diff options
| -rw-r--r-- | AUTHORS | 1 | ||||
| -rw-r--r-- | epan/dissectors/Makefile.common | 1 | ||||
| -rw-r--r-- | epan/dissectors/packet-fix.c | 6710 | ||||
| -rw-r--r-- | epan/dissectors/packet-fix.h | 8575 | ||||
| -rw-r--r-- | epan/value_string.c | 46 | ||||
| -rw-r--r-- | epan/value_string.h | 21 | ||||
| -rw-r--r-- | fix/FIX.xml | 6784 | ||||
| -rw-r--r-- | fix/FIX40.xml | 828 | ||||
| -rw-r--r-- | fix/FIX41.xml | 1239 | ||||
| -rw-r--r-- | fix/FIX42.xml | 2623 | ||||
| -rw-r--r-- | fix/FIX43.xml | 3992 | ||||
| -rw-r--r-- | fix/FIX44.xml | 6687 | ||||
| -rw-r--r-- | fix/README | 20 | ||||
| -rw-r--r-- | fix/Values.xsl | 54 | ||||
| -rw-r--r-- | fix/hfDecl.xsl | 34 | ||||
| -rw-r--r-- | fix/hfField.xsl | 25 | ||||
| -rw-r--r-- | fix/hfList.xsl | 31 |
17 files changed, 31369 insertions, 6302 deletions
@@ -109,6 +109,7 @@ Martin Maciaszek <fastjack[AT]i-s-o.net> { Didier Jorand <Didier.Jorand[AT]alcatel.fr> { SNMP support TCP SEQ/ACK analysis bugfix for sequence number wrapping. + FIX 4.0 to 4.4 fields } Jun-ichiro itojun Hagino <itojun[AT]itojun.org> { diff --git a/epan/dissectors/Makefile.common b/epan/dissectors/Makefile.common index ff014dd585..84609adc37 100644 --- a/epan/dissectors/Makefile.common +++ b/epan/dissectors/Makefile.common @@ -1029,6 +1029,7 @@ DISSECTOR_INCLUDES = \ packet-fcswils.h \ packet-fddi.h \ packet-ff.h \ + packet-fix.h \ packet-fmp.h \ packet-fmp_notify.h \ packet-fr.h \ diff --git a/epan/dissectors/packet-fix.c b/epan/dissectors/packet-fix.c index 8167e05dc8..8baab0ccbb 100644 --- a/epan/dissectors/packet-fix.c +++ b/epan/dissectors/packet-fix.c @@ -23,6 +23,8 @@ * Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. * * Documentation: http://www.fixprotocol.org/ + * Fields and messages from http://www.quickfixengine.org/ xml + * */ #ifdef HAVE_CONFIG_H @@ -30,879 +32,206 @@ #endif #include <string.h> -#include <glib.h> #include <epan/packet.h> - -static const value_string message_types[] _U_ = { - { 0x30, "Heartbeat" }, - { 0x31, "Test Request" }, - { 0x32, "Resend Request" }, - { 0x33, "Reject" }, - { 0x34, "Sequence Reset" }, - { 0x35, "Logout" }, - { 0x36, "Indication of Interest" }, - { 0x37, "Advertisement" }, - { 0x38, "Execution Report" }, - { 0x39, "Cancel Reject" }, - { 0x41, "Logon" }, - { 0x42, "News" }, - { 0x43, "Email" }, - { 0x44, "New Order - Single" }, - { 0x45, "New Order - List" }, - { 0x46, "Order Cancel Request" }, - { 0x47, "Order Cancel/Replace Request" }, - { 0x48, "Order Status Request" }, - { 0, NULL } -}; +#include <epan/expert.h> +#include <epan/prefs.h> +#include <epan/conversation.h> + +#include "packet-tcp.h" + +typedef struct _fix_field { + int tag; /* FIX tag */ + int hf_id; + int type; /* */ + const void *table; +} fix_field; + +typedef struct _fix_parameter { + int field_len; + int tag_len; + int value_offset; + int value_len; + int ctrla_offset; +} fix_parameter; /* Initialize the protocol and registered fields */ static int proto_fix = -1; +static dissector_handle_t fix_handle; + +/* desegmentation of fix */ +static gboolean fix_desegment = TRUE; /* Initialize the subtree pointers */ static gint ett_fix = -1; +static gint ett_unknow = -1; +static gint ett_badfield = -1; +static gint ett_checksum = -1; + +static int hf_fix_data = -1; /* continuation data */ +static int hf_fix_checksum_good = -1; +static int hf_fix_checksum_bad = -1; +static int hf_fix_field_value = -1; +static int hf_fix_field_tag = -1; + +static range_t *global_fix_tcp_range = NULL; +static range_t *fix_tcp_range = NULL; + +/* 8=FIX */ +#define MARKER_TAG "8=FIX" +#define MARKER_LEN 5 +static int fix_marker(tvbuff_t *tvb, int offset) +{ + return tvb_strneql(tvb, offset, MARKER_TAG, MARKER_LEN); +} -/* message type list */ -static GData *msg_types; - -static int hf_fix_Account = -1; /* Tag 1 */ -static int hf_fix_AdvId = -1; /* Tag 2 */ -static int hf_fix_AdvRefID = -1; /* Tag 3 */ -static int hf_fix_AdvSide = -1; /* Tag 4 */ -static int hf_fix_AdvTransType = -1; /* Tag 5 */ -static int hf_fix_AvgPx = -1; /* Tag 6 */ -static int hf_fix_BeginSeqNo = -1; /* Tag 7 */ -static int hf_fix_BeginString = -1; /* Tag 8 */ -static int hf_fix_BodyLength = -1; /* Tag 9 */ -static int hf_fix_CheckSum = -1; /* Tag 10 */ -static int hf_fix_ClOrdID = -1; /* Tag 11 */ -static int hf_fix_Commission = -1; /* Tag 12 */ -static int hf_fix_CommType = -1; /* Tag 13 */ -static int hf_fix_CumQty = -1; /* Tag 14 */ -static int hf_fix_Currency = -1; /* Tag 15 */ -static int hf_fix_EndSeqNo = -1; /* Tag 16 */ -static int hf_fix_ExecID = -1; /* Tag 17 */ -static int hf_fix_ExecInst = -1; /* Tag 18 */ -static int hf_fix_ExecRefID = -1; /* Tag 19 */ -static int hf_fix_ExecTransType = -1; /* Tag 20 */ -static int hf_fix_HandlInst = -1; /* Tag 21 */ -static int hf_fix_SecurityIDSource = -1; /* Tag 22 */ -static int hf_fix_IOIid = -1; /* Tag 23 */ -static int hf_fix_IOIOthSvc = -1; /* Tag 24 */ -static int hf_fix_IOIQltyInd = -1; /* Tag 25 */ -static int hf_fix_IOIRefID = -1; /* Tag 26 */ -static int hf_fix_IOIQty = -1; /* Tag 27 */ -static int hf_fix_IOITransType = -1; /* Tag 28 */ -static int hf_fix_LastCapacity = -1; /* Tag 29 */ -static int hf_fix_LastMkt = -1; /* Tag 30 */ -static int hf_fix_LastPx = -1; /* Tag 31 */ -static int hf_fix_LastQty = -1; /* Tag 32 */ -static int hf_fix_LinesOfText = -1; /* Tag 33 */ -static int hf_fix_MsgSeqNum = -1; /* Tag 34 */ -static int hf_fix_MsgType = -1; /* Tag 35 */ -static int hf_fix_NewSeqNo = -1; /* Tag 36 */ -static int hf_fix_OrderID = -1; /* Tag 37 */ -static int hf_fix_OrderQty = -1; /* Tag 38 */ -static int hf_fix_OrdStatus = -1; /* Tag 39 */ -static int hf_fix_OrdType = -1; /* Tag 40 */ -static int hf_fix_OrigClOrdID = -1; /* Tag 41 */ -static int hf_fix_OrigTime = -1; /* Tag 42 */ -static int hf_fix_PossDupFlag = -1; /* Tag 43 */ -static int hf_fix_Price = -1; /* Tag 44 */ -static int hf_fix_RefSeqNum = -1; /* Tag 45 */ -static int hf_fix_RelatdSym = -1; /* Tag 46 */ -static int hf_fix_Rule80A = -1; /* Tag 47 */ -static int hf_fix_SecurityID = -1; /* Tag 48 */ -static int hf_fix_SenderCompID = -1; /* Tag 49 */ -static int hf_fix_SenderSubID = -1; /* Tag 50 */ -static int hf_fix_SendingDate = -1; /* Tag 51 */ -static int hf_fix_SendingTime = -1; /* Tag 52 */ -static int hf_fix_Quantity = -1; /* Tag 53 */ -static int hf_fix_Side = -1; /* Tag 54 */ -static int hf_fix_Symbol = -1; /* Tag 55 */ -static int hf_fix_TargetCompID = -1; /* Tag 56 */ -static int hf_fix_TargetSubID = -1; /* Tag 57 */ -static int hf_fix_Text = -1; /* Tag 58 */ -static int hf_fix_TimeInForce = -1; /* Tag 59 */ -static int hf_fix_TransactTime = -1; /* Tag 60 */ -static int hf_fix_Urgency = -1; /* Tag 61 */ -static int hf_fix_ValidUntilTime = -1; /* Tag 62 */ -static int hf_fix_SettlmntTyp = -1; /* Tag 63 */ -static int hf_fix_FutSettDate = -1; /* Tag 64 */ -static int hf_fix_SymbolSfx = -1; /* Tag 65 */ -static int hf_fix_ListID = -1; /* Tag 66 */ -static int hf_fix_ListSeqNo = -1; /* Tag 67 */ -static int hf_fix_TotNoOrders = -1; /* Tag 68 */ -static int hf_fix_ListExecInst = -1; /* Tag 69 */ -static int hf_fix_AllocID = -1; /* Tag 70 */ -static int hf_fix_AllocTransType = -1; /* Tag 71 */ -static int hf_fix_RefAllocID = -1; /* Tag 72 */ -static int hf_fix_NoOrders = -1; /* Tag 73 */ -static int hf_fix_AvgPrxPrecision = -1; /* Tag 74 */ -static int hf_fix_TradeDate = -1; /* Tag 75 */ -static int hf_fix_ExecBroker = -1; /* Tag 76 */ -static int hf_fix_PositionEffect = -1; /* Tag 77 */ -static int hf_fix_NoAllocs = -1; /* Tag 78 */ -static int hf_fix_AllocAccount = -1; /* Tag 79 */ -static int hf_fix_AllocQty = -1; /* Tag 80 */ -static int hf_fix_ProcessCode = -1; /* Tag 81 */ -static int hf_fix_NoRpts = -1; /* Tag 82 */ -static int hf_fix_RptSeq = -1; /* Tag 83 */ -static int hf_fix_CxlQty = -1; /* Tag 84 */ -static int hf_fix_NoDlvyInst = -1; /* Tag 85 */ -static int hf_fix_DlvyInst = -1; /* Tag 86 */ -static int hf_fix_AllocStatus = -1; /* Tag 87 */ -static int hf_fix_AllocRejCode = -1; /* Tag 88 */ -static int hf_fix_Signature = -1; /* Tag 89 */ -static int hf_fix_SecureDataLen = -1; /* Tag 90 */ -static int hf_fix_SecureData = -1; /* Tag 91 */ -static int hf_fix_BrokerOfCredit = -1; /* Tag 92 */ -static int hf_fix_SignatureLength = -1; /* Tag 93 */ -static int hf_fix_EmailType = -1; /* Tag 94 */ -static int hf_fix_RawDataLength = -1; /* Tag 95 */ -static int hf_fix_RawData = -1; /* Tag 96 */ -static int hf_fix_PossResend = -1; /* Tag 97 */ -static int hf_fix_EncryptMethod = -1; /* Tag 98 */ -static int hf_fix_StopPx = -1; /* Tag 99 */ -static int hf_fix_ExDestination = -1; /* Tag 100 */ -static int hf_fix_CxlRejReason = -1; /* Tag 102 */ -static int hf_fix_OrdRejReason = -1; /* Tag 103 */ -static int hf_fix_IOIQualifier = -1; /* Tag 104 */ -static int hf_fix_WaveNo = -1; /* Tag 105 */ -static int hf_fix_Issuer = -1; /* Tag 106 */ -static int hf_fix_SecurityDesc = -1; /* Tag 107 */ -static int hf_fix_HeartBtInt = -1; /* Tag 108 */ -static int hf_fix_ClientID = -1; /* Tag 109 */ -static int hf_fix_MinQty = -1; /* Tag 110 */ -static int hf_fix_MaxFloor = -1; /* Tag 111 */ -static int hf_fix_TestReqID = -1; /* Tag 112 */ -static int hf_fix_ReportToExch = -1; /* Tag 113 */ -static int hf_fix_LocateReqd = -1; /* Tag 114 */ -static int hf_fix_OnBehalfOfCompID = -1; /* Tag 115 */ -static int hf_fix_OnBehalfOfSubID = -1; /* Tag 116 */ -static int hf_fix_QuoteID = -1; /* Tag 117 */ -static int hf_fix_NetMoney = -1; /* Tag 118 */ -static int hf_fix_SettlCurrAmt = -1; /* Tag 119 */ -static int hf_fix_SettlCurrency = -1; /* Tag 120 */ -static int hf_fix_ForexReq = -1; /* Tag 121 */ -static int hf_fix_OrigSendingTime = -1; /* Tag 122 */ -static int hf_fix_GapFillFlag = -1; /* Tag 123 */ -static int hf_fix_NoExecs = -1; /* Tag 124 */ -static int hf_fix_CxlType = -1; /* Tag 125 */ -static int hf_fix_ExpireTime = -1; /* Tag 126 */ -static int hf_fix_DKReason = -1; /* Tag 127 */ -static int hf_fix_DeliverToCompID = -1; /* Tag 128 */ -static int hf_fix_DeliverToSubID = -1; /* Tag 129 */ -static int hf_fix_IOINaturalFlag = -1; /* Tag 130 */ -static int hf_fix_QuoteReqID = -1; /* Tag 131 */ -static int hf_fix_BidPx = -1; /* Tag 132 */ -static int hf_fix_OfferPx = -1; /* Tag 133 */ -static int hf_fix_BidSize = -1; /* Tag 134 */ -static int hf_fix_OfferSize = -1; /* Tag 135 */ -static int hf_fix_NoMiscFees = -1; /* Tag 136 */ -static int hf_fix_MiscFeeAmt = -1; /* Tag 137 */ -static int hf_fix_MiscFeeCurr = -1; /* Tag 138 */ -static int hf_fix_MiscFeeType = -1; /* Tag 139 */ -static int hf_fix_PrevClosePx = -1; /* Tag 140 */ -static int hf_fix_ResetSeqNumFlag = -1; /* Tag 141 */ -static int hf_fix_SenderLocationID = -1; /* Tag 142 */ -static int hf_fix_TargetLocationID = -1; /* Tag 143 */ -static int hf_fix_OnBehalfOfLocationID = -1; /* Tag 144 */ -static int hf_fix_DeliverToLocationID = -1; /* Tag 145 */ -static int hf_fix_NoRelatedSym = -1; /* Tag 146 */ -static int hf_fix_Subject = -1; /* Tag 147 */ -static int hf_fix_Headline = -1; /* Tag 148 */ -static int hf_fix_URLLink = -1; /* Tag 149 */ -static int hf_fix_ExecType = -1; /* Tag 150 */ -static int hf_fix_LeavesQty = -1; /* Tag 151 */ -static int hf_fix_CashOrderQty = -1; /* Tag 152 */ -static int hf_fix_AllocAvgPx = -1; /* Tag 153 */ -static int hf_fix_AllocNetMoney = -1; /* Tag 154 */ -static int hf_fix_SettlCurrFxRate = -1; /* Tag 155 */ -static int hf_fix_SettlCurrFxRateCalc = -1; /* Tag 156 */ -static int hf_fix_NumDaysInterest = -1; /* Tag 157 */ -static int hf_fix_AccruedInterestRate = -1; /* Tag 158 */ -static int hf_fix_AccruedInterestAmt = -1; /* Tag 159 */ -static int hf_fix_SettlInstMode = -1; /* Tag 160 */ -static int hf_fix_AllocText = -1; /* Tag 161 */ -static int hf_fix_SettlInstID = -1; /* Tag 162 */ -static int hf_fix_SettlInstTransType = -1; /* Tag 163 */ -static int hf_fix_EmailThreadID = -1; /* Tag 164 */ -static int hf_fix_SettlInstSource = -1; /* Tag 165 */ -static int hf_fix_SettlLocation = -1; /* Tag 166 */ -static int hf_fix_SecurityType = -1; /* Tag 167 */ -static int hf_fix_EffectiveTime = -1; /* Tag 168 */ -static int hf_fix_StandInstDbType = -1; /* Tag 169 */ -static int hf_fix_StandInstDbName = -1; /* Tag 170 */ -static int hf_fix_StandInstDbID = -1; /* Tag 171 */ -static int hf_fix_SettlDeliveryType = -1; /* Tag 172 */ -static int hf_fix_SettlDepositoryCode = -1; /* Tag 173 */ -static int hf_fix_SettlBrkrCode = -1; /* Tag 174 */ -static int hf_fix_SettlInstCode = -1; /* Tag 175 */ -static int hf_fix_SecuritySettlAgentName = -1; /* Tag 176 */ -static int hf_fix_SecuritySettlAgentCode = -1; /* Tag 177 */ -static int hf_fix_SecuritySettlAgentAcctNum = -1; /* Tag 178 */ -static int hf_fix_SecuritySettlAgentAcctName = -1; /* Tag 179 */ -static int hf_fix_SecuritySettlAgentContactName = -1; /* Tag 180 */ -static int hf_fix_SecuritySettlAgentContactPhone = -1; /* Tag 181 */ -static int hf_fix_CashSettlAgentName = -1; /* Tag 182 */ -static int hf_fix_CashSettlAgentCode = -1; /* Tag 183 */ -static int hf_fix_CashSettlAgentAcctNum = -1; /* Tag 184 */ -static int hf_fix_CashSettlAgentAcctName = -1; /* Tag 185 */ -static int hf_fix_CashSettlAgentContactName = -1; /* Tag 186 */ -static int hf_fix_CashSettlAgentContactPhone = -1; /* Tag 187 */ -static int hf_fix_BidSpotRate = -1; /* Tag 188 */ -static int hf_fix_BidForwardPoints = -1; /* Tag 189 */ -static int hf_fix_OfferSpotRate = -1; /* Tag 190 */ -static int hf_fix_OfferForwardPoints = -1; /* Tag 191 */ -static int hf_fix_OrderQty2 = -1; /* Tag 192 */ -static int hf_fix_FutSettDate2 = -1; /* Tag 193 */ -static int hf_fix_LastSpotRate = -1; /* Tag 194 */ -static int hf_fix_LastForwardPoints = -1; /* Tag 195 */ -static int hf_fix_AllocLinkID = -1; /* Tag 196 */ -static int hf_fix_AllocLinkType = -1; /* Tag 197 */ -static int hf_fix_SecondaryOrderID = -1; /* Tag 198 */ -static int hf_fix_NoIOIQualifiers = -1; /* Tag 199 */ -static int hf_fix_MaturityMonthYear = -1; /* Tag 200 */ -static int hf_fix_PutOrCall = -1; /* Tag 201 */ -static int hf_fix_StrikePrice = -1; /* Tag 202 */ -static int hf_fix_CoveredOrUncovered = -1; /* Tag 203 */ -static int hf_fix_CustomerOrFirm = -1; /* Tag 204 */ -static int hf_fix_MaturityDay = -1; /* Tag 205 */ -static int hf_fix_OptAttribute = -1; /* Tag 206 */ -static int hf_fix_SecurityExchange = -1; /* Tag 207 */ -static int hf_fix_NotifyBrokerOfCredit = -1; /* Tag 208 */ -static int hf_fix_AllocHandlInst = -1; /* Tag 209 */ -static int hf_fix_MaxShow = -1; /* Tag 210 */ -static int hf_fix_PegDifference = -1; /* Tag 211 */ -static int hf_fix_XmlDataLen = -1; /* Tag 212 */ -static int hf_fix_XmlData = -1; /* Tag 213 */ -static int hf_fix_SettlInstRefID = -1; /* Tag 214 */ -static int hf_fix_NoRoutingIDs = -1; /* Tag 215 */ -static int hf_fix_RoutingType = -1; /* Tag 216 */ -static int hf_fix_RoutingID = -1; /* Tag 217 */ -static int hf_fix_Spread = -1; /* Tag 218 */ -static int hf_fix_Benchmark = -1; /* Tag 219 */ -static int hf_fix_BenchmarkCurveCurrency = -1; /* Tag 220 */ -static int hf_fix_BenchmarkCurveName = -1; /* Tag 221 */ -static int hf_fix_BenchmarkCurvePoint = -1; /* Tag 222 */ -static int hf_fix_CouponRate = -1; /* Tag 223 */ -static int hf_fix_CouponPaymentDate = -1; /* Tag 224 */ -static int hf_fix_IssueDate = -1; /* Tag 225 */ -static int hf_fix_RepurchaseTerm = -1; /* Tag 226 */ -static int hf_fix_RepurchaseRate = -1; /* Tag 227 */ -static int hf_fix_Factor = -1; /* Tag 228 */ -static int hf_fix_TradeOriginationDate = -1; /* Tag 229 */ -static int hf_fix_ExDate = -1; /* Tag 230 */ -static int hf_fix_ContractMultiplier = -1; /* Tag 231 */ -static int hf_fix_NoStipulations = -1; /* Tag 232 */ -static int hf_fix_StipulationType = -1; /* Tag 233 */ -static int hf_fix_StipulationValue = -1; /* Tag 234 */ -static int hf_fix_YieldType = -1; /* Tag 235 */ -static int hf_fix_Yield = -1; /* Tag 236 */ -static int hf_fix_TotalTakedown = -1; /* Tag 237 */ -static int hf_fix_Concession = -1; /* Tag 238 */ -static int hf_fix_RepoCollateralSecurityType = -1; /* Tag 239 */ -static int hf_fix_RedemptionDate = -1; /* Tag 240 */ -static int hf_fix_UnderlyingCouponPaymentDate = -1; /* Tag 241 */ -static int hf_fix_UnderlyingIssueDate = -1; /* Tag 242 */ -static int hf_fix_UnderlyingRepoCollateralSecurityType = -1; /* Tag 243 */ -static int hf_fix_UnderlyingRepurchaseTerm = -1; /* Tag 244 */ -static int hf_fix_UnderlyingRepurchaseRate = -1; /* Tag 245 */ -static int hf_fix_UnderlyingFactor = -1; /* Tag 246 */ -static int hf_fix_UnderlyingRedemptionDate = -1; /* Tag 247 */ -static int hf_fix_LegCouponPaymentDate = -1; /* Tag 248 */ -static int hf_fix_LegIssueDate = -1; /* Tag 249 */ -static int hf_fix_LegRepoCollateralSecurityType = -1; /* Tag 250 */ -static int hf_fix_LegRepurchaseTerm = -1; /* Tag 251 */ -static int hf_fix_LegRepurchaseRate = -1; /* Tag 252 */ -static int hf_fix_LegFactor = -1; /* Tag 253 */ -static int hf_fix_LegRedemptionDate = -1; /* Tag 254 */ -static int hf_fix_CreditRating = -1; /* Tag 255 */ -static int hf_fix_UnderlyingCreditRating = -1; /* Tag 256 */ -static int hf_fix_LegCreditRating = -1; /* Tag 257 */ -static int hf_fix_TradedFlatSwitch = -1; /* Tag 258 */ -static int hf_fix_BasisFeatureDate = -1; /* Tag 259 */ -static int hf_fix_BasisFeaturePrice = -1; /* Tag 260 */ -static int hf_fix_ReservedAllocated = -1; /* Tag 261 */ -static int hf_fix_MDReqID = -1; /* Tag 262 */ -static int hf_fix_SubscriptionRequestType = -1; /* Tag 263 */ -static int hf_fix_MarketDepth = -1; /* Tag 264 */ -static int hf_fix_MDUpdateType = -1; /* Tag 265 */ -static int hf_fix_AggregatedBook = -1; /* Tag 266 */ -static int hf_fix_NoMDEntryTypes = -1; /* Tag 267 */ -static int hf_fix_NoMDEntries = -1; /* Tag 268 */ -static int hf_fix_MDEntryType = -1; /* Tag 269 */ -static int hf_fix_MDEntryPx = -1; /* Tag 270 */ -static int hf_fix_MDEntrySize = -1; /* Tag 271 */ -static int hf_fix_MDEntryDate = -1; /* Tag 272 */ -static int hf_fix_MDEntryTime = -1; /* Tag 273 */ -static int hf_fix_TickDirection = -1; /* Tag 274 */ -static int hf_fix_MDMkt = -1; /* Tag 275 */ -static int hf_fix_QuoteCondition = -1; /* Tag 276 */ -static int hf_fix_TradeCondition = -1; /* Tag 277 */ -static int hf_fix_MDEntryID = -1; /* Tag 278 */ -static int hf_fix_MDUpdateAction = -1; /* Tag 279 */ -static int hf_fix_MDEntryRefID = -1; /* Tag 280 */ -static int hf_fix_MDReqRejReason = -1; /* Tag 281 */ -static int hf_fix_MDEntryOriginator = -1; /* Tag 282 */ -static int hf_fix_LocationID = -1; /* Tag 283 */ -static int hf_fix_DeskID = -1; /* Tag 284 */ -static int hf_fix_DeleteReason = -1; /* Tag 285 */ -static int hf_fix_OpenCloseSettleFlag = -1; /* Tag 286 */ -static int hf_fix_SellerDays = -1; /* Tag 287 */ -static int hf_fix_MDEntryBuyer = -1; /* Tag 288 */ -static int hf_fix_MDEntrySeller = -1; /* Tag 289 */ -static int hf_fix_MDEntryPositionNo = -1; /* Tag 290 */ -static int hf_fix_FinancialStatus = -1; /* Tag 291 */ -static int hf_fix_CorporateAction = -1; /* Tag 292 */ -static int hf_fix_DefBidSize = -1; /* Tag 293 */ -static int hf_fix_DefOfferSize = -1; /* Tag 294 */ -static int hf_fix_NoQuoteEntries = -1; /* Tag 295 */ -static int hf_fix_NoQuoteSets = -1; /* Tag 296 */ -static int hf_fix_QuoteStatus = -1; /* Tag 297 */ -static int hf_fix_QuoteCancelType = -1; /* Tag 298 */ -static int hf_fix_QuoteEntryID = -1; /* Tag 299 */ -static int hf_fix_QuoteRejectReason = -1; /* Tag 300 */ -static int hf_fix_QuoteResponseLevel = -1; /* Tag 301 */ -static int hf_fix_QuoteSetID = -1; /* Tag 302 */ -static int hf_fix_QuoteRequestType = -1; /* Tag 303 */ -static int hf_fix_TotQuoteEntries = -1; /* Tag 304 */ -static int hf_fix_UnderlyingSecurityIDSource = -1; /* Tag 305 */ -static int hf_fix_UnderlyingIssuer = -1; /* Tag 306 */ -static int hf_fix_UnderlyingSecurityDesc = -1; /* Tag 307 */ -static int hf_fix_UnderlyingSecurityExchange = -1; /* Tag 308 */ -static int hf_fix_UnderlyingSecurityID = -1; /* Tag 309 */ -static int hf_fix_UnderlyingSecurityType = -1; /* Tag 310 */ -static int hf_fix_UnderlyingSymbol = -1; /* Tag 311 */ -static int hf_fix_UnderlyingSymbolSfx = -1; /* Tag 312 */ -static int hf_fix_UnderlyingMaturityMonthYear = -1; /* Tag 313 */ -static int hf_fix_UnderlyingMaturityDay = -1; /* Tag 314 */ -static int hf_fix_UnderlyingPutOrCall = -1; /* Tag 315 */ -static int hf_fix_UnderlyingStrikePrice = -1; /* Tag 316 */ -static int hf_fix_UnderlyingOptAttribute = -1; /* Tag 317 */ -static int hf_fix_Underlying = -1; /* Tag 318 */ -static int hf_fix_RatioQty = -1; /* Tag 319 */ -static int hf_fix_SecurityReqID = -1; /* Tag 320 */ -static int hf_fix_SecurityRequestType = -1; /* Tag 321 */ -static int hf_fix_SecurityResponseID = -1; /* Tag 322 */ -static int hf_fix_SecurityResponseType = -1; /* Tag 323 */ -static int hf_fix_SecurityStatusReqID = -1; /* Tag 324 */ -static int hf_fix_UnsolicitedIndicator = -1; /* Tag 325 */ -static int hf_fix_SecurityTradingStatus = -1; /* Tag 326 */ -static int hf_fix_HaltReason = -1; /* Tag 327 */ -static int hf_fix_InViewOfCommon = -1; /* Tag 328 */ -static int hf_fix_DueToRelated = -1; /* Tag 329 */ -static int hf_fix_BuyVolume = -1; /* Tag 330 */ -static int hf_fix_SellVolume = -1; /* Tag 331 */ -static int hf_fix_HighPx = -1; /* Tag 332 */ -static int hf_fix_LowPx = -1; /* Tag 333 */ -static int hf_fix_Adjustment = -1; /* Tag 334 */ -static int hf_fix_TradSesReqID = -1; /* Tag 335 */ -static int hf_fix_TradingSessionID = -1; /* Tag 336 */ -static int hf_fix_ContraTrader = -1; /* Tag 337 */ -static int hf_fix_TradSesMethod = -1; /* Tag 338 */ -static int hf_fix_TradSesMode = -1; /* Tag 339 */ -static int hf_fix_TradSesStatus = -1; /* Tag 340 */ -static int hf_fix_TradSesStartTime = -1; /* Tag 341 */ -static int hf_fix_TradSesOpenTime = -1; /* Tag 342 */ -static int hf_fix_TradSesPreCloseTime = -1; /* Tag 343 */ -static int hf_fix_TradSesCloseTime = -1; /* Tag 344 */ -static int hf_fix_TradSesEndTime = -1; /* Tag 345 */ -static int hf_fix_NumberOfOrders = -1; /* Tag 346 */ -static int hf_fix_MessageEncoding = -1; /* Tag 347 */ -static int hf_fix_EncodedIssuerLen = -1; /* Tag 348 */ -static int hf_fix_EncodedIssuer = -1; /* Tag 349 */ -static int hf_fix_EncodedSecurityDescLen = -1; /* Tag 350 */ -static int hf_fix_EncodedSecurityDesc = -1; /* Tag 351 */ -static int hf_fix_EncodedListExecInstLen = -1; /* Tag 352 */ -static int hf_fix_EncodedListExecInst = -1; /* Tag 353 */ -static int hf_fix_EncodedTextLen = -1; /* Tag 354 */ -static int hf_fix_EncodedText = -1; /* Tag 355 */ -static int hf_fix_EncodedSubjectLen = -1; /* Tag 356 */ -static int hf_fix_EncodedSubject = -1; /* Tag 357 */ -static int hf_fix_EncodedHeadlineLen = -1; /* Tag 358 */ -static int hf_fix_EncodedHeadline = -1; /* Tag 359 */ -static int hf_fix_EncodedAllocTextLen = -1; /* Tag 360 */ -static int hf_fix_EncodedAllocText = -1; /* Tag 361 */ -static int hf_fix_EncodedUnderlyingIssuerLen = -1; /* Tag 362 */ -static int hf_fix_EncodedUnderlyingIssuer = -1; /* Tag 363 */ -static int hf_fix_EncodedUnderlyingSecurityDescLen = -1; /* Tag 364 */ -static int hf_fix_EncodedUnderlyingSecurityDesc = -1; /* Tag 365 */ -static int hf_fix_AllocPrice = -1; /* Tag 366 */ -static int hf_fix_QuoteSetValidUntilTime = -1; /* Tag 367 */ -static int hf_fix_QuoteEntryRejectReason = -1; /* Tag 368 */ -static int hf_fix_LastMsgSeqNumProcessed = -1; /* Tag 369 */ -static int hf_fix_OnBehalfOfSendingTime = -1; /* Tag 370 */ -static int hf_fix_RefTagID = -1; /* Tag 371 */ -static int hf_fix_RefMsgType = -1; /* Tag 372 */ -static int hf_fix_SessionRejectReason = -1; /* Tag 373 */ -static int hf_fix_BidRequestTransType = -1; /* Tag 374 */ -static int hf_fix_ContraBroker = -1; /* Tag 375 */ -static int hf_fix_ComplianceID = -1; /* Tag 376 */ -static int hf_fix_SolicitedFlag = -1; /* Tag 377 */ -static int hf_fix_ExecRestatementReason = -1; /* Tag 378 */ -static int hf_fix_BusinessRejectRefID = -1; /* Tag 379 */ -static int hf_fix_BusinessRejectReason = -1; /* Tag 380 */ -static int hf_fix_GrossTradeAmt = -1; /* Tag 381 */ -static int hf_fix_NoContraBrokers = -1; /* Tag 382 */ -static int hf_fix_MaxMessageSize = -1; /* Tag 383 */ -static int hf_fix_NoMsgTypes = -1; /* Tag 384 */ -static int hf_fix_MsgDirection = -1; /* Tag 385 */ -static int hf_fix_NoTradingSessions = -1; /* Tag 386 */ -static int hf_fix_TotalVolumeTraded = -1; /* Tag 387 */ -static int hf_fix_DiscretionInst = -1; /* Tag 388 */ -static int hf_fix_DiscretionOffset = -1; /* Tag 389 */ -static int hf_fix_BidID = -1; /* Tag 390 */ -static int hf_fix_ClientBidID = -1; /* Tag 391 */ -static int hf_fix_ListName = -1; /* Tag 392 */ -static int hf_fix_TotalNumSecurities = -1; /* Tag 393 */ -static int hf_fix_BidType = -1; /* Tag 394 */ -static int hf_fix_NumTickets = -1; /* Tag 395 */ -static int hf_fix_SideValue1 = -1; /* Tag 396 */ -static int hf_fix_SideValue2 = -1; /* Tag 397 */ -static int hf_fix_NoBidDescriptors = -1; /* Tag 398 */ -static int hf_fix_BidDescriptorType = -1; /* Tag 399 */ -static int hf_fix_BidDescriptor = -1; /* Tag 400 */ -static int hf_fix_SideValueInd = -1; /* Tag 401 */ -static int hf_fix_LiquidityPctLow = -1; /* Tag 402 */ -static int hf_fix_LiquidityPctHigh = -1; /* Tag 403 */ -static int hf_fix_LiquidityValue = -1; /* Tag 404 */ -static int hf_fix_EFPTrackingError = -1; /* Tag 405 */ -static int hf_fix_FairValue = -1; /* Tag 406 */ -static int hf_fix_OutsideIndexPct = -1; /* Tag 407 */ -static int hf_fix_ValueOfFutures = -1; /* Tag 408 */ -static int hf_fix_LiquidityIndType = -1; /* Tag 409 */ -static int hf_fix_WtAverageLiquidity = -1; /* Tag 410 */ -static int hf_fix_ExchangeForPhysical = -1; /* Tag 411 */ -static int hf_fix_OutMainCntryUIndex = -1; /* Tag 412 */ -static int hf_fix_CrossPercent = -1; /* Tag 413 */ -static int hf_fix_ProgRptReqs = -1; /* Tag 414 */ -static int hf_fix_ProgPeriodInterval = -1; /* Tag 415 */ -static int hf_fix_IncTaxInd = -1; /* Tag 416 */ -static int hf_fix_NumBidders = -1; /* Tag 417 */ -static int hf_fix_TradeType = -1; /* Tag 418 */ -static int hf_fix_BasisPxType = -1; /* Tag 419 */ -static int hf_fix_NoBidComponents = -1; /* Tag 420 */ -static int hf_fix_Country = -1; /* Tag 421 */ -static int hf_fix_TotNoStrikes = -1; /* Tag 422 */ -static int hf_fix_PriceType = -1; /* Tag 423 */ -static int hf_fix_DayOrderQty = -1; /* Tag 424 */ -static int hf_fix_DayCumQty = -1; /* Tag 425 */ -static int hf_fix_DayAvgPx = -1; /* Tag 426 */ -static int hf_fix_GTBookingInst = -1; /* Tag 427 */ -static int hf_fix_NoStrikes = -1; /* Tag 428 */ -static int hf_fix_ListStatusType = -1; /* Tag 429 */ -static int hf_fix_NetGrossInd = -1; /* Tag 430 */ -static int hf_fix_ListOrderStatus = -1; /* Tag 431 */ -static int hf_fix_ExpireDate = -1; /* Tag 432 */ -static int hf_fix_ListExecInstType = -1; /* Tag 433 */ -static int hf_fix_CxlRejResponseTo = -1; /* Tag 434 */ -static int hf_fix_UnderlyingCouponRate = -1; /* Tag 435 */ -static int hf_fix_UnderlyingContractMultiplier = -1; /* Tag 436 */ -static int hf_fix_ContraTradeQty = -1; /* Tag 437 */ -static int hf_fix_ContraTradeTime = -1; /* Tag 438 */ -static int hf_fix_ClearingFirm = -1; /* Tag 439 */ -static int hf_fix_ClearingAccount = -1; /* Tag 440 */ -static int hf_fix_LiquidityNumSecurities = -1; /* Tag 441 */ -static int hf_fix_MultiLegReportingType = -1; /* Tag 442 */ -static int hf_fix_StrikeTime = -1; /* Tag 443 */ -static int hf_fix_ListStatusText = -1; /* Tag 444 */ -static int hf_fix_EncodedListStatusTextLen = -1; /* Tag 445 */ -static int hf_fix_EncodedListStatusText = -1; /* Tag 446 */ -static int hf_fix_PartyIDSource = -1; /* Tag 447 */ -static int hf_fix_PartyID = -1; /* Tag 448 */ -static int hf_fix_TotalVolumeTradedDate = -1; /* Tag 449 */ -static int hf_fix_TotalVolumeTradedTime = -1; /* Tag 450 */ -static int hf_fix_NetChgPrevDay = -1; /* Tag 451 */ -static int hf_fix_PartyRole = -1; /* Tag 452 */ -static int hf_fix_NoPartyIDs = -1; /* Tag 453 */ -static int hf_fix_NoSecurityAltID = -1; /* Tag 454 */ -static int hf_fix_SecurityAltID = -1; /* Tag 455 */ -static int hf_fix_SecurityAltIDSource = -1; /* Tag 456 */ -static int hf_fix_NoUnderlyingSecurityAltID = -1; /* Tag 457 */ -static int hf_fix_UnderlyingSecurityAltID = -1; /* Tag 458 */ -static int hf_fix_UnderlyingSecurityAltIDSource = -1; /* Tag 459 */ -static int hf_fix_Product = -1; /* Tag 460 */ -static int hf_fix_CFICode = -1; /* Tag 461 */ -static int hf_fix_UnderlyingProduct = -1; /* Tag 462 */ -static int hf_fix_UnderlyingCFICode = -1; /* Tag 463 */ -static int hf_fix_TestMessageIndicator = -1; /* Tag 464 */ -static int hf_fix_QuantityType = -1; /* Tag 465 */ -static int hf_fix_BookingRefID = -1; /* Tag 466 */ -static int hf_fix_IndividualAllocID = -1; /* Tag 467 */ -static int hf_fix_RoundingDirection = -1; /* Tag 468 */ -static int hf_fix_RoundingModulus = -1; /* Tag 469 */ -static int hf_fix_CountryOfIssue = -1; /* Tag 470 */ -static int hf_fix_StateOrProvinceOfIssue = -1; /* Tag 471 */ -static int hf_fix_LocaleOfIssue = -1; /* Tag 472 */ -static int hf_fix_NoRegistDtls = -1; /* Tag 473 */ -static int hf_fix_MailingDtls = -1; /* Tag 474 */ -static int hf_fix_InvestorCountryOfResidence = -1; /* Tag 475 */ -static int hf_fix_PaymentRef = -1; /* Tag 476 */ -static int hf_fix_DistribPaymentMethod = -1; /* Tag 477 */ -static int hf_fix_CashDistribCurr = -1; /* Tag 478 */ -static int hf_fix_CommCurrency = -1; /* Tag 479 */ -static int hf_fix_CancellationRights = -1; /* Tag 480 */ -static int hf_fix_MoneyLaunderingStatus = -1; /* Tag 481 */ -static int hf_fix_MailingInst = -1; /* Tag 482 */ -static int hf_fix_TransBkdTime = -1; /* Tag 483 */ -static int hf_fix_ExecPriceType = -1; /* Tag 484 */ -static int hf_fix_ExecPriceAdjustment = -1; /* Tag 485 */ -static int hf_fix_DateOfBirth = -1; /* Tag 486 */ -static int hf_fix_TradeReportTransType = -1; /* Tag 487 */ -static int hf_fix_CardHolderName = -1; /* Tag 488 */ -static int hf_fix_CardNumber = -1; /* Tag 489 */ -static int hf_fix_CardExpDate = -1; /* Tag 490 */ -static int hf_fix_CardIssNo = -1; /* Tag 491 */ -static int hf_fix_PaymentMethod = -1; /* Tag 492 */ -static int hf_fix_RegistAcctType = -1; /* Tag 493 */ -static int hf_fix_Designation = -1; /* Tag 494 */ -static int hf_fix_TaxAdvantageType = -1; /* Tag 495 */ -static int hf_fix_RegistRejReasonText = -1; /* Tag 496 */ -static int hf_fix_FundRenewWaiv = -1; /* Tag 497 */ -static int hf_fix_CashDistribAgentName = -1; /* Tag 498 */ -static int hf_fix_CashDistribAgentCode = -1; /* Tag 499 */ -static int hf_fix_CashDistribAgentAcctNumber = -1; /* Tag 500 */ -static int hf_fix_CashDistribPayRef = -1; /* Tag 501 */ -static int hf_fix_CashDistribAgentAcctName = -1; /* Tag 502 */ -static int hf_fix_CardStartDate = -1; /* Tag 503 */ -static int hf_fix_PaymentDate = -1; /* Tag 504 */ -static int hf_fix_PaymentRemitterID = -1; /* Tag 505 */ -static int hf_fix_RegistStatus = -1; /* Tag 506 */ -static int hf_fix_RegistRejReasonCode = -1; /* Tag 507 */ -static int hf_fix_RegistRefID = -1; /* Tag 508 */ -static int hf_fix_RegistDetls = -1; /* Tag 509 */ -static int hf_fix_NoDistribInsts = -1; /* Tag 510 */ -static int hf_fix_RegistEmail = -1; /* Tag 511 */ -static int hf_fix_DistribPercentage = -1; /* Tag 512 */ -static int hf_fix_RegistID = -1; /* Tag 513 */ -static int hf_fix_RegistTransType = -1; /* Tag 514 */ -static int hf_fix_ExecValuationPoint = -1; /* Tag 515 */ -static int hf_fix_OrderPercent = -1; /* Tag 516 */ -static int hf_fix_OwnershipType = -1; /* Tag 517 */ -static int hf_fix_NoContAmts = -1; /* Tag 518 */ -static int hf_fix_ContAmtType = -1; /* Tag 519 */ -static int hf_fix_ContAmtValue = -1; /* Tag 520 */ -static int hf_fix_ContAmtCurr = -1; /* Tag 521 */ -static int hf_fix_OwnerType = -1; /* Tag 522 */ -static int hf_fix_PartySubID = -1; /* Tag 523 */ -static int hf_fix_NestedPartyID = -1; /* Tag 524 */ -static int hf_fix_NestedPartyIDSource = -1; /* Tag 525 */ -static int hf_fix_SecondaryClOrdID = -1; /* Tag 526 */ -static int hf_fix_SecondaryExecID = -1; /* Tag 527 */ -static int hf_fix_OrderCapacity = -1; /* Tag 528 */ -static int hf_fix_OrderRestrictions = -1; /* Tag 529 */ -static int hf_fix_MassCancelRequestType = -1; /* Tag 530 */ -static int hf_fix_MassCancelResponse = -1; /* Tag 531 */ -static int hf_fix_MassCancelRejectReason = -1; /* Tag 532 */ -static int hf_fix_TotalAffectedOrders = -1; /* Tag 533 */ -static int hf_fix_NoAffectedOrders = -1; /* Tag 534 */ -static int hf_fix_AffectedOrderID = -1; /* Tag 535 */ -static int hf_fix_AffectedSecondaryOrderID = -1; /* Tag 536 */ -static int hf_fix_QuoteType = -1; /* Tag 537 */ -static int hf_fix_NestedPartyRole = -1; /* Tag 538 */ -static int hf_fix_NoNestedPartyIDs = -1; /* Tag 539 */ -static int hf_fix_TotalAccruedInterestAmt = -1; /* Tag 540 */ -static int hf_fix_MaturityDate = -1; /* Tag 541 */ -static int hf_fix_UnderlyingMaturityDate = -1; /* Tag 542 */ -static int hf_fix_InstrRegistry = -1; /* Tag 543 */ -static int hf_fix_CashMargin = -1; /* Tag 544 */ -static int hf_fix_NestedPartySubID = -1; /* Tag 545 */ -static int hf_fix_Scope = -1; /* Tag 546 */ -static int hf_fix_MDImplicitDelete = -1; /* Tag 547 */ -static int hf_fix_CrossID = -1; /* Tag 548 */ -static int hf_fix_CrossType = -1; /* Tag 549 */ -static int hf_fix_CrossPrioritization = -1; /* Tag 550 */ -static int hf_fix_OrigCrossID = -1; /* Tag 551 */ -static int hf_fix_NoSides = -1; /* Tag 552 */ -static int hf_fix_Username = -1; /* Tag 553 */ -static int hf_fix_Password = -1; /* Tag 554 */ -static int hf_fix_NoLegs = -1; /* Tag 555 */ -static int hf_fix_LegCurrency = -1; /* Tag 556 */ -static int hf_fix_TotalNumSecurityTypes = -1; /* Tag 557 */ -static int hf_fix_NoSecurityTypes = -1; /* Tag 558 */ -static int hf_fix_SecurityListRequestType = -1; /* Tag 559 */ -static int hf_fix_SecurityRequestResult = -1; /* Tag 560 */ -static int hf_fix_RoundLot = -1; /* Tag 561 */ -static int hf_fix_MinTradeVol = -1; /* Tag 562 */ -static int hf_fix_MultiLegRptTypeReq = -1; /* Tag 563 */ -static int hf_fix_LegPositionEffect = -1; /* Tag 564 */ -static int hf_fix_LegCoveredOrUncovered = -1; /* Tag 565 */ -static int hf_fix_LegPrice = -1; /* Tag 566 */ -static int hf_fix_TradSesStatusRejReason = -1; /* Tag 567 */ -static int hf_fix_TradeRequestID = -1; /* Tag 568 */ -static int hf_fix_TradeRequestType = -1; /* Tag 569 */ -static int hf_fix_PreviouslyReported = -1; /* Tag 570 */ -static int hf_fix_TradeReportID = -1; /* Tag 571 */ -static int hf_fix_TradeReportRefID = -1; /* Tag 572 */ -static int hf_fix_MatchStatus = -1; /* Tag 573 */ -static int hf_fix_MatchType = -1; /* Tag 574 */ -static int hf_fix_OddLot = -1; /* Tag 575 */ -static int hf_fix_NoClearingInstructions = -1; /* Tag 576 */ -static int hf_fix_ClearingInstruction = -1; /* Tag 577 */ -static int hf_fix_TradeInputSource = -1; /* Tag 578 */ -static int hf_fix_TradeInputDevice = -1; /* Tag 579 */ -static int hf_fix_NoDates = -1; /* Tag 580 */ -static int hf_fix_AccountType = -1; /* Tag 581 */ -static int hf_fix_CustOrderCapacity = -1; /* Tag 582 */ -static int hf_fix_ClOrdLinkID = -1; /* Tag 583 */ -static int hf_fix_MassStatusReqID = -1; /* Tag 584 */ -static int hf_fix_MassStatusReqType = -1; /* Tag 585 */ -static int hf_fix_OrigOrdModTime = -1; /* Tag 586 */ -static int hf_fix_LegSettlmntTyp = -1; /* Tag 587 */ -static int hf_fix_LegFutSettDate = -1; /* Tag 588 */ -static int hf_fix_DayBookingInst = -1; /* Tag 589 */ -static int hf_fix_BookingUnit = -1; /* Tag 590 */ -static int hf_fix_PreallocMethod = -1; /* Tag 591 */ -static int hf_fix_UnderlyingCountryOfIssue = -1; /* Tag 592 */ -static int hf_fix_UnderlyingStateOrProvinceOfIssue = -1; /* Tag 593 */ -static int hf_fix_UnderlyingLocaleOfIssue = -1; /* Tag 594 */ -static int hf_fix_UnderlyingInstrRegistry = -1; /* Tag 595 */ -static int hf_fix_LegCountryOfIssue = -1; /* Tag 596 */ -static int hf_fix_LegStateOrProvinceOfIssue = -1; /* Tag 597 */ -static int hf_fix_LegLocaleOfIssue = -1; /* Tag 598 */ -static int hf_fix_LegInstrRegistry = -1; /* Tag 599 */ -static int hf_fix_LegSymbol = -1; /* Tag 600 */ -static int hf_fix_LegSymbolSfx = -1; /* Tag 601 */ -static int hf_fix_LegSecurityID = -1; /* Tag 602 */ -static int hf_fix_LegSecurityIDSource = -1; /* Tag 603 */ -static int hf_fix_NoLegSecurityAltID = -1; /* Tag 604 */ -static int hf_fix_LegSecurityAltID = -1; /* Tag 605 */ -static int hf_fix_LegSecurityAltIDSource = -1; /* Tag 606 */ -static int hf_fix_LegProduct = -1; /* Tag 607 */ -static int hf_fix_LegCFICode = -1; /* Tag 608 */ -static int hf_fix_LegSecurityType = -1; /* Tag 609 */ -static int hf_fix_LegMaturityMonthYear = -1; /* Tag 610 */ -static int hf_fix_LegMaturityDate = -1; /* Tag 611 */ -static int hf_fix_LegStrikePrice = -1; /* Tag 612 */ -static int hf_fix_LegOptAttribute = -1; /* Tag 613 */ -static int hf_fix_LegContractMultiplier = -1; /* Tag 614 */ -static int hf_fix_LegCouponRate = -1; /* Tag 615 */ -static int hf_fix_LegSecurityExchange = -1; /* Tag 616 */ -static int hf_fix_LegIssuer = -1; /* Tag 617 */ -static int hf_fix_EncodedLegIssuerLen = -1; /* Tag 618 */ -static int hf_fix_EncodedLegIssuer = -1; /* Tag 619 */ -static int hf_fix_LegSecurityDesc = -1; /* Tag 620 */ -static int hf_fix_EncodedLegSecurityDescLen = -1; /* Tag 621 */ -static int hf_fix_EncodedLegSecurityDesc = -1; /* Tag 622 */ -static int hf_fix_LegRatioQty = -1; /* Tag 623 */ -static int hf_fix_LegSide = -1; /* Tag 624 */ -static int hf_fix_TradingSessionSubID = -1; /* Tag 625 */ -static int hf_fix_AllocType = -1; /* Tag 626 */ -static int hf_fix_NoHops = -1; /* Tag 627 */ -static int hf_fix_HopCompID = -1; /* Tag 628 */ -static int hf_fix_HopSendingTime = -1; /* Tag 629 */ -static int hf_fix_HopRefID = -1; /* Tag 630 */ -static int hf_fix_MidPx = -1; /* Tag 631 */ -static int hf_fix_BidYield = -1; /* Tag 632 */ -static int hf_fix_MidYield = -1; /* Tag 633 */ -static int hf_fix_OfferYield = -1; /* Tag 634 */ -static int hf_fix_ClearingFeeIndicator = -1; /* Tag 635 */ -static int hf_fix_WorkingIndicator = -1; /* Tag 636 */ -static int hf_fix_LegLastPx = -1; /* Tag 637 */ -static int hf_fix_PriorityIndicator = -1; /* Tag 638 */ -static int hf_fix_PriceImprovement = -1; /* Tag 639 */ -static int hf_fix_Price2 = -1; /* Tag 640 */ -static int hf_fix_LastForwardPoints2 = -1; /* Tag 641 */ -static int hf_fix_BidForwardPoints2 = -1; /* Tag 642 */ -static int hf_fix_OfferForwardPoints2 = -1; /* Tag 643 */ -static int hf_fix_RFQReqID = -1; /* Tag 644 */ -static int hf_fix_MktBidPx = -1; /* Tag 645 */ -static int hf_fix_MktOfferPx = -1; /* Tag 646 */ -static int hf_fix_MinBidSize = -1; /* Tag 647 */ -static int hf_fix_MinOfferSize = -1; /* Tag 648 */ -static int hf_fix_QuoteStatusReqID = -1; /* Tag 649 */ -static int hf_fix_LegalConfirm = -1; /* Tag 650 */ -static int hf_fix_UnderlyingLastPx = -1; /* Tag 651 */ -static int hf_fix_UnderlyingLastQty = -1; /* Tag 652 */ -static int hf_fix_SecDefStatus = -1; /* Tag 653 */ -static int hf_fix_LegRefID = -1; /* Tag 654 */ -static int hf_fix_ContraLegRefID = -1; /* Tag 655 */ -static int hf_fix_SettlCurrBidFxRate = -1; /* Tag 656 */ -static int hf_fix_SettlCurrOfferFxRate = -1; /* Tag 657 */ -static int hf_fix_QuoteRequestRejectReason = -1; /* Tag 658 */ -static int hf_fix_SideComplianceID = -1; /* Tag 659 */ -static int hf_fix_BenchmarkPrice = -1; /* Tag 662 */ -static int hf_fix_BenchmarkPriceType = -1; /* Tag 663 */ -static int hf_fix_Pool = -1; /* Tag 691 */ -static int hf_fix_QuoteRespID = -1; /* Tag 693 */ -static int hf_fix_QuoteRespType = -1; /* Tag 694 */ -static int hf_fix_QuoteQualifier = -1; /* Tag 695 */ -static int hf_fix_BenchmarkSecurityID = -1; /* Tag 699 */ -static int hf_fix_NoQuoteQualifiers = -1; /* Tag 735 */ -static int hf_fix_BenchmarkSecurityIDSource = -1; /* Tag 761 */ -static int hf_fix_SecuritySubType = -1; /* Tag 762 */ -static int hf_fix_AllocReportRefID = -1; /* Tag 795 */ -static int hf_fix_NoInstrAttrib = -1; /* Tag 870 */ -static int hf_fix_InstrAttribType = -1; /* Tag 871 */ -static int hf_fix_InstrAttribValue = -1; /* Tag 872 */ -static int hf_fix_LastFragment = -1; /* Tag 893 */ +/* + * Fields and messages generated from http://www.quickfixengine.org/ xml (slightly modified) + */ + +#include "packet-fix.h" static void dissect_fix_init(void) { - g_datalist_clear(&msg_types); - - g_datalist_init(&msg_types); - - g_datalist_set_data(&msg_types, "0", (gchar *)"Heartbeat"); - g_datalist_set_data(&msg_types, "1", (gchar *)"Test Request"); - g_datalist_set_data(&msg_types, "2", (gchar *)"Resend Request"); - g_datalist_set_data(&msg_types, "3", (gchar *)"Reject"); - g_datalist_set_data(&msg_types, "4", (gchar *)"Sequence Reset"); - g_datalist_set_data(&msg_types, "5", (gchar *)"Logout"); - g_datalist_set_data(&msg_types, "6", (gchar *)"Indication of Interest"); - g_datalist_set_data(&msg_types, "7", (gchar *)"Advertisement"); - g_datalist_set_data(&msg_types, "8", (gchar *)"Execution Report"); - g_datalist_set_data(&msg_types, "9", (gchar *)"Order Cancel Reject"); - g_datalist_set_data(&msg_types, "A", (gchar *)"Logon"); - g_datalist_set_data(&msg_types, "B", (gchar *)"News"); - g_datalist_set_data(&msg_types, "C", (gchar *)"Email"); - g_datalist_set_data(&msg_types, "D", (gchar *)"Order - Single"); - g_datalist_set_data(&msg_types, "E", (gchar *)"Order - List"); - g_datalist_set_data(&msg_types, "F", (gchar *)"Order Cancel Request"); - g_datalist_set_data(&msg_types, "G", (gchar *)"Order Cancel - Replace Request"); - g_datalist_set_data(&msg_types, "H", (gchar *)"Order Status Request"); - g_datalist_set_data(&msg_types, "J", (gchar *)"Allocation"); - g_datalist_set_data(&msg_types, "K", (gchar *)"List Cancel Request"); - g_datalist_set_data(&msg_types, "L", (gchar *)"List Execute"); - g_datalist_set_data(&msg_types, "M", (gchar *)"List Status Request"); - g_datalist_set_data(&msg_types, "N", (gchar *)"List Status"); - g_datalist_set_data(&msg_types, "P", (gchar *)"Allocation ACK"); - g_datalist_set_data(&msg_types, "Q", (gchar *)"Don't Know Trade (DK)"); - g_datalist_set_data(&msg_types, "R", (gchar *)"Quote Request"); - g_datalist_set_data(&msg_types, "S", (gchar *)"Quote"); - g_datalist_set_data(&msg_types, "T", (gchar *)"Settlement Instructions"); - g_datalist_set_data(&msg_types, "V", (gchar *)"Market Data Request"); - g_datalist_set_data(&msg_types, "W", (gchar *)"Market Data-Snapshot - Full Refresh"); - g_datalist_set_data(&msg_types, "X", (gchar *)"Market Data-Incremental Refresh"); - g_datalist_set_data(&msg_types, "Y", (gchar *)"Market Data Request Reject"); - g_datalist_set_data(&msg_types, "Z", (gchar *)"Quote Cancel"); - g_datalist_set_data(&msg_types, "a", (gchar *)"Quote Status Request"); - g_datalist_set_data(&msg_types, "b", (gchar *)"Mass Quote Acknowledgement"); - g_datalist_set_data(&msg_types, "c", (gchar *)"Security Definition Request"); - g_datalist_set_data(&msg_types, "d", (gchar *)"Security Definition"); - g_datalist_set_data(&msg_types, "e", (gchar *)"Security Status Request"); - g_datalist_set_data(&msg_types, "f", (gchar *)"Security Status"); - g_datalist_set_data(&msg_types, "g", (gchar *)"Trading Session Status Request"); - g_datalist_set_data(&msg_types, "h", (gchar *)"Trading Session Status"); - g_datalist_set_data(&msg_types, "i", (gchar *)"Mass Quote"); - g_datalist_set_data(&msg_types, "j", (gchar *)"Business Message Reject"); - g_datalist_set_data(&msg_types, "k", (gchar *)"Bid Request "); - g_datalist_set_data(&msg_types, "l", (gchar *)"Bid Response"); - g_datalist_set_data(&msg_types, "m", (gchar *)"List Strike Price"); - g_datalist_set_data(&msg_types, "n", (gchar *)"XML message"); - g_datalist_set_data(&msg_types, "o", (gchar *)"Registration Instructions"); - g_datalist_set_data(&msg_types, "p", (gchar *)"Registration Instructions Response"); - g_datalist_set_data(&msg_types, "q", (gchar *)"Order Mass Cancel Request"); - g_datalist_set_data(&msg_types, "r", (gchar *)"Order Mass Cancel Report"); - g_datalist_set_data(&msg_types, "s", (gchar *)"New Order - Cross"); - g_datalist_set_data(&msg_types, "t", (gchar *)"Cross Order Cancel - Replace Request"); - g_datalist_set_data(&msg_types, "u", (gchar *)"Cross Order Cancel Request"); - g_datalist_set_data(&msg_types, "v", (gchar *)"Security Type Request"); - g_datalist_set_data(&msg_types, "w", (gchar *)"Security Types"); - g_datalist_set_data(&msg_types, "x", (gchar *)"Security List Request"); - g_datalist_set_data(&msg_types, "y", (gchar *)"Security List"); - g_datalist_set_data(&msg_types, "z", (gchar *)"Derivative Security List Request"); - g_datalist_set_data(&msg_types, "AA", (gchar *)"Derivative Security List"); - g_datalist_set_data(&msg_types, "AB", (gchar *)"New Order - Multileg"); - g_datalist_set_data(&msg_types, "AC", (gchar *)"Multileg Order Cancel - Replace"); - g_datalist_set_data(&msg_types, "AD", (gchar *)"Trade Capture Report Request"); - g_datalist_set_data(&msg_types, "AE", (gchar *)"Trade Capture Report"); - g_datalist_set_data(&msg_types, "AF", (gchar *)"Order Mass Status Request"); - g_datalist_set_data(&msg_types, "AG", (gchar *)"Quote Request Reject"); - g_datalist_set_data(&msg_types, "AH", (gchar *)"RFQ Request"); - g_datalist_set_data(&msg_types, "AI", (gchar *)"Quote Status Report"); - g_datalist_set_data(&msg_types, "AJ", (gchar *)"Quote Response"); - g_datalist_set_data(&msg_types, "AK", (gchar *)"Confirmation"); - g_datalist_set_data(&msg_types, "AL", (gchar *)"Position Maintenance Request"); - g_datalist_set_data(&msg_types, "AM", (gchar *)"Position Maintenance Report"); - g_datalist_set_data(&msg_types, "AN", (gchar *)"Request For Positions"); - g_datalist_set_data(&msg_types, "AO", (gchar *)"Request For Positions Ack"); - g_datalist_set_data(&msg_types, "AP", (gchar *)"Position Report"); - g_datalist_set_data(&msg_types, "AQ", (gchar *)"Trade Capture Report Request Ack"); - g_datalist_set_data(&msg_types, "AR", (gchar *)"Trade Capture Report Ack"); - g_datalist_set_data(&msg_types, "AS", (gchar *)"Allocation Report"); - g_datalist_set_data(&msg_types, "AT", (gchar *)"Allocation Report Ack"); - g_datalist_set_data(&msg_types, "AU", (gchar *)"Confirmation Ack"); - g_datalist_set_data(&msg_types, "AV", (gchar *)"Settlement Instruction Request"); - g_datalist_set_data(&msg_types, "AW", (gchar *)"Assignment Report"); - g_datalist_set_data(&msg_types, "AX", (gchar *)"Collateral Request"); - g_datalist_set_data(&msg_types, "AY", (gchar *)"Collateral Assignment"); - g_datalist_set_data(&msg_types, "AZ", (gchar *)"Collateral Response"); - g_datalist_set_data(&msg_types, "BA", (gchar *)"Collateral Report"); - g_datalist_set_data(&msg_types, "BB", (gchar *)"Collateral Inquiry"); - g_datalist_set_data(&msg_types, "BE", (gchar *)"User Request"); - g_datalist_set_data(&msg_types, "BF", (gchar *)"User Response"); - g_datalist_set_data(&msg_types, "BG", (gchar *)"Collateral Inquiry Ack"); - g_datalist_set_data(&msg_types, "BH", (gpointer)(void *)"Confirmation Request"); + /* TODO load xml def for private field */ + /* TODO check that fix_fields is really sorted */ +} +static int +tag_search(int key) +{ + int lower = 0, upper = array_length(fix_fields) -1; + while (lower <= upper) { + int middle = (lower + upper) / 2; + int res = fix_fields[middle].tag; + if (res < key) { + lower = middle + 1; + } else if (res == key) { + return middle; + } else { + upper = middle - 1; + } + } + return -1; } /* Code to actually dissect the packets */ -static gboolean -dissect_fix(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) +static int fix_next_header(tvbuff_t *tvb, int offset) { - /* Set up structures needed to add the protocol subtree and manage it */ - proto_item *ti; - proto_tree *fix_tree = NULL; /* eliminates warning that can be safely ignored */ - /* GCC may complain that fix_tree can be used before it is initialized. However, - fix_tree is initialized in the switch statement handler for type '8' which - MUST be the first field in a valid FIX message. */ + /* try to resynch to the next start */ + guint min_len = tvb_length_remaining(tvb, offset); + const guint8 *data = tvb_get_ephemeral_string(tvb, offset, min_len); + const guint8 *start = data; + + while ((start = strstr(start, "\0018"))) { + min_len = start +1 -data; + /* if remaining length < 6 return and let the next desegment round + test for 8=FIX + */ + if (tvb_length_remaining(tvb, min_len + offset) < MARKER_LEN) + break; + if (!fix_marker(tvb, min_len +offset) ) + break; + start++; + } + return min_len; +} - gint next; - int linelen; - int offset = 0; - int field_offset, value_offset, ctrla_offset, equals; - int tag; - char *value; - char *tag_str; - char *msg_type; - int field_len = 0; - int tag_len = 0; - int value_len = 0; - int msg_count = 0; - GString *label = NULL; - GString *summary_label = NULL; +/* ---------------------------------------------- + Format: name=value\001 +*/ +static fix_parameter *fix_param(tvbuff_t *tvb, int offset) +{ + static fix_parameter ret; + int equals; - /* get at least the fix version: 8=FIX.x.x or 8=FIXT.x.x */ - if (tvb_strneql(tvb, 0, "8=FIX", 5) != 0) { - /* not a fix packet */ - return FALSE; + ret.ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); + if (ret.ctrla_offset == -1) { + return NULL; } - linelen = tvb_find_line_end(tvb, 0, -1, &next, 0); + ret.field_len = ret.ctrla_offset - offset + 1; + equals = tvb_find_guint8(tvb, offset, ret.field_len, '='); + if (equals == -1) { + return NULL; + } + + ret.value_offset = equals + 1; + ret.tag_len = ret.value_offset - offset - 1; + ret.value_len = ret.ctrla_offset - ret.value_offset; + return &ret; +} + +/* ---------------------------------------------- */ +static int fix_header_len(tvbuff_t *tvb, int offset) +{ + int base_offset, ctrla_offset; + char *value; + int size; + fix_parameter *tag; + + base_offset = offset; + + /* get at least the fix version: 8=FIX.x.x */ + if (fix_marker(tvb, offset) != 0) { + return fix_next_header(tvb, offset); + } /* begin string */ ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); if (ctrla_offset == -1) { - return FALSE; + /* it should be there, (minimum size is big enough) + * if not maybe it's not really + * a FIX packet but it's too late to bail out. + */ + return fix_next_header(tvb, offset +MARKER_LEN) +MARKER_LEN; } offset = ctrla_offset + 1; /* msg length */ - ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); - if (ctrla_offset == -1) { - return FALSE; + if (!(tag = fix_param(tvb, offset)) || tvb_strneql(tvb, offset, "9=", 2)) { + /* not a tag or not the BodyLength tag, give up */ + return fix_next_header(tvb, offset); } - offset = ctrla_offset + 1; - /* msg type */ - field_offset = offset; - ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); - if (ctrla_offset == -1) { - return FALSE; + value = tvb_get_ephemeral_string(tvb, tag->value_offset, tag->value_len); + /* Fix version, msg type, length and checksum aren't in body length. + * If the packet is big enough find the checksum + */ + size = atoi(value) +tag->ctrla_offset - base_offset +1; + if (tvb_length_remaining(tvb, base_offset) > size +4) { + /* 10= should be there */ + offset = base_offset +size; + if (tvb_strneql(tvb, offset, "10=", 3) != 0) { + /* No? bogus packet, try to find the next header */ + return fix_next_header(tvb, base_offset +MARKER_LEN) +MARKER_LEN; + } + ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); + if (ctrla_offset == -1) { + /* assume checksum is 7 bytes 10=xxx\01 */ + return size+7; + } + return size +ctrla_offset -offset +1; } - - field_len = ctrla_offset - field_offset + 1; - equals = tvb_find_guint8(tvb, offset, field_len, '='); - if (equals == -1) { - return FALSE; + else { } + /* assume checksum is 7 bytes 10=xxx\01 */ + return size +7; +} - value_offset = equals + 1; - value_len = ctrla_offset - value_offset; - if (value_len < 1) { - return FALSE; - } +/* ---------------------------------------------- */ +static void +dissect_fix_packet(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) +{ + /* Set up structures needed to add the protocol subtree and manage it */ + proto_item *ti; + proto_tree *fix_tree; + int pdu_len; + int offset = 0; + int field_offset, ctrla_offset; + int tag_value; + char *value; + char *tag_str; + fix_parameter *tag; + int check_sum = 0; /* Make entries in Protocol column and Info column on summary display */ if (check_col(pinfo->cinfo, COL_PROTOCOL)) { @@ -912,24 +241,66 @@ dissect_fix(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) col_clear(pinfo->cinfo, COL_INFO); } - if (check_col(pinfo->cinfo, COL_INFO)) { - value = tvb_get_ephemeral_string(tvb, value_offset, value_len); - msg_type = (char *)g_datalist_get_data(&msg_types, value); - if(msg_type) { - summary_label = g_string_new(msg_type); - } else { - summary_label = g_string_new("FIX Message"); - g_string_append_printf(summary_label, " (%s)", value); + /* get at least the fix version: 8=FIX.x.x */ + if (fix_marker(tvb, 0) != 0) { + /* not a fix packet start but it's a fix packet */ + if (check_col(pinfo->cinfo, COL_INFO)) { + col_set_str(pinfo->cinfo, COL_INFO, "[FIX continuation]"); } + ti = proto_tree_add_item(tree, proto_fix, tvb, 0, -1, FALSE); + fix_tree = proto_item_add_subtree(ti, ett_fix); + proto_tree_add_item(fix_tree, hf_fix_data, tvb, 0, -1, FALSE); + return; + } + + pdu_len = tvb_reported_length(tvb); + ti = proto_tree_add_item(tree, proto_fix, tvb, 0, -1, FALSE); + fix_tree = proto_item_add_subtree(ti, ett_fix); + + /* begin string */ + ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); + if (ctrla_offset == -1) { + return; + } + offset = ctrla_offset + 1; + + /* msg length */ + ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); + if (ctrla_offset == -1) { + return; + } + offset = ctrla_offset + 1; + + /* msg type */ + if (!(tag = fix_param(tvb, offset)) || tag->value_len < 1) { + return; + } + + if (check_col(pinfo->cinfo, COL_INFO)) { + const char *msg_type; + + value = tvb_get_ephemeral_string(tvb, tag->value_offset, tag->value_len); + msg_type = str_to_str(value, messages_val, "FIX Message (%s)"); + col_add_str(pinfo->cinfo, COL_INFO, msg_type); } /* In the interest of speed, if "tree" is NULL, don't do any work not * necessary to generate protocol tree items. */ - if (tree) { - field_offset = offset = 0; - ctrla_offset = tvb_find_guint8(tvb, offset, -1, 0x01); - if (ctrla_offset == -1) { + field_offset = 0; + + while(field_offset < pdu_len && (tag = fix_param(tvb, field_offset)) ) { + int i, found; + + if (tag->tag_len < 1) { + field_offset = tag->ctrla_offset + 1; + continue; + } + + tag_str = tvb_get_ephemeral_string(tvb, field_offset, tag->tag_len); + tag_value = atoi(tag_str); + if (tag->value_len < 1) { + proto_tree *field_tree; /* XXX - put an error indication here. It's too late to return FALSE; we've already started dissecting, and if a heuristic dissector starts dissecting @@ -937,2105 +308,170 @@ dissect_fix(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) tree) and then gives up, it leaves crud behind that messes up other dissectors that might process the packet. */ - return TRUE; + ti = proto_tree_add_text(fix_tree, tvb, field_offset, tag->field_len, "%i: <missing value>", tag_value); + field_tree = proto_item_add_subtree(ti, ett_badfield); + proto_tree_add_uint(field_tree, hf_fix_field_tag, tvb, field_offset, tag->tag_len, tag_value); + field_offset = tag->ctrla_offset + 1; + continue; } - while(ctrla_offset != -1 && offset < linelen) { - field_len = ctrla_offset - field_offset + 1; - if(offset >= linelen) { + /* fix_fields array is sorted by tag_value */ + found = 0; + if ((i = tag_search(tag_value)) >= 0) { + found = 1; + } + + value = tvb_get_ephemeral_string(tvb, tag->value_offset, tag->value_len); + if (found) { + if (fix_fields[i].table) { + if (tree) { + switch (fix_fields[i].type) { + case 1: /* strings */ + proto_tree_add_string_format_value(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, value, + "%s (%s)", value, str_to_str(value, fix_fields[i].table, "unknow %s")); + break; + case 2: /* char */ + proto_tree_add_string_format_value(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, value, + "%s (%s)", value, val_to_str(*value, fix_fields[i].table, "unknow %d")); + break; + default: + proto_tree_add_string_format_value(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, value, + "%s (%s)", value, val_to_str(atoi(value), fix_fields[i].table, "unknow %d")); + break; + } + } + } + else { + proto_item *item; + + /* checksum */ + switch(tag_value) { + case 10: + { + proto_tree *checksum_tree; + guint8 sum = 0; + const guint8 *data = tvb_get_ptr(tvb, 0, field_offset); + gboolean sum_ok; + int j; + + for (j = 0; j < field_offset; j++, data++) { + sum += *data; + } + check_sum = 1; + sum_ok = (atoi(value) == sum); + if (sum_ok) { + item = proto_tree_add_string_format_value(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, + value, "%s [correct]", value); + } + else { + item = proto_tree_add_string_format_value(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, + value, "%s [incorrect should be %d]", value, sum); + } + checksum_tree = proto_item_add_subtree(item, ett_checksum); + item = proto_tree_add_boolean(checksum_tree, hf_fix_checksum_good, tvb, field_offset, tag->field_len, sum_ok); + PROTO_ITEM_SET_GENERATED(item); + item = proto_tree_add_boolean(checksum_tree, hf_fix_checksum_bad, tvb, field_offset, tag->field_len, !sum_ok); + PROTO_ITEM_SET_GENERATED(item); + if (!sum_ok) + expert_add_info_format(pinfo, item, PI_CHECKSUM, PI_ERROR, "Bad checksum"); + } + break; + default: + item = proto_tree_add_string(fix_tree, fix_fields[i].hf_id, tvb, field_offset, tag->field_len, value); break; + } } + } + else if (tree) { + proto_tree *field_tree; + + /* XXX - it could be -1 if the tag isn't a number */ + ti = proto_tree_add_text(fix_tree, tvb, field_offset, tag->field_len, "%i: %s", tag_value, value); + field_tree = proto_item_add_subtree(ti, ett_unknow); + proto_tree_add_uint(field_tree, hf_fix_field_tag, tvb, field_offset, tag->tag_len, tag_value); + proto_tree_add_item(field_tree, hf_fix_field_value, tvb, tag->value_offset, tag->value_len, FALSE); + } - equals = tvb_find_guint8(tvb, offset, field_len, '='); - if (equals == -1) { - /* XXX - put an error indication here. It's too late - to return FALSE; we've already started dissecting, - and if a heuristic dissector starts dissecting - (either updating the columns or creating a protocol - tree) and then gives up, it leaves crud behind that - messes up other dissectors that might process the - packet. */ - return TRUE; - } + field_offset = tag->ctrla_offset + 1; - value_offset = equals + 1; - value_len = ctrla_offset - value_offset; + tag_str = NULL; + } + return; +} - tag_len = equals - field_offset; - if (tag_len < 1 || value_len < 1) { - /* XXX - put an error indication here. It's too late - to return FALSE; we've already started dissecting, - and if a heuristic dissector starts dissecting - (either updating the columns or creating a protocol - tree) and then gives up, it leaves crud behind that - messes up other dissectors that might process the - packet. */ - return TRUE; - } - tag_str = tvb_get_ephemeral_string(tvb, field_offset, tag_len); - tag = atoi(tag_str); +static guint +get_fix_pdu_len(packet_info *pinfo _U_, tvbuff_t *tvb, int offset) +{ + int fix_len; - value = tvb_get_ephemeral_string(tvb, value_offset, value_len); + fix_len = fix_header_len(tvb, offset); + return fix_len; +} - switch(tag) { - case 1: /* Field Account */ - proto_tree_add_string(fix_tree, hf_fix_Account, tvb, offset, field_len, value); - break; - case 2: /* Field AdvId */ - proto_tree_add_string(fix_tree, hf_fix_AdvId, tvb, offset, field_len, value); - break; - case 3: /* Field AdvRefID */ - proto_tree_add_string(fix_tree, hf_fix_AdvRefID, tvb, offset, field_len, value); - break; - case 4: /* Field AdvSide */ - proto_tree_add_string(fix_tree, hf_fix_AdvSide, tvb, offset, field_len, value); - break; - case 5: /* Field AdvTransType */ - proto_tree_add_string(fix_tree, hf_fix_AdvTransType, tvb, offset, field_len, value); - break; - case 6: /* Field AvgPx */ - proto_tree_add_string(fix_tree, hf_fix_AvgPx, tvb, offset, field_len, value); - break; - case 7: /* Field BeginSeqNo */ - proto_tree_add_string(fix_tree, hf_fix_BeginSeqNo, tvb, offset, field_len, value); - break; - case 8: /* Field BeginString */ - /* BeginString is always the first field of a fix message. The first - check in this routine looks for the BeginString field to verify that - the packet contains at least one fix message. Create display subtree - for the fix message */ - ti = proto_tree_add_item(tree, proto_fix, tvb, 0, -1, FALSE); - fix_tree = proto_item_add_subtree(ti, ett_fix); - ++msg_count; +/* ------------------------------------ + fixed-length part isn't really a constant but if we assume it's at least: + 8=FIX.x.y\01 10 + 9=x\01 4 + 35=x\01 5 + 10=y\01 5 + 24 + it should catch all 9= size +*/ - proto_tree_add_string(fix_tree, hf_fix_BeginString, tvb, offset, field_len, value); - break; - case 9: /* Field BodyLength */ - proto_tree_add_string(fix_tree, hf_fix_BodyLength, tvb, offset, field_len, value); - break; - case 10: /* Field CheckSum */ - proto_tree_add_string(fix_tree, hf_fix_CheckSum, tvb, offset, field_len, value); - break; - case 11: /* Field ClOrdID */ - proto_tree_add_string(fix_tree, hf_fix_ClOrdID, tvb, offset, field_len, value); - break; - case 12: /* Field Commission */ - proto_tree_add_string(fix_tree, hf_fix_Commission, tvb, offset, field_len, value); - break; - case 13: /* Field CommType */ - proto_tree_add_string(fix_tree, hf_fix_CommType, tvb, offset, field_len, value); - break; - case 14: /* Field CumQty */ - proto_tree_add_string(fix_tree, hf_fix_CumQty, tvb, offset, field_len, value); - break; - case 15: /* Field Currency */ - proto_tree_add_string(fix_tree, hf_fix_Currency, tvb, offset, field_len, value); - break; - case 16: /* Field EndSeqNo */ - proto_tree_add_string(fix_tree, hf_fix_EndSeqNo, tvb, offset, field_len, value); - break; - case 17: /* Field ExecID */ - proto_tree_add_string(fix_tree, hf_fix_ExecID, tvb, offset, field_len, value); - break; - case 18: /* Field ExecInst */ - proto_tree_add_string(fix_tree, hf_fix_ExecInst, tvb, offset, field_len, value); - break; - case 19: /* Field ExecRefID */ - proto_tree_add_string(fix_tree, hf_fix_ExecRefID, tvb, offset, field_len, value); - break; - case 20: /* Field ExecTransType */ - proto_tree_add_string(fix_tree, hf_fix_ExecTransType, tvb, offset, field_len, value); - break; - case 21: /* Field HandlInst */ - proto_tree_add_string(fix_tree, hf_fix_HandlInst, tvb, offset, field_len, value); - break; - case 22: /* Field SecurityIDSource */ - proto_tree_add_string(fix_tree, hf_fix_SecurityIDSource, tvb, offset, field_len, value); - break; - case 23: /* Field IOIid */ - proto_tree_add_string(fix_tree, hf_fix_IOIid, tvb, offset, field_len, value); - break; - case 24: /* Field IOIOthSvc */ - proto_tree_add_string(fix_tree, hf_fix_IOIOthSvc, tvb, offset, field_len, value); - break; - case 25: /* Field IOIQltyInd */ - proto_tree_add_string(fix_tree, hf_fix_IOIQltyInd, tvb, offset, field_len, value); - break; - case 26: /* Field IOIRefID */ - proto_tree_add_string(fix_tree, hf_fix_IOIRefID, tvb, offset, field_len, value); - break; - case 27: /* Field IOIQty */ - proto_tree_add_string(fix_tree, hf_fix_IOIQty, tvb, offset, field_len, value); - break; - case 28: /* Field IOITransType */ - proto_tree_add_string(fix_tree, hf_fix_IOITransType, tvb, offset, field_len, value); - break; - case 29: /* Field LastCapacity */ - proto_tree_add_string(fix_tree, hf_fix_LastCapacity, tvb, offset, field_len, value); - break; - case 30: /* Field LastMkt */ - proto_tree_add_string(fix_tree, hf_fix_LastMkt, tvb, offset, field_len, value); - break; - case 31: /* Field LastPx */ - proto_tree_add_string(fix_tree, hf_fix_LastPx, tvb, offset, field_len, value); - break; - case 32: /* Field LastQty */ - proto_tree_add_string(fix_tree, hf_fix_LastQty, tvb, offset, field_len, value); - break; - case 33: /* Field LinesOfText */ - proto_tree_add_string(fix_tree, hf_fix_LinesOfText, tvb, offset, field_len, value); - break; - case 34: /* Field MsgSeqNum */ - proto_tree_add_string(fix_tree, hf_fix_MsgSeqNum, tvb, offset, field_len, value); - break; - case 35: /* Field MsgType */ - /* We have a mapping of MsgType to descriptive strings, use it to - enhance the value display for the MsgType field */ - label = g_string_new(value); - msg_type = (char *)g_datalist_get_data(&msg_types, value); - if (NULL != msg_type) g_string_append_printf(label, " (%s)", msg_type); - proto_tree_add_string(fix_tree, hf_fix_MsgType, tvb, offset, field_len, label->str); - g_string_free(label, TRUE); - break; - case 36: /* Field NewSeqNo */ - proto_tree_add_string(fix_tree, hf_fix_NewSeqNo, tvb, offset, field_len, value); - break; - case 37: /* Field OrderID */ - proto_tree_add_string(fix_tree, hf_fix_OrderID, tvb, offset, field_len, value); - break; - case 38: /* Field OrderQty */ - proto_tree_add_string(fix_tree, hf_fix_OrderQty, tvb, offset, field_len, value); - break; - case 39: /* Field OrdStatus */ - proto_tree_add_string(fix_tree, hf_fix_OrdStatus, tvb, offset, field_len, value); - break; - case 40: /* Field OrdType */ - proto_tree_add_string(fix_tree, hf_fix_OrdType, tvb, offset, field_len, value); - break; - case 41: /* Field OrigClOrdID */ - proto_tree_add_string(fix_tree, hf_fix_OrigClOrdID, tvb, offset, field_len, value); - break; - case 42: /* Field OrigTime */ - proto_tree_add_string(fix_tree, hf_fix_OrigTime, tvb, offset, field_len, value); - break; - case 43: /* Field PossDupFlag */ - proto_tree_add_string(fix_tree, hf_fix_PossDupFlag, tvb, offset, field_len, value); - break; - case 44: /* Field Price */ - proto_tree_add_string(fix_tree, hf_fix_Price, tvb, offset, field_len, value); - break; - case 45: /* Field RefSeqNum */ - proto_tree_add_string(fix_tree, hf_fix_RefSeqNum, tvb, offset, field_len, value); - break; - case 46: /* Field RelatdSym */ - proto_tree_add_string(fix_tree, hf_fix_RelatdSym, tvb, offset, field_len, value); - break; - case 47: /* Field Rule80A */ - proto_tree_add_string(fix_tree, hf_fix_Rule80A, tvb, offset, field_len, value); - break; - case 48: /* Field SecurityID */ - proto_tree_add_string(fix_tree, hf_fix_SecurityID, tvb, offset, field_len, value); - break; - case 49: /* Field SenderCompID */ - proto_tree_add_string(fix_tree, hf_fix_SenderCompID, tvb, offset, field_len, value); - break; - case 50: /* Field SenderSubID */ - proto_tree_add_string(fix_tree, hf_fix_SenderSubID, tvb, offset, field_len, value); - break; - case 51: /* Field SendingDate */ - proto_tree_add_string(fix_tree, hf_fix_SendingDate, tvb, offset, field_len, value); - break; - case 52: /* Field SendingTime */ - proto_tree_add_string(fix_tree, hf_fix_SendingTime, tvb, offset, field_len, value); - break; - case 53: /* Field Quantity */ - proto_tree_add_string(fix_tree, hf_fix_Quantity, tvb, offset, field_len, value); - break; - case 54: /* Field Side */ - proto_tree_add_string(fix_tree, hf_fix_Side, tvb, offset, field_len, value); - break; - case 55: /* Field Symbol */ - proto_tree_add_string(fix_tree, hf_fix_Symbol, tvb, offset, field_len, value); - break; - case 56: /* Field TargetCompID */ - proto_tree_add_string(fix_tree, hf_fix_TargetCompID, tvb, offset, field_len, value); - break; - case 57: /* Field TargetSubID */ - proto_tree_add_string(fix_tree, hf_fix_TargetSubID, tvb, offset, field_len, value); - break; - case 58: /* Field Text */ - proto_tree_add_string(fix_tree, hf_fix_Text, tvb, offset, field_len, value); - break; - case 59: /* Field TimeInForce */ - proto_tree_add_string(fix_tree, hf_fix_TimeInForce, tvb, offset, field_len, value); - break; - case 60: /* Field TransactTime */ - proto_tree_add_string(fix_tree, hf_fix_TransactTime, tvb, offset, field_len, value); - break; - case 61: /* Field Urgency */ - proto_tree_add_string(fix_tree, hf_fix_Urgency, tvb, offset, field_len, value); - break; - case 62: /* Field ValidUntilTime */ - proto_tree_add_string(fix_tree, hf_fix_ValidUntilTime, tvb, offset, field_len, value); - break; - case 63: /* Field SettlmntTyp */ - proto_tree_add_string(fix_tree, hf_fix_SettlmntTyp, tvb, offset, field_len, value); - break; - case 64: /* Field FutSettDate */ - proto_tree_add_string(fix_tree, hf_fix_FutSettDate, tvb, offset, field_len, value); - break; - case 65: /* Field SymbolSfx */ - proto_tree_add_string(fix_tree, hf_fix_SymbolSfx, tvb, offset, field_len, value); - break; - case 66: /* Field ListID */ - proto_tree_add_string(fix_tree, hf_fix_ListID, tvb, offset, field_len, value); - break; - case 67: /* Field ListSeqNo */ - proto_tree_add_string(fix_tree, hf_fix_ListSeqNo, tvb, offset, field_len, value); - break; - case 68: /* Field TotNoOrders */ - proto_tree_add_string(fix_tree, hf_fix_TotNoOrders, tvb, offset, field_len, value); - break; - case 69: /* Field ListExecInst */ - proto_tree_add_string(fix_tree, hf_fix_ListExecInst, tvb, offset, field_len, value); - break; - case 70: /* Field AllocID */ - proto_tree_add_string(fix_tree, hf_fix_AllocID, tvb, offset, field_len, value); - break; - case 71: /* Field AllocTransType */ - proto_tree_add_string(fix_tree, hf_fix_AllocTransType, tvb, offset, field_len, value); - break; - case 72: /* Field RefAllocID */ - proto_tree_add_string(fix_tree, hf_fix_RefAllocID, tvb, offset, field_len, value); - break; - case 73: /* Field NoOrders */ - proto_tree_add_string(fix_tree, hf_fix_NoOrders, tvb, offset, field_len, value); - break; - case 74: /* Field AvgPrxPrecision */ - proto_tree_add_string(fix_tree, hf_fix_AvgPrxPrecision, tvb, offset, field_len, value); - break; - case 75: /* Field TradeDate */ - proto_tree_add_string(fix_tree, hf_fix_TradeDate, tvb, offset, field_len, value); - break; - case 76: /* Field ExecBroker */ - proto_tree_add_string(fix_tree, hf_fix_ExecBroker, tvb, offset, field_len, value); - break; - case 77: /* Field PositionEffect */ - proto_tree_add_string(fix_tree, hf_fix_PositionEffect, tvb, offset, field_len, value); - break; - case 78: /* Field NoAllocs */ - proto_tree_add_string(fix_tree, hf_fix_NoAllocs, tvb, offset, field_len, value); - break; - case 79: /* Field AllocAccount */ - proto_tree_add_string(fix_tree, hf_fix_AllocAccount, tvb, offset, field_len, value); - break; - case 80: /* Field AllocQty */ - proto_tree_add_string(fix_tree, hf_fix_AllocQty, tvb, offset, field_len, value); - break; - case 81: /* Field ProcessCode */ - proto_tree_add_string(fix_tree, hf_fix_ProcessCode, tvb, offset, field_len, value); - break; - case 82: /* Field NoRpts */ - proto_tree_add_string(fix_tree, hf_fix_NoRpts, tvb, offset, field_len, value); - break; - case 83: /* Field RptSeq */ - proto_tree_add_string(fix_tree, hf_fix_RptSeq, tvb, offset, field_len, value); - break; - case 84: /* Field CxlQty */ - proto_tree_add_string(fix_tree, hf_fix_CxlQty, tvb, offset, field_len, value); - break; - case 85: /* Field NoDlvyInst */ - proto_tree_add_string(fix_tree, hf_fix_NoDlvyInst, tvb, offset, field_len, value); - break; - case 86: /* Field DlvyInst */ - proto_tree_add_string(fix_tree, hf_fix_DlvyInst, tvb, offset, field_len, value); - break; - case 87: /* Field AllocStatus */ - proto_tree_add_string(fix_tree, hf_fix_AllocStatus, tvb, offset, field_len, value); - break; - case 88: /* Field AllocRejCode */ - proto_tree_add_string(fix_tree, hf_fix_AllocRejCode, tvb, offset, field_len, value); - break; - case 89: /* Field Signature */ - proto_tree_add_string(fix_tree, hf_fix_Signature, tvb, offset, field_len, value); - break; - case 90: /* Field SecureDataLen */ - proto_tree_add_string(fix_tree, hf_fix_SecureDataLen, tvb, offset, field_len, value); - break; - case 91: /* Field SecureData */ - proto_tree_add_string(fix_tree, hf_fix_SecureData, tvb, offset, field_len, value); - break; - case 92: /* Field BrokerOfCredit */ - proto_tree_add_string(fix_tree, hf_fix_BrokerOfCredit, tvb, offset, field_len, value); - break; - case 93: /* Field SignatureLength */ - proto_tree_add_string(fix_tree, hf_fix_SignatureLength, tvb, offset, field_len, value); - break; - case 94: /* Field EmailType */ - proto_tree_add_string(fix_tree, hf_fix_EmailType, tvb, offset, field_len, value); - break; - case 95: /* Field RawDataLength */ - proto_tree_add_string(fix_tree, hf_fix_RawDataLength, tvb, offset, field_len, value); - break; - case 96: /* Field RawData */ - proto_tree_add_string(fix_tree, hf_fix_RawData, tvb, offset, field_len, value); - break; - case 97: /* Field PossResend */ - proto_tree_add_string(fix_tree, hf_fix_PossResend, tvb, offset, field_len, value); - break; - case 98: /* Field EncryptMethod */ - proto_tree_add_string(fix_tree, hf_fix_EncryptMethod, tvb, offset, field_len, value); - break; - case 99: /* Field StopPx */ - proto_tree_add_string(fix_tree, hf_fix_StopPx, tvb, offset, field_len, value); - break; - case 100: /* Field ExDestination */ - proto_tree_add_string(fix_tree, hf_fix_ExDestination, tvb, offset, field_len, value); - break; - case 102: /* Field CxlRejReason */ - proto_tree_add_string(fix_tree, hf_fix_CxlRejReason, tvb, offset, field_len, value); - break; - case 103: /* Field OrdRejReason */ - proto_tree_add_string(fix_tree, hf_fix_OrdRejReason, tvb, offset, field_len, value); - break; - case 104: /* Field IOIQualifier */ - proto_tree_add_string(fix_tree, hf_fix_IOIQualifier, tvb, offset, field_len, value); - break; - case 105: /* Field WaveNo */ - proto_tree_add_string(fix_tree, hf_fix_WaveNo, tvb, offset, field_len, value); - break; - case 106: /* Field Issuer */ - proto_tree_add_string(fix_tree, hf_fix_Issuer, tvb, offset, field_len, value); - break; - case 107: /* Field SecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_SecurityDesc, tvb, offset, field_len, value); - break; - case 108: /* Field HeartBtInt */ - proto_tree_add_string(fix_tree, hf_fix_HeartBtInt, tvb, offset, field_len, value); - break; - case 109: /* Field ClientID */ - proto_tree_add_string(fix_tree, hf_fix_ClientID, tvb, offset, field_len, value); - break; - case 110: /* Field MinQty */ - proto_tree_add_string(fix_tree, hf_fix_MinQty, tvb, offset, field_len, value); - break; - case 111: /* Field MaxFloor */ - proto_tree_add_string(fix_tree, hf_fix_MaxFloor, tvb, offset, field_len, value); - break; - case 112: /* Field TestReqID */ - proto_tree_add_string(fix_tree, hf_fix_TestReqID, tvb, offset, field_len, value); - break; - case 113: /* Field ReportToExch */ - proto_tree_add_string(fix_tree, hf_fix_ReportToExch, tvb, offset, field_len, value); - break; - case 114: /* Field LocateReqd */ - proto_tree_add_string(fix_tree, hf_fix_LocateReqd, tvb, offset, field_len, value); - break; - case 115: /* Field OnBehalfOfCompID */ - proto_tree_add_string(fix_tree, hf_fix_OnBehalfOfCompID, tvb, offset, field_len, value); - break; - case 116: /* Field OnBehalfOfSubID */ - proto_tree_add_string(fix_tree, hf_fix_OnBehalfOfSubID, tvb, offset, field_len, value); - break; - case 117: /* Field QuoteID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteID, tvb, offset, field_len, value); - break; - case 118: /* Field NetMoney */ - proto_tree_add_string(fix_tree, hf_fix_NetMoney, tvb, offset, field_len, value); - break; - case 119: /* Field SettlCurrAmt */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrAmt, tvb, offset, field_len, value); - break; - case 120: /* Field SettlCurrency */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrency, tvb, offset, field_len, value); - break; - case 121: /* Field ForexReq */ - proto_tree_add_string(fix_tree, hf_fix_ForexReq, tvb, offset, field_len, value); - break; - case 122: /* Field OrigSendingTime */ - proto_tree_add_string(fix_tree, hf_fix_OrigSendingTime, tvb, offset, field_len, value); - break; - case 123: /* Field GapFillFlag */ - proto_tree_add_string(fix_tree, hf_fix_GapFillFlag, tvb, offset, field_len, value); - break; - case 124: /* Field NoExecs */ - proto_tree_add_string(fix_tree, hf_fix_NoExecs, tvb, offset, field_len, value); - break; - case 125: /* Field CxlType */ - proto_tree_add_string(fix_tree, hf_fix_CxlType, tvb, offset, field_len, value); - break; - case 126: /* Field ExpireTime */ - proto_tree_add_string(fix_tree, hf_fix_ExpireTime, tvb, offset, field_len, value); - break; - case 127: /* Field DKReason */ - proto_tree_add_string(fix_tree, hf_fix_DKReason, tvb, offset, field_len, value); - break; - case 128: /* Field DeliverToCompID */ - proto_tree_add_string(fix_tree, hf_fix_DeliverToCompID, tvb, offset, field_len, value); - break; - case 129: /* Field DeliverToSubID */ - proto_tree_add_string(fix_tree, hf_fix_DeliverToSubID, tvb, offset, field_len, value); - break; - case 130: /* Field IOINaturalFlag */ - proto_tree_add_string(fix_tree, hf_fix_IOINaturalFlag, tvb, offset, field_len, value); - break; - case 131: /* Field QuoteReqID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteReqID, tvb, offset, field_len, value); - break; - case 132: /* Field BidPx */ - proto_tree_add_string(fix_tree, hf_fix_BidPx, tvb, offset, field_len, value); - break; - case 133: /* Field OfferPx */ - proto_tree_add_string(fix_tree, hf_fix_OfferPx, tvb, offset, field_len, value); - break; - case 134: /* Field BidSize */ - proto_tree_add_string(fix_tree, hf_fix_BidSize, tvb, offset, field_len, value); - break; - case 135: /* Field OfferSize */ - proto_tree_add_string(fix_tree, hf_fix_OfferSize, tvb, offset, field_len, value); - break; - case 136: /* Field NoMiscFees */ - proto_tree_add_string(fix_tree, hf_fix_NoMiscFees, tvb, offset, field_len, value); - break; - case 137: /* Field MiscFeeAmt */ - proto_tree_add_string(fix_tree, hf_fix_MiscFeeAmt, tvb, offset, field_len, value); - break; - case 138: /* Field MiscFeeCurr */ - proto_tree_add_string(fix_tree, hf_fix_MiscFeeCurr, tvb, offset, field_len, value); - break; - case 139: /* Field MiscFeeType */ - proto_tree_add_string(fix_tree, hf_fix_MiscFeeType, tvb, offset, field_len, value); - break; - case 140: /* Field PrevClosePx */ - proto_tree_add_string(fix_tree, hf_fix_PrevClosePx, tvb, offset, field_len, value); - break; - case 141: /* Field ResetSeqNumFlag */ - proto_tree_add_string(fix_tree, hf_fix_ResetSeqNumFlag, tvb, offset, field_len, value); - break; - case 142: /* Field SenderLocationID */ - proto_tree_add_string(fix_tree, hf_fix_SenderLocationID, tvb, offset, field_len, value); - break; - case 143: /* Field TargetLocationID */ - proto_tree_add_string(fix_tree, hf_fix_TargetLocationID, tvb, offset, field_len, value); - break; - case 144: /* Field OnBehalfOfLocationID */ - proto_tree_add_string(fix_tree, hf_fix_OnBehalfOfLocationID, tvb, offset, field_len, value); - break; - case 145: /* Field DeliverToLocationID */ - proto_tree_add_string(fix_tree, hf_fix_DeliverToLocationID, tvb, offset, field_len, value); - break; - case 146: /* Field NoRelatedSym */ - proto_tree_add_string(fix_tree, hf_fix_NoRelatedSym, tvb, offset, field_len, value); - break; - case 147: /* Field Subject */ - proto_tree_add_string(fix_tree, hf_fix_Subject, tvb, offset, field_len, value); - break; - case 148: /* Field Headline */ - proto_tree_add_string(fix_tree, hf_fix_Headline, tvb, offset, field_len, value); - break; - case 149: /* Field URLLink */ - proto_tree_add_string(fix_tree, hf_fix_URLLink, tvb, offset, field_len, value); - break; - case 150: /* Field ExecType */ - proto_tree_add_string(fix_tree, hf_fix_ExecType, tvb, offset, field_len, value); - break; - case 151: /* Field LeavesQty */ - proto_tree_add_string(fix_tree, hf_fix_LeavesQty, tvb, offset, field_len, value); - break; - case 152: /* Field CashOrderQty */ - proto_tree_add_string(fix_tree, hf_fix_CashOrderQty, tvb, offset, field_len, value); - break; - case 153: /* Field AllocAvgPx */ - proto_tree_add_string(fix_tree, hf_fix_AllocAvgPx, tvb, offset, field_len, value); - break; - case 154: /* Field AllocNetMoney */ - proto_tree_add_string(fix_tree, hf_fix_AllocNetMoney, tvb, offset, field_len, value); - break; - case 155: /* Field SettlCurrFxRate */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrFxRate, tvb, offset, field_len, value); - break; - case 156: /* Field SettlCurrFxRateCalc */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrFxRateCalc, tvb, offset, field_len, value); - break; - case 157: /* Field NumDaysInterest */ - proto_tree_add_string(fix_tree, hf_fix_NumDaysInterest, tvb, offset, field_len, value); - break; - case 158: /* Field AccruedInterestRate */ - proto_tree_add_string(fix_tree, hf_fix_AccruedInterestRate, tvb, offset, field_len, value); - break; - case 159: /* Field AccruedInterestAmt */ - proto_tree_add_string(fix_tree, hf_fix_AccruedInterestAmt, tvb, offset, field_len, value); - break; - case 160: /* Field SettlInstMode */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstMode, tvb, offset, field_len, value); - break; - case 161: /* Field AllocText */ - proto_tree_add_string(fix_tree, hf_fix_AllocText, tvb, offset, field_len, value); - break; - case 162: /* Field SettlInstID */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstID, tvb, offset, field_len, value); - break; - case 163: /* Field SettlInstTransType */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstTransType, tvb, offset, field_len, value); - break; - case 164: /* Field EmailThreadID */ - proto_tree_add_string(fix_tree, hf_fix_EmailThreadID, tvb, offset, field_len, value); - break; - case 165: /* Field SettlInstSource */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstSource, tvb, offset, field_len, value); - break; - case 166: /* Field SettlLocation */ - proto_tree_add_string(fix_tree, hf_fix_SettlLocation, tvb, offset, field_len, value); - break; - case 167: /* Field SecurityType */ - proto_tree_add_string(fix_tree, hf_fix_SecurityType, tvb, offset, field_len, value); - break; - case 168: /* Field EffectiveTime */ - proto_tree_add_string(fix_tree, hf_fix_EffectiveTime, tvb, offset, field_len, value); - break; - case 169: /* Field StandInstDbType */ - proto_tree_add_string(fix_tree, hf_fix_StandInstDbType, tvb, offset, field_len, value); - break; - case 170: /* Field StandInstDbName */ - proto_tree_add_string(fix_tree, hf_fix_StandInstDbName, tvb, offset, field_len, value); - break; - case 171: /* Field StandInstDbID */ - proto_tree_add_string(fix_tree, hf_fix_StandInstDbID, tvb, offset, field_len, value); - break; - case 172: /* Field SettlDeliveryType */ - proto_tree_add_string(fix_tree, hf_fix_SettlDeliveryType, tvb, offset, field_len, value); - break; - case 173: /* Field SettlDepositoryCode */ - proto_tree_add_string(fix_tree, hf_fix_SettlDepositoryCode, tvb, offset, field_len, value); - break; - case 174: /* Field SettlBrkrCode */ - proto_tree_add_string(fix_tree, hf_fix_SettlBrkrCode, tvb, offset, field_len, value); - break; - case 175: /* Field SettlInstCode */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstCode, tvb, offset, field_len, value); - break; - case 176: /* Field SecuritySettlAgentName */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentName, tvb, offset, field_len, value); - break; - case 177: /* Field SecuritySettlAgentCode */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentCode, tvb, offset, field_len, value); - break; - case 178: /* Field SecuritySettlAgentAcctNum */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentAcctNum, tvb, offset, field_len, value); - break; - case 179: /* Field SecuritySettlAgentAcctName */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentAcctName, tvb, offset, field_len, value); - break; - case 180: /* Field SecuritySettlAgentContactName */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentContactName, tvb, offset, field_len, value); - break; - case 181: /* Field SecuritySettlAgentContactPhone */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySettlAgentContactPhone, tvb, offset, field_len, value); - break; - case 182: /* Field CashSettlAgentName */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentName, tvb, offset, field_len, value); - break; - case 183: /* Field CashSettlAgentCode */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentCode, tvb, offset, field_len, value); - break; - case 184: /* Field CashSettlAgentAcctNum */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentAcctNum, tvb, offset, field_len, value); - break; - case 185: /* Field CashSettlAgentAcctName */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentAcctName, tvb, offset, field_len, value); - break; - case 186: /* Field CashSettlAgentContactName */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentContactName, tvb, offset, field_len, value); - break; - case 187: /* Field CashSettlAgentContactPhone */ - proto_tree_add_string(fix_tree, hf_fix_CashSettlAgentContactPhone, tvb, offset, field_len, value); - break; - case 188: /* Field BidSpotRate */ - proto_tree_add_string(fix_tree, hf_fix_BidSpotRate, tvb, offset, field_len, value); - break; - case 189: /* Field BidForwardPoints */ - proto_tree_add_string(fix_tree, hf_fix_BidForwardPoints, tvb, offset, field_len, value); - break; - case 190: /* Field OfferSpotRate */ - proto_tree_add_string(fix_tree, hf_fix_OfferSpotRate, tvb, offset, field_len, value); - break; - case 191: /* Field OfferForwardPoints */ - proto_tree_add_string(fix_tree, hf_fix_OfferForwardPoints, tvb, offset, field_len, value); - break; - case 192: /* Field OrderQty2 */ - proto_tree_add_string(fix_tree, hf_fix_OrderQty2, tvb, offset, field_len, value); - break; - case 193: /* Field FutSettDate2 */ - proto_tree_add_string(fix_tree, hf_fix_FutSettDate2, tvb, offset, field_len, value); - break; - case 194: /* Field LastSpotRate */ - proto_tree_add_string(fix_tree, hf_fix_LastSpotRate, tvb, offset, field_len, value); - break; - case 195: /* Field LastForwardPoints */ - proto_tree_add_string(fix_tree, hf_fix_LastForwardPoints, tvb, offset, field_len, value); - break; - case 196: /* Field AllocLinkID */ - proto_tree_add_string(fix_tree, hf_fix_AllocLinkID, tvb, offset, field_len, value); - break; - case 197: /* Field AllocLinkType */ - proto_tree_add_string(fix_tree, hf_fix_AllocLinkType, tvb, offset, field_len, value); - break; - case 198: /* Field SecondaryOrderID */ - proto_tree_add_string(fix_tree, hf_fix_SecondaryOrderID, tvb, offset, field_len, value); - break; - case 199: /* Field NoIOIQualifiers */ - proto_tree_add_string(fix_tree, hf_fix_NoIOIQualifiers, tvb, offset, field_len, value); - break; - case 200: /* Field MaturityMonthYear */ - proto_tree_add_string(fix_tree, hf_fix_MaturityMonthYear, tvb, offset, field_len, value); - break; - case 201: /* Field PutOrCall */ - proto_tree_add_string(fix_tree, hf_fix_PutOrCall, tvb, offset, field_len, value); - break; - case 202: /* Field StrikePrice */ - proto_tree_add_string(fix_tree, hf_fix_StrikePrice, tvb, offset, field_len, value); - break; - case 203: /* Field CoveredOrUncovered */ - proto_tree_add_string(fix_tree, hf_fix_CoveredOrUncovered, tvb, offset, field_len, value); - break; - case 204: /* Field CustomerOrFirm */ - proto_tree_add_string(fix_tree, hf_fix_CustomerOrFirm, tvb, offset, field_len, value); - break; - case 205: /* Field MaturityDay */ - proto_tree_add_string(fix_tree, hf_fix_MaturityDay, tvb, offset, field_len, value); - break; - case 206: /* Field OptAttribute */ - proto_tree_add_string(fix_tree, hf_fix_OptAttribute, tvb, offset, field_len, value); - break; - case 207: /* Field SecurityExchange */ - proto_tree_add_string(fix_tree, hf_fix_SecurityExchange, tvb, offset, field_len, value); - break; - case 208: /* Field NotifyBrokerOfCredit */ - proto_tree_add_string(fix_tree, hf_fix_NotifyBrokerOfCredit, tvb, offset, field_len, value); - break; - case 209: /* Field AllocHandlInst */ - proto_tree_add_string(fix_tree, hf_fix_AllocHandlInst, tvb, offset, field_len, value); - break; - case 210: /* Field MaxShow */ - proto_tree_add_string(fix_tree, hf_fix_MaxShow, tvb, offset, field_len, value); - break; - case 211: /* Field PegDifference */ - proto_tree_add_string(fix_tree, hf_fix_PegDifference, tvb, offset, field_len, value); - break; - case 212: /* Field XmlDataLen */ - proto_tree_add_string(fix_tree, hf_fix_XmlDataLen, tvb, offset, field_len, value); - break; - case 213: /* Field XmlData */ - proto_tree_add_string(fix_tree, hf_fix_XmlData, tvb, offset, field_len, value); - break; - case 214: /* Field SettlInstRefID */ - proto_tree_add_string(fix_tree, hf_fix_SettlInstRefID, tvb, offset, field_len, value); - break; - case 215: /* Field NoRoutingIDs */ - proto_tree_add_string(fix_tree, hf_fix_NoRoutingIDs, tvb, offset, field_len, value); - break; - case 216: /* Field RoutingType */ - proto_tree_add_string(fix_tree, hf_fix_RoutingType, tvb, offset, field_len, value); - break; - case 217: /* Field RoutingID */ - proto_tree_add_string(fix_tree, hf_fix_RoutingID, tvb, offset, field_len, value); - break; - case 218: /* Field Spread */ - proto_tree_add_string(fix_tree, hf_fix_Spread, tvb, offset, field_len, value); - break; - case 219: /* Field Benchmark */ - proto_tree_add_string(fix_tree, hf_fix_Benchmark, tvb, offset, field_len, value); - break; - case 220: /* Field BenchmarkCurveCurrency */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkCurveCurrency, tvb, offset, field_len, value); - break; - case 221: /* Field BenchmarkCurveName */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkCurveName, tvb, offset, field_len, value); - break; - case 222: /* Field BenchmarkCurvePoint */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkCurvePoint, tvb, offset, field_len, value); - break; - case 223: /* Field CouponRate */ - proto_tree_add_string(fix_tree, hf_fix_CouponRate, tvb, offset, field_len, value); - break; - case 224: /* Field CouponPaymentDate */ - proto_tree_add_string(fix_tree, hf_fix_CouponPaymentDate, tvb, offset, field_len, value); - break; - case 225: /* Field IssueDate */ - proto_tree_add_string(fix_tree, hf_fix_IssueDate, tvb, offset, field_len, value); - break; - case 226: /* Field RepurchaseTerm */ - proto_tree_add_string(fix_tree, hf_fix_RepurchaseTerm, tvb, offset, field_len, value); - break; - case 227: /* Field RepurchaseRate */ - proto_tree_add_string(fix_tree, hf_fix_RepurchaseRate, tvb, offset, field_len, value); - break; - case 228: /* Field Factor */ - proto_tree_add_string(fix_tree, hf_fix_Factor, tvb, offset, field_len, value); - break; - case 229: /* Field TradeOriginationDate */ - proto_tree_add_string(fix_tree, hf_fix_TradeOriginationDate, tvb, offset, field_len, value); - break; - case 230: /* Field ExDate */ - proto_tree_add_string(fix_tree, hf_fix_ExDate, tvb, offset, field_len, value); - break; - case 231: /* Field ContractMultiplier */ - proto_tree_add_string(fix_tree, hf_fix_ContractMultiplier, tvb, offset, field_len, value); - break; - case 232: /* Field NoStipulations */ - proto_tree_add_string(fix_tree, hf_fix_NoStipulations, tvb, offset, field_len, value); - break; - case 233: /* Field StipulationType */ - proto_tree_add_string(fix_tree, hf_fix_StipulationType, tvb, offset, field_len, value); - break; - case 234: /* Field StipulationValue */ - proto_tree_add_string(fix_tree, hf_fix_StipulationValue, tvb, offset, field_len, value); - break; - case 235: /* Field YieldType */ - proto_tree_add_string(fix_tree, hf_fix_YieldType, tvb, offset, field_len, value); - break; - case 236: /* Field Yield */ - proto_tree_add_string(fix_tree, hf_fix_Yield, tvb, offset, field_len, value); - break; - case 237: /* Field TotalTakedown */ - proto_tree_add_string(fix_tree, hf_fix_TotalTakedown, tvb, offset, field_len, value); - break; - case 238: /* Field Concession */ - proto_tree_add_string(fix_tree, hf_fix_Concession, tvb, offset, field_len, value); - break; - case 239: /* Field RepoCollateralSecurityType */ - proto_tree_add_string(fix_tree, hf_fix_RepoCollateralSecurityType, tvb, offset, field_len, value); - break; - case 240: /* Field RedemptionDate */ - proto_tree_add_string(fix_tree, hf_fix_RedemptionDate, tvb, offset, field_len, value); - break; - case 241: /* Field UnderlyingCouponPaymentDate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingCouponPaymentDate, tvb, offset, field_len, value); - break; - case 242: /* Field UnderlyingIssueDate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingIssueDate, tvb, offset, field_len, value); - break; - case 243: /* Field UnderlyingRepoCollateralSecurityType */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingRepoCollateralSecurityType, tvb, offset, field_len, value); - break; - case 244: /* Field UnderlyingRepurchaseTerm */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingRepurchaseTerm, tvb, offset, field_len, value); - break; - case 245: /* Field UnderlyingRepurchaseRate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingRepurchaseRate, tvb, offset, field_len, value); - break; - case 246: /* Field UnderlyingFactor */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingFactor, tvb, offset, field_len, value); - break; - case 247: /* Field UnderlyingRedemptionDate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingRedemptionDate, tvb, offset, field_len, value); - break; - case 248: /* Field LegCouponPaymentDate */ - proto_tree_add_string(fix_tree, hf_fix_LegCouponPaymentDate, tvb, offset, field_len, value); - break; - case 249: /* Field LegIssueDate */ - proto_tree_add_string(fix_tree, hf_fix_LegIssueDate, tvb, offset, field_len, value); - break; - case 250: /* Field LegRepoCollateralSecurityType */ - proto_tree_add_string(fix_tree, hf_fix_LegRepoCollateralSecurityType, tvb, offset, field_len, value); - break; - case 251: /* Field LegRepurchaseTerm */ - proto_tree_add_string(fix_tree, hf_fix_LegRepurchaseTerm, tvb, offset, field_len, value); - break; - case 252: /* Field LegRepurchaseRate */ - proto_tree_add_string(fix_tree, hf_fix_LegRepurchaseRate, tvb, offset, field_len, value); - break; - case 253: /* Field LegFactor */ - proto_tree_add_string(fix_tree, hf_fix_LegFactor, tvb, offset, field_len, value); - break; - case 254: /* Field LegRedemptionDate */ - proto_tree_add_string(fix_tree, hf_fix_LegRedemptionDate, tvb, offset, field_len, value); - break; - case 255: /* Field CreditRating */ - proto_tree_add_string(fix_tree, hf_fix_CreditRating, tvb, offset, field_len, value); - break; - case 256: /* Field UnderlyingCreditRating */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingCreditRating, tvb, offset, field_len, value); - break; - case 257: /* Field LegCreditRating */ - proto_tree_add_string(fix_tree, hf_fix_LegCreditRating, tvb, offset, field_len, value); - break; - case 258: /* Field TradedFlatSwitch */ - proto_tree_add_string(fix_tree, hf_fix_TradedFlatSwitch, tvb, offset, field_len, value); - break; - case 259: /* Field BasisFeatureDate */ - proto_tree_add_string(fix_tree, hf_fix_BasisFeatureDate, tvb, offset, field_len, value); - break; - case 260: /* Field BasisFeaturePrice */ - proto_tree_add_string(fix_tree, hf_fix_BasisFeaturePrice, tvb, offset, field_len, value); - break; - case 261: /* Field ReservedAllocated */ - proto_tree_add_string(fix_tree, hf_fix_ReservedAllocated, tvb, offset, field_len, value); - break; - case 262: /* Field MDReqID */ - proto_tree_add_string(fix_tree, hf_fix_MDReqID, tvb, offset, field_len, value); - break; - case 263: /* Field SubscriptionRequestType */ - proto_tree_add_string(fix_tree, hf_fix_SubscriptionRequestType, tvb, offset, field_len, value); - break; - case 264: /* Field MarketDepth */ - proto_tree_add_string(fix_tree, hf_fix_MarketDepth, tvb, offset, field_len, value); - break; - case 265: /* Field MDUpdateType */ - proto_tree_add_string(fix_tree, hf_fix_MDUpdateType, tvb, offset, field_len, value); - break; - case 266: /* Field AggregatedBook */ - proto_tree_add_string(fix_tree, hf_fix_AggregatedBook, tvb, offset, field_len, value); - break; - case 267: /* Field NoMDEntryTypes */ - proto_tree_add_string(fix_tree, hf_fix_NoMDEntryTypes, tvb, offset, field_len, value); - break; - case 268: /* Field NoMDEntries */ - proto_tree_add_string(fix_tree, hf_fix_NoMDEntries, tvb, offset, field_len, value); - break; - case 269: /* Field MDEntryType */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryType, tvb, offset, field_len, value); - break; - case 270: /* Field MDEntryPx */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryPx, tvb, offset, field_len, value); - break; - case 271: /* Field MDEntrySize */ - proto_tree_add_string(fix_tree, hf_fix_MDEntrySize, tvb, offset, field_len, value); - break; - case 272: /* Field MDEntryDate */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryDate, tvb, offset, field_len, value); - break; - case 273: /* Field MDEntryTime */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryTime, tvb, offset, field_len, value); - break; - case 274: /* Field TickDirection */ - proto_tree_add_string(fix_tree, hf_fix_TickDirection, tvb, offset, field_len, value); - break; - case 275: /* Field MDMkt */ - proto_tree_add_string(fix_tree, hf_fix_MDMkt, tvb, offset, field_len, value); - break; - case 276: /* Field QuoteCondition */ - proto_tree_add_string(fix_tree, hf_fix_QuoteCondition, tvb, offset, field_len, value); - break; - case 277: /* Field TradeCondition */ - proto_tree_add_string(fix_tree, hf_fix_TradeCondition, tvb, offset, field_len, value); - break; - case 278: /* Field MDEntryID */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryID, tvb, offset, field_len, value); - break; - case 279: /* Field MDUpdateAction */ - proto_tree_add_string(fix_tree, hf_fix_MDUpdateAction, tvb, offset, field_len, value); - break; - case 280: /* Field MDEntryRefID */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryRefID, tvb, offset, field_len, value); - break; - case 281: /* Field MDReqRejReason */ - proto_tree_add_string(fix_tree, hf_fix_MDReqRejReason, tvb, offset, field_len, value); - break; - case 282: /* Field MDEntryOriginator */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryOriginator, tvb, offset, field_len, value); - break; - case 283: /* Field LocationID */ - proto_tree_add_string(fix_tree, hf_fix_LocationID, tvb, offset, field_len, value); - break; - case 284: /* Field DeskID */ - proto_tree_add_string(fix_tree, hf_fix_DeskID, tvb, offset, field_len, value); - break; - case 285: /* Field DeleteReason */ - proto_tree_add_string(fix_tree, hf_fix_DeleteReason, tvb, offset, field_len, value); - break; - case 286: /* Field OpenCloseSettleFlag */ - proto_tree_add_string(fix_tree, hf_fix_OpenCloseSettleFlag, tvb, offset, field_len, value); - break; - case 287: /* Field SellerDays */ - proto_tree_add_string(fix_tree, hf_fix_SellerDays, tvb, offset, field_len, value); - break; - case 288: /* Field MDEntryBuyer */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryBuyer, tvb, offset, field_len, value); - break; - case 289: /* Field MDEntrySeller */ - proto_tree_add_string(fix_tree, hf_fix_MDEntrySeller, tvb, offset, field_len, value); - break; - case 290: /* Field MDEntryPositionNo */ - proto_tree_add_string(fix_tree, hf_fix_MDEntryPositionNo, tvb, offset, field_len, value); - break; - case 291: /* Field FinancialStatus */ - proto_tree_add_string(fix_tree, hf_fix_FinancialStatus, tvb, offset, field_len, value); - break; - case 292: /* Field CorporateAction */ - proto_tree_add_string(fix_tree, hf_fix_CorporateAction, tvb, offset, field_len, value); - break; - case 293: /* Field DefBidSize */ - proto_tree_add_string(fix_tree, hf_fix_DefBidSize, tvb, offset, field_len, value); - break; - case 294: /* Field DefOfferSize */ - proto_tree_add_string(fix_tree, hf_fix_DefOfferSize, tvb, offset, field_len, value); - break; - case 295: /* Field NoQuoteEntries */ - proto_tree_add_string(fix_tree, hf_fix_NoQuoteEntries, tvb, offset, field_len, value); - break; - case 296: /* Field NoQuoteSets */ - proto_tree_add_string(fix_tree, hf_fix_NoQuoteSets, tvb, offset, field_len, value); - break; - case 297: /* Field QuoteStatus */ - proto_tree_add_string(fix_tree, hf_fix_QuoteStatus, tvb, offset, field_len, value); - break; - case 298: /* Field QuoteCancelType */ - proto_tree_add_string(fix_tree, hf_fix_QuoteCancelType, tvb, offset, field_len, value); - break; - case 299: /* Field QuoteEntryID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteEntryID, tvb, offset, field_len, value); - break; - case 300: /* Field QuoteRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_QuoteRejectReason, tvb, offset, field_len, value); - break; - case 301: /* Field QuoteResponseLevel */ - proto_tree_add_string(fix_tree, hf_fix_QuoteResponseLevel, tvb, offset, field_len, value); - break; - case 302: /* Field QuoteSetID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteSetID, tvb, offset, field_len, value); - break; - case 303: /* Field QuoteRequestType */ - proto_tree_add_string(fix_tree, hf_fix_QuoteRequestType, tvb, offset, field_len, value); - break; - case 304: /* Field TotQuoteEntries */ - proto_tree_add_string(fix_tree, hf_fix_TotQuoteEntries, tvb, offset, field_len, value); - break; - case 305: /* Field UnderlyingSecurityIDSource */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityIDSource, tvb, offset, field_len, value); - break; - case 306: /* Field UnderlyingIssuer */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingIssuer, tvb, offset, field_len, value); - break; - case 307: /* Field UnderlyingSecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityDesc, tvb, offset, field_len, value); - break; - case 308: /* Field UnderlyingSecurityExchange */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityExchange, tvb, offset, field_len, value); - break; - case 309: /* Field UnderlyingSecurityID */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityID, tvb, offset, field_len, value); - break; - case 310: /* Field UnderlyingSecurityType */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityType, tvb, offset, field_len, value); - break; - case 311: /* Field UnderlyingSymbol */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSymbol, tvb, offset, field_len, value); - break; - case 312: /* Field UnderlyingSymbolSfx */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSymbolSfx, tvb, offset, field_len, value); - break; - case 313: /* Field UnderlyingMaturityMonthYear */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingMaturityMonthYear, tvb, offset, field_len, value); - break; - case 314: /* Field UnderlyingMaturityDay */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingMaturityDay, tvb, offset, field_len, value); - break; - case 315: /* Field UnderlyingPutOrCall */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingPutOrCall, tvb, offset, field_len, value); - break; - case 316: /* Field UnderlyingStrikePrice */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingStrikePrice, tvb, offset, field_len, value); - break; - case 317: /* Field UnderlyingOptAttribute */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingOptAttribute, tvb, offset, field_len, value); - break; - case 318: /* Field Underlying */ - proto_tree_add_string(fix_tree, hf_fix_Underlying, tvb, offset, field_len, value); - break; - case 319: /* Field RatioQty */ - proto_tree_add_string(fix_tree, hf_fix_RatioQty, tvb, offset, field_len, value); - break; - case 320: /* Field SecurityReqID */ - proto_tree_add_string(fix_tree, hf_fix_SecurityReqID, tvb, offset, field_len, value); - break; - case 321: /* Field SecurityRequestType */ - proto_tree_add_string(fix_tree, hf_fix_SecurityRequestType, tvb, offset, field_len, value); - break; - case 322: /* Field SecurityResponseID */ - proto_tree_add_string(fix_tree, hf_fix_SecurityResponseID, tvb, offset, field_len, value); - break; - case 323: /* Field SecurityResponseType */ - proto_tree_add_string(fix_tree, hf_fix_SecurityResponseType, tvb, offset, field_len, value); - break; - case 324: /* Field SecurityStatusReqID */ - proto_tree_add_string(fix_tree, hf_fix_SecurityStatusReqID, tvb, offset, field_len, value); - break; - case 325: /* Field UnsolicitedIndicator */ - proto_tree_add_string(fix_tree, hf_fix_UnsolicitedIndicator, tvb, offset, field_len, value); - break; - case 326: /* Field SecurityTradingStatus */ - proto_tree_add_string(fix_tree, hf_fix_SecurityTradingStatus, tvb, offset, field_len, value); - break; - case 327: /* Field HaltReason */ - proto_tree_add_string(fix_tree, hf_fix_HaltReason, tvb, offset, field_len, value); - break; - case 328: /* Field InViewOfCommon */ - proto_tree_add_string(fix_tree, hf_fix_InViewOfCommon, tvb, offset, field_len, value); - break; - case 329: /* Field DueToRelated */ - proto_tree_add_string(fix_tree, hf_fix_DueToRelated, tvb, offset, field_len, value); - break; - case 330: /* Field BuyVolume */ - proto_tree_add_string(fix_tree, hf_fix_BuyVolume, tvb, offset, field_len, value); - break; - case 331: /* Field SellVolume */ - proto_tree_add_string(fix_tree, hf_fix_SellVolume, tvb, offset, field_len, value); - break; - case 332: /* Field HighPx */ - proto_tree_add_string(fix_tree, hf_fix_HighPx, tvb, offset, field_len, value); - break; - case 333: /* Field LowPx */ - proto_tree_add_string(fix_tree, hf_fix_LowPx, tvb, offset, field_len, value); - break; - case 334: /* Field Adjustment */ - proto_tree_add_string(fix_tree, hf_fix_Adjustment, tvb, offset, field_len, value); - break; - case 335: /* Field TradSesReqID */ - proto_tree_add_string(fix_tree, hf_fix_TradSesReqID, tvb, offset, field_len, value); - break; - case 336: /* Field TradingSessionID */ - proto_tree_add_string(fix_tree, hf_fix_TradingSessionID, tvb, offset, field_len, value); - break; - case 337: /* Field ContraTrader */ - proto_tree_add_string(fix_tree, hf_fix_ContraTrader, tvb, offset, field_len, value); - break; - case 338: /* Field TradSesMethod */ - proto_tree_add_string(fix_tree, hf_fix_TradSesMethod, tvb, offset, field_len, value); - break; - case 339: /* Field TradSesMode */ - proto_tree_add_string(fix_tree, hf_fix_TradSesMode, tvb, offset, field_len, value); - break; - case 340: /* Field TradSesStatus */ - proto_tree_add_string(fix_tree, hf_fix_TradSesStatus, tvb, offset, field_len, value); - break; - case 341: /* Field TradSesStartTime */ - proto_tree_add_string(fix_tree, hf_fix_TradSesStartTime, tvb, offset, field_len, value); - break; - case 342: /* Field TradSesOpenTime */ - proto_tree_add_string(fix_tree, hf_fix_TradSesOpenTime, tvb, offset, field_len, value); - break; - case 343: /* Field TradSesPreCloseTime */ - proto_tree_add_string(fix_tree, hf_fix_TradSesPreCloseTime, tvb, offset, field_len, value); - break; - case 344: /* Field TradSesCloseTime */ - proto_tree_add_string(fix_tree, hf_fix_TradSesCloseTime, tvb, offset, field_len, value); - break; - case 345: /* Field TradSesEndTime */ - proto_tree_add_string(fix_tree, hf_fix_TradSesEndTime, tvb, offset, field_len, value); - break; - case 346: /* Field NumberOfOrders */ - proto_tree_add_string(fix_tree, hf_fix_NumberOfOrders, tvb, offset, field_len, value); - break; - case 347: /* Field MessageEncoding */ - proto_tree_add_string(fix_tree, hf_fix_MessageEncoding, tvb, offset, field_len, value); - break; - case 348: /* Field EncodedIssuerLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedIssuerLen, tvb, offset, field_len, value); - break; - case 349: /* Field EncodedIssuer */ - proto_tree_add_string(fix_tree, hf_fix_EncodedIssuer, tvb, offset, field_len, value); - break; - case 350: /* Field EncodedSecurityDescLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedSecurityDescLen, tvb, offset, field_len, value); - break; - case 351: /* Field EncodedSecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_EncodedSecurityDesc, tvb, offset, field_len, value); - break; - case 352: /* Field EncodedListExecInstLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedListExecInstLen, tvb, offset, field_len, value); - break; - case 353: /* Field EncodedListExecInst */ - proto_tree_add_string(fix_tree, hf_fix_EncodedListExecInst, tvb, offset, field_len, value); - break; - case 354: /* Field EncodedTextLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedTextLen, tvb, offset, field_len, value); - break; - case 355: /* Field EncodedText */ - proto_tree_add_string(fix_tree, hf_fix_EncodedText, tvb, offset, field_len, value); - break; - case 356: /* Field EncodedSubjectLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedSubjectLen, tvb, offset, field_len, value); - break; - case 357: /* Field EncodedSubject */ - proto_tree_add_string(fix_tree, hf_fix_EncodedSubject, tvb, offset, field_len, value); - break; - case 358: /* Field EncodedHeadlineLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedHeadlineLen, tvb, offset, field_len, value); - break; - case 359: /* Field EncodedHeadline */ - proto_tree_add_string(fix_tree, hf_fix_EncodedHeadline, tvb, offset, field_len, value); - break; - case 360: /* Field EncodedAllocTextLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedAllocTextLen, tvb, offset, field_len, value); - break; - case 361: /* Field EncodedAllocText */ - proto_tree_add_string(fix_tree, hf_fix_EncodedAllocText, tvb, offset, field_len, value); - break; - case 362: /* Field EncodedUnderlyingIssuerLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedUnderlyingIssuerLen, tvb, offset, field_len, value); - break; - case 363: /* Field EncodedUnderlyingIssuer */ - proto_tree_add_string(fix_tree, hf_fix_EncodedUnderlyingIssuer, tvb, offset, field_len, value); - break; - case 364: /* Field EncodedUnderlyingSecurityDescLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedUnderlyingSecurityDescLen, tvb, offset, field_len, value); - break; - case 365: /* Field EncodedUnderlyingSecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_EncodedUnderlyingSecurityDesc, tvb, offset, field_len, value); - break; - case 366: /* Field AllocPrice */ - proto_tree_add_string(fix_tree, hf_fix_AllocPrice, tvb, offset, field_len, value); - break; - case 367: /* Field QuoteSetValidUntilTime */ - proto_tree_add_string(fix_tree, hf_fix_QuoteSetValidUntilTime, tvb, offset, field_len, value); - break; - case 368: /* Field QuoteEntryRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_QuoteEntryRejectReason, tvb, offset, field_len, value); - break; - case 369: /* Field LastMsgSeqNumProcessed */ - proto_tree_add_string(fix_tree, hf_fix_LastMsgSeqNumProcessed, tvb, offset, field_len, value); - break; - case 370: /* Field OnBehalfOfSendingTime */ - proto_tree_add_string(fix_tree, hf_fix_OnBehalfOfSendingTime, tvb, offset, field_len, value); - break; - case 371: /* Field RefTagID */ - proto_tree_add_string(fix_tree, hf_fix_RefTagID, tvb, offset, field_len, value); - break; - case 372: /* Field RefMsgType */ - proto_tree_add_string(fix_tree, hf_fix_RefMsgType, tvb, offset, field_len, value); - break; - case 373: /* Field SessionRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_SessionRejectReason, tvb, offset, field_len, value); - break; - case 374: /* Field BidRequestTransType */ - proto_tree_add_string(fix_tree, hf_fix_BidRequestTransType, tvb, offset, field_len, value); - break; - case 375: /* Field ContraBroker */ - proto_tree_add_string(fix_tree, hf_fix_ContraBroker, tvb, offset, field_len, value); - break; - case 376: /* Field ComplianceID */ - proto_tree_add_string(fix_tree, hf_fix_ComplianceID, tvb, offset, field_len, value); - break; - case 377: /* Field SolicitedFlag */ - proto_tree_add_string(fix_tree, hf_fix_SolicitedFlag, tvb, offset, field_len, value); - break; - case 378: /* Field ExecRestatementReason */ - proto_tree_add_string(fix_tree, hf_fix_ExecRestatementReason, tvb, offset, field_len, value); - break; - case 379: /* Field BusinessRejectRefID */ - proto_tree_add_string(fix_tree, hf_fix_BusinessRejectRefID, tvb, offset, field_len, value); - break; - case 380: /* Field BusinessRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_BusinessRejectReason, tvb, offset, field_len, value); - break; - case 381: /* Field GrossTradeAmt */ - proto_tree_add_string(fix_tree, hf_fix_GrossTradeAmt, tvb, offset, field_len, value); - break; - case 382: /* Field NoContraBrokers */ - proto_tree_add_string(fix_tree, hf_fix_NoContraBrokers, tvb, offset, field_len, value); - break; - case 383: /* Field MaxMessageSize */ - proto_tree_add_string(fix_tree, hf_fix_MaxMessageSize, tvb, offset, field_len, value); - break; - case 384: /* Field NoMsgTypes */ - proto_tree_add_string(fix_tree, hf_fix_NoMsgTypes, tvb, offset, field_len, value); - break; - case 385: /* Field MsgDirection */ - proto_tree_add_string(fix_tree, hf_fix_MsgDirection, tvb, offset, field_len, value); - break; - case 386: /* Field NoTradingSessions */ - proto_tree_add_string(fix_tree, hf_fix_NoTradingSessions, tvb, offset, field_len, value); - break; - case 387: /* Field TotalVolumeTraded */ - proto_tree_add_string(fix_tree, hf_fix_TotalVolumeTraded, tvb, offset, field_len, value); - break; - case 388: /* Field DiscretionInst */ - proto_tree_add_string(fix_tree, hf_fix_DiscretionInst, tvb, offset, field_len, value); - break; - case 389: /* Field DiscretionOffset */ - proto_tree_add_string(fix_tree, hf_fix_DiscretionOffset, tvb, offset, field_len, value); - break; - case 390: /* Field BidID */ - proto_tree_add_string(fix_tree, hf_fix_BidID, tvb, offset, field_len, value); - break; - case 391: /* Field ClientBidID */ - proto_tree_add_string(fix_tree, hf_fix_ClientBidID, tvb, offset, field_len, value); - break; - case 392: /* Field ListName */ - proto_tree_add_string(fix_tree, hf_fix_ListName, tvb, offset, field_len, value); - break; - case 393: /* Field TotalNumSecurities */ - proto_tree_add_string(fix_tree, hf_fix_TotalNumSecurities, tvb, offset, field_len, value); - break; - case 394: /* Field BidType */ - proto_tree_add_string(fix_tree, hf_fix_BidType, tvb, offset, field_len, value); - break; - case 395: /* Field NumTickets */ - proto_tree_add_string(fix_tree, hf_fix_NumTickets, tvb, offset, field_len, value); - break; - case 396: /* Field SideValue1 */ - proto_tree_add_string(fix_tree, hf_fix_SideValue1, tvb, offset, field_len, value); - break; - case 397: /* Field SideValue2 */ - proto_tree_add_string(fix_tree, hf_fix_SideValue2, tvb, offset, field_len, value); - break; - case 398: /* Field NoBidDescriptors */ - proto_tree_add_string(fix_tree, hf_fix_NoBidDescriptors, tvb, offset, field_len, value); - break; - case 399: /* Field BidDescriptorType */ - proto_tree_add_string(fix_tree, hf_fix_BidDescriptorType, tvb, offset, field_len, value); - break; - case 400: /* Field BidDescriptor */ - proto_tree_add_string(fix_tree, hf_fix_BidDescriptor, tvb, offset, field_len, value); - break; - case 401: /* Field SideValueInd */ - proto_tree_add_string(fix_tree, hf_fix_SideValueInd, tvb, offset, field_len, value); - break; - case 402: /* Field LiquidityPctLow */ - proto_tree_add_string(fix_tree, hf_fix_LiquidityPctLow, tvb, offset, field_len, value); - break; - case 403: /* Field LiquidityPctHigh */ - proto_tree_add_string(fix_tree, hf_fix_LiquidityPctHigh, tvb, offset, field_len, value); - break; - case 404: /* Field LiquidityValue */ - proto_tree_add_string(fix_tree, hf_fix_LiquidityValue, tvb, offset, field_len, value); - break; - case 405: /* Field EFPTrackingError */ - proto_tree_add_string(fix_tree, hf_fix_EFPTrackingError, tvb, offset, field_len, value); - break; - case 406: /* Field FairValue */ - proto_tree_add_string(fix_tree, hf_fix_FairValue, tvb, offset, field_len, value); - break; - case 407: /* Field OutsideIndexPct */ - proto_tree_add_string(fix_tree, hf_fix_OutsideIndexPct, tvb, offset, field_len, value); - break; - case 408: /* Field ValueOfFutures */ - proto_tree_add_string(fix_tree, hf_fix_ValueOfFutures, tvb, offset, field_len, value); - break; - case 409: /* Field LiquidityIndType */ - proto_tree_add_string(fix_tree, hf_fix_LiquidityIndType, tvb, offset, field_len, value); - break; - case 410: /* Field WtAverageLiquidity */ - proto_tree_add_string(fix_tree, hf_fix_WtAverageLiquidity, tvb, offset, field_len, value); - break; - case 411: /* Field ExchangeForPhysical */ - proto_tree_add_string(fix_tree, hf_fix_ExchangeForPhysical, tvb, offset, field_len, value); - break; - case 412: /* Field OutMainCntryUIndex */ - proto_tree_add_string(fix_tree, hf_fix_OutMainCntryUIndex, tvb, offset, field_len, value); - break; - case 413: /* Field CrossPercent */ - proto_tree_add_string(fix_tree, hf_fix_CrossPercent, tvb, offset, field_len, value); - break; - case 414: /* Field ProgRptReqs */ - proto_tree_add_string(fix_tree, hf_fix_ProgRptReqs, tvb, offset, field_len, value); - break; - case 415: /* Field ProgPeriodInterval */ - proto_tree_add_string(fix_tree, hf_fix_ProgPeriodInterval, tvb, offset, field_len, value); - break; - case 416: /* Field IncTaxInd */ - proto_tree_add_string(fix_tree, hf_fix_IncTaxInd, tvb, offset, field_len, value); - break; - case 417: /* Field NumBidders */ - proto_tree_add_string(fix_tree, hf_fix_NumBidders, tvb, offset, field_len, value); - break; - case 418: /* Field TradeType */ - proto_tree_add_string(fix_tree, hf_fix_TradeType, tvb, offset, field_len, value); - break; - case 419: /* Field BasisPxType */ - proto_tree_add_string(fix_tree, hf_fix_BasisPxType, tvb, offset, field_len, value); - break; - case 420: /* Field NoBidComponents */ - proto_tree_add_string(fix_tree, hf_fix_NoBidComponents, tvb, offset, field_len, value); - break; - case 421: /* Field Country */ - proto_tree_add_string(fix_tree, hf_fix_Country, tvb, offset, field_len, value); - break; - case 422: /* Field TotNoStrikes */ - proto_tree_add_string(fix_tree, hf_fix_TotNoStrikes, tvb, offset, field_len, value); - break; - case 423: /* Field PriceType */ - proto_tree_add_string(fix_tree, hf_fix_PriceType, tvb, offset, field_len, value); - break; - case 424: /* Field DayOrderQty */ - proto_tree_add_string(fix_tree, hf_fix_DayOrderQty, tvb, offset, field_len, value); - break; - case 425: /* Field DayCumQty */ - proto_tree_add_string(fix_tree, hf_fix_DayCumQty, tvb, offset, field_len, value); - break; - case 426: /* Field DayAvgPx */ - proto_tree_add_string(fix_tree, hf_fix_DayAvgPx, tvb, offset, field_len, value); - break; - case 427: /* Field GTBookingInst */ - proto_tree_add_string(fix_tree, hf_fix_GTBookingInst, tvb, offset, field_len, value); - break; - case 428: /* Field NoStrikes */ - proto_tree_add_string(fix_tree, hf_fix_NoStrikes, tvb, offset, field_len, value); - break; - case 429: /* Field ListStatusType */ - proto_tree_add_string(fix_tree, hf_fix_ListStatusType, tvb, offset, field_len, value); - break; - case 430: /* Field NetGrossInd */ - proto_tree_add_string(fix_tree, hf_fix_NetGrossInd, tvb, offset, field_len, value); - break; - case 431: /* Field ListOrderStatus */ - proto_tree_add_string(fix_tree, hf_fix_ListOrderStatus, tvb, offset, field_len, value); - break; - case 432: /* Field ExpireDate */ - proto_tree_add_string(fix_tree, hf_fix_ExpireDate, tvb, offset, field_len, value); - break; - case 433: /* Field ListExecInstType */ - proto_tree_add_string(fix_tree, hf_fix_ListExecInstType, tvb, offset, field_len, value); - break; - case 434: /* Field CxlRejResponseTo */ - proto_tree_add_string(fix_tree, hf_fix_CxlRejResponseTo, tvb, offset, field_len, value); - break; - case 435: /* Field UnderlyingCouponRate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingCouponRate, tvb, offset, field_len, value); - break; - case 436: /* Field UnderlyingContractMultiplier */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingContractMultiplier, tvb, offset, field_len, value); - break; - case 437: /* Field ContraTradeQty */ - proto_tree_add_string(fix_tree, hf_fix_ContraTradeQty, tvb, offset, field_len, value); - break; - case 438: /* Field ContraTradeTime */ - proto_tree_add_string(fix_tree, hf_fix_ContraTradeTime, tvb, offset, field_len, value); - break; - case 439: /* Field ClearingFirm */ - proto_tree_add_string(fix_tree, hf_fix_ClearingFirm, tvb, offset, field_len, value); - break; - case 440: /* Field ClearingAccount */ - proto_tree_add_string(fix_tree, hf_fix_ClearingAccount, tvb, offset, field_len, value); - break; - case 441: /* Field LiquidityNumSecurities */ - proto_tree_add_string(fix_tree, hf_fix_LiquidityNumSecurities, tvb, offset, field_len, value); - break; - case 442: /* Field MultiLegReportingType */ - proto_tree_add_string(fix_tree, hf_fix_MultiLegReportingType, tvb, offset, field_len, value); - break; - case 443: /* Field StrikeTime */ - proto_tree_add_string(fix_tree, hf_fix_StrikeTime, tvb, offset, field_len, value); - break; - case 444: /* Field ListStatusText */ - proto_tree_add_string(fix_tree, hf_fix_ListStatusText, tvb, offset, field_len, value); - break; - case 445: /* Field EncodedListStatusTextLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedListStatusTextLen, tvb, offset, field_len, value); - break; - case 446: /* Field EncodedListStatusText */ - proto_tree_add_string(fix_tree, hf_fix_EncodedListStatusText, tvb, offset, field_len, value); - break; - case 447: /* Field PartyIDSource */ - proto_tree_add_string(fix_tree, hf_fix_PartyIDSource, tvb, offset, field_len, value); - break; - case 448: /* Field PartyID */ - proto_tree_add_string(fix_tree, hf_fix_PartyID, tvb, offset, field_len, value); - break; - case 449: /* Field TotalVolumeTradedDate */ - proto_tree_add_string(fix_tree, hf_fix_TotalVolumeTradedDate, tvb, offset, field_len, value); - break; - case 450: /* Field TotalVolumeTradedTime */ - proto_tree_add_string(fix_tree, hf_fix_TotalVolumeTradedTime, tvb, offset, field_len, value); - break; - case 451: /* Field NetChgPrevDay */ - proto_tree_add_string(fix_tree, hf_fix_NetChgPrevDay, tvb, offset, field_len, value); - break; - case 452: /* Field PartyRole */ - proto_tree_add_string(fix_tree, hf_fix_PartyRole, tvb, offset, field_len, value); - break; - case 453: /* Field NoPartyIDs */ - proto_tree_add_string(fix_tree, hf_fix_NoPartyIDs, tvb, offset, field_len, value); - break; - case 454: /* Field NoSecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_NoSecurityAltID, tvb, offset, field_len, value); - break; - case 455: /* Field SecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_SecurityAltID, tvb, offset, field_len, value); - break; - case 456: /* Field SecurityAltIDSource */ - proto_tree_add_string(fix_tree, hf_fix_SecurityAltIDSource, tvb, offset, field_len, value); - break; - case 457: /* Field NoUnderlyingSecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_NoUnderlyingSecurityAltID, tvb, offset, field_len, value); - break; - case 458: /* Field UnderlyingSecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityAltID, tvb, offset, field_len, value); - break; - case 459: /* Field UnderlyingSecurityAltIDSource */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingSecurityAltIDSource, tvb, offset, field_len, value); - break; - case 460: /* Field Product */ - proto_tree_add_string(fix_tree, hf_fix_Product, tvb, offset, field_len, value); - break; - case 461: /* Field CFICode */ - proto_tree_add_string(fix_tree, hf_fix_CFICode, tvb, offset, field_len, value); - break; - case 462: /* Field UnderlyingProduct */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingProduct, tvb, offset, field_len, value); - break; - case 463: /* Field UnderlyingCFICode */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingCFICode, tvb, offset, field_len, value); - break; - case 464: /* Field TestMessageIndicator */ - proto_tree_add_string(fix_tree, hf_fix_TestMessageIndicator, tvb, offset, field_len, value); - break; - case 465: /* Field QuantityType */ - proto_tree_add_string(fix_tree, hf_fix_QuantityType, tvb, offset, field_len, value); - break; - case 466: /* Field BookingRefID */ - proto_tree_add_string(fix_tree, hf_fix_BookingRefID, tvb, offset, field_len, value); - break; - case 467: /* Field IndividualAllocID */ - proto_tree_add_string(fix_tree, hf_fix_IndividualAllocID, tvb, offset, field_len, value); - break; - case 468: /* Field RoundingDirection */ - proto_tree_add_string(fix_tree, hf_fix_RoundingDirection, tvb, offset, field_len, value); - break; - case 469: /* Field RoundingModulus */ - proto_tree_add_string(fix_tree, hf_fix_RoundingModulus, tvb, offset, field_len, value); - break; - case 470: /* Field CountryOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_CountryOfIssue, tvb, offset, field_len, value); - break; - case 471: /* Field StateOrProvinceOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_StateOrProvinceOfIssue, tvb, offset, field_len, value); - break; - case 472: /* Field LocaleOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_LocaleOfIssue, tvb, offset, field_len, value); - break; - case 473: /* Field NoRegistDtls */ - proto_tree_add_string(fix_tree, hf_fix_NoRegistDtls, tvb, offset, field_len, value); - break; - case 474: /* Field MailingDtls */ - proto_tree_add_string(fix_tree, hf_fix_MailingDtls, tvb, offset, field_len, value); - break; - case 475: /* Field InvestorCountryOfResidence */ - proto_tree_add_string(fix_tree, hf_fix_InvestorCountryOfResidence, tvb, offset, field_len, value); - break; - case 476: /* Field PaymentRef */ - proto_tree_add_string(fix_tree, hf_fix_PaymentRef, tvb, offset, field_len, value); - break; - case 477: /* Field DistribPaymentMethod */ - proto_tree_add_string(fix_tree, hf_fix_DistribPaymentMethod, tvb, offset, field_len, value); - break; - case 478: /* Field CashDistribCurr */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribCurr, tvb, offset, field_len, value); - break; - case 479: /* Field CommCurrency */ - proto_tree_add_string(fix_tree, hf_fix_CommCurrency, tvb, offset, field_len, value); - break; - case 480: /* Field CancellationRights */ - proto_tree_add_string(fix_tree, hf_fix_CancellationRights, tvb, offset, field_len, value); - break; - case 481: /* Field MoneyLaunderingStatus */ - proto_tree_add_string(fix_tree, hf_fix_MoneyLaunderingStatus, tvb, offset, field_len, value); - break; - case 482: /* Field MailingInst */ - proto_tree_add_string(fix_tree, hf_fix_MailingInst, tvb, offset, field_len, value); - break; - case 483: /* Field TransBkdTime */ - proto_tree_add_string(fix_tree, hf_fix_TransBkdTime, tvb, offset, field_len, value); - break; - case 484: /* Field ExecPriceType */ - proto_tree_add_string(fix_tree, hf_fix_ExecPriceType, tvb, offset, field_len, value); - break; - case 485: /* Field ExecPriceAdjustment */ - proto_tree_add_string(fix_tree, hf_fix_ExecPriceAdjustment, tvb, offset, field_len, value); - break; - case 486: /* Field DateOfBirth */ - proto_tree_add_string(fix_tree, hf_fix_DateOfBirth, tvb, offset, field_len, value); - break; - case 487: /* Field TradeReportTransType */ - proto_tree_add_string(fix_tree, hf_fix_TradeReportTransType, tvb, offset, field_len, value); - break; - case 488: /* Field CardHolderName */ - proto_tree_add_string(fix_tree, hf_fix_CardHolderName, tvb, offset, field_len, value); - break; - case 489: /* Field CardNumber */ - proto_tree_add_string(fix_tree, hf_fix_CardNumber, tvb, offset, field_len, value); - break; - case 490: /* Field CardExpDate */ - proto_tree_add_string(fix_tree, hf_fix_CardExpDate, tvb, offset, field_len, value); - break; - case 491: /* Field CardIssNo */ - proto_tree_add_string(fix_tree, hf_fix_CardIssNo, tvb, offset, field_len, value); - break; - case 492: /* Field PaymentMethod */ - proto_tree_add_string(fix_tree, hf_fix_PaymentMethod, tvb, offset, field_len, value); - break; - case 493: /* Field RegistAcctType */ - proto_tree_add_string(fix_tree, hf_fix_RegistAcctType, tvb, offset, field_len, value); - break; - case 494: /* Field Designation */ - proto_tree_add_string(fix_tree, hf_fix_Designation, tvb, offset, field_len, value); - break; - case 495: /* Field TaxAdvantageType */ - proto_tree_add_string(fix_tree, hf_fix_TaxAdvantageType, tvb, offset, field_len, value); - break; - case 496: /* Field RegistRejReasonText */ - proto_tree_add_string(fix_tree, hf_fix_RegistRejReasonText, tvb, offset, field_len, value); - break; - case 497: /* Field FundRenewWaiv */ - proto_tree_add_string(fix_tree, hf_fix_FundRenewWaiv, tvb, offset, field_len, value); - break; - case 498: /* Field CashDistribAgentName */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribAgentName, tvb, offset, field_len, value); - break; - case 499: /* Field CashDistribAgentCode */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribAgentCode, tvb, offset, field_len, value); - break; - case 500: /* Field CashDistribAgentAcctNumber */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribAgentAcctNumber, tvb, offset, field_len, value); - break; - case 501: /* Field CashDistribPayRef */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribPayRef, tvb, offset, field_len, value); - break; - case 502: /* Field CashDistribAgentAcctName */ - proto_tree_add_string(fix_tree, hf_fix_CashDistribAgentAcctName, tvb, offset, field_len, value); - break; - case 503: /* Field CardStartDate */ - proto_tree_add_string(fix_tree, hf_fix_CardStartDate, tvb, offset, field_len, value); - break; - case 504: /* Field PaymentDate */ - proto_tree_add_string(fix_tree, hf_fix_PaymentDate, tvb, offset, field_len, value); - break; - case 505: /* Field PaymentRemitterID */ - proto_tree_add_string(fix_tree, hf_fix_PaymentRemitterID, tvb, offset, field_len, value); - break; - case 506: /* Field RegistStatus */ - proto_tree_add_string(fix_tree, hf_fix_RegistStatus, tvb, offset, field_len, value); - break; - case 507: /* Field RegistRejReasonCode */ - proto_tree_add_string(fix_tree, hf_fix_RegistRejReasonCode, tvb, offset, field_len, value); - break; - case 508: /* Field RegistRefID */ - proto_tree_add_string(fix_tree, hf_fix_RegistRefID, tvb, offset, field_len, value); - break; - case 509: /* Field RegistDetls */ - proto_tree_add_string(fix_tree, hf_fix_RegistDetls, tvb, offset, field_len, value); - break; - case 510: /* Field NoDistribInsts */ - proto_tree_add_string(fix_tree, hf_fix_NoDistribInsts, tvb, offset, field_len, value); - break; - case 511: /* Field RegistEmail */ - proto_tree_add_string(fix_tree, hf_fix_RegistEmail, tvb, offset, field_len, value); - break; - case 512: /* Field DistribPercentage */ - proto_tree_add_string(fix_tree, hf_fix_DistribPercentage, tvb, offset, field_len, value); - break; - case 513: /* Field RegistID */ - proto_tree_add_string(fix_tree, hf_fix_RegistID, tvb, offset, field_len, value); - break; - case 514: /* Field RegistTransType */ - proto_tree_add_string(fix_tree, hf_fix_RegistTransType, tvb, offset, field_len, value); - break; - case 515: /* Field ExecValuationPoint */ - proto_tree_add_string(fix_tree, hf_fix_ExecValuationPoint, tvb, offset, field_len, value); - break; - case 516: /* Field OrderPercent */ - proto_tree_add_string(fix_tree, hf_fix_OrderPercent, tvb, offset, field_len, value); - break; - case 517: /* Field OwnershipType */ - proto_tree_add_string(fix_tree, hf_fix_OwnershipType, tvb, offset, field_len, value); - break; - case 518: /* Field NoContAmts */ - proto_tree_add_string(fix_tree, hf_fix_NoContAmts, tvb, offset, field_len, value); - break; - case 519: /* Field ContAmtType */ - proto_tree_add_string(fix_tree, hf_fix_ContAmtType, tvb, offset, field_len, value); - break; - case 520: /* Field ContAmtValue */ - proto_tree_add_string(fix_tree, hf_fix_ContAmtValue, tvb, offset, field_len, value); - break; - case 521: /* Field ContAmtCurr */ - proto_tree_add_string(fix_tree, hf_fix_ContAmtCurr, tvb, offset, field_len, value); - break; - case 522: /* Field OwnerType */ - proto_tree_add_string(fix_tree, hf_fix_OwnerType, tvb, offset, field_len, value); - break; - case 523: /* Field PartySubID */ - proto_tree_add_string(fix_tree, hf_fix_PartySubID, tvb, offset, field_len, value); - break; - case 524: /* Field NestedPartyID */ - proto_tree_add_string(fix_tree, hf_fix_NestedPartyID, tvb, offset, field_len, value); - break; - case 525: /* Field NestedPartyIDSource */ - proto_tree_add_string(fix_tree, hf_fix_NestedPartyIDSource, tvb, offset, field_len, value); - break; - case 526: /* Field SecondaryClOrdID */ - proto_tree_add_string(fix_tree, hf_fix_SecondaryClOrdID, tvb, offset, field_len, value); - break; - case 527: /* Field SecondaryExecID */ - proto_tree_add_string(fix_tree, hf_fix_SecondaryExecID, tvb, offset, field_len, value); - break; - case 528: /* Field OrderCapacity */ - proto_tree_add_string(fix_tree, hf_fix_OrderCapacity, tvb, offset, field_len, value); - break; - case 529: /* Field OrderRestrictions */ - proto_tree_add_string(fix_tree, hf_fix_OrderRestrictions, tvb, offset, field_len, value); - break; - case 530: /* Field MassCancelRequestType */ - proto_tree_add_string(fix_tree, hf_fix_MassCancelRequestType, tvb, offset, field_len, value); - break; - case 531: /* Field MassCancelResponse */ - proto_tree_add_string(fix_tree, hf_fix_MassCancelResponse, tvb, offset, field_len, value); - break; - case 532: /* Field MassCancelRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_MassCancelRejectReason, tvb, offset, field_len, value); - break; - case 533: /* Field TotalAffectedOrders */ - proto_tree_add_string(fix_tree, hf_fix_TotalAffectedOrders, tvb, offset, field_len, value); - break; - case 534: /* Field NoAffectedOrders */ - proto_tree_add_string(fix_tree, hf_fix_NoAffectedOrders, tvb, offset, field_len, value); - break; - case 535: /* Field AffectedOrderID */ - proto_tree_add_string(fix_tree, hf_fix_AffectedOrderID, tvb, offset, field_len, value); - break; - case 536: /* Field AffectedSecondaryOrderID */ - proto_tree_add_string(fix_tree, hf_fix_AffectedSecondaryOrderID, tvb, offset, field_len, value); - break; - case 537: /* Field QuoteType */ - proto_tree_add_string(fix_tree, hf_fix_QuoteType, tvb, offset, field_len, value); - break; - case 538: /* Field NestedPartyRole */ - proto_tree_add_string(fix_tree, hf_fix_NestedPartyRole, tvb, offset, field_len, value); - break; - case 539: /* Field NoNestedPartyIDs */ - proto_tree_add_string(fix_tree, hf_fix_NoNestedPartyIDs, tvb, offset, field_len, value); - break; - case 540: /* Field TotalAccruedInterestAmt */ - proto_tree_add_string(fix_tree, hf_fix_TotalAccruedInterestAmt, tvb, offset, field_len, value); - break; - case 541: /* Field MaturityDate */ - proto_tree_add_string(fix_tree, hf_fix_MaturityDate, tvb, offset, field_len, value); - break; - case 542: /* Field UnderlyingMaturityDate */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingMaturityDate, tvb, offset, field_len, value); - break; - case 543: /* Field InstrRegistry */ - proto_tree_add_string(fix_tree, hf_fix_InstrRegistry, tvb, offset, field_len, value); - break; - case 544: /* Field CashMargin */ - proto_tree_add_string(fix_tree, hf_fix_CashMargin, tvb, offset, field_len, value); - break; - case 545: /* Field NestedPartySubID */ - proto_tree_add_string(fix_tree, hf_fix_NestedPartySubID, tvb, offset, field_len, value); - break; - case 546: /* Field Scope */ - proto_tree_add_string(fix_tree, hf_fix_Scope, tvb, offset, field_len, value); - break; - case 547: /* Field MDImplicitDelete */ - proto_tree_add_string(fix_tree, hf_fix_MDImplicitDelete, tvb, offset, field_len, value); - break; - case 548: /* Field CrossID */ - proto_tree_add_string(fix_tree, hf_fix_CrossID, tvb, offset, field_len, value); - break; - case 549: /* Field CrossType */ - proto_tree_add_string(fix_tree, hf_fix_CrossType, tvb, offset, field_len, value); - break; - case 550: /* Field CrossPrioritization */ - proto_tree_add_string(fix_tree, hf_fix_CrossPrioritization, tvb, offset, field_len, value); - break; - case 551: /* Field OrigCrossID */ - proto_tree_add_string(fix_tree, hf_fix_OrigCrossID, tvb, offset, field_len, value); - break; - case 552: /* Field NoSides */ - proto_tree_add_string(fix_tree, hf_fix_NoSides, tvb, offset, field_len, value); - break; - case 553: /* Field Username */ - proto_tree_add_string(fix_tree, hf_fix_Username, tvb, offset, field_len, value); - break; - case 554: /* Field Password */ - proto_tree_add_string(fix_tree, hf_fix_Password, tvb, offset, field_len, value); - break; - case 555: /* Field NoLegs */ - proto_tree_add_string(fix_tree, hf_fix_NoLegs, tvb, offset, field_len, value); - break; - case 556: /* Field LegCurrency */ - proto_tree_add_string(fix_tree, hf_fix_LegCurrency, tvb, offset, field_len, value); - break; - case 557: /* Field TotalNumSecurityTypes */ - proto_tree_add_string(fix_tree, hf_fix_TotalNumSecurityTypes, tvb, offset, field_len, value); - break; - case 558: /* Field NoSecurityTypes */ - proto_tree_add_string(fix_tree, hf_fix_NoSecurityTypes, tvb, offset, field_len, value); - break; - case 559: /* Field SecurityListRequestType */ - proto_tree_add_string(fix_tree, hf_fix_SecurityListRequestType, tvb, offset, field_len, value); - break; - case 560: /* Field SecurityRequestResult */ - proto_tree_add_string(fix_tree, hf_fix_SecurityRequestResult, tvb, offset, field_len, value); - break; - case 561: /* Field RoundLot */ - proto_tree_add_string(fix_tree, hf_fix_RoundLot, tvb, offset, field_len, value); - break; - case 562: /* Field MinTradeVol */ - proto_tree_add_string(fix_tree, hf_fix_MinTradeVol, tvb, offset, field_len, value); - break; - case 563: /* Field MultiLegRptTypeReq */ - proto_tree_add_string(fix_tree, hf_fix_MultiLegRptTypeReq, tvb, offset, field_len, value); - break; - case 564: /* Field LegPositionEffect */ - proto_tree_add_string(fix_tree, hf_fix_LegPositionEffect, tvb, offset, field_len, value); - break; - case 565: /* Field LegCoveredOrUncovered */ - proto_tree_add_string(fix_tree, hf_fix_LegCoveredOrUncovered, tvb, offset, field_len, value); - break; - case 566: /* Field LegPrice */ - proto_tree_add_string(fix_tree, hf_fix_LegPrice, tvb, offset, field_len, value); - break; - case 567: /* Field TradSesStatusRejReason */ - proto_tree_add_string(fix_tree, hf_fix_TradSesStatusRejReason, tvb, offset, field_len, value); - break; - case 568: /* Field TradeRequestID */ - proto_tree_add_string(fix_tree, hf_fix_TradeRequestID, tvb, offset, field_len, value); - break; - case 569: /* Field TradeRequestType */ - proto_tree_add_string(fix_tree, hf_fix_TradeRequestType, tvb, offset, field_len, value); - break; - case 570: /* Field PreviouslyReported */ - proto_tree_add_string(fix_tree, hf_fix_PreviouslyReported, tvb, offset, field_len, value); - break; - case 571: /* Field TradeReportID */ - proto_tree_add_string(fix_tree, hf_fix_TradeReportID, tvb, offset, field_len, value); - break; - case 572: /* Field TradeReportRefID */ - proto_tree_add_string(fix_tree, hf_fix_TradeReportRefID, tvb, offset, field_len, value); - break; - case 573: /* Field MatchStatus */ - proto_tree_add_string(fix_tree, hf_fix_MatchStatus, tvb, offset, field_len, value); - break; - case 574: /* Field MatchType */ - proto_tree_add_string(fix_tree, hf_fix_MatchType, tvb, offset, field_len, value); - break; - case 575: /* Field OddLot */ - proto_tree_add_string(fix_tree, hf_fix_OddLot, tvb, offset, field_len, value); - break; - case 576: /* Field NoClearingInstructions */ - proto_tree_add_string(fix_tree, hf_fix_NoClearingInstructions, tvb, offset, field_len, value); - break; - case 577: /* Field ClearingInstruction */ - proto_tree_add_string(fix_tree, hf_fix_ClearingInstruction, tvb, offset, field_len, value); - break; - case 578: /* Field TradeInputSource */ - proto_tree_add_string(fix_tree, hf_fix_TradeInputSource, tvb, offset, field_len, value); - break; - case 579: /* Field TradeInputDevice */ - proto_tree_add_string(fix_tree, hf_fix_TradeInputDevice, tvb, offset, field_len, value); - break; - case 580: /* Field NoDates */ - proto_tree_add_string(fix_tree, hf_fix_NoDates, tvb, offset, field_len, value); - break; - case 581: /* Field AccountType */ - proto_tree_add_string(fix_tree, hf_fix_AccountType, tvb, offset, field_len, value); - break; - case 582: /* Field CustOrderCapacity */ - proto_tree_add_string(fix_tree, hf_fix_CustOrderCapacity, tvb, offset, field_len, value); - break; - case 583: /* Field ClOrdLinkID */ - proto_tree_add_string(fix_tree, hf_fix_ClOrdLinkID, tvb, offset, field_len, value); - break; - case 584: /* Field MassStatusReqID */ - proto_tree_add_string(fix_tree, hf_fix_MassStatusReqID, tvb, offset, field_len, value); - break; - case 585: /* Field MassStatusReqType */ - proto_tree_add_string(fix_tree, hf_fix_MassStatusReqType, tvb, offset, field_len, value); - break; - case 586: /* Field OrigOrdModTime */ - proto_tree_add_string(fix_tree, hf_fix_OrigOrdModTime, tvb, offset, field_len, value); - break; - case 587: /* Field LegSettlmntTyp */ - proto_tree_add_string(fix_tree, hf_fix_LegSettlmntTyp, tvb, offset, field_len, value); - break; - case 588: /* Field LegFutSettDate */ - proto_tree_add_string(fix_tree, hf_fix_LegFutSettDate, tvb, offset, field_len, value); - break; - case 589: /* Field DayBookingInst */ - proto_tree_add_string(fix_tree, hf_fix_DayBookingInst, tvb, offset, field_len, value); - break; - case 590: /* Field BookingUnit */ - proto_tree_add_string(fix_tree, hf_fix_BookingUnit, tvb, offset, field_len, value); - break; - case 591: /* Field PreallocMethod */ - proto_tree_add_string(fix_tree, hf_fix_PreallocMethod, tvb, offset, field_len, value); - break; - case 592: /* Field UnderlyingCountryOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingCountryOfIssue, tvb, offset, field_len, value); - break; - case 593: /* Field UnderlyingStateOrProvinceOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingStateOrProvinceOfIssue, tvb, offset, field_len, value); - break; - case 594: /* Field UnderlyingLocaleOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingLocaleOfIssue, tvb, offset, field_len, value); - break; - case 595: /* Field UnderlyingInstrRegistry */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingInstrRegistry, tvb, offset, field_len, value); - break; - case 596: /* Field LegCountryOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_LegCountryOfIssue, tvb, offset, field_len, value); - break; - case 597: /* Field LegStateOrProvinceOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_LegStateOrProvinceOfIssue, tvb, offset, field_len, value); - break; - case 598: /* Field LegLocaleOfIssue */ - proto_tree_add_string(fix_tree, hf_fix_LegLocaleOfIssue, tvb, offset, field_len, value); - break; - case 599: /* Field LegInstrRegistry */ - proto_tree_add_string(fix_tree, hf_fix_LegInstrRegistry, tvb, offset, field_len, value); - break; - case 600: /* Field LegSymbol */ - proto_tree_add_string(fix_tree, hf_fix_LegSymbol, tvb, offset, field_len, value); - break; - case 601: /* Field LegSymbolSfx */ - proto_tree_add_string(fix_tree, hf_fix_LegSymbolSfx, tvb, offset, field_len, value); - break; - case 602: /* Field LegSecurityID */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityID, tvb, offset, field_len, value); - break; - case 603: /* Field LegSecurityIDSource */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityIDSource, tvb, offset, field_len, value); - break; - case 604: /* Field NoLegSecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_NoLegSecurityAltID, tvb, offset, field_len, value); - break; - case 605: /* Field LegSecurityAltID */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityAltID, tvb, offset, field_len, value); - break; - case 606: /* Field LegSecurityAltIDSource */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityAltIDSource, tvb, offset, field_len, value); - break; - case 607: /* Field LegProduct */ - proto_tree_add_string(fix_tree, hf_fix_LegProduct, tvb, offset, field_len, value); - break; - case 608: /* Field LegCFICode */ - proto_tree_add_string(fix_tree, hf_fix_LegCFICode, tvb, offset, field_len, value); - break; - case 609: /* Field LegSecurityType */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityType, tvb, offset, field_len, value); - break; - case 610: /* Field LegMaturityMonthYear */ - proto_tree_add_string(fix_tree, hf_fix_LegMaturityMonthYear, tvb, offset, field_len, value); - break; - case 611: /* Field LegMaturityDate */ - proto_tree_add_string(fix_tree, hf_fix_LegMaturityDate, tvb, offset, field_len, value); - break; - case 612: /* Field LegStrikePrice */ - proto_tree_add_string(fix_tree, hf_fix_LegStrikePrice, tvb, offset, field_len, value); - break; - case 613: /* Field LegOptAttribute */ - proto_tree_add_string(fix_tree, hf_fix_LegOptAttribute, tvb, offset, field_len, value); - break; - case 614: /* Field LegContractMultiplier */ - proto_tree_add_string(fix_tree, hf_fix_LegContractMultiplier, tvb, offset, field_len, value); - break; - case 615: /* Field LegCouponRate */ - proto_tree_add_string(fix_tree, hf_fix_LegCouponRate, tvb, offset, field_len, value); - break; - case 616: /* Field LegSecurityExchange */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityExchange, tvb, offset, field_len, value); - break; - case 617: /* Field LegIssuer */ - proto_tree_add_string(fix_tree, hf_fix_LegIssuer, tvb, offset, field_len, value); - break; - case 618: /* Field EncodedLegIssuerLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedLegIssuerLen, tvb, offset, field_len, value); - break; - case 619: /* Field EncodedLegIssuer */ - proto_tree_add_string(fix_tree, hf_fix_EncodedLegIssuer, tvb, offset, field_len, value); - break; - case 620: /* Field LegSecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_LegSecurityDesc, tvb, offset, field_len, value); - break; - case 621: /* Field EncodedLegSecurityDescLen */ - proto_tree_add_string(fix_tree, hf_fix_EncodedLegSecurityDescLen, tvb, offset, field_len, value); - break; - case 622: /* Field EncodedLegSecurityDesc */ - proto_tree_add_string(fix_tree, hf_fix_EncodedLegSecurityDesc, tvb, offset, field_len, value); - break; - case 623: /* Field LegRatioQty */ - proto_tree_add_string(fix_tree, hf_fix_LegRatioQty, tvb, offset, field_len, value); - break; - case 624: /* Field LegSide */ - proto_tree_add_string(fix_tree, hf_fix_LegSide, tvb, offset, field_len, value); - break; - case 625: /* Field TradingSessionSubID */ - proto_tree_add_string(fix_tree, hf_fix_TradingSessionSubID, tvb, offset, field_len, value); - break; - case 626: /* Field AllocType */ - proto_tree_add_string(fix_tree, hf_fix_AllocType, tvb, offset, field_len, value); - break; - case 627: /* Field NoHops */ - proto_tree_add_string(fix_tree, hf_fix_NoHops, tvb, offset, field_len, value); - break; - case 628: /* Field HopCompID */ - proto_tree_add_string(fix_tree, hf_fix_HopCompID, tvb, offset, field_len, value); - break; - case 629: /* Field HopSendingTime */ - proto_tree_add_string(fix_tree, hf_fix_HopSendingTime, tvb, offset, field_len, value); - break; - case 630: /* Field HopRefID */ - proto_tree_add_string(fix_tree, hf_fix_HopRefID, tvb, offset, field_len, value); - break; - case 631: /* Field MidPx */ - proto_tree_add_string(fix_tree, hf_fix_MidPx, tvb, offset, field_len, value); - break; - case 632: /* Field BidYield */ - proto_tree_add_string(fix_tree, hf_fix_BidYield, tvb, offset, field_len, value); - break; - case 633: /* Field MidYield */ - proto_tree_add_string(fix_tree, hf_fix_MidYield, tvb, offset, field_len, value); - break; - case 634: /* Field OfferYield */ - proto_tree_add_string(fix_tree, hf_fix_OfferYield, tvb, offset, field_len, value); - break; - case 635: /* Field ClearingFeeIndicator */ - proto_tree_add_string(fix_tree, hf_fix_ClearingFeeIndicator, tvb, offset, field_len, value); - break; - case 636: /* Field WorkingIndicator */ - proto_tree_add_string(fix_tree, hf_fix_WorkingIndicator, tvb, offset, field_len, value); - break; - case 637: /* Field LegLastPx */ - proto_tree_add_string(fix_tree, hf_fix_LegLastPx, tvb, offset, field_len, value); - break; - case 638: /* Field PriorityIndicator */ - proto_tree_add_string(fix_tree, hf_fix_PriorityIndicator, tvb, offset, field_len, value); - break; - case 639: /* Field PriceImprovement */ - proto_tree_add_string(fix_tree, hf_fix_PriceImprovement, tvb, offset, field_len, value); - break; - case 640: /* Field Price2 */ - proto_tree_add_string(fix_tree, hf_fix_Price2, tvb, offset, field_len, value); - break; - case 641: /* Field LastForwardPoints2 */ - proto_tree_add_string(fix_tree, hf_fix_LastForwardPoints2, tvb, offset, field_len, value); - break; - case 642: /* Field BidForwardPoints2 */ - proto_tree_add_string(fix_tree, hf_fix_BidForwardPoints2, tvb, offset, field_len, value); - break; - case 643: /* Field OfferForwardPoints2 */ - proto_tree_add_string(fix_tree, hf_fix_OfferForwardPoints2, tvb, offset, field_len, value); - break; - case 644: /* Field RFQReqID */ - proto_tree_add_string(fix_tree, hf_fix_RFQReqID, tvb, offset, field_len, value); - break; - case 645: /* Field MktBidPx */ - proto_tree_add_string(fix_tree, hf_fix_MktBidPx, tvb, offset, field_len, value); - break; - case 646: /* Field MktOfferPx */ - proto_tree_add_string(fix_tree, hf_fix_MktOfferPx, tvb, offset, field_len, value); - break; - case 647: /* Field MinBidSize */ - proto_tree_add_string(fix_tree, hf_fix_MinBidSize, tvb, offset, field_len, value); - break; - case 648: /* Field MinOfferSize */ - proto_tree_add_string(fix_tree, hf_fix_MinOfferSize, tvb, offset, field_len, value); - break; - case 649: /* Field QuoteStatusReqID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteStatusReqID, tvb, offset, field_len, value); - break; - case 650: /* Field LegalConfirm */ - proto_tree_add_string(fix_tree, hf_fix_LegalConfirm, tvb, offset, field_len, value); - break; - case 651: /* Field UnderlyingLastPx */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingLastPx, tvb, offset, field_len, value); - break; - case 652: /* Field UnderlyingLastQty */ - proto_tree_add_string(fix_tree, hf_fix_UnderlyingLastQty, tvb, offset, field_len, value); - break; - case 653: /* Field SecDefStatus */ - proto_tree_add_string(fix_tree, hf_fix_SecDefStatus, tvb, offset, field_len, value); - break; - case 654: /* Field LegRefID */ - proto_tree_add_string(fix_tree, hf_fix_LegRefID, tvb, offset, field_len, value); - break; - case 655: /* Field ContraLegRefID */ - proto_tree_add_string(fix_tree, hf_fix_ContraLegRefID, tvb, offset, field_len, value); - break; - case 656: /* Field SettlCurrBidFxRate */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrBidFxRate, tvb, offset, field_len, value); - break; - case 657: /* Field SettlCurrOfferFxRate */ - proto_tree_add_string(fix_tree, hf_fix_SettlCurrOfferFxRate, tvb, offset, field_len, value); - break; - case 658: /* Field QuoteRequestRejectReason */ - proto_tree_add_string(fix_tree, hf_fix_QuoteRequestRejectReason, tvb, offset, field_len, value); - break; - case 659: /* Field SideComplianceID */ - proto_tree_add_string(fix_tree, hf_fix_SideComplianceID, tvb, offset, field_len, value); - break; - case 662: /* Field BenchmarkPrice */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkPrice, tvb, offset, field_len, value); - break; - case 663: /* Field BenchmarkPriceType */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkPriceType, tvb, offset, field_len, value); - break; - case 691: /* Field Pool */ - proto_tree_add_string(fix_tree, hf_fix_Pool, tvb, offset, field_len, value); - break; - case 693: /* Field QuoteRespID */ - proto_tree_add_string(fix_tree, hf_fix_QuoteRespID, tvb, offset, field_len, value); - break; - case 694: /* Field QuoteRespType */ - proto_tree_add_string(fix_tree, hf_fix_QuoteRespType, tvb, offset, field_len, value); - break; - case 695: /* Field QuoteQualifier */ - proto_tree_add_string(fix_tree, hf_fix_QuoteQualifier, tvb, offset, field_len, value); - break; - case 699: /* Field BenchmarkSecurityID */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkSecurityID, tvb, offset, field_len, value); - break; - case 735: /* Field NoQuoteQualifiers */ - proto_tree_add_string(fix_tree, hf_fix_NoQuoteQualifiers, tvb, offset, field_len, value); - break; - case 761: /* Field BenchmarkSecurityIDSource */ - proto_tree_add_string(fix_tree, hf_fix_BenchmarkSecurityIDSource, tvb, offset, field_len, value); - break; - case 762: /* Field SecuritySubType */ - proto_tree_add_string(fix_tree, hf_fix_SecuritySubType, tvb, offset, field_len, value); - break; - case 795: /* Field AllocReportRefID */ - proto_tree_add_string(fix_tree, hf_fix_AllocReportRefID, tvb, offset, field_len, value); - break; - case 870: /* Field NoInstrAttrib */ - proto_tree_add_string(fix_tree, hf_fix_NoInstrAttrib, tvb, offset, field_len, value); - break; - case 871: /* Field InstrAttribType */ - proto_tree_add_string(fix_tree, hf_fix_InstrAttribType, tvb, offset, field_len, value); - break; - case 872: /* Field InstrAttribValue */ - proto_tree_add_string(fix_tree, hf_fix_InstrAttribValue, tvb, offset, field_len, value); - break; - case 893: /* Field LastFragment */ - proto_tree_add_string(fix_tree, hf_fix_LastFragment, tvb, offset, field_len, value); - break; - default: - /* XXX - it could be -1 if the tag isn't a number */ - proto_tree_add_text(fix_tree, tvb, offset, field_len, "%i: %s", tag, value); - break; - } +#define FIX_MIN_LEN 24 - field_offset = offset = ctrla_offset + 1; - ctrla_offset = tvb_find_guint8(tvb, field_offset, -1, 0x01); +static void +dissect_fix_pdus(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) +{ + tcp_dissect_pdus(tvb, pinfo, tree, fix_desegment, FIX_MIN_LEN, + get_fix_pdu_len, dissect_fix_packet); - tag_str = NULL; - } - } +} - if (check_col(pinfo->cinfo, COL_INFO)) { - if (msg_count > 1) - g_string_append_printf(summary_label, " (%d)", msg_count); - col_add_str(pinfo->cinfo, COL_INFO, summary_label->str); - g_string_free(summary_label, TRUE); +static void +dissect_fix(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) +{ + dissect_fix_pdus(tvb, pinfo, tree); +} + +/* Code to actually dissect the packets */ +static gboolean +dissect_fix_heur(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) +{ + conversation_t *conv; + + /* get at least the fix version: 8=FIX.x.x */ + if (fix_marker(tvb, 0) != 0) { + /* not a fix packet */ + return FALSE; } + conv = find_conversation(pinfo->fd->num, &pinfo->src, &pinfo->dst, pinfo->ptype, pinfo->srcport, pinfo->destport, 0); + + if (NULL == conv) { + conv = conversation_new(pinfo->fd->num, &pinfo->src, &pinfo->dst, pinfo->ptype, pinfo->srcport, pinfo->destport, 0); + conversation_set_dissector(conv, fix_handle); + } + dissect_fix_pdus(tvb, pinfo, tree); return TRUE; } - /* Register the protocol with Wireshark */ +static void range_delete_fix_tcp_callback(guint32 port) { + dissector_delete("tcp.port", port, fix_handle); +} + +static void range_add_fix_tcp_callback(guint32 port) { + dissector_add("tcp.port", port, fix_handle); +} + +static void fix_prefs(void) +{ + range_foreach(fix_tcp_range, range_delete_fix_tcp_callback); + g_free(fix_tcp_range); + fix_tcp_range = range_copy(global_fix_tcp_range); + range_foreach(fix_tcp_range, range_add_fix_tcp_callback); +} /* this format is require because a script is used to build the C function that calls all the protocol registration. @@ -3044,3381 +480,40 @@ dissect_fix(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree) void proto_register_fix(void) { - /* Setup list of header fields See Section 1.6.1 for details*/ static hf_register_info hf[] = { - { &hf_fix_Account, - { "Account (1)", "fix.Account", - FT_STRING, BASE_NONE, NULL, 0x00, - "Account", HFILL } - }, - { &hf_fix_AdvId, - { "AdvId (2)", "fix.AdvId", - FT_STRING, BASE_NONE, NULL, 0x00, - "AdvId", HFILL } - }, - { &hf_fix_AdvRefID, - { "AdvRefID (3)", "fix.AdvRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AdvRefID", HFILL } - }, - { &hf_fix_AdvSide, - { "AdvSide (4)", "fix.AdvSide", - FT_STRING, BASE_NONE, NULL, 0x00, - "AdvSide", HFILL } - }, - { &hf_fix_AdvTransType, - { "AdvTransType (5)", "fix.AdvTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "AdvTransType", HFILL } - }, - { &hf_fix_AvgPx, - { "AvgPx (6)", "fix.AvgPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "AvgPx", HFILL } - }, - { &hf_fix_BeginSeqNo, - { "BeginSeqNo (7)", "fix.BeginSeqNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "BeginSeqNo", HFILL } - }, - { &hf_fix_BeginString, - { "BeginString (8)", "fix.BeginString", - FT_STRING, BASE_NONE, NULL, 0x00, - "BeginString", HFILL } - }, - { &hf_fix_BodyLength, - { "BodyLength (9)", "fix.BodyLength", - FT_STRING, BASE_NONE, NULL, 0x00, - "BodyLength", HFILL } - }, - { &hf_fix_CheckSum, - { "CheckSum (10)", "fix.CheckSum", - FT_STRING, BASE_NONE, NULL, 0x00, - "CheckSum", HFILL } - }, - { &hf_fix_ClOrdID, - { "ClOrdID (11)", "fix.ClOrdID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClOrdID", HFILL } - }, - { &hf_fix_Commission, - { "Commission (12)", "fix.Commission", - FT_STRING, BASE_NONE, NULL, 0x00, - "Commission", HFILL } - }, - { &hf_fix_CommType, - { "CommType (13)", "fix.CommType", - FT_STRING, BASE_NONE, NULL, 0x00, - "CommType", HFILL } - }, - { &hf_fix_CumQty, - { "CumQty (14)", "fix.CumQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "CumQty", HFILL } - }, - { &hf_fix_Currency, - { "Currency (15)", "fix.Currency", - FT_STRING, BASE_NONE, NULL, 0x00, - "Currency", HFILL } - }, - { &hf_fix_EndSeqNo, - { "EndSeqNo (16)", "fix.EndSeqNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "EndSeqNo", HFILL } - }, - { &hf_fix_ExecID, - { "ExecID (17)", "fix.ExecID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecID", HFILL } - }, - { &hf_fix_ExecInst, - { "ExecInst (18)", "fix.ExecInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecInst", HFILL } - }, - { &hf_fix_ExecRefID, - { "ExecRefID (19)", "fix.ExecRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecRefID", HFILL } - }, - { &hf_fix_ExecTransType, - { "ExecTransType (20)", "fix.ExecTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecTransType", HFILL } - }, - { &hf_fix_HandlInst, - { "HandlInst (21)", "fix.HandlInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "HandlInst", HFILL } - }, - { &hf_fix_SecurityIDSource, - { "SecurityIDSource (22)", "fix.SecurityIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityIDSource", HFILL } - }, - { &hf_fix_IOIid, - { "IOIid (23)", "fix.IOIid", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIid", HFILL } - }, - { &hf_fix_IOIOthSvc, - { "IOIOthSvc (24)", "fix.IOIOthSvc", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIOthSvc", HFILL } - }, - { &hf_fix_IOIQltyInd, - { "IOIQltyInd (25)", "fix.IOIQltyInd", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIQltyInd", HFILL } - }, - { &hf_fix_IOIRefID, - { "IOIRefID (26)", "fix.IOIRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIRefID", HFILL } - }, - { &hf_fix_IOIQty, - { "IOIQty (27)", "fix.IOIQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIQty", HFILL } - }, - { &hf_fix_IOITransType, - { "IOITransType (28)", "fix.IOITransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOITransType", HFILL } - }, - { &hf_fix_LastCapacity, - { "LastCapacity (29)", "fix.LastCapacity", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastCapacity", HFILL } - }, - { &hf_fix_LastMkt, - { "LastMkt (30)", "fix.LastMkt", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastMkt", HFILL } - }, - { &hf_fix_LastPx, - { "LastPx (31)", "fix.LastPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastPx", HFILL } - }, - { &hf_fix_LastQty, - { "LastQty (32)", "fix.LastQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastQty", HFILL } - }, - { &hf_fix_LinesOfText, - { "LinesOfText (33)", "fix.LinesOfText", - FT_STRING, BASE_NONE, NULL, 0x00, - "LinesOfText", HFILL } - }, - { &hf_fix_MsgSeqNum, - { "MsgSeqNum (34)", "fix.MsgSeqNum", - FT_STRING, BASE_NONE, NULL, 0x00, - "MsgSeqNum", HFILL } - }, - { &hf_fix_MsgType, - { "MsgType (35)", "fix.MsgType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MsgType", HFILL } - }, - { &hf_fix_NewSeqNo, - { "NewSeqNo (36)", "fix.NewSeqNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "NewSeqNo", HFILL } - }, - { &hf_fix_OrderID, - { "OrderID (37)", "fix.OrderID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderID", HFILL } - }, - { &hf_fix_OrderQty, - { "OrderQty (38)", "fix.OrderQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderQty", HFILL } - }, - { &hf_fix_OrdStatus, - { "OrdStatus (39)", "fix.OrdStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrdStatus", HFILL } - }, - { &hf_fix_OrdType, - { "OrdType (40)", "fix.OrdType", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrdType", HFILL } - }, - { &hf_fix_OrigClOrdID, - { "OrigClOrdID (41)", "fix.OrigClOrdID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrigClOrdID", HFILL } - }, - { &hf_fix_OrigTime, - { "OrigTime (42)", "fix.OrigTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrigTime", HFILL } - }, - { &hf_fix_PossDupFlag, - { "PossDupFlag (43)", "fix.PossDupFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "PossDupFlag", HFILL } - }, - { &hf_fix_Price, - { "Price (44)", "fix.Price", - FT_STRING, BASE_NONE, NULL, 0x00, - "Price", HFILL } - }, - { &hf_fix_RefSeqNum, - { "RefSeqNum (45)", "fix.RefSeqNum", - FT_STRING, BASE_NONE, NULL, 0x00, - "RefSeqNum", HFILL } - }, - { &hf_fix_RelatdSym, - { "RelatdSym (46)", "fix.RelatdSym", - FT_STRING, BASE_NONE, NULL, 0x00, - "RelatdSym", HFILL } - }, - { &hf_fix_Rule80A, - { "Rule80A (47)", "fix.Rule80A", - FT_STRING, BASE_NONE, NULL, 0x00, - "Rule80A", HFILL } - }, - { &hf_fix_SecurityID, - { "SecurityID (48)", "fix.SecurityID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityID", HFILL } - }, - { &hf_fix_SenderCompID, - { "SenderCompID (49)", "fix.SenderCompID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SenderCompID", HFILL } - }, - { &hf_fix_SenderSubID, - { "SenderSubID (50)", "fix.SenderSubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SenderSubID", HFILL } - }, - { &hf_fix_SendingDate, - { "SendingDate (51)", "fix.SendingDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "SendingDate", HFILL } - }, - { &hf_fix_SendingTime, - { "SendingTime (52)", "fix.SendingTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "SendingTime", HFILL } - }, - { &hf_fix_Quantity, - { "Quantity (53)", "fix.Quantity", - FT_STRING, BASE_NONE, NULL, 0x00, - "Quantity", HFILL } - }, - { &hf_fix_Side, - { "Side (54)", "fix.Side", - FT_STRING, BASE_NONE, NULL, 0x00, - "Side", HFILL } - }, - { &hf_fix_Symbol, - { "Symbol (55)", "fix.Symbol", - FT_STRING, BASE_NONE, NULL, 0x00, - "Symbol", HFILL } - }, - { &hf_fix_TargetCompID, - { "TargetCompID (56)", "fix.TargetCompID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TargetCompID", HFILL } - }, - { &hf_fix_TargetSubID, - { "TargetSubID (57)", "fix.TargetSubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TargetSubID", HFILL } - }, - { &hf_fix_Text, - { "Text (58)", "fix.Text", - FT_STRING, BASE_NONE, NULL, 0x00, - "Text", HFILL } - }, - { &hf_fix_TimeInForce, - { "TimeInForce (59)", "fix.TimeInForce", - FT_STRING, BASE_NONE, NULL, 0x00, - "TimeInForce", HFILL } - }, - { &hf_fix_TransactTime, - { "TransactTime (60)", "fix.TransactTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TransactTime", HFILL } - }, - { &hf_fix_Urgency, - { "Urgency (61)", "fix.Urgency", - FT_STRING, BASE_NONE, NULL, 0x00, - "Urgency", HFILL } - }, - { &hf_fix_ValidUntilTime, - { "ValidUntilTime (62)", "fix.ValidUntilTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "ValidUntilTime", HFILL } - }, - { &hf_fix_SettlmntTyp, - { "SettlmntTyp (63)", "fix.SettlmntTyp", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlmntTyp", HFILL } - }, - { &hf_fix_FutSettDate, - { "FutSettDate (64)", "fix.FutSettDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "FutSettDate", HFILL } - }, - { &hf_fix_SymbolSfx, - { "SymbolSfx (65)", "fix.SymbolSfx", - FT_STRING, BASE_NONE, NULL, 0x00, - "SymbolSfx", HFILL } - }, - { &hf_fix_ListID, - { "ListID (66)", "fix.ListID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListID", HFILL } - }, - { &hf_fix_ListSeqNo, - { "ListSeqNo (67)", "fix.ListSeqNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListSeqNo", HFILL } - }, - { &hf_fix_TotNoOrders, - { "TotNoOrders (68)", "fix.TotNoOrders", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotNoOrders", HFILL } - }, - { &hf_fix_ListExecInst, - { "ListExecInst (69)", "fix.ListExecInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListExecInst", HFILL } - }, - { &hf_fix_AllocID, - { "AllocID (70)", "fix.AllocID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocID", HFILL } - }, - { &hf_fix_AllocTransType, - { "AllocTransType (71)", "fix.AllocTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocTransType", HFILL } - }, - { &hf_fix_RefAllocID, - { "RefAllocID (72)", "fix.RefAllocID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RefAllocID", HFILL } - }, - { &hf_fix_NoOrders, - { "NoOrders (73)", "fix.NoOrders", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoOrders", HFILL } - }, - { &hf_fix_AvgPrxPrecision, - { "AvgPrxPrecision (74)", "fix.AvgPrxPrecision", - FT_STRING, BASE_NONE, NULL, 0x00, - "AvgPrxPrecision", HFILL } - }, - { &hf_fix_TradeDate, - { "TradeDate (75)", "fix.TradeDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeDate", HFILL } - }, - { &hf_fix_ExecBroker, - { "ExecBroker (76)", "fix.ExecBroker", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecBroker", HFILL } - }, - { &hf_fix_PositionEffect, - { "PositionEffect (77)", "fix.PositionEffect", - FT_STRING, BASE_NONE, NULL, 0x00, - "PositionEffect", HFILL } - }, - { &hf_fix_NoAllocs, - { "NoAllocs (78)", "fix.NoAllocs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoAllocs", HFILL } - }, - { &hf_fix_AllocAccount, - { "AllocAccount (79)", "fix.AllocAccount", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocAccount", HFILL } - }, - { &hf_fix_AllocQty, - { "AllocQty (80)", "fix.AllocQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocQty", HFILL } - }, - { &hf_fix_ProcessCode, - { "ProcessCode (81)", "fix.ProcessCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "ProcessCode", HFILL } - }, - { &hf_fix_NoRpts, - { "NoRpts (82)", "fix.NoRpts", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoRpts", HFILL } - }, - { &hf_fix_RptSeq, - { "RptSeq (83)", "fix.RptSeq", - FT_STRING, BASE_NONE, NULL, 0x00, - "RptSeq", HFILL } - }, - { &hf_fix_CxlQty, - { "CxlQty (84)", "fix.CxlQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "CxlQty", HFILL } - }, - { &hf_fix_NoDlvyInst, - { "NoDlvyInst (85)", "fix.NoDlvyInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoDlvyInst", HFILL } - }, - { &hf_fix_DlvyInst, - { "DlvyInst (86)", "fix.DlvyInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "DlvyInst", HFILL } - }, - { &hf_fix_AllocStatus, - { "AllocStatus (87)", "fix.AllocStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocStatus", HFILL } - }, - { &hf_fix_AllocRejCode, - { "AllocRejCode (88)", "fix.AllocRejCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocRejCode", HFILL } - }, - { &hf_fix_Signature, - { "Signature (89)", "fix.Signature", - FT_STRING, BASE_NONE, NULL, 0x00, - "Signature", HFILL } - }, - { &hf_fix_SecureDataLen, - { "SecureDataLen (90)", "fix.SecureDataLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecureDataLen", HFILL } - }, - { &hf_fix_SecureData, - { "SecureData (91)", "fix.SecureData", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecureData", HFILL } - }, - { &hf_fix_BrokerOfCredit, - { "BrokerOfCredit (92)", "fix.BrokerOfCredit", - FT_STRING, BASE_NONE, NULL, 0x00, - "BrokerOfCredit", HFILL } - }, - { &hf_fix_SignatureLength, - { "SignatureLength (93)", "fix.SignatureLength", - FT_STRING, BASE_NONE, NULL, 0x00, - "SignatureLength", HFILL } - }, - { &hf_fix_EmailType, - { "EmailType (94)", "fix.EmailType", - FT_STRING, BASE_NONE, NULL, 0x00, - "EmailType", HFILL } - }, - { &hf_fix_RawDataLength, - { "RawDataLength (95)", "fix.RawDataLength", - FT_STRING, BASE_NONE, NULL, 0x00, - "RawDataLength", HFILL } - }, - { &hf_fix_RawData, - { "RawData (96)", "fix.RawData", - FT_STRING, BASE_NONE, NULL, 0x00, - "RawData", HFILL } - }, - { &hf_fix_PossResend, - { "PossResend (97)", "fix.PossResend", - FT_STRING, BASE_NONE, NULL, 0x00, - "PossResend", HFILL } - }, - { &hf_fix_EncryptMethod, - { "EncryptMethod (98)", "fix.EncryptMethod", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncryptMethod", HFILL } - }, - { &hf_fix_StopPx, - { "StopPx (99)", "fix.StopPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "StopPx", HFILL } - }, - { &hf_fix_ExDestination, - { "ExDestination (100)", "fix.ExDestination", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExDestination", HFILL } - }, - { &hf_fix_CxlRejReason, - { "CxlRejReason (102)", "fix.CxlRejReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "CxlRejReason", HFILL } - }, - { &hf_fix_OrdRejReason, - { "OrdRejReason (103)", "fix.OrdRejReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrdRejReason", HFILL } - }, - { &hf_fix_IOIQualifier, - { "IOIQualifier (104)", "fix.IOIQualifier", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOIQualifier", HFILL } - }, - { &hf_fix_WaveNo, - { "WaveNo (105)", "fix.WaveNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "WaveNo", HFILL } - }, - { &hf_fix_Issuer, - { "Issuer (106)", "fix.Issuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "Issuer", HFILL } - }, - { &hf_fix_SecurityDesc, - { "SecurityDesc (107)", "fix.SecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityDesc", HFILL } - }, - { &hf_fix_HeartBtInt, - { "HeartBtInt (108)", "fix.HeartBtInt", - FT_STRING, BASE_NONE, NULL, 0x00, - "HeartBtInt", HFILL } - }, - { &hf_fix_ClientID, - { "ClientID (109)", "fix.ClientID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClientID", HFILL } - }, - { &hf_fix_MinQty, - { "MinQty (110)", "fix.MinQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "MinQty", HFILL } - }, - { &hf_fix_MaxFloor, - { "MaxFloor (111)", "fix.MaxFloor", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaxFloor", HFILL } - }, - { &hf_fix_TestReqID, - { "TestReqID (112)", "fix.TestReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TestReqID", HFILL } - }, - { &hf_fix_ReportToExch, - { "ReportToExch (113)", "fix.ReportToExch", - FT_STRING, BASE_NONE, NULL, 0x00, - "ReportToExch", HFILL } - }, - { &hf_fix_LocateReqd, - { "LocateReqd (114)", "fix.LocateReqd", - FT_STRING, BASE_NONE, NULL, 0x00, - "LocateReqd", HFILL } - }, - { &hf_fix_OnBehalfOfCompID, - { "OnBehalfOfCompID (115)", "fix.OnBehalfOfCompID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OnBehalfOfCompID", HFILL } - }, - { &hf_fix_OnBehalfOfSubID, - { "OnBehalfOfSubID (116)", "fix.OnBehalfOfSubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OnBehalfOfSubID", HFILL } - }, - { &hf_fix_QuoteID, - { "QuoteID (117)", "fix.QuoteID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteID", HFILL } - }, - { &hf_fix_NetMoney, - { "NetMoney (118)", "fix.NetMoney", - FT_STRING, BASE_NONE, NULL, 0x00, - "NetMoney", HFILL } - }, - { &hf_fix_SettlCurrAmt, - { "SettlCurrAmt (119)", "fix.SettlCurrAmt", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrAmt", HFILL } - }, - { &hf_fix_SettlCurrency, - { "SettlCurrency (120)", "fix.SettlCurrency", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrency", HFILL } - }, - { &hf_fix_ForexReq, - { "ForexReq (121)", "fix.ForexReq", - FT_STRING, BASE_NONE, NULL, 0x00, - "ForexReq", HFILL } - }, - { &hf_fix_OrigSendingTime, - { "OrigSendingTime (122)", "fix.OrigSendingTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrigSendingTime", HFILL } - }, - { &hf_fix_GapFillFlag, - { "GapFillFlag (123)", "fix.GapFillFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "GapFillFlag", HFILL } - }, - { &hf_fix_NoExecs, - { "NoExecs (124)", "fix.NoExecs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoExecs", HFILL } - }, - { &hf_fix_CxlType, - { "CxlType (125)", "fix.CxlType", - FT_STRING, BASE_NONE, NULL, 0x00, - "CxlType", HFILL } - }, - { &hf_fix_ExpireTime, - { "ExpireTime (126)", "fix.ExpireTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExpireTime", HFILL } - }, - { &hf_fix_DKReason, - { "DKReason (127)", "fix.DKReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "DKReason", HFILL } - }, - { &hf_fix_DeliverToCompID, - { "DeliverToCompID (128)", "fix.DeliverToCompID", - FT_STRING, BASE_NONE, NULL, 0x00, - "DeliverToCompID", HFILL } - }, - { &hf_fix_DeliverToSubID, - { "DeliverToSubID (129)", "fix.DeliverToSubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "DeliverToSubID", HFILL } - }, - { &hf_fix_IOINaturalFlag, - { "IOINaturalFlag (130)", "fix.IOINaturalFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "IOINaturalFlag", HFILL } - }, - { &hf_fix_QuoteReqID, - { "QuoteReqID (131)", "fix.QuoteReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteReqID", HFILL } - }, - { &hf_fix_BidPx, - { "BidPx (132)", "fix.BidPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidPx", HFILL } - }, - { &hf_fix_OfferPx, - { "OfferPx (133)", "fix.OfferPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferPx", HFILL } - }, - { &hf_fix_BidSize, - { "BidSize (134)", "fix.BidSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidSize", HFILL } - }, - { &hf_fix_OfferSize, - { "OfferSize (135)", "fix.OfferSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferSize", HFILL } - }, - { &hf_fix_NoMiscFees, - { "NoMiscFees (136)", "fix.NoMiscFees", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoMiscFees", HFILL } - }, - { &hf_fix_MiscFeeAmt, - { "MiscFeeAmt (137)", "fix.MiscFeeAmt", - FT_STRING, BASE_NONE, NULL, 0x00, - "MiscFeeAmt", HFILL } - }, - { &hf_fix_MiscFeeCurr, - { "MiscFeeCurr (138)", "fix.MiscFeeCurr", - FT_STRING, BASE_NONE, NULL, 0x00, - "MiscFeeCurr", HFILL } - }, - { &hf_fix_MiscFeeType, - { "MiscFeeType (139)", "fix.MiscFeeType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MiscFeeType", HFILL } - }, - { &hf_fix_PrevClosePx, - { "PrevClosePx (140)", "fix.PrevClosePx", - FT_STRING, BASE_NONE, NULL, 0x00, - "PrevClosePx", HFILL } - }, - { &hf_fix_ResetSeqNumFlag, - { "ResetSeqNumFlag (141)", "fix.ResetSeqNumFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "ResetSeqNumFlag", HFILL } - }, - { &hf_fix_SenderLocationID, - { "SenderLocationID (142)", "fix.SenderLocationID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SenderLocationID", HFILL } - }, - { &hf_fix_TargetLocationID, - { "TargetLocationID (143)", "fix.TargetLocationID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TargetLocationID", HFILL } - }, - { &hf_fix_OnBehalfOfLocationID, - { "OnBehalfOfLocationID (144)", "fix.OnBehalfOfLocationID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OnBehalfOfLocationID", HFILL } - }, - { &hf_fix_DeliverToLocationID, - { "DeliverToLocationID (145)", "fix.DeliverToLocationID", - FT_STRING, BASE_NONE, NULL, 0x00, - "DeliverToLocationID", HFILL } - }, - { &hf_fix_NoRelatedSym, - { "NoRelatedSym (146)", "fix.NoRelatedSym", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoRelatedSym", HFILL } - }, - { &hf_fix_Subject, - { "Subject (147)", "fix.Subject", - FT_STRING, BASE_NONE, NULL, 0x00, - "Subject", HFILL } - }, - { &hf_fix_Headline, - { "Headline (148)", "fix.Headline", - FT_STRING, BASE_NONE, NULL, 0x00, - "Headline", HFILL } - }, - { &hf_fix_URLLink, - { "URLLink (149)", "fix.URLLink", - FT_STRING, BASE_NONE, NULL, 0x00, - "URLLink", HFILL } - }, - { &hf_fix_ExecType, - { "ExecType (150)", "fix.ExecType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecType", HFILL } - }, - { &hf_fix_LeavesQty, - { "LeavesQty (151)", "fix.LeavesQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "LeavesQty", HFILL } - }, - { &hf_fix_CashOrderQty, - { "CashOrderQty (152)", "fix.CashOrderQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashOrderQty", HFILL } - }, - { &hf_fix_AllocAvgPx, - { "AllocAvgPx (153)", "fix.AllocAvgPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocAvgPx", HFILL } - }, - { &hf_fix_AllocNetMoney, - { "AllocNetMoney (154)", "fix.AllocNetMoney", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocNetMoney", HFILL } - }, - { &hf_fix_SettlCurrFxRate, - { "SettlCurrFxRate (155)", "fix.SettlCurrFxRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrFxRate", HFILL } - }, - { &hf_fix_SettlCurrFxRateCalc, - { "SettlCurrFxRateCalc (156)", "fix.SettlCurrFxRateCalc", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrFxRateCalc", HFILL } - }, - { &hf_fix_NumDaysInterest, - { "NumDaysInterest (157)", "fix.NumDaysInterest", - FT_STRING, BASE_NONE, NULL, 0x00, - "NumDaysInterest", HFILL } - }, - { &hf_fix_AccruedInterestRate, - { "AccruedInterestRate (158)", "fix.AccruedInterestRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "AccruedInterestRate", HFILL } - }, - { &hf_fix_AccruedInterestAmt, - { "AccruedInterestAmt (159)", "fix.AccruedInterestAmt", - FT_STRING, BASE_NONE, NULL, 0x00, - "AccruedInterestAmt", HFILL } - }, - { &hf_fix_SettlInstMode, - { "SettlInstMode (160)", "fix.SettlInstMode", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstMode", HFILL } - }, - { &hf_fix_AllocText, - { "AllocText (161)", "fix.AllocText", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocText", HFILL } - }, - { &hf_fix_SettlInstID, - { "SettlInstID (162)", "fix.SettlInstID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstID", HFILL } - }, - { &hf_fix_SettlInstTransType, - { "SettlInstTransType (163)", "fix.SettlInstTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstTransType", HFILL } - }, - { &hf_fix_EmailThreadID, - { "EmailThreadID (164)", "fix.EmailThreadID", - FT_STRING, BASE_NONE, NULL, 0x00, - "EmailThreadID", HFILL } - }, - { &hf_fix_SettlInstSource, - { "SettlInstSource (165)", "fix.SettlInstSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstSource", HFILL } - }, - { &hf_fix_SettlLocation, - { "SettlLocation (166)", "fix.SettlLocation", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlLocation", HFILL } - }, - { &hf_fix_SecurityType, - { "SecurityType (167)", "fix.SecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityType", HFILL } - }, - { &hf_fix_EffectiveTime, - { "EffectiveTime (168)", "fix.EffectiveTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "EffectiveTime", HFILL } - }, - { &hf_fix_StandInstDbType, - { "StandInstDbType (169)", "fix.StandInstDbType", - FT_STRING, BASE_NONE, NULL, 0x00, - "StandInstDbType", HFILL } - }, - { &hf_fix_StandInstDbName, - { "StandInstDbName (170)", "fix.StandInstDbName", - FT_STRING, BASE_NONE, NULL, 0x00, - "StandInstDbName", HFILL } - }, - { &hf_fix_StandInstDbID, - { "StandInstDbID (171)", "fix.StandInstDbID", - FT_STRING, BASE_NONE, NULL, 0x00, - "StandInstDbID", HFILL } - }, - { &hf_fix_SettlDeliveryType, - { "SettlDeliveryType (172)", "fix.SettlDeliveryType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlDeliveryType", HFILL } - }, - { &hf_fix_SettlDepositoryCode, - { "SettlDepositoryCode (173)", "fix.SettlDepositoryCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlDepositoryCode", HFILL } - }, - { &hf_fix_SettlBrkrCode, - { "SettlBrkrCode (174)", "fix.SettlBrkrCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlBrkrCode", HFILL } - }, - { &hf_fix_SettlInstCode, - { "SettlInstCode (175)", "fix.SettlInstCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstCode", HFILL } - }, - { &hf_fix_SecuritySettlAgentName, - { "SecuritySettlAgentName (176)", "fix.SecuritySettlAgentName", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentName", HFILL } - }, - { &hf_fix_SecuritySettlAgentCode, - { "SecuritySettlAgentCode (177)", "fix.SecuritySettlAgentCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentCode", HFILL } - }, - { &hf_fix_SecuritySettlAgentAcctNum, - { "SecuritySettlAgentAcctNum (178)", "fix.SecuritySettlAgentAcctNum", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentAcctNum", HFILL } - }, - { &hf_fix_SecuritySettlAgentAcctName, - { "SecuritySettlAgentAcctName (179)", "fix.SecuritySettlAgentAcctName", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentAcctName", HFILL } - }, - { &hf_fix_SecuritySettlAgentContactName, - { "SecuritySettlAgentContactName (180)", "fix.SecuritySettlAgentContactName", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentContactName", HFILL } - }, - { &hf_fix_SecuritySettlAgentContactPhone, - { "SecuritySettlAgentContactPhone (181)", "fix.SecuritySettlAgentContactPhone", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySettlAgentContactPhone", HFILL } - }, - { &hf_fix_CashSettlAgentName, - { "CashSettlAgentName (182)", "fix.CashSettlAgentName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentName", HFILL } - }, - { &hf_fix_CashSettlAgentCode, - { "CashSettlAgentCode (183)", "fix.CashSettlAgentCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentCode", HFILL } - }, - { &hf_fix_CashSettlAgentAcctNum, - { "CashSettlAgentAcctNum (184)", "fix.CashSettlAgentAcctNum", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentAcctNum", HFILL } - }, - { &hf_fix_CashSettlAgentAcctName, - { "CashSettlAgentAcctName (185)", "fix.CashSettlAgentAcctName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentAcctName", HFILL } - }, - { &hf_fix_CashSettlAgentContactName, - { "CashSettlAgentContactName (186)", "fix.CashSettlAgentContactName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentContactName", HFILL } - }, - { &hf_fix_CashSettlAgentContactPhone, - { "CashSettlAgentContactPhone (187)", "fix.CashSettlAgentContactPhone", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashSettlAgentContactPhone", HFILL } - }, - { &hf_fix_BidSpotRate, - { "BidSpotRate (188)", "fix.BidSpotRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidSpotRate", HFILL } - }, - { &hf_fix_BidForwardPoints, - { "BidForwardPoints (189)", "fix.BidForwardPoints", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidForwardPoints", HFILL } - }, - { &hf_fix_OfferSpotRate, - { "OfferSpotRate (190)", "fix.OfferSpotRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferSpotRate", HFILL } - }, - { &hf_fix_OfferForwardPoints, - { "OfferForwardPoints (191)", "fix.OfferForwardPoints", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferForwardPoints", HFILL } - }, - { &hf_fix_OrderQty2, - { "OrderQty2 (192)", "fix.OrderQty2", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderQty2", HFILL } - }, - { &hf_fix_FutSettDate2, - { "FutSettDate2 (193)", "fix.FutSettDate2", - FT_STRING, BASE_NONE, NULL, 0x00, - "FutSettDate2", HFILL } - }, - { &hf_fix_LastSpotRate, - { "LastSpotRate (194)", "fix.LastSpotRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastSpotRate", HFILL } - }, - { &hf_fix_LastForwardPoints, - { "LastForwardPoints (195)", "fix.LastForwardPoints", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastForwardPoints", HFILL } - }, - { &hf_fix_AllocLinkID, - { "AllocLinkID (196)", "fix.AllocLinkID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocLinkID", HFILL } - }, - { &hf_fix_AllocLinkType, - { "AllocLinkType (197)", "fix.AllocLinkType", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocLinkType", HFILL } - }, - { &hf_fix_SecondaryOrderID, - { "SecondaryOrderID (198)", "fix.SecondaryOrderID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecondaryOrderID", HFILL } - }, - { &hf_fix_NoIOIQualifiers, - { "NoIOIQualifiers (199)", "fix.NoIOIQualifiers", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoIOIQualifiers", HFILL } - }, - { &hf_fix_MaturityMonthYear, - { "MaturityMonthYear (200)", "fix.MaturityMonthYear", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaturityMonthYear", HFILL } - }, - { &hf_fix_PutOrCall, - { "PutOrCall (201)", "fix.PutOrCall", - FT_STRING, BASE_NONE, NULL, 0x00, - "PutOrCall", HFILL } - }, - { &hf_fix_StrikePrice, - { "StrikePrice (202)", "fix.StrikePrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "StrikePrice", HFILL } - }, - { &hf_fix_CoveredOrUncovered, - { "CoveredOrUncovered (203)", "fix.CoveredOrUncovered", - FT_STRING, BASE_NONE, NULL, 0x00, - "CoveredOrUncovered", HFILL } - }, - { &hf_fix_CustomerOrFirm, - { "CustomerOrFirm (204)", "fix.CustomerOrFirm", - FT_STRING, BASE_NONE, NULL, 0x00, - "CustomerOrFirm", HFILL } - }, - { &hf_fix_MaturityDay, - { "MaturityDay (205)", "fix.MaturityDay", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaturityDay", HFILL } - }, - { &hf_fix_OptAttribute, - { "OptAttribute (206)", "fix.OptAttribute", - FT_STRING, BASE_NONE, NULL, 0x00, - "OptAttribute", HFILL } - }, - { &hf_fix_SecurityExchange, - { "SecurityExchange (207)", "fix.SecurityExchange", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityExchange", HFILL } - }, - { &hf_fix_NotifyBrokerOfCredit, - { "NotifyBrokerOfCredit (208)", "fix.NotifyBrokerOfCredit", - FT_STRING, BASE_NONE, NULL, 0x00, - "NotifyBrokerOfCredit", HFILL } - }, - { &hf_fix_AllocHandlInst, - { "AllocHandlInst (209)", "fix.AllocHandlInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocHandlInst", HFILL } - }, - { &hf_fix_MaxShow, - { "MaxShow (210)", "fix.MaxShow", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaxShow", HFILL } - }, - { &hf_fix_PegDifference, - { "PegDifference (211)", "fix.PegDifference", - FT_STRING, BASE_NONE, NULL, 0x00, - "PegDifference", HFILL } - }, - { &hf_fix_XmlDataLen, - { "XmlDataLen (212)", "fix.XmlDataLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "XmlDataLen", HFILL } - }, - { &hf_fix_XmlData, - { "XmlData (213)", "fix.XmlData", - FT_STRING, BASE_NONE, NULL, 0x00, - "XmlData", HFILL } - }, - { &hf_fix_SettlInstRefID, - { "SettlInstRefID (214)", "fix.SettlInstRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlInstRefID", HFILL } - }, - { &hf_fix_NoRoutingIDs, - { "NoRoutingIDs (215)", "fix.NoRoutingIDs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoRoutingIDs", HFILL } - }, - { &hf_fix_RoutingType, - { "RoutingType (216)", "fix.RoutingType", - FT_STRING, BASE_NONE, NULL, 0x00, - "RoutingType", HFILL } - }, - { &hf_fix_RoutingID, - { "RoutingID (217)", "fix.RoutingID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RoutingID", HFILL } - }, - { &hf_fix_Spread, - { "Spread (218)", "fix.Spread", - FT_STRING, BASE_NONE, NULL, 0x00, - "Spread", HFILL } - }, - { &hf_fix_Benchmark, - { "Benchmark (219)", "fix.Benchmark", - FT_STRING, BASE_NONE, NULL, 0x00, - "Benchmark", HFILL } - }, - { &hf_fix_BenchmarkCurveCurrency, - { "BenchmarkCurveCurrency (220)", "fix.BenchmarkCurveCurrency", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkCurveCurrency", HFILL } - }, - { &hf_fix_BenchmarkCurveName, - { "BenchmarkCurveName (221)", "fix.BenchmarkCurveName", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkCurveName", HFILL } - }, - { &hf_fix_BenchmarkCurvePoint, - { "BenchmarkCurvePoint (222)", "fix.BenchmarkCurvePoint", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkCurvePoint", HFILL } - }, - { &hf_fix_CouponRate, - { "CouponRate (223)", "fix.CouponRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "CouponRate", HFILL } - }, - { &hf_fix_CouponPaymentDate, - { "CouponPaymentDate (224)", "fix.CouponPaymentDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "CouponPaymentDate", HFILL } - }, - { &hf_fix_IssueDate, - { "IssueDate (225)", "fix.IssueDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "IssueDate", HFILL } - }, - { &hf_fix_RepurchaseTerm, - { "RepurchaseTerm (226)", "fix.RepurchaseTerm", - FT_STRING, BASE_NONE, NULL, 0x00, - "RepurchaseTerm", HFILL } - }, - { &hf_fix_RepurchaseRate, - { "RepurchaseRate (227)", "fix.RepurchaseRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "RepurchaseRate", HFILL } - }, - { &hf_fix_Factor, - { "Factor (228)", "fix.Factor", - FT_STRING, BASE_NONE, NULL, 0x00, - "Factor", HFILL } - }, - { &hf_fix_TradeOriginationDate, - { "TradeOriginationDate (229)", "fix.TradeOriginationDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeOriginationDate", HFILL } - }, - { &hf_fix_ExDate, - { "ExDate (230)", "fix.ExDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExDate", HFILL } - }, - { &hf_fix_ContractMultiplier, - { "ContractMultiplier (231)", "fix.ContractMultiplier", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContractMultiplier", HFILL } - }, - { &hf_fix_NoStipulations, - { "NoStipulations (232)", "fix.NoStipulations", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoStipulations", HFILL } - }, - { &hf_fix_StipulationType, - { "StipulationType (233)", "fix.StipulationType", - FT_STRING, BASE_NONE, NULL, 0x00, - "StipulationType", HFILL } - }, - { &hf_fix_StipulationValue, - { "StipulationValue (234)", "fix.StipulationValue", - FT_STRING, BASE_NONE, NULL, 0x00, - "StipulationValue", HFILL } - }, - { &hf_fix_YieldType, - { "YieldType (235)", "fix.YieldType", - FT_STRING, BASE_NONE, NULL, 0x00, - "YieldType", HFILL } - }, - { &hf_fix_Yield, - { "Yield (236)", "fix.Yield", - FT_STRING, BASE_NONE, NULL, 0x00, - "Yield", HFILL } - }, - { &hf_fix_TotalTakedown, - { "TotalTakedown (237)", "fix.TotalTakedown", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalTakedown", HFILL } - }, - { &hf_fix_Concession, - { "Concession (238)", "fix.Concession", - FT_STRING, BASE_NONE, NULL, 0x00, - "Concession", HFILL } - }, - { &hf_fix_RepoCollateralSecurityType, - { "RepoCollateralSecurityType (239)", "fix.RepoCollateralSecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "RepoCollateralSecurityType", HFILL } - }, - { &hf_fix_RedemptionDate, - { "RedemptionDate (240)", "fix.RedemptionDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "RedemptionDate", HFILL } - }, - { &hf_fix_UnderlyingCouponPaymentDate, - { "UnderlyingCouponPaymentDate (241)", "fix.UnderlyingCouponPaymentDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingCouponPaymentDate", HFILL } - }, - { &hf_fix_UnderlyingIssueDate, - { "UnderlyingIssueDate (242)", "fix.UnderlyingIssueDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingIssueDate", HFILL } - }, - { &hf_fix_UnderlyingRepoCollateralSecurityType, - { "UnderlyingRepoCollateralSecurityType (243)", "fix.UnderlyingRepoCollateralSecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingRepoCollateralSecurityType", HFILL } - }, - { &hf_fix_UnderlyingRepurchaseTerm, - { "UnderlyingRepurchaseTerm (244)", "fix.UnderlyingRepurchaseTerm", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingRepurchaseTerm", HFILL } - }, - { &hf_fix_UnderlyingRepurchaseRate, - { "UnderlyingRepurchaseRate (245)", "fix.UnderlyingRepurchaseRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingRepurchaseRate", HFILL } - }, - { &hf_fix_UnderlyingFactor, - { "UnderlyingFactor (246)", "fix.UnderlyingFactor", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingFactor", HFILL } - }, - { &hf_fix_UnderlyingRedemptionDate, - { "UnderlyingRedemptionDate (247)", "fix.UnderlyingRedemptionDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingRedemptionDate", HFILL } - }, - { &hf_fix_LegCouponPaymentDate, - { "LegCouponPaymentDate (248)", "fix.LegCouponPaymentDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCouponPaymentDate", HFILL } - }, - { &hf_fix_LegIssueDate, - { "LegIssueDate (249)", "fix.LegIssueDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegIssueDate", HFILL } - }, - { &hf_fix_LegRepoCollateralSecurityType, - { "LegRepoCollateralSecurityType (250)", "fix.LegRepoCollateralSecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRepoCollateralSecurityType", HFILL } - }, - { &hf_fix_LegRepurchaseTerm, - { "LegRepurchaseTerm (251)", "fix.LegRepurchaseTerm", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRepurchaseTerm", HFILL } - }, - { &hf_fix_LegRepurchaseRate, - { "LegRepurchaseRate (252)", "fix.LegRepurchaseRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRepurchaseRate", HFILL } - }, - { &hf_fix_LegFactor, - { "LegFactor (253)", "fix.LegFactor", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegFactor", HFILL } - }, - { &hf_fix_LegRedemptionDate, - { "LegRedemptionDate (254)", "fix.LegRedemptionDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRedemptionDate", HFILL } - }, - { &hf_fix_CreditRating, - { "CreditRating (255)", "fix.CreditRating", - FT_STRING, BASE_NONE, NULL, 0x00, - "CreditRating", HFILL } - }, - { &hf_fix_UnderlyingCreditRating, - { "UnderlyingCreditRating (256)", "fix.UnderlyingCreditRating", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingCreditRating", HFILL } - }, - { &hf_fix_LegCreditRating, - { "LegCreditRating (257)", "fix.LegCreditRating", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCreditRating", HFILL } - }, - { &hf_fix_TradedFlatSwitch, - { "TradedFlatSwitch (258)", "fix.TradedFlatSwitch", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradedFlatSwitch", HFILL } - }, - { &hf_fix_BasisFeatureDate, - { "BasisFeatureDate (259)", "fix.BasisFeatureDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "BasisFeatureDate", HFILL } - }, - { &hf_fix_BasisFeaturePrice, - { "BasisFeaturePrice (260)", "fix.BasisFeaturePrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "BasisFeaturePrice", HFILL } - }, - { &hf_fix_ReservedAllocated, - { "ReservedAllocated (261)", "fix.ReservedAllocated", - FT_STRING, BASE_NONE, NULL, 0x00, - "ReservedAllocated", HFILL } - }, - { &hf_fix_MDReqID, - { "MDReqID (262)", "fix.MDReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDReqID", HFILL } - }, - { &hf_fix_SubscriptionRequestType, - { "SubscriptionRequestType (263)", "fix.SubscriptionRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SubscriptionRequestType", HFILL } - }, - { &hf_fix_MarketDepth, - { "MarketDepth (264)", "fix.MarketDepth", - FT_STRING, BASE_NONE, NULL, 0x00, - "MarketDepth", HFILL } - }, - { &hf_fix_MDUpdateType, - { "MDUpdateType (265)", "fix.MDUpdateType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDUpdateType", HFILL } - }, - { &hf_fix_AggregatedBook, - { "AggregatedBook (266)", "fix.AggregatedBook", - FT_STRING, BASE_NONE, NULL, 0x00, - "AggregatedBook", HFILL } - }, - { &hf_fix_NoMDEntryTypes, - { "NoMDEntryTypes (267)", "fix.NoMDEntryTypes", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoMDEntryTypes", HFILL } - }, - { &hf_fix_NoMDEntries, - { "NoMDEntries (268)", "fix.NoMDEntries", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoMDEntries", HFILL } - }, - { &hf_fix_MDEntryType, - { "MDEntryType (269)", "fix.MDEntryType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryType", HFILL } - }, - { &hf_fix_MDEntryPx, - { "MDEntryPx (270)", "fix.MDEntryPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryPx", HFILL } - }, - { &hf_fix_MDEntrySize, - { "MDEntrySize (271)", "fix.MDEntrySize", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntrySize", HFILL } - }, - { &hf_fix_MDEntryDate, - { "MDEntryDate (272)", "fix.MDEntryDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryDate", HFILL } - }, - { &hf_fix_MDEntryTime, - { "MDEntryTime (273)", "fix.MDEntryTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryTime", HFILL } - }, - { &hf_fix_TickDirection, - { "TickDirection (274)", "fix.TickDirection", - FT_STRING, BASE_NONE, NULL, 0x00, - "TickDirection", HFILL } - }, - { &hf_fix_MDMkt, - { "MDMkt (275)", "fix.MDMkt", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDMkt", HFILL } - }, - { &hf_fix_QuoteCondition, - { "QuoteCondition (276)", "fix.QuoteCondition", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteCondition", HFILL } - }, - { &hf_fix_TradeCondition, - { "TradeCondition (277)", "fix.TradeCondition", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeCondition", HFILL } - }, - { &hf_fix_MDEntryID, - { "MDEntryID (278)", "fix.MDEntryID", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryID", HFILL } - }, - { &hf_fix_MDUpdateAction, - { "MDUpdateAction (279)", "fix.MDUpdateAction", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDUpdateAction", HFILL } - }, - { &hf_fix_MDEntryRefID, - { "MDEntryRefID (280)", "fix.MDEntryRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryRefID", HFILL } - }, - { &hf_fix_MDReqRejReason, - { "MDReqRejReason (281)", "fix.MDReqRejReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDReqRejReason", HFILL } - }, - { &hf_fix_MDEntryOriginator, - { "MDEntryOriginator (282)", "fix.MDEntryOriginator", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryOriginator", HFILL } - }, - { &hf_fix_LocationID, - { "LocationID (283)", "fix.LocationID", - FT_STRING, BASE_NONE, NULL, 0x00, - "LocationID", HFILL } - }, - { &hf_fix_DeskID, - { "DeskID (284)", "fix.DeskID", - FT_STRING, BASE_NONE, NULL, 0x00, - "DeskID", HFILL } - }, - { &hf_fix_DeleteReason, - { "DeleteReason (285)", "fix.DeleteReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "DeleteReason", HFILL } - }, - { &hf_fix_OpenCloseSettleFlag, - { "OpenCloseSettleFlag (286)", "fix.OpenCloseSettleFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "OpenCloseSettleFlag", HFILL } - }, - { &hf_fix_SellerDays, - { "SellerDays (287)", "fix.SellerDays", - FT_STRING, BASE_NONE, NULL, 0x00, - "SellerDays", HFILL } - }, - { &hf_fix_MDEntryBuyer, - { "MDEntryBuyer (288)", "fix.MDEntryBuyer", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryBuyer", HFILL } - }, - { &hf_fix_MDEntrySeller, - { "MDEntrySeller (289)", "fix.MDEntrySeller", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntrySeller", HFILL } - }, - { &hf_fix_MDEntryPositionNo, - { "MDEntryPositionNo (290)", "fix.MDEntryPositionNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDEntryPositionNo", HFILL } - }, - { &hf_fix_FinancialStatus, - { "FinancialStatus (291)", "fix.FinancialStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "FinancialStatus", HFILL } - }, - { &hf_fix_CorporateAction, - { "CorporateAction (292)", "fix.CorporateAction", - FT_STRING, BASE_NONE, NULL, 0x00, - "CorporateAction", HFILL } - }, - { &hf_fix_DefBidSize, - { "DefBidSize (293)", "fix.DefBidSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "DefBidSize", HFILL } - }, - { &hf_fix_DefOfferSize, - { "DefOfferSize (294)", "fix.DefOfferSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "DefOfferSize", HFILL } - }, - { &hf_fix_NoQuoteEntries, - { "NoQuoteEntries (295)", "fix.NoQuoteEntries", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoQuoteEntries", HFILL } - }, - { &hf_fix_NoQuoteSets, - { "NoQuoteSets (296)", "fix.NoQuoteSets", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoQuoteSets", HFILL } - }, - { &hf_fix_QuoteStatus, - { "QuoteStatus (297)", "fix.QuoteStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteStatus", HFILL } - }, - { &hf_fix_QuoteCancelType, - { "QuoteCancelType (298)", "fix.QuoteCancelType", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteCancelType", HFILL } - }, - { &hf_fix_QuoteEntryID, - { "QuoteEntryID (299)", "fix.QuoteEntryID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteEntryID", HFILL } - }, - { &hf_fix_QuoteRejectReason, - { "QuoteRejectReason (300)", "fix.QuoteRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteRejectReason", HFILL } - }, - { &hf_fix_QuoteResponseLevel, - { "QuoteResponseLevel (301)", "fix.QuoteResponseLevel", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteResponseLevel", HFILL } - }, - { &hf_fix_QuoteSetID, - { "QuoteSetID (302)", "fix.QuoteSetID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteSetID", HFILL } - }, - { &hf_fix_QuoteRequestType, - { "QuoteRequestType (303)", "fix.QuoteRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteRequestType", HFILL } - }, - { &hf_fix_TotQuoteEntries, - { "TotQuoteEntries (304)", "fix.TotQuoteEntries", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotQuoteEntries", HFILL } - }, - { &hf_fix_UnderlyingSecurityIDSource, - { "UnderlyingSecurityIDSource (305)", "fix.UnderlyingSecurityIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityIDSource", HFILL } - }, - { &hf_fix_UnderlyingIssuer, - { "UnderlyingIssuer (306)", "fix.UnderlyingIssuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingIssuer", HFILL } - }, - { &hf_fix_UnderlyingSecurityDesc, - { "UnderlyingSecurityDesc (307)", "fix.UnderlyingSecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityDesc", HFILL } - }, - { &hf_fix_UnderlyingSecurityExchange, - { "UnderlyingSecurityExchange (308)", "fix.UnderlyingSecurityExchange", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityExchange", HFILL } - }, - { &hf_fix_UnderlyingSecurityID, - { "UnderlyingSecurityID (309)", "fix.UnderlyingSecurityID", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityID", HFILL } - }, - { &hf_fix_UnderlyingSecurityType, - { "UnderlyingSecurityType (310)", "fix.UnderlyingSecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityType", HFILL } - }, - { &hf_fix_UnderlyingSymbol, - { "UnderlyingSymbol (311)", "fix.UnderlyingSymbol", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSymbol", HFILL } - }, - { &hf_fix_UnderlyingSymbolSfx, - { "UnderlyingSymbolSfx (312)", "fix.UnderlyingSymbolSfx", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSymbolSfx", HFILL } - }, - { &hf_fix_UnderlyingMaturityMonthYear, - { "UnderlyingMaturityMonthYear (313)", "fix.UnderlyingMaturityMonthYear", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingMaturityMonthYear", HFILL } - }, - { &hf_fix_UnderlyingMaturityDay, - { "UnderlyingMaturityDay (314)", "fix.UnderlyingMaturityDay", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingMaturityDay", HFILL } - }, - { &hf_fix_UnderlyingPutOrCall, - { "UnderlyingPutOrCall (315)", "fix.UnderlyingPutOrCall", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingPutOrCall", HFILL } - }, - { &hf_fix_UnderlyingStrikePrice, - { "UnderlyingStrikePrice (316)", "fix.UnderlyingStrikePrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingStrikePrice", HFILL } - }, - { &hf_fix_UnderlyingOptAttribute, - { "UnderlyingOptAttribute (317)", "fix.UnderlyingOptAttribute", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingOptAttribute", HFILL } - }, - { &hf_fix_Underlying, - { "Underlying (318)", "fix.Underlying", - FT_STRING, BASE_NONE, NULL, 0x00, - "Underlying", HFILL } - }, - { &hf_fix_RatioQty, - { "RatioQty (319)", "fix.RatioQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "RatioQty", HFILL } - }, - { &hf_fix_SecurityReqID, - { "SecurityReqID (320)", "fix.SecurityReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityReqID", HFILL } - }, - { &hf_fix_SecurityRequestType, - { "SecurityRequestType (321)", "fix.SecurityRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityRequestType", HFILL } - }, - { &hf_fix_SecurityResponseID, - { "SecurityResponseID (322)", "fix.SecurityResponseID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityResponseID", HFILL } - }, - { &hf_fix_SecurityResponseType, - { "SecurityResponseType (323)", "fix.SecurityResponseType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityResponseType", HFILL } - }, - { &hf_fix_SecurityStatusReqID, - { "SecurityStatusReqID (324)", "fix.SecurityStatusReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityStatusReqID", HFILL } - }, - { &hf_fix_UnsolicitedIndicator, - { "UnsolicitedIndicator (325)", "fix.UnsolicitedIndicator", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnsolicitedIndicator", HFILL } - }, - { &hf_fix_SecurityTradingStatus, - { "SecurityTradingStatus (326)", "fix.SecurityTradingStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityTradingStatus", HFILL } - }, - { &hf_fix_HaltReason, - { "HaltReason (327)", "fix.HaltReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "HaltReason", HFILL } - }, - { &hf_fix_InViewOfCommon, - { "InViewOfCommon (328)", "fix.InViewOfCommon", - FT_STRING, BASE_NONE, NULL, 0x00, - "InViewOfCommon", HFILL } - }, - { &hf_fix_DueToRelated, - { "DueToRelated (329)", "fix.DueToRelated", - FT_STRING, BASE_NONE, NULL, 0x00, - "DueToRelated", HFILL } - }, - { &hf_fix_BuyVolume, - { "BuyVolume (330)", "fix.BuyVolume", - FT_STRING, BASE_NONE, NULL, 0x00, - "BuyVolume", HFILL } - }, - { &hf_fix_SellVolume, - { "SellVolume (331)", "fix.SellVolume", - FT_STRING, BASE_NONE, NULL, 0x00, - "SellVolume", HFILL } - }, - { &hf_fix_HighPx, - { "HighPx (332)", "fix.HighPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "HighPx", HFILL } - }, - { &hf_fix_LowPx, - { "LowPx (333)", "fix.LowPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "LowPx", HFILL } - }, - { &hf_fix_Adjustment, - { "Adjustment (334)", "fix.Adjustment", - FT_STRING, BASE_NONE, NULL, 0x00, - "Adjustment", HFILL } - }, - { &hf_fix_TradSesReqID, - { "TradSesReqID (335)", "fix.TradSesReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesReqID", HFILL } - }, - { &hf_fix_TradingSessionID, - { "TradingSessionID (336)", "fix.TradingSessionID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradingSessionID", HFILL } - }, - { &hf_fix_ContraTrader, - { "ContraTrader (337)", "fix.ContraTrader", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContraTrader", HFILL } - }, - { &hf_fix_TradSesMethod, - { "TradSesMethod (338)", "fix.TradSesMethod", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesMethod", HFILL } - }, - { &hf_fix_TradSesMode, - { "TradSesMode (339)", "fix.TradSesMode", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesMode", HFILL } - }, - { &hf_fix_TradSesStatus, - { "TradSesStatus (340)", "fix.TradSesStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesStatus", HFILL } - }, - { &hf_fix_TradSesStartTime, - { "TradSesStartTime (341)", "fix.TradSesStartTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesStartTime", HFILL } - }, - { &hf_fix_TradSesOpenTime, - { "TradSesOpenTime (342)", "fix.TradSesOpenTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesOpenTime", HFILL } - }, - { &hf_fix_TradSesPreCloseTime, - { "TradSesPreCloseTime (343)", "fix.TradSesPreCloseTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesPreCloseTime", HFILL } - }, - { &hf_fix_TradSesCloseTime, - { "TradSesCloseTime (344)", "fix.TradSesCloseTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesCloseTime", HFILL } - }, - { &hf_fix_TradSesEndTime, - { "TradSesEndTime (345)", "fix.TradSesEndTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesEndTime", HFILL } - }, - { &hf_fix_NumberOfOrders, - { "NumberOfOrders (346)", "fix.NumberOfOrders", - FT_STRING, BASE_NONE, NULL, 0x00, - "NumberOfOrders", HFILL } - }, - { &hf_fix_MessageEncoding, - { "MessageEncoding (347)", "fix.MessageEncoding", - FT_STRING, BASE_NONE, NULL, 0x00, - "MessageEncoding", HFILL } - }, - { &hf_fix_EncodedIssuerLen, - { "EncodedIssuerLen (348)", "fix.EncodedIssuerLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedIssuerLen", HFILL } - }, - { &hf_fix_EncodedIssuer, - { "EncodedIssuer (349)", "fix.EncodedIssuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedIssuer", HFILL } - }, - { &hf_fix_EncodedSecurityDescLen, - { "EncodedSecurityDescLen (350)", "fix.EncodedSecurityDescLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedSecurityDescLen", HFILL } - }, - { &hf_fix_EncodedSecurityDesc, - { "EncodedSecurityDesc (351)", "fix.EncodedSecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedSecurityDesc", HFILL } - }, - { &hf_fix_EncodedListExecInstLen, - { "EncodedListExecInstLen (352)", "fix.EncodedListExecInstLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedListExecInstLen", HFILL } - }, - { &hf_fix_EncodedListExecInst, - { "EncodedListExecInst (353)", "fix.EncodedListExecInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedListExecInst", HFILL } - }, - { &hf_fix_EncodedTextLen, - { "EncodedTextLen (354)", "fix.EncodedTextLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedTextLen", HFILL } - }, - { &hf_fix_EncodedText, - { "EncodedText (355)", "fix.EncodedText", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedText", HFILL } - }, - { &hf_fix_EncodedSubjectLen, - { "EncodedSubjectLen (356)", "fix.EncodedSubjectLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedSubjectLen", HFILL } - }, - { &hf_fix_EncodedSubject, - { "EncodedSubject (357)", "fix.EncodedSubject", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedSubject", HFILL } - }, - { &hf_fix_EncodedHeadlineLen, - { "EncodedHeadlineLen (358)", "fix.EncodedHeadlineLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedHeadlineLen", HFILL } - }, - { &hf_fix_EncodedHeadline, - { "EncodedHeadline (359)", "fix.EncodedHeadline", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedHeadline", HFILL } - }, - { &hf_fix_EncodedAllocTextLen, - { "EncodedAllocTextLen (360)", "fix.EncodedAllocTextLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedAllocTextLen", HFILL } - }, - { &hf_fix_EncodedAllocText, - { "EncodedAllocText (361)", "fix.EncodedAllocText", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedAllocText", HFILL } - }, - { &hf_fix_EncodedUnderlyingIssuerLen, - { "EncodedUnderlyingIssuerLen (362)", "fix.EncodedUnderlyingIssuerLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedUnderlyingIssuerLen", HFILL } - }, - { &hf_fix_EncodedUnderlyingIssuer, - { "EncodedUnderlyingIssuer (363)", "fix.EncodedUnderlyingIssuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedUnderlyingIssuer", HFILL } - }, - { &hf_fix_EncodedUnderlyingSecurityDescLen, - { "EncodedUnderlyingSecurityDescLen (364)", "fix.EncodedUnderlyingSecurityDescLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedUnderlyingSecurityDescLen", HFILL } - }, - { &hf_fix_EncodedUnderlyingSecurityDesc, - { "EncodedUnderlyingSecurityDesc (365)", "fix.EncodedUnderlyingSecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedUnderlyingSecurityDesc", HFILL } - }, - { &hf_fix_AllocPrice, - { "AllocPrice (366)", "fix.AllocPrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocPrice", HFILL } - }, - { &hf_fix_QuoteSetValidUntilTime, - { "QuoteSetValidUntilTime (367)", "fix.QuoteSetValidUntilTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteSetValidUntilTime", HFILL } - }, - { &hf_fix_QuoteEntryRejectReason, - { "QuoteEntryRejectReason (368)", "fix.QuoteEntryRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteEntryRejectReason", HFILL } - }, - { &hf_fix_LastMsgSeqNumProcessed, - { "LastMsgSeqNumProcessed (369)", "fix.LastMsgSeqNumProcessed", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastMsgSeqNumProcessed", HFILL } - }, - { &hf_fix_OnBehalfOfSendingTime, - { "OnBehalfOfSendingTime (370)", "fix.OnBehalfOfSendingTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "OnBehalfOfSendingTime", HFILL } - }, - { &hf_fix_RefTagID, - { "RefTagID (371)", "fix.RefTagID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RefTagID", HFILL } - }, - { &hf_fix_RefMsgType, - { "RefMsgType (372)", "fix.RefMsgType", - FT_STRING, BASE_NONE, NULL, 0x00, - "RefMsgType", HFILL } - }, - { &hf_fix_SessionRejectReason, - { "SessionRejectReason (373)", "fix.SessionRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "SessionRejectReason", HFILL } - }, - { &hf_fix_BidRequestTransType, - { "BidRequestTransType (374)", "fix.BidRequestTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidRequestTransType", HFILL } - }, - { &hf_fix_ContraBroker, - { "ContraBroker (375)", "fix.ContraBroker", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContraBroker", HFILL } - }, - { &hf_fix_ComplianceID, - { "ComplianceID (376)", "fix.ComplianceID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ComplianceID", HFILL } - }, - { &hf_fix_SolicitedFlag, - { "SolicitedFlag (377)", "fix.SolicitedFlag", - FT_STRING, BASE_NONE, NULL, 0x00, - "SolicitedFlag", HFILL } - }, - { &hf_fix_ExecRestatementReason, - { "ExecRestatementReason (378)", "fix.ExecRestatementReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecRestatementReason", HFILL } - }, - { &hf_fix_BusinessRejectRefID, - { "BusinessRejectRefID (379)", "fix.BusinessRejectRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "BusinessRejectRefID", HFILL } - }, - { &hf_fix_BusinessRejectReason, - { "BusinessRejectReason (380)", "fix.BusinessRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "BusinessRejectReason", HFILL } - }, - { &hf_fix_GrossTradeAmt, - { "GrossTradeAmt (381)", "fix.GrossTradeAmt", - FT_STRING, BASE_NONE, NULL, 0x00, - "GrossTradeAmt", HFILL } - }, - { &hf_fix_NoContraBrokers, - { "NoContraBrokers (382)", "fix.NoContraBrokers", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoContraBrokers", HFILL } - }, - { &hf_fix_MaxMessageSize, - { "MaxMessageSize (383)", "fix.MaxMessageSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaxMessageSize", HFILL } - }, - { &hf_fix_NoMsgTypes, - { "NoMsgTypes (384)", "fix.NoMsgTypes", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoMsgTypes", HFILL } - }, - { &hf_fix_MsgDirection, - { "MsgDirection (385)", "fix.MsgDirection", - FT_STRING, BASE_NONE, NULL, 0x00, - "MsgDirection", HFILL } - }, - { &hf_fix_NoTradingSessions, - { "NoTradingSessions (386)", "fix.NoTradingSessions", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoTradingSessions", HFILL } - }, - { &hf_fix_TotalVolumeTraded, - { "TotalVolumeTraded (387)", "fix.TotalVolumeTraded", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalVolumeTraded", HFILL } - }, - { &hf_fix_DiscretionInst, - { "DiscretionInst (388)", "fix.DiscretionInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "DiscretionInst", HFILL } - }, - { &hf_fix_DiscretionOffset, - { "DiscretionOffset (389)", "fix.DiscretionOffset", - FT_STRING, BASE_NONE, NULL, 0x00, - "DiscretionOffset", HFILL } - }, - { &hf_fix_BidID, - { "BidID (390)", "fix.BidID", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidID", HFILL } - }, - { &hf_fix_ClientBidID, - { "ClientBidID (391)", "fix.ClientBidID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClientBidID", HFILL } - }, - { &hf_fix_ListName, - { "ListName (392)", "fix.ListName", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListName", HFILL } - }, - { &hf_fix_TotalNumSecurities, - { "TotalNumSecurities (393)", "fix.TotalNumSecurities", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalNumSecurities", HFILL } - }, - { &hf_fix_BidType, - { "BidType (394)", "fix.BidType", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidType", HFILL } - }, - { &hf_fix_NumTickets, - { "NumTickets (395)", "fix.NumTickets", - FT_STRING, BASE_NONE, NULL, 0x00, - "NumTickets", HFILL } - }, - { &hf_fix_SideValue1, - { "SideValue1 (396)", "fix.SideValue1", - FT_STRING, BASE_NONE, NULL, 0x00, - "SideValue1", HFILL } - }, - { &hf_fix_SideValue2, - { "SideValue2 (397)", "fix.SideValue2", - FT_STRING, BASE_NONE, NULL, 0x00, - "SideValue2", HFILL } - }, - { &hf_fix_NoBidDescriptors, - { "NoBidDescriptors (398)", "fix.NoBidDescriptors", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoBidDescriptors", HFILL } - }, - { &hf_fix_BidDescriptorType, - { "BidDescriptorType (399)", "fix.BidDescriptorType", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidDescriptorType", HFILL } - }, - { &hf_fix_BidDescriptor, - { "BidDescriptor (400)", "fix.BidDescriptor", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidDescriptor", HFILL } - }, - { &hf_fix_SideValueInd, - { "SideValueInd (401)", "fix.SideValueInd", - FT_STRING, BASE_NONE, NULL, 0x00, - "SideValueInd", HFILL } - }, - { &hf_fix_LiquidityPctLow, - { "LiquidityPctLow (402)", "fix.LiquidityPctLow", - FT_STRING, BASE_NONE, NULL, 0x00, - "LiquidityPctLow", HFILL } - }, - { &hf_fix_LiquidityPctHigh, - { "LiquidityPctHigh (403)", "fix.LiquidityPctHigh", - FT_STRING, BASE_NONE, NULL, 0x00, - "LiquidityPctHigh", HFILL } - }, - { &hf_fix_LiquidityValue, - { "LiquidityValue (404)", "fix.LiquidityValue", - FT_STRING, BASE_NONE, NULL, 0x00, - "LiquidityValue", HFILL } - }, - { &hf_fix_EFPTrackingError, - { "EFPTrackingError (405)", "fix.EFPTrackingError", - FT_STRING, BASE_NONE, NULL, 0x00, - "EFPTrackingError", HFILL } - }, - { &hf_fix_FairValue, - { "FairValue (406)", "fix.FairValue", - FT_STRING, BASE_NONE, NULL, 0x00, - "FairValue", HFILL } - }, - { &hf_fix_OutsideIndexPct, - { "OutsideIndexPct (407)", "fix.OutsideIndexPct", - FT_STRING, BASE_NONE, NULL, 0x00, - "OutsideIndexPct", HFILL } - }, - { &hf_fix_ValueOfFutures, - { "ValueOfFutures (408)", "fix.ValueOfFutures", - FT_STRING, BASE_NONE, NULL, 0x00, - "ValueOfFutures", HFILL } - }, - { &hf_fix_LiquidityIndType, - { "LiquidityIndType (409)", "fix.LiquidityIndType", - FT_STRING, BASE_NONE, NULL, 0x00, - "LiquidityIndType", HFILL } - }, - { &hf_fix_WtAverageLiquidity, - { "WtAverageLiquidity (410)", "fix.WtAverageLiquidity", - FT_STRING, BASE_NONE, NULL, 0x00, - "WtAverageLiquidity", HFILL } - }, - { &hf_fix_ExchangeForPhysical, - { "ExchangeForPhysical (411)", "fix.ExchangeForPhysical", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExchangeForPhysical", HFILL } - }, - { &hf_fix_OutMainCntryUIndex, - { "OutMainCntryUIndex (412)", "fix.OutMainCntryUIndex", - FT_STRING, BASE_NONE, NULL, 0x00, - "OutMainCntryUIndex", HFILL } - }, - { &hf_fix_CrossPercent, - { "CrossPercent (413)", "fix.CrossPercent", - FT_STRING, BASE_NONE, NULL, 0x00, - "CrossPercent", HFILL } - }, - { &hf_fix_ProgRptReqs, - { "ProgRptReqs (414)", "fix.ProgRptReqs", - FT_STRING, BASE_NONE, NULL, 0x00, - "ProgRptReqs", HFILL } - }, - { &hf_fix_ProgPeriodInterval, - { "ProgPeriodInterval (415)", "fix.ProgPeriodInterval", - FT_STRING, BASE_NONE, NULL, 0x00, - "ProgPeriodInterval", HFILL } - }, - { &hf_fix_IncTaxInd, - { "IncTaxInd (416)", "fix.IncTaxInd", - FT_STRING, BASE_NONE, NULL, 0x00, - "IncTaxInd", HFILL } - }, - { &hf_fix_NumBidders, - { "NumBidders (417)", "fix.NumBidders", - FT_STRING, BASE_NONE, NULL, 0x00, - "NumBidders", HFILL } - }, - { &hf_fix_TradeType, - { "TradeType (418)", "fix.TradeType", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeType", HFILL } - }, - { &hf_fix_BasisPxType, - { "BasisPxType (419)", "fix.BasisPxType", - FT_STRING, BASE_NONE, NULL, 0x00, - "BasisPxType", HFILL } - }, - { &hf_fix_NoBidComponents, - { "NoBidComponents (420)", "fix.NoBidComponents", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoBidComponents", HFILL } - }, - { &hf_fix_Country, - { "Country (421)", "fix.Country", - FT_STRING, BASE_NONE, NULL, 0x00, - "Country", HFILL } - }, - { &hf_fix_TotNoStrikes, - { "TotNoStrikes (422)", "fix.TotNoStrikes", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotNoStrikes", HFILL } - }, - { &hf_fix_PriceType, - { "PriceType (423)", "fix.PriceType", - FT_STRING, BASE_NONE, NULL, 0x00, - "PriceType", HFILL } - }, - { &hf_fix_DayOrderQty, - { "DayOrderQty (424)", "fix.DayOrderQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "DayOrderQty", HFILL } - }, - { &hf_fix_DayCumQty, - { "DayCumQty (425)", "fix.DayCumQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "DayCumQty", HFILL } - }, - { &hf_fix_DayAvgPx, - { "DayAvgPx (426)", "fix.DayAvgPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "DayAvgPx", HFILL } - }, - { &hf_fix_GTBookingInst, - { "GTBookingInst (427)", "fix.GTBookingInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "GTBookingInst", HFILL } - }, - { &hf_fix_NoStrikes, - { "NoStrikes (428)", "fix.NoStrikes", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoStrikes", HFILL } - }, - { &hf_fix_ListStatusType, - { "ListStatusType (429)", "fix.ListStatusType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListStatusType", HFILL } - }, - { &hf_fix_NetGrossInd, - { "NetGrossInd (430)", "fix.NetGrossInd", - FT_STRING, BASE_NONE, NULL, 0x00, - "NetGrossInd", HFILL } - }, - { &hf_fix_ListOrderStatus, - { "ListOrderStatus (431)", "fix.ListOrderStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListOrderStatus", HFILL } - }, - { &hf_fix_ExpireDate, - { "ExpireDate (432)", "fix.ExpireDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExpireDate", HFILL } - }, - { &hf_fix_ListExecInstType, - { "ListExecInstType (433)", "fix.ListExecInstType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListExecInstType", HFILL } - }, - { &hf_fix_CxlRejResponseTo, - { "CxlRejResponseTo (434)", "fix.CxlRejResponseTo", - FT_STRING, BASE_NONE, NULL, 0x00, - "CxlRejResponseTo", HFILL } - }, - { &hf_fix_UnderlyingCouponRate, - { "UnderlyingCouponRate (435)", "fix.UnderlyingCouponRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingCouponRate", HFILL } - }, - { &hf_fix_UnderlyingContractMultiplier, - { "UnderlyingContractMultiplier (436)", "fix.UnderlyingContractMultiplier", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingContractMultiplier", HFILL } - }, - { &hf_fix_ContraTradeQty, - { "ContraTradeQty (437)", "fix.ContraTradeQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContraTradeQty", HFILL } - }, - { &hf_fix_ContraTradeTime, - { "ContraTradeTime (438)", "fix.ContraTradeTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContraTradeTime", HFILL } - }, - { &hf_fix_ClearingFirm, - { "ClearingFirm (439)", "fix.ClearingFirm", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClearingFirm", HFILL } - }, - { &hf_fix_ClearingAccount, - { "ClearingAccount (440)", "fix.ClearingAccount", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClearingAccount", HFILL } - }, - { &hf_fix_LiquidityNumSecurities, - { "LiquidityNumSecurities (441)", "fix.LiquidityNumSecurities", - FT_STRING, BASE_NONE, NULL, 0x00, - "LiquidityNumSecurities", HFILL } - }, - { &hf_fix_MultiLegReportingType, - { "MultiLegReportingType (442)", "fix.MultiLegReportingType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MultiLegReportingType", HFILL } - }, - { &hf_fix_StrikeTime, - { "StrikeTime (443)", "fix.StrikeTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "StrikeTime", HFILL } - }, - { &hf_fix_ListStatusText, - { "ListStatusText (444)", "fix.ListStatusText", - FT_STRING, BASE_NONE, NULL, 0x00, - "ListStatusText", HFILL } - }, - { &hf_fix_EncodedListStatusTextLen, - { "EncodedListStatusTextLen (445)", "fix.EncodedListStatusTextLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedListStatusTextLen", HFILL } - }, - { &hf_fix_EncodedListStatusText, - { "EncodedListStatusText (446)", "fix.EncodedListStatusText", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedListStatusText", HFILL } - }, - { &hf_fix_PartyIDSource, - { "PartyIDSource (447)", "fix.PartyIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "PartyIDSource", HFILL } - }, - { &hf_fix_PartyID, - { "PartyID (448)", "fix.PartyID", - FT_STRING, BASE_NONE, NULL, 0x00, - "PartyID", HFILL } - }, - { &hf_fix_TotalVolumeTradedDate, - { "TotalVolumeTradedDate (449)", "fix.TotalVolumeTradedDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalVolumeTradedDate", HFILL } - }, - { &hf_fix_TotalVolumeTradedTime, - { "TotalVolumeTradedTime (450)", "fix.TotalVolumeTradedTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalVolumeTradedTime", HFILL } - }, - { &hf_fix_NetChgPrevDay, - { "NetChgPrevDay (451)", "fix.NetChgPrevDay", - FT_STRING, BASE_NONE, NULL, 0x00, - "NetChgPrevDay", HFILL } - }, - { &hf_fix_PartyRole, - { "PartyRole (452)", "fix.PartyRole", - FT_STRING, BASE_NONE, NULL, 0x00, - "PartyRole", HFILL } - }, - { &hf_fix_NoPartyIDs, - { "NoPartyIDs (453)", "fix.NoPartyIDs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoPartyIDs", HFILL } - }, - { &hf_fix_NoSecurityAltID, - { "NoSecurityAltID (454)", "fix.NoSecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoSecurityAltID", HFILL } - }, - { &hf_fix_SecurityAltID, - { "SecurityAltID (455)", "fix.SecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityAltID", HFILL } - }, - { &hf_fix_SecurityAltIDSource, - { "SecurityAltIDSource (456)", "fix.SecurityAltIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityAltIDSource", HFILL } - }, - { &hf_fix_NoUnderlyingSecurityAltID, - { "NoUnderlyingSecurityAltID (457)", "fix.NoUnderlyingSecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoUnderlyingSecurityAltID", HFILL } - }, - { &hf_fix_UnderlyingSecurityAltID, - { "UnderlyingSecurityAltID (458)", "fix.UnderlyingSecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityAltID", HFILL } - }, - { &hf_fix_UnderlyingSecurityAltIDSource, - { "UnderlyingSecurityAltIDSource (459)", "fix.UnderlyingSecurityAltIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingSecurityAltIDSource", HFILL } - }, - { &hf_fix_Product, - { "Product (460)", "fix.Product", - FT_STRING, BASE_NONE, NULL, 0x00, - "Product", HFILL } - }, - { &hf_fix_CFICode, - { "CFICode (461)", "fix.CFICode", - FT_STRING, BASE_NONE, NULL, 0x00, - "CFICode", HFILL } - }, - { &hf_fix_UnderlyingProduct, - { "UnderlyingProduct (462)", "fix.UnderlyingProduct", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingProduct", HFILL } - }, - { &hf_fix_UnderlyingCFICode, - { "UnderlyingCFICode (463)", "fix.UnderlyingCFICode", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingCFICode", HFILL } - }, - { &hf_fix_TestMessageIndicator, - { "TestMessageIndicator (464)", "fix.TestMessageIndicator", - FT_STRING, BASE_NONE, NULL, 0x00, - "TestMessageIndicator", HFILL } - }, - { &hf_fix_QuantityType, - { "QuantityType (465)", "fix.QuantityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuantityType", HFILL } - }, - { &hf_fix_BookingRefID, - { "BookingRefID (466)", "fix.BookingRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "BookingRefID", HFILL } - }, - { &hf_fix_IndividualAllocID, - { "IndividualAllocID (467)", "fix.IndividualAllocID", - FT_STRING, BASE_NONE, NULL, 0x00, - "IndividualAllocID", HFILL } - }, - { &hf_fix_RoundingDirection, - { "RoundingDirection (468)", "fix.RoundingDirection", - FT_STRING, BASE_NONE, NULL, 0x00, - "RoundingDirection", HFILL } - }, - { &hf_fix_RoundingModulus, - { "RoundingModulus (469)", "fix.RoundingModulus", - FT_STRING, BASE_NONE, NULL, 0x00, - "RoundingModulus", HFILL } - }, - { &hf_fix_CountryOfIssue, - { "CountryOfIssue (470)", "fix.CountryOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "CountryOfIssue", HFILL } - }, - { &hf_fix_StateOrProvinceOfIssue, - { "StateOrProvinceOfIssue (471)", "fix.StateOrProvinceOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "StateOrProvinceOfIssue", HFILL } - }, - { &hf_fix_LocaleOfIssue, - { "LocaleOfIssue (472)", "fix.LocaleOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "LocaleOfIssue", HFILL } - }, - { &hf_fix_NoRegistDtls, - { "NoRegistDtls (473)", "fix.NoRegistDtls", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoRegistDtls", HFILL } - }, - { &hf_fix_MailingDtls, - { "MailingDtls (474)", "fix.MailingDtls", - FT_STRING, BASE_NONE, NULL, 0x00, - "MailingDtls", HFILL } - }, - { &hf_fix_InvestorCountryOfResidence, - { "InvestorCountryOfResidence (475)", "fix.InvestorCountryOfResidence", - FT_STRING, BASE_NONE, NULL, 0x00, - "InvestorCountryOfResidence", HFILL } - }, - { &hf_fix_PaymentRef, - { "PaymentRef (476)", "fix.PaymentRef", - FT_STRING, BASE_NONE, NULL, 0x00, - "PaymentRef", HFILL } - }, - { &hf_fix_DistribPaymentMethod, - { "DistribPaymentMethod (477)", "fix.DistribPaymentMethod", - FT_STRING, BASE_NONE, NULL, 0x00, - "DistribPaymentMethod", HFILL } - }, - { &hf_fix_CashDistribCurr, - { "CashDistribCurr (478)", "fix.CashDistribCurr", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribCurr", HFILL } - }, - { &hf_fix_CommCurrency, - { "CommCurrency (479)", "fix.CommCurrency", - FT_STRING, BASE_NONE, NULL, 0x00, - "CommCurrency", HFILL } - }, - { &hf_fix_CancellationRights, - { "CancellationRights (480)", "fix.CancellationRights", - FT_STRING, BASE_NONE, NULL, 0x00, - "CancellationRights", HFILL } - }, - { &hf_fix_MoneyLaunderingStatus, - { "MoneyLaunderingStatus (481)", "fix.MoneyLaunderingStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "MoneyLaunderingStatus", HFILL } - }, - { &hf_fix_MailingInst, - { "MailingInst (482)", "fix.MailingInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "MailingInst", HFILL } - }, - { &hf_fix_TransBkdTime, - { "TransBkdTime (483)", "fix.TransBkdTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "TransBkdTime", HFILL } - }, - { &hf_fix_ExecPriceType, - { "ExecPriceType (484)", "fix.ExecPriceType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecPriceType", HFILL } - }, - { &hf_fix_ExecPriceAdjustment, - { "ExecPriceAdjustment (485)", "fix.ExecPriceAdjustment", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecPriceAdjustment", HFILL } - }, - { &hf_fix_DateOfBirth, - { "DateOfBirth (486)", "fix.DateOfBirth", - FT_STRING, BASE_NONE, NULL, 0x00, - "DateOfBirth", HFILL } - }, - { &hf_fix_TradeReportTransType, - { "TradeReportTransType (487)", "fix.TradeReportTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeReportTransType", HFILL } - }, - { &hf_fix_CardHolderName, - { "CardHolderName (488)", "fix.CardHolderName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CardHolderName", HFILL } - }, - { &hf_fix_CardNumber, - { "CardNumber (489)", "fix.CardNumber", - FT_STRING, BASE_NONE, NULL, 0x00, - "CardNumber", HFILL } - }, - { &hf_fix_CardExpDate, - { "CardExpDate (490)", "fix.CardExpDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "CardExpDate", HFILL } - }, - { &hf_fix_CardIssNo, - { "CardIssNo (491)", "fix.CardIssNo", - FT_STRING, BASE_NONE, NULL, 0x00, - "CardIssNo", HFILL } - }, - { &hf_fix_PaymentMethod, - { "PaymentMethod (492)", "fix.PaymentMethod", - FT_STRING, BASE_NONE, NULL, 0x00, - "PaymentMethod", HFILL } - }, - { &hf_fix_RegistAcctType, - { "RegistAcctType (493)", "fix.RegistAcctType", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistAcctType", HFILL } - }, - { &hf_fix_Designation, - { "Designation (494)", "fix.Designation", - FT_STRING, BASE_NONE, NULL, 0x00, - "Designation", HFILL } - }, - { &hf_fix_TaxAdvantageType, - { "TaxAdvantageType (495)", "fix.TaxAdvantageType", - FT_STRING, BASE_NONE, NULL, 0x00, - "TaxAdvantageType", HFILL } - }, - { &hf_fix_RegistRejReasonText, - { "RegistRejReasonText (496)", "fix.RegistRejReasonText", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistRejReasonText", HFILL } - }, - { &hf_fix_FundRenewWaiv, - { "FundRenewWaiv (497)", "fix.FundRenewWaiv", - FT_STRING, BASE_NONE, NULL, 0x00, - "FundRenewWaiv", HFILL } - }, - { &hf_fix_CashDistribAgentName, - { "CashDistribAgentName (498)", "fix.CashDistribAgentName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribAgentName", HFILL } - }, - { &hf_fix_CashDistribAgentCode, - { "CashDistribAgentCode (499)", "fix.CashDistribAgentCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribAgentCode", HFILL } - }, - { &hf_fix_CashDistribAgentAcctNumber, - { "CashDistribAgentAcctNumber (500)", "fix.CashDistribAgentAcctNumber", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribAgentAcctNumber", HFILL } - }, - { &hf_fix_CashDistribPayRef, - { "CashDistribPayRef (501)", "fix.CashDistribPayRef", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribPayRef", HFILL } - }, - { &hf_fix_CashDistribAgentAcctName, - { "CashDistribAgentAcctName (502)", "fix.CashDistribAgentAcctName", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashDistribAgentAcctName", HFILL } - }, - { &hf_fix_CardStartDate, - { "CardStartDate (503)", "fix.CardStartDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "CardStartDate", HFILL } - }, - { &hf_fix_PaymentDate, - { "PaymentDate (504)", "fix.PaymentDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "PaymentDate", HFILL } - }, - { &hf_fix_PaymentRemitterID, - { "PaymentRemitterID (505)", "fix.PaymentRemitterID", - FT_STRING, BASE_NONE, NULL, 0x00, - "PaymentRemitterID", HFILL } - }, - { &hf_fix_RegistStatus, - { "RegistStatus (506)", "fix.RegistStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistStatus", HFILL } - }, - { &hf_fix_RegistRejReasonCode, - { "RegistRejReasonCode (507)", "fix.RegistRejReasonCode", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistRejReasonCode", HFILL } - }, - { &hf_fix_RegistRefID, - { "RegistRefID (508)", "fix.RegistRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistRefID", HFILL } - }, - { &hf_fix_RegistDetls, - { "RegistDetls (509)", "fix.RegistDetls", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistDetls", HFILL } - }, - { &hf_fix_NoDistribInsts, - { "NoDistribInsts (510)", "fix.NoDistribInsts", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoDistribInsts", HFILL } - }, - { &hf_fix_RegistEmail, - { "RegistEmail (511)", "fix.RegistEmail", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistEmail", HFILL } - }, - { &hf_fix_DistribPercentage, - { "DistribPercentage (512)", "fix.DistribPercentage", - FT_STRING, BASE_NONE, NULL, 0x00, - "DistribPercentage", HFILL } - }, - { &hf_fix_RegistID, - { "RegistID (513)", "fix.RegistID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistID", HFILL } - }, - { &hf_fix_RegistTransType, - { "RegistTransType (514)", "fix.RegistTransType", - FT_STRING, BASE_NONE, NULL, 0x00, - "RegistTransType", HFILL } - }, - { &hf_fix_ExecValuationPoint, - { "ExecValuationPoint (515)", "fix.ExecValuationPoint", - FT_STRING, BASE_NONE, NULL, 0x00, - "ExecValuationPoint", HFILL } - }, - { &hf_fix_OrderPercent, - { "OrderPercent (516)", "fix.OrderPercent", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderPercent", HFILL } - }, - { &hf_fix_OwnershipType, - { "OwnershipType (517)", "fix.OwnershipType", - FT_STRING, BASE_NONE, NULL, 0x00, - "OwnershipType", HFILL } - }, - { &hf_fix_NoContAmts, - { "NoContAmts (518)", "fix.NoContAmts", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoContAmts", HFILL } - }, - { &hf_fix_ContAmtType, - { "ContAmtType (519)", "fix.ContAmtType", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContAmtType", HFILL } - }, - { &hf_fix_ContAmtValue, - { "ContAmtValue (520)", "fix.ContAmtValue", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContAmtValue", HFILL } - }, - { &hf_fix_ContAmtCurr, - { "ContAmtCurr (521)", "fix.ContAmtCurr", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContAmtCurr", HFILL } - }, - { &hf_fix_OwnerType, - { "OwnerType (522)", "fix.OwnerType", - FT_STRING, BASE_NONE, NULL, 0x00, - "OwnerType", HFILL } - }, - { &hf_fix_PartySubID, - { "PartySubID (523)", "fix.PartySubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "PartySubID", HFILL } - }, - { &hf_fix_NestedPartyID, - { "NestedPartyID (524)", "fix.NestedPartyID", - FT_STRING, BASE_NONE, NULL, 0x00, - "NestedPartyID", HFILL } - }, - { &hf_fix_NestedPartyIDSource, - { "NestedPartyIDSource (525)", "fix.NestedPartyIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "NestedPartyIDSource", HFILL } - }, - { &hf_fix_SecondaryClOrdID, - { "SecondaryClOrdID (526)", "fix.SecondaryClOrdID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecondaryClOrdID", HFILL } - }, - { &hf_fix_SecondaryExecID, - { "SecondaryExecID (527)", "fix.SecondaryExecID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecondaryExecID", HFILL } - }, - { &hf_fix_OrderCapacity, - { "OrderCapacity (528)", "fix.OrderCapacity", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderCapacity", HFILL } - }, - { &hf_fix_OrderRestrictions, - { "OrderRestrictions (529)", "fix.OrderRestrictions", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrderRestrictions", HFILL } - }, - { &hf_fix_MassCancelRequestType, - { "MassCancelRequestType (530)", "fix.MassCancelRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MassCancelRequestType", HFILL } - }, - { &hf_fix_MassCancelResponse, - { "MassCancelResponse (531)", "fix.MassCancelResponse", - FT_STRING, BASE_NONE, NULL, 0x00, - "MassCancelResponse", HFILL } - }, - { &hf_fix_MassCancelRejectReason, - { "MassCancelRejectReason (532)", "fix.MassCancelRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "MassCancelRejectReason", HFILL } - }, - { &hf_fix_TotalAffectedOrders, - { "TotalAffectedOrders (533)", "fix.TotalAffectedOrders", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalAffectedOrders", HFILL } - }, - { &hf_fix_NoAffectedOrders, - { "NoAffectedOrders (534)", "fix.NoAffectedOrders", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoAffectedOrders", HFILL } - }, - { &hf_fix_AffectedOrderID, - { "AffectedOrderID (535)", "fix.AffectedOrderID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AffectedOrderID", HFILL } - }, - { &hf_fix_AffectedSecondaryOrderID, - { "AffectedSecondaryOrderID (536)", "fix.AffectedSecondaryOrderID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AffectedSecondaryOrderID", HFILL } - }, - { &hf_fix_QuoteType, - { "QuoteType (537)", "fix.QuoteType", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteType", HFILL } - }, - { &hf_fix_NestedPartyRole, - { "NestedPartyRole (538)", "fix.NestedPartyRole", - FT_STRING, BASE_NONE, NULL, 0x00, - "NestedPartyRole", HFILL } - }, - { &hf_fix_NoNestedPartyIDs, - { "NoNestedPartyIDs (539)", "fix.NoNestedPartyIDs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoNestedPartyIDs", HFILL } - }, - { &hf_fix_TotalAccruedInterestAmt, - { "TotalAccruedInterestAmt (540)", "fix.TotalAccruedInterestAmt", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalAccruedInterestAmt", HFILL } - }, - { &hf_fix_MaturityDate, - { "MaturityDate (541)", "fix.MaturityDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "MaturityDate", HFILL } - }, - { &hf_fix_UnderlyingMaturityDate, - { "UnderlyingMaturityDate (542)", "fix.UnderlyingMaturityDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingMaturityDate", HFILL } - }, - { &hf_fix_InstrRegistry, - { "InstrRegistry (543)", "fix.InstrRegistry", - FT_STRING, BASE_NONE, NULL, 0x00, - "InstrRegistry", HFILL } - }, - { &hf_fix_CashMargin, - { "CashMargin (544)", "fix.CashMargin", - FT_STRING, BASE_NONE, NULL, 0x00, - "CashMargin", HFILL } - }, - { &hf_fix_NestedPartySubID, - { "NestedPartySubID (545)", "fix.NestedPartySubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "NestedPartySubID", HFILL } - }, - { &hf_fix_Scope, - { "Scope (546)", "fix.Scope", - FT_STRING, BASE_NONE, NULL, 0x00, - "Scope", HFILL } - }, - { &hf_fix_MDImplicitDelete, - { "MDImplicitDelete (547)", "fix.MDImplicitDelete", - FT_STRING, BASE_NONE, NULL, 0x00, - "MDImplicitDelete", HFILL } - }, - { &hf_fix_CrossID, - { "CrossID (548)", "fix.CrossID", - FT_STRING, BASE_NONE, NULL, 0x00, - "CrossID", HFILL } - }, - { &hf_fix_CrossType, - { "CrossType (549)", "fix.CrossType", - FT_STRING, BASE_NONE, NULL, 0x00, - "CrossType", HFILL } - }, - { &hf_fix_CrossPrioritization, - { "CrossPrioritization (550)", "fix.CrossPrioritization", - FT_STRING, BASE_NONE, NULL, 0x00, - "CrossPrioritization", HFILL } - }, - { &hf_fix_OrigCrossID, - { "OrigCrossID (551)", "fix.OrigCrossID", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrigCrossID", HFILL } - }, - { &hf_fix_NoSides, - { "NoSides (552)", "fix.NoSides", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoSides", HFILL } - }, - { &hf_fix_Username, - { "Username (553)", "fix.Username", - FT_STRING, BASE_NONE, NULL, 0x00, - "Username", HFILL } - }, - { &hf_fix_Password, - { "Password (554)", "fix.Password", - FT_STRING, BASE_NONE, NULL, 0x00, - "Password", HFILL } - }, - { &hf_fix_NoLegs, - { "NoLegs (555)", "fix.NoLegs", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoLegs", HFILL } - }, - { &hf_fix_LegCurrency, - { "LegCurrency (556)", "fix.LegCurrency", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCurrency", HFILL } - }, - { &hf_fix_TotalNumSecurityTypes, - { "TotalNumSecurityTypes (557)", "fix.TotalNumSecurityTypes", - FT_STRING, BASE_NONE, NULL, 0x00, - "TotalNumSecurityTypes", HFILL } - }, - { &hf_fix_NoSecurityTypes, - { "NoSecurityTypes (558)", "fix.NoSecurityTypes", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoSecurityTypes", HFILL } - }, - { &hf_fix_SecurityListRequestType, - { "SecurityListRequestType (559)", "fix.SecurityListRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityListRequestType", HFILL } - }, - { &hf_fix_SecurityRequestResult, - { "SecurityRequestResult (560)", "fix.SecurityRequestResult", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecurityRequestResult", HFILL } - }, - { &hf_fix_RoundLot, - { "RoundLot (561)", "fix.RoundLot", - FT_STRING, BASE_NONE, NULL, 0x00, - "RoundLot", HFILL } - }, - { &hf_fix_MinTradeVol, - { "MinTradeVol (562)", "fix.MinTradeVol", - FT_STRING, BASE_NONE, NULL, 0x00, - "MinTradeVol", HFILL } - }, - { &hf_fix_MultiLegRptTypeReq, - { "MultiLegRptTypeReq (563)", "fix.MultiLegRptTypeReq", - FT_STRING, BASE_NONE, NULL, 0x00, - "MultiLegRptTypeReq", HFILL } - }, - { &hf_fix_LegPositionEffect, - { "LegPositionEffect (564)", "fix.LegPositionEffect", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegPositionEffect", HFILL } - }, - { &hf_fix_LegCoveredOrUncovered, - { "LegCoveredOrUncovered (565)", "fix.LegCoveredOrUncovered", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCoveredOrUncovered", HFILL } - }, - { &hf_fix_LegPrice, - { "LegPrice (566)", "fix.LegPrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegPrice", HFILL } - }, - { &hf_fix_TradSesStatusRejReason, - { "TradSesStatusRejReason (567)", "fix.TradSesStatusRejReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradSesStatusRejReason", HFILL } - }, - { &hf_fix_TradeRequestID, - { "TradeRequestID (568)", "fix.TradeRequestID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeRequestID", HFILL } - }, - { &hf_fix_TradeRequestType, - { "TradeRequestType (569)", "fix.TradeRequestType", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeRequestType", HFILL } - }, - { &hf_fix_PreviouslyReported, - { "PreviouslyReported (570)", "fix.PreviouslyReported", - FT_STRING, BASE_NONE, NULL, 0x00, - "PreviouslyReported", HFILL } - }, - { &hf_fix_TradeReportID, - { "TradeReportID (571)", "fix.TradeReportID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeReportID", HFILL } - }, - { &hf_fix_TradeReportRefID, - { "TradeReportRefID (572)", "fix.TradeReportRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeReportRefID", HFILL } - }, - { &hf_fix_MatchStatus, - { "MatchStatus (573)", "fix.MatchStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "MatchStatus", HFILL } - }, - { &hf_fix_MatchType, - { "MatchType (574)", "fix.MatchType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MatchType", HFILL } - }, - { &hf_fix_OddLot, - { "OddLot (575)", "fix.OddLot", - FT_STRING, BASE_NONE, NULL, 0x00, - "OddLot", HFILL } - }, - { &hf_fix_NoClearingInstructions, - { "NoClearingInstructions (576)", "fix.NoClearingInstructions", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoClearingInstructions", HFILL } - }, - { &hf_fix_ClearingInstruction, - { "ClearingInstruction (577)", "fix.ClearingInstruction", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClearingInstruction", HFILL } - }, - { &hf_fix_TradeInputSource, - { "TradeInputSource (578)", "fix.TradeInputSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeInputSource", HFILL } - }, - { &hf_fix_TradeInputDevice, - { "TradeInputDevice (579)", "fix.TradeInputDevice", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradeInputDevice", HFILL } - }, - { &hf_fix_NoDates, - { "NoDates (580)", "fix.NoDates", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoDates", HFILL } - }, - { &hf_fix_AccountType, - { "AccountType (581)", "fix.AccountType", - FT_STRING, BASE_NONE, NULL, 0x00, - "AccountType", HFILL } - }, - { &hf_fix_CustOrderCapacity, - { "CustOrderCapacity (582)", "fix.CustOrderCapacity", - FT_STRING, BASE_NONE, NULL, 0x00, - "CustOrderCapacity", HFILL } - }, - { &hf_fix_ClOrdLinkID, - { "ClOrdLinkID (583)", "fix.ClOrdLinkID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClOrdLinkID", HFILL } - }, - { &hf_fix_MassStatusReqID, - { "MassStatusReqID (584)", "fix.MassStatusReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "MassStatusReqID", HFILL } - }, - { &hf_fix_MassStatusReqType, - { "MassStatusReqType (585)", "fix.MassStatusReqType", - FT_STRING, BASE_NONE, NULL, 0x00, - "MassStatusReqType", HFILL } - }, - { &hf_fix_OrigOrdModTime, - { "OrigOrdModTime (586)", "fix.OrigOrdModTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "OrigOrdModTime", HFILL } - }, - { &hf_fix_LegSettlmntTyp, - { "LegSettlmntTyp (587)", "fix.LegSettlmntTyp", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSettlmntTyp", HFILL } - }, - { &hf_fix_LegFutSettDate, - { "LegFutSettDate (588)", "fix.LegFutSettDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegFutSettDate", HFILL } - }, - { &hf_fix_DayBookingInst, - { "DayBookingInst (589)", "fix.DayBookingInst", - FT_STRING, BASE_NONE, NULL, 0x00, - "DayBookingInst", HFILL } - }, - { &hf_fix_BookingUnit, - { "BookingUnit (590)", "fix.BookingUnit", - FT_STRING, BASE_NONE, NULL, 0x00, - "BookingUnit", HFILL } - }, - { &hf_fix_PreallocMethod, - { "PreallocMethod (591)", "fix.PreallocMethod", - FT_STRING, BASE_NONE, NULL, 0x00, - "PreallocMethod", HFILL } - }, - { &hf_fix_UnderlyingCountryOfIssue, - { "UnderlyingCountryOfIssue (592)", "fix.UnderlyingCountryOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingCountryOfIssue", HFILL } - }, - { &hf_fix_UnderlyingStateOrProvinceOfIssue, - { "UnderlyingStateOrProvinceOfIssue (593)", "fix.UnderlyingStateOrProvinceOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingStateOrProvinceOfIssue", HFILL } - }, - { &hf_fix_UnderlyingLocaleOfIssue, - { "UnderlyingLocaleOfIssue (594)", "fix.UnderlyingLocaleOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingLocaleOfIssue", HFILL } - }, - { &hf_fix_UnderlyingInstrRegistry, - { "UnderlyingInstrRegistry (595)", "fix.UnderlyingInstrRegistry", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingInstrRegistry", HFILL } - }, - { &hf_fix_LegCountryOfIssue, - { "LegCountryOfIssue (596)", "fix.LegCountryOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCountryOfIssue", HFILL } - }, - { &hf_fix_LegStateOrProvinceOfIssue, - { "LegStateOrProvinceOfIssue (597)", "fix.LegStateOrProvinceOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegStateOrProvinceOfIssue", HFILL } - }, - { &hf_fix_LegLocaleOfIssue, - { "LegLocaleOfIssue (598)", "fix.LegLocaleOfIssue", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegLocaleOfIssue", HFILL } - }, - { &hf_fix_LegInstrRegistry, - { "LegInstrRegistry (599)", "fix.LegInstrRegistry", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegInstrRegistry", HFILL } - }, - { &hf_fix_LegSymbol, - { "LegSymbol (600)", "fix.LegSymbol", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSymbol", HFILL } - }, - { &hf_fix_LegSymbolSfx, - { "LegSymbolSfx (601)", "fix.LegSymbolSfx", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSymbolSfx", HFILL } - }, - { &hf_fix_LegSecurityID, - { "LegSecurityID (602)", "fix.LegSecurityID", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityID", HFILL } - }, - { &hf_fix_LegSecurityIDSource, - { "LegSecurityIDSource (603)", "fix.LegSecurityIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityIDSource", HFILL } - }, - { &hf_fix_NoLegSecurityAltID, - { "NoLegSecurityAltID (604)", "fix.NoLegSecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoLegSecurityAltID", HFILL } - }, - { &hf_fix_LegSecurityAltID, - { "LegSecurityAltID (605)", "fix.LegSecurityAltID", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityAltID", HFILL } - }, - { &hf_fix_LegSecurityAltIDSource, - { "LegSecurityAltIDSource (606)", "fix.LegSecurityAltIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityAltIDSource", HFILL } - }, - { &hf_fix_LegProduct, - { "LegProduct (607)", "fix.LegProduct", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegProduct", HFILL } - }, - { &hf_fix_LegCFICode, - { "LegCFICode (608)", "fix.LegCFICode", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCFICode", HFILL } - }, - { &hf_fix_LegSecurityType, - { "LegSecurityType (609)", "fix.LegSecurityType", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityType", HFILL } - }, - { &hf_fix_LegMaturityMonthYear, - { "LegMaturityMonthYear (610)", "fix.LegMaturityMonthYear", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegMaturityMonthYear", HFILL } - }, - { &hf_fix_LegMaturityDate, - { "LegMaturityDate (611)", "fix.LegMaturityDate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegMaturityDate", HFILL } - }, - { &hf_fix_LegStrikePrice, - { "LegStrikePrice (612)", "fix.LegStrikePrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegStrikePrice", HFILL } - }, - { &hf_fix_LegOptAttribute, - { "LegOptAttribute (613)", "fix.LegOptAttribute", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegOptAttribute", HFILL } - }, - { &hf_fix_LegContractMultiplier, - { "LegContractMultiplier (614)", "fix.LegContractMultiplier", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegContractMultiplier", HFILL } - }, - { &hf_fix_LegCouponRate, - { "LegCouponRate (615)", "fix.LegCouponRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegCouponRate", HFILL } - }, - { &hf_fix_LegSecurityExchange, - { "LegSecurityExchange (616)", "fix.LegSecurityExchange", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityExchange", HFILL } - }, - { &hf_fix_LegIssuer, - { "LegIssuer (617)", "fix.LegIssuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegIssuer", HFILL } - }, - { &hf_fix_EncodedLegIssuerLen, - { "EncodedLegIssuerLen (618)", "fix.EncodedLegIssuerLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedLegIssuerLen", HFILL } - }, - { &hf_fix_EncodedLegIssuer, - { "EncodedLegIssuer (619)", "fix.EncodedLegIssuer", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedLegIssuer", HFILL } - }, - { &hf_fix_LegSecurityDesc, - { "LegSecurityDesc (620)", "fix.LegSecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSecurityDesc", HFILL } - }, - { &hf_fix_EncodedLegSecurityDescLen, - { "EncodedLegSecurityDescLen (621)", "fix.EncodedLegSecurityDescLen", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedLegSecurityDescLen", HFILL } - }, - { &hf_fix_EncodedLegSecurityDesc, - { "EncodedLegSecurityDesc (622)", "fix.EncodedLegSecurityDesc", - FT_STRING, BASE_NONE, NULL, 0x00, - "EncodedLegSecurityDesc", HFILL } - }, - { &hf_fix_LegRatioQty, - { "LegRatioQty (623)", "fix.LegRatioQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRatioQty", HFILL } - }, - { &hf_fix_LegSide, - { "LegSide (624)", "fix.LegSide", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegSide", HFILL } - }, - { &hf_fix_TradingSessionSubID, - { "TradingSessionSubID (625)", "fix.TradingSessionSubID", - FT_STRING, BASE_NONE, NULL, 0x00, - "TradingSessionSubID", HFILL } - }, - { &hf_fix_AllocType, - { "AllocType (626)", "fix.AllocType", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocType", HFILL } - }, - { &hf_fix_NoHops, - { "NoHops (627)", "fix.NoHops", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoHops", HFILL } - }, - { &hf_fix_HopCompID, - { "HopCompID (628)", "fix.HopCompID", - FT_STRING, BASE_NONE, NULL, 0x00, - "HopCompID", HFILL } - }, - { &hf_fix_HopSendingTime, - { "HopSendingTime (629)", "fix.HopSendingTime", - FT_STRING, BASE_NONE, NULL, 0x00, - "HopSendingTime", HFILL } - }, - { &hf_fix_HopRefID, - { "HopRefID (630)", "fix.HopRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "HopRefID", HFILL } - }, - { &hf_fix_MidPx, - { "MidPx (631)", "fix.MidPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "MidPx", HFILL } - }, - { &hf_fix_BidYield, - { "BidYield (632)", "fix.BidYield", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidYield", HFILL } - }, - { &hf_fix_MidYield, - { "MidYield (633)", "fix.MidYield", - FT_STRING, BASE_NONE, NULL, 0x00, - "MidYield", HFILL } - }, - { &hf_fix_OfferYield, - { "OfferYield (634)", "fix.OfferYield", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferYield", HFILL } - }, - { &hf_fix_ClearingFeeIndicator, - { "ClearingFeeIndicator (635)", "fix.ClearingFeeIndicator", - FT_STRING, BASE_NONE, NULL, 0x00, - "ClearingFeeIndicator", HFILL } - }, - { &hf_fix_WorkingIndicator, - { "WorkingIndicator (636)", "fix.WorkingIndicator", - FT_STRING, BASE_NONE, NULL, 0x00, - "WorkingIndicator", HFILL } - }, - { &hf_fix_LegLastPx, - { "LegLastPx (637)", "fix.LegLastPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegLastPx", HFILL } - }, - { &hf_fix_PriorityIndicator, - { "PriorityIndicator (638)", "fix.PriorityIndicator", - FT_STRING, BASE_NONE, NULL, 0x00, - "PriorityIndicator", HFILL } - }, - { &hf_fix_PriceImprovement, - { "PriceImprovement (639)", "fix.PriceImprovement", - FT_STRING, BASE_NONE, NULL, 0x00, - "PriceImprovement", HFILL } - }, - { &hf_fix_Price2, - { "Price2 (640)", "fix.Price2", - FT_STRING, BASE_NONE, NULL, 0x00, - "Price2", HFILL } - }, - { &hf_fix_LastForwardPoints2, - { "LastForwardPoints2 (641)", "fix.LastForwardPoints2", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastForwardPoints2", HFILL } - }, - { &hf_fix_BidForwardPoints2, - { "BidForwardPoints2 (642)", "fix.BidForwardPoints2", - FT_STRING, BASE_NONE, NULL, 0x00, - "BidForwardPoints2", HFILL } - }, - { &hf_fix_OfferForwardPoints2, - { "OfferForwardPoints2 (643)", "fix.OfferForwardPoints2", - FT_STRING, BASE_NONE, NULL, 0x00, - "OfferForwardPoints2", HFILL } - }, - { &hf_fix_RFQReqID, - { "RFQReqID (644)", "fix.RFQReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "RFQReqID", HFILL } - }, - { &hf_fix_MktBidPx, - { "MktBidPx (645)", "fix.MktBidPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "MktBidPx", HFILL } - }, - { &hf_fix_MktOfferPx, - { "MktOfferPx (646)", "fix.MktOfferPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "MktOfferPx", HFILL } - }, - { &hf_fix_MinBidSize, - { "MinBidSize (647)", "fix.MinBidSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "MinBidSize", HFILL } - }, - { &hf_fix_MinOfferSize, - { "MinOfferSize (648)", "fix.MinOfferSize", - FT_STRING, BASE_NONE, NULL, 0x00, - "MinOfferSize", HFILL } - }, - { &hf_fix_QuoteStatusReqID, - { "QuoteStatusReqID (649)", "fix.QuoteStatusReqID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteStatusReqID", HFILL } - }, - { &hf_fix_LegalConfirm, - { "LegalConfirm (650)", "fix.LegalConfirm", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegalConfirm", HFILL } - }, - { &hf_fix_UnderlyingLastPx, - { "UnderlyingLastPx (651)", "fix.UnderlyingLastPx", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingLastPx", HFILL } - }, - { &hf_fix_UnderlyingLastQty, - { "UnderlyingLastQty (652)", "fix.UnderlyingLastQty", - FT_STRING, BASE_NONE, NULL, 0x00, - "UnderlyingLastQty", HFILL } - }, - { &hf_fix_SecDefStatus, - { "SecDefStatus (653)", "fix.SecDefStatus", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecDefStatus", HFILL } - }, - { &hf_fix_LegRefID, - { "LegRefID (654)", "fix.LegRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "LegRefID", HFILL } - }, - { &hf_fix_ContraLegRefID, - { "ContraLegRefID (655)", "fix.ContraLegRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "ContraLegRefID", HFILL } - }, - { &hf_fix_SettlCurrBidFxRate, - { "SettlCurrBidFxRate (656)", "fix.SettlCurrBidFxRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrBidFxRate", HFILL } - }, - { &hf_fix_SettlCurrOfferFxRate, - { "SettlCurrOfferFxRate (657)", "fix.SettlCurrOfferFxRate", - FT_STRING, BASE_NONE, NULL, 0x00, - "SettlCurrOfferFxRate", HFILL } - }, - { &hf_fix_QuoteRequestRejectReason, - { "QuoteRequestRejectReason (658)", "fix.QuoteRequestRejectReason", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteRequestRejectReason", HFILL } - }, - { &hf_fix_SideComplianceID, - { "SideComplianceID (659)", "fix.SideComplianceID", - FT_STRING, BASE_NONE, NULL, 0x00, - "SideComplianceID", HFILL } - }, - { &hf_fix_BenchmarkPrice, - { "BenchmarkPrice (662)", "fix.BenchmarkPrice", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkPrice", HFILL } - }, - { &hf_fix_BenchmarkPriceType, - { "BenchmarkPriceType (663)", "fix.BenchmarkPriceType", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkPriceType", HFILL } - }, - { &hf_fix_Pool, - { "Pool (691)", "fix.Pool", - FT_STRING, BASE_NONE, NULL, 0x00, - "Pool", HFILL } - }, - { &hf_fix_QuoteRespID, - { "QuoteRespID (693)", "fix.QuoteRespID", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteRespID", HFILL } - }, - { &hf_fix_QuoteRespType, - { "QuoteRespType (694)", "fix.QuoteRespType", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteRespType", HFILL } - }, - { &hf_fix_QuoteQualifier, - { "QuoteQualifier (695)", "fix.QuoteQualifier", - FT_STRING, BASE_NONE, NULL, 0x00, - "QuoteQualifier", HFILL } - }, - { &hf_fix_BenchmarkSecurityID, - { "BenchmarkSecurityID (699)", "fix.BenchmarkSecurityID", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkSecurityID", HFILL } - }, - { &hf_fix_NoQuoteQualifiers, - { "NoQuoteQualifiers (735)", "fix.NoQuoteQualifiers", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoQuoteQualifiers", HFILL } - }, - { &hf_fix_BenchmarkSecurityIDSource, - { "BenchmarkSecurityIDSource (761)", "fix.BenchmarkSecurityIDSource", - FT_STRING, BASE_NONE, NULL, 0x00, - "BenchmarkSecurityIDSource", HFILL } - }, - { &hf_fix_SecuritySubType, - { "SecuritySubType (762)", "fix.SecuritySubType", - FT_STRING, BASE_NONE, NULL, 0x00, - "SecuritySubType", HFILL } - }, - { &hf_fix_AllocReportRefID, - { "AllocReportRefID (795)", "fix.AllocReportRefID", - FT_STRING, BASE_NONE, NULL, 0x00, - "AllocReportRefID", HFILL } - }, - { &hf_fix_NoInstrAttrib, - { "NoInstrAttrib (870)", "fix.NoInstrAttrib", - FT_STRING, BASE_NONE, NULL, 0x00, - "NoInstrAttrib", HFILL } - }, - { &hf_fix_InstrAttribType, - { "InstrAttribType (871)", "fix.InstrAttribType", - FT_STRING, BASE_NONE, NULL, 0x00, - "InstrAttribType", HFILL } - }, - { &hf_fix_InstrAttribValue, - { "InstrAttribValue (872)", "fix.InstrAttribValue", - FT_STRING, BASE_NONE, NULL, 0x00, - "InstrAttribValue", HFILL } - }, - { &hf_fix_LastFragment, - { "LastFragment (893)", "fix.LastFragment", - FT_STRING, BASE_NONE, NULL, 0x00, - "LastFragment", HFILL } - }, + { &hf_fix_data, + { "Continuation Data", "fix.data", FT_BYTES, BASE_HEX, NULL, 0x00, + "Continuation Data", HFILL } + }, + + { &hf_fix_field_tag, + { "Field Tag", "fix.field.tag", FT_UINT16, BASE_DEC, NULL, 0x0, + "Field length.", HFILL }}, + + { &hf_fix_field_value, + { "Field Value", "fix.field.value", FT_STRING, BASE_NONE, NULL, 0x0, + "Field value", HFILL }}, + + { &hf_fix_checksum_good, + { "Good Checksum", "fix.checksum_good", FT_BOOLEAN, BASE_NONE, NULL, 0x0, + "True: checksum matches packet content; False: doesn't match content or not checked", HFILL }}, + + { &hf_fix_checksum_bad, + { "Bad Checksum", "fix.checksum_bad", FT_BOOLEAN, BASE_NONE, NULL, 0x0, + "True: checksum doesn't match packet content; False: matches content or not checked", HFILL }}, }; /* Setup protocol subtree array */ static gint *ett[] = { &ett_fix, + &ett_unknow, + &ett_badfield, + &ett_checksum, }; + module_t *fix_module; + /* register re-init routine */ register_init_routine(&dissect_fix_init); @@ -6428,7 +523,19 @@ proto_register_fix(void) /* Required function calls to register the header fields and subtrees used */ proto_register_field_array(proto_fix, hf, array_length(hf)); + proto_register_field_array(proto_fix, hf_FIX, array_length(hf_FIX)); proto_register_subtree_array(ett, array_length(ett)); + + fix_module = prefs_register_protocol(proto_fix, fix_prefs); + prefs_register_bool_preference(fix_module, "desegment", + "Reassemble FIX messages spanning multiple TCP segments", + "Whether the FIX dissector should reassemble messages spanning multiple TCP segments." + " To use this option, you must also enable \"Allow subdissectors to reassemble TCP streams\" in the TCP protocol settings.", + &fix_desegment); + + prefs_register_range_preference(fix_module, "tcp.port", "TCP Ports", "TCP Ports range", &global_fix_tcp_range, 65535); + + fix_tcp_range = range_empty(); } @@ -6439,11 +546,10 @@ proto_register_fix(void) void proto_reg_handoff_fix(void) { - dissector_handle_t fix_handle; /* Let the tcp dissector know that we're interested in traffic */ - heur_dissector_add("tcp", dissect_fix, proto_fix); + heur_dissector_add("tcp", dissect_fix_heur, proto_fix); /* Register a fix handle to "tcp.port" to be able to do 'decode-as' */ - fix_handle = new_create_dissector_handle(dissect_fix, proto_fix); + fix_handle = create_dissector_handle(dissect_fix, proto_fix); dissector_add_handle("tcp.port", fix_handle); } diff --git a/epan/dissectors/packet-fix.h b/epan/dissectors/packet-fix.h new file mode 100644 index 0000000000..126bceb625 --- /dev/null +++ b/epan/dissectors/packet-fix.h @@ -0,0 +1,8575 @@ +/* DO NOT EDIT + * This file is autogenerated + */ + + + 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" }, + { "", NULL } + }; + + static const value_string AdvSide_val[] = { + { 'B', "BUY" }, + { 'S', "SELL" }, + { 'X', "CROSS" }, + { 'T', "TRADE" }, + { 0, NULL } + }; + + + static const string_string AdvTransType_val[] = { + { "N", "NEW" }, + { "C", "CANCEL" }, + { "R", "REPLACE" }, + { 0, NULL } + }; + + + static const value_string CommType_val[] = { + { '1', "PER UNIT" }, + { '2', "PERCENTAGE" }, + { '3', "ABSOLUTE" }, + { '4', "PERCENTAGE WAIVED CASH DISCOUNT" }, + { '5', "PERCENTAGE WAIVED ENHANCED UNITS" }, + { '6', "POINTS PER BOND OR OR CONTRACT" }, + { 0, NULL } + }; + + + static const value_string ExecInst_val[] = { + { '1', "NOT HELD" }, + { '2', "WORK" }, + { '3', "GO ALONG" }, + { '4', "OVER THE DAY" }, + { '5', "HELD" }, + { '6', "PARTICIPATE DONT INITIATE" }, + { '7', "STRICT SCALE" }, + { '8', "TRY TO SCALE" }, + { '9', "STAY ON BIDSIDE" }, + { '0', "STAY ON OFFERSIDE" }, + { 'A', "NO CROSS" }, + { 'B', "OK TO CROSS" }, + { 'C', "CALL FIRST" }, + { 'D', "PERCENT OF VOLUME" }, + { 'E', "DO NOT INCREASE" }, + { 'F', "DO NOT REDUCE" }, + { 'G', "ALL OR NONE" }, + { 'H', "REINSTATE ON SYSTEM FAILURE" }, + { 'I', "INSTITUTIONS ONLY" }, + { 'J', "REINSTATE ON TRADING HALT" }, + { 'K', "CANCEL ON TRADING HALT" }, + { 'L', "LAST PEG" }, + { 'M', "MID PRICE" }, + { 'N', "NON NEGOTIABLE" }, + { 'O', "OPENING PEG" }, + { 'P', "MARKET PEG" }, + { 'Q', "CANCEL ON SYSTEM FAILURE" }, + { 'R', "PRIMARY PEG" }, + { 'S', "SUSPEND" }, + { 'T', "FIXED PEG TO LOCAL BEST BID OR OFFER AT TIME OF ORDER" }, + { 'U', "CUSTOMER DISPLAY INSTRUCTION" }, + { 'V', "NETTING" }, + { 'W', "PEG TO VWAP" }, + { 'X', "TRADE ALONG" }, + { 'Y', "TRY TO STOP" }, + { 'Z', "CANCEL IF NOT BEST" }, + { 'a', "TRAILING STOP PEG" }, + { 'b', "STRICT LIMIT" }, + { 'c', "IGNORE PRICE VALIDITY CHECKS" }, + { 'd', "PEG TO LIMIT PRICE" }, + { 'e', "WORK TO TARGET STRATEGY" }, + { 0, NULL } + }; + + + static const value_string ExecTransType_val[] = { + { '0', "NEW" }, + { '1', "CANCEL" }, + { '2', "CORRECT" }, + { '3', "STATUS" }, + { 0, NULL } + }; + + + static const value_string HandlInst_val[] = { + { '1', "AUTOMATED EXECUTION ORDER PRIVATE" }, + { '2', "AUTOMATED EXECUTION ORDER PUBLIC" }, + { '3', "MANUAL ORDER" }, + { 0, NULL } + }; + + + static const string_string SecurityIDSource_val[] = { + { "1", "CUSIP" }, + { "2", "SEDOL" }, + { "3", "QUIK" }, + { "4", "ISIN NUMBER" }, + { "5", "RIC CODE" }, + { "6", "ISO CURRENCY CODE" }, + { "7", "ISO COUNTRY CODE" }, + { "8", "EXCHANGE SYMBOL" }, + { "9", "CONSOLIDATED TAPE ASSOCIATION" }, + { "A", "BLOOMBERG SYMBOL" }, + { "B", "WERTPAPIER" }, + { "C", "DUTCH" }, + { "D", "VALOREN" }, + { "E", "SICOVAM" }, + { "F", "BELGIAN" }, + { "G", "COMMON" }, + { "H", "CLEARING HOUSE CLEARING ORGANIZATION" }, + { "I", "ISDA FPML PRODUCT SPECIFICATION" }, + { "J", "OPTIONS PRICE REPORTING AUTHORITY" }, + { 0, NULL } + }; + + + static const value_string IOIQltyInd_val[] = { + { 'L', "LOW" }, + { 'M', "MEDIUM" }, + { 'H', "HIGH" }, + { 0, NULL } + }; + + + static const value_string IOITransType_val[] = { + { 'N', "NEW" }, + { 'C', "CANCEL" }, + { 'R', "REPLACE" }, + { 0, NULL } + }; + + + static const value_string LastCapacity_val[] = { + { '1', "AGENT" }, + { '2', "CROSS AS AGENT" }, + { '3', "CROSS AS PRINCIPAL" }, + { '4', "PRINCIPAL" }, + { 0, NULL } + }; + + + static const string_string MsgType_val[] = { + { "0", "HEARTBEAT" }, + { "1", "TEST REQUEST" }, + { "2", "RESEND REQUEST" }, + { "3", "REJECT" }, + { "4", "SEQUENCE RESET" }, + { "5", "LOGOUT" }, + { "6", "INDICATION OF INTEREST" }, + { "7", "ADVERTISEMENT" }, + { "8", "EXECUTION REPORT" }, + { "9", "ORDER CANCEL REJECT" }, + { "A", "LOGON" }, + { "B", "NEWS" }, + { "C", "EMAIL" }, + { "D", "ORDER SINGLE" }, + { "E", "ORDER LIST" }, + { "F", "ORDER CANCEL REQUEST" }, + { "G", "ORDER CANCEL REPLACE REQUEST" }, + { "H", "ORDER STATUS REQUEST" }, + { "J", "ALLOCATION INSTRUCTION" }, + { "K", "LIST CANCEL REQUEST" }, + { "L", "LIST EXECUTE" }, + { "M", "LIST STATUS REQUEST" }, + { "N", "LIST STATUS" }, + { "P", "ALLOCATION INSTRUCTION ACK" }, + { "Q", "DONT KNOW TRADE" }, + { "R", "QUOTE REQUEST" }, + { "S", "QUOTE" }, + { "T", "SETTLEMENT INSTRUCTIONS" }, + { "V", "MARKET DATA REQUEST" }, + { "W", "MARKET DATA SNAPSHOT FULL REFRESH" }, + { "X", "MARKET DATA INCREMENTAL REFRESH" }, + { "Y", "MARKET DATA REQUEST REJECT" }, + { "Z", "QUOTE CANCEL" }, + { "a", "QUOTE STATUS REQUEST" }, + { "b", "MASS QUOTE ACKNOWLEDGEMENT" }, + { "c", "SECURITY DEFINITION REQUEST" }, + { "d", "SECURITY DEFINITION" }, + { "e", "SECURITY STATUS REQUEST" }, + { "f", "SECURITY STATUS" }, + { "g", "TRADING SESSION STATUS REQUEST" }, + { "h", "TRADING SESSION STATUS" }, + { "i", "MASS QUOTE" }, + { "j", "BUSINESS MESSAGE REJECT" }, + { "k", "BID REQUEST" }, + { "l", "BID RESPONSE" }, + { "m", "LIST STRIKE PRICE" }, + { "n", "XML MESSAGE" }, + { "o", "REGISTRATION INSTRUCTIONS" }, + { "p", "REGISTRATION INSTRUCTIONS RESPONSE" }, + { "q", "ORDER MASS CANCEL REQUEST" }, + { "r", "ORDER MASS CANCEL REPORT" }, + { "s", "NEW ORDER CROSS" }, + { "t", "CROSS ORDER CANCEL REPLACE REQUEST" }, + { "u", "CROSS ORDER CANCEL REQUEST" }, + { "v", "SECURITY TYPE REQUEST" }, + { "w", "SECURITY TYPES" }, + { "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[] = { + { '0', "NEW" }, + { '1', "PARTIALLY FILLED" }, + { '2', "FILLED" }, + { '3', "DONE FOR DAY" }, + { '4', "CANCELED" }, + { '5', "REPLACED" }, + { '6', "PENDING CANCEL" }, + { '7', "STOPPED" }, + { '8', "REJECTED" }, + { '9', "SUSPENDED" }, + { 'A', "PENDING NEW" }, + { 'B', "CALCULATED" }, + { 'C', "EXPIRED" }, + { 'D', "ACCEPTED FOR BIDDING" }, + { 'E', "PENDING REPLACE" }, + { 0, NULL } + }; + + + static const value_string OrdType_val[] = { + { '1', "MARKET" }, + { '2', "LIMIT" }, + { '3', "STOP" }, + { '4', "STOP LIMIT" }, + { '5', "MARKET ON CLOSE" }, + { '6', "WITH OR WITHOUT" }, + { '7', "LIMIT OR BETTER" }, + { '8', "LIMIT WITH OR WITHOUT" }, + { '9', "ON BASIS" }, + { 'A', "ON CLOSE" }, + { 'B', "LIMIT ON CLOSE" }, + { 'C', "FOREX MARKET" }, + { 'D', "PREVIOUSLY QUOTED" }, + { 'E', "PREVIOUSLY INDICATED" }, + { 'F', "FOREX LIMIT" }, + { 'G', "FOREX SWAP" }, + { 'H', "FOREX PREVIOUSLY QUOTED" }, + { 'I', "FUNARI" }, + { 'J', "MARKET IF TOUCHED" }, + { 'K', "MARKET WITH LEFTOVER AS LIMIT" }, + { 'L', "PREVIOUS FUND VALUATION POINT" }, + { 'M', "NEXT FUND VALUATION POINT" }, + { 'P', "PEGGED" }, + { 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" }, + { '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" }, + { 'M', "PROGRAM ORDER INDEX ARB FOR OTHER MEMBER" }, + { 'N', "PROGRAM ORDER NON INDEX ARB FOR OTHER MEMBER" }, + { 'O', "PROPRIETARY AFFILIATED" }, + { 'P', "PRINCIPAL" }, + { 'R', "TRANSACTIONS NON MEMBER" }, + { 'S', "SPECIALIST TRADES" }, + { 'T', "TRANSACTIONS UNAFFILIATED MEMBER" }, + { 'U', "PROGRAM ORDER INDEX ARB FOR OTHER AGENCY" }, + { '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" }, + { 0, NULL } + }; + + + static const value_string Side_val[] = { + { '1', "BUY" }, + { '2', "SELL" }, + { '3', "BUY MINUS" }, + { '4', "SELL PLUS" }, + { '5', "SELL SHORT" }, + { '6', "SELL SHORT EXEMPT" }, + { '7', "UNDISCLOSED" }, + { '8', "CROSS" }, + { '9', "CROSS SHORT" }, + { 'A', "CROSS SHORT EXEMPT" }, + { 'B', "AS DEFINED" }, + { 'C', "OPPOSITE" }, + { 'D', "SUBSCRIBE" }, + { 'E', "REDEEM" }, + { 'F', "LEND" }, + { 'G', "BORROW" }, + { 0, NULL } + }; + + + static const value_string TimeInForce_val[] = { + { '0', "DAY" }, + { '1', "GOOD TILL CANCEL" }, + { '2', "AT THE OPENING" }, + { '3', "IMMEDIATE OR CANCEL" }, + { '4', "FILL OR KILL" }, + { '5', "GOOD TILL CROSSING" }, + { '6', "GOOD TILL DATE" }, + { '7', "AT THE CLOSE" }, + { 0, NULL } + }; + + + static const value_string Urgency_val[] = { + { '0', "NORMAL" }, + { '1', "FLASH" }, + { '2', "BACKGROUND" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const string_string SymbolSfx_val[] = { + { "WI", "WHEN ISSUED" }, + { "CD", "A EUCP WITH LUMP SUM INTEREST" }, + { 0, NULL } + }; + + + static const value_string AllocTransType_val[] = { + { '0', "NEW" }, + { '1', "REPLACE" }, + { '2', "CANCEL" }, + { 0, NULL } + }; + + + static const value_string PositionEffect_val[] = { + { 'O', "OPEN" }, + { 'C', "CLOSE" }, + { 'R', "ROLLED" }, + { 'F', "FIFO" }, + { 0, NULL } + }; + + + static const value_string ProcessCode_val[] = { + { '0', "REGULAR" }, + { '1', "SOFT DOLLAR" }, + { '2', "STEP IN" }, + { '3', "STEP OUT" }, + { '4', "SOFT DOLLAR STEP IN" }, + { '5', "SOFT DOLLAR STEP OUT" }, + { '6', "PLAN SPONSOR" }, + { 0, NULL } + }; + + + static const value_string AllocStatus_val[] = { + { 0, "ACCEPTED" }, + { 1, "BLOCK LEVEL REJECT" }, + { 2, "ACCOUNT LEVEL REJECT" }, + { 3, "RECEIVED" }, + { 4, "INCOMPLETE" }, + { 5, "REJECTED BY INTERMEDIARY" }, + { 0, NULL } + }; + + + static const value_string AllocRejCode_val[] = { + { 0, "UNKNOWN ACCOUNT" }, + { 1, "INCORRECT QUANTITY" }, + { 2, "INCORRECT AVERAGE PRICE" }, + { 3, "UNKNOWN EXECUTING BROKER MNEMONIC" }, + { 4, "COMMISSION DIFFERENCE" }, + { 5, "UNKNOWN ORDERID" }, + { 6, "UNKNOWN LISTID" }, + { 7, "OTHER" }, + { 8, "INCORRECT ALLOCATED QUANTITY" }, + { 9, "CALCULATION DIFFERENCE" }, + { 0, NULL } + }; + + + static const value_string EmailType_val[] = { + { '0', "NEW" }, + { '1', "REPLY" }, + { '2', "ADMIN REPLY" }, + { 0, NULL } + }; + + + static const value_string EncryptMethod_val[] = { + { 0, "NONE OTHER" }, + { 1, "PKCS" }, + { 2, "DES" }, + { 3, "PKCS DES" }, + { 4, "PGP DES" }, + { 5, "PGP DES MD5" }, + { 6, "PEM DES MD5" }, + { 0, NULL } + }; + + + static const value_string CxlRejReason_val[] = { + { 0, "TOO LATE TO CANCEL" }, + { 1, "UNKNOWN ORDER" }, + { 2, "BROKER EXCHANGE OPTION" }, + { 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" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string OrdRejReason_val[] = { + { 0, "BROKER EXCHANGE OPTION" }, + { 1, "UNKNOWN SYMBOL" }, + { 2, "EXCHANGE CLOSED" }, + { 3, "ORDER EXCEEDS LIMIT" }, + { 4, "TOO LATE TO ENTER" }, + { 5, "UNKNOWN ORDER" }, + { 6, "DUPLICATE ORDER" }, + { 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" }, + { 0, NULL } + }; + + + static const value_string IOIQualifier_val[] = { + { 'A', "ALL OR NONE" }, + { 'B', "MARKET ON CLOSE" }, + { 'C', "AT THE CLOSE" }, + { 'D', "VWAP" }, + { 'I', "IN TOUCH WITH" }, + { 'L', "LIMIT" }, + { 'M', "MORE BEHIND" }, + { 'O', "AT THE OPEN" }, + { 'P', "TAKING A POSITION" }, + { 'Q', "AT THE MARKET" }, + { 'R', "READY TO TRADE" }, + { 'S', "PORTFOLIO SHOWN" }, + { 'T', "THROUGH THE DAY" }, + { 'V', "VERSUS" }, + { 'W', "INDICATION WORKING AWAY" }, + { 'X', "CROSSING OPPORTUNITY" }, + { 'Y', "AT THE MIDPOINT" }, + { 'Z', "PRE OPEN" }, + { 0, NULL } + }; + + + static const value_string DKReason_val[] = { + { 'A', "UNKNOWN SYMBOL" }, + { 'B', "WRONG SIDE" }, + { 'C', "QUANTITY EXCEEDS ORDER" }, + { 'D', "NO MATCHING ORDER" }, + { 'E', "PRICE EXCEEDS LIMIT" }, + { 'F', "CALCULATION DIFFERENCE" }, + { 'Z', "OTHER" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string ExecType_val[] = { + { '0', "NEW" }, + { '1', "PARTIAL FILL" }, + { '2', "FILL" }, + { '3', "DONE FOR DAY" }, + { '4', "CANCELED" }, + { '5', "REPLACE" }, + { '6', "PENDING CANCEL" }, + { '7', "STOPPED" }, + { '8', "REJECTED" }, + { '9', "SUSPENDED" }, + { 'A', "PENDING NEW" }, + { 'B', "CALCULATED" }, + { 'C', "EXPIRED" }, + { 'D', "RESTATED" }, + { 'E', "PENDING REPLACE" }, + { 'F', "TRADE" }, + { 'G', "TRADE CORRECT" }, + { 'H', "TRADE CANCEL" }, + { 'I', "ORDER STATUS" }, + { 0, NULL } + }; + + + static const value_string SettlCurrFxRateCalc_val[] = { + { 'M', "MULTIPLY" }, + { 'D', "DIVIDE" }, + { 0, NULL } + }; + + + static const value_string SettlInstMode_val[] = { + { '0', "DEFAULT" }, + { '1', "STANDING INSTRUCTIONS PROVIDED" }, + { '4', "SPECIFIC ORDER FOR A SINGLE ACCOUNT" }, + { '5', "REQUEST REJECT" }, + { 0, NULL } + }; + + + static const value_string SettlInstTransType_val[] = { + { 'N', "NEW" }, + { 'C', "CANCEL" }, + { 'R', "REPLACE" }, + { 'T', "RESTATE" }, + { 0, NULL } + }; + + + static const value_string SettlInstSource_val[] = { + { '1', "BROKERS INSTRUCTIONS" }, + { '2', "INSTITUTIONS INSTRUCTIONS" }, + { '3', "INVESTOR" }, + { 0, NULL } + }; + + + static const string_string SettlLocation_val[] = { + { "CED", "CEDEL" }, + { "DTC", "DEPOSITORY TRUST COMPANY" }, + { "EUR", "EUROCLEAR" }, + { "FED", "FEDERAL BOOK ENTRY" }, + { "PED", "PHYSICAL" }, + { "PTC", "PARTICIPANT TRUST COMPANY ISO COUNTRY" }, + { 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" }, + { "BA", "BANKERS ACCEPTANCE" }, + { "BN", "BANK NOTES" }, + { "BOX", "BILL OF EXCHANGES" }, + { "CD", "CERTIFICATE OF DEPOSIT" }, + { "CL", "CALL LOANS" }, + { "CP", "COMMERCIAL PAPER" }, + { "DN", "DEPOSIT NOTES" }, + { "EUCD", "EURO CERTIFICATE OF DEPOSIT" }, + { "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" }, + { "IET", "IOETTE MORTGAGE" }, + { "MBS", "MORTGAGE BACKED SECURITIES" }, + { "MIO", "MORTGAGE INTEREST ONLY" }, + { "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" }, + { "RAN", "REVENUE ANTICIPATION NOTE" }, + { "REV", "REVENUE BONDS" }, + { "SPCLA", "SPECIAL ASSESSMENT" }, + { "SPCLO", "SPECIAL OBLIGATION" }, + { "SPCLT", "SPECIAL TAX" }, + { "TAN", "TAX ANTICIPATION NOTE" }, + { "TAXA", "TAX ALLOCATION" }, + { "TECP", "TAX EXEMPT COMMERCIAL PAPER" }, + { "TRAN", "TAX AND REVENUE ANTICIPATION NOTE" }, + { "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[] = { + { 0, "OTHER" }, + { 1, "DTC SID" }, + { 2, "THOMSON ALERT" }, + { 3, "A GLOBAL CUSTODIAN" }, + { 4, "ACCOUNTNET" }, + { 0, NULL } + }; + + + static const value_string SettlDeliveryType_val[] = { + { 0, "VERSUS PAYMENT" }, + { 1, "FREE" }, + { 2, "TRI PARTY" }, + { 3, "HOLD IN CUSTODY" }, + { 0, NULL } + }; + + + static const value_string AllocLinkType_val[] = { + { 0, "F X NETTING" }, + { 1, "F X SWAP" }, + { 0, NULL } + }; + + + static const value_string PutOrCall_val[] = { + { 0, "PUT" }, + { 1, "CALL" }, + { 0, NULL } + }; + + + static const value_string CoveredOrUncovered_val[] = { + { 0, "COVERED" }, + { 1, "UNCOVERED" }, + { 0, NULL } + }; + + + static const value_string CustomerOrFirm_val[] = { + { 0, "CUSTOMER" }, + { 1, "FIRM" }, + { 0, NULL } + }; + + + static const value_string AllocHandlInst_val[] = { + { 1, "MATCH" }, + { 2, "FORWARD" }, + { 3, "FORWARD AND MATCH" }, + { 0, NULL } + }; + + + static const value_string RoutingType_val[] = { + { 1, "TARGET FIRM" }, + { 2, "TARGET LIST" }, + { 3, "BLOCK FIRM" }, + { 4, "BLOCK LIST" }, + { 0, NULL } + }; + + + static const value_string Benchmark_val[] = { + { '1', "CURVE" }, + { '2', "FIVEYR" }, + { '3', "OLD5" }, + { '4', "TENYR" }, + { '5', "OLD10" }, + { '6', "THIRTYYR" }, + { '7', "OLD30" }, + { '8', "THREEMOLIBOR" }, + { '9', "SIXMOLIBOR" }, + { 0, NULL } + }; + + + static const string_string BenchmarkCurveName_val[] = { + { "MuniAAA", "MUNIAAA" }, + { "FutureSWAP", "FUTURESWAP" }, + { "LIBID", "LIBID" }, + { "LIBOR", "LIBOR" }, + { "OTHER", "OTHER" }, + { "SWAP", "SWAP" }, + { "Treasury", "TREASURY" }, + { "Euribor", "EURIBOR" }, + { "Pfandbriefe", "PFANDBRIEFE" }, + { "EONIA", "EONIA" }, + { "SONIA", "SONIA" }, + { "EUREPO", "EUREPO" }, + { 0, NULL } + }; + + + static const string_string StipulationType_val[] = { + { "AMT", "AMT" }, + { "AUTOREINV", "AUTO REINVESTMENT AT OR BETTER" }, + { "BANKQUAL", "BANK QUALIFIED" }, + { "BGNCON", "BARGAIN CONDITIONS" }, + { "COUPON", "COUPON RANGE" }, + { "CURRENCY", "ISO CURRENCY CODE" }, + { "CUSTOMDATE", "CUSTOM START END DATE" }, + { "GEOG", "GEOGRAPHICS AND PERCENT RANGE" }, + { "HAIRCUT", "VALUATION DISCOUNT" }, + { "INSURED", "INSURED" }, + { "ISSUE", "YEAR OR YEAR MONTH OF ISSUE" }, + { "ISSUER", "ISSUERS TICKER" }, + { "ISSUESIZE", "ISSUE SIZE RANGE" }, + { "LOOKBACK", "LOOKBACK DAYS" }, + { "LOT", "EXPLICIT LOT IDENTIFIER" }, + { "LOTVAR", "LOT VARIANCE" }, + { "MAT", "MATURITY YEAR AND MONTH" }, + { "MATURITY", "MATURITY RANGE" }, + { "MAXSUBS", "MAXIMUM SUBSTITUTIONS" }, + { "MINQTY", "MINIMUM QUANTITY" }, + { "MININCR", "MINIMUM INCREMENT" }, + { "MINDNOM", "MINIMUM DENOMINATION" }, + { "PAYFREQ", "PAYMENT FREQUENCY CALENDAR" }, + { "PIECES", "NUMBER OF PIECES" }, + { "PMAX", "POOLS MAXIMUM" }, + { "PPM", "POOLS PER MILLION" }, + { "PPL", "POOLS PER LOT" }, + { "PPT", "POOLS PER TRADE" }, + { "PRICE", "PRICE RANGE" }, + { "PRICEFREQ", "PRICING FREQUENCY" }, + { "PROD", "PRODUCTION YEAR" }, + { "PROTECT", "CALL PROTECTION" }, + { "PURPOSE", "PURPOSE" }, + { "PXSOURCE", "BENCHMARK PRICE SOURCE" }, + { "RATING", "RATING SOURCE AND RANGE" }, + { "RESTRICTED", "RESTRICTED" }, + { "SECTOR", "MARKET SECTOR" }, + { "SECTYPE", "SECURITYTYPE INCLUDED OR EXCLUDED" }, + { "STRUCT", "STRUCTURE" }, + { "SUBSFREQ", "SUBSTITUTIONS FREQUENCY" }, + { "SUBSLEFT", "SUBSTITUTIONS LEFT" }, + { "TEXT", "FREEFORM TEXT" }, + { "TRDVAR", "TRADE VARIANCE" }, + { "WAC", "WEIGHTED AVERAGE COUPON" }, + { "WAL", "WEIGHTED AVERAGE LIFE COUPON" }, + { "WALA", "WEIGHTED AVERAGE LOAN AGE" }, + { "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[] = { + { "CD", "SPECIAL CUM DIVIDEND" }, + { "XD", "SPECIAL EX DIVIDEND" }, + { "CC", "SPECIAL CUM COUPON" }, + { "XC", "SPECIAL EX COUPON" }, + { "CB", "SPECIAL CUM BONUS" }, + { "XB", "SPECIAL EX BONUS" }, + { "CR", "SPECIAL CUM RIGHTS" }, + { "XR", "SPECIAL EX RIGHTS" }, + { "CP", "SPECIAL CUM CAPITAL REPAYMENTS" }, + { "XP", "SPECIAL EX CAPITAL REPAYMENTS" }, + { "CS", "CASH SETTLEMENT" }, + { "SP", "SPECIAL PRICE" }, + { "TR", "REPORT FOR EUROPEAN EQUITY MARKET SECURITIES" }, + { "GD", "GUARANTEED DELIVERY" }, + { 0, NULL } + }; + + + static const string_string YieldType_val[] = { + { "AFTERTAX", "AFTER TAX YIELD" }, + { "ANNUAL", "ANNUAL YIELD" }, + { "ATISSUE", "YIELD AT ISSUE" }, + { "AVGMATURITY", "YIELD TO AVERAGE MATURITY" }, + { "BOOK", "BOOK YIELD" }, + { "CALL", "YIELD TO NEXT CALL" }, + { "CHANGE", "YIELD CHANGE SINCE CLOSE" }, + { "CLOSE", "CLOSING YIELD" }, + { "COMPOUND", "COMPOUND YIELD" }, + { "CURRENT", "CURRENT YIELD" }, + { "GROSS", "TRUE GROSS YIELD" }, + { "GOVTEQUIV", "GOVERNMENT EQUIVALENT YIELD" }, + { "INFLATION", "YIELD WITH INFLATION ASSUMPTION" }, + { "INVERSEFLOATER", "INVERSE FLOATER BOND YIELD" }, + { "LASTCLOSE", "MOST RECENT CLOSING YIELD" }, + { "LASTMONTH", "CLOSING YIELD MOST RECENT MONTH" }, + { "LASTQUARTER", "CLOSING YIELD MOST RECENT QUARTER" }, + { "LASTYEAR", "CLOSING YIELD MOST RECENT YEAR" }, + { "LONGAVGLIFE", "YIELD TO LONGEST AVERAGE LIFE" }, + { "MARK", "MARK TO MARKET YIELD" }, + { "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" }, + { "SEMIANNUAL", "SEMI ANNUAL YIELD" }, + { "SHORTAVGLIFE", "YIELD TO SHORTEST AVERAGE LIFE" }, + { "SIMPLE", "SIMPLE YIELD" }, + { "TAXEQUIV", "TAX EQUIVALENT YIELD" }, + { "TENDER", "YIELD TO TENDER DATE" }, + { "TRUE", "TRUE YIELD" }, + { "VALUE1_32", "YIELD VALUE OF 1 32" }, + { "WORST", "YIELD TO WORST" }, + { 0, NULL } + }; + + + static const value_string SubscriptionRequestType_val[] = { + { '0', "SNAPSHOT" }, + { '1', "SNAPSHOT PLUS UPDATES" }, + { '2', "DISABLE PREVIOUS SNAPSHOT PLUS UPDATE REQUEST" }, + { 0, NULL } + }; + + + static const value_string MDUpdateType_val[] = { + { 0, "FULL REFRESH" }, + { 1, "INCREMENTAL REFRESH" }, + { 0, NULL } + }; + + + static const value_string MDEntryType_val[] = { + { '0', "BID" }, + { '1', "OFFER" }, + { '2', "TRADE" }, + { '3', "INDEX VALUE" }, + { '4', "OPENING PRICE" }, + { '5', "CLOSING PRICE" }, + { '6', "SETTLEMENT PRICE" }, + { '7', "TRADING SESSION HIGH PRICE" }, + { '8', "TRADING SESSION LOW PRICE" }, + { '9', "TRADING SESSION VWAP PRICE" }, + { 'A', "IMBALANCE" }, + { 'B', "TRADE VOLUME" }, + { 'C', "OPEN INTEREST" }, + { 0, NULL } + }; + + + static const value_string TickDirection_val[] = { + { '0', "PLUS TICK" }, + { '1', "ZERO PLUS TICK" }, + { '2', "MINUS TICK" }, + { '3', "ZERO MINUS TICK" }, + { 0, NULL } + }; + + + static const value_string QuoteCondition_val[] = { + { 'A', "OPEN ACTIVE" }, + { 'B', "CLOSED INACTIVE" }, + { 'C', "EXCHANGE BEST" }, + { 'D', "CONSOLIDATED BEST" }, + { 'E', "LOCKED" }, + { 'F', "CROSSED" }, + { 'G', "DEPTH" }, + { 'H', "FAST TRADING" }, + { 'I', "NON FIRM" }, + { 0, NULL } + }; + + + static const value_string TradeCondition_val[] = { + { 'A', "CASH MARKET" }, + { 'B', "AVERAGE PRICE TRADE" }, + { 'C', "CASH TRADE" }, + { 'D', "NEXT DAY MARKET" }, + { 'E', "OPENING REOPENING TRADE DETAIL" }, + { 'F', "INTRADAY TRADE DETAIL" }, + { 'G', "RULE127" }, + { 'H', "RULE155" }, + { 'I', "SOLD LAST" }, + { 'J', "NEXT DAY TRADE" }, + { 'K', "OPENED" }, + { 'L', "SELLER" }, + { 'M', "SOLD" }, + { 'N', "STOPPED STOCK" }, + { 'P', "IMBALANCE MORE BUYERS" }, + { 'Q', "IMBALANCE MORE SELLERS" }, + { 'R', "OPENING PRICE" }, + { 0, NULL } + }; + + + static const value_string MDUpdateAction_val[] = { + { '0', "NEW" }, + { '1', "CHANGE" }, + { '2', "DELETE" }, + { 0, NULL } + }; + + + static const value_string MDReqRejReason_val[] = { + { '0', "UNKNOWN SYMBOL" }, + { '1', "DUPLICATE MDREQID" }, + { '2', "INSUFFICIENT BANDWIDTH" }, + { '3', "INSUFFICIENT PERMISSIONS" }, + { '4', "UNSUPPORTED SUBSCRIPTIONREQUESTTYPE" }, + { '5', "UNSUPPORTED MARKETDEPTH" }, + { '6', "UNSUPPORTED MDUPDATETYPE" }, + { '7', "UNSUPPORTED AGGREGATEDBOOK" }, + { '8', "UNSUPPORTED MDENTRYTYPE" }, + { '9', "UNSUPPORTED TRADINGSESSIONID" }, + { 'A', "UNSUPPORTED SCOPE" }, + { 'B', "UNSUPPORTED OPENCLOSESETTLEFLAG" }, + { 'C', "UNSUPPORTED MDIMPLICITDELETE" }, + { 0, NULL } + }; + + + static const value_string DeleteReason_val[] = { + { '0', "CANCELATION TRADE BUST" }, + { '1', "ERROR" }, + { 0, NULL } + }; + + + static const value_string OpenCloseSettlFlag_val[] = { + { '0', "DAILY OPEN CLOSE SETTLEMENT ENTRY" }, + { '1', "SESSION OPEN CLOSE SETTLEMENT ENTRY" }, + { '2', "DELIVERY SETTLEMENT ENTRY" }, + { '3', "EXPECTED ENTRY" }, + { '4', "ENTRY FROM PREVIOUS BUSINESS DAY" }, + { '5', "THEORETICAL PRICE VALUE" }, + { 0, NULL } + }; + + + static const value_string FinancialStatus_val[] = { + { '1', "BANKRUPT" }, + { '2', "PENDING DELISTING" }, + { 0, NULL } + }; + + + 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[] = { + { 0, "ACCEPTED" }, + { 1, "CANCELED FOR SYMBOL" }, + { 2, "CANCELED FOR SECURITY TYPE" }, + { 3, "CANCELED FOR UNDERLYING" }, + { 4, "CANCELED ALL" }, + { 5, "REJECTED" }, + { 6, "REMOVED FROM MARKET" }, + { 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" }, + { 0, NULL } + }; + + + static const value_string QuoteCancelType_val[] = { + { 1, "CANCEL FOR SYMBOL" }, + { 2, "CANCEL FOR SECURITY TYPE" }, + { 3, "CANCEL FOR UNDERLYING SYMBOL" }, + { 4, "CANCEL ALL QUOTES" }, + { 0, NULL } + }; + + + static const value_string QuoteRejectReason_val[] = { + { 1, "UNKNOWN SYMBOL" }, + { 2, "EXCHANGE CLOSED" }, + { 3, "QUOTE REQUEST 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 QuoteResponseLevel_val[] = { + { 0, "NO ACKNOWLEDGEMENT" }, + { 1, "ACKNOWLEDGE ONLY NEGATIVE OR ERRONEOUS QUOTES" }, + { 2, "ACKNOWLEDGE EACH QUOTE MESSAGES" }, + { 0, NULL } + }; + + + static const value_string QuoteRequestType_val[] = { + { 1, "MANUAL" }, + { 2, "AUTOMATIC" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + 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" }, + { 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" }, + { 19, "NOT TRADED ON THIS MARKET" }, + { 20, "UNKNOWN OR INVALID" }, + { 21, "PRE OPEN" }, + { 22, "OPENING ROTATION" }, + { 23, "FAST MARKET" }, + { 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" }, + { 0, NULL } + }; + + + static const value_string Adjustment_val[] = { + { 1, "CANCEL" }, + { 2, "ERROR" }, + { 3, "CORRECTION" }, + { 0, NULL } + }; + + + static const value_string TradSesMethod_val[] = { + { 1, "ELECTRONIC" }, + { 2, "OPEN OUTCRY" }, + { 3, "TWO PARTY" }, + { 0, NULL } + }; + + + static const value_string TradSesMode_val[] = { + { 1, "TESTING" }, + { 2, "SIMULATED" }, + { 3, "PRODUCTION" }, + { 0, NULL } + }; + + + static const value_string TradSesStatus_val[] = { + { 0, "UNKNOWN" }, + { 1, "HALTED" }, + { 2, "OPEN" }, + { 3, "CLOSED" }, + { 4, "PRE OPEN" }, + { 5, "PRE CLOSE" }, + { 6, "REQUEST REJECTED" }, + { 0, NULL } + }; + + + static const string_string MessageEncoding_val[] = { + { "ISO-2022-JP", "ISO 2022 JP" }, + { "EUC-JP", "EUC JP" }, + { "SHIFT_JIS", "SHIFT JIS" }, + { "UTF-8", "UTF 8" }, + { 0, NULL } + }; + + + 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[] = { + { 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" }, + { 13, "TAG APPEARS MORE THAN ONCE" }, + { 14, "TAG SPECIFIED OUT OF REQUIRED ORDER" }, + { 15, "REPEATING GROUP FIELDS OUT OF ORDER" }, + { 16, "INCORRECT NUMINGROUP COUNT FOR REPEATING GROUP" }, + { 17, "NON DATA VALUE INCLUDES FIELD DELIMITER" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string BidRequestTransType_val[] = { + { 'N', "NEW" }, + { 'C', "CANCEL" }, + { 0, NULL } + }; + + + static const value_string ExecRestatementReason_val[] = { + { 0, "GT CORPORATE ACTION" }, + { 1, "GT RENEWAL RESTATEMENT" }, + { 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" }, + { 9, "CANCELED NOT BEST" }, + { 0, NULL } + }; + + + static const value_string BusinessRejectReason_val[] = { + { 0, "OTHER" }, + { 1, "UNKOWN ID" }, + { 2, "UNKNOWN SECURITY" }, + { 3, "UNSUPPORTED MESSAGE TYPE" }, + { 4, "APPLICATION NOT AVAILABLE" }, + { 5, "CONDITIONALLY REQUIRED FIELD MISSING" }, + { 6, "NOT AUTHORIZED" }, + { 7, "DELIVERTO FIRM NOT AVAILABLE AT THIS TIME" }, + { 0, NULL } + }; + + + static const value_string MsgDirection_val[] = { + { 'S', "SEND" }, + { 'R', "RECEIVE" }, + { 0, NULL } + }; + + + static const value_string DiscretionInst_val[] = { + { '0', "RELATED TO DISPLAYED PRICE" }, + { '1', "RELATED TO MARKET PRICE" }, + { '2', "RELATED TO PRIMARY PRICE" }, + { '3', "RELATED TO LOCAL PRIMARY PRICE" }, + { '4', "RELATED TO MIDPOINT PRICE" }, + { '5', "RELATED TO LAST TRADE PRICE" }, + { '6', "RELATED TO VWAP" }, + { 0, NULL } + }; + + + static const value_string BidType_val[] = { + { 1, "NON DISCLOSED" }, + { 2, "DISCLOSED STYLE" }, + { 3, "NO BIDDING PROCESS" }, + { 0, NULL } + }; + + + static const value_string BidDescriptorType_val[] = { + { 1, "SECTOR" }, + { 2, "COUNTRY" }, + { 3, "INDEX" }, + { 0, NULL } + }; + + + static const value_string SideValueInd_val[] = { + { 1, "SIDEVALUE1" }, + { 2, "SIDEVALUE2" }, + { 0, NULL } + }; + + + static const value_string LiquidityIndType_val[] = { + { 1, "FIVEDAY MOVING AVERAGE" }, + { 2, "TWENTYDAY 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" }, + { 3, "REAL TIME EXECUTION REPORTS" }, + { 0, NULL } + }; + + + static const value_string IncTaxInd_val[] = { + { 1, "NET" }, + { 2, "GROSS" }, + { 0, NULL } + }; + + + static const value_string BidTradeType_val[] = { + { 'R', "RISK TRADE" }, + { 'G', "VWAP GUARANTEE" }, + { 'A', "AGENCY" }, + { 'J', "GUARANTEED CLOSE" }, + { 0, NULL } + }; + + + static const value_string BasisPxType_val[] = { + { '2', "CLOSING PRICE AT MORNING SESSION" }, + { '3', "CLOSING PRICE" }, + { '4', "CURRENT PRICE" }, + { '5', "SQ" }, + { '6', "VWAP THROUGH A DAY" }, + { '7', "VWAP THROUGH A MORNING SESSION" }, + { '8', "VWAP THROUGH AN AFTERNOON SESSION" }, + { '9', "VWAP THROUGH A DAY EXCEPT YORI" }, + { 'A', "VWAP THROUGH A MORNING SESSION EXCEPT YORI" }, + { 'B', "VWAP THROUGH AN AFTERNOON SESSION EXCEPT YORI" }, + { 'C', "STRIKE" }, + { 'D', "OPEN" }, + { 'Z', "OTHERS" }, + { 0, NULL } + }; + + + static const value_string PriceType_val[] = { + { 1, "PERCENTAGE" }, + { 2, "PER UNIT" }, + { 3, "FIXED AMOUNT" }, + { 4, "DISCOUNT" }, + { 5, "PREMIUM" }, + { 6, "SPREAD" }, + { 7, "TED PRICE" }, + { 8, "TED YIELD" }, + { 9, "YIELD" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string ListStatusType_val[] = { + { 1, "ACK" }, + { 2, "RESPONSE" }, + { 3, "TIMED" }, + { 4, "EXECSTARTED" }, + { 5, "ALLDONE" }, + { 6, "ALERT" }, + { 0, NULL } + }; + + + static const value_string NetGrossInd_val[] = { + { 1, "NET" }, + { 2, "GROSS" }, + { 0, NULL } + }; + + + static const value_string ListOrderStatus_val[] = { + { 1, "INBIDDINGPROCESS" }, + { 2, "RECEIVEDFOREXECUTION" }, + { 3, "EXECUTING" }, + { 4, "CANCELING" }, + { 5, "ALERT" }, + { 6, "ALL DONE" }, + { 7, "REJECT" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string CxlRejResponseTo_val[] = { + { '1', "ORDER CANCEL REQUEST" }, + { '2', "ORDER CANCEL REPLACE REQUEST" }, + { 0, NULL } + }; + + + static const value_string MultiLegReportingType_val[] = { + { '1', "SINGLE SECURITY" }, + { '2', "INDIVIDUAL LEG OF A MULTI LEG SECURITY" }, + { '3', "MULTI LEG SECURITY" }, + { 0, NULL } + }; + + + 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" }, + { '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" }, + { '6', "UK NATIONAL INSURANCE OR PENSION NUMBER" }, + { '7', "US SOCIAL SECURITY NUMBER" }, + { '8', "US EMPLOYER IDENTIFICATION NUMBER" }, + { '9', "AUSTRALIAN BUSINESS NUMBER" }, + { 'A', "AUSTRALIAN TAX FILE NUMBER" }, + { 'I', "DIRECTED BROKER" }, + { 0, NULL } + }; + + + static const value_string PartyRole_val[] = { + { 1, "EXECUTING FIRM" }, + { 2, "BROKER OF CREDIT" }, + { 3, "CLIENT ID" }, + { 4, "CLEARING FIRM" }, + { 5, "INVESTOR ID" }, + { 6, "INTRODUCING FIRM" }, + { 7, "ENTERING FIRM" }, + { 8, "LOCATE LENDING FIRM" }, + { 9, "FUND MANAGER CLIENT ID" }, + { 0, NULL } + }; + + + static const value_string Product_val[] = { + { 1, "AGENCY" }, + { 2, "COMMODITY" }, + { 3, "CORPORATE" }, + { 4, "CURRENCY" }, + { 5, "EQUITY" }, + { 6, "GOVERNMENT" }, + { 7, "INDEX" }, + { 8, "LOAN" }, + { 9, "MONEYMARKET" }, + { 10, "MORTGAGE" }, + { 11, "MUNICIPAL" }, + { 12, "OTHER" }, + { 13, "FINANCING" }, + { 0, NULL } + }; + + + static const value_string QuantityType_val[] = { + { 1, "SHARES" }, + { 2, "BONDS" }, + { 3, "CURRENTFACE" }, + { 4, "ORIGINALFACE" }, + { 5, "CURRENCY" }, + { 6, "CONTRACTS" }, + { 7, "OTHER" }, + { 8, "PAR" }, + { 0, NULL } + }; + + + static const value_string RoundingDirection_val[] = { + { '0', "ROUND TO NEAREST" }, + { '1', "ROUND DOWN" }, + { '2', "ROUND UP" }, + { 0, NULL } + }; + + + static const value_string DistribPaymentMethod_val[] = { + { 1, "CREST" }, + { 2, "NSCC" }, + { 3, "EUROCLEAR" }, + { 4, "CLEARSTREAM" }, + { 5, "CHEQUE" }, + { 6, "TELEGRAPHIC TRANSFER" }, + { 7, "FEDWIRE" }, + { 8, "DIRECT CREDIT" }, + { 9, "ACH CREDIT" }, + { 0, NULL } + }; + + + static const value_string CancellationRights_val[] = { + { 'N', "NO EXECUTION ONLY" }, + { 'M', "NO WAIVER AGREEMENT" }, + { 'O', "NO INSTITUTIONAL" }, + { 0, NULL } + }; + + + static const value_string MoneyLaunderingStatus_val[] = { + { 'Y', "PASSED" }, + { 'N', "NOT CHECKED" }, + { '1', "EXEMPT BELOW THE LIMIT" }, + { '2', "EXEMPT CLIENT MONEY TYPE EXEMPTION" }, + { '3', "EXEMPT AUTHORISED CREDIT OR FINANCIAL INSTITUTION" }, + { 0, NULL } + }; + + + static const value_string ExecPriceType_val[] = { + { 'B', "BID PRICE" }, + { 'C', "CREATION PRICE" }, + { 'D', "CREATION PRICE PLUS ADJUSTMENT PERCENT" }, + { 'E', "CREATION PRICE PLUS ADJUSTMENT AMOUNT" }, + { 'O', "OFFER PRICE" }, + { 'P', "OFFER PRICE MINUS ADJUSTMENT PERCENT" }, + { 'Q', "OFFER PRICE MINUS ADJUSTMENT AMOUNT" }, + { 'S', "SINGLE PRICE" }, + { 0, NULL } + }; + + + static const value_string TradeReportTransType_val[] = { + { 0, "NEW" }, + { 1, "CANCEL" }, + { 2, "REPLACE" }, + { 3, "RELEASE" }, + { 4, "REVERSE" }, + { 0, NULL } + }; + + + static const value_string PaymentMethod_val[] = { + { 1, "CREST" }, + { 2, "NSCC" }, + { 3, "EUROCLEAR" }, + { 4, "CLEARSTREAM" }, + { 5, "CHEQUE" }, + { 6, "TELEGRAPHIC TRANSFER" }, + { 7, "FEDWIRE" }, + { 8, "DEBIT CARD" }, + { 9, "DIRECT DEBIT" }, + { 0, NULL } + }; + + + static const value_string TaxAdvantageType_val[] = { + { 0, "NONE" }, + { 1, "MAXI ISA" }, + { 2, "TESSA" }, + { 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" }, + { 999, "OTHER" }, + { 0, NULL } + }; + + + static const value_string FundRenewWaiv_val[] = { + { 'Y', "YES" }, + { 'N', "NO" }, + { 0, NULL } + }; + + + static const value_string RegistStatus_val[] = { + { 'A', "ACCEPTED" }, + { 'R', "REJECTED" }, + { 'H', "HELD" }, + { 'N', "REMINDER" }, + { 0, NULL } + }; + + + 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" }, + { 11, "INVALID UNACCEPTABLE DATE OF BIRTH" }, + { 12, "INVALID UNACCEPTABLE INVESTOR COUNTRY OF RESIDENCE" }, + { 13, "INVALID UNACCEPTABLE NODISTRIBINSTNS" }, + { 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" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string RegistTransType_val[] = { + { '0', "NEW" }, + { '1', "REPLACE" }, + { '2', "CANCEL" }, + { 0, NULL } + }; + + + static const value_string OwnershipType_val[] = { + { 'J', "JOINT INVESTORS" }, + { 'T', "TENANTS IN COMMON" }, + { '2', "JOINT TRUSTEES" }, + { 0, NULL } + }; + + + static const value_string ContAmtType_val[] = { + { 1, "COMMISSION AMOUNT" }, + { 2, "COMMISSION PERCENT" }, + { 3, "INITIAL CHARGE AMOUNT" }, + { 4, "INITIAL CHARGE PERCENT" }, + { 5, "DISCOUNT AMOUNT" }, + { 6, "DISCOUNT PERCENT" }, + { 7, "DILUTION LEVY AMOUNT" }, + { 8, "DILUTION LEVY PERCENT" }, + { 9, "EXIT CHARGE AMOUNT" }, + { 0, NULL } + }; + + + static const value_string OwnerType_val[] = { + { 1, "INDIVIDUAL INVESTOR" }, + { 2, "PUBLIC COMPANY" }, + { 3, "PRIVATE COMPANY" }, + { 4, "INDIVIDUAL TRUSTEE" }, + { 5, "COMPANY TRUSTEE" }, + { 6, "PENSION PLAN" }, + { 7, "CUSTODIAN UNDER GIFTS TO MINORS ACT" }, + { 8, "TRUSTS" }, + { 9, "FIDUCIARIES" }, + { 0, NULL } + }; + + + static const value_string OrderCapacity_val[] = { + { 'A', "AGENCY" }, + { 'G', "PROPRIETARY" }, + { 'I', "INDIVIDUAL" }, + { 'P', "PRINCIPAL" }, + { 'R', "RISKLESS PRINCIPAL" }, + { 'W', "AGENT FOR OTHER MEMBER" }, + { 0, NULL } + }; + + + static const value_string OrderRestrictions_val[] = { + { '1', "PROGRAM TRADE" }, + { '2', "INDEX ARBITRAGE" }, + { '3', "NON INDEX ARBITRAGE" }, + { '4', "COMPETING MARKET MAKER" }, + { '5', "ACTING AS MARKET MAKER OR SPECIALIST IN THE SECURITY" }, + { '6', "ACTING AS MARKET MAKER OR SPECIALIST IN THE UNDERLYING SECURITY OF A DERIVATIVE SECURITY" }, + { '7', "FOREIGN ENTITY" }, + { '8', "EXTERNAL MARKET PARTICIPANT" }, + { '9', "EXTERNAL INTER CONNECTED MARKET LINKAGE" }, + { 'A', "RISKLESS ARBITRAGE" }, + { 0, NULL } + }; + + + 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" }, + { '4', "CANCEL ORDERS FOR A CFICODE" }, + { '5', "CANCEL ORDERS FOR A SECURITYTYPE" }, + { '6', "CANCEL ORDERS FOR A TRADING SESSION" }, + { '7', "CANCEL ALL ORDERS" }, + { 0, NULL } + }; + + + static const value_string MassCancelResponse_val[] = { + { '0', "CANCEL REQUEST REJECTED" }, + { '1', "CANCEL ORDERS FOR A SECURITY" }, + { '2', "CANCEL ORDERS FOR AN UNDERLYING SECURITY" }, + { '3', "CANCEL ORDERS FOR A PRODUCT" }, + { '4', "CANCEL ORDERS FOR A CFICODE" }, + { '5', "CANCEL ORDERS FOR A SECURITYTYPE" }, + { '6', "CANCEL ORDERS FOR A TRADING SESSION" }, + { '7', "CANCEL ALL ORDERS" }, + { 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" }, + { 0, NULL } + }; + + + static const value_string QuoteType_val[] = { + { 0, "INDICATIVE" }, + { 1, "TRADEABLE" }, + { 2, "RESTRICTED TRADEABLE" }, + { 3, "COUNTER" }, + { 0, NULL } + }; + + + static const value_string CashMargin_val[] = { + { '1', "CASH" }, + { '2', "MARGIN OPEN" }, + { '3', "MARGIN CLOSE" }, + { 0, NULL } + }; + + + static const value_string Scope_val[] = { + { '1', "LOCAL" }, + { '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" }, + { 0, NULL } + }; + + + static const value_string CrossPrioritization_val[] = { + { 0, "NONE" }, + { 1, "BUY SIDE IS PRIORITIZED" }, + { 2, "SELL SIDE IS PRIORITIZED" }, + { 0, NULL } + }; + + + static const value_string NoSides_val[] = { + { '1', "ONE SIDE" }, + { '2', "BOTH SIDES" }, + { 0, NULL } + }; + + + static const value_string SecurityListRequestType_val[] = { + { 0, "SYMBOL" }, + { 1, "SECURITYTYPE AND OR CFICODE" }, + { 2, "PRODUCT" }, + { 3, "TRADINGSESSIONID" }, + { 4, "ALL SECURITIES" }, + { 0, NULL } + }; + + + static const value_string SecurityRequestResult_val[] = { + { 0, "VALID REQUEST" }, + { 1, "INVALID OR UNSUPPORTED REQUEST" }, + { 2, "NO INSTRUMENTS FOUND THAT MATCH SELECTION CRITERIA" }, + { 3, "NOT AUTHORIZED TO RETRIEVE INSTRUMENT DATA" }, + { 4, "INSTRUMENT DATA TEMPORARILY UNAVAILABLE" }, + { 5, "REQUEST FOR INSTRUMENT DATA NOT SUPPORTED" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string TradSesStatusRejReason_val[] = { + { 1, "UNKNOWN OR INVALID TRADINGSESSIONID" }, + { 0, NULL } + }; + + + static const value_string TradeRequestType_val[] = { + { 0, "ALL TRADES" }, + { 1, "MATCHED TRADES MATCHING CRITERIA PROVIDED ON REQUEST" }, + { 2, "UNMATCHED TRADES THAT MATCH CRITERIA" }, + { 3, "UNREPORTED TRADES THAT MATCH CRITERIA" }, + { 4, "ADVISORIES THAT MATCH CRITERIA" }, + { 0, NULL } + }; + + + static const value_string MatchStatus_val[] = { + { '0', "COMPARED MATCHED OR AFFIRMED" }, + { '1', "UNCOMPARED UNMATCHED OR UNAFFIRMED" }, + { '2', "ADVISORY OR ALERT" }, + { 0, NULL } + }; + + + static const value_string ClearingInstruction_val[] = { + { 0, "PROCESS NORMALLY" }, + { 1, "EXCLUDE FROM ALL NETTING" }, + { 2, "BILATERAL NETTING ONLY" }, + { 3, "EX CLEARING" }, + { 4, "SPECIAL TRADE" }, + { 5, "MULTILATERAL NETTING" }, + { 6, "CLEAR AGAINST CENTRAL COUNTERPARTY" }, + { 7, "EXCLUDE FROM CENTRAL COUNTERPARTY" }, + { 8, "MANUAL MODE" }, + { 9, "AUTOMATIC POSTING MODE" }, + { 0, NULL } + }; + + + static const value_string AccountType_val[] = { + { 1, "ACCOUNT IS CARRIED ON 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" }, + { 0, NULL } + }; + + + 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" }, + { 4, "ALL OTHER" }, + { 0, NULL } + }; + + + 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" }, + { 4, "STATUS FOR ORDERS FOR A CFICODE" }, + { 5, "STATUS FOR ORDERS FOR A SECURITYTYPE" }, + { 6, "STATUS FOR ORDERS FOR A TRADING SESSION" }, + { 7, "STATUS FOR ALL ORDERS" }, + { 8, "STATUS FOR ORDERS FOR A PARTYID" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string PreallocMethod_val[] = { + { '0', "PRO RATA" }, + { '1', "DO NOT PRO RATA" }, + { 0, NULL } + }; + + + static const value_string AllocType_val[] = { + { 1, "CALCULATED" }, + { 2, "PRELIMINARY" }, + { 5, "READY TO BOOK SINGLE ORDER" }, + { 7, "WAREHOUSE INSTRUCTION" }, + { 8, "REQUEST TO INTERMEDIARY" }, + { 0, NULL } + }; + + + static const string_string ClearingFeeIndicator_val[] = { + { "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" }, + { "I", "GIM IDEM AND COM MEMBERSHIP INTEREST HOLDERS" }, + { "L", "LESSEE AND 106F EMPLOYEES" }, + { "M", "ALL OTHER OWNERSHIP TYPES" }, + { 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[] = { + { 0, "PENDING APPROVAL" }, + { 1, "APPROVED" }, + { 2, "REJECTED" }, + { 3, "UNAUTHORIZED REQUEST" }, + { 4, "INVALID DEFINITION REQUEST" }, + { 0, NULL } + }; + + + static const value_string QuoteRequestRejectReason_val[] = { + { 1, "UNKNOWN SYMBOL" }, + { 2, "EXCHANGE CLOSED" }, + { 3, "QUOTE REQUEST EXCEEDS LIMIT" }, + { 4, "TOO LATE TO ENTER" }, + { 5, "INVALID PRICE" }, + { 6, "NOT AUTHORIZED TO REQUEST QUOTE" }, + { 7, "NO MATCH FOR INQUIRY" }, + { 8, "NO MARKET FOR INSTRUMENT" }, + { 9, "NO INVENTORY" }, + { 0, NULL } + }; + + + static const value_string AcctIDSource_val[] = { + { 1, "BIC" }, + { 2, "SID CODE" }, + { 3, "TFM" }, + { 4, "OMGEO" }, + { 5, "DTCC CODE" }, + { 0, NULL } + }; + + + static const value_string ConfirmStatus_val[] = { + { 1, "RECEIVED" }, + { 2, "MISMATCHED ACCOUNT" }, + { 3, "MISSING SETTLEMENT INSTRUCTIONS" }, + { 4, "CONFIRMED" }, + { 5, "REQUEST REJECTED" }, + { 0, NULL } + }; + + + static const value_string ConfirmTransType_val[] = { + { 0, "NEW" }, + { 1, "REPLACE" }, + { 2, "CANCEL" }, + { 0, NULL } + }; + + + static const value_string DeliveryForm_val[] = { + { 1, "BOOKENTRY" }, + { 2, "BEARER" }, + { 0, NULL } + }; + + + static const value_string LegSwapType_val[] = { + { 1, "PAR FOR PAR" }, + { 2, "MODIFIED DURATION" }, + { 4, "RISK" }, + { 5, "PROCEEDS" }, + { 0, NULL } + }; + + + static const value_string QuotePriceType_val[] = { + { 1, "PERCENT" }, + { 2, "PER SHARE" }, + { 3, "FIXED AMOUNT" }, + { 4, "DISCOUNT" }, + { 5, "PREMIUM" }, + { 6, "BASIS POINTS RELATIVE TO BENCHMARK" }, + { 7, "TED PRICE" }, + { 8, "TED YIELD" }, + { 9, "YIELD SPREAD" }, + { 0, NULL } + }; + + + static const value_string QuoteRespType_val[] = { + { 1, "HIT LIFT" }, + { 2, "COUNTER" }, + { 3, "EXPIRED" }, + { 4, "COVER" }, + { 5, "DONE AWAY" }, + { 6, "PASS" }, + { 0, NULL } + }; + + + static const string_string PosType_val[] = { + { "TQ", "TRANSACTION QUANTITY" }, + { "IAS", "INTRA SPREAD QTY" }, + { "IES", "INTER SPREAD QTY" }, + { "FIN", "END OF DAY QTY" }, + { "SOD", "START OF DAY QTY" }, + { "EX", "OPTION EXERCISE QTY" }, + { "AS", "OPTION ASSIGNMENT" }, + { "TX", "TRANSACTION FROM EXERCISE" }, + { "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" }, + { "XM", "CROSS MARGIN QTY" }, + { "SPL", "INTEGRAL SPLIT" }, + { 0, NULL } + }; + + + static const value_string PosQtyStatus_val[] = { + { 0, "SUBMITTED" }, + { 1, "ACCEPTED" }, + { 2, "REJECTED" }, + { 0, NULL } + }; + + + static const string_string PosAmtType_val[] = { + { "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" }, + { "VADJ", "VALUE ADJUSTED AMOUNT" }, + { 0, NULL } + }; + + + static const value_string PosTransType_val[] = { + { 1, "EXERCISE" }, + { 2, "DO NOT EXERCISE" }, + { 3, "POSITION ADJUSTMENT" }, + { 4, "POSITION CHANGE SUBMISSION MARGIN DISPOSITION" }, + { 5, "PLEDGE" }, + { 0, NULL } + }; + + + static const value_string PosMaintAction_val[] = { + { 1, "NEW" }, + { 2, "REPLACE" }, + { 3, "CANCEL" }, + { 0, NULL } + }; + + + static const value_string AdjustmentType_val[] = { + { 0, "PROCESS REQUEST AS MARGIN DISPOSITION" }, + { 1, "DELTA PLUS" }, + { 2, "DELTA MINUS" }, + { 3, "FINAL" }, + { 0, NULL } + }; + + + static const value_string PosMaintStatus_val[] = { + { 0, "ACCEPTED" }, + { 1, "ACCEPTED WITH WARNINGS" }, + { 2, "REJECTED" }, + { 3, "COMPLETED" }, + { 4, "COMPLETED WITH WARNINGS" }, + { 0, NULL } + }; + + + static const value_string PosMaintResult_val[] = { + { 0, "SUCCESSFUL COMPLETION NO WARNINGS OR ERRORS" }, + { 1, "REJECTED" }, + { 0, NULL } + }; + + + static const value_string PosReqType_val[] = { + { 0, "POSITIONS" }, + { 1, "TRADES" }, + { 2, "EXERCISES" }, + { 3, "ASSIGNMENTS" }, + { 0, NULL } + }; + + + static const value_string ResponseTransportType_val[] = { + { 0, "INBAND" }, + { 1, "OUT OF BAND" }, + { 0, NULL } + }; + + + static const value_string PosReqResult_val[] = { + { 0, "VALID REQUEST" }, + { 1, "INVALID OR UNSUPPORTED REQUEST" }, + { 2, "NO POSITIONS FOUND THAT MATCH CRITERIA" }, + { 3, "NOT AUTHORIZED TO REQUEST POSITIONS" }, + { 4, "REQUEST FOR POSITION NOT SUPPORTED" }, + { 99, "OTHER" }, + { 0, NULL } + }; + + + static const value_string PosReqStatus_val[] = { + { 0, "COMPLETED" }, + { 1, "COMPLETED WITH WARNINGS" }, + { 2, "REJECTED" }, + { 0, NULL } + }; + + + static const value_string SettlPriceType_val[] = { + { 1, "FINAL" }, + { 2, "THEORETICAL" }, + { 0, NULL } + }; + + + static const value_string AssignmentMethod_val[] = { + { 'R', "RANDOM" }, + { 'P', "PRORATA" }, + { 0, NULL } + }; + + + static const value_string ExerciseMethod_val[] = { + { 'A', "AUTOMATIC" }, + { 'M', "MANUAL" }, + { 0, NULL } + }; + + + static const value_string TradeRequestResult_val[] = { + { 0, "SUCCESSFUL" }, + { 1, "INVALID OR UNKNOWN INSTRUMENT" }, + { 2, "INVALID TYPE OF TRADE REQUESTED" }, + { 3, "INVALID PARTIES" }, + { 4, "INVALID TRANSPORT TYPE REQUESTED" }, + { 5, "INVALID DESTINATION REQUESTED" }, + { 8, "TRADEREQUESTTYPE NOT SUPPORTED" }, + { 9, "UNAUTHORIZED FOR TRADE CAPTURE REPORT REQUEST" }, + { 0, NULL } + }; + + + static const value_string TradeRequestStatus_val[] = { + { 0, "ACCEPTED" }, + { 1, "COMPLETED" }, + { 2, "REJECTED" }, + { 0, NULL } + }; + + + static const value_string TradeReportRejectReason_val[] = { + { 0, "SUCCESSFUL" }, + { 1, "INVALID PARTY INFORMATION" }, + { 2, "UNKNOWN INSTRUMENT" }, + { 3, "UNAUTHORIZED TO REPORT TRADES" }, + { 4, "INVALID TRADE TYPE" }, + { 0, NULL } + }; + + + static const value_string SideMultiLegReportingType_val[] = { + { 1, "SINGLE SECURITY" }, + { 2, "INDIVIDUAL LEG OF A MULTI LEG SECURITY" }, + { 3, "MULTI LEG SECURITY" }, + { 0, NULL } + }; + + + static const value_string TrdRegTimestampType_val[] = { + { 1, "EXECUTION TIME" }, + { 2, "TIME IN" }, + { 3, "TIME OUT" }, + { 4, "BROKER RECEIPT" }, + { 5, "BROKER EXECUTION" }, + { 0, NULL } + }; + + + static const value_string ConfirmType_val[] = { + { 1, "STATUS" }, + { 2, "CONFIRMATION" }, + { 3, "CONFIRMATION REQUEST REJECTED" }, + { 0, NULL } + }; + + + static const value_string ConfirmRejReason_val[] = { + { 1, "MISMATCHED ACCOUNT" }, + { 2, "MISSING SETTLEMENT INSTRUCTIONS" }, + { 0, NULL } + }; + + + static const value_string BookingType_val[] = { + { 0, "REGULAR BOOKING" }, + { 1, "CFD" }, + { 2, "TOTAL RETURN SWAP" }, + { 0, NULL } + }; + + + static const value_string AllocSettlInstType_val[] = { + { 0, "USE DEFAULT INSTRUCTIONS" }, + { 1, "DERIVE FROM PARAMETERS PROVIDED" }, + { 2, "FULL DETAILS PROVIDED" }, + { 3, "SSI DB IDS PROVIDED" }, + { 4, "PHONE FOR INSTRUCTIONS" }, + { 0, NULL } + }; + + + static const value_string DlvyInstType_val[] = { + { 'S', "SECURITIES" }, + { 'C', "CASH" }, + { 0, NULL } + }; + + + static const value_string TerminationType_val[] = { + { 1, "OVERNIGHT" }, + { 2, "TERM" }, + { 3, "FLEXIBLE" }, + { 4, "OPEN" }, + { 0, NULL } + }; + + + static const value_string SettlInstReqRejCode_val[] = { + { 0, "UNABLE TO PROCESS REQUEST" }, + { 1, "UNKNOWN ACCOUNT" }, + { 2, "NO MATCHING SETTLEMENT INSTRUCTIONS FOUND" }, + { 0, NULL } + }; + + + static const value_string AllocReportType_val[] = { + { 3, "SELLSIDE CALCULATED USING PRELIMINARY" }, + { 4, "SELLSIDE CALCULATED WITHOUT PRELIMINARY" }, + { 5, "WAREHOUSE RECAP" }, + { 8, "REQUEST TO INTERMEDIARY" }, + { 0, NULL } + }; + + + static const value_string AllocCancReplaceReason_val[] = { + { 1, "ORIGINAL DETAILS INCOMPLETE INCORRECT" }, + { 2, "CHANGE IN UNDERLYING ORDER DETAILS" }, + { 0, NULL } + }; + + + static const value_string AllocAccountType_val[] = { + { 1, "ACCOUNT IS CARRIED ON 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" }, + { 0, NULL } + }; + + + static const value_string AllocIntermedReqType_val[] = { + { 1, "PENDING ACCEPT" }, + { 2, "PENDING RELEASE" }, + { 3, "PENDING REVERSAL" }, + { 4, "ACCEPT" }, + { 5, "BLOCK LEVEL REJECT" }, + { 6, "ACCOUNT LEVEL REJECT" }, + { 0, NULL } + }; + + + static const value_string ApplQueueResolution_val[] = { + { 0, "NO ACTION TAKEN" }, + { 1, "QUEUE FLUSHED" }, + { 2, "OVERLAY LAST" }, + { 3, "END SESSION" }, + { 0, NULL } + }; + + + static const value_string ApplQueueAction_val[] = { + { 0, "NO ACTION TAKEN" }, + { 1, "QUEUE FLUSHED" }, + { 2, "OVERLAY LAST" }, + { 3, "END SESSION" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string TradeAllocIndicator_val[] = { + { 0, "ALLOCATION NOT REQUIRED" }, + { 1, "ALLOCATION REQUIRED" }, + { 2, "USE ALLOCATION PROVIDED WITH THE TRADE" }, + { 0, NULL } + }; + + + static const value_string ExpirationCycle_val[] = { + { 0, "EXPIRE ON TRADING SESSION CLOSE" }, + { 1, "EXPIRE ON TRADING SESSION OPEN" }, + { 0, NULL } + }; + + + static const value_string TrdType_val[] = { + { 0, "REGULAR TRADE" }, + { 1, "BLOCK TRADE" }, + { 2, "EFP" }, + { 3, "TRANSFER" }, + { 4, "LATE TRADE" }, + { 5, "T TRADE" }, + { 6, "WEIGHTED AVERAGE PRICE TRADE" }, + { 7, "BUNCHED TRADE" }, + { 8, "LATE BUNCHED TRADE" }, + { 9, "PRIOR REFERENCE PRICE TRADE" }, + { 0, NULL } + }; + + + static const value_string PegMoveType_val[] = { + { 0, "FLOATING" }, + { 1, "FIXED" }, + { 0, NULL } + }; + + + static const value_string PegOffsetType_val[] = { + { 0, "PRICE" }, + { 1, "BASIS POINTS" }, + { 2, "TICKS" }, + { 3, "PRICE TIER LEVEL" }, + { 0, NULL } + }; + + + static const value_string PegLimitType_val[] = { + { 0, "OR BETTER" }, + { 1, "STRICT" }, + { 2, "OR WORSE" }, + { 0, NULL } + }; + + + static const value_string PegRoundDirection_val[] = { + { 1, "MORE AGGRESSIVE" }, + { 2, "MORE PASSIVE" }, + { 0, NULL } + }; + + + static const value_string PegScope_val[] = { + { 1, "LOCAL" }, + { 2, "NATIONAL" }, + { 3, "GLOBAL" }, + { 4, "NATIONAL EXCLUDING LOCAL" }, + { 0, NULL } + }; + + + static const value_string DiscretionMoveType_val[] = { + { 0, "FLOATING" }, + { 1, "FIXED" }, + { 0, NULL } + }; + + + static const value_string DiscretionOffsetType_val[] = { + { 0, "PRICE" }, + { 1, "BASIS POINTS" }, + { 2, "TICKS" }, + { 3, "PRICE TIER LEVEL" }, + { 0, NULL } + }; + + + static const value_string DiscretionLimitType_val[] = { + { 0, "OR BETTER" }, + { 1, "STRICT" }, + { 2, "OR WORSE" }, + { 0, NULL } + }; + + + static const value_string DiscretionRoundDirection_val[] = { + { 1, "MORE AGGRESSIVE" }, + { 2, "MORE PASSIVE" }, + { 0, NULL } + }; + + + static const value_string DiscretionScope_val[] = { + { 1, "LOCAL" }, + { 2, "NATIONAL" }, + { 3, "GLOBAL" }, + { 4, "NATIONAL EXCLUDING LOCAL" }, + { 0, NULL } + }; + + + static const value_string LastLiquidityInd_val[] = { + { 1, "ADDED LIQUIDITY" }, + { 2, "REMOVED LIQUIDITY" }, + { 3, "LIQUIDITY ROUTED OUT" }, + { 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" }, + { 5, "QSR OR AGU CONTRA SIDE SOLD SHORT EXEMPT" }, + { 0, NULL } + }; + + + static const value_string QtyType_val[] = { + { 0, "UNITS" }, + { 1, "CONTRACTS" }, + { 0, NULL } + }; + + + static const value_string TradeReportType_val[] = { + { 0, "SUBMIT" }, + { 1, "ALLEGED" }, + { 2, "ACCEPT" }, + { 3, "DECLINE" }, + { 4, "ADDENDUM" }, + { 5, "NO WAS" }, + { 6, "TRADE REPORT CANCEL" }, + { 7, "LOCKED IN TRADE BREAK" }, + { 0, NULL } + }; + + + static const value_string AllocNoOrdersType_val[] = { + { 0, "NOT SPECIFIED" }, + { 1, "EXPLICIT LIST PROVIDED" }, + { 0, NULL } + }; + + + static const value_string EventType_val[] = { + { 1, "PUT" }, + { 2, "CALL" }, + { 3, "TENDER" }, + { 4, "SINKING FUND CALL" }, + { 0, NULL } + }; + + + static const value_string InstrAttribType_val[] = { + { 1, "FLAT" }, + { 2, "ZERO COUPON" }, + { 3, "INTEREST BEARING" }, + { 4, "NO PERIODIC PAYMENTS" }, + { 5, "VARIABLE RATE" }, + { 6, "LESS FEE FOR PUT" }, + { 7, "STEPPED COUPON" }, + { 8, "COUPON PERIOD" }, + { 9, "WHEN AND IF ISSUED" }, + { 0, NULL } + }; + + + static const value_string MiscFeeBasis_val[] = { + { 0, "ABSOLUTE" }, + { 1, "PER UNIT" }, + { 2, "PERCENTAGE" }, + { 0, NULL } + }; + + + static const value_string CollAsgnReason_val[] = { + { 0, "INITIAL" }, + { 1, "SCHEDULED" }, + { 2, "TIME WARNING" }, + { 3, "MARGIN DEFICIENCY" }, + { 4, "MARGIN EXCESS" }, + { 5, "FORWARD COLLATERAL DEMAND" }, + { 6, "EVENT OF DEFAULT" }, + { 7, "ADVERSE TAX EVENT" }, + { 0, NULL } + }; + + + static const value_string CollInquiryQualifier_val[] = { + { 0, "TRADEDATE" }, + { 1, "GC INSTRUMENT" }, + { 2, "COLLATERALINSTRUMENT" }, + { 3, "SUBSTITUTION ELIGIBLE" }, + { 4, "NOT ASSIGNED" }, + { 5, "PARTIALLY ASSIGNED" }, + { 6, "FULLY ASSIGNED" }, + { 7, "OUTSTANDING TRADES" }, + { 0, NULL } + }; + + + static const value_string CollAsgnTransType_val[] = { + { 0, "NEW" }, + { 1, "REPLACE" }, + { 2, "CANCEL" }, + { 3, "RELEASE" }, + { 4, "REVERSE" }, + { 0, NULL } + }; + + + static const value_string CollAsgnRespType_val[] = { + { 0, "RECEIVED" }, + { 1, "ACCEPTED" }, + { 2, "DECLINED" }, + { 3, "REJECTED" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string CollStatus_val[] = { + { 0, "UNASSIGNED" }, + { 1, "PARTIALLY ASSIGNED" }, + { 2, "ASSIGNMENT PROPOSED" }, + { 3, "ASSIGNED" }, + { 4, "CHALLENGED" }, + { 0, NULL } + }; + + + static const value_string DeliveryType_val[] = { + { 0, "VERSUS PAYMENT" }, + { 1, "FREE" }, + { 2, "TRI PARTY" }, + { 3, "HOLD IN CUSTODY" }, + { 0, NULL } + }; + + + static const value_string UserRequestType_val[] = { + { 1, "LOGONUSER" }, + { 2, "LOGOFFUSER" }, + { 3, "CHANGEPASSWORDFORUSER" }, + { 4, "REQUEST INDIVIDUAL USER STATUS" }, + { 0, NULL } + }; + + + 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" }, + { 0, NULL } + }; + + + static const value_string StatusValue_val[] = { + { 1, "CONNECTED" }, + { 2, "NOT CONNECTED DOWN EXPECTED UP" }, + { 3, "NOT CONNECTED DOWN EXPECTED DOWN" }, + { 4, "IN PROCESS" }, + { 0, NULL } + }; + + + static const value_string NetworkRequestType_val[] = { + { 1, "SNAPSHOT" }, + { 2, "SUBSCRIBE" }, + { 4, "STOP SUBSCRIBING" }, + { 8, "LEVEL OF DETAIL" }, + { 0, NULL } + }; + + + static const value_string NetworkStatusResponseType_val[] = { + { 1, "FULL" }, + { 2, "INCREMENTAL UPDATE" }, + { 0, NULL } + }; + + + static const value_string TrdRptStatus_val[] = { + { 0, "ACCEPTED" }, + { 1, "REJECTED" }, + { 0, NULL } + }; + + + static const value_string AffirmStatus_val[] = { + { 1, "RECEIVED" }, + { 2, "CONFIRM REJECTED" }, + { 3, "AFFIRMED" }, + { 0, NULL } + }; + + + static const value_string CollAction_val[] = { + { 0, "RETAIN" }, + { 1, "ADD" }, + { 2, "REMOVE" }, + { 0, NULL } + }; + + + static const value_string CollInquiryStatus_val[] = { + { 0, "ACCEPTED" }, + { 1, "ACCEPTED WITH WARNINGS" }, + { 2, "COMPLETED" }, + { 3, "COMPLETED WITH WARNINGS" }, + { 4, "REJECTED" }, + { 0, NULL } + }; + + + static const value_string CollInquiryResult_val[] = { + { 0, "SUCCESSFUL" }, + { 1, "INVALID OR UNKNOWN INSTRUMENT" }, + { 2, "INVALID OR UNKNOWN COLLATERAL TYPE" }, + { 3, "INVALID PARTIES" }, + { 4, "INVALID TRANSPORT TYPE REQUESTED" }, + { 5, "INVALID DESTINATION REQUESTED" }, + { 6, "NO COLLATERAL FOUND FOR THE TRADE SPECIFIED" }, + { 7, "NO COLLATERAL FOUND FOR THE ORDER SPECIFIED" }, + { 8, "COLLATERAL INQUIRY TYPE NOT SUPPORTED" }, + { 9, "UNAUTHORIZED FOR COLLATERAL INQUIRY" }, + { 99, "OTHER" }, + { 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, 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[] = { + + { &fix_fields[0].hf_id, + { "Account (1)", "fix.Account", + FT_STRING, BASE_NONE, NULL, 0x00, + "Account (1)", HFILL } + }, + { &fix_fields[1].hf_id, + { "AdvId (2)", "fix.AdvId", + FT_STRING, BASE_NONE, NULL, 0x00, + "AdvId (2)", HFILL } + }, + { &fix_fields[2].hf_id, + { "AdvRefID (3)", "fix.AdvRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AdvRefID (3)", HFILL } + }, + { &fix_fields[3].hf_id, + { "AdvSide (4)", "fix.AdvSide", + FT_STRING, BASE_NONE, NULL, 0x00, + "AdvSide (4)", HFILL } + }, + { &fix_fields[4].hf_id, + { "AdvTransType (5)", "fix.AdvTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AdvTransType (5)", HFILL } + }, + { &fix_fields[5].hf_id, + { "AvgPx (6)", "fix.AvgPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "AvgPx (6)", HFILL } + }, + { &fix_fields[6].hf_id, + { "BeginSeqNo (7)", "fix.BeginSeqNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "BeginSeqNo (7)", HFILL } + }, + { &fix_fields[7].hf_id, + { "BeginString (8)", "fix.BeginString", + FT_STRING, BASE_NONE, NULL, 0x00, + "BeginString (8)", HFILL } + }, + { &fix_fields[8].hf_id, + { "BodyLength (9)", "fix.BodyLength", + FT_STRING, BASE_NONE, NULL, 0x00, + "BodyLength (9)", HFILL } + }, + { &fix_fields[9].hf_id, + { "CheckSum (10)", "fix.CheckSum", + FT_STRING, BASE_NONE, NULL, 0x00, + "CheckSum (10)", HFILL } + }, + { &fix_fields[10].hf_id, + { "ClOrdID (11)", "fix.ClOrdID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClOrdID (11)", HFILL } + }, + { &fix_fields[11].hf_id, + { "Commission (12)", "fix.Commission", + FT_STRING, BASE_NONE, NULL, 0x00, + "Commission (12)", HFILL } + }, + { &fix_fields[12].hf_id, + { "CommType (13)", "fix.CommType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CommType (13)", HFILL } + }, + { &fix_fields[13].hf_id, + { "CumQty (14)", "fix.CumQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "CumQty (14)", HFILL } + }, + { &fix_fields[14].hf_id, + { "Currency (15)", "fix.Currency", + FT_STRING, BASE_NONE, NULL, 0x00, + "Currency (15)", HFILL } + }, + { &fix_fields[15].hf_id, + { "EndSeqNo (16)", "fix.EndSeqNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "EndSeqNo (16)", HFILL } + }, + { &fix_fields[16].hf_id, + { "ExecID (17)", "fix.ExecID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecID (17)", HFILL } + }, + { &fix_fields[17].hf_id, + { "ExecInst (18)", "fix.ExecInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecInst (18)", HFILL } + }, + { &fix_fields[18].hf_id, + { "ExecRefID (19)", "fix.ExecRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecRefID (19)", HFILL } + }, + { &fix_fields[19].hf_id, + { "ExecTransType (20)", "fix.ExecTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecTransType (20)", HFILL } + }, + { &fix_fields[20].hf_id, + { "HandlInst (21)", "fix.HandlInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "HandlInst (21)", HFILL } + }, + { &fix_fields[21].hf_id, + { "SecurityIDSource (22)", "fix.SecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityIDSource (22)", HFILL } + }, + { &fix_fields[22].hf_id, + { "IOIid (23)", "fix.IOIid", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIid (23)", HFILL } + }, + { &fix_fields[23].hf_id, + { "IOIOthSvc (24)", "fix.IOIOthSvc", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIOthSvc (24)", HFILL } + }, + { &fix_fields[24].hf_id, + { "IOIQltyInd (25)", "fix.IOIQltyInd", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIQltyInd (25)", HFILL } + }, + { &fix_fields[25].hf_id, + { "IOIRefID (26)", "fix.IOIRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIRefID (26)", HFILL } + }, + { &fix_fields[26].hf_id, + { "IOIQty (27)", "fix.IOIQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIQty (27)", HFILL } + }, + { &fix_fields[27].hf_id, + { "IOITransType (28)", "fix.IOITransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOITransType (28)", HFILL } + }, + { &fix_fields[28].hf_id, + { "LastCapacity (29)", "fix.LastCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastCapacity (29)", HFILL } + }, + { &fix_fields[29].hf_id, + { "LastMkt (30)", "fix.LastMkt", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastMkt (30)", HFILL } + }, + { &fix_fields[30].hf_id, + { "LastPx (31)", "fix.LastPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastPx (31)", HFILL } + }, + { &fix_fields[31].hf_id, + { "LastQty (32)", "fix.LastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastQty (32)", HFILL } + }, + { &fix_fields[32].hf_id, + { "LinesOfText (33)", "fix.LinesOfText", + FT_STRING, BASE_NONE, NULL, 0x00, + "LinesOfText (33)", HFILL } + }, + { &fix_fields[33].hf_id, + { "MsgSeqNum (34)", "fix.MsgSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "MsgSeqNum (34)", HFILL } + }, + { &fix_fields[34].hf_id, + { "MsgType (35)", "fix.MsgType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MsgType (35)", HFILL } + }, + { &fix_fields[35].hf_id, + { "NewSeqNo (36)", "fix.NewSeqNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "NewSeqNo (36)", HFILL } + }, + { &fix_fields[36].hf_id, + { "OrderID (37)", "fix.OrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderID (37)", HFILL } + }, + { &fix_fields[37].hf_id, + { "OrderQty (38)", "fix.OrderQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderQty (38)", HFILL } + }, + { &fix_fields[38].hf_id, + { "OrdStatus (39)", "fix.OrdStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrdStatus (39)", HFILL } + }, + { &fix_fields[39].hf_id, + { "OrdType (40)", "fix.OrdType", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrdType (40)", HFILL } + }, + { &fix_fields[40].hf_id, + { "OrigClOrdID (41)", "fix.OrigClOrdID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigClOrdID (41)", HFILL } + }, + { &fix_fields[41].hf_id, + { "OrigTime (42)", "fix.OrigTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigTime (42)", HFILL } + }, + { &fix_fields[42].hf_id, + { "PossDupFlag (43)", "fix.PossDupFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "PossDupFlag (43)", HFILL } + }, + { &fix_fields[43].hf_id, + { "Price (44)", "fix.Price", + FT_STRING, BASE_NONE, NULL, 0x00, + "Price (44)", HFILL } + }, + { &fix_fields[44].hf_id, + { "RefSeqNum (45)", "fix.RefSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefSeqNum (45)", HFILL } + }, + { &fix_fields[45].hf_id, + { "RelatdSym (46)", "fix.RelatdSym", + FT_STRING, BASE_NONE, NULL, 0x00, + "RelatdSym (46)", HFILL } + }, + { &fix_fields[46].hf_id, + { "Rule80A (47)", "fix.Rule80A", + FT_STRING, BASE_NONE, NULL, 0x00, + "Rule80A (47)", HFILL } + }, + { &fix_fields[47].hf_id, + { "SecurityID (48)", "fix.SecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityID (48)", HFILL } + }, + { &fix_fields[48].hf_id, + { "SenderCompID (49)", "fix.SenderCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SenderCompID (49)", HFILL } + }, + { &fix_fields[49].hf_id, + { "SenderSubID (50)", "fix.SenderSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SenderSubID (50)", HFILL } + }, + { &fix_fields[50].hf_id, + { "SendingDate (51)", "fix.SendingDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "SendingDate (51)", HFILL } + }, + { &fix_fields[51].hf_id, + { "SendingTime (52)", "fix.SendingTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "SendingTime (52)", HFILL } + }, + { &fix_fields[52].hf_id, + { "Quantity (53)", "fix.Quantity", + FT_STRING, BASE_NONE, NULL, 0x00, + "Quantity (53)", HFILL } + }, + { &fix_fields[53].hf_id, + { "Side (54)", "fix.Side", + FT_STRING, BASE_NONE, NULL, 0x00, + "Side (54)", HFILL } + }, + { &fix_fields[54].hf_id, + { "Symbol (55)", "fix.Symbol", + FT_STRING, BASE_NONE, NULL, 0x00, + "Symbol (55)", HFILL } + }, + { &fix_fields[55].hf_id, + { "TargetCompID (56)", "fix.TargetCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetCompID (56)", HFILL } + }, + { &fix_fields[56].hf_id, + { "TargetSubID (57)", "fix.TargetSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetSubID (57)", HFILL } + }, + { &fix_fields[57].hf_id, + { "Text (58)", "fix.Text", + FT_STRING, BASE_NONE, NULL, 0x00, + "Text (58)", HFILL } + }, + { &fix_fields[58].hf_id, + { "TimeInForce (59)", "fix.TimeInForce", + FT_STRING, BASE_NONE, NULL, 0x00, + "TimeInForce (59)", HFILL } + }, + { &fix_fields[59].hf_id, + { "TransactTime (60)", "fix.TransactTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TransactTime (60)", HFILL } + }, + { &fix_fields[60].hf_id, + { "Urgency (61)", "fix.Urgency", + FT_STRING, BASE_NONE, NULL, 0x00, + "Urgency (61)", HFILL } + }, + { &fix_fields[61].hf_id, + { "ValidUntilTime (62)", "fix.ValidUntilTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "ValidUntilTime (62)", HFILL } + }, + { &fix_fields[62].hf_id, + { "SettlType (63)", "fix.SettlType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlType (63)", HFILL } + }, + { &fix_fields[63].hf_id, + { "SettlDate (64)", "fix.SettlDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlDate (64)", HFILL } + }, + { &fix_fields[64].hf_id, + { "SymbolSfx (65)", "fix.SymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + "SymbolSfx (65)", HFILL } + }, + { &fix_fields[65].hf_id, + { "ListID (66)", "fix.ListID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListID (66)", HFILL } + }, + { &fix_fields[66].hf_id, + { "ListSeqNo (67)", "fix.ListSeqNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListSeqNo (67)", HFILL } + }, + { &fix_fields[67].hf_id, + { "TotNoOrders (68)", "fix.TotNoOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoOrders (68)", HFILL } + }, + { &fix_fields[68].hf_id, + { "ListExecInst (69)", "fix.ListExecInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListExecInst (69)", HFILL } + }, + { &fix_fields[69].hf_id, + { "AllocID (70)", "fix.AllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocID (70)", HFILL } + }, + { &fix_fields[70].hf_id, + { "AllocTransType (71)", "fix.AllocTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocTransType (71)", HFILL } + }, + { &fix_fields[71].hf_id, + { "RefAllocID (72)", "fix.RefAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefAllocID (72)", HFILL } + }, + { &fix_fields[72].hf_id, + { "NoOrders (73)", "fix.NoOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoOrders (73)", HFILL } + }, + { &fix_fields[73].hf_id, + { "AvgPxPrecision (74)", "fix.AvgPxPrecision", + FT_STRING, BASE_NONE, NULL, 0x00, + "AvgPxPrecision (74)", HFILL } + }, + { &fix_fields[74].hf_id, + { "TradeDate (75)", "fix.TradeDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeDate (75)", HFILL } + }, + { &fix_fields[75].hf_id, + { "ExecBroker (76)", "fix.ExecBroker", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecBroker (76)", HFILL } + }, + { &fix_fields[76].hf_id, + { "PositionEffect (77)", "fix.PositionEffect", + FT_STRING, BASE_NONE, NULL, 0x00, + "PositionEffect (77)", HFILL } + }, + { &fix_fields[77].hf_id, + { "NoAllocs (78)", "fix.NoAllocs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoAllocs (78)", HFILL } + }, + { &fix_fields[78].hf_id, + { "AllocAccount (79)", "fix.AllocAccount", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocAccount (79)", HFILL } + }, + { &fix_fields[79].hf_id, + { "AllocQty (80)", "fix.AllocQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocQty (80)", HFILL } + }, + { &fix_fields[80].hf_id, + { "ProcessCode (81)", "fix.ProcessCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "ProcessCode (81)", HFILL } + }, + { &fix_fields[81].hf_id, + { "NoRpts (82)", "fix.NoRpts", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoRpts (82)", HFILL } + }, + { &fix_fields[82].hf_id, + { "RptSeq (83)", "fix.RptSeq", + FT_STRING, BASE_NONE, NULL, 0x00, + "RptSeq (83)", HFILL } + }, + { &fix_fields[83].hf_id, + { "CxlQty (84)", "fix.CxlQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "CxlQty (84)", HFILL } + }, + { &fix_fields[84].hf_id, + { "NoDlvyInst (85)", "fix.NoDlvyInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoDlvyInst (85)", HFILL } + }, + { &fix_fields[85].hf_id, + { "DlvyInst (86)", "fix.DlvyInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "DlvyInst (86)", HFILL } + }, + { &fix_fields[86].hf_id, + { "AllocStatus (87)", "fix.AllocStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocStatus (87)", HFILL } + }, + { &fix_fields[87].hf_id, + { "AllocRejCode (88)", "fix.AllocRejCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocRejCode (88)", HFILL } + }, + { &fix_fields[88].hf_id, + { "Signature (89)", "fix.Signature", + FT_STRING, BASE_NONE, NULL, 0x00, + "Signature (89)", HFILL } + }, + { &fix_fields[89].hf_id, + { "SecureDataLen (90)", "fix.SecureDataLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecureDataLen (90)", HFILL } + }, + { &fix_fields[90].hf_id, + { "SecureData (91)", "fix.SecureData", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecureData (91)", HFILL } + }, + { &fix_fields[91].hf_id, + { "BrokerOfCredit (92)", "fix.BrokerOfCredit", + FT_STRING, BASE_NONE, NULL, 0x00, + "BrokerOfCredit (92)", HFILL } + }, + { &fix_fields[92].hf_id, + { "SignatureLength (93)", "fix.SignatureLength", + FT_STRING, BASE_NONE, NULL, 0x00, + "SignatureLength (93)", HFILL } + }, + { &fix_fields[93].hf_id, + { "EmailType (94)", "fix.EmailType", + FT_STRING, BASE_NONE, NULL, 0x00, + "EmailType (94)", HFILL } + }, + { &fix_fields[94].hf_id, + { "RawDataLength (95)", "fix.RawDataLength", + FT_STRING, BASE_NONE, NULL, 0x00, + "RawDataLength (95)", HFILL } + }, + { &fix_fields[95].hf_id, + { "RawData (96)", "fix.RawData", + FT_STRING, BASE_NONE, NULL, 0x00, + "RawData (96)", HFILL } + }, + { &fix_fields[96].hf_id, + { "PossResend (97)", "fix.PossResend", + FT_STRING, BASE_NONE, NULL, 0x00, + "PossResend (97)", HFILL } + }, + { &fix_fields[97].hf_id, + { "EncryptMethod (98)", "fix.EncryptMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncryptMethod (98)", HFILL } + }, + { &fix_fields[98].hf_id, + { "StopPx (99)", "fix.StopPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "StopPx (99)", HFILL } + }, + { &fix_fields[99].hf_id, + { "ExDestination (100)", "fix.ExDestination", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExDestination (100)", HFILL } + }, + { &fix_fields[100].hf_id, + { "CxlRejReason (102)", "fix.CxlRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "CxlRejReason (102)", HFILL } + }, + { &fix_fields[101].hf_id, + { "OrdRejReason (103)", "fix.OrdRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrdRejReason (103)", HFILL } + }, + { &fix_fields[102].hf_id, + { "IOIQualifier (104)", "fix.IOIQualifier", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOIQualifier (104)", HFILL } + }, + { &fix_fields[103].hf_id, + { "WaveNo (105)", "fix.WaveNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "WaveNo (105)", HFILL } + }, + { &fix_fields[104].hf_id, + { "Issuer (106)", "fix.Issuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "Issuer (106)", HFILL } + }, + { &fix_fields[105].hf_id, + { "SecurityDesc (107)", "fix.SecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityDesc (107)", HFILL } + }, + { &fix_fields[106].hf_id, + { "HeartBtInt (108)", "fix.HeartBtInt", + FT_STRING, BASE_NONE, NULL, 0x00, + "HeartBtInt (108)", HFILL } + }, + { &fix_fields[107].hf_id, + { "ClientID (109)", "fix.ClientID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClientID (109)", HFILL } + }, + { &fix_fields[108].hf_id, + { "MinQty (110)", "fix.MinQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "MinQty (110)", HFILL } + }, + { &fix_fields[109].hf_id, + { "MaxFloor (111)", "fix.MaxFloor", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaxFloor (111)", HFILL } + }, + { &fix_fields[110].hf_id, + { "TestReqID (112)", "fix.TestReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TestReqID (112)", HFILL } + }, + { &fix_fields[111].hf_id, + { "ReportToExch (113)", "fix.ReportToExch", + FT_STRING, BASE_NONE, NULL, 0x00, + "ReportToExch (113)", HFILL } + }, + { &fix_fields[112].hf_id, + { "LocateReqd (114)", "fix.LocateReqd", + FT_STRING, BASE_NONE, NULL, 0x00, + "LocateReqd (114)", HFILL } + }, + { &fix_fields[113].hf_id, + { "OnBehalfOfCompID (115)", "fix.OnBehalfOfCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OnBehalfOfCompID (115)", HFILL } + }, + { &fix_fields[114].hf_id, + { "OnBehalfOfSubID (116)", "fix.OnBehalfOfSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OnBehalfOfSubID (116)", HFILL } + }, + { &fix_fields[115].hf_id, + { "QuoteID (117)", "fix.QuoteID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteID (117)", HFILL } + }, + { &fix_fields[116].hf_id, + { "NetMoney (118)", "fix.NetMoney", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetMoney (118)", HFILL } + }, + { &fix_fields[117].hf_id, + { "SettlCurrAmt (119)", "fix.SettlCurrAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrAmt (119)", HFILL } + }, + { &fix_fields[118].hf_id, + { "SettlCurrency (120)", "fix.SettlCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrency (120)", HFILL } + }, + { &fix_fields[119].hf_id, + { "ForexReq (121)", "fix.ForexReq", + FT_STRING, BASE_NONE, NULL, 0x00, + "ForexReq (121)", HFILL } + }, + { &fix_fields[120].hf_id, + { "OrigSendingTime (122)", "fix.OrigSendingTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigSendingTime (122)", HFILL } + }, + { &fix_fields[121].hf_id, + { "GapFillFlag (123)", "fix.GapFillFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "GapFillFlag (123)", HFILL } + }, + { &fix_fields[122].hf_id, + { "NoExecs (124)", "fix.NoExecs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoExecs (124)", HFILL } + }, + { &fix_fields[123].hf_id, + { "CxlType (125)", "fix.CxlType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CxlType (125)", HFILL } + }, + { &fix_fields[124].hf_id, + { "ExpireTime (126)", "fix.ExpireTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExpireTime (126)", HFILL } + }, + { &fix_fields[125].hf_id, + { "DKReason (127)", "fix.DKReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "DKReason (127)", HFILL } + }, + { &fix_fields[126].hf_id, + { "DeliverToCompID (128)", "fix.DeliverToCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliverToCompID (128)", HFILL } + }, + { &fix_fields[127].hf_id, + { "DeliverToSubID (129)", "fix.DeliverToSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliverToSubID (129)", HFILL } + }, + { &fix_fields[128].hf_id, + { "IOINaturalFlag (130)", "fix.IOINaturalFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "IOINaturalFlag (130)", HFILL } + }, + { &fix_fields[129].hf_id, + { "QuoteReqID (131)", "fix.QuoteReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteReqID (131)", HFILL } + }, + { &fix_fields[130].hf_id, + { "BidPx (132)", "fix.BidPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidPx (132)", HFILL } + }, + { &fix_fields[131].hf_id, + { "OfferPx (133)", "fix.OfferPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferPx (133)", HFILL } + }, + { &fix_fields[132].hf_id, + { "BidSize (134)", "fix.BidSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidSize (134)", HFILL } + }, + { &fix_fields[133].hf_id, + { "OfferSize (135)", "fix.OfferSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferSize (135)", HFILL } + }, + { &fix_fields[134].hf_id, + { "NoMiscFees (136)", "fix.NoMiscFees", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoMiscFees (136)", HFILL } + }, + { &fix_fields[135].hf_id, + { "MiscFeeAmt (137)", "fix.MiscFeeAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "MiscFeeAmt (137)", HFILL } + }, + { &fix_fields[136].hf_id, + { "MiscFeeCurr (138)", "fix.MiscFeeCurr", + FT_STRING, BASE_NONE, NULL, 0x00, + "MiscFeeCurr (138)", HFILL } + }, + { &fix_fields[137].hf_id, + { "MiscFeeType (139)", "fix.MiscFeeType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MiscFeeType (139)", HFILL } + }, + { &fix_fields[138].hf_id, + { "PrevClosePx (140)", "fix.PrevClosePx", + FT_STRING, BASE_NONE, NULL, 0x00, + "PrevClosePx (140)", HFILL } + }, + { &fix_fields[139].hf_id, + { "ResetSeqNumFlag (141)", "fix.ResetSeqNumFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "ResetSeqNumFlag (141)", HFILL } + }, + { &fix_fields[140].hf_id, + { "SenderLocationID (142)", "fix.SenderLocationID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SenderLocationID (142)", HFILL } + }, + { &fix_fields[141].hf_id, + { "TargetLocationID (143)", "fix.TargetLocationID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetLocationID (143)", HFILL } + }, + { &fix_fields[142].hf_id, + { "OnBehalfOfLocationID (144)", "fix.OnBehalfOfLocationID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OnBehalfOfLocationID (144)", HFILL } + }, + { &fix_fields[143].hf_id, + { "DeliverToLocationID (145)", "fix.DeliverToLocationID", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliverToLocationID (145)", HFILL } + }, + { &fix_fields[144].hf_id, + { "NoRelatedSym (146)", "fix.NoRelatedSym", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoRelatedSym (146)", HFILL } + }, + { &fix_fields[145].hf_id, + { "Subject (147)", "fix.Subject", + FT_STRING, BASE_NONE, NULL, 0x00, + "Subject (147)", HFILL } + }, + { &fix_fields[146].hf_id, + { "Headline (148)", "fix.Headline", + FT_STRING, BASE_NONE, NULL, 0x00, + "Headline (148)", HFILL } + }, + { &fix_fields[147].hf_id, + { "URLLink (149)", "fix.URLLink", + FT_STRING, BASE_NONE, NULL, 0x00, + "URLLink (149)", HFILL } + }, + { &fix_fields[148].hf_id, + { "ExecType (150)", "fix.ExecType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecType (150)", HFILL } + }, + { &fix_fields[149].hf_id, + { "LeavesQty (151)", "fix.LeavesQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LeavesQty (151)", HFILL } + }, + { &fix_fields[150].hf_id, + { "CashOrderQty (152)", "fix.CashOrderQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashOrderQty (152)", HFILL } + }, + { &fix_fields[151].hf_id, + { "AllocAvgPx (153)", "fix.AllocAvgPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocAvgPx (153)", HFILL } + }, + { &fix_fields[152].hf_id, + { "AllocNetMoney (154)", "fix.AllocNetMoney", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocNetMoney (154)", HFILL } + }, + { &fix_fields[153].hf_id, + { "SettlCurrFxRate (155)", "fix.SettlCurrFxRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrFxRate (155)", HFILL } + }, + { &fix_fields[154].hf_id, + { "SettlCurrFxRateCalc (156)", "fix.SettlCurrFxRateCalc", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrFxRateCalc (156)", HFILL } + }, + { &fix_fields[155].hf_id, + { "NumDaysInterest (157)", "fix.NumDaysInterest", + FT_STRING, BASE_NONE, NULL, 0x00, + "NumDaysInterest (157)", HFILL } + }, + { &fix_fields[156].hf_id, + { "AccruedInterestRate (158)", "fix.AccruedInterestRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "AccruedInterestRate (158)", HFILL } + }, + { &fix_fields[157].hf_id, + { "AccruedInterestAmt (159)", "fix.AccruedInterestAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "AccruedInterestAmt (159)", HFILL } + }, + { &fix_fields[158].hf_id, + { "SettlInstMode (160)", "fix.SettlInstMode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstMode (160)", HFILL } + }, + { &fix_fields[159].hf_id, + { "AllocText (161)", "fix.AllocText", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocText (161)", HFILL } + }, + { &fix_fields[160].hf_id, + { "SettlInstID (162)", "fix.SettlInstID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstID (162)", HFILL } + }, + { &fix_fields[161].hf_id, + { "SettlInstTransType (163)", "fix.SettlInstTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstTransType (163)", HFILL } + }, + { &fix_fields[162].hf_id, + { "EmailThreadID (164)", "fix.EmailThreadID", + FT_STRING, BASE_NONE, NULL, 0x00, + "EmailThreadID (164)", HFILL } + }, + { &fix_fields[163].hf_id, + { "SettlInstSource (165)", "fix.SettlInstSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstSource (165)", HFILL } + }, + { &fix_fields[164].hf_id, + { "SettlLocation (166)", "fix.SettlLocation", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlLocation (166)", HFILL } + }, + { &fix_fields[165].hf_id, + { "SecurityType (167)", "fix.SecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityType (167)", HFILL } + }, + { &fix_fields[166].hf_id, + { "EffectiveTime (168)", "fix.EffectiveTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "EffectiveTime (168)", HFILL } + }, + { &fix_fields[167].hf_id, + { "StandInstDbType (169)", "fix.StandInstDbType", + FT_STRING, BASE_NONE, NULL, 0x00, + "StandInstDbType (169)", HFILL } + }, + { &fix_fields[168].hf_id, + { "StandInstDbName (170)", "fix.StandInstDbName", + FT_STRING, BASE_NONE, NULL, 0x00, + "StandInstDbName (170)", HFILL } + }, + { &fix_fields[169].hf_id, + { "StandInstDbID (171)", "fix.StandInstDbID", + FT_STRING, BASE_NONE, NULL, 0x00, + "StandInstDbID (171)", HFILL } + }, + { &fix_fields[170].hf_id, + { "SettlDeliveryType (172)", "fix.SettlDeliveryType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlDeliveryType (172)", HFILL } + }, + { &fix_fields[171].hf_id, + { "SettlDepositoryCode (173)", "fix.SettlDepositoryCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlDepositoryCode (173)", HFILL } + }, + { &fix_fields[172].hf_id, + { "SettlBrkrCode (174)", "fix.SettlBrkrCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlBrkrCode (174)", HFILL } + }, + { &fix_fields[173].hf_id, + { "SettlInstCode (175)", "fix.SettlInstCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstCode (175)", HFILL } + }, + { &fix_fields[174].hf_id, + { "SecuritySettlAgentName (176)", "fix.SecuritySettlAgentName", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentName (176)", HFILL } + }, + { &fix_fields[175].hf_id, + { "SecuritySettlAgentCode (177)", "fix.SecuritySettlAgentCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentCode (177)", HFILL } + }, + { &fix_fields[176].hf_id, + { "SecuritySettlAgentAcctNum (178)", "fix.SecuritySettlAgentAcctNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentAcctNum (178)", HFILL } + }, + { &fix_fields[177].hf_id, + { "SecuritySettlAgentAcctName (179)", "fix.SecuritySettlAgentAcctName", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentAcctName (179)", HFILL } + }, + { &fix_fields[178].hf_id, + { "SecuritySettlAgentContactName (180)", "fix.SecuritySettlAgentContactName", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentContactName (180)", HFILL } + }, + { &fix_fields[179].hf_id, + { "SecuritySettlAgentContactPhone (181)", "fix.SecuritySettlAgentContactPhone", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySettlAgentContactPhone (181)", HFILL } + }, + { &fix_fields[180].hf_id, + { "CashSettlAgentName (182)", "fix.CashSettlAgentName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentName (182)", HFILL } + }, + { &fix_fields[181].hf_id, + { "CashSettlAgentCode (183)", "fix.CashSettlAgentCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentCode (183)", HFILL } + }, + { &fix_fields[182].hf_id, + { "CashSettlAgentAcctNum (184)", "fix.CashSettlAgentAcctNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentAcctNum (184)", HFILL } + }, + { &fix_fields[183].hf_id, + { "CashSettlAgentAcctName (185)", "fix.CashSettlAgentAcctName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentAcctName (185)", HFILL } + }, + { &fix_fields[184].hf_id, + { "CashSettlAgentContactName (186)", "fix.CashSettlAgentContactName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentContactName (186)", HFILL } + }, + { &fix_fields[185].hf_id, + { "CashSettlAgentContactPhone (187)", "fix.CashSettlAgentContactPhone", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashSettlAgentContactPhone (187)", HFILL } + }, + { &fix_fields[186].hf_id, + { "BidSpotRate (188)", "fix.BidSpotRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidSpotRate (188)", HFILL } + }, + { &fix_fields[187].hf_id, + { "BidForwardPoints (189)", "fix.BidForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidForwardPoints (189)", HFILL } + }, + { &fix_fields[188].hf_id, + { "OfferSpotRate (190)", "fix.OfferSpotRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferSpotRate (190)", HFILL } + }, + { &fix_fields[189].hf_id, + { "OfferForwardPoints (191)", "fix.OfferForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferForwardPoints (191)", HFILL } + }, + { &fix_fields[190].hf_id, + { "OrderQty2 (192)", "fix.OrderQty2", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderQty2 (192)", HFILL } + }, + { &fix_fields[191].hf_id, + { "SettlDate2 (193)", "fix.SettlDate2", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlDate2 (193)", HFILL } + }, + { &fix_fields[192].hf_id, + { "LastSpotRate (194)", "fix.LastSpotRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastSpotRate (194)", HFILL } + }, + { &fix_fields[193].hf_id, + { "LastForwardPoints (195)", "fix.LastForwardPoints", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastForwardPoints (195)", HFILL } + }, + { &fix_fields[194].hf_id, + { "AllocLinkID (196)", "fix.AllocLinkID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocLinkID (196)", HFILL } + }, + { &fix_fields[195].hf_id, + { "AllocLinkType (197)", "fix.AllocLinkType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocLinkType (197)", HFILL } + }, + { &fix_fields[196].hf_id, + { "SecondaryOrderID (198)", "fix.SecondaryOrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryOrderID (198)", HFILL } + }, + { &fix_fields[197].hf_id, + { "NoIOIQualifiers (199)", "fix.NoIOIQualifiers", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoIOIQualifiers (199)", HFILL } + }, + { &fix_fields[198].hf_id, + { "MaturityMonthYear (200)", "fix.MaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaturityMonthYear (200)", HFILL } + }, + { &fix_fields[199].hf_id, + { "PutOrCall (201)", "fix.PutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + "PutOrCall (201)", HFILL } + }, + { &fix_fields[200].hf_id, + { "StrikePrice (202)", "fix.StrikePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "StrikePrice (202)", HFILL } + }, + { &fix_fields[201].hf_id, + { "CoveredOrUncovered (203)", "fix.CoveredOrUncovered", + FT_STRING, BASE_NONE, NULL, 0x00, + "CoveredOrUncovered (203)", HFILL } + }, + { &fix_fields[202].hf_id, + { "CustomerOrFirm (204)", "fix.CustomerOrFirm", + FT_STRING, BASE_NONE, NULL, 0x00, + "CustomerOrFirm (204)", HFILL } + }, + { &fix_fields[203].hf_id, + { "MaturityDay (205)", "fix.MaturityDay", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaturityDay (205)", HFILL } + }, + { &fix_fields[204].hf_id, + { "OptAttribute (206)", "fix.OptAttribute", + FT_STRING, BASE_NONE, NULL, 0x00, + "OptAttribute (206)", HFILL } + }, + { &fix_fields[205].hf_id, + { "SecurityExchange (207)", "fix.SecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityExchange (207)", HFILL } + }, + { &fix_fields[206].hf_id, + { "NotifyBrokerOfCredit (208)", "fix.NotifyBrokerOfCredit", + FT_STRING, BASE_NONE, NULL, 0x00, + "NotifyBrokerOfCredit (208)", HFILL } + }, + { &fix_fields[207].hf_id, + { "AllocHandlInst (209)", "fix.AllocHandlInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocHandlInst (209)", HFILL } + }, + { &fix_fields[208].hf_id, + { "MaxShow (210)", "fix.MaxShow", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaxShow (210)", HFILL } + }, + { &fix_fields[209].hf_id, + { "PegOffsetValue (211)", "fix.PegOffsetValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegOffsetValue (211)", HFILL } + }, + { &fix_fields[210].hf_id, + { "XmlDataLen (212)", "fix.XmlDataLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "XmlDataLen (212)", HFILL } + }, + { &fix_fields[211].hf_id, + { "XmlData (213)", "fix.XmlData", + FT_STRING, BASE_NONE, NULL, 0x00, + "XmlData (213)", HFILL } + }, + { &fix_fields[212].hf_id, + { "SettlInstRefID (214)", "fix.SettlInstRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstRefID (214)", HFILL } + }, + { &fix_fields[213].hf_id, + { "NoRoutingIDs (215)", "fix.NoRoutingIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoRoutingIDs (215)", HFILL } + }, + { &fix_fields[214].hf_id, + { "RoutingType (216)", "fix.RoutingType", + FT_STRING, BASE_NONE, NULL, 0x00, + "RoutingType (216)", HFILL } + }, + { &fix_fields[215].hf_id, + { "RoutingID (217)", "fix.RoutingID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RoutingID (217)", HFILL } + }, + { &fix_fields[216].hf_id, + { "Spread (218)", "fix.Spread", + FT_STRING, BASE_NONE, NULL, 0x00, + "Spread (218)", HFILL } + }, + { &fix_fields[217].hf_id, + { "Benchmark (219)", "fix.Benchmark", + FT_STRING, BASE_NONE, NULL, 0x00, + "Benchmark (219)", HFILL } + }, + { &fix_fields[218].hf_id, + { "BenchmarkCurveCurrency (220)", "fix.BenchmarkCurveCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkCurveCurrency (220)", HFILL } + }, + { &fix_fields[219].hf_id, + { "BenchmarkCurveName (221)", "fix.BenchmarkCurveName", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkCurveName (221)", HFILL } + }, + { &fix_fields[220].hf_id, + { "BenchmarkCurvePoint (222)", "fix.BenchmarkCurvePoint", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkCurvePoint (222)", HFILL } + }, + { &fix_fields[221].hf_id, + { "CouponRate (223)", "fix.CouponRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "CouponRate (223)", HFILL } + }, + { &fix_fields[222].hf_id, + { "CouponPaymentDate (224)", "fix.CouponPaymentDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "CouponPaymentDate (224)", HFILL } + }, + { &fix_fields[223].hf_id, + { "IssueDate (225)", "fix.IssueDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "IssueDate (225)", HFILL } + }, + { &fix_fields[224].hf_id, + { "RepurchaseTerm (226)", "fix.RepurchaseTerm", + FT_STRING, BASE_NONE, NULL, 0x00, + "RepurchaseTerm (226)", HFILL } + }, + { &fix_fields[225].hf_id, + { "RepurchaseRate (227)", "fix.RepurchaseRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "RepurchaseRate (227)", HFILL } + }, + { &fix_fields[226].hf_id, + { "Factor (228)", "fix.Factor", + FT_STRING, BASE_NONE, NULL, 0x00, + "Factor (228)", HFILL } + }, + { &fix_fields[227].hf_id, + { "TradeOriginationDate (229)", "fix.TradeOriginationDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeOriginationDate (229)", HFILL } + }, + { &fix_fields[228].hf_id, + { "ExDate (230)", "fix.ExDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExDate (230)", HFILL } + }, + { &fix_fields[229].hf_id, + { "ContractMultiplier (231)", "fix.ContractMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContractMultiplier (231)", HFILL } + }, + { &fix_fields[230].hf_id, + { "NoStipulations (232)", "fix.NoStipulations", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoStipulations (232)", HFILL } + }, + { &fix_fields[231].hf_id, + { "StipulationType (233)", "fix.StipulationType", + FT_STRING, BASE_NONE, NULL, 0x00, + "StipulationType (233)", HFILL } + }, + { &fix_fields[232].hf_id, + { "StipulationValue (234)", "fix.StipulationValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "StipulationValue (234)", HFILL } + }, + { &fix_fields[233].hf_id, + { "YieldType (235)", "fix.YieldType", + FT_STRING, BASE_NONE, NULL, 0x00, + "YieldType (235)", HFILL } + }, + { &fix_fields[234].hf_id, + { "Yield (236)", "fix.Yield", + FT_STRING, BASE_NONE, NULL, 0x00, + "Yield (236)", HFILL } + }, + { &fix_fields[235].hf_id, + { "TotalTakedown (237)", "fix.TotalTakedown", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalTakedown (237)", HFILL } + }, + { &fix_fields[236].hf_id, + { "Concession (238)", "fix.Concession", + FT_STRING, BASE_NONE, NULL, 0x00, + "Concession (238)", HFILL } + }, + { &fix_fields[237].hf_id, + { "RepoCollateralSecurityType (239)", "fix.RepoCollateralSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "RepoCollateralSecurityType (239)", HFILL } + }, + { &fix_fields[238].hf_id, + { "RedemptionDate (240)", "fix.RedemptionDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "RedemptionDate (240)", HFILL } + }, + { &fix_fields[239].hf_id, + { "UnderlyingCouponPaymentDate (241)", "fix.UnderlyingCouponPaymentDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCouponPaymentDate (241)", HFILL } + }, + { &fix_fields[240].hf_id, + { "UnderlyingIssueDate (242)", "fix.UnderlyingIssueDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingIssueDate (242)", HFILL } + }, + { &fix_fields[241].hf_id, + { "UnderlyingRepoCollateralSecurityType (243)", "fix.UnderlyingRepoCollateralSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingRepoCollateralSecurityType (243)", HFILL } + }, + { &fix_fields[242].hf_id, + { "UnderlyingRepurchaseTerm (244)", "fix.UnderlyingRepurchaseTerm", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingRepurchaseTerm (244)", HFILL } + }, + { &fix_fields[243].hf_id, + { "UnderlyingRepurchaseRate (245)", "fix.UnderlyingRepurchaseRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingRepurchaseRate (245)", HFILL } + }, + { &fix_fields[244].hf_id, + { "UnderlyingFactor (246)", "fix.UnderlyingFactor", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingFactor (246)", HFILL } + }, + { &fix_fields[245].hf_id, + { "UnderlyingRedemptionDate (247)", "fix.UnderlyingRedemptionDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingRedemptionDate (247)", HFILL } + }, + { &fix_fields[246].hf_id, + { "LegCouponPaymentDate (248)", "fix.LegCouponPaymentDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCouponPaymentDate (248)", HFILL } + }, + { &fix_fields[247].hf_id, + { "LegIssueDate (249)", "fix.LegIssueDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegIssueDate (249)", HFILL } + }, + { &fix_fields[248].hf_id, + { "LegRepoCollateralSecurityType (250)", "fix.LegRepoCollateralSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRepoCollateralSecurityType (250)", HFILL } + }, + { &fix_fields[249].hf_id, + { "LegRepurchaseTerm (251)", "fix.LegRepurchaseTerm", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRepurchaseTerm (251)", HFILL } + }, + { &fix_fields[250].hf_id, + { "LegRepurchaseRate (252)", "fix.LegRepurchaseRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRepurchaseRate (252)", HFILL } + }, + { &fix_fields[251].hf_id, + { "LegFactor (253)", "fix.LegFactor", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegFactor (253)", HFILL } + }, + { &fix_fields[252].hf_id, + { "LegRedemptionDate (254)", "fix.LegRedemptionDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRedemptionDate (254)", HFILL } + }, + { &fix_fields[253].hf_id, + { "CreditRating (255)", "fix.CreditRating", + FT_STRING, BASE_NONE, NULL, 0x00, + "CreditRating (255)", HFILL } + }, + { &fix_fields[254].hf_id, + { "UnderlyingCreditRating (256)", "fix.UnderlyingCreditRating", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCreditRating (256)", HFILL } + }, + { &fix_fields[255].hf_id, + { "LegCreditRating (257)", "fix.LegCreditRating", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCreditRating (257)", HFILL } + }, + { &fix_fields[256].hf_id, + { "TradedFlatSwitch (258)", "fix.TradedFlatSwitch", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradedFlatSwitch (258)", HFILL } + }, + { &fix_fields[257].hf_id, + { "BasisFeatureDate (259)", "fix.BasisFeatureDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "BasisFeatureDate (259)", HFILL } + }, + { &fix_fields[258].hf_id, + { "BasisFeaturePrice (260)", "fix.BasisFeaturePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "BasisFeaturePrice (260)", HFILL } + }, + { &fix_fields[259].hf_id, + { "MDReqID (262)", "fix.MDReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDReqID (262)", HFILL } + }, + { &fix_fields[260].hf_id, + { "SubscriptionRequestType (263)", "fix.SubscriptionRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SubscriptionRequestType (263)", HFILL } + }, + { &fix_fields[261].hf_id, + { "MarketDepth (264)", "fix.MarketDepth", + FT_STRING, BASE_NONE, NULL, 0x00, + "MarketDepth (264)", HFILL } + }, + { &fix_fields[262].hf_id, + { "MDUpdateType (265)", "fix.MDUpdateType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDUpdateType (265)", HFILL } + }, + { &fix_fields[263].hf_id, + { "AggregatedBook (266)", "fix.AggregatedBook", + FT_STRING, BASE_NONE, NULL, 0x00, + "AggregatedBook (266)", HFILL } + }, + { &fix_fields[264].hf_id, + { "NoMDEntryTypes (267)", "fix.NoMDEntryTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoMDEntryTypes (267)", HFILL } + }, + { &fix_fields[265].hf_id, + { "NoMDEntries (268)", "fix.NoMDEntries", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoMDEntries (268)", HFILL } + }, + { &fix_fields[266].hf_id, + { "MDEntryType (269)", "fix.MDEntryType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryType (269)", HFILL } + }, + { &fix_fields[267].hf_id, + { "MDEntryPx (270)", "fix.MDEntryPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryPx (270)", HFILL } + }, + { &fix_fields[268].hf_id, + { "MDEntrySize (271)", "fix.MDEntrySize", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntrySize (271)", HFILL } + }, + { &fix_fields[269].hf_id, + { "MDEntryDate (272)", "fix.MDEntryDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryDate (272)", HFILL } + }, + { &fix_fields[270].hf_id, + { "MDEntryTime (273)", "fix.MDEntryTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryTime (273)", HFILL } + }, + { &fix_fields[271].hf_id, + { "TickDirection (274)", "fix.TickDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + "TickDirection (274)", HFILL } + }, + { &fix_fields[272].hf_id, + { "MDMkt (275)", "fix.MDMkt", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDMkt (275)", HFILL } + }, + { &fix_fields[273].hf_id, + { "QuoteCondition (276)", "fix.QuoteCondition", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteCondition (276)", HFILL } + }, + { &fix_fields[274].hf_id, + { "TradeCondition (277)", "fix.TradeCondition", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeCondition (277)", HFILL } + }, + { &fix_fields[275].hf_id, + { "MDEntryID (278)", "fix.MDEntryID", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryID (278)", HFILL } + }, + { &fix_fields[276].hf_id, + { "MDUpdateAction (279)", "fix.MDUpdateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDUpdateAction (279)", HFILL } + }, + { &fix_fields[277].hf_id, + { "MDEntryRefID (280)", "fix.MDEntryRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryRefID (280)", HFILL } + }, + { &fix_fields[278].hf_id, + { "MDReqRejReason (281)", "fix.MDReqRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDReqRejReason (281)", HFILL } + }, + { &fix_fields[279].hf_id, + { "MDEntryOriginator (282)", "fix.MDEntryOriginator", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryOriginator (282)", HFILL } + }, + { &fix_fields[280].hf_id, + { "LocationID (283)", "fix.LocationID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LocationID (283)", HFILL } + }, + { &fix_fields[281].hf_id, + { "DeskID (284)", "fix.DeskID", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeskID (284)", HFILL } + }, + { &fix_fields[282].hf_id, + { "DeleteReason (285)", "fix.DeleteReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeleteReason (285)", HFILL } + }, + { &fix_fields[283].hf_id, + { "OpenCloseSettlFlag (286)", "fix.OpenCloseSettlFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "OpenCloseSettlFlag (286)", HFILL } + }, + { &fix_fields[284].hf_id, + { "SellerDays (287)", "fix.SellerDays", + FT_STRING, BASE_NONE, NULL, 0x00, + "SellerDays (287)", HFILL } + }, + { &fix_fields[285].hf_id, + { "MDEntryBuyer (288)", "fix.MDEntryBuyer", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryBuyer (288)", HFILL } + }, + { &fix_fields[286].hf_id, + { "MDEntrySeller (289)", "fix.MDEntrySeller", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntrySeller (289)", HFILL } + }, + { &fix_fields[287].hf_id, + { "MDEntryPositionNo (290)", "fix.MDEntryPositionNo", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDEntryPositionNo (290)", HFILL } + }, + { &fix_fields[288].hf_id, + { "FinancialStatus (291)", "fix.FinancialStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "FinancialStatus (291)", HFILL } + }, + { &fix_fields[289].hf_id, + { "CorporateAction (292)", "fix.CorporateAction", + FT_STRING, BASE_NONE, NULL, 0x00, + "CorporateAction (292)", HFILL } + }, + { &fix_fields[290].hf_id, + { "DefBidSize (293)", "fix.DefBidSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "DefBidSize (293)", HFILL } + }, + { &fix_fields[291].hf_id, + { "DefOfferSize (294)", "fix.DefOfferSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "DefOfferSize (294)", HFILL } + }, + { &fix_fields[292].hf_id, + { "NoQuoteEntries (295)", "fix.NoQuoteEntries", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoQuoteEntries (295)", HFILL } + }, + { &fix_fields[293].hf_id, + { "NoQuoteSets (296)", "fix.NoQuoteSets", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoQuoteSets (296)", HFILL } + }, + { &fix_fields[294].hf_id, + { "QuoteStatus (297)", "fix.QuoteStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteStatus (297)", HFILL } + }, + { &fix_fields[295].hf_id, + { "QuoteCancelType (298)", "fix.QuoteCancelType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteCancelType (298)", HFILL } + }, + { &fix_fields[296].hf_id, + { "QuoteEntryID (299)", "fix.QuoteEntryID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteEntryID (299)", HFILL } + }, + { &fix_fields[297].hf_id, + { "QuoteRejectReason (300)", "fix.QuoteRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteRejectReason (300)", HFILL } + }, + { &fix_fields[298].hf_id, + { "QuoteResponseLevel (301)", "fix.QuoteResponseLevel", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteResponseLevel (301)", HFILL } + }, + { &fix_fields[299].hf_id, + { "QuoteSetID (302)", "fix.QuoteSetID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteSetID (302)", HFILL } + }, + { &fix_fields[300].hf_id, + { "QuoteRequestType (303)", "fix.QuoteRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteRequestType (303)", HFILL } + }, + { &fix_fields[301].hf_id, + { "TotNoQuoteEntries (304)", "fix.TotNoQuoteEntries", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoQuoteEntries (304)", HFILL } + }, + { &fix_fields[302].hf_id, + { "UnderlyingSecurityIDSource (305)", "fix.UnderlyingSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityIDSource (305)", HFILL } + }, + { &fix_fields[303].hf_id, + { "UnderlyingIssuer (306)", "fix.UnderlyingIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingIssuer (306)", HFILL } + }, + { &fix_fields[304].hf_id, + { "UnderlyingSecurityDesc (307)", "fix.UnderlyingSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityDesc (307)", HFILL } + }, + { &fix_fields[305].hf_id, + { "UnderlyingSecurityExchange (308)", "fix.UnderlyingSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityExchange (308)", HFILL } + }, + { &fix_fields[306].hf_id, + { "UnderlyingSecurityID (309)", "fix.UnderlyingSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityID (309)", HFILL } + }, + { &fix_fields[307].hf_id, + { "UnderlyingSecurityType (310)", "fix.UnderlyingSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityType (310)", HFILL } + }, + { &fix_fields[308].hf_id, + { "UnderlyingSymbol (311)", "fix.UnderlyingSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSymbol (311)", HFILL } + }, + { &fix_fields[309].hf_id, + { "UnderlyingSymbolSfx (312)", "fix.UnderlyingSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSymbolSfx (312)", HFILL } + }, + { &fix_fields[310].hf_id, + { "UnderlyingMaturityMonthYear (313)", "fix.UnderlyingMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingMaturityMonthYear (313)", HFILL } + }, + { &fix_fields[311].hf_id, + { "UnderlyingMaturityDay (314)", "fix.UnderlyingMaturityDay", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingMaturityDay (314)", HFILL } + }, + { &fix_fields[312].hf_id, + { "UnderlyingPutOrCall (315)", "fix.UnderlyingPutOrCall", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingPutOrCall (315)", HFILL } + }, + { &fix_fields[313].hf_id, + { "UnderlyingStrikePrice (316)", "fix.UnderlyingStrikePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStrikePrice (316)", HFILL } + }, + { &fix_fields[314].hf_id, + { "UnderlyingOptAttribute (317)", "fix.UnderlyingOptAttribute", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingOptAttribute (317)", HFILL } + }, + { &fix_fields[315].hf_id, + { "UnderlyingCurrency (318)", "fix.UnderlyingCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCurrency (318)", HFILL } + }, + { &fix_fields[316].hf_id, + { "RatioQty (319)", "fix.RatioQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "RatioQty (319)", HFILL } + }, + { &fix_fields[317].hf_id, + { "SecurityReqID (320)", "fix.SecurityReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityReqID (320)", HFILL } + }, + { &fix_fields[318].hf_id, + { "SecurityRequestType (321)", "fix.SecurityRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityRequestType (321)", HFILL } + }, + { &fix_fields[319].hf_id, + { "SecurityResponseID (322)", "fix.SecurityResponseID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityResponseID (322)", HFILL } + }, + { &fix_fields[320].hf_id, + { "SecurityResponseType (323)", "fix.SecurityResponseType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityResponseType (323)", HFILL } + }, + { &fix_fields[321].hf_id, + { "SecurityStatusReqID (324)", "fix.SecurityStatusReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityStatusReqID (324)", HFILL } + }, + { &fix_fields[322].hf_id, + { "UnsolicitedIndicator (325)", "fix.UnsolicitedIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnsolicitedIndicator (325)", HFILL } + }, + { &fix_fields[323].hf_id, + { "SecurityTradingStatus (326)", "fix.SecurityTradingStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityTradingStatus (326)", HFILL } + }, + { &fix_fields[324].hf_id, + { "HaltReason (327)", "fix.HaltReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "HaltReason (327)", HFILL } + }, + { &fix_fields[325].hf_id, + { "InViewOfCommon (328)", "fix.InViewOfCommon", + FT_STRING, BASE_NONE, NULL, 0x00, + "InViewOfCommon (328)", HFILL } + }, + { &fix_fields[326].hf_id, + { "DueToRelated (329)", "fix.DueToRelated", + FT_STRING, BASE_NONE, NULL, 0x00, + "DueToRelated (329)", HFILL } + }, + { &fix_fields[327].hf_id, + { "BuyVolume (330)", "fix.BuyVolume", + FT_STRING, BASE_NONE, NULL, 0x00, + "BuyVolume (330)", HFILL } + }, + { &fix_fields[328].hf_id, + { "SellVolume (331)", "fix.SellVolume", + FT_STRING, BASE_NONE, NULL, 0x00, + "SellVolume (331)", HFILL } + }, + { &fix_fields[329].hf_id, + { "HighPx (332)", "fix.HighPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "HighPx (332)", HFILL } + }, + { &fix_fields[330].hf_id, + { "LowPx (333)", "fix.LowPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LowPx (333)", HFILL } + }, + { &fix_fields[331].hf_id, + { "Adjustment (334)", "fix.Adjustment", + FT_STRING, BASE_NONE, NULL, 0x00, + "Adjustment (334)", HFILL } + }, + { &fix_fields[332].hf_id, + { "TradSesReqID (335)", "fix.TradSesReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesReqID (335)", HFILL } + }, + { &fix_fields[333].hf_id, + { "TradingSessionID (336)", "fix.TradingSessionID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradingSessionID (336)", HFILL } + }, + { &fix_fields[334].hf_id, + { "ContraTrader (337)", "fix.ContraTrader", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraTrader (337)", HFILL } + }, + { &fix_fields[335].hf_id, + { "TradSesMethod (338)", "fix.TradSesMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesMethod (338)", HFILL } + }, + { &fix_fields[336].hf_id, + { "TradSesMode (339)", "fix.TradSesMode", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesMode (339)", HFILL } + }, + { &fix_fields[337].hf_id, + { "TradSesStatus (340)", "fix.TradSesStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesStatus (340)", HFILL } + }, + { &fix_fields[338].hf_id, + { "TradSesStartTime (341)", "fix.TradSesStartTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesStartTime (341)", HFILL } + }, + { &fix_fields[339].hf_id, + { "TradSesOpenTime (342)", "fix.TradSesOpenTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesOpenTime (342)", HFILL } + }, + { &fix_fields[340].hf_id, + { "TradSesPreCloseTime (343)", "fix.TradSesPreCloseTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesPreCloseTime (343)", HFILL } + }, + { &fix_fields[341].hf_id, + { "TradSesCloseTime (344)", "fix.TradSesCloseTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesCloseTime (344)", HFILL } + }, + { &fix_fields[342].hf_id, + { "TradSesEndTime (345)", "fix.TradSesEndTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesEndTime (345)", HFILL } + }, + { &fix_fields[343].hf_id, + { "NumberOfOrders (346)", "fix.NumberOfOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + "NumberOfOrders (346)", HFILL } + }, + { &fix_fields[344].hf_id, + { "MessageEncoding (347)", "fix.MessageEncoding", + FT_STRING, BASE_NONE, NULL, 0x00, + "MessageEncoding (347)", HFILL } + }, + { &fix_fields[345].hf_id, + { "EncodedIssuerLen (348)", "fix.EncodedIssuerLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedIssuerLen (348)", HFILL } + }, + { &fix_fields[346].hf_id, + { "EncodedIssuer (349)", "fix.EncodedIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedIssuer (349)", HFILL } + }, + { &fix_fields[347].hf_id, + { "EncodedSecurityDescLen (350)", "fix.EncodedSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedSecurityDescLen (350)", HFILL } + }, + { &fix_fields[348].hf_id, + { "EncodedSecurityDesc (351)", "fix.EncodedSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedSecurityDesc (351)", HFILL } + }, + { &fix_fields[349].hf_id, + { "EncodedListExecInstLen (352)", "fix.EncodedListExecInstLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedListExecInstLen (352)", HFILL } + }, + { &fix_fields[350].hf_id, + { "EncodedListExecInst (353)", "fix.EncodedListExecInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedListExecInst (353)", HFILL } + }, + { &fix_fields[351].hf_id, + { "EncodedTextLen (354)", "fix.EncodedTextLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedTextLen (354)", HFILL } + }, + { &fix_fields[352].hf_id, + { "EncodedText (355)", "fix.EncodedText", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedText (355)", HFILL } + }, + { &fix_fields[353].hf_id, + { "EncodedSubjectLen (356)", "fix.EncodedSubjectLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedSubjectLen (356)", HFILL } + }, + { &fix_fields[354].hf_id, + { "EncodedSubject (357)", "fix.EncodedSubject", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedSubject (357)", HFILL } + }, + { &fix_fields[355].hf_id, + { "EncodedHeadlineLen (358)", "fix.EncodedHeadlineLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedHeadlineLen (358)", HFILL } + }, + { &fix_fields[356].hf_id, + { "EncodedHeadline (359)", "fix.EncodedHeadline", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedHeadline (359)", HFILL } + }, + { &fix_fields[357].hf_id, + { "EncodedAllocTextLen (360)", "fix.EncodedAllocTextLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedAllocTextLen (360)", HFILL } + }, + { &fix_fields[358].hf_id, + { "EncodedAllocText (361)", "fix.EncodedAllocText", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedAllocText (361)", HFILL } + }, + { &fix_fields[359].hf_id, + { "EncodedUnderlyingIssuerLen (362)", "fix.EncodedUnderlyingIssuerLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedUnderlyingIssuerLen (362)", HFILL } + }, + { &fix_fields[360].hf_id, + { "EncodedUnderlyingIssuer (363)", "fix.EncodedUnderlyingIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedUnderlyingIssuer (363)", HFILL } + }, + { &fix_fields[361].hf_id, + { "EncodedUnderlyingSecurityDescLen (364)", "fix.EncodedUnderlyingSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedUnderlyingSecurityDescLen (364)", HFILL } + }, + { &fix_fields[362].hf_id, + { "EncodedUnderlyingSecurityDesc (365)", "fix.EncodedUnderlyingSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedUnderlyingSecurityDesc (365)", HFILL } + }, + { &fix_fields[363].hf_id, + { "AllocPrice (366)", "fix.AllocPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocPrice (366)", HFILL } + }, + { &fix_fields[364].hf_id, + { "QuoteSetValidUntilTime (367)", "fix.QuoteSetValidUntilTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteSetValidUntilTime (367)", HFILL } + }, + { &fix_fields[365].hf_id, + { "QuoteEntryRejectReason (368)", "fix.QuoteEntryRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteEntryRejectReason (368)", HFILL } + }, + { &fix_fields[366].hf_id, + { "LastMsgSeqNumProcessed (369)", "fix.LastMsgSeqNumProcessed", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastMsgSeqNumProcessed (369)", HFILL } + }, + { &fix_fields[367].hf_id, + { "OnBehalfOfSendingTime (370)", "fix.OnBehalfOfSendingTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "OnBehalfOfSendingTime (370)", HFILL } + }, + { &fix_fields[368].hf_id, + { "RefTagID (371)", "fix.RefTagID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefTagID (371)", HFILL } + }, + { &fix_fields[369].hf_id, + { "RefMsgType (372)", "fix.RefMsgType", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefMsgType (372)", HFILL } + }, + { &fix_fields[370].hf_id, + { "SessionRejectReason (373)", "fix.SessionRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "SessionRejectReason (373)", HFILL } + }, + { &fix_fields[371].hf_id, + { "BidRequestTransType (374)", "fix.BidRequestTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidRequestTransType (374)", HFILL } + }, + { &fix_fields[372].hf_id, + { "ContraBroker (375)", "fix.ContraBroker", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraBroker (375)", HFILL } + }, + { &fix_fields[373].hf_id, + { "ComplianceID (376)", "fix.ComplianceID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ComplianceID (376)", HFILL } + }, + { &fix_fields[374].hf_id, + { "SolicitedFlag (377)", "fix.SolicitedFlag", + FT_STRING, BASE_NONE, NULL, 0x00, + "SolicitedFlag (377)", HFILL } + }, + { &fix_fields[375].hf_id, + { "ExecRestatementReason (378)", "fix.ExecRestatementReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecRestatementReason (378)", HFILL } + }, + { &fix_fields[376].hf_id, + { "BusinessRejectRefID (379)", "fix.BusinessRejectRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "BusinessRejectRefID (379)", HFILL } + }, + { &fix_fields[377].hf_id, + { "BusinessRejectReason (380)", "fix.BusinessRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "BusinessRejectReason (380)", HFILL } + }, + { &fix_fields[378].hf_id, + { "GrossTradeAmt (381)", "fix.GrossTradeAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "GrossTradeAmt (381)", HFILL } + }, + { &fix_fields[379].hf_id, + { "NoContraBrokers (382)", "fix.NoContraBrokers", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoContraBrokers (382)", HFILL } + }, + { &fix_fields[380].hf_id, + { "MaxMessageSize (383)", "fix.MaxMessageSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaxMessageSize (383)", HFILL } + }, + { &fix_fields[381].hf_id, + { "NoMsgTypes (384)", "fix.NoMsgTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoMsgTypes (384)", HFILL } + }, + { &fix_fields[382].hf_id, + { "MsgDirection (385)", "fix.MsgDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + "MsgDirection (385)", HFILL } + }, + { &fix_fields[383].hf_id, + { "NoTradingSessions (386)", "fix.NoTradingSessions", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoTradingSessions (386)", HFILL } + }, + { &fix_fields[384].hf_id, + { "TotalVolumeTraded (387)", "fix.TotalVolumeTraded", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalVolumeTraded (387)", HFILL } + }, + { &fix_fields[385].hf_id, + { "DiscretionInst (388)", "fix.DiscretionInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionInst (388)", HFILL } + }, + { &fix_fields[386].hf_id, + { "DiscretionOffsetValue (389)", "fix.DiscretionOffsetValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionOffsetValue (389)", HFILL } + }, + { &fix_fields[387].hf_id, + { "BidID (390)", "fix.BidID", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidID (390)", HFILL } + }, + { &fix_fields[388].hf_id, + { "ClientBidID (391)", "fix.ClientBidID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClientBidID (391)", HFILL } + }, + { &fix_fields[389].hf_id, + { "ListName (392)", "fix.ListName", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListName (392)", HFILL } + }, + { &fix_fields[390].hf_id, + { "TotNoRelatedSym (393)", "fix.TotNoRelatedSym", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoRelatedSym (393)", HFILL } + }, + { &fix_fields[391].hf_id, + { "BidType (394)", "fix.BidType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidType (394)", HFILL } + }, + { &fix_fields[392].hf_id, + { "NumTickets (395)", "fix.NumTickets", + FT_STRING, BASE_NONE, NULL, 0x00, + "NumTickets (395)", HFILL } + }, + { &fix_fields[393].hf_id, + { "SideValue1 (396)", "fix.SideValue1", + FT_STRING, BASE_NONE, NULL, 0x00, + "SideValue1 (396)", HFILL } + }, + { &fix_fields[394].hf_id, + { "SideValue2 (397)", "fix.SideValue2", + FT_STRING, BASE_NONE, NULL, 0x00, + "SideValue2 (397)", HFILL } + }, + { &fix_fields[395].hf_id, + { "NoBidDescriptors (398)", "fix.NoBidDescriptors", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoBidDescriptors (398)", HFILL } + }, + { &fix_fields[396].hf_id, + { "BidDescriptorType (399)", "fix.BidDescriptorType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidDescriptorType (399)", HFILL } + }, + { &fix_fields[397].hf_id, + { "BidDescriptor (400)", "fix.BidDescriptor", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidDescriptor (400)", HFILL } + }, + { &fix_fields[398].hf_id, + { "SideValueInd (401)", "fix.SideValueInd", + FT_STRING, BASE_NONE, NULL, 0x00, + "SideValueInd (401)", HFILL } + }, + { &fix_fields[399].hf_id, + { "LiquidityPctLow (402)", "fix.LiquidityPctLow", + FT_STRING, BASE_NONE, NULL, 0x00, + "LiquidityPctLow (402)", HFILL } + }, + { &fix_fields[400].hf_id, + { "LiquidityPctHigh (403)", "fix.LiquidityPctHigh", + FT_STRING, BASE_NONE, NULL, 0x00, + "LiquidityPctHigh (403)", HFILL } + }, + { &fix_fields[401].hf_id, + { "LiquidityValue (404)", "fix.LiquidityValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LiquidityValue (404)", HFILL } + }, + { &fix_fields[402].hf_id, + { "EFPTrackingError (405)", "fix.EFPTrackingError", + FT_STRING, BASE_NONE, NULL, 0x00, + "EFPTrackingError (405)", HFILL } + }, + { &fix_fields[403].hf_id, + { "FairValue (406)", "fix.FairValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "FairValue (406)", HFILL } + }, + { &fix_fields[404].hf_id, + { "OutsideIndexPct (407)", "fix.OutsideIndexPct", + FT_STRING, BASE_NONE, NULL, 0x00, + "OutsideIndexPct (407)", HFILL } + }, + { &fix_fields[405].hf_id, + { "ValueOfFutures (408)", "fix.ValueOfFutures", + FT_STRING, BASE_NONE, NULL, 0x00, + "ValueOfFutures (408)", HFILL } + }, + { &fix_fields[406].hf_id, + { "LiquidityIndType (409)", "fix.LiquidityIndType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LiquidityIndType (409)", HFILL } + }, + { &fix_fields[407].hf_id, + { "WtAverageLiquidity (410)", "fix.WtAverageLiquidity", + FT_STRING, BASE_NONE, NULL, 0x00, + "WtAverageLiquidity (410)", HFILL } + }, + { &fix_fields[408].hf_id, + { "ExchangeForPhysical (411)", "fix.ExchangeForPhysical", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExchangeForPhysical (411)", HFILL } + }, + { &fix_fields[409].hf_id, + { "OutMainCntryUIndex (412)", "fix.OutMainCntryUIndex", + FT_STRING, BASE_NONE, NULL, 0x00, + "OutMainCntryUIndex (412)", HFILL } + }, + { &fix_fields[410].hf_id, + { "CrossPercent (413)", "fix.CrossPercent", + FT_STRING, BASE_NONE, NULL, 0x00, + "CrossPercent (413)", HFILL } + }, + { &fix_fields[411].hf_id, + { "ProgRptReqs (414)", "fix.ProgRptReqs", + FT_STRING, BASE_NONE, NULL, 0x00, + "ProgRptReqs (414)", HFILL } + }, + { &fix_fields[412].hf_id, + { "ProgPeriodInterval (415)", "fix.ProgPeriodInterval", + FT_STRING, BASE_NONE, NULL, 0x00, + "ProgPeriodInterval (415)", HFILL } + }, + { &fix_fields[413].hf_id, + { "IncTaxInd (416)", "fix.IncTaxInd", + FT_STRING, BASE_NONE, NULL, 0x00, + "IncTaxInd (416)", HFILL } + }, + { &fix_fields[414].hf_id, + { "NumBidders (417)", "fix.NumBidders", + FT_STRING, BASE_NONE, NULL, 0x00, + "NumBidders (417)", HFILL } + }, + { &fix_fields[415].hf_id, + { "BidTradeType (418)", "fix.BidTradeType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidTradeType (418)", HFILL } + }, + { &fix_fields[416].hf_id, + { "BasisPxType (419)", "fix.BasisPxType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BasisPxType (419)", HFILL } + }, + { &fix_fields[417].hf_id, + { "NoBidComponents (420)", "fix.NoBidComponents", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoBidComponents (420)", HFILL } + }, + { &fix_fields[418].hf_id, + { "Country (421)", "fix.Country", + FT_STRING, BASE_NONE, NULL, 0x00, + "Country (421)", HFILL } + }, + { &fix_fields[419].hf_id, + { "TotNoStrikes (422)", "fix.TotNoStrikes", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoStrikes (422)", HFILL } + }, + { &fix_fields[420].hf_id, + { "PriceType (423)", "fix.PriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriceType (423)", HFILL } + }, + { &fix_fields[421].hf_id, + { "DayOrderQty (424)", "fix.DayOrderQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "DayOrderQty (424)", HFILL } + }, + { &fix_fields[422].hf_id, + { "DayCumQty (425)", "fix.DayCumQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "DayCumQty (425)", HFILL } + }, + { &fix_fields[423].hf_id, + { "DayAvgPx (426)", "fix.DayAvgPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "DayAvgPx (426)", HFILL } + }, + { &fix_fields[424].hf_id, + { "GTBookingInst (427)", "fix.GTBookingInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "GTBookingInst (427)", HFILL } + }, + { &fix_fields[425].hf_id, + { "NoStrikes (428)", "fix.NoStrikes", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoStrikes (428)", HFILL } + }, + { &fix_fields[426].hf_id, + { "ListStatusType (429)", "fix.ListStatusType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListStatusType (429)", HFILL } + }, + { &fix_fields[427].hf_id, + { "NetGrossInd (430)", "fix.NetGrossInd", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetGrossInd (430)", HFILL } + }, + { &fix_fields[428].hf_id, + { "ListOrderStatus (431)", "fix.ListOrderStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListOrderStatus (431)", HFILL } + }, + { &fix_fields[429].hf_id, + { "ExpireDate (432)", "fix.ExpireDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExpireDate (432)", HFILL } + }, + { &fix_fields[430].hf_id, + { "ListExecInstType (433)", "fix.ListExecInstType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListExecInstType (433)", HFILL } + }, + { &fix_fields[431].hf_id, + { "CxlRejResponseTo (434)", "fix.CxlRejResponseTo", + FT_STRING, BASE_NONE, NULL, 0x00, + "CxlRejResponseTo (434)", HFILL } + }, + { &fix_fields[432].hf_id, + { "UnderlyingCouponRate (435)", "fix.UnderlyingCouponRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCouponRate (435)", HFILL } + }, + { &fix_fields[433].hf_id, + { "UnderlyingContractMultiplier (436)", "fix.UnderlyingContractMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingContractMultiplier (436)", HFILL } + }, + { &fix_fields[434].hf_id, + { "ContraTradeQty (437)", "fix.ContraTradeQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraTradeQty (437)", HFILL } + }, + { &fix_fields[435].hf_id, + { "ContraTradeTime (438)", "fix.ContraTradeTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraTradeTime (438)", HFILL } + }, + { &fix_fields[436].hf_id, + { "ClearingFirm (439)", "fix.ClearingFirm", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClearingFirm (439)", HFILL } + }, + { &fix_fields[437].hf_id, + { "ClearingAccount (440)", "fix.ClearingAccount", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClearingAccount (440)", HFILL } + }, + { &fix_fields[438].hf_id, + { "LiquidityNumSecurities (441)", "fix.LiquidityNumSecurities", + FT_STRING, BASE_NONE, NULL, 0x00, + "LiquidityNumSecurities (441)", HFILL } + }, + { &fix_fields[439].hf_id, + { "MultiLegReportingType (442)", "fix.MultiLegReportingType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MultiLegReportingType (442)", HFILL } + }, + { &fix_fields[440].hf_id, + { "StrikeTime (443)", "fix.StrikeTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "StrikeTime (443)", HFILL } + }, + { &fix_fields[441].hf_id, + { "ListStatusText (444)", "fix.ListStatusText", + FT_STRING, BASE_NONE, NULL, 0x00, + "ListStatusText (444)", HFILL } + }, + { &fix_fields[442].hf_id, + { "EncodedListStatusTextLen (445)", "fix.EncodedListStatusTextLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedListStatusTextLen (445)", HFILL } + }, + { &fix_fields[443].hf_id, + { "EncodedListStatusText (446)", "fix.EncodedListStatusText", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedListStatusText (446)", HFILL } + }, + { &fix_fields[444].hf_id, + { "PartyIDSource (447)", "fix.PartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "PartyIDSource (447)", HFILL } + }, + { &fix_fields[445].hf_id, + { "PartyID (448)", "fix.PartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PartyID (448)", HFILL } + }, + { &fix_fields[446].hf_id, + { "TotalVolumeTradedDate (449)", "fix.TotalVolumeTradedDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalVolumeTradedDate (449)", HFILL } + }, + { &fix_fields[447].hf_id, + { "TotalVolumeTradedTime (450)", "fix.TotalVolumeTradedTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalVolumeTradedTime (450)", HFILL } + }, + { &fix_fields[448].hf_id, + { "NetChgPrevDay (451)", "fix.NetChgPrevDay", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetChgPrevDay (451)", HFILL } + }, + { &fix_fields[449].hf_id, + { "PartyRole (452)", "fix.PartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + "PartyRole (452)", HFILL } + }, + { &fix_fields[450].hf_id, + { "NoPartyIDs (453)", "fix.NoPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoPartyIDs (453)", HFILL } + }, + { &fix_fields[451].hf_id, + { "NoSecurityAltID (454)", "fix.NoSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSecurityAltID (454)", HFILL } + }, + { &fix_fields[452].hf_id, + { "SecurityAltID (455)", "fix.SecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityAltID (455)", HFILL } + }, + { &fix_fields[453].hf_id, + { "SecurityAltIDSource (456)", "fix.SecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityAltIDSource (456)", HFILL } + }, + { &fix_fields[454].hf_id, + { "NoUnderlyingSecurityAltID (457)", "fix.NoUnderlyingSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoUnderlyingSecurityAltID (457)", HFILL } + }, + { &fix_fields[455].hf_id, + { "UnderlyingSecurityAltID (458)", "fix.UnderlyingSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityAltID (458)", HFILL } + }, + { &fix_fields[456].hf_id, + { "UnderlyingSecurityAltIDSource (459)", "fix.UnderlyingSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecurityAltIDSource (459)", HFILL } + }, + { &fix_fields[457].hf_id, + { "Product (460)", "fix.Product", + FT_STRING, BASE_NONE, NULL, 0x00, + "Product (460)", HFILL } + }, + { &fix_fields[458].hf_id, + { "CFICode (461)", "fix.CFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + "CFICode (461)", HFILL } + }, + { &fix_fields[459].hf_id, + { "UnderlyingProduct (462)", "fix.UnderlyingProduct", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingProduct (462)", HFILL } + }, + { &fix_fields[460].hf_id, + { "UnderlyingCFICode (463)", "fix.UnderlyingCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCFICode (463)", HFILL } + }, + { &fix_fields[461].hf_id, + { "TestMessageIndicator (464)", "fix.TestMessageIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "TestMessageIndicator (464)", HFILL } + }, + { &fix_fields[462].hf_id, + { "QuantityType (465)", "fix.QuantityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuantityType (465)", HFILL } + }, + { &fix_fields[463].hf_id, + { "BookingRefID (466)", "fix.BookingRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "BookingRefID (466)", HFILL } + }, + { &fix_fields[464].hf_id, + { "IndividualAllocID (467)", "fix.IndividualAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + "IndividualAllocID (467)", HFILL } + }, + { &fix_fields[465].hf_id, + { "RoundingDirection (468)", "fix.RoundingDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + "RoundingDirection (468)", HFILL } + }, + { &fix_fields[466].hf_id, + { "RoundingModulus (469)", "fix.RoundingModulus", + FT_STRING, BASE_NONE, NULL, 0x00, + "RoundingModulus (469)", HFILL } + }, + { &fix_fields[467].hf_id, + { "CountryOfIssue (470)", "fix.CountryOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "CountryOfIssue (470)", HFILL } + }, + { &fix_fields[468].hf_id, + { "StateOrProvinceOfIssue (471)", "fix.StateOrProvinceOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "StateOrProvinceOfIssue (471)", HFILL } + }, + { &fix_fields[469].hf_id, + { "LocaleOfIssue (472)", "fix.LocaleOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LocaleOfIssue (472)", HFILL } + }, + { &fix_fields[470].hf_id, + { "NoRegistDtls (473)", "fix.NoRegistDtls", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoRegistDtls (473)", HFILL } + }, + { &fix_fields[471].hf_id, + { "MailingDtls (474)", "fix.MailingDtls", + FT_STRING, BASE_NONE, NULL, 0x00, + "MailingDtls (474)", HFILL } + }, + { &fix_fields[472].hf_id, + { "InvestorCountryOfResidence (475)", "fix.InvestorCountryOfResidence", + FT_STRING, BASE_NONE, NULL, 0x00, + "InvestorCountryOfResidence (475)", HFILL } + }, + { &fix_fields[473].hf_id, + { "PaymentRef (476)", "fix.PaymentRef", + FT_STRING, BASE_NONE, NULL, 0x00, + "PaymentRef (476)", HFILL } + }, + { &fix_fields[474].hf_id, + { "DistribPaymentMethod (477)", "fix.DistribPaymentMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "DistribPaymentMethod (477)", HFILL } + }, + { &fix_fields[475].hf_id, + { "CashDistribCurr (478)", "fix.CashDistribCurr", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribCurr (478)", HFILL } + }, + { &fix_fields[476].hf_id, + { "CommCurrency (479)", "fix.CommCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "CommCurrency (479)", HFILL } + }, + { &fix_fields[477].hf_id, + { "CancellationRights (480)", "fix.CancellationRights", + FT_STRING, BASE_NONE, NULL, 0x00, + "CancellationRights (480)", HFILL } + }, + { &fix_fields[478].hf_id, + { "MoneyLaunderingStatus (481)", "fix.MoneyLaunderingStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "MoneyLaunderingStatus (481)", HFILL } + }, + { &fix_fields[479].hf_id, + { "MailingInst (482)", "fix.MailingInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "MailingInst (482)", HFILL } + }, + { &fix_fields[480].hf_id, + { "TransBkdTime (483)", "fix.TransBkdTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "TransBkdTime (483)", HFILL } + }, + { &fix_fields[481].hf_id, + { "ExecPriceType (484)", "fix.ExecPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecPriceType (484)", HFILL } + }, + { &fix_fields[482].hf_id, + { "ExecPriceAdjustment (485)", "fix.ExecPriceAdjustment", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecPriceAdjustment (485)", HFILL } + }, + { &fix_fields[483].hf_id, + { "DateOfBirth (486)", "fix.DateOfBirth", + FT_STRING, BASE_NONE, NULL, 0x00, + "DateOfBirth (486)", HFILL } + }, + { &fix_fields[484].hf_id, + { "TradeReportTransType (487)", "fix.TradeReportTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeReportTransType (487)", HFILL } + }, + { &fix_fields[485].hf_id, + { "CardHolderName (488)", "fix.CardHolderName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CardHolderName (488)", HFILL } + }, + { &fix_fields[486].hf_id, + { "CardNumber (489)", "fix.CardNumber", + FT_STRING, BASE_NONE, NULL, 0x00, + "CardNumber (489)", HFILL } + }, + { &fix_fields[487].hf_id, + { "CardExpDate (490)", "fix.CardExpDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "CardExpDate (490)", HFILL } + }, + { &fix_fields[488].hf_id, + { "CardIssNum (491)", "fix.CardIssNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "CardIssNum (491)", HFILL } + }, + { &fix_fields[489].hf_id, + { "PaymentMethod (492)", "fix.PaymentMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "PaymentMethod (492)", HFILL } + }, + { &fix_fields[490].hf_id, + { "RegistAcctType (493)", "fix.RegistAcctType", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistAcctType (493)", HFILL } + }, + { &fix_fields[491].hf_id, + { "Designation (494)", "fix.Designation", + FT_STRING, BASE_NONE, NULL, 0x00, + "Designation (494)", HFILL } + }, + { &fix_fields[492].hf_id, + { "TaxAdvantageType (495)", "fix.TaxAdvantageType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TaxAdvantageType (495)", HFILL } + }, + { &fix_fields[493].hf_id, + { "RegistRejReasonText (496)", "fix.RegistRejReasonText", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistRejReasonText (496)", HFILL } + }, + { &fix_fields[494].hf_id, + { "FundRenewWaiv (497)", "fix.FundRenewWaiv", + FT_STRING, BASE_NONE, NULL, 0x00, + "FundRenewWaiv (497)", HFILL } + }, + { &fix_fields[495].hf_id, + { "CashDistribAgentName (498)", "fix.CashDistribAgentName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribAgentName (498)", HFILL } + }, + { &fix_fields[496].hf_id, + { "CashDistribAgentCode (499)", "fix.CashDistribAgentCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribAgentCode (499)", HFILL } + }, + { &fix_fields[497].hf_id, + { "CashDistribAgentAcctNumber (500)", "fix.CashDistribAgentAcctNumber", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribAgentAcctNumber (500)", HFILL } + }, + { &fix_fields[498].hf_id, + { "CashDistribPayRef (501)", "fix.CashDistribPayRef", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribPayRef (501)", HFILL } + }, + { &fix_fields[499].hf_id, + { "CashDistribAgentAcctName (502)", "fix.CashDistribAgentAcctName", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashDistribAgentAcctName (502)", HFILL } + }, + { &fix_fields[500].hf_id, + { "CardStartDate (503)", "fix.CardStartDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "CardStartDate (503)", HFILL } + }, + { &fix_fields[501].hf_id, + { "PaymentDate (504)", "fix.PaymentDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "PaymentDate (504)", HFILL } + }, + { &fix_fields[502].hf_id, + { "PaymentRemitterID (505)", "fix.PaymentRemitterID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PaymentRemitterID (505)", HFILL } + }, + { &fix_fields[503].hf_id, + { "RegistStatus (506)", "fix.RegistStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistStatus (506)", HFILL } + }, + { &fix_fields[504].hf_id, + { "RegistRejReasonCode (507)", "fix.RegistRejReasonCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistRejReasonCode (507)", HFILL } + }, + { &fix_fields[505].hf_id, + { "RegistRefID (508)", "fix.RegistRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistRefID (508)", HFILL } + }, + { &fix_fields[506].hf_id, + { "RegistDtls (509)", "fix.RegistDtls", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistDtls (509)", HFILL } + }, + { &fix_fields[507].hf_id, + { "NoDistribInsts (510)", "fix.NoDistribInsts", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoDistribInsts (510)", HFILL } + }, + { &fix_fields[508].hf_id, + { "RegistEmail (511)", "fix.RegistEmail", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistEmail (511)", HFILL } + }, + { &fix_fields[509].hf_id, + { "DistribPercentage (512)", "fix.DistribPercentage", + FT_STRING, BASE_NONE, NULL, 0x00, + "DistribPercentage (512)", HFILL } + }, + { &fix_fields[510].hf_id, + { "RegistID (513)", "fix.RegistID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistID (513)", HFILL } + }, + { &fix_fields[511].hf_id, + { "RegistTransType (514)", "fix.RegistTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "RegistTransType (514)", HFILL } + }, + { &fix_fields[512].hf_id, + { "ExecValuationPoint (515)", "fix.ExecValuationPoint", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExecValuationPoint (515)", HFILL } + }, + { &fix_fields[513].hf_id, + { "OrderPercent (516)", "fix.OrderPercent", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderPercent (516)", HFILL } + }, + { &fix_fields[514].hf_id, + { "OwnershipType (517)", "fix.OwnershipType", + FT_STRING, BASE_NONE, NULL, 0x00, + "OwnershipType (517)", HFILL } + }, + { &fix_fields[515].hf_id, + { "NoContAmts (518)", "fix.NoContAmts", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoContAmts (518)", HFILL } + }, + { &fix_fields[516].hf_id, + { "ContAmtType (519)", "fix.ContAmtType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContAmtType (519)", HFILL } + }, + { &fix_fields[517].hf_id, + { "ContAmtValue (520)", "fix.ContAmtValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContAmtValue (520)", HFILL } + }, + { &fix_fields[518].hf_id, + { "ContAmtCurr (521)", "fix.ContAmtCurr", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContAmtCurr (521)", HFILL } + }, + { &fix_fields[519].hf_id, + { "OwnerType (522)", "fix.OwnerType", + FT_STRING, BASE_NONE, NULL, 0x00, + "OwnerType (522)", HFILL } + }, + { &fix_fields[520].hf_id, + { "PartySubID (523)", "fix.PartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PartySubID (523)", HFILL } + }, + { &fix_fields[521].hf_id, + { "NestedPartyID (524)", "fix.NestedPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NestedPartyID (524)", HFILL } + }, + { &fix_fields[522].hf_id, + { "NestedPartyIDSource (525)", "fix.NestedPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "NestedPartyIDSource (525)", HFILL } + }, + { &fix_fields[523].hf_id, + { "SecondaryClOrdID (526)", "fix.SecondaryClOrdID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryClOrdID (526)", HFILL } + }, + { &fix_fields[524].hf_id, + { "SecondaryExecID (527)", "fix.SecondaryExecID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryExecID (527)", HFILL } + }, + { &fix_fields[525].hf_id, + { "OrderCapacity (528)", "fix.OrderCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderCapacity (528)", HFILL } + }, + { &fix_fields[526].hf_id, + { "OrderRestrictions (529)", "fix.OrderRestrictions", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderRestrictions (529)", HFILL } + }, + { &fix_fields[527].hf_id, + { "MassCancelRequestType (530)", "fix.MassCancelRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MassCancelRequestType (530)", HFILL } + }, + { &fix_fields[528].hf_id, + { "MassCancelResponse (531)", "fix.MassCancelResponse", + FT_STRING, BASE_NONE, NULL, 0x00, + "MassCancelResponse (531)", HFILL } + }, + { &fix_fields[529].hf_id, + { "MassCancelRejectReason (532)", "fix.MassCancelRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "MassCancelRejectReason (532)", HFILL } + }, + { &fix_fields[530].hf_id, + { "TotalAffectedOrders (533)", "fix.TotalAffectedOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalAffectedOrders (533)", HFILL } + }, + { &fix_fields[531].hf_id, + { "NoAffectedOrders (534)", "fix.NoAffectedOrders", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoAffectedOrders (534)", HFILL } + }, + { &fix_fields[532].hf_id, + { "AffectedOrderID (535)", "fix.AffectedOrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AffectedOrderID (535)", HFILL } + }, + { &fix_fields[533].hf_id, + { "AffectedSecondaryOrderID (536)", "fix.AffectedSecondaryOrderID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AffectedSecondaryOrderID (536)", HFILL } + }, + { &fix_fields[534].hf_id, + { "QuoteType (537)", "fix.QuoteType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteType (537)", HFILL } + }, + { &fix_fields[535].hf_id, + { "NestedPartyRole (538)", "fix.NestedPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + "NestedPartyRole (538)", HFILL } + }, + { &fix_fields[536].hf_id, + { "NoNestedPartyIDs (539)", "fix.NoNestedPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNestedPartyIDs (539)", HFILL } + }, + { &fix_fields[537].hf_id, + { "TotalAccruedInterestAmt (540)", "fix.TotalAccruedInterestAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalAccruedInterestAmt (540)", HFILL } + }, + { &fix_fields[538].hf_id, + { "MaturityDate (541)", "fix.MaturityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaturityDate (541)", HFILL } + }, + { &fix_fields[539].hf_id, + { "UnderlyingMaturityDate (542)", "fix.UnderlyingMaturityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingMaturityDate (542)", HFILL } + }, + { &fix_fields[540].hf_id, + { "InstrRegistry (543)", "fix.InstrRegistry", + FT_STRING, BASE_NONE, NULL, 0x00, + "InstrRegistry (543)", HFILL } + }, + { &fix_fields[541].hf_id, + { "CashMargin (544)", "fix.CashMargin", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashMargin (544)", HFILL } + }, + { &fix_fields[542].hf_id, + { "NestedPartySubID (545)", "fix.NestedPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NestedPartySubID (545)", HFILL } + }, + { &fix_fields[543].hf_id, + { "Scope (546)", "fix.Scope", + FT_STRING, BASE_NONE, NULL, 0x00, + "Scope (546)", HFILL } + }, + { &fix_fields[544].hf_id, + { "MDImplicitDelete (547)", "fix.MDImplicitDelete", + FT_STRING, BASE_NONE, NULL, 0x00, + "MDImplicitDelete (547)", HFILL } + }, + { &fix_fields[545].hf_id, + { "CrossID (548)", "fix.CrossID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CrossID (548)", HFILL } + }, + { &fix_fields[546].hf_id, + { "CrossType (549)", "fix.CrossType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CrossType (549)", HFILL } + }, + { &fix_fields[547].hf_id, + { "CrossPrioritization (550)", "fix.CrossPrioritization", + FT_STRING, BASE_NONE, NULL, 0x00, + "CrossPrioritization (550)", HFILL } + }, + { &fix_fields[548].hf_id, + { "OrigCrossID (551)", "fix.OrigCrossID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigCrossID (551)", HFILL } + }, + { &fix_fields[549].hf_id, + { "NoSides (552)", "fix.NoSides", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSides (552)", HFILL } + }, + { &fix_fields[550].hf_id, + { "Username (553)", "fix.Username", + FT_STRING, BASE_NONE, NULL, 0x00, + "Username (553)", HFILL } + }, + { &fix_fields[551].hf_id, + { "Password (554)", "fix.Password", + FT_STRING, BASE_NONE, NULL, 0x00, + "Password (554)", HFILL } + }, + { &fix_fields[552].hf_id, + { "NoLegs (555)", "fix.NoLegs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoLegs (555)", HFILL } + }, + { &fix_fields[553].hf_id, + { "LegCurrency (556)", "fix.LegCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCurrency (556)", HFILL } + }, + { &fix_fields[554].hf_id, + { "TotNoSecurityTypes (557)", "fix.TotNoSecurityTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoSecurityTypes (557)", HFILL } + }, + { &fix_fields[555].hf_id, + { "NoSecurityTypes (558)", "fix.NoSecurityTypes", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSecurityTypes (558)", HFILL } + }, + { &fix_fields[556].hf_id, + { "SecurityListRequestType (559)", "fix.SecurityListRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityListRequestType (559)", HFILL } + }, + { &fix_fields[557].hf_id, + { "SecurityRequestResult (560)", "fix.SecurityRequestResult", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecurityRequestResult (560)", HFILL } + }, + { &fix_fields[558].hf_id, + { "RoundLot (561)", "fix.RoundLot", + FT_STRING, BASE_NONE, NULL, 0x00, + "RoundLot (561)", HFILL } + }, + { &fix_fields[559].hf_id, + { "MinTradeVol (562)", "fix.MinTradeVol", + FT_STRING, BASE_NONE, NULL, 0x00, + "MinTradeVol (562)", HFILL } + }, + { &fix_fields[560].hf_id, + { "MultiLegRptTypeReq (563)", "fix.MultiLegRptTypeReq", + FT_STRING, BASE_NONE, NULL, 0x00, + "MultiLegRptTypeReq (563)", HFILL } + }, + { &fix_fields[561].hf_id, + { "LegPositionEffect (564)", "fix.LegPositionEffect", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegPositionEffect (564)", HFILL } + }, + { &fix_fields[562].hf_id, + { "LegCoveredOrUncovered (565)", "fix.LegCoveredOrUncovered", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCoveredOrUncovered (565)", HFILL } + }, + { &fix_fields[563].hf_id, + { "LegPrice (566)", "fix.LegPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegPrice (566)", HFILL } + }, + { &fix_fields[564].hf_id, + { "TradSesStatusRejReason (567)", "fix.TradSesStatusRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradSesStatusRejReason (567)", HFILL } + }, + { &fix_fields[565].hf_id, + { "TradeRequestID (568)", "fix.TradeRequestID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeRequestID (568)", HFILL } + }, + { &fix_fields[566].hf_id, + { "TradeRequestType (569)", "fix.TradeRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeRequestType (569)", HFILL } + }, + { &fix_fields[567].hf_id, + { "PreviouslyReported (570)", "fix.PreviouslyReported", + FT_STRING, BASE_NONE, NULL, 0x00, + "PreviouslyReported (570)", HFILL } + }, + { &fix_fields[568].hf_id, + { "TradeReportID (571)", "fix.TradeReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeReportID (571)", HFILL } + }, + { &fix_fields[569].hf_id, + { "TradeReportRefID (572)", "fix.TradeReportRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeReportRefID (572)", HFILL } + }, + { &fix_fields[570].hf_id, + { "MatchStatus (573)", "fix.MatchStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "MatchStatus (573)", HFILL } + }, + { &fix_fields[571].hf_id, + { "MatchType (574)", "fix.MatchType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MatchType (574)", HFILL } + }, + { &fix_fields[572].hf_id, + { "OddLot (575)", "fix.OddLot", + FT_STRING, BASE_NONE, NULL, 0x00, + "OddLot (575)", HFILL } + }, + { &fix_fields[573].hf_id, + { "NoClearingInstructions (576)", "fix.NoClearingInstructions", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoClearingInstructions (576)", HFILL } + }, + { &fix_fields[574].hf_id, + { "ClearingInstruction (577)", "fix.ClearingInstruction", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClearingInstruction (577)", HFILL } + }, + { &fix_fields[575].hf_id, + { "TradeInputSource (578)", "fix.TradeInputSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeInputSource (578)", HFILL } + }, + { &fix_fields[576].hf_id, + { "TradeInputDevice (579)", "fix.TradeInputDevice", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeInputDevice (579)", HFILL } + }, + { &fix_fields[577].hf_id, + { "NoDates (580)", "fix.NoDates", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoDates (580)", HFILL } + }, + { &fix_fields[578].hf_id, + { "AccountType (581)", "fix.AccountType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AccountType (581)", HFILL } + }, + { &fix_fields[579].hf_id, + { "CustOrderCapacity (582)", "fix.CustOrderCapacity", + FT_STRING, BASE_NONE, NULL, 0x00, + "CustOrderCapacity (582)", HFILL } + }, + { &fix_fields[580].hf_id, + { "ClOrdLinkID (583)", "fix.ClOrdLinkID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClOrdLinkID (583)", HFILL } + }, + { &fix_fields[581].hf_id, + { "MassStatusReqID (584)", "fix.MassStatusReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "MassStatusReqID (584)", HFILL } + }, + { &fix_fields[582].hf_id, + { "MassStatusReqType (585)", "fix.MassStatusReqType", + FT_STRING, BASE_NONE, NULL, 0x00, + "MassStatusReqType (585)", HFILL } + }, + { &fix_fields[583].hf_id, + { "OrigOrdModTime (586)", "fix.OrigOrdModTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigOrdModTime (586)", HFILL } + }, + { &fix_fields[584].hf_id, + { "LegSettlType (587)", "fix.LegSettlType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSettlType (587)", HFILL } + }, + { &fix_fields[585].hf_id, + { "LegSettlDate (588)", "fix.LegSettlDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSettlDate (588)", HFILL } + }, + { &fix_fields[586].hf_id, + { "DayBookingInst (589)", "fix.DayBookingInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "DayBookingInst (589)", HFILL } + }, + { &fix_fields[587].hf_id, + { "BookingUnit (590)", "fix.BookingUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + "BookingUnit (590)", HFILL } + }, + { &fix_fields[588].hf_id, + { "PreallocMethod (591)", "fix.PreallocMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "PreallocMethod (591)", HFILL } + }, + { &fix_fields[589].hf_id, + { "UnderlyingCountryOfIssue (592)", "fix.UnderlyingCountryOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCountryOfIssue (592)", HFILL } + }, + { &fix_fields[590].hf_id, + { "UnderlyingStateOrProvinceOfIssue (593)", "fix.UnderlyingStateOrProvinceOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStateOrProvinceOfIssue (593)", HFILL } + }, + { &fix_fields[591].hf_id, + { "UnderlyingLocaleOfIssue (594)", "fix.UnderlyingLocaleOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingLocaleOfIssue (594)", HFILL } + }, + { &fix_fields[592].hf_id, + { "UnderlyingInstrRegistry (595)", "fix.UnderlyingInstrRegistry", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingInstrRegistry (595)", HFILL } + }, + { &fix_fields[593].hf_id, + { "LegCountryOfIssue (596)", "fix.LegCountryOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCountryOfIssue (596)", HFILL } + }, + { &fix_fields[594].hf_id, + { "LegStateOrProvinceOfIssue (597)", "fix.LegStateOrProvinceOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegStateOrProvinceOfIssue (597)", HFILL } + }, + { &fix_fields[595].hf_id, + { "LegLocaleOfIssue (598)", "fix.LegLocaleOfIssue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegLocaleOfIssue (598)", HFILL } + }, + { &fix_fields[596].hf_id, + { "LegInstrRegistry (599)", "fix.LegInstrRegistry", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegInstrRegistry (599)", HFILL } + }, + { &fix_fields[597].hf_id, + { "LegSymbol (600)", "fix.LegSymbol", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSymbol (600)", HFILL } + }, + { &fix_fields[598].hf_id, + { "LegSymbolSfx (601)", "fix.LegSymbolSfx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSymbolSfx (601)", HFILL } + }, + { &fix_fields[599].hf_id, + { "LegSecurityID (602)", "fix.LegSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityID (602)", HFILL } + }, + { &fix_fields[600].hf_id, + { "LegSecurityIDSource (603)", "fix.LegSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityIDSource (603)", HFILL } + }, + { &fix_fields[601].hf_id, + { "NoLegSecurityAltID (604)", "fix.NoLegSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoLegSecurityAltID (604)", HFILL } + }, + { &fix_fields[602].hf_id, + { "LegSecurityAltID (605)", "fix.LegSecurityAltID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityAltID (605)", HFILL } + }, + { &fix_fields[603].hf_id, + { "LegSecurityAltIDSource (606)", "fix.LegSecurityAltIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityAltIDSource (606)", HFILL } + }, + { &fix_fields[604].hf_id, + { "LegProduct (607)", "fix.LegProduct", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegProduct (607)", HFILL } + }, + { &fix_fields[605].hf_id, + { "LegCFICode (608)", "fix.LegCFICode", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCFICode (608)", HFILL } + }, + { &fix_fields[606].hf_id, + { "LegSecurityType (609)", "fix.LegSecurityType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityType (609)", HFILL } + }, + { &fix_fields[607].hf_id, + { "LegMaturityMonthYear (610)", "fix.LegMaturityMonthYear", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegMaturityMonthYear (610)", HFILL } + }, + { &fix_fields[608].hf_id, + { "LegMaturityDate (611)", "fix.LegMaturityDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegMaturityDate (611)", HFILL } + }, + { &fix_fields[609].hf_id, + { "LegStrikePrice (612)", "fix.LegStrikePrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegStrikePrice (612)", HFILL } + }, + { &fix_fields[610].hf_id, + { "LegOptAttribute (613)", "fix.LegOptAttribute", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegOptAttribute (613)", HFILL } + }, + { &fix_fields[611].hf_id, + { "LegContractMultiplier (614)", "fix.LegContractMultiplier", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegContractMultiplier (614)", HFILL } + }, + { &fix_fields[612].hf_id, + { "LegCouponRate (615)", "fix.LegCouponRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegCouponRate (615)", HFILL } + }, + { &fix_fields[613].hf_id, + { "LegSecurityExchange (616)", "fix.LegSecurityExchange", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityExchange (616)", HFILL } + }, + { &fix_fields[614].hf_id, + { "LegIssuer (617)", "fix.LegIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegIssuer (617)", HFILL } + }, + { &fix_fields[615].hf_id, + { "EncodedLegIssuerLen (618)", "fix.EncodedLegIssuerLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedLegIssuerLen (618)", HFILL } + }, + { &fix_fields[616].hf_id, + { "EncodedLegIssuer (619)", "fix.EncodedLegIssuer", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedLegIssuer (619)", HFILL } + }, + { &fix_fields[617].hf_id, + { "LegSecurityDesc (620)", "fix.LegSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecurityDesc (620)", HFILL } + }, + { &fix_fields[618].hf_id, + { "EncodedLegSecurityDescLen (621)", "fix.EncodedLegSecurityDescLen", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedLegSecurityDescLen (621)", HFILL } + }, + { &fix_fields[619].hf_id, + { "EncodedLegSecurityDesc (622)", "fix.EncodedLegSecurityDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "EncodedLegSecurityDesc (622)", HFILL } + }, + { &fix_fields[620].hf_id, + { "LegRatioQty (623)", "fix.LegRatioQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRatioQty (623)", HFILL } + }, + { &fix_fields[621].hf_id, + { "LegSide (624)", "fix.LegSide", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSide (624)", HFILL } + }, + { &fix_fields[622].hf_id, + { "TradingSessionSubID (625)", "fix.TradingSessionSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradingSessionSubID (625)", HFILL } + }, + { &fix_fields[623].hf_id, + { "AllocType (626)", "fix.AllocType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocType (626)", HFILL } + }, + { &fix_fields[624].hf_id, + { "NoHops (627)", "fix.NoHops", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoHops (627)", HFILL } + }, + { &fix_fields[625].hf_id, + { "HopCompID (628)", "fix.HopCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "HopCompID (628)", HFILL } + }, + { &fix_fields[626].hf_id, + { "HopSendingTime (629)", "fix.HopSendingTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "HopSendingTime (629)", HFILL } + }, + { &fix_fields[627].hf_id, + { "HopRefID (630)", "fix.HopRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "HopRefID (630)", HFILL } + }, + { &fix_fields[628].hf_id, + { "MidPx (631)", "fix.MidPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "MidPx (631)", HFILL } + }, + { &fix_fields[629].hf_id, + { "BidYield (632)", "fix.BidYield", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidYield (632)", HFILL } + }, + { &fix_fields[630].hf_id, + { "MidYield (633)", "fix.MidYield", + FT_STRING, BASE_NONE, NULL, 0x00, + "MidYield (633)", HFILL } + }, + { &fix_fields[631].hf_id, + { "OfferYield (634)", "fix.OfferYield", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferYield (634)", HFILL } + }, + { &fix_fields[632].hf_id, + { "ClearingFeeIndicator (635)", "fix.ClearingFeeIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClearingFeeIndicator (635)", HFILL } + }, + { &fix_fields[633].hf_id, + { "WorkingIndicator (636)", "fix.WorkingIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "WorkingIndicator (636)", HFILL } + }, + { &fix_fields[634].hf_id, + { "LegLastPx (637)", "fix.LegLastPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegLastPx (637)", HFILL } + }, + { &fix_fields[635].hf_id, + { "PriorityIndicator (638)", "fix.PriorityIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriorityIndicator (638)", HFILL } + }, + { &fix_fields[636].hf_id, + { "PriceImprovement (639)", "fix.PriceImprovement", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriceImprovement (639)", HFILL } + }, + { &fix_fields[637].hf_id, + { "Price2 (640)", "fix.Price2", + FT_STRING, BASE_NONE, NULL, 0x00, + "Price2 (640)", HFILL } + }, + { &fix_fields[638].hf_id, + { "LastForwardPoints2 (641)", "fix.LastForwardPoints2", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastForwardPoints2 (641)", HFILL } + }, + { &fix_fields[639].hf_id, + { "BidForwardPoints2 (642)", "fix.BidForwardPoints2", + FT_STRING, BASE_NONE, NULL, 0x00, + "BidForwardPoints2 (642)", HFILL } + }, + { &fix_fields[640].hf_id, + { "OfferForwardPoints2 (643)", "fix.OfferForwardPoints2", + FT_STRING, BASE_NONE, NULL, 0x00, + "OfferForwardPoints2 (643)", HFILL } + }, + { &fix_fields[641].hf_id, + { "RFQReqID (644)", "fix.RFQReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RFQReqID (644)", HFILL } + }, + { &fix_fields[642].hf_id, + { "MktBidPx (645)", "fix.MktBidPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "MktBidPx (645)", HFILL } + }, + { &fix_fields[643].hf_id, + { "MktOfferPx (646)", "fix.MktOfferPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "MktOfferPx (646)", HFILL } + }, + { &fix_fields[644].hf_id, + { "MinBidSize (647)", "fix.MinBidSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "MinBidSize (647)", HFILL } + }, + { &fix_fields[645].hf_id, + { "MinOfferSize (648)", "fix.MinOfferSize", + FT_STRING, BASE_NONE, NULL, 0x00, + "MinOfferSize (648)", HFILL } + }, + { &fix_fields[646].hf_id, + { "QuoteStatusReqID (649)", "fix.QuoteStatusReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteStatusReqID (649)", HFILL } + }, + { &fix_fields[647].hf_id, + { "LegalConfirm (650)", "fix.LegalConfirm", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegalConfirm (650)", HFILL } + }, + { &fix_fields[648].hf_id, + { "UnderlyingLastPx (651)", "fix.UnderlyingLastPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingLastPx (651)", HFILL } + }, + { &fix_fields[649].hf_id, + { "UnderlyingLastQty (652)", "fix.UnderlyingLastQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingLastQty (652)", HFILL } + }, + { &fix_fields[650].hf_id, + { "SecDefStatus (653)", "fix.SecDefStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecDefStatus (653)", HFILL } + }, + { &fix_fields[651].hf_id, + { "LegRefID (654)", "fix.LegRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegRefID (654)", HFILL } + }, + { &fix_fields[652].hf_id, + { "ContraLegRefID (655)", "fix.ContraLegRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraLegRefID (655)", HFILL } + }, + { &fix_fields[653].hf_id, + { "SettlCurrBidFxRate (656)", "fix.SettlCurrBidFxRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrBidFxRate (656)", HFILL } + }, + { &fix_fields[654].hf_id, + { "SettlCurrOfferFxRate (657)", "fix.SettlCurrOfferFxRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlCurrOfferFxRate (657)", HFILL } + }, + { &fix_fields[655].hf_id, + { "QuoteRequestRejectReason (658)", "fix.QuoteRequestRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteRequestRejectReason (658)", HFILL } + }, + { &fix_fields[656].hf_id, + { "SideComplianceID (659)", "fix.SideComplianceID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SideComplianceID (659)", HFILL } + }, + { &fix_fields[657].hf_id, + { "AcctIDSource (660)", "fix.AcctIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "AcctIDSource (660)", HFILL } + }, + { &fix_fields[658].hf_id, + { "AllocAcctIDSource (661)", "fix.AllocAcctIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocAcctIDSource (661)", HFILL } + }, + { &fix_fields[659].hf_id, + { "BenchmarkPrice (662)", "fix.BenchmarkPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkPrice (662)", HFILL } + }, + { &fix_fields[660].hf_id, + { "BenchmarkPriceType (663)", "fix.BenchmarkPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkPriceType (663)", HFILL } + }, + { &fix_fields[661].hf_id, + { "ConfirmID (664)", "fix.ConfirmID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmID (664)", HFILL } + }, + { &fix_fields[662].hf_id, + { "ConfirmStatus (665)", "fix.ConfirmStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmStatus (665)", HFILL } + }, + { &fix_fields[663].hf_id, + { "ConfirmTransType (666)", "fix.ConfirmTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmTransType (666)", HFILL } + }, + { &fix_fields[664].hf_id, + { "ContractSettlMonth (667)", "fix.ContractSettlMonth", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContractSettlMonth (667)", HFILL } + }, + { &fix_fields[665].hf_id, + { "DeliveryForm (668)", "fix.DeliveryForm", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliveryForm (668)", HFILL } + }, + { &fix_fields[666].hf_id, + { "LastParPx (669)", "fix.LastParPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastParPx (669)", HFILL } + }, + { &fix_fields[667].hf_id, + { "NoLegAllocs (670)", "fix.NoLegAllocs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoLegAllocs (670)", HFILL } + }, + { &fix_fields[668].hf_id, + { "LegAllocAccount (671)", "fix.LegAllocAccount", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegAllocAccount (671)", HFILL } + }, + { &fix_fields[669].hf_id, + { "LegIndividualAllocID (672)", "fix.LegIndividualAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegIndividualAllocID (672)", HFILL } + }, + { &fix_fields[670].hf_id, + { "LegAllocQty (673)", "fix.LegAllocQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegAllocQty (673)", HFILL } + }, + { &fix_fields[671].hf_id, + { "LegAllocAcctIDSource (674)", "fix.LegAllocAcctIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegAllocAcctIDSource (674)", HFILL } + }, + { &fix_fields[672].hf_id, + { "LegSettlCurrency (675)", "fix.LegSettlCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSettlCurrency (675)", HFILL } + }, + { &fix_fields[673].hf_id, + { "LegBenchmarkCurveCurrency (676)", "fix.LegBenchmarkCurveCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBenchmarkCurveCurrency (676)", HFILL } + }, + { &fix_fields[674].hf_id, + { "LegBenchmarkCurveName (677)", "fix.LegBenchmarkCurveName", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBenchmarkCurveName (677)", HFILL } + }, + { &fix_fields[675].hf_id, + { "LegBenchmarkCurvePoint (678)", "fix.LegBenchmarkCurvePoint", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBenchmarkCurvePoint (678)", HFILL } + }, + { &fix_fields[676].hf_id, + { "LegBenchmarkPrice (679)", "fix.LegBenchmarkPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBenchmarkPrice (679)", HFILL } + }, + { &fix_fields[677].hf_id, + { "LegBenchmarkPriceType (680)", "fix.LegBenchmarkPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBenchmarkPriceType (680)", HFILL } + }, + { &fix_fields[678].hf_id, + { "LegBidPx (681)", "fix.LegBidPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegBidPx (681)", HFILL } + }, + { &fix_fields[679].hf_id, + { "LegIOIQty (682)", "fix.LegIOIQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegIOIQty (682)", HFILL } + }, + { &fix_fields[680].hf_id, + { "NoLegStipulations (683)", "fix.NoLegStipulations", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoLegStipulations (683)", HFILL } + }, + { &fix_fields[681].hf_id, + { "LegOfferPx (684)", "fix.LegOfferPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegOfferPx (684)", HFILL } + }, + { &fix_fields[682].hf_id, + { "LegOrderQty (685)", "fix.LegOrderQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegOrderQty (685)", HFILL } + }, + { &fix_fields[683].hf_id, + { "LegPriceType (686)", "fix.LegPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegPriceType (686)", HFILL } + }, + { &fix_fields[684].hf_id, + { "LegQty (687)", "fix.LegQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegQty (687)", HFILL } + }, + { &fix_fields[685].hf_id, + { "LegStipulationType (688)", "fix.LegStipulationType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegStipulationType (688)", HFILL } + }, + { &fix_fields[686].hf_id, + { "LegStipulationValue (689)", "fix.LegStipulationValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegStipulationValue (689)", HFILL } + }, + { &fix_fields[687].hf_id, + { "LegSwapType (690)", "fix.LegSwapType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSwapType (690)", HFILL } + }, + { &fix_fields[688].hf_id, + { "Pool (691)", "fix.Pool", + FT_STRING, BASE_NONE, NULL, 0x00, + "Pool (691)", HFILL } + }, + { &fix_fields[689].hf_id, + { "QuotePriceType (692)", "fix.QuotePriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuotePriceType (692)", HFILL } + }, + { &fix_fields[690].hf_id, + { "QuoteRespID (693)", "fix.QuoteRespID", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteRespID (693)", HFILL } + }, + { &fix_fields[691].hf_id, + { "QuoteRespType (694)", "fix.QuoteRespType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteRespType (694)", HFILL } + }, + { &fix_fields[692].hf_id, + { "QuoteQualifier (695)", "fix.QuoteQualifier", + FT_STRING, BASE_NONE, NULL, 0x00, + "QuoteQualifier (695)", HFILL } + }, + { &fix_fields[693].hf_id, + { "YieldRedemptionDate (696)", "fix.YieldRedemptionDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "YieldRedemptionDate (696)", HFILL } + }, + { &fix_fields[694].hf_id, + { "YieldRedemptionPrice (697)", "fix.YieldRedemptionPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "YieldRedemptionPrice (697)", HFILL } + }, + { &fix_fields[695].hf_id, + { "YieldRedemptionPriceType (698)", "fix.YieldRedemptionPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "YieldRedemptionPriceType (698)", HFILL } + }, + { &fix_fields[696].hf_id, + { "BenchmarkSecurityID (699)", "fix.BenchmarkSecurityID", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkSecurityID (699)", HFILL } + }, + { &fix_fields[697].hf_id, + { "ReversalIndicator (700)", "fix.ReversalIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "ReversalIndicator (700)", HFILL } + }, + { &fix_fields[698].hf_id, + { "YieldCalcDate (701)", "fix.YieldCalcDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "YieldCalcDate (701)", HFILL } + }, + { &fix_fields[699].hf_id, + { "NoPositions (702)", "fix.NoPositions", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoPositions (702)", HFILL } + }, + { &fix_fields[700].hf_id, + { "PosType (703)", "fix.PosType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosType (703)", HFILL } + }, + { &fix_fields[701].hf_id, + { "LongQty (704)", "fix.LongQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "LongQty (704)", HFILL } + }, + { &fix_fields[702].hf_id, + { "ShortQty (705)", "fix.ShortQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "ShortQty (705)", HFILL } + }, + { &fix_fields[703].hf_id, + { "PosQtyStatus (706)", "fix.PosQtyStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosQtyStatus (706)", HFILL } + }, + { &fix_fields[704].hf_id, + { "PosAmtType (707)", "fix.PosAmtType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosAmtType (707)", HFILL } + }, + { &fix_fields[705].hf_id, + { "PosAmt (708)", "fix.PosAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosAmt (708)", HFILL } + }, + { &fix_fields[706].hf_id, + { "PosTransType (709)", "fix.PosTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosTransType (709)", HFILL } + }, + { &fix_fields[707].hf_id, + { "PosReqID (710)", "fix.PosReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosReqID (710)", HFILL } + }, + { &fix_fields[708].hf_id, + { "NoUnderlyings (711)", "fix.NoUnderlyings", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoUnderlyings (711)", HFILL } + }, + { &fix_fields[709].hf_id, + { "PosMaintAction (712)", "fix.PosMaintAction", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosMaintAction (712)", HFILL } + }, + { &fix_fields[710].hf_id, + { "OrigPosReqRefID (713)", "fix.OrigPosReqRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrigPosReqRefID (713)", HFILL } + }, + { &fix_fields[711].hf_id, + { "PosMaintRptRefID (714)", "fix.PosMaintRptRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosMaintRptRefID (714)", HFILL } + }, + { &fix_fields[712].hf_id, + { "ClearingBusinessDate (715)", "fix.ClearingBusinessDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "ClearingBusinessDate (715)", HFILL } + }, + { &fix_fields[713].hf_id, + { "SettlSessID (716)", "fix.SettlSessID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlSessID (716)", HFILL } + }, + { &fix_fields[714].hf_id, + { "SettlSessSubID (717)", "fix.SettlSessSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlSessSubID (717)", HFILL } + }, + { &fix_fields[715].hf_id, + { "AdjustmentType (718)", "fix.AdjustmentType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AdjustmentType (718)", HFILL } + }, + { &fix_fields[716].hf_id, + { "ContraryInstructionIndicator (719)", "fix.ContraryInstructionIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "ContraryInstructionIndicator (719)", HFILL } + }, + { &fix_fields[717].hf_id, + { "PriorSpreadIndicator (720)", "fix.PriorSpreadIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriorSpreadIndicator (720)", HFILL } + }, + { &fix_fields[718].hf_id, + { "PosMaintRptID (721)", "fix.PosMaintRptID", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosMaintRptID (721)", HFILL } + }, + { &fix_fields[719].hf_id, + { "PosMaintStatus (722)", "fix.PosMaintStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosMaintStatus (722)", HFILL } + }, + { &fix_fields[720].hf_id, + { "PosMaintResult (723)", "fix.PosMaintResult", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosMaintResult (723)", HFILL } + }, + { &fix_fields[721].hf_id, + { "PosReqType (724)", "fix.PosReqType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosReqType (724)", HFILL } + }, + { &fix_fields[722].hf_id, + { "ResponseTransportType (725)", "fix.ResponseTransportType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ResponseTransportType (725)", HFILL } + }, + { &fix_fields[723].hf_id, + { "ResponseDestination (726)", "fix.ResponseDestination", + FT_STRING, BASE_NONE, NULL, 0x00, + "ResponseDestination (726)", HFILL } + }, + { &fix_fields[724].hf_id, + { "TotalNumPosReports (727)", "fix.TotalNumPosReports", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalNumPosReports (727)", HFILL } + }, + { &fix_fields[725].hf_id, + { "PosReqResult (728)", "fix.PosReqResult", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosReqResult (728)", HFILL } + }, + { &fix_fields[726].hf_id, + { "PosReqStatus (729)", "fix.PosReqStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "PosReqStatus (729)", HFILL } + }, + { &fix_fields[727].hf_id, + { "SettlPrice (730)", "fix.SettlPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPrice (730)", HFILL } + }, + { &fix_fields[728].hf_id, + { "SettlPriceType (731)", "fix.SettlPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPriceType (731)", HFILL } + }, + { &fix_fields[729].hf_id, + { "UnderlyingSettlPrice (732)", "fix.UnderlyingSettlPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSettlPrice (732)", HFILL } + }, + { &fix_fields[730].hf_id, + { "UnderlyingSettlPriceType (733)", "fix.UnderlyingSettlPriceType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSettlPriceType (733)", HFILL } + }, + { &fix_fields[731].hf_id, + { "PriorSettlPrice (734)", "fix.PriorSettlPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriorSettlPrice (734)", HFILL } + }, + { &fix_fields[732].hf_id, + { "NoQuoteQualifiers (735)", "fix.NoQuoteQualifiers", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoQuoteQualifiers (735)", HFILL } + }, + { &fix_fields[733].hf_id, + { "AllocSettlCurrency (736)", "fix.AllocSettlCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocSettlCurrency (736)", HFILL } + }, + { &fix_fields[734].hf_id, + { "AllocSettlCurrAmt (737)", "fix.AllocSettlCurrAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocSettlCurrAmt (737)", HFILL } + }, + { &fix_fields[735].hf_id, + { "InterestAtMaturity (738)", "fix.InterestAtMaturity", + FT_STRING, BASE_NONE, NULL, 0x00, + "InterestAtMaturity (738)", HFILL } + }, + { &fix_fields[736].hf_id, + { "LegDatedDate (739)", "fix.LegDatedDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegDatedDate (739)", HFILL } + }, + { &fix_fields[737].hf_id, + { "LegPool (740)", "fix.LegPool", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegPool (740)", HFILL } + }, + { &fix_fields[738].hf_id, + { "AllocInterestAtMaturity (741)", "fix.AllocInterestAtMaturity", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocInterestAtMaturity (741)", HFILL } + }, + { &fix_fields[739].hf_id, + { "AllocAccruedInterestAmt (742)", "fix.AllocAccruedInterestAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocAccruedInterestAmt (742)", HFILL } + }, + { &fix_fields[740].hf_id, + { "DeliveryDate (743)", "fix.DeliveryDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliveryDate (743)", HFILL } + }, + { &fix_fields[741].hf_id, + { "AssignmentMethod (744)", "fix.AssignmentMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "AssignmentMethod (744)", HFILL } + }, + { &fix_fields[742].hf_id, + { "AssignmentUnit (745)", "fix.AssignmentUnit", + FT_STRING, BASE_NONE, NULL, 0x00, + "AssignmentUnit (745)", HFILL } + }, + { &fix_fields[743].hf_id, + { "OpenInterest (746)", "fix.OpenInterest", + FT_STRING, BASE_NONE, NULL, 0x00, + "OpenInterest (746)", HFILL } + }, + { &fix_fields[744].hf_id, + { "ExerciseMethod (747)", "fix.ExerciseMethod", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExerciseMethod (747)", HFILL } + }, + { &fix_fields[745].hf_id, + { "TotNumTradeReports (748)", "fix.TotNumTradeReports", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNumTradeReports (748)", HFILL } + }, + { &fix_fields[746].hf_id, + { "TradeRequestResult (749)", "fix.TradeRequestResult", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeRequestResult (749)", HFILL } + }, + { &fix_fields[747].hf_id, + { "TradeRequestStatus (750)", "fix.TradeRequestStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeRequestStatus (750)", HFILL } + }, + { &fix_fields[748].hf_id, + { "TradeReportRejectReason (751)", "fix.TradeReportRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeReportRejectReason (751)", HFILL } + }, + { &fix_fields[749].hf_id, + { "SideMultiLegReportingType (752)", "fix.SideMultiLegReportingType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SideMultiLegReportingType (752)", HFILL } + }, + { &fix_fields[750].hf_id, + { "NoPosAmt (753)", "fix.NoPosAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoPosAmt (753)", HFILL } + }, + { &fix_fields[751].hf_id, + { "AutoAcceptIndicator (754)", "fix.AutoAcceptIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "AutoAcceptIndicator (754)", HFILL } + }, + { &fix_fields[752].hf_id, + { "AllocReportID (755)", "fix.AllocReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocReportID (755)", HFILL } + }, + { &fix_fields[753].hf_id, + { "NoNested2PartyIDs (756)", "fix.NoNested2PartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNested2PartyIDs (756)", HFILL } + }, + { &fix_fields[754].hf_id, + { "Nested2PartyID (757)", "fix.Nested2PartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested2PartyID (757)", HFILL } + }, + { &fix_fields[755].hf_id, + { "Nested2PartyIDSource (758)", "fix.Nested2PartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested2PartyIDSource (758)", HFILL } + }, + { &fix_fields[756].hf_id, + { "Nested2PartyRole (759)", "fix.Nested2PartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested2PartyRole (759)", HFILL } + }, + { &fix_fields[757].hf_id, + { "Nested2PartySubID (760)", "fix.Nested2PartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested2PartySubID (760)", HFILL } + }, + { &fix_fields[758].hf_id, + { "BenchmarkSecurityIDSource (761)", "fix.BenchmarkSecurityIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "BenchmarkSecurityIDSource (761)", HFILL } + }, + { &fix_fields[759].hf_id, + { "SecuritySubType (762)", "fix.SecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecuritySubType (762)", HFILL } + }, + { &fix_fields[760].hf_id, + { "UnderlyingSecuritySubType (763)", "fix.UnderlyingSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingSecuritySubType (763)", HFILL } + }, + { &fix_fields[761].hf_id, + { "LegSecuritySubType (764)", "fix.LegSecuritySubType", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegSecuritySubType (764)", HFILL } + }, + { &fix_fields[762].hf_id, + { "AllowableOneSidednessPct (765)", "fix.AllowableOneSidednessPct", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllowableOneSidednessPct (765)", HFILL } + }, + { &fix_fields[763].hf_id, + { "AllowableOneSidednessValue (766)", "fix.AllowableOneSidednessValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllowableOneSidednessValue (766)", HFILL } + }, + { &fix_fields[764].hf_id, + { "AllowableOneSidednessCurr (767)", "fix.AllowableOneSidednessCurr", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllowableOneSidednessCurr (767)", HFILL } + }, + { &fix_fields[765].hf_id, + { "NoTrdRegTimestamps (768)", "fix.NoTrdRegTimestamps", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoTrdRegTimestamps (768)", HFILL } + }, + { &fix_fields[766].hf_id, + { "TrdRegTimestamp (769)", "fix.TrdRegTimestamp", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdRegTimestamp (769)", HFILL } + }, + { &fix_fields[767].hf_id, + { "TrdRegTimestampType (770)", "fix.TrdRegTimestampType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdRegTimestampType (770)", HFILL } + }, + { &fix_fields[768].hf_id, + { "TrdRegTimestampOrigin (771)", "fix.TrdRegTimestampOrigin", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdRegTimestampOrigin (771)", HFILL } + }, + { &fix_fields[769].hf_id, + { "ConfirmRefID (772)", "fix.ConfirmRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmRefID (772)", HFILL } + }, + { &fix_fields[770].hf_id, + { "ConfirmType (773)", "fix.ConfirmType", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmType (773)", HFILL } + }, + { &fix_fields[771].hf_id, + { "ConfirmRejReason (774)", "fix.ConfirmRejReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmRejReason (774)", HFILL } + }, + { &fix_fields[772].hf_id, + { "BookingType (775)", "fix.BookingType", + FT_STRING, BASE_NONE, NULL, 0x00, + "BookingType (775)", HFILL } + }, + { &fix_fields[773].hf_id, + { "IndividualAllocRejCode (776)", "fix.IndividualAllocRejCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "IndividualAllocRejCode (776)", HFILL } + }, + { &fix_fields[774].hf_id, + { "SettlInstMsgID (777)", "fix.SettlInstMsgID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstMsgID (777)", HFILL } + }, + { &fix_fields[775].hf_id, + { "NoSettlInst (778)", "fix.NoSettlInst", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSettlInst (778)", HFILL } + }, + { &fix_fields[776].hf_id, + { "LastUpdateTime (779)", "fix.LastUpdateTime", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastUpdateTime (779)", HFILL } + }, + { &fix_fields[777].hf_id, + { "AllocSettlInstType (780)", "fix.AllocSettlInstType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocSettlInstType (780)", HFILL } + }, + { &fix_fields[778].hf_id, + { "NoSettlPartyIDs (781)", "fix.NoSettlPartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSettlPartyIDs (781)", HFILL } + }, + { &fix_fields[779].hf_id, + { "SettlPartyID (782)", "fix.SettlPartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPartyID (782)", HFILL } + }, + { &fix_fields[780].hf_id, + { "SettlPartyIDSource (783)", "fix.SettlPartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPartyIDSource (783)", HFILL } + }, + { &fix_fields[781].hf_id, + { "SettlPartyRole (784)", "fix.SettlPartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPartyRole (784)", HFILL } + }, + { &fix_fields[782].hf_id, + { "SettlPartySubID (785)", "fix.SettlPartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPartySubID (785)", HFILL } + }, + { &fix_fields[783].hf_id, + { "SettlPartySubIDType (786)", "fix.SettlPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlPartySubIDType (786)", HFILL } + }, + { &fix_fields[784].hf_id, + { "DlvyInstType (787)", "fix.DlvyInstType", + FT_STRING, BASE_NONE, NULL, 0x00, + "DlvyInstType (787)", HFILL } + }, + { &fix_fields[785].hf_id, + { "TerminationType (788)", "fix.TerminationType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TerminationType (788)", HFILL } + }, + { &fix_fields[786].hf_id, + { "NextExpectedMsgSeqNum (789)", "fix.NextExpectedMsgSeqNum", + FT_STRING, BASE_NONE, NULL, 0x00, + "NextExpectedMsgSeqNum (789)", HFILL } + }, + { &fix_fields[787].hf_id, + { "OrdStatusReqID (790)", "fix.OrdStatusReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrdStatusReqID (790)", HFILL } + }, + { &fix_fields[788].hf_id, + { "SettlInstReqID (791)", "fix.SettlInstReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstReqID (791)", HFILL } + }, + { &fix_fields[789].hf_id, + { "SettlInstReqRejCode (792)", "fix.SettlInstReqRejCode", + FT_STRING, BASE_NONE, NULL, 0x00, + "SettlInstReqRejCode (792)", HFILL } + }, + { &fix_fields[790].hf_id, + { "SecondaryAllocID (793)", "fix.SecondaryAllocID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryAllocID (793)", HFILL } + }, + { &fix_fields[791].hf_id, + { "AllocReportType (794)", "fix.AllocReportType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocReportType (794)", HFILL } + }, + { &fix_fields[792].hf_id, + { "AllocReportRefID (795)", "fix.AllocReportRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocReportRefID (795)", HFILL } + }, + { &fix_fields[793].hf_id, + { "AllocCancReplaceReason (796)", "fix.AllocCancReplaceReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocCancReplaceReason (796)", HFILL } + }, + { &fix_fields[794].hf_id, + { "CopyMsgIndicator (797)", "fix.CopyMsgIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "CopyMsgIndicator (797)", HFILL } + }, + { &fix_fields[795].hf_id, + { "AllocAccountType (798)", "fix.AllocAccountType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocAccountType (798)", HFILL } + }, + { &fix_fields[796].hf_id, + { "OrderAvgPx (799)", "fix.OrderAvgPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderAvgPx (799)", HFILL } + }, + { &fix_fields[797].hf_id, + { "OrderBookingQty (800)", "fix.OrderBookingQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderBookingQty (800)", HFILL } + }, + { &fix_fields[798].hf_id, + { "NoSettlPartySubIDs (801)", "fix.NoSettlPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoSettlPartySubIDs (801)", HFILL } + }, + { &fix_fields[799].hf_id, + { "NoPartySubIDs (802)", "fix.NoPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoPartySubIDs (802)", HFILL } + }, + { &fix_fields[800].hf_id, + { "PartySubIDType (803)", "fix.PartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PartySubIDType (803)", HFILL } + }, + { &fix_fields[801].hf_id, + { "NoNestedPartySubIDs (804)", "fix.NoNestedPartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNestedPartySubIDs (804)", HFILL } + }, + { &fix_fields[802].hf_id, + { "NestedPartySubIDType (805)", "fix.NestedPartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + "NestedPartySubIDType (805)", HFILL } + }, + { &fix_fields[803].hf_id, + { "NoNested2PartySubIDs (806)", "fix.NoNested2PartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNested2PartySubIDs (806)", HFILL } + }, + { &fix_fields[804].hf_id, + { "Nested2PartySubIDType (807)", "fix.Nested2PartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested2PartySubIDType (807)", HFILL } + }, + { &fix_fields[805].hf_id, + { "AllocIntermedReqType (808)", "fix.AllocIntermedReqType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocIntermedReqType (808)", HFILL } + }, + { &fix_fields[806].hf_id, + { "UnderlyingPx (810)", "fix.UnderlyingPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingPx (810)", HFILL } + }, + { &fix_fields[807].hf_id, + { "PriceDelta (811)", "fix.PriceDelta", + FT_STRING, BASE_NONE, NULL, 0x00, + "PriceDelta (811)", HFILL } + }, + { &fix_fields[808].hf_id, + { "ApplQueueMax (812)", "fix.ApplQueueMax", + FT_STRING, BASE_NONE, NULL, 0x00, + "ApplQueueMax (812)", HFILL } + }, + { &fix_fields[809].hf_id, + { "ApplQueueDepth (813)", "fix.ApplQueueDepth", + FT_STRING, BASE_NONE, NULL, 0x00, + "ApplQueueDepth (813)", HFILL } + }, + { &fix_fields[810].hf_id, + { "ApplQueueResolution (814)", "fix.ApplQueueResolution", + FT_STRING, BASE_NONE, NULL, 0x00, + "ApplQueueResolution (814)", HFILL } + }, + { &fix_fields[811].hf_id, + { "ApplQueueAction (815)", "fix.ApplQueueAction", + FT_STRING, BASE_NONE, NULL, 0x00, + "ApplQueueAction (815)", HFILL } + }, + { &fix_fields[812].hf_id, + { "NoAltMDSource (816)", "fix.NoAltMDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoAltMDSource (816)", HFILL } + }, + { &fix_fields[813].hf_id, + { "AltMDSourceID (817)", "fix.AltMDSourceID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AltMDSourceID (817)", HFILL } + }, + { &fix_fields[814].hf_id, + { "SecondaryTradeReportID (818)", "fix.SecondaryTradeReportID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryTradeReportID (818)", HFILL } + }, + { &fix_fields[815].hf_id, + { "AvgPxIndicator (819)", "fix.AvgPxIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "AvgPxIndicator (819)", HFILL } + }, + { &fix_fields[816].hf_id, + { "TradeLinkID (820)", "fix.TradeLinkID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeLinkID (820)", HFILL } + }, + { &fix_fields[817].hf_id, + { "OrderInputDevice (821)", "fix.OrderInputDevice", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderInputDevice (821)", HFILL } + }, + { &fix_fields[818].hf_id, + { "UnderlyingTradingSessionID (822)", "fix.UnderlyingTradingSessionID", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingTradingSessionID (822)", HFILL } + }, + { &fix_fields[819].hf_id, + { "UnderlyingTradingSessionSubID (823)", "fix.UnderlyingTradingSessionSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingTradingSessionSubID (823)", HFILL } + }, + { &fix_fields[820].hf_id, + { "TradeLegRefID (824)", "fix.TradeLegRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeLegRefID (824)", HFILL } + }, + { &fix_fields[821].hf_id, + { "ExchangeRule (825)", "fix.ExchangeRule", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExchangeRule (825)", HFILL } + }, + { &fix_fields[822].hf_id, + { "TradeAllocIndicator (826)", "fix.TradeAllocIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeAllocIndicator (826)", HFILL } + }, + { &fix_fields[823].hf_id, + { "ExpirationCycle (827)", "fix.ExpirationCycle", + FT_STRING, BASE_NONE, NULL, 0x00, + "ExpirationCycle (827)", HFILL } + }, + { &fix_fields[824].hf_id, + { "TrdType (828)", "fix.TrdType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdType (828)", HFILL } + }, + { &fix_fields[825].hf_id, + { "TrdSubType (829)", "fix.TrdSubType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdSubType (829)", HFILL } + }, + { &fix_fields[826].hf_id, + { "TransferReason (830)", "fix.TransferReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "TransferReason (830)", HFILL } + }, + { &fix_fields[827].hf_id, + { "AsgnReqID (831)", "fix.AsgnReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AsgnReqID (831)", HFILL } + }, + { &fix_fields[828].hf_id, + { "TotNumAssignmentReports (832)", "fix.TotNumAssignmentReports", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNumAssignmentReports (832)", HFILL } + }, + { &fix_fields[829].hf_id, + { "AsgnRptID (833)", "fix.AsgnRptID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AsgnRptID (833)", HFILL } + }, + { &fix_fields[830].hf_id, + { "ThresholdAmount (834)", "fix.ThresholdAmount", + FT_STRING, BASE_NONE, NULL, 0x00, + "ThresholdAmount (834)", HFILL } + }, + { &fix_fields[831].hf_id, + { "PegMoveType (835)", "fix.PegMoveType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegMoveType (835)", HFILL } + }, + { &fix_fields[832].hf_id, + { "PegOffsetType (836)", "fix.PegOffsetType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegOffsetType (836)", HFILL } + }, + { &fix_fields[833].hf_id, + { "PegLimitType (837)", "fix.PegLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegLimitType (837)", HFILL } + }, + { &fix_fields[834].hf_id, + { "PegRoundDirection (838)", "fix.PegRoundDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegRoundDirection (838)", HFILL } + }, + { &fix_fields[835].hf_id, + { "PeggedPrice (839)", "fix.PeggedPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "PeggedPrice (839)", HFILL } + }, + { &fix_fields[836].hf_id, + { "PegScope (840)", "fix.PegScope", + FT_STRING, BASE_NONE, NULL, 0x00, + "PegScope (840)", HFILL } + }, + { &fix_fields[837].hf_id, + { "DiscretionMoveType (841)", "fix.DiscretionMoveType", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionMoveType (841)", HFILL } + }, + { &fix_fields[838].hf_id, + { "DiscretionOffsetType (842)", "fix.DiscretionOffsetType", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionOffsetType (842)", HFILL } + }, + { &fix_fields[839].hf_id, + { "DiscretionLimitType (843)", "fix.DiscretionLimitType", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionLimitType (843)", HFILL } + }, + { &fix_fields[840].hf_id, + { "DiscretionRoundDirection (844)", "fix.DiscretionRoundDirection", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionRoundDirection (844)", HFILL } + }, + { &fix_fields[841].hf_id, + { "DiscretionPrice (845)", "fix.DiscretionPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionPrice (845)", HFILL } + }, + { &fix_fields[842].hf_id, + { "DiscretionScope (846)", "fix.DiscretionScope", + FT_STRING, BASE_NONE, NULL, 0x00, + "DiscretionScope (846)", HFILL } + }, + { &fix_fields[843].hf_id, + { "TargetStrategy (847)", "fix.TargetStrategy", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetStrategy (847)", HFILL } + }, + { &fix_fields[844].hf_id, + { "TargetStrategyParameters (848)", "fix.TargetStrategyParameters", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetStrategyParameters (848)", HFILL } + }, + { &fix_fields[845].hf_id, + { "ParticipationRate (849)", "fix.ParticipationRate", + FT_STRING, BASE_NONE, NULL, 0x00, + "ParticipationRate (849)", HFILL } + }, + { &fix_fields[846].hf_id, + { "TargetStrategyPerformance (850)", "fix.TargetStrategyPerformance", + FT_STRING, BASE_NONE, NULL, 0x00, + "TargetStrategyPerformance (850)", HFILL } + }, + { &fix_fields[847].hf_id, + { "LastLiquidityInd (851)", "fix.LastLiquidityInd", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastLiquidityInd (851)", HFILL } + }, + { &fix_fields[848].hf_id, + { "PublishTrdIndicator (852)", "fix.PublishTrdIndicator", + FT_STRING, BASE_NONE, NULL, 0x00, + "PublishTrdIndicator (852)", HFILL } + }, + { &fix_fields[849].hf_id, + { "ShortSaleReason (853)", "fix.ShortSaleReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "ShortSaleReason (853)", HFILL } + }, + { &fix_fields[850].hf_id, + { "QtyType (854)", "fix.QtyType", + FT_STRING, BASE_NONE, NULL, 0x00, + "QtyType (854)", HFILL } + }, + { &fix_fields[851].hf_id, + { "SecondaryTrdType (855)", "fix.SecondaryTrdType", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryTrdType (855)", HFILL } + }, + { &fix_fields[852].hf_id, + { "TradeReportType (856)", "fix.TradeReportType", + FT_STRING, BASE_NONE, NULL, 0x00, + "TradeReportType (856)", HFILL } + }, + { &fix_fields[853].hf_id, + { "AllocNoOrdersType (857)", "fix.AllocNoOrdersType", + FT_STRING, BASE_NONE, NULL, 0x00, + "AllocNoOrdersType (857)", HFILL } + }, + { &fix_fields[854].hf_id, + { "SharedCommission (858)", "fix.SharedCommission", + FT_STRING, BASE_NONE, NULL, 0x00, + "SharedCommission (858)", HFILL } + }, + { &fix_fields[855].hf_id, + { "ConfirmReqID (859)", "fix.ConfirmReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "ConfirmReqID (859)", HFILL } + }, + { &fix_fields[856].hf_id, + { "AvgParPx (860)", "fix.AvgParPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "AvgParPx (860)", HFILL } + }, + { &fix_fields[857].hf_id, + { "ReportedPx (861)", "fix.ReportedPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "ReportedPx (861)", HFILL } + }, + { &fix_fields[858].hf_id, + { "NoCapacities (862)", "fix.NoCapacities", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoCapacities (862)", HFILL } + }, + { &fix_fields[859].hf_id, + { "OrderCapacityQty (863)", "fix.OrderCapacityQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "OrderCapacityQty (863)", HFILL } + }, + { &fix_fields[860].hf_id, + { "NoEvents (864)", "fix.NoEvents", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoEvents (864)", HFILL } + }, + { &fix_fields[861].hf_id, + { "EventType (865)", "fix.EventType", + FT_STRING, BASE_NONE, NULL, 0x00, + "EventType (865)", HFILL } + }, + { &fix_fields[862].hf_id, + { "EventDate (866)", "fix.EventDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "EventDate (866)", HFILL } + }, + { &fix_fields[863].hf_id, + { "EventPx (867)", "fix.EventPx", + FT_STRING, BASE_NONE, NULL, 0x00, + "EventPx (867)", HFILL } + }, + { &fix_fields[864].hf_id, + { "EventText (868)", "fix.EventText", + FT_STRING, BASE_NONE, NULL, 0x00, + "EventText (868)", HFILL } + }, + { &fix_fields[865].hf_id, + { "PctAtRisk (869)", "fix.PctAtRisk", + FT_STRING, BASE_NONE, NULL, 0x00, + "PctAtRisk (869)", HFILL } + }, + { &fix_fields[866].hf_id, + { "NoInstrAttrib (870)", "fix.NoInstrAttrib", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoInstrAttrib (870)", HFILL } + }, + { &fix_fields[867].hf_id, + { "InstrAttribType (871)", "fix.InstrAttribType", + FT_STRING, BASE_NONE, NULL, 0x00, + "InstrAttribType (871)", HFILL } + }, + { &fix_fields[868].hf_id, + { "InstrAttribValue (872)", "fix.InstrAttribValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "InstrAttribValue (872)", HFILL } + }, + { &fix_fields[869].hf_id, + { "DatedDate (873)", "fix.DatedDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "DatedDate (873)", HFILL } + }, + { &fix_fields[870].hf_id, + { "InterestAccrualDate (874)", "fix.InterestAccrualDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "InterestAccrualDate (874)", HFILL } + }, + { &fix_fields[871].hf_id, + { "CPProgram (875)", "fix.CPProgram", + FT_STRING, BASE_NONE, NULL, 0x00, + "CPProgram (875)", HFILL } + }, + { &fix_fields[872].hf_id, + { "CPRegType (876)", "fix.CPRegType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CPRegType (876)", HFILL } + }, + { &fix_fields[873].hf_id, + { "UnderlyingCPProgram (877)", "fix.UnderlyingCPProgram", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCPProgram (877)", HFILL } + }, + { &fix_fields[874].hf_id, + { "UnderlyingCPRegType (878)", "fix.UnderlyingCPRegType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCPRegType (878)", HFILL } + }, + { &fix_fields[875].hf_id, + { "UnderlyingQty (879)", "fix.UnderlyingQty", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingQty (879)", HFILL } + }, + { &fix_fields[876].hf_id, + { "TrdMatchID (880)", "fix.TrdMatchID", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdMatchID (880)", HFILL } + }, + { &fix_fields[877].hf_id, + { "SecondaryTradeReportRefID (881)", "fix.SecondaryTradeReportRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "SecondaryTradeReportRefID (881)", HFILL } + }, + { &fix_fields[878].hf_id, + { "UnderlyingDirtyPrice (882)", "fix.UnderlyingDirtyPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingDirtyPrice (882)", HFILL } + }, + { &fix_fields[879].hf_id, + { "UnderlyingEndPrice (883)", "fix.UnderlyingEndPrice", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingEndPrice (883)", HFILL } + }, + { &fix_fields[880].hf_id, + { "UnderlyingStartValue (884)", "fix.UnderlyingStartValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStartValue (884)", HFILL } + }, + { &fix_fields[881].hf_id, + { "UnderlyingCurrentValue (885)", "fix.UnderlyingCurrentValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingCurrentValue (885)", HFILL } + }, + { &fix_fields[882].hf_id, + { "UnderlyingEndValue (886)", "fix.UnderlyingEndValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingEndValue (886)", HFILL } + }, + { &fix_fields[883].hf_id, + { "NoUnderlyingStips (887)", "fix.NoUnderlyingStips", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoUnderlyingStips (887)", HFILL } + }, + { &fix_fields[884].hf_id, + { "UnderlyingStipType (888)", "fix.UnderlyingStipType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStipType (888)", HFILL } + }, + { &fix_fields[885].hf_id, + { "UnderlyingStipValue (889)", "fix.UnderlyingStipValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStipValue (889)", HFILL } + }, + { &fix_fields[886].hf_id, + { "MaturityNetMoney (890)", "fix.MaturityNetMoney", + FT_STRING, BASE_NONE, NULL, 0x00, + "MaturityNetMoney (890)", HFILL } + }, + { &fix_fields[887].hf_id, + { "MiscFeeBasis (891)", "fix.MiscFeeBasis", + FT_STRING, BASE_NONE, NULL, 0x00, + "MiscFeeBasis (891)", HFILL } + }, + { &fix_fields[888].hf_id, + { "TotNoAllocs (892)", "fix.TotNoAllocs", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNoAllocs (892)", HFILL } + }, + { &fix_fields[889].hf_id, + { "LastFragment (893)", "fix.LastFragment", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastFragment (893)", HFILL } + }, + { &fix_fields[890].hf_id, + { "CollReqID (894)", "fix.CollReqID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollReqID (894)", HFILL } + }, + { &fix_fields[891].hf_id, + { "CollAsgnReason (895)", "fix.CollAsgnReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnReason (895)", HFILL } + }, + { &fix_fields[892].hf_id, + { "CollInquiryQualifier (896)", "fix.CollInquiryQualifier", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollInquiryQualifier (896)", HFILL } + }, + { &fix_fields[893].hf_id, + { "NoTrades (897)", "fix.NoTrades", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoTrades (897)", HFILL } + }, + { &fix_fields[894].hf_id, + { "MarginRatio (898)", "fix.MarginRatio", + FT_STRING, BASE_NONE, NULL, 0x00, + "MarginRatio (898)", HFILL } + }, + { &fix_fields[895].hf_id, + { "MarginExcess (899)", "fix.MarginExcess", + FT_STRING, BASE_NONE, NULL, 0x00, + "MarginExcess (899)", HFILL } + }, + { &fix_fields[896].hf_id, + { "TotalNetValue (900)", "fix.TotalNetValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotalNetValue (900)", HFILL } + }, + { &fix_fields[897].hf_id, + { "CashOutstanding (901)", "fix.CashOutstanding", + FT_STRING, BASE_NONE, NULL, 0x00, + "CashOutstanding (901)", HFILL } + }, + { &fix_fields[898].hf_id, + { "CollAsgnID (902)", "fix.CollAsgnID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnID (902)", HFILL } + }, + { &fix_fields[899].hf_id, + { "CollAsgnTransType (903)", "fix.CollAsgnTransType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnTransType (903)", HFILL } + }, + { &fix_fields[900].hf_id, + { "CollRespID (904)", "fix.CollRespID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollRespID (904)", HFILL } + }, + { &fix_fields[901].hf_id, + { "CollAsgnRespType (905)", "fix.CollAsgnRespType", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnRespType (905)", HFILL } + }, + { &fix_fields[902].hf_id, + { "CollAsgnRejectReason (906)", "fix.CollAsgnRejectReason", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnRejectReason (906)", HFILL } + }, + { &fix_fields[903].hf_id, + { "CollAsgnRefID (907)", "fix.CollAsgnRefID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAsgnRefID (907)", HFILL } + }, + { &fix_fields[904].hf_id, + { "CollRptID (908)", "fix.CollRptID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollRptID (908)", HFILL } + }, + { &fix_fields[905].hf_id, + { "CollInquiryID (909)", "fix.CollInquiryID", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollInquiryID (909)", HFILL } + }, + { &fix_fields[906].hf_id, + { "CollStatus (910)", "fix.CollStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollStatus (910)", HFILL } + }, + { &fix_fields[907].hf_id, + { "TotNumReports (911)", "fix.TotNumReports", + FT_STRING, BASE_NONE, NULL, 0x00, + "TotNumReports (911)", HFILL } + }, + { &fix_fields[908].hf_id, + { "LastRptRequested (912)", "fix.LastRptRequested", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastRptRequested (912)", HFILL } + }, + { &fix_fields[909].hf_id, + { "AgreementDesc (913)", "fix.AgreementDesc", + FT_STRING, BASE_NONE, NULL, 0x00, + "AgreementDesc (913)", HFILL } + }, + { &fix_fields[910].hf_id, + { "AgreementID (914)", "fix.AgreementID", + FT_STRING, BASE_NONE, NULL, 0x00, + "AgreementID (914)", HFILL } + }, + { &fix_fields[911].hf_id, + { "AgreementDate (915)", "fix.AgreementDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "AgreementDate (915)", HFILL } + }, + { &fix_fields[912].hf_id, + { "StartDate (916)", "fix.StartDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "StartDate (916)", HFILL } + }, + { &fix_fields[913].hf_id, + { "EndDate (917)", "fix.EndDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "EndDate (917)", HFILL } + }, + { &fix_fields[914].hf_id, + { "AgreementCurrency (918)", "fix.AgreementCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "AgreementCurrency (918)", HFILL } + }, + { &fix_fields[915].hf_id, + { "DeliveryType (919)", "fix.DeliveryType", + FT_STRING, BASE_NONE, NULL, 0x00, + "DeliveryType (919)", HFILL } + }, + { &fix_fields[916].hf_id, + { "EndAccruedInterestAmt (920)", "fix.EndAccruedInterestAmt", + FT_STRING, BASE_NONE, NULL, 0x00, + "EndAccruedInterestAmt (920)", HFILL } + }, + { &fix_fields[917].hf_id, + { "StartCash (921)", "fix.StartCash", + FT_STRING, BASE_NONE, NULL, 0x00, + "StartCash (921)", HFILL } + }, + { &fix_fields[918].hf_id, + { "EndCash (922)", "fix.EndCash", + FT_STRING, BASE_NONE, NULL, 0x00, + "EndCash (922)", HFILL } + }, + { &fix_fields[919].hf_id, + { "UserRequestID (923)", "fix.UserRequestID", + FT_STRING, BASE_NONE, NULL, 0x00, + "UserRequestID (923)", HFILL } + }, + { &fix_fields[920].hf_id, + { "UserRequestType (924)", "fix.UserRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "UserRequestType (924)", HFILL } + }, + { &fix_fields[921].hf_id, + { "NewPassword (925)", "fix.NewPassword", + FT_STRING, BASE_NONE, NULL, 0x00, + "NewPassword (925)", HFILL } + }, + { &fix_fields[922].hf_id, + { "UserStatus (926)", "fix.UserStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "UserStatus (926)", HFILL } + }, + { &fix_fields[923].hf_id, + { "UserStatusText (927)", "fix.UserStatusText", + FT_STRING, BASE_NONE, NULL, 0x00, + "UserStatusText (927)", HFILL } + }, + { &fix_fields[924].hf_id, + { "StatusValue (928)", "fix.StatusValue", + FT_STRING, BASE_NONE, NULL, 0x00, + "StatusValue (928)", HFILL } + }, + { &fix_fields[925].hf_id, + { "StatusText (929)", "fix.StatusText", + FT_STRING, BASE_NONE, NULL, 0x00, + "StatusText (929)", HFILL } + }, + { &fix_fields[926].hf_id, + { "RefCompID (930)", "fix.RefCompID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefCompID (930)", HFILL } + }, + { &fix_fields[927].hf_id, + { "RefSubID (931)", "fix.RefSubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "RefSubID (931)", HFILL } + }, + { &fix_fields[928].hf_id, + { "NetworkResponseID (932)", "fix.NetworkResponseID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetworkResponseID (932)", HFILL } + }, + { &fix_fields[929].hf_id, + { "NetworkRequestID (933)", "fix.NetworkRequestID", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetworkRequestID (933)", HFILL } + }, + { &fix_fields[930].hf_id, + { "LastNetworkResponseID (934)", "fix.LastNetworkResponseID", + FT_STRING, BASE_NONE, NULL, 0x00, + "LastNetworkResponseID (934)", HFILL } + }, + { &fix_fields[931].hf_id, + { "NetworkRequestType (935)", "fix.NetworkRequestType", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetworkRequestType (935)", HFILL } + }, + { &fix_fields[932].hf_id, + { "NoCompIDs (936)", "fix.NoCompIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoCompIDs (936)", HFILL } + }, + { &fix_fields[933].hf_id, + { "NetworkStatusResponseType (937)", "fix.NetworkStatusResponseType", + FT_STRING, BASE_NONE, NULL, 0x00, + "NetworkStatusResponseType (937)", HFILL } + }, + { &fix_fields[934].hf_id, + { "NoCollInquiryQualifier (938)", "fix.NoCollInquiryQualifier", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoCollInquiryQualifier (938)", HFILL } + }, + { &fix_fields[935].hf_id, + { "TrdRptStatus (939)", "fix.TrdRptStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "TrdRptStatus (939)", HFILL } + }, + { &fix_fields[936].hf_id, + { "AffirmStatus (940)", "fix.AffirmStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "AffirmStatus (940)", HFILL } + }, + { &fix_fields[937].hf_id, + { "UnderlyingStrikeCurrency (941)", "fix.UnderlyingStrikeCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "UnderlyingStrikeCurrency (941)", HFILL } + }, + { &fix_fields[938].hf_id, + { "LegStrikeCurrency (942)", "fix.LegStrikeCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegStrikeCurrency (942)", HFILL } + }, + { &fix_fields[939].hf_id, + { "TimeBracket (943)", "fix.TimeBracket", + FT_STRING, BASE_NONE, NULL, 0x00, + "TimeBracket (943)", HFILL } + }, + { &fix_fields[940].hf_id, + { "CollAction (944)", "fix.CollAction", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollAction (944)", HFILL } + }, + { &fix_fields[941].hf_id, + { "CollInquiryStatus (945)", "fix.CollInquiryStatus", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollInquiryStatus (945)", HFILL } + }, + { &fix_fields[942].hf_id, + { "CollInquiryResult (946)", "fix.CollInquiryResult", + FT_STRING, BASE_NONE, NULL, 0x00, + "CollInquiryResult (946)", HFILL } + }, + { &fix_fields[943].hf_id, + { "StrikeCurrency (947)", "fix.StrikeCurrency", + FT_STRING, BASE_NONE, NULL, 0x00, + "StrikeCurrency (947)", HFILL } + }, + { &fix_fields[944].hf_id, + { "NoNested3PartyIDs (948)", "fix.NoNested3PartyIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNested3PartyIDs (948)", HFILL } + }, + { &fix_fields[945].hf_id, + { "Nested3PartyID (949)", "fix.Nested3PartyID", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested3PartyID (949)", HFILL } + }, + { &fix_fields[946].hf_id, + { "Nested3PartyIDSource (950)", "fix.Nested3PartyIDSource", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested3PartyIDSource (950)", HFILL } + }, + { &fix_fields[947].hf_id, + { "Nested3PartyRole (951)", "fix.Nested3PartyRole", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested3PartyRole (951)", HFILL } + }, + { &fix_fields[948].hf_id, + { "NoNested3PartySubIDs (952)", "fix.NoNested3PartySubIDs", + FT_STRING, BASE_NONE, NULL, 0x00, + "NoNested3PartySubIDs (952)", HFILL } + }, + { &fix_fields[949].hf_id, + { "Nested3PartySubID (953)", "fix.Nested3PartySubID", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested3PartySubID (953)", HFILL } + }, + { &fix_fields[950].hf_id, + { "Nested3PartySubIDType (954)", "fix.Nested3PartySubIDType", + FT_STRING, BASE_NONE, NULL, 0x00, + "Nested3PartySubIDType (954)", HFILL } + }, + { &fix_fields[951].hf_id, + { "LegContractSettlMonth (955)", "fix.LegContractSettlMonth", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegContractSettlMonth (955)", HFILL } + }, + { &fix_fields[952].hf_id, + { "LegInterestAccrualDate (956)", "fix.LegInterestAccrualDate", + FT_STRING, BASE_NONE, NULL, 0x00, + "LegInterestAccrualDate (956)", HFILL } + }, + }; + +#define FIX_40 140 +#define FIX_41 211 +#define FIX_42 446 +#define FIX_43 659 +#define FIX_44 956 diff --git a/epan/value_string.c b/epan/value_string.c index 0990d8ef90..e74ea6ceee 100644 --- a/epan/value_string.c +++ b/epan/value_string.c @@ -31,6 +31,7 @@ #include "to_str.h" #include "emem.h" #include "value_string.h" +#include <string.h> /* Tries to match val against each element in the value_string array vs. Returns the associated string ptr on a match. @@ -77,6 +78,51 @@ match_strval(guint32 val, const value_string *vs) { return match_strval_idx(val, vs, &ignore_me); } +/* Tries to match val against each element in the value_string array vs. + Returns the associated string ptr on a match. + Formats val with fmt, and returns the resulting string, on failure. */ +const gchar* +str_to_str(const gchar *val, const string_string *vs, const char *fmt) { + const gchar *ret; + + g_assert(fmt != NULL); + + ret = match_strstr(val, vs); + if (ret != NULL) + return ret; + + return ep_strdup_printf(fmt, val); +} + +/* Tries to match val against each element in the value_string array vs. + Returns the associated string ptr, and sets "*idx" to the index in + that table, on a match, and returns NULL, and sets "*idx" to -1, + on failure. */ +const gchar* +match_strstr_idx(const gchar *val, const string_string *vs, gint *idx) { + gint i = 0; + + if(vs) { + while (vs[i].strptr) { + if (!strcmp(vs[i].value,val)) { + *idx = i; + return(vs[i].strptr); + } + i++; + } + } + + *idx = -1; + return NULL; +} + +/* Like match_strval_idx(), but doesn't return the index. */ +const gchar* +match_strstr(const gchar *val, const string_string *vs) { + gint ignore_me; + return match_strstr_idx(val, vs, &ignore_me); +} + /* Generate a string describing an enumerated bitfield (an N-bit field with various specific values having particular names). */ const char * diff --git a/epan/value_string.h b/epan/value_string.h index 546e8a7800..3fc92c9bf3 100644 --- a/epan/value_string.h +++ b/epan/value_string.h @@ -34,6 +34,13 @@ typedef struct _value_string { const gchar *strptr; } value_string; +/* Struct for the str_to_str, match_strstr_idx, and match_strstr functions */ + +typedef struct _string_string { + const gchar *value; + const gchar *strptr; +} string_string; + /* Struct for the rval_to_str, match_strrval_idx, and match_strrval functions */ typedef struct _range_string { guint32 value_min; @@ -58,6 +65,20 @@ extern const gchar* match_strval(guint32 val, const value_string *vs); Formats val with fmt, and returns the resulting string, on failure. */ extern const gchar* val_to_str(guint32 val, const value_string *vs, const char *fmt); +/* Tries to match val against each element in the value_string array vs. + Returns the associated string ptr, and sets "*idx" to the index in + that table, on a match, and returns NULL, and sets "*idx" to -1, + on failure. */ +extern const gchar* match_strstr_idx(const gchar *val, const string_string *vs, gint *idx); + +/* Like match_strval_idx(), but doesn't return the index. */ +extern const gchar* match_strstr(const gchar *val, const string_string *vs); + +/* Tries to match val against each element in the value_string array vs. + Returns the associated string ptr on a match. + Formats val with fmt, and returns the resulting string, on failure. */ +extern const gchar* str_to_str(const gchar *val, const string_string *vs, const char *fmt); + /* Generate a string describing an enumerated bitfield (an N-bit field with various specific values having particular names). */ extern const char *decode_enumerated_bitfield(guint32 val, guint32 mask, diff --git a/fix/FIX.xml b/fix/FIX.xml new file mode 100644 index 0000000000..8d18df3a4e --- /dev/null +++ b/fix/FIX.xml @@ -0,0 +1,6784 @@ +<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> + </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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + </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="UNKOWN_ID" /> + <value enum="2" description="UNKNOWN_SECURITY" /> + <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" /> + <value enum="4" description="APPLICATION_NOT_AVAILABLE" /> + <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" /> + <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> diff --git a/fix/FIX40.xml b/fix/FIX40.xml new file mode 100644 index 0000000000..08bd0e7d9f --- /dev/null +++ b/fix/FIX40.xml @@ -0,0 +1,828 @@ +<fix major="4" minor="0"> + <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="TargetSubID" required="N"/> + <field name="OnBehalfOfSubID" required="N"/> + <field name="DeliverToSubID" required="N"/> + <field name="PossDupFlag" required="N"/> + <field name="PossResend" required="N"/> + <field name="SendingTime" required="Y"/> + <field name="OrigSendingTime" required="N"/> + </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"/> + </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="Text" 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"/> + </message> + <message name="Advertisement" msgtype="7" msgcat="app"> + <field name="AdvId" required="Y"/> + <field name="AdvTransType" required="Y"/> + <field name="AdvRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="AdvSide" required="Y"/> + <field name="Shares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Text" 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"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="IOIShares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="IOIQltyInd" required="N"/> + <field name="IOIOthSvc" required="N"/> + <field name="IOINaturalFlag" required="N"/> + <field name="IOIQualifier" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="News" msgtype="B" msgcat="app"> + <field name="OrigTime" required="N"/> + <field name="Urgency" required="N"/> + <field name="RelatdSym" required="N" repeating="Y"/> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + </group> + <field name="RawDataLength" required="N"/> + <field name="RawData" required="N"/> + </message> + <message name="Email" msgtype="C" msgcat="app"> + <field name="EmailType" required="Y"/> + <field name="OrigTime" required="N"/> + <field name="RelatdSym" required="N" repeating="Y"/> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + </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="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="N"/> + <field name="OrderQty" required="N"/> + </message> + <message name="Quote" msgtype="S" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="BidPx" required="Y"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + </message> + <message name="NewOrderSingle" msgtype="D" msgcat="app"> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ExecutionReport" msgtype="8" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="ClOrdID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="ExecID" required="Y"/> + <field name="ExecTransType" required="Y"/> + <field name="ExecRefID" required="N"/> + <field name="OrdStatus" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="ExecInst" required="N"/> + <field name="Rule80A" required="N"/> + <field name="LastShares" required="Y"/> + <field name="LastPx" required="Y"/> + <field name="LastMkt" required="N"/> + <field name="LastCapacity" required="N"/> + <field name="CumQty" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="ReportToExch" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N"/> + <field name="MiscFeeCurr" required="N"/> + <field name="MiscFeeType" required="N"/> + </group> + <field name="NetMoney" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="DontKnowTrade" msgtype="Q" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ExecID" required="N"/> + <field name="DKReason" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="Y"/> + <field name="LastShares" required="Y"/> + <field name="LastPx" required="Y"/> + <field name="Text" required="N"/> + </message> + <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="OrigClOrdID" required="Y"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + </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="ListID" required="N"/> + <field name="CxlType" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="Y"/> + <field name="Text" required="N"/> + </message> + <message name="OrderCancelReject" msgtype="9" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="CxlRejReason" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="OrderStatusRequest" msgtype="H" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + </message> + <message name="Allocation" msgtype="J" msgcat="app"> + <field name="AllocID" required="Y"/> + <field name="AllocTransType" required="Y"/> + <field name="RefAllocID" required="N"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="ListID" required="N"/> + <field name="WaveNo" required="N"/> + </group> + <group name="NoExecs" required="N"> + <field name="ExecID" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastMkt" required="N"/> + </group> + <field name="Side" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Shares" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="AvgPrxPrecision" required="N"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="NetMoney" required="N"/> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N"/> + <field name="MiscFeeCurr" required="N"/> + <field name="MiscFeeType" required="N"/> + </group> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="OpenClose" required="N"/> + <field name="Text" required="N"/> + <group name="NoAllocs" required="Y"> + <field name="AllocAccount" required="Y"/> + <field name="AllocShares" required="Y"/> + <field name="ProcessCode" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ClientID" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <group name="NoDlvyInst" required="N"> + <field name="BrokerOfCredit" required="N"/> + <field name="DlvyInst" required="N"/> + </group> + </group> + </message> + <message name="AllocationACK" msgtype="P" msgcat="app"> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="AllocID" required="Y"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="AllocStatus" required="Y"/> + <field name="AllocRejCode" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="NewOrderList" msgtype="E" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="ListSeqNo" required="Y"/> + <field name="ListNoOrds" required="Y"/> + <field name="ListExecInst" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ListStatus" msgtype="N" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="NoRpts" required="Y"/> + <field name="RptSeq" required="Y"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="CxlQty" required="Y"/> + <field name="AvgPx" required="Y"/> + </group> + </message> + <message name="ListExecute" msgtype="L" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ListCancelRequest" msgtype="K" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ListStatusRequest" msgtype="M" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + </messages> + <fields> + <field number="1" name="Account" type="STRING"/> + <field number="2" name="AdvId" type="INT"/> + <field number="3" name="AdvRefID" type="INT"/> + <field number="4" name="AdvSide" type="STRING"> + <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="FLOAT"/> + <field number="7" name="BeginSeqNo" type="INT"/> + <field number="8" name="BeginString" type="STRING"/> + <field number="9" name="BodyLength" type="INT"/> + <field number="10" name="CheckSum" type="STRING"/> + <field number="11" name="ClOrdID" type="STRING"/> + <field number="12" name="Commission" type="FLOAT"/> + <field number="13" name="CommType" type="STRING"> + <value enum="1" description="PER_SHARE"/> + <value enum="2" description="PERCENTAGE"/> + <value enum="3" description="ABSOLUTE"/> + </field> + <field number="14" name="CumQty" type="INT"/> + <field number="15" name="Currency" type="STRING"/> + <field number="16" name="EndSeqNo" type="INT"/> + <field number="17" name="ExecID" type="INT"/> + <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_DNI"/> + <value enum="F" description="DO_NOT_REDUCE_DNR"/> + <value enum="G" description="ALL_OR_NONE_AON"/> + <value enum="I" description="INSTITUTIONS_ONLY"/> + <value enum="L" description="LAST_PEG"/> + <value enum="M" description="MIDPRICE_PEG"/> + <value enum="N" description="NONNEGOTIABLE"/> + <value enum="O" description="OPENING_PEG"/> + <value enum="P" description="MARKET_PEG"/> + <value enum="R" description="PRIMARY_PEG"/> + <value enum="S" description="SUSPEND"/> + </field> + <field number="19" name="ExecRefID" type="INT"/> + <field number="20" name="ExecTransType" type="STRING"> + <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="STRING"> + <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="IDSource" 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"/> + </field> + <field number="23" name="IOIid" type="INT"/> + <field number="24" name="IOIOthSvc" type="STRING"/> + <field number="25" name="IOIQltyInd" type="STRING"> + <value enum="L" description="LOW"/> + <value enum="M" description="MEDIUM"/> + <value enum="H" description="HIGH"/> + </field> + <field number="26" name="IOIRefID" type="INT"/> + <field number="27" name="IOIShares" type="STRING"/> + <field number="28" name="IOITransType" type="STRING"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="29" name="LastCapacity" type="STRING"> + <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="STRING"/> + <field number="31" name="LastPx" type="FLOAT"/> + <field number="32" name="LastShares" type="INT"/> + <field number="33" name="LinesOfText" type="INT"/> + <field number="34" name="MsgSeqNum" type="INT"/> + <field number="35" name="MsgType" type="STRING"/> + <field number="36" name="NewSeqNo" type="INT"/> + <field number="37" name="OrderID" type="STRING"/> + <field number="38" name="OrderQty" type="INT"/> + <field number="39" name="OrdStatus" type="STRING"> + <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_CANCELREPLACE"/> + <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"/> + </field> + <field number="40" name="OrdType" type="STRING"> + <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"/> + <value enum="D" description="PREVIOUSLY_QUOTED"/> + <value enum="E" description="PREVIOUSLY_INDICATED"/> + <value enum="P" description="PEGGED"/> + </field> + <field number="41" name="OrigClOrdID" type="STRING"/> + <field number="42" name="OrigTime" type="TIME"/> + <field number="43" name="PossDupFlag" type="STRING"> + <value enum="Y" description="POSSIBLE_DUPLICATE"/> + <value enum="N" description="ORIGINAL_TRANSMISSION"/> + </field> + <field number="44" name="Price" type="FLOAT"/> + <field number="45" name="RefSeqNum" type="INT"/> + <field number="46" name="RelatdSym" type="STRING"/> + <field number="47" name="Rule80A" type="STRING"> + <value enum="A" description="AGENCY_SINGLE_ORDER"/> + <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/> + </field> + <field number="48" name="SecurityID" type="STRING"/> + <field number="49" name="SenderCompID" type="STRING"/> + <field number="50" name="SenderSubID" type="STRING"/> + <field number="52" name="SendingTime" type="TIME"/> + <field number="53" name="Shares" type="INT"/> + <field number="54" name="Side" type="STRING"> + <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"/> + </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="STRING"> + <value enum="0" description="DAY"/> + <value enum="1" description="GOOD_TILL_CANCEL"/> + <value enum="2" description="AT_THE_OPENING"/> + <value enum="3" description="IMMEDIATE_OR_CANCEL"/> + <value enum="4" description="FILL_OR_KILL"/> + <value enum="5" description="GOOD_TILL_CROSSING"/> + <value enum="6" description="GOOD_TILL_DATE"/> + </field> + <field number="60" name="TransactTime" type="TIME"/> + <field number="61" name="Urgency" type="STRING"> + <value enum="0" description="NORMAL"/> + <value enum="1" description="FLASH"/> + <value enum="2" description="BACKGROUND"/> + </field> + <field number="62" name="ValidUntilTime" type="TIME"/> + <field number="63" name="SettlmntTyp" type="STRING"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="CASH"/> + <value enum="2" description="NEXT_DAY"/> + <value enum="3" description="TPLUS2"/> + <value enum="4" description="TPLUS3"/> + <value enum="5" description="TPLUS4"/> + <value enum="6" description="FUTURE"/> + <value enum="7" description="WHEN_ISSUED"/> + <value enum="8" description="SELLERS_OPTION"/> + <value enum="9" description="TPLUS5"/> + </field> + <field number="64" name="FutSettDate" type="DATE"/> + <field number="65" name="SymbolSfx" type="STRING"/> + <field number="66" name="ListID" type="STRING"/> + <field number="67" name="ListSeqNo" type="INT"/> + <field number="68" name="ListNoOrds" type="INT"/> + <field number="69" name="ListExecInst" type="STRING"/> + <field number="70" name="AllocID" type="INT"/> + <field number="71" name="AllocTransType" type="STRING"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLACE"/> + <value enum="2" description="CANCEL"/> + </field> + <field number="72" name="RefAllocID" type="INT"/> + <field number="73" name="NoOrders" type="INT"/> + <field number="74" name="AvgPrxPrecision" type="INT"/> + <field number="75" name="TradeDate" type="DATE"/> + <field number="76" name="ExecBroker" type="STRING"/> + <field number="77" name="OpenClose" type="STRING"/> + <field number="78" name="NoAllocs" type="INT"/> + <field number="79" name="AllocAccount" type="STRING"/> + <field number="80" name="AllocShares" type="INT"/> + <field number="81" name="ProcessCode" type="STRING"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="SOFT_DOLLAR"/> + <value enum="2" description="STEPIN"/> + <value enum="3" description="STEPOUT"/> + <value enum="4" description="SOFTDOLLAR_STEPIN"/> + <value enum="5" description="SOFTDOLLAR_STEPOUT"/> + <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="INT"/> + <field number="85" name="NoDlvyInst" type="INT"/> + <field number="86" name="DlvyInst" type="STRING"/> + <field number="87" name="AllocStatus" type="INT"> + <value enum="0" description="ACCEPTED"/> + <value enum="1" description="REJECTED"/> + <value enum="2" description="PARTIAL_ACCEPT"/> + <value enum="3" description="RECEIVED"/> + </field> + <field number="88" name="AllocRejCode" type="INT"> + <value enum="0" description="UNKNOWN_ACCOUNT"/> + <value enum="1" description="INCORRECT_QUANTITY"/> + <value enum="2" description="INCORRECT_AVERAGE_PRICE"/> + <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/> + <value enum="4" description="COMMISSION_DIFFERENCE"/> + <value enum="5" description="UNKNOWN_ORDERID"/> + <value enum="6" description="UNKNOWN_LISTID"/> + <value enum="7" description="OTHER"/> + </field> + <field number="89" name="Signature" type="DATA"/> + <field number="90" name="SecureDataLen" type="INT"/> + <field number="91" name="SecureData" type="DATA"/> + <field number="92" name="BrokerOfCredit" type="STRING"/> + <field number="93" name="SignatureLength" type="INT"/> + <field number="94" name="EmailType" type="STRING"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLY"/> + <value enum="2" description="ADMIN_REPLY"/> + </field> + <field number="95" name="RawDataLength" type="INT"/> + <field number="96" name="RawData" type="DATA"/> + <field number="97" name="PossResend" type="STRING"/> + <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="PKCSDES"/> + <value enum="4" description="PGPDES"/> + <value enum="5" description="PGPDESMD5"/> + <value enum="6" description="PEMDESMD5"/> + </field> + <field number="99" name="StopPx" type="FLOAT"/> + <field number="100" name="ExDestination" type="STRING"> + <value enum="0" description="NONE"/> + <value enum="4" description="POSIT"/> + </field> + <field number="102" name="CxlRejReason" type="INT"> + <value enum="0" description="TOO_LATE_TO_CANCEL"/> + <value enum="1" description="UNKNOWN_ORDER"/> + </field> + <field number="103" name="OrdRejReason" type="INT"> + <value enum="0" description="BROKER_OPTION"/> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE_CLOSED"/> + <value enum="3" description="ORDER_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + </field> + <field number="104" name="IOIQualifier" type="STRING"> + <value enum="X" description="CROSSING_OPPORTUNITY"/> + <value enum="O" description="AT_THE_OPEN"/> + <value enum="M" description="MORE_BEHIND"/> + <value enum="P" description="TAKING_A_POSITION"/> + <value enum="V" description="VERSUS"/> + <value enum="Q" description="CURRENT_QUOTE"/> + <value enum="C" description="AT_THE_CLOSE"/> + <value enum="S" description="PORTFOLIO_SHOWN"/> + <value enum="I" description="IN_TOUCH_WITH"/> + <value enum="W" description="INDICATION_WORKING_AWAY"/> + <value enum="A" description="ALL_OR_NONE"/> + <value enum="L" description="LIMIT"/> + <value enum="T" description="THROUGH_THE_DAY"/> + </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="INT"/> + <field number="111" name="MaxFloor" type="INT"/> + <field number="112" name="TestReqID" type="STRING"/> + <field number="113" name="ReportToExch" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="114" name="LocateReqd" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </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="FLOAT"/> + <field number="119" name="SettlCurrAmt" type="FLOAT"/> + <field number="120" name="SettlCurrency" type="STRING"/> + <field number="121" name="ForexReq" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="122" name="OrigSendingTime" type="TIME"/> + <field number="123" name="GapFillFlag" type="STRING"> + <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/> + <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/> + </field> + <field number="124" name="NoExecs" type="INT"/> + <field number="125" name="CxlType" type="STRING"> + <value enum="P" description="PARTIAL_CANCEL"/> + <value enum="F" description="FULL_REMAINING_QUANTITY"/> + </field> + <field number="126" name="ExpireTime" type="TIME"/> + <field number="127" name="DKReason" type="STRING"> + <value enum="A" description="UNKNOWN_SYMBOL"/> + <value enum="B" description="WRONG_SIDE"/> + <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/> + <value enum="D" description="NO_MATCHING_ORDER"/> + <value enum="E" description="PRICE_EXCEEDS_LIMIT"/> + <value enum="Z" description="OTHER" /> + </field> + <field number="128" name="DeliverToCompID" type="STRING"/> + <field number="129" name="DeliverToSubID" type="STRING"/> + <field number="130" name="IOINaturalFlag" type="STRING"> + <value enum="Y" description="NATURAL"/> + <value enum="N" description="NOT_NATURAL"/> + </field> + <field number="131" name="QuoteReqID" type="STRING"/> + <field number="132" name="BidPx" type="FLOAT"/> + <field number="133" name="OfferPx" type="FLOAT"/> + <field number="134" name="BidSize" type="INT"/> + <field number="135" name="OfferSize" type="INT"/> + <field number="136" name="NoMiscFees" type="INT"/> + <field number="137" name="MiscFeeAmt" type="FLOAT"/> + <field number="138" name="MiscFeeCurr" type="STRING"/> + <field number="139" name="MiscFeeType" type="STRING"> + <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"/> + </field> + <field number="140" name="PrevClosePx" type="FLOAT"/> + </fields> +</fix> diff --git a/fix/FIX41.xml b/fix/FIX41.xml new file mode 100644 index 0000000000..d1d470eb19 --- /dev/null +++ b/fix/FIX41.xml @@ -0,0 +1,1239 @@ +<fix major="4" minor="1"> + <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"/> + </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"/> + </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="Text" 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"/> + </message> + <message name="Advertisement" msgtype="7" msgcat="app"> + <field name="AdvId" required="Y"/> + <field name="AdvTransType" required="Y"/> + <field name="AdvRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="AdvSide" required="Y"/> + <field name="Shares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Text" required="N"/> + <field name="URLLink" required="N"/> + <field name="LastMkt" 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"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="IOIShares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="IOIQltyInd" required="N"/> + <field name="IOIOthSvc" 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="TransactTime" required="N"/> + <field name="URLLink" 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"/> + <group name="NoRelatedSym" required="N"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + </group> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + </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"/> + <group name="NoRelatedSym" required="N"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + </group> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <group name="LinesOfText" required="Y"> + <field name="Text" required="Y"/> + </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="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="N"/> + <field name="OrderQty" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + </message> + <message name="Quote" msgtype="S" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="BidPx" required="N"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="BidSpotRate" required="N"/> + <field name="OfferSpotRate" required="N"/> + <field name="BidForwardPoints" required="N"/> + <field name="OfferForwardPoints" required="N"/> + <field name="TransactTime" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + </message> + <message name="NewOrderSingle" msgtype="D" msgcat="app"> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="PegDifference" required="N"/> + </message> + <message name="ExecutionReport" msgtype="8" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <field name="OrigClOrdID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="ExecID" required="Y"/> + <field name="ExecTransType" required="Y"/> + <field name="ExecRefID" required="N"/> + <field name="ExecType" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="ExecInst" required="N"/> + <field name="Rule80A" required="N"/> + <field name="LastShares" required="Y"/> + <field name="LastPx" required="Y"/> + <field name="LastSpotRate" required="N"/> + <field name="LastForwardPoints" required="N"/> + <field name="LastMkt" required="N"/> + <field name="LastCapacity" required="N"/> + <field name="LeavesQty" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="ReportToExch" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="DontKnowTrade" msgtype="Q" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ExecID" required="N"/> + <field name="DKReason" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="OrigClOrdID" required="Y"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="LocateReqd" required="N"/> + </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="ListID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="OrderCancelReject" msgtype="9" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="OrigClOrdID" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="CxlRejReason" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="OrderStatusRequest" msgtype="H" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Side" required="Y"/> + </message> + <message name="Allocation" msgtype="J" msgcat="app"> + <field name="AllocID" required="Y"/> + <field name="AllocTransType" required="Y"/> + <field name="RefAllocID" required="N"/> + <field name="AllocLinkID" required="N"/> + <field name="AllocLinkType" required="N"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ListID" required="N"/> + <field name="WaveNo" required="N"/> + </group> + <group name="NoExecs" required="N"> + <field name="LastShares" required="N"/> + <field name="ExecID" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastCapacity" required="N"/> + </group> + <field name="Side" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="Shares" required="Y"/> + <field name="LastMkt" required="N"/> + <field name="AvgPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="AvgPrxPrecision" required="N"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="NetMoney" required="N"/> + <field name="OpenClose" required="N"/> + <field name="Text" required="N"/> + <field name="NumDaysInterest" required="N"/> + <field name="AccruedInterestRate" required="N"/> + <group name="NoAllocs" required="Y"> + <field name="AllocAccount" required="Y"/> + <field name="AllocShares" required="Y"/> + <field name="ProcessCode" required="N"/> + <field name="BrokerOfCredit" required="N"/> + <field name="NotifyBrokerOfCredit" required="N"/> + <field name="AllocHandlInst" required="N"/> + <field name="AllocText" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ClientID" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="AllocAvgPx" required="N"/> + <field name="AllocNetMoney" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="SettlCurrFxRate" required="N"/> + <field name="SettlCurrFxRateCalc" required="N"/> + <field name="AccruedInterestAmt" required="N"/> + <field name="SettlInstMode" required="N"/> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N"/> + <field name="MiscFeeCurr" required="N"/> + <field name="MiscFeeType" required="N"/> + </group> + </group> + </message> + <message name="AllocationACK" msgtype="P" msgcat="app"> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="AllocID" required="Y"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="AllocStatus" required="Y"/> + <field name="AllocRejCode" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="SettlementInstructions" msgtype="T" msgcat="app"> + <field name="SettlInstID" required="Y"/> + <field name="SettlInstTransType" required="Y"/> + <field name="SettlInstMode" required="Y"/> + <field name="SettlInstSource" required="Y"/> + <field name="AllocAccount" required="Y"/> + <field name="SettlLocation" required="N"/> + <field name="TradeDate" required="N"/> + <field name="AllocID" required="N"/> + <field name="LastMkt" required="N"/> + <field name="Side" required="N"/> + <field name="SecurityType" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="StandInstDbType" required="N"/> + <field name="StandInstDbName" required="N"/> + <field name="StandInstDbID" required="N"/> + <field name="SettlDeliveryType" required="N"/> + <field name="SettlDepositoryCode" required="N"/> + <field name="SettlBrkrCode" required="N"/> + <field name="SettlInstCode" required="N"/> + <field name="SecuritySettlAgentName" required="N"/> + <field name="SecuritySettlAgentCode" required="N"/> + <field name="SecuritySettlAgentAcctNum" required="N"/> + <field name="SecuritySettlAgentAcctName" required="N"/> + <field name="SecuritySettlAgentContactName" required="N"/> + <field name="SecuritySettlAgentContactPhone" required="N"/> + <field name="CashSettlAgentName" required="N"/> + <field name="CashSettlAgentCode" required="N"/> + <field name="CashSettlAgentAcctNum" required="N"/> + <field name="CashSettlAgentAcctName" required="N"/> + <field name="CashSettlAgentContactName" required="N"/> + <field name="CashSettlAgentContactPhone" required="N"/> + </message> + <message name="NewOrderList" msgtype="E" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="ListSeqNo" required="Y"/> + <field name="ListNoOrds" required="Y"/> + <field name="ListExecInst" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="OrderQty" required="Y"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + </message> + <message name="ListStatus" msgtype="N" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="NoRpts" required="Y"/> + <field name="RptSeq" required="Y"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="LeavesQty" required="Y"/> + <field name="CxlQty" required="Y"/> + <field name="AvgPx" required="Y"/> + </group> + </message> + <message name="ListExecute" msgtype="L" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ListCancelRequest" msgtype="K" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + <message name="ListStatusRequest" msgtype="M" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="WaveNo" required="N"/> + <field name="Text" required="N"/> + </message> + </messages> + <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="STRING"> + <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="FLOAT"/> + <field number="7" name="BeginSeqNo" type="INT"/> + <field number="8" name="BeginString" type="STRING"/> + <field number="9" name="BodyLength" type="INT"/> + <field number="10" name="CheckSum" type="STRING"/> + <field number="11" name="ClOrdID" type="STRING"/> + <field number="12" name="Commission" type="FLOAT"/> + <field number="13" name="CommType" type="STRING"> + <value enum="1" description="PER_SHARE"/> + <value enum="2" description="PERCENTAGE"/> + <value enum="3" description="ABSOLUTE"/> + </field> + <field number="14" name="CumQty" type="INT"/> + <field number="15" name="Currency" type="STRING"/> + <field number="16" name="EndSeqNo" type="INT"/> + <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_DNI"/> + <value enum="F" description="DO_NOT_REDUCE_DNR"/> + <value enum="G" description="ALL_OR_NONE_AON"/> + <value enum="I" description="INSTITUTIONS_ONLY"/> + <value enum="L" description="LAST_PEG"/> + <value enum="M" description="MIDPRICE_PEG"/> + <value enum="N" description="NONNEGOTIABLE"/> + <value enum="O" description="OPENING_PEG"/> + <value enum="P" description="MARKET_PEG"/> + <value enum="R" description="PRIMARY_PEG"/> + <value enum="S" description="SUSPEND"/> + <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/> + <value enum="V" description="NETTING"/> + </field> + <field number="19" name="ExecRefID" type="STRING"/> + <field number="20" name="ExecTransType" type="STRING"> + <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="STRING"> + <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="IDSource" 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"/> + </field> + <field number="23" name="IOIid" type="STRING"/> + <field number="24" name="IOIOthSvc" type="STRING"/> + <field number="25" name="IOIQltyInd" type="STRING"> + <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="IOIShares" type="STRING"/> + <field number="28" name="IOITransType" type="STRING"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="29" name="LastCapacity" type="STRING"> + <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="STRING"/> + <field number="31" name="LastPx" type="FLOAT"/> + <field number="32" name="LastShares" type="INT"/> + <field number="33" name="LinesOfText" type="INT"/> + <field number="34" name="MsgSeqNum" type="INT"/> + <field number="35" name="MsgType" type="STRING"/> + <field number="36" name="NewSeqNo" type="INT"/> + <field number="37" name="OrderID" type="STRING"/> + <field number="38" name="OrderQty" type="INT"/> + <field number="39" name="OrdStatus" type="STRING"> + <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_CANCELREPLACE"/> + <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"/> + </field> + <field number="40" name="OrdType" type="STRING"> + <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="P" description="PEGGED"/> + </field> + <field number="41" name="OrigClOrdID" type="STRING"/> + <field number="42" name="OrigTime" type="TIME"/> + <field number="43" name="PossDupFlag" type="STRING"> + <value enum="Y" description="POSSIBLE_DUPLICATE"/> + <value enum="N" description="ORIGINAL_TRANSMISSION"/> + </field> + <field number="44" name="Price" type="FLOAT"/> + <field number="45" name="RefSeqNum" type="INT"/> + <field number="46" name="RelatdSym" type="STRING"/> + <field number="47" name="Rule80A" type="STRING"> + <value enum="A" description="AGENCY_SINGLE_ORDER"/> + <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/> + <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/> + <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/> + <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/> + <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="K" description="PROGRAM_ORDER_NONINDEX_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_NONINDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="O" description="COMPETING_DEALER_TRADES_O"/> + <value enum="P" description="PRINCIPAL"/> + <value enum="R" description="COMPETING_DEALER_TRADES_R"/> + <value enum="S" description="SPECIALIST_TRADES"/> + <value enum="T" description="COMPETING_DEALER_TRADES_T"/> + <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/> + <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/> + <value enum="Y" description="PROGRAM_ORDER_NONINDEX_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="52" name="SendingTime" type="TIME"/> + <field number="53" name="Shares" type="INT"/> + <field number="54" name="Side" type="STRING"> + <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="D"/> + <value enum="8" description="CROSS"/> + </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="STRING"> + <value enum="0" description="DAY"/> + <value enum="1" description="GOOD_TILL_CANCEL"/> + <value enum="2" description="AT_THE_OPENING"/> + <value enum="3" description="IMMEDIATE_OR_CANCEL"/> + <value enum="4" description="FILL_OR_KILL"/> + <value enum="5" description="GOOD_TILL_CROSSING"/> + <value enum="6" description="GOOD_TILL_DATE"/> + </field> + <field number="60" name="TransactTime" type="TIME"/> + <field number="61" name="Urgency" type="STRING"> + <value enum="0" description="NORMAL"/> + <value enum="1" description="FLASH"/> + <value enum="2" description="BACKGROUND"/> + </field> + <field number="62" name="ValidUntilTime" type="TIME"/> + <field number="63" name="SettlmntTyp" type="STRING"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="CASH"/> + <value enum="2" description="NEXT_DAY"/> + <value enum="3" description="TPLUS2"/> + <value enum="4" description="TPLUS3"/> + <value enum="5" description="TPLUS4"/> + <value enum="6" description="FUTURE"/> + <value enum="7" description="WHEN_ISSUED"/> + <value enum="8" description="SELLERS_OPTION"/> + <value enum="9" description="TPLUS5"/> + </field> + <field number="64" name="FutSettDate" type="DATE"/> + <field number="65" name="SymbolSfx" type="STRING"/> + <field number="66" name="ListID" type="STRING"/> + <field number="67" name="ListSeqNo" type="INT"/> + <field number="68" name="ListNoOrds" type="INT"/> + <field number="69" name="ListExecInst" type="STRING"/> + <field number="70" name="AllocID" type="STRING"/> + <field number="71" name="AllocTransType" type="STRING"> + <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"/> + </field> + <field number="72" name="RefAllocID" type="STRING"/> + <field number="73" name="NoOrders" type="INT"/> + <field number="74" name="AvgPrxPrecision" type="INT"/> + <field number="75" name="TradeDate" type="DATE"/> + <field number="76" name="ExecBroker" type="STRING"/> + <field number="77" name="OpenClose" type="STRING"/> + <field number="78" name="NoAllocs" type="INT"/> + <field number="79" name="AllocAccount" type="STRING"/> + <field number="80" name="AllocShares" type="INT"/> + <field number="81" name="ProcessCode" type="STRING"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="SOFT_DOLLAR"/> + <value enum="2" description="STEPIN"/> + <value enum="3" description="STEPOUT"/> + <value enum="4" description="SOFTDOLLAR_STEPIN"/> + <value enum="5" description="SOFTDOLLAR_STEPOUT"/> + <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="INT"/> + <field number="85" name="NoDlvyInst" type="INT"/> + <field number="86" name="DlvyInst" type="STRING"/> + <field number="87" name="AllocStatus" type="INT"> + <value enum="0" description="ACCEPTED"/> + <value enum="1" description="REJECTED"/> + <value enum="2" description="PARTIAL_ACCEPT"/> + <value enum="3" description="RECEIVED"/> + </field> + <field number="88" name="AllocRejCode" type="INT"> + <value enum="0" description="UNKNOWN_ACCOUNT"/> + <value enum="1" description="INCORRECT_QUANTITY"/> + <value enum="2" description="INCORRECT_AVERAGE_PRICE"/> + <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/> + <value enum="4" description="COMMISSION_DIFFERENCE"/> + <value enum="5" description="UNKNOWN_ORDERID"/> + <value enum="6" description="UNKNOWN_LISTID"/> + <value enum="7" description="OTHER"/> + </field> + <field number="89" name="Signature" type="DATA"/> + <field number="90" name="SecureDataLen" type="INT"/> + <field number="91" name="SecureData" type="DATA"/> + <field number="92" name="BrokerOfCredit" type="STRING"/> + <field number="93" name="SignatureLength" type="INT"/> + <field number="94" name="EmailType" type="STRING"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLY"/> + <value enum="2" description="ADMIN_REPLY"/> + </field> + <field number="95" name="RawDataLength" type="INT"/> + <field number="96" name="RawData" type="DATA"/> + <field number="97" name="PossResend" type="STRING"/> + <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="PKCSDES"/> + <value enum="4" description="PGPDES"/> + <value enum="5" description="PGPDESMD5"/> + <value enum="6" description="PEMDESMD5"/> + </field> + <field number="99" name="StopPx" type="FLOAT"/> + <field number="100" name="ExDestination" type="STRING"/> + <field number="102" name="CxlRejReason" type="INT"> + <value enum="0" description="TOO_LATE_TO_CANCEL"/> + <value enum="1" description="UNKNOWN_ORDER"/> + </field> + <field number="103" name="OrdRejReason" type="INT"> + <value enum="0" description="BROKER_OPTION"/> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE_CLOSED"/> + <value enum="3" description="ORDER_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_ORDER"/> + <value enum="6" description="DUPLICATE_ORDER"/> + </field> + <field number="104" name="IOIQualifier" type="STRING"> + <value enum="X" description="CROSSING_OPPORTUNITY"/> + <value enum="O" description="AT_THE_OPEN"/> + <value enum="M" description="MORE_BEHIND"/> + <value enum="P" description="TAKING_A_POSITION"/> + <value enum="V" description="VERSUS"/> + <value enum="Q" description="AT_THE_MARKET"/> + <value enum="C" description="AT_THE_CLOSE"/> + <value enum="S" description="PORTFOLIO_SHOWN"/> + <value enum="I" description="IN_TOUCH_WITH"/> + <value enum="W" description="INDICATION_WORKING_AWAY"/> + <value enum="A" description="ALL_OR_NONE"/> + <value enum="L" description="LIMIT"/> + <value enum="T" description="THROUGH_THE_DAY"/> + <value enum="Y" description="AT_THE_MIDPOINT"/> + <value enum="Z" description="PREOPEN"/> + </field> + <field number="105" name="WaveNo" type="STRING"/> + <field number="106" name="Issuer" type="STRING"/> + <field number="107" name="SecurityDesc" type="STRING"/> + <field number="108" name="HeartBtInt" type="INT"/> + <field number="109" name="ClientID" type="STRING"/> + <field number="110" name="MinQty" type="INT"/> + <field number="111" name="MaxFloor" type="INT"/> + <field number="112" name="TestReqID" type="STRING"/> + <field number="113" name="ReportToExch" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="114" name="LocateReqd" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </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="FLOAT"/> + <field number="119" name="SettlCurrAmt" type="FLOAT"/> + <field number="120" name="SettlCurrency" type="STRING"/> + <field number="121" name="ForexReq" type="STRING"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="122" name="OrigSendingTime" type="TIME"/> + <field number="123" name="GapFillFlag" type="STRING"> + <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/> + <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/> + </field> + <field number="124" name="NoExecs" type="INT"/> + <field number="125" name="CxlType" type="STRING"/> + <field number="126" name="ExpireTime" type="TIME"/> + <field number="127" name="DKReason" type="STRING"> + <value enum="A" description="UNKNOWN_SYMBOL"/> + <value enum="B" description="WRONG_SIDE"/> + <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/> + <value enum="D" description="NO_MATCHING_ORDER"/> + <value enum="E" description="PRICE_EXCEEDS_LIMIT"/> + <value enum="Z" description="OTHER" /> + </field> + <field number="128" name="DeliverToCompID" type="STRING"/> + <field number="129" name="DeliverToSubID" type="STRING"/> + <field number="130" name="IOINaturalFlag" type="STRING"> + <value enum="Y" description="NATURAL"/> + <value enum="N" description="NOT_NATURAL"/> + </field> + <field number="131" name="QuoteReqID" type="STRING"/> + <field number="132" name="BidPx" type="FLOAT"/> + <field number="133" name="OfferPx" type="FLOAT"/> + <field number="134" name="BidSize" type="INT"/> + <field number="135" name="OfferSize" type="INT"/> + <field number="136" name="NoMiscFees" type="INT"/> + <field number="137" name="MiscFeeAmt" type="FLOAT"/> + <field number="138" name="MiscFeeCurr" type="STRING"/> + <field number="139" name="MiscFeeType" type="STRING"> + <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"/> + </field> + <field number="140" name="PrevClosePx" type="FLOAT"/> + <field number="141" name="ResetSeqNumFlag" type="STRING"> + <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/> + <value enum="N" description="NO"/> + </field> + <field number="142" name="SenderLocationID" type="STRING"/> + <field number="143" name="TargetLocationID" type="STRING"/> + <field number="144" name="OnBehalfOfLocationID" type="STRING"/> + <field number="145" name="DeliverToLocationID" type="STRING"/> + <field number="146" name="NoRelatedSym" type="INT"/> + <field number="147" name="Subject" type="STRING"/> + <field number="148" name="Headline" type="STRING"/> + <field number="149" name="URLLink" type="STRING"/> + <field number="150" name="ExecType" type="STRING"> + <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="CANCELLED"/> + <value enum="5" description="REPLACE"/> + <value enum="6" description="PENDING_CANCELREPLACE"/> + <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"/> + </field> + <field number="151" name="LeavesQty" type="INT"/> + <field number="152" name="CashOrderQty" type="FLOAT"/> + <field number="153" name="AllocAvgPx" type="FLOAT"/> + <field number="154" name="AllocNetMoney" type="FLOAT"/> + <field number="155" name="SettlCurrFxRate" type="FLOAT"/> + <field number="156" name="SettlCurrFxRateCalc" type="STRING"/> + <field number="157" name="NumDaysInterest" type="INT"/> + <field number="158" name="AccruedInterestRate" type="FLOAT"/> + <field number="159" name="AccruedInterestAmt" type="FLOAT"/> + <field number="160" name="SettlInstMode" type="STRING"> + <value enum="0" description="DEFAULT"/> + <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/> + <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/> + <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/> + </field> + <field number="161" name="AllocText" type="STRING"/> + <field number="162" name="SettlInstID" type="STRING"/> + <field number="163" name="SettlInstTransType" type="STRING"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="164" name="EmailThreadID" type="STRING"/> + <field number="165" name="SettlInstSource" type="STRING"> + <value enum="1" description="BROKER"/> + <value enum="2" description="INSTITUTION"/> + </field> + <field number="166" name="SettlLocation" type="STRING"> + <value enum="CED" description="CEDEL"/> + <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/> + <value enum="EUR" description="EUROCLEAR"/> + <value enum="FED" description="FEDERAL_BOOK_ENTRY"/> + <value enum="PNY" description="PHYSICAL"/> + <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/> + <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/> + </field> + <field number="167" name="SecurityType" type="STRING"> + <value enum="BA" description="BANKERS_ACCEPTANCE"/> + <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/> + <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/> + <value enum="CORP" description="CORPORATE_BOND"/> + <value enum="CP" description="COMMERCIAL_PAPER"/> + <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/> + <value enum="CS" description="COMMON_STOCK"/> + <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/> + <value enum="FHL" description="FEDERAL_HOME_LOAN"/> + <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/> + <value enum="FUT" description="FUTURE"/> + <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/> + <value enum="MF" description="MUTUAL_FUND"/> + <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/> + <value enum="MPO" description="MORTGAGE_PRINCIPLE_ONLY"/> + <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/> + <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/> + <value enum="MUNI" description="MUNICIPAL_BOND"/> + <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/> + <value enum="OPT" description="OPTION"/> + <value enum="PS" description="PREFERRED_STOCK"/> + <value enum="RP" description="REPURCHASE_AGREEMENT"/> + <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/> + <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/> + <value enum="TD" description="TIME_DEPOSIT"/> + <value enum="USTB" description="US_TREASURY_BILL"/> + <value enum="WAR" description="WARRANT"/> + <value enum="ZOO" description="CATS_TIGERS"/> + </field> + <field number="168" name="EffectiveTime" type="TIME"/> + <field number="169" name="StandInstDbType" type="INT"> + <value enum="0" description="OTHER"/> + <value enum="1" description="DTC_SID"/> + <value enum="2" description="THOMSON_ALERT"/> + <value enum="3" description="A_GLOBAL_CUSTODIAN"/> + </field> + <field number="170" name="StandInstDbName" type="STRING"/> + <field number="171" name="StandInstDbID" type="STRING"/> + <field number="172" name="SettlDeliveryType" type="INT"/> + <field number="173" name="SettlDepositoryCode" type="STRING"/> + <field number="174" name="SettlBrkrCode" type="STRING"/> + <field number="175" name="SettlInstCode" type="STRING"/> + <field number="176" name="SecuritySettlAgentName" type="STRING"/> + <field number="177" name="SecuritySettlAgentCode" type="STRING"/> + <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/> + <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/> + <field number="180" name="SecuritySettlAgentContactName" type="STRING"/> + <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/> + <field number="182" name="CashSettlAgentName" type="STRING"/> + <field number="183" name="CashSettlAgentCode" type="STRING"/> + <field number="184" name="CashSettlAgentAcctNum" type="STRING"/> + <field number="185" name="CashSettlAgentAcctName" type="STRING"/> + <field number="186" name="CashSettlAgentContactName" type="STRING"/> + <field number="187" name="CashSettlAgentContactPhone" type="STRING"/> + <field number="188" name="BidSpotRate" type="FLOAT"/> + <field number="189" name="BidForwardPoints" type="FLOAT"/> + <field number="190" name="OfferSpotRate" type="FLOAT"/> + <field number="191" name="OfferForwardPoints" type="FLOAT"/> + <field number="192" name="OrderQty2" type="FLOAT"/> + <field number="193" name="FutSettDate2" type="DATE"/> + <field number="194" name="LastSpotRate" type="FLOAT"/> + <field number="195" name="LastForwardPoints" type="FLOAT"/> + <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="INT"/> + <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/> + <field number="201" name="PutOrCall" type="INT"> + <value enum="0" description="PUT"/> + <value enum="1" description="CALL"/> + </field> + <field number="202" name="StrikePrice" type="FLOAT"/> + <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="STRING"/> + <field number="207" name="SecurityExchange" type="STRING"/> + <field number="208" name="NotifyBrokerOfCredit" type="STRING"> + <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/> + <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/> + </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="INT"/> + <field number="211" name="PegDifference" type="FLOAT"/> + </fields> +</fix> diff --git a/fix/FIX42.xml b/fix/FIX42.xml new file mode 100644 index 0000000000..d209e06d4c --- /dev/null +++ b/fix/FIX42.xml @@ -0,0 +1,2623 @@ +<fix major="4" minor="2"> + <header> + <field name="BeginString" required="Y"/> + <field name="BodyLength" required="Y"/> + <field name="MsgType" required="Y"/> + <field name="SenderCompID" required="Y"/> + <field name="TargetCompID" required="Y"/> + <field name="OnBehalfOfCompID" required="N"/> + <field name="DeliverToCompID" required="N"/> + <field name="SecureDataLen" required="N"/> + <field name="SecureData" required="N"/> + <field name="MsgSeqNum" required="Y"/> + <field name="SenderSubID" required="N"/> + <field name="SenderLocationID" required="N"/> + <field name="TargetSubID" required="N"/> + <field name="TargetLocationID" required="N"/> + <field name="OnBehalfOfSubID" required="N"/> + <field name="OnBehalfOfLocationID" required="N"/> + <field name="DeliverToSubID" required="N"/> + <field name="DeliverToLocationID" required="N"/> + <field name="PossDupFlag" required="N"/> + <field name="PossResend" required="N"/> + <field name="SendingTime" required="Y"/> + <field name="OrigSendingTime" required="N"/> + <field name="XmlDataLen" required="N"/> + <field name="XmlData" required="N"/> + <field name="MessageEncoding" required="N"/> + <field name="LastMsgSeqNumProcessed" required="N"/> + <field name="OnBehalfOfSendingTime" required="N"/> + </header> + <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="MaxMessageSize" required="N"/> + <group name="NoMsgTypes" required="N"> + <field name="RefMsgType" required="N"/> + <field name="MsgDirection" required="N"/> + </group> + </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="Advertisement" msgtype="7" msgcat="app"> + <field name="AdvId" required="Y"/> + <field name="AdvTransType" required="Y"/> + <field name="AdvRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="AdvSide" required="Y"/> + <field name="Shares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="TradeDate" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="URLLink" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="IndicationofInterest" msgtype="6" msgcat="app"> + <field name="IOIid" required="Y"/> + <field name="IOITransType" required="Y"/> + <field name="IOIRefID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="IOIShares" required="Y"/> + <field name="Price" required="N"/> + <field name="Currency" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="IOIQltyInd" required="N"/> + <field name="IOINaturalFlag" required="N"/> + <group name="NoIOIQualifiers" required="N"> + <field name="IOIQualifier" required="N"/> + </group> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="TransactTime" required="N"/> + <field name="URLLink" required="N"/> + <group name="NoRoutingIDs" required="N"> + <field name="RoutingType" required="N"/> + <field name="RoutingID" required="N"/> + </group> + <field name="SpreadToBenchmark" required="N"/> + <field name="Benchmark" 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"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + </group> + <group name="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"> + <field name="RelatdSym" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + </group> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <group name="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"/> + <group name="NoRelatedSym" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="QuoteRequestType" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Side" required="N"/> + <field name="OrderQty" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="TransactTime" required="N"/> + <field name="Currency" required="N"/> + </group> + </message> + <message name="Quote" msgtype="S" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="BidPx" required="N"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="BidSpotRate" required="N"/> + <field name="OfferSpotRate" required="N"/> + <field name="BidForwardPoints" required="N"/> + <field name="OfferForwardPoints" required="N"/> + <field name="TransactTime" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="Currency" required="N"/> + </message> + <message name="MassQuote" msgtype="i" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="Y"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="DefBidSize" required="N"/> + <field name="DefOfferSize" required="N"/> + <group name="NoQuoteSets" required="Y"> + <field name="QuoteSetID" required="Y"/> + <field name="UnderlyingSymbol" required="Y"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="QuoteSetValidUntilTime" required="N"/> + <field name="TotQuoteEntries" required="Y"/> + <group name="NoQuoteEntries" required="Y"> + <field name="QuoteEntryID" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="BidPx" required="N"/> + <field name="OfferPx" required="N"/> + <field name="BidSize" required="N"/> + <field name="OfferSize" required="N"/> + <field name="ValidUntilTime" required="N"/> + <field name="BidSpotRate" required="N"/> + <field name="OfferSpotRate" required="N"/> + <field name="BidForwardPoints" required="N"/> + <field name="OfferForwardPoints" required="N"/> + <field name="TransactTime" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="OrdType" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="Currency" required="N"/> + </group> + </group> + </message> + <message name="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"/> + <field name="TradingSessionID" required="N"/> + <group name="NoQuoteEntries" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="UnderlyingSymbol" required="N"/> + </group> + </message> + <message name="QuoteStatusRequest" msgtype="a" msgcat="app"> + <field name="QuoteID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="N"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="QuoteAcknowledgement" msgtype="b" msgcat="app"> + <field name="QuoteReqID" required="N"/> + <field name="QuoteID" required="N"/> + <field name="QuoteAckStatus" required="Y"/> + <field name="QuoteRejectReason" required="N"/> + <field name="QuoteResponseLevel" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Text" required="N"/> + <group name="NoQuoteSets" required="N"> + <field name="QuoteSetID" required="N"/> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="TotQuoteEntries" required="N"/> + <group name="NoQuoteEntries" required="N"> + <field name="QuoteEntryID" required="N"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="QuoteEntryRejectReason" required="N"/> + </group> + </group> + </message> + <message name="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"/> + <group name="NoMDEntryTypes" required="Y"> + <field name="MDEntryType" required="Y"/> + </group> + <group name="NoRelatedSym" required="Y"> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="TradingSessionID" required="N"/> + </group> + </message> + <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> + <field name="MDReqID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <group name="NoMDEntries" required="Y"> + <field name="MDEntryType" required="Y"/> + <field name="MDEntryPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="MDEntrySize" required="N"/> + <field name="MDEntryDate" required="N"/> + <field name="MDEntryTime" required="N"/> + <field name="TickDirection" required="N"/> + <field name="MDMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="QuoteCondition" required="N"/> + <field name="TradeCondition" required="N"/> + <field name="MDEntryOriginator" required="N"/> + <field name="LocationID" required="N"/> + <field name="DeskID" required="N"/> + <field name="OpenCloseSettleFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="MinQty" required="N"/> + <field name="ExecInst" required="N"/> + <field name="SellerDays" required="N"/> + <field name="OrderID" required="N"/> + <field name="QuoteEntryID" required="N"/> + <field name="MDEntryBuyer" required="N"/> + <field name="MDEntrySeller" required="N"/> + <field name="NumberOfOrders" required="N"/> + <field name="MDEntryPositionNo" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="MarketDataIncrementalRefresh" 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"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="MDEntryPx" required="N"/> + <field name="Currency" required="N"/> + <field name="MDEntrySize" required="N"/> + <field name="MDEntryDate" required="N"/> + <field name="MDEntryTime" required="N"/> + <field name="TickDirection" required="N"/> + <field name="MDMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="QuoteCondition" required="N"/> + <field name="TradeCondition" required="N"/> + <field name="MDEntryOriginator" required="N"/> + <field name="LocationID" required="N"/> + <field name="DeskID" required="N"/> + <field name="OpenCloseSettleFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="MinQty" required="N"/> + <field name="ExecInst" required="N"/> + <field name="SellerDays" required="N"/> + <field name="OrderID" required="N"/> + <field name="QuoteEntryID" required="N"/> + <field name="MDEntryBuyer" required="N"/> + <field name="MDEntrySeller" required="N"/> + <field name="NumberOfOrders" required="N"/> + <field name="MDEntryPositionNo" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> + <field name="MDReqID" required="Y"/> + <field name="MDReqRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> + <field name="SecurityReqID" required="Y"/> + <field name="SecurityRequestType" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="TradingSessionID" required="N"/> + <group name="NoRelatedSym" required="N"> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="RatioQty" required="N"/> + <field name="Side" required="N"/> + <field name="UnderlyingCurrency" required="N"/> + </group> + </message> + <message name="SecurityDefinition" msgtype="d" msgcat="app"> + <field name="SecurityReqID" required="Y"/> + <field name="SecurityResponseID" required="Y"/> + <field name="SecurityResponseType" required="N"/> + <field name="TotalNumSecurities" required="Y"/> + <field name="Symbol" required="N"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <group name="NoRelatedSym" required="N"> + <field name="UnderlyingSymbol" required="N"/> + <field name="UnderlyingSymbolSfx" required="N"/> + <field name="UnderlyingSecurityID" required="N"/> + <field name="UnderlyingIDSource" required="N"/> + <field name="UnderlyingSecurityType" required="N"/> + <field name="UnderlyingMaturityMonthYear" required="N"/> + <field name="UnderlyingMaturityDay" required="N"/> + <field name="UnderlyingPutOrCall" required="N"/> + <field name="UnderlyingStrikePrice" required="N"/> + <field name="UnderlyingOptAttribute" required="N"/> + <field name="UnderlyingContractMultiplier" required="N"/> + <field name="UnderlyingCouponRate" required="N"/> + <field name="UnderlyingSecurityExchange" required="N"/> + <field name="UnderlyingIssuer" required="N"/> + <field name="EncodedUnderlyingIssuerLen" required="N"/> + <field name="EncodedUnderlyingIssuer" required="N"/> + <field name="UnderlyingSecurityDesc" required="N"/> + <field name="EncodedUnderlyingSecurityDescLen" required="N"/> + <field name="EncodedUnderlyingSecurityDesc" required="N"/> + <field name="RatioQty" required="N"/> + <field name="Side" required="N"/> + <field name="UnderlyingCurrency" required="N"/> + </group> + </message> + <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> + <field name="SecurityStatusReqID" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="SubscriptionRequestType" required="Y"/> + <field name="TradingSessionID" required="N"/> + </message> + <message name="SecurityStatus" msgtype="f" msgcat="app"> + <field name="SecurityStatusReqID" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Currency" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="UnsolicitedIndicator" required="N"/> + <field name="SecurityTradingStatus" required="N"/> + <field name="FinancialStatus" required="N"/> + <field name="CorporateAction" required="N"/> + <field name="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"/> + </message> + <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app"> + <field name="TradSesReqID" required="Y"/> + <field name="TradingSessionID" required="N"/> + <field name="TradSesMethod" required="N"/> + <field name="TradSesMode" required="N"/> + <field name="SubscriptionRequestType" required="Y"/> + </message> + <message name="TradingSessionStatus" msgtype="h" msgcat="app"> + <field name="TradSesReqID" required="N"/> + <field name="TradingSessionID" required="Y"/> + <field name="TradSesMethod" required="N"/> + <field name="TradSesMode" required="N"/> + <field name="UnsolicitedIndicator" required="N"/> + <field name="TradSesStatus" required="Y"/> + <field name="TradSesStartTime" required="N"/> + <field name="TradSesOpenTime" required="N"/> + <field name="TradSesPreCloseTime" required="N"/> + <field name="TradSesCloseTime" required="N"/> + <field name="TradSesEndTime" required="N"/> + <field name="TotalVolumeTraded" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="NewOrderSingle" msgtype="D" msgcat="app"> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="LocateReqd" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </message> + <message name="ExecutionReport" msgtype="8" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="N"/> + <field name="OrigClOrdID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <group name="NoContraBrokers" required="N"> + <field name="ContraBroker" required="N"/> + <field name="ContraTrader" required="N"/> + <field name="ContraTradeQty" required="N"/> + <field name="ContraTradeTime" required="N"/> + </group> + <field name="ListID" required="N"/> + <field name="ExecID" required="Y"/> + <field name="ExecTransType" required="Y"/> + <field name="ExecRefID" required="N"/> + <field name="ExecType" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="ExecRestatementReason" required="N"/> + <field name="Account" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="ExecInst" required="N"/> + <field name="Rule80A" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastSpotRate" required="N"/> + <field name="LastForwardPoints" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="LastCapacity" required="N"/> + <field name="LeavesQty" required="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"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="GrossTradeAmt" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="SettlCurrFxRate" required="N"/> + <field name="SettlCurrFxRateCalc" required="N"/> + <field name="HandlInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="OpenClose" required="N"/> + <field name="MaxShow" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + <field name="MultiLegReportingType" required="N"/> + </message> + <message name="DontKnowTrade" msgtype="Q" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="ExecID" required="Y"/> + <field name="DKReason" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="LastShares" required="N"/> + <field name="LastPx" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="OrigClOrdID" required="Y"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="Y"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="Y"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="Currency" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="LocateReqd" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </message> + <message name="OrderCancelRequest" msgtype="F" msgcat="app"> + <field name="OrigClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderCancelReject" msgtype="9" msgcat="app"> + <field name="OrderID" required="Y"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="OrigClOrdID" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ListID" required="N"/> + <field name="Account" required="N"/> + <field name="TransactTime" required="N"/> + <field name="CxlRejResponseTo" required="Y"/> + <field name="CxlRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="OrderStatusRequest" msgtype="H" msgcat="app"> + <field name="OrderID" required="N"/> + <field name="ClOrdID" required="Y"/> + <field name="ClientID" required="N"/> + <field name="Account" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Side" required="Y"/> + </message> + <message name="Allocation" msgtype="J" msgcat="app"> + <field name="AllocID" required="Y"/> + <field name="AllocTransType" required="Y"/> + <field name="RefAllocID" required="N"/> + <field name="AllocLinkID" required="N"/> + <field name="AllocLinkType" required="N"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="OrderID" required="N"/> + <field name="SecondaryOrderID" required="N"/> + <field name="ListID" required="N"/> + <field name="WaveNo" required="N"/> + </group> + <group name="NoExecs" required="N"> + <field name="LastShares" required="N"/> + <field name="ExecID" required="N"/> + <field name="LastPx" required="N"/> + <field name="LastCapacity" required="N"/> + </group> + <field name="Side" required="Y"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="Shares" required="Y"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="AvgPx" required="Y"/> + <field name="Currency" required="N"/> + <field name="AvgPrxPrecision" required="N"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="GrossTradeAmt" required="N"/> + <field name="NetMoney" required="N"/> + <field name="OpenClose" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="NumDaysInterest" required="N"/> + <field name="AccruedInterestRate" required="N"/> + <group name="NoAllocs" required="Y"> + <field name="AllocAccount" required="Y"/> + <field name="AllocPrice" required="N"/> + <field name="AllocShares" required="Y"/> + <field name="ProcessCode" required="N"/> + <field name="BrokerOfCredit" required="N"/> + <field name="NotifyBrokerOfCredit" required="N"/> + <field name="AllocHandlInst" required="N"/> + <field name="AllocText" required="N"/> + <field name="EncodedAllocTextLen" required="N"/> + <field name="EncodedAllocText" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="ClientID" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="AllocAvgPx" required="N"/> + <field name="AllocNetMoney" required="N"/> + <field name="SettlCurrAmt" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="SettlCurrFxRate" required="N"/> + <field name="SettlCurrFxRateCalc" required="N"/> + <field name="AccruedInterestAmt" required="N"/> + <field name="SettlInstMode" required="N"/> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N"/> + <field name="MiscFeeCurr" required="N"/> + <field name="MiscFeeType" required="N"/> + </group> + </group> + </message> + <message name="AllocationACK" msgtype="P" msgcat="app"> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="AllocID" required="Y"/> + <field name="TradeDate" required="Y"/> + <field name="TransactTime" required="N"/> + <field name="AllocStatus" required="Y"/> + <field name="AllocRejCode" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="SettlementInstructions" msgtype="T" msgcat="app"> + <field name="SettlInstID" required="Y"/> + <field name="SettlInstTransType" required="Y"/> + <field name="SettlInstRefID" required="Y"/> + <field name="SettlInstMode" required="Y"/> + <field name="SettlInstSource" required="Y"/> + <field name="AllocAccount" required="Y"/> + <field name="SettlLocation" required="N"/> + <field name="TradeDate" required="N"/> + <field name="AllocID" required="N"/> + <field name="LastMkt" required="N"/> + <field name="TradingSessionID" required="N"/> + <field name="Side" required="N"/> + <field name="SecurityType" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="TransactTime" required="Y"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="StandInstDbType" required="N"/> + <field name="StandInstDbName" required="N"/> + <field name="StandInstDbID" required="N"/> + <field name="SettlDeliveryType" required="N"/> + <field name="SettlDepositoryCode" required="N"/> + <field name="SettlBrkrCode" required="N"/> + <field name="SettlInstCode" required="N"/> + <field name="SecuritySettlAgentName" required="N"/> + <field name="SecuritySettlAgentCode" required="N"/> + <field name="SecuritySettlAgentAcctNum" required="N"/> + <field name="SecuritySettlAgentAcctName" required="N"/> + <field name="SecuritySettlAgentContactName" required="N"/> + <field name="SecuritySettlAgentContactPhone" required="N"/> + <field name="CashSettlAgentName" required="N"/> + <field name="CashSettlAgentCode" required="N"/> + <field name="CashSettlAgentAcctNum" required="N"/> + <field name="CashSettlAgentAcctName" required="N"/> + <field name="CashSettlAgentContactName" required="N"/> + <field name="CashSettlAgentContactPhone" required="N"/> + </message> + <message name="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="TotalNumSecurities" required="Y" /> + <field name="BidType" required="Y" /> + <field name="NumTickets" required="N" /> + <field name="Currency" required="N" /> + <field name="SideValue1" required="N" /> + <field name="SideValue2" required="N" /> + <group name="NoBidDescriptors" required="N"> + <field name="BidDescriptorType" required="N" /> + <field name="BidDescriptor" required="N" /> + <field name="SideValueInd" required="N" /> + <field name="LiquidityValue" required="N" /> + <field name="LiquidityNumSecurities" required="N" /> + <field name="LiquidityPctLow" required="N" /> + <field name="LiquidityPctHigh" required="N" /> + <field name="EFPTrackingError" required="N" /> + <field name="FairValue" required="N" /> + <field name="OutsideIndexPct" required="N" /> + <field name="ValueOfFutures" required="N" /> + </group> + <group name="NoBidComponents" required="N"> + <field name="ListID" required="N" /> + <field name="Side" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="NetGrossInd" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="Account" required="N" /> + </group> + <field name="LiquidityIndType" required="N" /> + <field name="WtAverageLiquidity" required="N" /> + <field name="ExchangeForPhysical" required="N" /> + <field name="OutMainCntryUIndex" required="N" /> + <field name="CrossPercent" required="N" /> + <field name="ProgRptReqs" required="N" /> + <field name="ProgPeriodInterval" required="N" /> + <field name="IncTaxInd" required="N" /> + <field name="ForexReq" required="N" /> + <field name="NumBidders" required="N" /> + <field name="TradeDate" required="N" /> + <field name="TradeType" required="Y" /> + <field name="BasisPxType" required="Y" /> + <field name="StrikeTime" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </message> + <message name="BidResponse" msgtype="l" msgcat="app"> + <field name="BidID" required="N" /> + <field name="ClientBidID" required="N" /> + <group name="NoBidComponents" required="Y"> + <field name="Commission" required="Y" /> + <field name="CommType" required="Y" /> + <field name="ListID" required="N" /> + <field name="Country" required="N" /> + <field name="Side" required="N" /> + <field name="Price" required="N" /> + <field name="PriceType" required="N" /> + <field name="FairValue" required="N" /> + <field name="NetGrossInd" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="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="ListExecInstType" required="N"/> + <field name="ListExecInst" required="N"/> + <field name="EncodedListExecInstLen" required="N"/> + <field name="EncodedListExecInst" required="N"/> + <field name="TotNoOrders" required="Y"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="ListSeqNo" required="Y"/> + <field name="SettlInstMode" required="N"/> + <field name="ClientID" required="N"/> + <field name="ExecBroker" required="N"/> + <field name="Account" required="N"/> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N"/> + <field name="AllocShares" required="N"/> + </group> + <field name="SettlmntTyp" required="N"/> + <field name="FutSettDate" required="N"/> + <field name="HandlInst" required="N"/> + <field name="ExecInst" required="N"/> + <field name="MinQty" required="N"/> + <field name="MaxFloor" required="N"/> + <field name="ExDestination" required="N"/> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N"/> + </group> + <field name="ProcessCode" required="N"/> + <field name="Symbol" required="Y"/> + <field name="SymbolSfx" required="N"/> + <field name="SecurityID" required="N"/> + <field name="IDSource" required="N"/> + <field name="SecurityType" required="N"/> + <field name="MaturityMonthYear" required="N"/> + <field name="MaturityDay" required="N"/> + <field name="PutOrCall" required="N"/> + <field name="StrikePrice" required="N"/> + <field name="OptAttribute" required="N"/> + <field name="ContractMultiplier" required="N"/> + <field name="CouponRate" required="N"/> + <field name="SecurityExchange" required="N"/> + <field name="Issuer" required="N"/> + <field name="EncodedIssuerLen" required="N"/> + <field name="EncodedIssuer" required="N"/> + <field name="SecurityDesc" required="N"/> + <field name="EncodedSecurityDescLen" required="N"/> + <field name="EncodedSecurityDesc" required="N"/> + <field name="PrevClosePx" required="N"/> + <field name="Side" required="Y"/> + <field name="SideValueInd" required="N"/> + <field name="LocateReqd" required="N"/> + <field name="TransactTime" required="N"/> + <field name="OrderQty" required="N"/> + <field name="CashOrderQty" required="N"/> + <field name="OrdType" required="N"/> + <field name="Price" required="N"/> + <field name="StopPx" required="N"/> + <field name="Currency" required="N"/> + <field name="ComplianceID" required="N"/> + <field name="SolicitedFlag" required="N"/> + <field name="IOIid" required="N"/> + <field name="QuoteID" required="N"/> + <field name="TimeInForce" required="N"/> + <field name="EffectiveTime" required="N"/> + <field name="ExpireDate" required="N"/> + <field name="ExpireTime" required="N"/> + <field name="GTBookingInst" required="N"/> + <field name="Commission" required="N"/> + <field name="CommType" required="N"/> + <field name="Rule80A" required="N"/> + <field name="ForexReq" required="N"/> + <field name="SettlCurrency" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + <field name="FutSettDate2" required="N"/> + <field name="OrderQty2" required="N"/> + <field name="OpenClose" required="N"/> + <field name="CoveredOrUncovered" required="N"/> + <field name="CustomerOrFirm" required="N"/> + <field name="MaxShow" required="N"/> + <field name="PegDifference" required="N"/> + <field name="DiscretionInst" required="N"/> + <field name="DiscretionOffset" required="N"/> + <field name="ClearingFirm" required="N"/> + <field name="ClearingAccount" required="N"/> + </group> + </message> + <message name="ListStrikePrice" msgtype="m" msgcat="app"> + <field name="ListID" required="Y" /> + <field name="TotNoStrikes" required="Y" /> + <group name="NoStrikes" required="Y"> + <field name="Symbol" required="Y" /> + <field name="SymbolSfx" required="N" /> + <field name="SecurityID" required="N" /> + <field name="IDSource" required="N" /> + <field name="SecurityType" required="N" /> + <field name="MaturityMonthYear" required="N" /> + <field name="MaturityDay" required="N" /> + <field name="PutOrCall" required="N" /> + <field name="StrikePrice" required="N" /> + <field name="OptAttribute" required="N" /> + <field name="ContractMultiplier" required="N" /> + <field name="CouponRate" required="N" /> + <field name="SecurityExchange" required="N" /> + <field name="Issuer" required="N" /> + <field name="EncodedIssuerLen" required="N" /> + <field name="EncodedIssuer" required="N" /> + <field name="SecurityDesc" required="N" /> + <field name="EncodedSecurityDescLen" required="N" /> + <field name="EncodedSecurityDesc" required="N" /> + <field name="PrevClosePx" required="N" /> + <field name="ClOrdID" required="N" /> + <field name="Side" required="N" /> + <field name="Price" required="Y" /> + <field name="Currency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="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"/> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y"/> + <field name="CumQty" required="Y"/> + <field name="OrdStatus" required="Y"/> + <field name="LeavesQty" required="Y"/> + <field name="CxlQty" required="Y"/> + <field name="AvgPx" required="Y"/> + <field name="OrdRejReason" required="N"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </group> + </message> + <message name="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> + <message name="ListCancelRequest" msgtype="K" msgcat="app"> + <field name="ListID" required="Y"/> + <field name="TransactTime" required="Y"/> + <field name="Text" required="N"/> + <field name="EncodedTextLen" required="N"/> + <field name="EncodedText" required="N"/> + </message> + <message name="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> + <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> + </messages> + <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="INT"/> + <field number="8" name="BeginString" type="STRING"/> + <field number="9" name="BodyLength" type="INT"/> + <field number="10" name="CheckSum" type="STRING"/> + <field number="11" name="ClOrdID" type="STRING"/> + <field number="12" name="Commission" type="AMT"/> + <field number="13" name="CommType" type="CHAR"> + <value enum="1" description="PER_SHARE"/> + <value enum="2" description="PERCENTAGE"/> + <value enum="3" description="ABSOLUTE"/> + </field> + <field number="14" name="CumQty" type="QTY"/> + <field number="15" name="Currency" type="CURRENCY"/> + <field number="16" name="EndSeqNo" type="INT"/> + <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_DNI"/> + <value enum="F" description="DO_NOT_REDUCE_DNR"/> + <value enum="G" description="ALL_OR_NONE_AON"/> + <value enum="I" description="INSTITUTIONS_ONLY"/> + <value enum="L" description="LAST_PEG"/> + <value enum="M" description="MIDPRICE_PEG"/> + <value enum="N" description="NONNEGOTIABLE"/> + <value enum="O" description="OPENING_PEG"/> + <value enum="P" description="MARKET_PEG"/> + <value enum="R" description="PRIMARY_PEG"/> + <value enum="S" description="SUSPEND"/> + <value enum="T" description="FIXED_PEG"/> + <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/> + <value enum="V" description="NETTING"/> + <value enum="W" description="PEG_TO_VWAP"/> + </field> + <field number="19" name="ExecRefID" type="STRING"/> + <field number="20" name="ExecTransType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="CANCEL"/> + <value enum="2" description="CORRECT"/> + <value enum="3" description="STATUS"/> + </field> + <field number="21" name="HandlInst" type="CHAR"> + <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/> + <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/> + <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/> + </field> + <field number="22" name="IDSource" type="STRING"> + <value enum="1" description="CUSIP"/> + <value enum="2" description="SEDOL"/> + <value enum="3" description="QUIK"/> + <value enum="4" description="ISIN_NUMBER"/> + <value enum="5" description="RIC_CODE"/> + <value enum="6" description="ISO_CURRENCY_CODE"/> + <value enum="7" description="ISO_COUNTRY_CODE"/> + <value enum="8" description="EXCHANGE_SYMBOL"/> + <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/> + </field> + <field number="23" name="IOIid" type="STRING"/> + <field number="24" name="IOIOthSvc" type="CHAR"/> + <field number="25" name="IOIQltyInd" type="CHAR"> + <value enum="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="IOIShares" 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="LastShares" type="QTY"/> + <field number="33" name="LinesOfText" type="INT"/> + <field number="34" name="MsgSeqNum" type="INT"/> + <field number="35" name="MsgType" type="STRING"/> + <field number="36" name="NewSeqNo" type="INT"/> + <field number="37" name="OrderID" type="STRING"/> + <field number="38" name="OrderQty" type="QTY"/> + <field number="39" name="OrdStatus" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="PARTIALLY_FILLED"/> + <value enum="2" description="FILLED"/> + <value enum="3" description="DONE_FOR_DAY"/> + <value enum="4" description="CANCELED"/> + <value enum="5" description="REPLACED"/> + <value enum="6" description="PENDING_CANCEL"/> + <value enum="7" description="STOPPED"/> + <value enum="8" description="REJECTED"/> + <value enum="9" description="SUSPENDED"/> + <value enum="A" description="PENDING_NEW"/> + <value enum="B" description="CALCULATED"/> + <value enum="C" description="EXPIRED"/> + <value enum="D" description="ACCEPTED_FOR_BIDDING"/> + <value enum="E" description="PENDING_REPLACE"/> + </field> + <field number="40" name="OrdType" type="CHAR"> + <value enum="1" description="MARKET"/> + <value enum="2" description="LIMIT"/> + <value enum="3" description="STOP"/> + <value enum="4" description="STOP_LIMIT"/> + <value enum="5" description="MARKET_ON_CLOSE"/> + <value enum="6" description="WITH_OR_WITHOUT"/> + <value enum="7" description="LIMIT_OR_BETTER"/> + <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/> + <value enum="9" description="ON_BASIS"/> + <value enum="A" description="ON_CLOSE"/> + <value enum="B" description="LIMIT_ON_CLOSE"/> + <value enum="C" description="FOREX_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="P" description="PEGGED"/> + </field> + <field number="41" name="OrigClOrdID" type="STRING"/> + <field number="42" name="OrigTime" type="UTCTIMESTAMP"/> + <field number="43" name="PossDupFlag" type="BOOLEAN"> + <value enum="Y" description="POSSIBLE_DUPLICATE"/> + <value enum="N" description="ORIGINAL_TRANSMISSION"/> + </field> + <field number="44" name="Price" type="PRICE"/> + <field number="45" name="RefSeqNum" type="INT"/> + <field number="46" name="RelatdSym" type="STRING"/> + <field number="47" name="Rule80A" type="CHAR"> + <value enum="A" description="AGENCY_SINGLE_ORDER"/> + <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/> + <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/> + <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/> + <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/> + <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/> + <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> + <value enum="K" description="PROGRAM_ORDER_NONINDEX_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_NONINDEX_ARB_FOR_OTHER_MEMBER"/> + <value enum="O" description="COMPETING_DEALER_TRADES_O"/> + <value enum="P" description="PRINCIPAL"/> + <value enum="R" description="COMPETING_DEALER_TRADES_R"/> + <value enum="S" description="SPECIALIST_TRADES"/> + <value enum="T" description="COMPETING_DEALER_TRADES_T"/> + <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/> + <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/> + <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/> + <value enum="Y" description="PROGRAM_ORDER_NONINDEX_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="52" name="SendingTime" type="UTCTIMESTAMP"/> + <field number="53" name="Shares" type="QTY"/> + <field number="54" name="Side" type="CHAR"> + <value enum="1" description="BUY"/> + <value enum="2" description="SELL"/> + <value enum="3" description="BUY_MINUS"/> + <value enum="4" description="SELL_PLUS"/> + <value enum="5" description="SELL_SHORT"/> + <value enum="6" description="SELL_SHORT_EXEMPT"/> + <value enum="7" description="D"/> + <value enum="8" description="CROSS"/> + <value enum="9" description="CROSS_SHORT"/> + </field> + <field number="55" name="Symbol" type="STRING"/> + <field number="56" name="TargetCompID" type="STRING"/> + <field number="57" name="TargetSubID" type="STRING"/> + <field number="58" name="Text" type="STRING"/> + <field number="59" name="TimeInForce" type="CHAR"> + <value enum="0" description="DAY"/> + <value enum="1" description="GOOD_TILL_CANCEL"/> + <value enum="2" description="AT_THE_OPENING"/> + <value enum="3" description="IMMEDIATE_OR_CANCEL"/> + <value enum="4" description="FILL_OR_KILL"/> + <value enum="5" description="GOOD_TILL_CROSSING"/> + <value enum="6" description="GOOD_TILL_DATE"/> + </field> + <field number="60" name="TransactTime" type="UTCTIMESTAMP"/> + <field number="61" name="Urgency" type="CHAR"> + <value enum="0" description="NORMAL"/> + <value enum="1" description="FLASH"/> + <value enum="2" description="BACKGROUND"/> + </field> + <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/> + <field number="63" name="SettlmntTyp" type="CHAR"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="CASH"/> + <value enum="2" description="NEXT_DAY"/> + <value enum="3" description="TPLUS2"/> + <value enum="4" description="TPLUS3"/> + <value enum="5" description="TPLUS4"/> + <value enum="6" description="FUTURE"/> + <value enum="7" description="WHEN_ISSUED"/> + <value enum="8" description="SELLERS_OPTION"/> + <value enum="9" description="TPLUS5"/> + </field> + <field number="64" name="FutSettDate" type="LOCALMKTDATE"/> + <field number="65" name="SymbolSfx" type="STRING"/> + <field number="66" name="ListID" type="STRING"/> + <field number="67" name="ListSeqNo" type="INT"/> + <field number="68" name="TotNoOrders" type="INT"/> + <field number="69" name="ListExecInst" type="STRING"/> + <field number="70" name="AllocID" type="STRING"/> + <field number="71" name="AllocTransType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="REPLACE"/> + <value enum="2" description="CANCEL"/> + <value enum="3" description="PRELIMINARY"/> + <value enum="4" description="CALCULATED"/> + <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/> + </field> + <field number="72" name="RefAllocID" type="STRING"/> + <field number="73" name="NoOrders" type="INT"/> + <field number="74" name="AvgPrxPrecision" type="INT"/> + <field number="75" name="TradeDate" type="LOCALMKTDATE"/> + <field number="76" name="ExecBroker" type="STRING"/> + <field number="77" name="OpenClose" type="CHAR"> + <value enum="O" description="OPEN"/> + <value enum="C" description="CLOSE"/> + </field> + <field number="78" name="NoAllocs" type="INT"/> + <field number="79" name="AllocAccount" type="STRING"/> + <field number="80" name="AllocShares" type="QTY"/> + <field number="81" name="ProcessCode" type="CHAR"> + <value enum="0" description="REGULAR"/> + <value enum="1" description="SOFT_DOLLAR"/> + <value enum="2" description="STEPIN"/> + <value enum="3" description="STEPOUT"/> + <value enum="4" description="SOFTDOLLAR_STEPIN"/> + <value enum="5" description="SOFTDOLLAR_STEPOUT"/> + <value enum="6" description="PLAN_SPONSOR"/> + </field> + <field number="82" name="NoRpts" type="INT"/> + <field number="83" name="RptSeq" type="INT"/> + <field number="84" name="CxlQty" type="QTY"/> + <field number="85" name="NoDlvyInst" type="INT"/> + <field number="86" name="DlvyInst" type="STRING"/> + <field number="87" name="AllocStatus" type="INT"> + <value enum="0" description="ACCEPTED"/> + <value enum="1" description="REJECTED"/> + <value enum="2" description="PARTIAL_ACCEPT"/> + <value enum="3" description="RECEIVED"/> + </field> + <field number="88" name="AllocRejCode" type="INT"> + <value enum="0" description="UNKNOWN_ACCOUNT"/> + <value enum="1" description="INCORRECT_QUANTITY"/> + <value enum="2" description="INCORRECT_AVERAGE_PRICE"/> + <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/> + <value enum="4" description="COMMISSION_DIFFERENCE"/> + <value enum="5" description="UNKNOWN_ORDERID"/> + <value enum="6" description="UNKNOWN_LISTID"/> + <value enum="7" description="OTHER"/> + </field> + <field number="89" name="Signature" type="DATA"/> + <field number="90" name="SecureDataLen" type="INT"/> + <field number="91" name="SecureData" type="DATA"/> + <field number="92" name="BrokerOfCredit" type="STRING"/> + <field number="93" name="SignatureLength" type="INT"/> + <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="INT"/> + <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="PKCSDES"/> + <value enum="4" description="PGPDES"/> + <value enum="5" description="PGPDESMD5"/> + <value enum="6" description="PEMDESMD5"/> + </field> + <field number="99" name="StopPx" type="PRICE"/> + <field number="100" name="ExDestination" type="EXCHANGE"/> + <field number="102" name="CxlRejReason" type="INT"> + <value enum="0" description="TOO_LATE_TO_CANCEL"/> + <value enum="1" description="UNKNOWN_ORDER"/> + <value enum="2" description="BROKER_OPTION"/> + <value enum="3" description="ALREADY_PENDING"/> + </field> + <field number="103" name="OrdRejReason" type="INT"> + <value enum="0" description="BROKER_OPTION"/> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE_CLOSED"/> + <value enum="3" description="ORDER_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_ORDER"/> + <value enum="6" description="DUPLICATE_ORDER"/> + <value enum="7" description="DUPLICATE_VERBALYES"/> + <value enum="8" description="STALE_ORDER"/> + </field> + <field number="104" name="IOIQualifier" type="CHAR"> + <value enum="A" description="ALL_OR_NONE"/> + <value enum="C" description="AT_THE_CLOSE"/> + <value enum="I" description="IN_TOUCH_WITH"/> + <value enum="L" description="LIMIT"/> + <value enum="M" description="MORE_BEHIND"/> + <value enum="O" description="AT_THE_OPEN"/> + <value enum="P" description="TAKING_A_POSITION"/> + <value enum="Q" description="AT_THE_MARKET"/> + <value enum="R" description="READY_TO_TRADE"/> + <value enum="S" description="PORTFOLIO_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="PREOPEN"/> + </field> + <field number="105" name="WaveNo" type="STRING"/> + <field number="106" name="Issuer" type="STRING"/> + <field number="107" name="SecurityDesc" type="STRING"/> + <field number="108" name="HeartBtInt" type="INT"/> + <field number="109" name="ClientID" type="STRING"/> + <field number="110" name="MinQty" type="QTY"/> + <field number="111" name="MaxFloor" type="QTY"/> + <field number="112" name="TestReqID" type="STRING"/> + <field number="113" name="ReportToExch" type="BOOLEAN"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="114" name="LocateReqd" type="BOOLEAN"> + <value enum="Y" description="YES"/> + <value enum="N" description="NO"/> + </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="Y" description="YES"/> + <value enum="N" description="NO"/> + </field> + <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/> + <field number="123" name="GapFillFlag" type="BOOLEAN"> + <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/> + <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/> + </field> + <field number="124" name="NoExecs" type="INT"/> + <field number="125" name="CxlType" type="CHAR"/> + <field number="126" name="ExpireTime" type="UTCTIMESTAMP"/> + <field number="127" name="DKReason" type="CHAR"> + <value enum="A" description="UNKNOWN_SYMBOL"/> + <value enum="B" description="WRONG_SIDE"/> + <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/> + <value enum="D" description="NO_MATCHING_ORDER"/> + <value enum="E" description="PRICE_EXCEEDS_LIMIT"/> + <value enum="Z" description="OTHER" /> + </field> + <field number="128" name="DeliverToCompID" type="STRING"/> + <field number="129" name="DeliverToSubID" type="STRING"/> + <field number="130" name="IOINaturalFlag" type="BOOLEAN"> + <value enum="Y" description="NATURAL"/> + <value enum="N" description="NOT_NATURAL"/> + </field> + <field number="131" name="QuoteReqID" type="STRING"/> + <field number="132" name="BidPx" type="PRICE"/> + <field number="133" name="OfferPx" type="PRICE"/> + <field number="134" name="BidSize" type="QTY"/> + <field number="135" name="OfferSize" type="QTY"/> + <field number="136" name="NoMiscFees" type="INT"/> + <field number="137" name="MiscFeeAmt" type="AMT"/> + <field number="138" name="MiscFeeCurr" type="CURRENCY"/> + <field number="139" name="MiscFeeType" type="CHAR"> + <value enum="1" description="REGULATORY"/> + <value enum="2" description="TAX"/> + <value enum="3" description="LOCAL_COMMISSION"/> + <value enum="4" description="EXCHANGE_FEES"/> + <value enum="5" description="STAMP"/> + <value enum="6" description="LEVY"/> + <value enum="7" description="OTHER"/> + <value enum="8" description="MARKUP"/> + <value enum="9" description="CONSUMPTION_TAX"/> + </field> + <field number="140" name="PrevClosePx" type="PRICE"/> + <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"> + <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/> + <value enum="N" description="NO"/> + </field> + <field number="142" name="SenderLocationID" type="STRING"/> + <field number="143" name="TargetLocationID" type="STRING"/> + <field number="144" name="OnBehalfOfLocationID" type="STRING"/> + <field number="145" name="DeliverToLocationID" type="STRING"/> + <field number="146" name="NoRelatedSym" type="INT"/> + <field number="147" name="Subject" type="STRING"/> + <field number="148" name="Headline" type="STRING"/> + <field number="149" name="URLLink" type="STRING"/> + <field number="150" name="ExecType" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="PARTIAL_FILL"/> + <value enum="2" description="FILL"/> + <value enum="3" description="DONE_FOR_DAY"/> + <value enum="4" description="CANCELED"/> + <value enum="5" description="REPLACE"/> + <value enum="6" description="PENDING_CANCEL"/> + <value enum="7" description="STOPPED"/> + <value enum="8" description="REJECTED"/> + <value enum="9" description="SUSPENDED"/> + <value enum="A" description="PENDING_NEW"/> + <value enum="B" description="CALCULATED"/> + <value enum="C" description="EXPIRED"/> + <value enum="D" description="RESTATED"/> + <value enum="E" description="PENDING_REPLACE"/> + </field> + <field number="151" name="LeavesQty" type="QTY"/> + <field number="152" name="CashOrderQty" type="QTY"/> + <field number="153" name="AllocAvgPx" type="PRICE"/> + <field number="154" name="AllocNetMoney" type="AMT"/> + <field number="155" name="SettlCurrFxRate" type="FLOAT"/> + <field number="156" name="SettlCurrFxRateCalc" type="CHAR"> + <value enum="M" description="MULTIPLY"/> + <value enum="D" description="DIVIDE"/> + </field> + <field number="157" name="NumDaysInterest" type="INT"/> + <field number="158" name="AccruedInterestRate" type="FLOAT"/> + <field number="159" name="AccruedInterestAmt" type="AMT"/> + <field number="160" name="SettlInstMode" type="CHAR"> + <value enum="0" description="DEFAULT"/> + <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/> + <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/> + <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/> + </field> + <field number="161" name="AllocText" type="STRING"/> + <field number="162" name="SettlInstID" type="STRING"/> + <field number="163" name="SettlInstTransType" type="CHAR"> + <value enum="N" description="NEW"/> + <value enum="C" description="CANCEL"/> + <value enum="R" description="REPLACE"/> + </field> + <field number="164" name="EmailThreadID" type="STRING"/> + <field number="165" name="SettlInstSource" type="CHAR"> + <value enum="1" description="BROKER"/> + <value enum="2" description="INSTITUTION"/> + </field> + <field number="166" name="SettlLocation" type="STRING"> + <value enum="CED" description="CEDEL"/> + <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/> + <value enum="EUR" description="EUROCLEAR"/> + <value enum="FED" description="FEDERAL_BOOK_ENTRY"/> + <value enum="PNY" description="PHYSICAL"/> + <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/> + <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/> + </field> + <field number="167" name="SecurityType" type="STRING"> + <value enum="BA" description="BANKERS_ACCEPTANCE"/> + <value enum="CB" description="CONVERTIBLE_BOND"/> + <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/> + <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/> + <value enum="CORP" description="CORPORATE_BOND"/> + <value enum="CP" description="COMMERCIAL_PAPER"/> + <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/> + <value enum="CS" description="COMMON_STOCK"/> + <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/> + <value enum="FHL" description="FEDERAL_HOME_LOAN"/> + <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/> + <value enum="FUT" description="FUTURE"/> + <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/> + <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/> + <value enum="MF" description="MUTUAL_FUND"/> + <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/> + <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/> + <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/> + <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/> + <value enum="MUNI" description="MUNICIPAL_BOND"/> + <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/> + <value enum="OPT" description="OPTION"/> + <value enum="PS" description="PREFERRED_STOCK"/> + <value enum="RP" description="REPURCHASE_AGREEMENT"/> + <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/> + <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/> + <value enum="TD" description="TIME_DEPOSIT"/> + <value enum="USTB" description="US_TREASURY_BILL"/> + <value enum="WAR" description="WARRANT"/> + <value enum="ZOO" description="CATS_TIGERS"/> + </field> + <field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/> + <field number="169" name="StandInstDbType" type="INT"> + <value enum="0" description="OTHER"/> + <value enum="1" description="DTC_SID"/> + <value enum="2" description="THOMSON_ALERT"/> + <value enum="3" description="A_GLOBAL_CUSTODIAN"/> + </field> + <field number="170" name="StandInstDbName" type="STRING"/> + <field number="171" name="StandInstDbID" type="STRING"/> + <field number="172" name="SettlDeliveryType" type="INT"/> + <field number="173" name="SettlDepositoryCode" type="STRING"/> + <field number="174" name="SettlBrkrCode" type="STRING"/> + <field number="175" name="SettlInstCode" type="STRING"/> + <field number="176" name="SecuritySettlAgentName" type="STRING"/> + <field number="177" name="SecuritySettlAgentCode" type="STRING"/> + <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/> + <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/> + <field number="180" name="SecuritySettlAgentContactName" type="STRING"/> + <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/> + <field number="182" name="CashSettlAgentName" type="STRING"/> + <field number="183" name="CashSettlAgentCode" type="STRING"/> + <field number="184" name="CashSettlAgentAcctNum" type="STRING"/> + <field number="185" name="CashSettlAgentAcctName" type="STRING"/> + <field number="186" name="CashSettlAgentContactName" type="STRING"/> + <field number="187" name="CashSettlAgentContactPhone" type="STRING"/> + <field number="188" name="BidSpotRate" type="PRICE"/> + <field number="189" name="BidForwardPoints" type="PRICEOFFSET"/> + <field number="190" name="OfferSpotRate" type="PRICE"/> + <field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/> + <field number="192" name="OrderQty2" type="QTY"/> + <field number="193" name="FutSettDate2" type="LOCALMKTDATE"/> + <field number="194" name="LastSpotRate" type="PRICE"/> + <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/> + <field number="196" name="AllocLinkID" type="STRING"/> + <field number="197" name="AllocLinkType" type="INT"> + <value enum="0" description="FX_NETTING"/> + <value enum="1" description="FX_SWAP"/> + </field> + <field number="198" name="SecondaryOrderID" type="STRING"/> + <field number="199" name="NoIOIQualifiers" type="INT"/> + <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/> + <field number="201" name="PutOrCall" type="INT"> + <value enum="0" description="PUT"/> + <value enum="1" description="CALL"/> + </field> + <field number="202" name="StrikePrice" type="PRICE"/> + <field number="203" name="CoveredOrUncovered" type="INT"> + <value enum="0" description="COVERED"/> + <value enum="1" description="UNCOVERED"/> + </field> + <field number="204" name="CustomerOrFirm" type="INT"> + <value enum="0" description="CUSTOMER"/> + <value enum="1" description="FIRM"/> + </field> + <field number="205" name="MaturityDay" type="DAYOFMONTH"/> + <field number="206" name="OptAttribute" type="CHAR"/> + <field number="207" name="SecurityExchange" type="EXCHANGE"/> + <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN"> + <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/> + <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/> + </field> + <field number="209" name="AllocHandlInst" type="INT"> + <value enum="1" description="MATCH"/> + <value enum="2" description="FORWARD"/> + <value enum="3" description="FORWARD_AND_MATCH"/> + </field> + <field number="210" name="MaxShow" type="QTY"/> + <field number="211" name="PegDifference" type="PRICEOFFSET"/> + <field number="212" name="XmlDataLen" type="INT"/> + <field number="213" name="XmlData" type="DATA"/> + <field number="214" name="SettlInstRefID" type="STRING"/> + <field number="215" name="NoRoutingIDs" type="INT"/> + <field number="216" name="RoutingType" type="INT"> + <value enum="1" description="TARGET_FIRM"/> + <value enum="2" description="TARGET_LIST"/> + <value enum="3" description="BLOCK_FIRM"/> + <value enum="4" description="BLOCK_LIST"/> + </field> + <field number="217" name="RoutingID" type="STRING"/> + <field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/> + <field number="219" name="Benchmark" type="CHAR"> + <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="223" name="CouponRate" type="FLOAT"/> + <field number="231" name="ContractMultiplier" type="FLOAT"/> + <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"/> + </field> + <field number="264" name="MarketDepth" type="INT"> +<!-- + 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"> + <value enum="0" description="FULL_REFRESH"/> + <value enum="1" description="INCREMENTAL_REFRESH"/> + </field> + <field number="266" name="AggregatedBook" type="BOOLEAN"> + <value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/> + <value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/> + </field> + <field number="267" name="NoMDEntryTypes" type="INT"/> + <field number="268" name="NoMDEntries" type="INT"/> + <field number="269" name="MDEntryType" type="CHAR"> + <value enum="0" description="BID"/> + <value enum="1" description="OFFER"/> + <value enum="2" description="TRADE"/> + <value enum="3" description="INDEX_VALUE"/> + <value enum="4" description="OPENING_PRICE"/> + <value enum="5" description="CLOSING_PRICE"/> + <value enum="6" description="SETTLEMENT_PRICE"/> + <value enum="7" description="TRADING_SESSION_HIGH_PRICE"/> + <value enum="8" description="TRADING_SESSION_LOW_PRICE"/> + <value enum="9" description="TRADING_SESSION_VWAP_PRICE"/> + </field> + <field number="270" name="MDEntryPx" type="PRICE"/> + <field number="271" name="MDEntrySize" type="QTY"/> + <field number="272" name="MDEntryDate" type="UTCDATE"/> + <field number="273" name="MDEntryTime" type="UTCTIMEONLY"/> + <field number="274" name="TickDirection" type="CHAR"> + <value enum="0" description="PLUS_TICK"/> + <value enum="1" description="ZEROPLUS_TICK"/> + <value enum="2" description="MINUS_TICK"/> + <value enum="3" description="ZEROMINUS_TICK"/> + </field> + <field number="275" name="MDMkt" type="EXCHANGE"/> + <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING"> + <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="NONFIRM"/> + </field> + <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING"> + <value enum="A" description="CASH"/> + <value enum="B" description="AVERAGE_PRICE_TRADE"/> + <value enum="C" description="CASH_TRADE"/> + <value enum="D" description="NEXT_DAY"/> + <value enum="E" description="OPENING_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"/> + </field> + <field number="278" name="MDEntryID" type="STRING"/> + <field number="279" name="MDUpdateAction" type="CHAR"> + <value enum="0" description="NEW"/> + <value enum="1" description="CHANGE"/> + <value enum="2" description="DELETE"/> + </field> + <field number="280" name="MDEntryRefID" type="STRING"/> + <field number="281" name="MDReqRejReason" type="CHAR"> + <value enum="0" description="UNKNOWN_SYMBOL"/> + <value enum="1" description="DUPLICATE_MDREQID"/> + <value enum="2" description="INSUFFICIENT_BANDWIDTH"/> + <value enum="3" description="INSUFFICIENT_PERMISSIONS"/> + <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/> + <value enum="5" description="UNSUPPORTED_MARKETDEPTH"/> + <value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/> + <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/> + <value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/> + </field> + <field number="282" name="MDEntryOriginator" type="STRING"/> + <field number="283" name="LocationID" type="STRING"/> + <field number="284" name="DeskID" type="STRING"/> + <field number="285" name="DeleteReason" type="CHAR"> + <value enum="0" description="CANCELATION_TRADE_BUST"/> + <value enum="1" description="ERROR"/> + </field> + <field number="286" name="OpenCloseSettleFlag" type="CHAR"> + <value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/> + <value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/> + <value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/> + </field> + <field number="287" name="SellerDays" type="INT"/> + <field number="288" name="MDEntryBuyer" type="STRING"/> + <field number="289" name="MDEntrySeller" type="STRING"/> + <field number="290" name="MDEntryPositionNo" type="INT"/> + <field number="291" name="FinancialStatus" type="CHAR"> + <value enum="1" description="BANKRUPT"/> + </field> + <field number="292" name="CorporateAction" type="CHAR"> + <value enum="A" description="EXDIVIDEND"/> + <value enum="B" description="EXDISTRIBUTION"/> + <value enum="C" description="EXRIGHTS"/> + <value enum="D" description="NEW"/> + <value enum="E" description="EXINTEREST"/> + </field> + <field number="293" name="DefBidSize" type="QTY"/> + <field number="294" name="DefOfferSize" type="QTY"/> + <field number="295" name="NoQuoteEntries" type="INT"/> + <field number="296" name="NoQuoteSets" type="INT"/> + <field number="297" name="QuoteAckStatus" type="INT"/> + <field number="298" name="QuoteCancelType" type="INT"/> + <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_7"/> + <value enum="8" description="INVALID_PRICE"/> + <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> + </field> + <field number="301" name="QuoteResponseLevel" type="INT"/> + <field number="302" name="QuoteSetID" type="STRING"/> + <field number="303" name="QuoteRequestType" type="INT"/> + <field number="304" name="TotQuoteEntries" type="INT"/> + <field number="305" name="UnderlyingIDSource" 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="CAN_NOT_MATCH_SELECTION_CRITERIA"/> + </field> + <field number="324" name="SecurityStatusReqID" type="STRING"/> + <field number="325" name="UnsolicitedIndicator" type="BOOLEAN"> + <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/> + <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/> + </field> + <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_OPENNO_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_PREOPENING"/> + <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="20" description="UNKNOWN_OR_INVALID"/> + </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"> + <value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/> + <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/> + </field> + <field number="329" name="DueToRelated" type="BOOLEAN"> + <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/> + <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/> + </field> + <field number="330" name="BuyVolume" type="QTY"/> + <field number="331" name="SellVolume" type="QTY"/> + <field number="332" name="HighPx" type="PRICE"/> + <field number="333" name="LowPx" type="PRICE"/> + <field number="334" name="Adjustment" type="INT"> + <value enum="1" description="CANCEL"/> + <value enum="2" description="ERROR"/> + <value enum="3" description="CORRECTION"/> + </field> + <field number="335" name="TradSesReqID" type="STRING"/> + <field number="336" name="TradingSessionID" type="STRING"/> + <field number="337" name="ContraTrader" type="STRING"/> + <field number="338" name="TradSesMethod" type="INT"> + <value enum="1" description="ELECTRONIC"/> + <value enum="2" description="OPEN_OUTCRY"/> + <value enum="3" description="TWO_PARTY"/> + </field> + <field number="339" name="TradSesMode" type="INT"> + <value enum="1" description="TESTING"/> + <value enum="2" description="SIMULATED"/> + <value enum="3" description="PRODUCTION"/> + </field> + <field number="340" name="TradSesStatus" type="INT"> + <value enum="1" description="HALTED"/> + <value enum="2" description="OPEN"/> + <value enum="3" description="CLOSED"/> + <value enum="4" description="PREOPEN"/> + <value enum="5" description="PRECLOSE"/> + </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="INT"/> + <field number="349" name="EncodedIssuer" type="DATA"/> + <field number="350" name="EncodedSecurityDescLen" type="INT"/> + <field number="351" name="EncodedSecurityDesc" type="DATA"/> + <field number="352" name="EncodedListExecInstLen" type="INT"/> + <field number="353" name="EncodedListExecInst" type="DATA"/> + <field number="354" name="EncodedTextLen" type="INT"/> + <field number="355" name="EncodedText" type="DATA"/> + <field number="356" name="EncodedSubjectLen" type="INT"/> + <field number="357" name="EncodedSubject" type="DATA"/> + <field number="358" name="EncodedHeadlineLen" type="INT"/> + <field number="359" name="EncodedHeadline" type="DATA"/> + <field number="360" name="EncodedAllocTextLen" type="INT"/> + <field number="361" name="EncodedAllocText" type="DATA"/> + <field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/> + <field number="363" name="EncodedUnderlyingIssuer" type="DATA"/> + <field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"/> + <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/> + <field number="366" name="AllocPrice" type="PRICE"/> + <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/> + <field number="368" name="QuoteEntryRejectReason" type="INT"> + <value enum="1" description="UNKNOWN_SYMBOL"/> + <value enum="2" description="EXCHANGE"/> + <value enum="3" description="QUOTE_EXCEEDS_LIMIT"/> + <value enum="4" description="TOO_LATE_TO_ENTER"/> + <value enum="5" description="UNKNOWN_QUOTE"/> + <value enum="6" description="DUPLICATE_QUOTE"/> + <value enum="7" description="INVALID_BIDASK_SPREAD"/> + <value enum="8" description="INVALID_PRICE"/> + <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> + </field> + <field number="369" name="LastMsgSeqNumProcessed" type="INT"/> + <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/> + <field number="371" name="RefTagID" type="INT"/> + <field number="372" name="RefMsgType" type="STRING"/> + <field number="373" name="SessionRejectReason" type="INT"> + <value enum="0" description="INVALID_TAG_NUMBER"/> + <value enum="1" description="REQUIRED_TAG_MISSING"/> + <value enum="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="E"/> + </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"> + <value enum="Y" description="WAS_SOLCITIED"/> + <value enum="N" description="WAS_NOT_SOLICITED"/> + </field> + <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"/> + </field> + <field number="379" name="BusinessRejectRefID" type="STRING"/> + <field number="380" name="BusinessRejectReason" type="INT"> + <value enum="0" description="OTHER"/> + <value enum="1" description="UNKOWN_ID"/> + <value enum="2" description="UNKNOWN_SECURITY"/> + <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/> + <value enum="4" description="APPLICATION_NOT_AVAILABLE"/> + <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/> + </field> + <field number="381" name="GrossTradeAmt" type="AMT"/> + <field number="382" name="NoContraBrokers" type="INT"/> + <field number="383" name="MaxMessageSize" type="INT"/> + <field number="384" name="NoMsgTypes" type="INT"/> + <field number="385" name="MsgDirection" type="CHAR"> + <value enum="S" description="SEND"/> + <value enum="R" description="RECEIVE"/> + </field> + <field number="386" name="NoTradingSessions" type="INT"/> + <field number="387" name="TotalVolumeTraded" type="QTY"/> + <field number="388" name="DiscretionInst" type="CHAR"> + <value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/> + <value enum="1" description="RELATED_TO_MARKET_PRICE"/> + <value enum="2" description="RELATED_TO_PRIMARY_PRICE"/> + <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/> + <value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/> + <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/> + </field> + <field number="389" name="DiscretionOffset" type="PRICEOFFSET"/> + <field number="390" name="BidID" type="STRING"/> + <field number="391" name="ClientBidID" type="STRING"/> + <field number="392" name="ListName" type="STRING"/> + <field number="393" name="TotalNumSecurities" type="INT"/> + <field number="394" name="BidType" type="INT"/> + <field number="395" name="NumTickets" type="INT"/> + <field number="396" name="SideValue1" type="AMT"/> + <field number="397" name="SideValue2" type="AMT"/> + <field number="398" name="NoBidDescriptors" type="INT"/> + <field number="399" name="BidDescriptorType" type="INT"/> + <field number="400" name="BidDescriptor" type="STRING"/> + <field number="401" name="SideValueInd" type="INT"/> + <field number="402" name="LiquidityPctLow" type="FLOAT"/> + <field number="403" name="LiquidityPctHigh" type="FLOAT"/> + <field number="404" name="LiquidityValue" type="AMT"/> + <field number="405" name="EFPTrackingError" type="FLOAT"/> + <field number="406" name="FairValue" type="AMT"/> + <field number="407" name="OutsideIndexPct" type="FLOAT"/> + <field number="408" name="ValueOfFutures" type="AMT"/> + <field number="409" name="LiquidityIndType" type="INT"/> + <field number="410" name="WtAverageLiquidity" type="FLOAT"/> + <field number="411" name="ExchangeForPhysical" type="BOOLEAN"> + <value enum="Y" description="TRUE"/> + <value enum="N" description="FALSE"/> + </field> + <field number="412" name="OutMainCntryUIndex" type="AMT"/> + <field number="413" name="CrossPercent" type="FLOAT"/> + <field number="414" name="ProgRptReqs" type="INT"/> + <field number="415" name="ProgPeriodInterval" type="INT"/> + <field number="416" name="IncTaxInd" type="INT"/> + <field number="417" name="NumBidders" type="INT"/> + <field number="418" name="TradeType" type="CHAR"/> + <field number="419" name="BasisPxType" type="CHAR"/> + <field number="420" name="NoBidComponents" type="INT"/> + <field number="421" name="Country" type="STRING"/> + <field number="422" name="TotNoStrikes" type="INT"/> + <field number="423" name="PriceType" type="INT"/> + <field number="424" name="DayOrderQty" type="QTY"/> + <field number="425" name="DayCumQty" type="QTY"/> + <field number="426" name="DayAvgPx" type="PRICE"/> + <field number="427" name="GTBookingInst" type="INT"> + <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"/> + <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/> + <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/> + </field> + <field number="428" name="NoStrikes" type="INT"/> + <field number="429" name="ListStatusType" type="INT"/> + <field number="430" name="NetGrossInd" type="INT"/> + <field number="431" name="ListOrderStatus" type="INT"/> + <field number="432" name="ExpireDate" type="LOCALMKTDATE"/> + <field number="433" name="ListExecInstType" type="CHAR"/> + <field number="434" name="CxlRejResponseTo" type="CHAR"/> + <field number="435" name="UnderlyingCouponRate" type="FLOAT"/> + <field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/> + <field number="437" name="ContraTradeQty" type="QTY"/> + <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/> + <field number="439" name="ClearingFirm" type="STRING"/> + <field number="440" name="ClearingAccount" type="STRING"/> + <field number="441" name="LiquidityNumSecurities" type="INT"/> + <field number="442" name="MultiLegReportingType" type="CHAR"/> + <field number="443" name="StrikeTime" type="UTCTIMESTAMP"/> + <field number="444" name="ListStatusText" type="STRING"/> + <field number="445" name="EncodedListStatusTextLen" type="INT"/> + <field number="446" name="EncodedListStatusText" type="DATA"/> + </fields> +</fix> diff --git a/fix/FIX43.xml b/fix/FIX43.xml new file mode 100644 index 0000000000..26b57ebe0e --- /dev/null +++ b/fix/FIX43.xml @@ -0,0 +1,3992 @@ +<fix major="4" minor="3"> + <header> + <field name="BeginString" required="Y" /> + <field name="BodyLength" required="Y" /> + <field name="MsgType" required="Y" /> + <field name="SenderCompID" required="Y" /> + <field name="TargetCompID" required="Y" /> + <field name="OnBehalfOfCompID" required="N" /> + <field name="DeliverToCompID" required="N" /> + <field name="SecureDataLen" required="N" /> + <field name="SecureData" required="N" /> + <field name="MsgSeqNum" required="Y" /> + <field name="SenderSubID" required="N" /> + <field name="SenderLocationID" required="N" /> + <field name="TargetSubID" required="N" /> + <field name="TargetLocationID" required="N" /> + <field name="OnBehalfOfSubID" required="N" /> + <field name="OnBehalfOfLocationID" required="N" /> + <field name="DeliverToSubID" required="N" /> + <field name="DeliverToLocationID" required="N" /> + <field name="PossDupFlag" required="N" /> + <field name="PossResend" required="N" /> + <field name="SendingTime" required="Y" /> + <field name="OrigSendingTime" required="N" /> + <field name="XmlDataLen" required="N" /> + <field name="XmlData" required="N" /> + <field name="MessageEncoding" required="N" /> + <field name="LastMsgSeqNumProcessed" required="N" /> + <field name="OnBehalfOfSendingTime" required="N" /> + <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="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="admin"> + <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="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" /> + <field name="AdvSide" required="Y" /> + <field name="Quantity" required="Y" /> + <field name="Price" required="N" /> + <field name="Currency" required="N" /> + <field name="TradeDate" required="N" /> + <field name="TransactTime" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="URLLink" required="N" /> + <field name="LastMkt" required="N" /> + <field name="TradingSessionID" required="N" /> + <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" /> + <field name="Side" required="Y" /> + <field name="QuantityType" required="N" /> + <field name="IOIQty" required="Y" /> + <field name="PriceType" required="N" /> + <field name="Price" required="N" /> + <field name="Currency" required="N" /> + <field name="ValidUntilTime" required="N" /> + <field name="IOIQltyInd" required="N" /> + <field name="IOINaturalFlag" required="N" /> + <group name="NoIOIQualifiers" required="N"> + <field name="IOIQualifier" required="N" /> + </group> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="TransactTime" required="N" /> + <field name="URLLink" required="N" /> + <group name="NoRoutingIDs" required="N"> + <field name="RoutingType" required="N" /> + <field name="RoutingID" required="N" /> + </group> + <component name="SpreadOrBenchmarkCurveData" required="N" /> + <field name="Benchmark" 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="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> + <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" /> + <group name="NoRelatedSym" required="Y"> + <component name="Instrument" required="Y" /> + <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" /> + <component name="Stipulations" required="N" /> + <field name="Side" required="N" /> + <field name="QuantityType" required="N" /> + <field name="OrderQty" required="N" /> + <field name="CashOrderQty" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="ExpireTime" required="N" /> + <field name="TransactTime" required="N" /> + <field name="Currency" required="N" /> + <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" /> + </group> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" 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" /> + <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" /> + <component name="Stipulations" required="N" /> + <field name="Side" required="N" /> + <field name="QuantityType" required="N" /> + <field name="OrderQty" required="N" /> + <field name="CashOrderQty" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="ExpireTime" required="N" /> + <field name="TransactTime" required="N" /> + <field name="Currency" required="N" /> + <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" /> + </group> + <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" /> + <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="QuoteType" required="N" /> + <field name="QuoteResponseLevel" required="N" /> + <component name="Parties" required="N" /> + <field name="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <component name="Instrument" required="Y" /> + <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="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="BidForwardPoints2" required="N" /> + <field name="OfferForwardPoints2" required="N" /> + <field name="Currency" 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="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="AccountType" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <group name="NoQuoteEntries" required="N"> + <component name="Instrument" required="N" /> + </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="Parties" required="N" /> + <field name="Account" 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="QuoteType" required="N" /> + <component name="Parties" required="N" /> + <field name="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <component name="Instrument" required="Y" /> + <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="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="BidForwardPoints2" required="N" /> + <field name="OfferForwardPoints2" required="N" /> + <field name="Currency" 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" /> + </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="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="TotQuoteEntries" required="Y" /> + <group name="NoQuoteEntries" required="N"> + <field name="QuoteEntryID" required="Y" /> + <component name="Instrument" 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="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" 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="AccountType" required="N" /> + <field name="Text" required="N" /> + <group name="NoQuoteSets" required="N"> + <field name="QuoteSetID" required="N" /> + <component name="UnderlyingInstrument" required="N" /> + <field name="TotQuoteEntries" required="N" /> + <group name="NoQuoteEntries" required="N"> + <field name="QuoteEntryID" required="N" /> + <component name="Instrument" 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="FutSettDate" required="N" /> + <field name="OrdType" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="BidForwardPoints2" required="N" /> + <field name="OfferForwardPoints2" required="N" /> + <field name="Currency" required="N" /> + <field name="QuoteEntryRejectReason" required="N" /> + </group> + </group> + </message> + <message name="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="OpenCloseSettleFlag" 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> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </group> + </message> + <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> + <field name="MDReqID" required="N" /> + <component name="Instrument" required="Y" /> + <field name="FinancialStatus" required="N" /> + <field name="CorporateAction" required="N" /> + <field name="TotalVolumeTraded" required="N" /> + <field name="TotalVolumeTradedDate" required="N" /> + <field name="TotalVolumeTradedTime" 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="OpenCloseSettleFlag" 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="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </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" /> + <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="OpenCloseSettleFlag" 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="TotalVolumeTraded" required="N" /> + <field name="TotalVolumeTradedDate" required="N" /> + <field name="TotalVolumeTradedTime" required="N" /> + <field name="NetChgPrevDay" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> + <field name="MDReqID" required="Y" /> + <field name="MDReqRejReason" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </message> + <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> + <field name="SecurityReqID" required="Y" /> + <field name="SecurityRequestType" required="Y" /> + <component name="Instrument" 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" /> + <group name="NoLegs" required="N"> + <component name="InstrumentLeg" required="N" /> + <field name="LegCurrency" required="N" /> + </group> + <field name="SubscriptionRequestType" 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" /> + <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" /> + <field name="LegCurrency" required="N" /> + </group> + <field name="RoundLot" required="N" /> + <field name="MinTradeVol" 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" /> + </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="TotalNumSecurityTypes" required="N" /> + <group name="NoSecurityTypes" required="N"> + <field name="SecurityType" required="N" /> + <field name="Product" required="N" /> + <field name="CFICode" required="N" /> + </group> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <field name="SubscriptionRequestType" required="N" /> + </message> + <message name="SecurityListRequest" msgtype="x" msgcat="app"> + <field name="SecurityReqID" required="Y" /> + <field name="SecurityListRequestType" required="Y" /> + <component name="Instrument" 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" msgtype="y" msgcat="app"> + <field name="SecurityReqID" required="Y" /> + <field name="SecurityResponseID" required="Y" /> + <field name="SecurityRequestResult" required="Y" /> + <field name="TotalNumSecurities" required="N" /> + <group name="NoRelatedSym" required="N"> + <component name="Instrument" required="N" /> + <field name="Currency" required="N" /> + <group name="NoLegs" required="N"> + <component name="InstrumentLeg" required="N" /> + <field name="LegCurrency" required="N" /> + </group> + <field name="RoundLot" required="N" /> + <field name="MinTradeVol" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app"> + <field name="SecurityReqID" required="Y" /> + <field name="SecurityListRequestType" required="Y" /> + <component name="UnderlyingInstrument" 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" 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="TotalNumSecurities" required="N" /> + <group name="NoRelatedSym" required="N"> + <component name="Instrument" required="N" /> + <field name="Currency" required="N" /> + <group name="NoLegs" required="N"> + <component name="InstrumentLeg" required="N" /> + <field name="LegCurrency" required="N" /> + </group> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> + <field name="SecurityStatusReqID" required="Y" /> + <component name="Instrument" required="Y" /> + <field name="Currency" required="N" /> + <field name="SubscriptionRequestType" required="Y" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </message> + <message name="SecurityStatus" msgtype="f" msgcat="app"> + <field name="SecurityStatusReqID" required="N" /> + <component name="Instrument" required="Y" /> + <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> + <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> + <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> + <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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <component name="NestedParties" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="CashMargin" required="N" /> + <field name="ClearingFeeIndicator" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </group> + <field name="ProcessCode" required="N" /> + <component name="Instrument" required="Y" /> + <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="QuantityType" 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="Rule80A" required="N" /> + <field name="ForexReq" required="N" /> + <field name="SettlCurrency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="Price2" required="N" /> + <field name="PositionEffect" required="N" /> + <field name="CoveredOrUncovered" required="N" /> + <field name="MaxShow" required="N" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="CancellationRights" required="N" /> + <field name="MoneyLaunderingStatus" required="N" /> + <field name="RegistID" required="N" /> + <field name="Designation" required="N" /> + <field name="AccruedInterestRate" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="NetMoney" 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" /> + <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="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="CashMargin" required="N" /> + <field name="ClearingFeeIndicator" required="N" /> + <component name="Instrument" required="Y" /> + <field name="Side" required="Y" /> + <component name="Stipulations" required="N" /> + <field name="QuantityType" 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" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="Currency" required="N" /> + <field name="ComplianceID" required="N" /> + <field name="SolicitedFlag" required="N" /> + <field name="TimeInForce" required="N" /> + <field name="EffectiveTime" required="N" /> + <field name="ExpireDate" required="N" /> + <field name="ExpireTime" required="N" /> + <field name="ExecInst" required="N" /> + <field name="OrderCapacity" required="N" /> + <field name="OrderRestrictions" required="N" /> + <field name="CustOrderCapacity" required="N" /> + <field name="Rule80A" required="N" /> + <field name="LastQty" required="N" /> + <field name="UnderlyingLastQty" required="N" /> + <field name="LastPx" required="N" /> + <field name="UnderlyingLastPx" 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="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="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="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="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" /> + <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="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="LegSettlmntTyp" required="N" /> + <field name="LegFutSettDate" required="N" /> + <field name="LegLastPx" required="N" /> + </group> + </message> + <message name="DontKnowTrade" msgtype="Q" msgcat="app"> + <field name="OrderID" required="Y" /> + <field name="ExecID" required="Y" /> + <field name="DKReason" required="Y" /> + <component name="Instrument" required="Y" /> + <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="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> + <field name="OrderID" required="N" /> + <component name="Parties" required="N" /> + <field name="TradeOriginationDate" 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="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <component name="NestedParties" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="CashMargin" required="N" /> + <field name="ClearingFeeIndicator" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </group> + <component name="Instrument" required="Y" /> + <field name="Side" required="Y" /> + <field name="TransactTime" required="Y" /> + <field name="QuantityType" 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="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="ComplianceID" required="N" /> + <field name="SolicitedFlag" required="N" /> + <field name="Currency" required="N" /> + <field name="TimeInForce" required="N" /> + <field name="EffectiveTime" required="N" /> + <field name="ExpireDate" required="N" /> + <field name="ExpireTime" required="N" /> + <field name="GTBookingInst" required="N" /> + <component name="CommissionData" required="N" /> + <field name="OrderCapacity" required="N" /> + <field name="OrderRestrictions" required="N" /> + <field name="CustOrderCapacity" required="N" /> + <field name="Rule80A" required="N" /> + <field name="ForexReq" required="N" /> + <field name="SettlCurrency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="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" /> + <field name="AccruedInterestRate" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="NetMoney" 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="AccountType" required="N" /> + <component name="Parties" required="N" /> + <component name="Instrument" required="Y" /> + <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="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="AccountType" required="N" /> + <field name="TradeOriginationDate" 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="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="Account" required="N" /> + <component name="Instrument" required="Y" /> + <field name="Side" required="Y" /> + </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> + <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> + <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="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="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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <component name="NestedParties" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="QuantityType" 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="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" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <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" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="CancellationRights" required="N" /> + <field name="MoneyLaunderingStatus" required="N" /> + <field name="RegistID" required="N" /> + <field name="Designation" required="N" /> + <field name="AccruedInterestRate" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="NetMoney" 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="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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <component name="NestedParties" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="QuantityType" 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="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" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <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" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="CancellationRights" required="N" /> + <field name="MoneyLaunderingStatus" required="N" /> + <field name="RegistID" required="N" /> + <field name="Designation" required="N" /> + <field name="AccruedInterestRate" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="NetMoney" 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="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" /> + <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" /> + <field name="TransactTime" required="Y" /> + </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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="CashMargin" required="N" /> + <field name="ClearingFeeIndicator" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </group> + <field name="ProcessCode" required="N" /> + <field name="Side" required="Y" /> + <component name="Instrument" required="Y" /> + <field name="PrevClosePx" required="N" /> + <group name="NoLegs" required="N"> + <component name="InstrumentLeg" 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="LegSettlmntTyp" required="N" /> + <field name="LegFutSettDate" required="N" /> + </group> + <field name="LocateReqd" required="N" /> + <field name="TransactTime" required="Y" /> + <field name="QuantityType" 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="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" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" 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" /> + <field name="NetMoney" 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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="CashMargin" required="N" /> + <field name="ClearingFeeIndicator" required="N" /> + <field name="HandlInst" required="Y" /> + <field name="ExecInst" required="N" /> + <field name="MinQty" required="N" /> + <field name="MaxFloor" required="N" /> + <field name="ExDestination" required="N" /> + <group name="NoTradingSessions" required="N"> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + </group> + <field name="ProcessCode" required="N" /> + <field name="Side" required="Y" /> + <component name="Instrument" required="Y" /> + <field name="PrevClosePx" required="N" /> + <group name="NoLegs" required="N"> + <component name="InstrumentLeg" 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="LegSettlmntTyp" required="N" /> + <field name="LegFutSettDate" required="N" /> + </group> + <field name="LocateReqd" required="N" /> + <field name="TransactTime" required="Y" /> + <field name="QuantityType" 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="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" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" 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" /> + <field name="NetMoney" 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="TotalNumSecurities" 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="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="Account" required="N" /> + </group> + <field name="LiquidityIndType" required="N" /> + <field name="WtAverageLiquidity" required="N" /> + <field name="ExchangeForPhysical" required="N" /> + <field name="OutMainCntryUIndex" required="N" /> + <field name="CrossPercent" required="N" /> + <field name="ProgRptReqs" required="N" /> + <field name="ProgPeriodInterval" required="N" /> + <field name="IncTaxInd" required="N" /> + <field name="ForexReq" required="N" /> + <field name="NumBidders" required="N" /> + <field name="TradeDate" required="N" /> + <field name="TradeType" required="Y" /> + <field name="BasisPxType" required="Y" /> + <field name="StrikeTime" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </message> + <message name="BidResponse" 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="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="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="TotNoOrders" required="Y" /> + <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="Account" required="N" /> + <field name="AccountType" required="N" /> + <field name="DayBookingInst" required="N" /> + <field name="BookingUnit" required="N" /> + <field name="PreallocMethod" required="N" /> + <group name="NoAllocs" required="N"> + <field name="AllocAccount" required="N" /> + <field name="IndividualAllocID" required="N" /> + <component name="NestedParties" required="N" /> + <field name="AllocQty" required="N" /> + </group> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" 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" /> + <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="QuantityType" 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="Rule80A" required="N" /> + <field name="ForexReq" required="N" /> + <field name="SettlCurrency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="FutSettDate2" required="N" /> + <field name="OrderQty2" required="N" /> + <field name="Price2" required="N" /> + <field name="PositionEffect" required="N" /> + <field name="CoveredOrUncovered" required="N" /> + <field name="MaxShow" required="N" /> + <field name="PegDifference" required="N" /> + <field name="DiscretionInst" required="N" /> + <field name="DiscretionOffset" required="N" /> + <field name="Designation" required="N" /> + <field name="AccruedInterestRate" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="NetMoney" required="N" /> + </group> + </message> + <message name="ListStrikePrice" msgtype="m" msgcat="app"> + <field name="ListID" required="Y" /> + <field name="TotNoStrikes" required="Y" /> + <group name="NoStrikes" required="Y"> + <component name="Instrument" required="Y" /> + <field name="PrevClosePx" required="N" /> + <field name="ClOrdID" required="N" /> + <field name="SecondaryClOrdID" required="N" /> + <field name="Side" required="N" /> + <field name="Price" required="Y" /> + <field name="Currency" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="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> + <message name="ListCancelRequest" msgtype="K" msgcat="app"> + <field name="ListID" required="Y" /> + <field name="TransactTime" required="Y" /> + <field name="TradeOriginationDate" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </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> + <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" /> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y" /> + <field name="SecondaryClOrdID" required="N" /> + <field name="CumQty" required="Y" /> + <field name="OrdStatus" required="Y" /> + <field name="WorkingIndicator" required="N" /> + <field name="LeavesQty" required="Y" /> + <field name="CxlQty" required="Y" /> + <field name="AvgPx" required="Y" /> + <field name="OrdRejReason" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + </group> + </message> + <message name="Allocation" msgtype="J" msgcat="app"> + <field name="AllocID" required="Y" /> + <field name="AllocTransType" required="Y" /> + <field name="AllocType" required="Y" /> + <field name="RefAllocID" required="N" /> + <field name="AllocLinkID" required="N" /> + <field name="AllocLinkType" required="N" /> + <field name="BookingRefID" required="N" /> + <group name="NoOrders" required="Y"> + <field name="ClOrdID" required="Y" /> + <field name="OrderID" required="N" /> + <field name="SecondaryOrderID" required="N" /> + <field name="SecondaryClOrdID" required="N" /> + <field name="ListID" 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="LastCapacity" required="N" /> + </group> + <field name="Side" required="Y" /> + <component name="Instrument" required="Y" /> + <field name="Quantity" required="Y" /> + <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="Currency" required="N" /> + <field name="AvgPrxPrecision" required="N" /> + <component name="Parties" required="N" /> + <field name="TradeDate" required="Y" /> + <field name="TransactTime" required="N" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" required="N" /> + <field name="GrossTradeAmt" required="N" /> + <field name="Concession" required="N" /> + <field name="TotalTakedown" required="N" /> + <field name="NetMoney" required="N" /> + <field name="PositionEffect" 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="TotalAccruedInterestAmt" required="N" /> + <field name="LegalConfirm" required="N" /> + <group name="NoAllocs" required="Y"> + <field name="AllocAccount" required="Y" /> + <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="SettlCurrency" required="N" /> + <field name="SettlCurrFxRate" required="N" /> + <field name="SettlCurrFxRateCalc" required="N" /> + <field name="AccruedInterestAmt" required="N" /> + <field name="SettlInstMode" required="N" /> + <group name="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N" /> + <field name="MiscFeeCurr" required="N" /> + <field name="MiscFeeType" required="N" /> + </group> + </group> + </message> + <message name="AllocationACK" msgtype="P" msgcat="app"> + <component name="Parties" required="N" /> + <field name="AllocID" required="Y" /> + <field name="TradeDate" required="Y" /> + <field name="TransactTime" required="N" /> + <field name="AllocStatus" required="Y" /> + <field name="AllocRejCode" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="LegalConfirm" required="N" /> + </message> + <message name="SettlementInstructions" msgtype="T" msgcat="app"> + <field name="SettlInstID" required="Y" /> + <field name="SettlInstTransType" required="Y" /> + <field name="SettlInstRefID" required="Y" /> + <field name="SettlInstMode" required="Y" /> + <field name="SettlInstSource" required="Y" /> + <field name="AllocAccount" required="Y" /> + <field name="IndividualAllocID" required="N" /> + <field name="ClOrdID" required="N" /> + <field name="TradeDate" required="N" /> + <field name="AllocID" required="N" /> + <field name="LastMkt" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" required="N" /> + <field name="Side" required="N" /> + <field name="SecurityType" required="N" /> + <field name="EffectiveTime" required="N" /> + <field name="TransactTime" required="Y" /> + <component name="Parties" required="N" /> + <field name="StandInstDbType" required="N" /> + <field name="StandInstDbName" required="N" /> + <field name="StandInstDbID" required="N" /> + <field name="SettlDeliveryType" required="N" /> + <field name="SettlDepositoryCode" required="N" /> + <field name="SettlBrkrCode" required="N" /> + <field name="SettlInstCode" required="N" /> + <field name="SecuritySettlAgentName" required="N" /> + <field name="SecuritySettlAgentCode" required="N" /> + <field name="SecuritySettlAgentAcctNum" required="N" /> + <field name="SecuritySettlAgentAcctName" required="N" /> + <field name="SecuritySettlAgentContactName" required="N" /> + <field name="SecuritySettlAgentContactPhone" required="N" /> + <field name="CashSettlAgentName" required="N" /> + <field name="CashSettlAgentCode" required="N" /> + <field name="CashSettlAgentAcctNum" required="N" /> + <field name="CashSettlAgentAcctName" required="N" /> + <field name="CashSettlAgentContactName" required="N" /> + <field name="CashSettlAgentContactPhone" required="N" /> + <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="CardIssNo" required="N" /> + <field name="PaymentDate" required="N" /> + <field name="PaymentRemitterID" 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="ExecID" required="N" /> + <field name="OrderID" required="N" /> + <field name="ClOrdID" required="N" /> + <field name="MatchStatus" required="N" /> + <component name="Parties" required="N" /> + <component name="Instrument" required="N" /> + <group name="NoDates" required="N"> + <field name="TradeDate" required="N" /> + <field name="TransactTime" required="N" /> + </group> + <field name="Side" required="N" /> + <field name="Text" required="N" /> + <field name="EncodedTextLen" required="N" /> + <field name="EncodedText" required="N" /> + <field name="TradeInputSource" required="N" /> + <field name="TradeInputDevice" required="N" /> + </message> + <message name="TradeCaptureReport" msgtype="AE" msgcat="app"> + <field name="TradeReportID" required="Y" /> + <field name="TradeReportTransType" required="N" /> + <field name="TradeRequestID" required="N" /> + <field name="ExecType" required="Y" /> + <field name="TradeReportRefID" required="N" /> + <field name="ExecID" required="N" /> + <field name="SecondaryExecID" required="N" /> + <field name="ExecRestatementReason" required="N" /> + <field name="PreviouslyReported" required="Y" /> + <component name="Instrument" required="Y" /> + <component name="OrderQtyData" required="N" /> + <field name="LastQty" required="Y" /> + <field name="LastPx" required="Y" /> + <field name="LastSpotRate" required="N" /> + <field name="LastForwardPoints" required="N" /> + <field name="LastMkt" required="N" /> + <field name="TradeDate" required="Y" /> + <field name="TransactTime" required="Y" /> + <field name="SettlmntTyp" required="N" /> + <field name="FutSettDate" 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" /> + <component name="Parties" required="N" /> + <field name="Account" 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="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="TransBkdTime" required="N" /> + <field name="TradingSessionID" required="N" /> + <field name="TradingSessionSubID" 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="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="MultiLegReportingType" 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="NoMiscFees" required="N"> + <field name="MiscFeeAmt" required="N" /> + <field name="MiscFeeCurr" required="N" /> + <field name="MiscFeeType" required="N" /> + </group> + </group> + </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="RegistAcctType" required="N" /> + <field name="TaxAdvantageType" required="N" /> + <field name="OwnershipType" required="N" /> + <group name="NoRegistDtls" required="N"> + <field name="RegistDetls" required="N" /> + <field name="RegistEmail" required="N" /> + <field name="MailingDtls" required="N" /> + <field name="MailingInst" required="N" /> + <component name="NestedParties" required="N" /> + <field name="OwnerType" required="N" /> + <field name="DateOfBirth" required="N" /> + <field name="InvestorCountryOfResidence" required="N" /> + </group> + <group name="NoDistribInsts" required="N"> + <field name="DistribPaymentMethod" required="N" /> + <field name="DistribPercentage" required="N" /> + <field name="CashDistribCurr" required="N" /> + <field name="CashDistribAgentName" required="N" /> + <field name="CashDistribAgentCode" required="N" /> + <field name="CashDistribAgentAcctNumber" required="N" /> + <field name="CashDistribPayRef" required="N" /> + <field name="CashDistribAgentAcctName" required="N" /> + </group> + </message> + <message name="RegistrationInstructionsResponse" 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="RegistStatus" required="Y" /> + <field name="RegistRejReasonCode" required="N" /> + <field name="RegistRejReasonText" 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="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="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" /> + </component> + <component name="InstrumentLeg"> + <field name="LegSymbol" required="Y" /> + <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="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="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" /> + </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" /> + <field name="PartySubID" 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" /> + <field name="NestedPartySubID" 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" /> + </component> + <component name="Stipulations"> + <group name="NoStipulations" required="N"> + <field name="StipulationType" required="N" /> + <field name="StipulationValue" required="N" /> + </group> + </component> + <component name="YieldData"> + <field name="YieldType" required="N" /> + <field name="Yield" 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="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="UnderlyingPutOrCall" required="N" /> + <field name="UnderlyingStrikePrice" required="N" /> + <field name="UnderlyingOptAttribute" required="N" /> + <field name="UnderlyingContractMultiplier" required="N" /> + <field name="UnderlyingCouponRate" required="N" /> + <field name="UnderlyingSecurityExchange" required="N" /> + <field name="UnderlyingIssuer" required="N" /> + <field name="EncodedUnderlyingIssuerLen" required="N" /> + <field name="EncodedUnderlyingIssuer" required="N" /> + <field name="UnderlyingSecurityDesc" required="N" /> + <field name="EncodedUnderlyingSecurityDescLen" required="N" /> + <field name="EncodedUnderlyingSecurityDesc" required="N" /> + </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_SHARE" /> + <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="PER_BOND" /> + </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_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" /> + <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" /> + </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" /> + <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" /> + </field> + <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" /> + <value enum="H" description="ORDER_STATUS_REQUEST" /> + <value enum="J" description="ALLOCATION" /> + <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_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" /> + <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" /> + <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" /> + <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" /> + </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" /> + <field type="CHAR" name="Rule80A" number="47"> + <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" /> + <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" /> + </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="SettlmntTyp" type="CHAR"> + <value enum="0" description="REGULAR" /> + <value enum="1" description="CASH" /> + <value enum="2" description="NEXT_DAY" /> + <value description="T_PLUS_2" enum="3" /> + <value description="T_PLUS_3" enum="4" /> + <value description="T_PLUS_4" enum="5" /> + <value enum="6" description="FUTURE" /> + <value enum="7" description="WHEN_AND_IF_ISSUED" /> + <value enum="8" description="SELLERS_OPTION" /> + <value description="T_PLUS_5" enum="9" /> + <value description="T_PLUS_1" enum="A" /> + </field> + <field number="64" name="FutSettDate" type="LOCALMKTDATE" /> + <field number="65" name="SymbolSfx" type="STRING" /> + <field number="66" name="ListID" type="STRING" /> + <field number="67" name="ListSeqNo" type="INT" /> + <field number="68" name="TotNoOrders" type="INT" /> + <field number="69" name="ListExecInst" type="STRING" /> + <field number="70" name="AllocID" type="STRING" /> + <field number="71" name="AllocTransType" type="CHAR"> + <value enum="0" description="NEW" /> + <value enum="1" description="REPLACE" /> + <value enum="2" description="CANCEL" /> + <value enum="3" description="PRELIMINARY" /> + <value enum="4" description="CALCULATED" /> + <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" /> + </field> + <field number="72" name="RefAllocID" type="STRING" /> + <field number="73" name="NoOrders" type="NUMINGROUP" /> + <field number="74" name="AvgPrxPrecision" type="INT" /> + <field number="75" name="TradeDate" type="LOCALMKTDATE" /> + <field number="76" name="ExecBroker" type="STRING" /> + <field number="77" name="PositionEffect" type="CHAR" /> + <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="INT" /> + <field number="86" name="DlvyInst" type="STRING" /> + <field number="87" name="AllocStatus" type="INT"> + <value enum="0" description="ACCEPTED" /> + <value enum="1" description="REJECTED" /> + <value enum="2" description="PARTIAL_ACCEPT" /> + <value enum="3" description="RECEIVED" /> + </field> + <field number="88" name="AllocRejCode" type="INT"> + <value enum="0" description="UNKNOWN_ACCOUNT" /> + <value enum="1" description="INCORRECT_QUANTITY" /> + <value enum="2" description="INCORRECT_AVERAGE_PRICE" /> + <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" /> + <value enum="4" description="COMMISSION_DIFFERENCE" /> + <value enum="5" description="UNKNOWN_ORDERID" /> + <value enum="6" description="UNKNOWN_LISTID" /> + <value enum="7" description="OTHER" /> + </field> + <field number="89" name="Signature" type="DATA" /> + <field number="90" name="SecureDataLen" type="LENGTH" /> + <field number="91" name="SecureData" type="DATA" /> + <field number="92" name="BrokerOfCredit" type="STRING" /> + <field number="93" name="SignatureLength" type="LENGTH" /> + <field number="94" name="EmailType" type="CHAR"> + <value enum="0" description="NEW" /> + <value enum="1" description="REPLY" /> + <value enum="2" description="ADMIN_REPLY" /> + </field> + <field number="95" name="RawDataLength" type="LENGTH" /> + <field number="96" name="RawData" type="DATA" /> + <field number="97" name="PossResend" type="BOOLEAN" /> + <field number="98" name="EncryptMethod" type="INT"> + <value enum="0" description="NONE" /> + <value enum="1" description="PKCS_PROPRIETARY" /> + <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" /> + </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="ALREADY_PENDING" /> + <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" /> + </field> + <field number="103" name="OrdRejReason" type="INT"> + <value enum="0" description="BROKER_OPTION" /> + <value enum="1" description="UNKNOWN_SYMBOL" /> + <value enum="2" description="EXCHANGE_CLOSED" /> + <value enum="3" description="ORDER_EXCEEDS_LIMIT" /> + <value enum="4" description="TOO_LATE_TO_ENTER" /> + <value enum="5" description="UNKNOWN_ORDER" /> + <value enum="6" description="DUPLICATE_ORDER" /> + <value enum="7" description="DUPLICATE_VERBAL" /> + <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" /> + </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" /> + <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" /> + <field number="126" name="ExpireTime" type="UTCTIMESTAMP" /> + <field number="127" name="DKReason" type="CHAR"> + <value enum="A" description="UNKNOWN_SYMBOL" /> + <value enum="B" description="WRONG_SIDE" /> + <value enum="C" description="QUANTITY_EXCEEDS_ORDER" /> + <value enum="D" description="NO_MATCHING_ORDER" /> + <value enum="E" description="PRICE_EXCEEDS_LIMIT" /> + <value enum="Z" description="OTHER" /> + </field> + <field number="128" name="DeliverToCompID" type="STRING" /> + <field number="129" name="DeliverToSubID" type="STRING" /> + <field number="130" name="IOINaturalFlag" type="BOOLEAN" /> + <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" /> + <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="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" /> + <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" /> + <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" /> + </field> + <field number="161" name="AllocText" type="STRING" /> + <field number="162" name="SettlInstID" type="STRING" /> + <field number="163" name="SettlInstTransType" type="CHAR"> + <value enum="N" description="NEW" /> + <value enum="C" description="CANCEL" /> + <value enum="R" description="REPLACE" /> + </field> + <field number="164" name="EmailThreadID" type="STRING" /> + <field number="165" name="SettlInstSource" type="CHAR"> + <value enum="1" description="BROKERS_INSTRUCTIONS" /> + <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" /> + <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="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"> + <value enum="CORP" description="CORPORATE_BOND" /> + <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" /> + <value enum="CB" description="CONVERTABLE_BOND" /> + <value enum="DUAL" description="DUAL_CURRENCY" /> + <value enum="XLINKD" description="INDEX_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="PREFERED_STOCK" /> + <value enum="BRADY" description="BRADY_BOND" /> + <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="UST" description="US_TREASURY_NOTE_BOND" /> + <value enum="USTB" description="US_TREASURY_BILL" /> + <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="DP" description="DEPOSIT_NOTES" /> + <value enum="LQN" description="LIQUIDITY_NOTES" /> + <value enum="MTN" description="MEDIUM_TERM_NOTES" /> + <value enum="ONITE" description="OVERNITE" /> + <value enum="PN" description="PROMISSORY_NOTES" /> + <value enum="PZFJ" description="PLAZOS_FIJOS" /> + <value enum="RP" description="REPURCHASE_AGREEMENT" /> + <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT" /> + <value enum="STN" description="SHORT_TERM_LOAN_NOTE" /> + <value enum="TD" description="TIME_DEPOSIT" /> + <value enum="XCN" description="EXTENDED_COMM_NOTE" /> + <value enum="POOL" description="AGENCY_POOLS" /> + <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="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 description="WILDCARD" enum="?" /> + </field> + <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" /> + <field number="169" name="StandInstDbType" type="INT"> + <value enum="0" description="OTHER" /> + <value enum="1" description="DTC_SID" /> + <value enum="2" description="THOMSON_ALERT" /> + <value enum="3" description="A_GLOBAL_CUSTODIAN" /> + </field> + <field number="170" name="StandInstDbName" type="STRING" /> + <field number="171" name="StandInstDbID" type="STRING" /> + <field number="172" name="SettlDeliveryType" type="INT" /> + <field number="173" name="SettlDepositoryCode" type="STRING" /> + <field number="174" name="SettlBrkrCode" type="STRING" /> + <field number="175" name="SettlInstCode" type="STRING" /> + <field number="176" name="SecuritySettlAgentName" type="STRING" /> + <field number="177" name="SecuritySettlAgentCode" type="STRING" /> + <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" /> + <field number="179" name="SecuritySettlAgentAcctName" type="STRING" /> + <field number="180" name="SecuritySettlAgentContactName" type="STRING" /> + <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" /> + <field number="182" name="CashSettlAgentName" type="STRING" /> + <field number="183" name="CashSettlAgentCode" type="STRING" /> + <field number="184" name="CashSettlAgentAcctNum" type="STRING" /> + <field number="185" name="CashSettlAgentAcctName" type="STRING" /> + <field number="186" name="CashSettlAgentContactName" type="STRING" /> + <field number="187" name="CashSettlAgentContactPhone" type="STRING" /> + <field number="188" name="BidSpotRate" type="PRICE" /> + <field number="189" name="BidForwardPoints" type="PRICEOFFSET" /> + <field number="190" name="OfferSpotRate" type="PRICE" /> + <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" /> + <field type="QTY" name="OrderQty2" number="192" /> + <field type="LOCALMKTDATE" name="FutSettDate2" number="193" /> + <field number="194" name="LastSpotRate" type="PRICE" /> + <field number="195" name="LastForwardPoints" type="PRICEOFFSET" /> + <field number="196" name="AllocLinkID" type="STRING" /> + <field number="197" name="AllocLinkType" type="INT"> + <value enum="0" description="F_X_NETTING" /> + <value enum="1" description="F_X_SWAP" /> + </field> + <field number="198" name="SecondaryOrderID" type="STRING" /> + <field number="199" name="NoIOIQualifiers" type="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" /> + <field number="209" name="AllocHandlInst" type="INT"> + <value enum="1" description="MATCH" /> + <value enum="2" description="FORWARD" /> + <value enum="3" description="FORWARD_AND_MATCH" /> + </field> + <field number="210" name="MaxShow" type="QTY" /> + <field number="211" name="PegDifference" type="PRICEOFFSET" /> + <field number="212" name="XmlDataLen" type="LENGTH" /> + <field number="213" name="XmlData" type="DATA" /> + <field number="214" name="SettlInstRefID" type="STRING" /> + <field number="215" name="NoRoutingIDs" type="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="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" /> + <field number="221" name="BenchmarkCurveName" type="STRING" /> + <field number="222" name="BenchmarkCurvePoint" type="STRING" /> + <field number="223" name="CouponRate" type="PERCENTAGE" /> + <field number="224" name="CouponPaymentDate" type="UTCDATE" /> + <field number="225" name="IssueDate" type="UTCDATE" /> + <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="UTCDATE" /> + <field number="230" name="ExDate" type="UTCDATE" /> + <field number="231" name="ContractMultiplier" type="FLOAT" /> + <field number="232" name="NoStipulations" type="NUMINGROUP" /> + <field number="233" name="StipulationType" type="STRING" /> + <field number="234" name="StipulationValue" type="STRING" /> + <field number="235" name="YieldType" type="STRING"> + <value enum="AFTERTAX" description="AFTER_TAX_YIELD" /> + <value enum="ANNUAL" description="ANNUAL_YIELD" /> + <value enum="ATISSUE" description="YIELD_AT_ISSUE" /> + <value enum="AVGLIFE" description="YIELD_TO_AVERAGE_LIFE" /> + <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="LONGEST" description="YIELD_TO_LONGEST_AVERAGE" /> + <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="SHORTEST" description="YIELD_TO_SHORTEST_AVERAGE" /> + <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="WORST" description="YIELD_TO_WORST_CONVENTION" /> + </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="UTCDATE" /> + <field number="241" name="UnderlyingCouponPaymentDate" type="UTCDATE" /> + <field number="242" name="UnderlyingIssueDate" type="UTCDATE" /> + <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="UTCDATE" /> + <field number="248" name="LegCouponPaymentDate" type="UTCDATE" /> + <field number="249" name="LegIssueDate" type="UTCDATE" /> + <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="UTCDATE" /> + <field number="255" name="CreditRating" type="STRING" /> + <field number="256" name="UnderlyingCreditRating" type="STRING" /> + <field number="257" name="LegCreditRating" type="STRING" /> + <field number="258" name="TradedFlatSwitch" type="BOOLEAN" /> + <field number="259" name="BasisFeatureDate" type="UTCDATE" /> + <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"> +<!-- + 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"> + <value enum="0" description="FULL_REFRESH" /> + <value enum="1" description="INCREMENTAL_REFRESH" /> + </field> + <field number="266" name="AggregatedBook" type="BOOLEAN" /> + <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" /> + <field number="268" name="NoMDEntries" type="NUMINGROUP" /> + <field number="269" name="MDEntryType" type="CHAR"> + <value enum="0" description="BID" /> + <value enum="1" description="OFFER" /> + <value enum="2" description="TRADE" /> + <value enum="3" description="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" /> + </field> + <field number="270" name="MDEntryPx" type="PRICE" /> + <field number="271" name="MDEntrySize" type="QTY" /> + <field number="272" name="MDEntryDate" type="UTCDATE" /> + <field number="273" name="MDEntryTime" type="UTCTIMEONLY" /> + <field number="274" name="TickDirection" type="CHAR"> + <value enum="0" description="PLUS_TICK" /> + <value enum="1" description="ZERO_PLUS_TICK" /> + <value enum="2" description="MINUS_TICK" /> + <value enum="3" description="ZERO_MINUS_TICK" /> + </field> + <field number="275" name="MDMkt" type="EXCHANGE" /> + <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING"> + <value enum="A" description="OPEN" /> + <value enum="B" description="CLOSED" /> + <value enum="C" description="EXCHANGE_BEST" /> + <value enum="D" description="CONSOLIDATED_BEST" /> + <value enum="E" description="LOCKED" /> + <value enum="F" description="CROSSED" /> + <value enum="G" description="DEPTH" /> + <value enum="H" description="FAST_TRADING" /> + <value enum="I" description="NON_FIRM" /> + </field> + <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING"> + <value enum="A" description="CASH" /> + <value enum="B" description="AVERAGE_PRICE_TRADE" /> + <value enum="C" description="CASH_TRADE" /> + <value enum="D" description="NEXT_DAY" /> + <value enum="E" description="OPENING" /> + <value enum="F" description="INTRADAY_TRADE_DETAIL" /> + <value enum="G" description="RULE_127_TRADE" /> + <value enum="H" description="RULE_155_TRADE" /> + <value enum="I" description="SOLD_LAST" /> + <value enum="J" description="NEXT_DAY_TRADE" /> + <value enum="K" description="OPENED" /> + <value enum="L" description="SELLER" /> + <value enum="M" description="SOLD" /> + <value enum="N" description="STOPPED_STOCK" /> + <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" /> + <field number="279" name="MDUpdateAction" type="CHAR"> + <value enum="0" description="NEW" /> + <value enum="1" description="CHANGE" /> + <value enum="2" description="DELETE" /> + </field> + <field number="280" name="MDEntryRefID" type="STRING" /> + <field number="281" name="MDReqRejReason" type="CHAR"> + <value enum="0" description="UNKNOWN_SYMBOL" /> + <value enum="1" description="DUPLICATE_MDREQID" /> + <value enum="2" description="INSUFFICIENT_BANDWIDTH" /> + <value enum="3" description="INSUFFICIENT_PERMISSIONS" /> + <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" /> + <value enum="5" description="UNSUPPORTED_MARKETDEPTH" /> + <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" /> + <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" /> + <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" /> + <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" /> + <field number="283" name="LocationID" type="STRING" /> + <field number="284" name="DeskID" type="STRING" /> + <field number="285" name="DeleteReason" type="CHAR"> + <value enum="0" description="CANCELATION" /> + <value enum="1" description="ERROR" /> + </field> + <field number="286" name="OpenCloseSettleFlag" type="MULTIPLEVALUESTRING"> + <value enum="0" description="DAILY_OPEN" /> + <value enum="1" description="SESSION_OPEN" /> + <value enum="2" description="DELIVERY_SETTLEMENT_PRICE" /> + <value enum="3" description="EXPECTED_PRICE" /> + <value enum="4" description="PRICE_FROM_PREVIOUS_BUSINESS_DAY" /> + </field> + <field number="287" name="SellerDays" type="INT" /> + <field number="288" name="MDEntryBuyer" type="STRING" /> + <field number="289" name="MDEntrySeller" type="STRING" /> + <field number="290" name="MDEntryPositionNo" type="INT" /> + <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING"> + <value enum="1" description="BANKRUPT" /> + <value enum="2" description="PENDING_DELISTING" /> + </field> + <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING"> + <value enum="A" description="EX_DIVIDEND" /> + <value enum="B" description="EX_DISTRIBUTION" /> + <value enum="C" description="EX_RIGHTS" /> + <value enum="D" description="NEW" /> + <value enum="E" description="EX_INTEREST" /> + </field> + <field number="293" name="DefBidSize" type="QTY" /> + <field number="294" name="DefOfferSize" type="QTY" /> + <field number="295" name="NoQuoteEntries" type="NUMINGROUP" /> + <field number="296" name="NoQuoteSets" type="NUMINGROUP" /> + <field number="297" name="QuoteStatus" type="INT"> + <value enum="0" description="ACCEPTED" /> + <value enum="1" description="CANCELED_FOR_SYMBOL" /> + <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" /> + <value enum="3" description="CANCELED_FOR_UNDERLYING" /> + <value enum="4" description="CANCELED_ALL" /> + <value enum="5" description="REJECTED" /> + <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" /> + </field> + <field number="298" name="QuoteCancelType" type="INT" /> + <field number="299" name="QuoteEntryID" type="STRING" /> + <field number="300" name="QuoteRejectReason" type="INT" /> + <field number="301" name="QuoteResponseLevel" type="INT" /> + <field number="302" name="QuoteSetID" type="STRING" /> + <field number="303" name="QuoteRequestType" type="INT"> + <value enum="1" description="MANUAL" /> + <value enum="2" description="AUTOMATIC" /> + </field> + <field number="304" name="TotQuoteEntries" type="INT" /> + <field number="305" name="UnderlyingSecurityIDSource" type="STRING" /> + <field number="306" name="UnderlyingIssuer" type="STRING" /> + <field number="307" name="UnderlyingSecurityDesc" type="STRING" /> + <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" /> + <field number="309" name="UnderlyingSecurityID" type="STRING" /> + <field number="310" name="UnderlyingSecurityType" type="STRING" /> + <field number="311" name="UnderlyingSymbol" type="STRING" /> + <field number="312" name="UnderlyingSymbolSfx" type="STRING" /> + <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" /> + <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" /> + <field number="315" name="UnderlyingPutOrCall" type="INT" /> + <field number="316" name="UnderlyingStrikePrice" type="PRICE" /> + <field number="317" name="UnderlyingOptAttribute" type="CHAR" /> + <field number="318" name="UnderlyingCurrency" type="CURRENCY" /> + <field number="319" name="RatioQty" type="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="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" /> + <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" /> + <value enum="18" description="NOT_AVAILABLE_FOR_TRADING" /> + <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" /> + <field number="348" name="EncodedIssuerLen" type="LENGTH" /> + <field number="349" name="EncodedIssuer" type="DATA" /> + <field number="350" name="EncodedSecurityDescLen" type="LENGTH" /> + <field number="351" name="EncodedSecurityDesc" type="DATA" /> + <field number="352" name="EncodedListExecInstLen" type="LENGTH" /> + <field number="353" name="EncodedListExecInst" type="DATA" /> + <field number="354" name="EncodedTextLen" type="LENGTH" /> + <field number="355" name="EncodedText" type="DATA" /> + <field number="356" name="EncodedSubjectLen" type="LENGTH" /> + <field number="357" name="EncodedSubject" type="DATA" /> + <field number="358" name="EncodedHeadlineLen" type="LENGTH" /> + <field number="359" name="EncodedHeadline" type="DATA" /> + <field number="360" name="EncodedAllocTextLen" type="LENGTH" /> + <field number="361" name="EncodedAllocText" type="DATA" /> + <field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" /> + <field number="363" name="EncodedUnderlyingIssuer" type="DATA" /> + <field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" /> + <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" /> + <field number="366" name="AllocPrice" type="PRICE" /> + <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" /> + <field number="368" name="QuoteEntryRejectReason" type="INT"> + <value enum="1" description="UNKNOWN_SYMBOL" /> + <value enum="2" description="EXCHANGE" /> + <value enum="3" description="QUOTE_EXCEEDS_LIMIT" /> + <value enum="4" description="TOO_LATE_TO_ENTER" /> + <value enum="5" description="UNKNOWN_QUOTE" /> + <value enum="6" description="DUPLICATE_QUOTE" /> + <value enum="7" description="INVALID_BID" /> + <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" /> + <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" /> + </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" /> + <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" /> + </field> + <field number="379" name="BusinessRejectRefID" type="STRING" /> + <field number="380" name="BusinessRejectReason" type="INT"> + <value enum="0" description="OTHER" /> + <value enum="1" description="UNKOWN_ID" /> + <value enum="2" description="UNKNOWN_SECURITY" /> + <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" /> + <value enum="4" description="APPLICATION_NOT_AVAILABLE" /> + <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" /> + <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" /> + </field> + <field number="389" name="DiscretionOffset" type="PRICEOFFSET" /> + <field number="390" name="BidID" type="STRING" /> + <field number="391" name="ClientBidID" type="STRING" /> + <field number="392" name="ListName" type="STRING" /> + <field number="393" name="TotalNumSecurities" type="INT" /> + <field number="394" name="BidType" type="INT"> + <value enum="1" description="NON_DISCLOSED_STYLE" /> + <value enum="2" description="DISCLOSED_STYLE" /> + <value enum="3" description="NO_BIDDING_PROCESS" /> + </field> + <field number="395" name="NumTickets" type="INT" /> + <field type="AMT" name="SideValue1" number="396" /> + <field type="AMT" name="SideValue2" number="397" /> + <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 description="SIDEVALUE1" enum="1" /> + <value description="SIDEVALUE_2" enum="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="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="TradeType" type="CHAR" /> + <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_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" /> + </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" /> + <field number="440" name="ClearingAccount" type="STRING" /> + <field number="441" name="LiquidityNumSecurities" type="INT" /> + <field number="442" name="MultiLegReportingType" type="CHAR" /> + <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" /> + <value enum="E" description="ISO_COUNTRY_CODE" /> + <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" /> + <value enum="1" description="KOREAN_INVESTOR_ID" /> + <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII" /> + <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" /> + <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY" /> + <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" /> + </field> + <field number="448" name="PartyID" type="STRING" /> + <field number="449" name="TotalVolumeTradedDate" type="UTCDATE" /> + <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="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" /> + <value enum="9" description="FUND_MANAGER_CLIENT_ID" /> + <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="20" description="UNDERLYING_CONTRA_FIRM" /> + </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" /> + </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" /> + <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" /> + <field number="478" name="CashDistribCurr" type="CURRENCY" /> + <field number="479" name="CommCurrency" type="CURRENCY" /> + <field number="480" name="CancellationRights" type="CHAR" /> + <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" /> + <field number="485" name="ExecPriceAdjustment" type="FLOAT" /> + <field number="486" name="DateOfBirth" type="LOCALMKTDATE" /> + <field number="487" name="TradeReportTransType" type="CHAR"> + <value enum="N" description="NEW" /> + <value enum="C" description="CANCEL" /> + <value enum="R" description="REPLACE" /> + </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="CardIssNo" type="STRING" /> + <field number="492" name="PaymentMethod" type="INT" /> + <field number="493" name="RegistAcctType" type="STRING" /> + <field number="494" name="Designation" type="STRING" /> + <field number="495" name="TaxAdvantageType" type="INT" /> + <field number="496" name="RegistRejReasonText" type="STRING" /> + <field number="497" name="FundRenewWaiv" type="CHAR" /> + <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" /> + <field number="507" name="RegistRejReasonCode" type="INT" /> + <field number="508" name="RegistRefID" type="STRING" /> + <field number="509" name="RegistDetls" 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" /> + <field number="518" name="NoContAmts" type="NUMINGROUP" /> + <field number="519" name="ContAmtType" type="INT" /> + <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" /> + <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" /> + </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" /> + <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" /> + </field> + <field number="538" name="NestedPartyRole" type="INT" /> + <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" /> + <field number="540" name="TotalAccruedInterestAmt" type="AMT" /> + <field number="541" name="MaturityDate" type="LOCALMKTDATE" /> + <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" /> + <field number="543" name="InstrRegistry" type="STRING"> + <value enum="Code" description="COUNTRY_IN_WHICH_REGISTRY_IS_KEPT" /> + <value enum="ZZ" description="PHYSICAL_OR_BEARER" /> + </field> + <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" /> + <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="TotalNumSecurityTypes" 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" /> + <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" /> + <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" /> + <value enum="1" description="UNCOMPARED" /> + <value enum="2" description="ADVISORY_OR_ALERT" /> + </field> + <field number="574" name="MatchType" type="STRING"> + <value enum="A1" description="EXACT_MATCH_PLUS_FOUR_BADGES_AND_EXECUTION_TIME" /> + <value enum="A2" description="EXACT_MATCH_PLUS_FOUR_BADGES" /> + <value enum="A3" description="EXACT_MATCH_PLUS_TWO_BADGES_AND_EXECUTION_TIME" /> + <value enum="A4" description="EXACT_MATCH_PLUS_TWO_BADGES" /> + <value enum="A5" description="EXACT_MATCH_PLUS_EXECUTION_TIME" /> + <value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS" /> + <value description="SUMMARIZED_MATCH_USING_A1_TO_A5" enum="S5" /> + <value enum="M1" description="EXACT_MATCH_MINUS_BADGES_AND_EXECUTION_TIME" /> + <value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES" /> + <value enum="MT" description="OCS_LOCKED_IN" /> + <value description="ACT_M1_MATCH" enum="M1" /> + <value description="ACT_M2_MATCH" enum="M2" /> + <value enum="M3" description="ACT_ACCEPTED_TRADE" /> + <value enum="M4" description="ACT_DEFAULT_TRADE" /> + <value description="ACT_DEFAULT_AFTER_M2" enum="M5" /> + <value description="ACT_M6_MATCH" enum="M6" /> + <value enum="MT" description="NON_ACT" /> + </field> + <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" /> + <value enum="10" description="AUTOMATIC_GIVE_UP_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" /> + <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="LegSettlmntTyp" type="CHAR" /> + <field number="588" name="LegFutSettDate" type="LOCALMKTDATE" /> + <field number="589" name="DayBookingInst" type="CHAR" /> + <field number="590" name="BookingUnit" type="CHAR" /> + <field number="591" name="PreallocMethod" type="CHAR" /> + <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="BUYSIDE_CALCULATED" /> + <value enum="2" description="BUYSIDE_PRELIMINARY" /> + <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" /> + <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" /> + <value enum="5" description="BUYSIDE_READY_TO_BOOK_SINGLE_ORDER" /> + <value enum="6" description="BUYSIDE_READY_TO_BOOK_COMBINED_SET_OF_ORDERS" /> + </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" /> + <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 type="PRICE" name="Price2" number="640" /> + <field type="PRICEOFFSET" name="LastForwardPoints2" number="641" /> + <field type="PRICEOFFSET" name="BidForwardPoints2" number="642" /> + <field type="PRICEOFFSET" name="OfferForwardPoints2" number="643" /> + <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"> + <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" /> + <field number="659" name="SideComplianceID" type="STRING" /> + </fields> +</fix> diff --git a/fix/FIX44.xml b/fix/FIX44.xml new file mode 100644 index 0000000000..73f1a117b8 --- /dev/null +++ b/fix/FIX44.xml @@ -0,0 +1,6687 @@ +<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> + </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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + <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> + </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="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="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="48" name="SecurityID" type="STRING" /> + <field number="49" name="SenderCompID" type="STRING" /> + <field number="50" name="SenderSubID" type="STRING" /> + <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="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="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="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="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="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" /> + <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="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" /> + <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="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="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" /> + <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="167" name="SecurityType" type="STRING"> + <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" /> + <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" /> + <value enum="1" description="FREE" /> + <value enum="2" description="TRI_PARTY" /> + <value enum="3" description="HOLD_IN_CUSTODY" /> + </field> + <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="F_X_NETTING" /> + <value enum="1" description="F_X_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="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="206" name="OptAttribute" type="CHAR" /> + <field number="207" name="SecurityExchange" type="EXCHANGE" /> + <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" /> + <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="220" name="BenchmarkCurveCurrency" type="CURRENCY" /> + <field number="221" name="BenchmarkCurveName" type="STRING"> + <value enum="MuniAAA" description="MUNIAAA" /> + <value enum="FutureSWAP" description="FUTURESWAP" /> + <value enum="LIBID" description="LIBID" /> + <value enum="LIBOR" description="LIBOR" /> + <value enum="OTHER" description="OTHER" /> + <value enum="SWAP" description="SWAP" /> + <value enum="Treasury" description="TREASURY" /> + <value enum="Euribor" description="EURIBOR" /> + <value enum="Pfandbriefe" description="PFANDBRIEFE" /> + <value enum="EONIA" description="EONIA" /> + <value enum="SONIA" description="SONIA" /> + <value enum="EUREPO" description="EUREPO" /> + </field> + <field number="222" name="BenchmarkCurvePoint" type="STRING" /> + <field number="223" name="CouponRate" type="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="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"> + <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_AVERAGE_MATURITY" /> + <value enum="BOOK" description="BOOK_YIELD" /> + <value enum="CALL" description="YIELD_TO_NEXT_CALL" /> + <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" /> + <value enum="CLOSE" description="CLOSING_YIELD" /> + <value enum="COMPOUND" description="COMPOUND_YIELD" /> + <value enum="CURRENT" description="CURRENT_YIELD" /> + <value enum="GROSS" description="TRUE_GROSS_YIELD" /> + <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" /> + <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" /> + <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" /> + <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" /> + <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" /> + <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" /> + <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" /> + <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" /> + <value enum="MARK" description="MARK_TO_MARKET_YIELD" /> + <value enum="MATURITY" description="YIELD_TO_MATURITY" /> + <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" /> + <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" /> + <value enum="PUT" description="YIELD_TO_NEXT_PUT" /> + <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" /> + <value enum="PROCEEDS" description="PROCEEDS_YIELD" /> + <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" /> + <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" /> + <value enum="SIMPLE" description="SIMPLE_YIELD" /> + <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" /> + <value enum="TENDER" description="YIELD_TO_TENDER_DATE" /> + <value enum="TRUE" description="TRUE_YIELD" /> + <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32" /> + <value enum="WORST" description="YIELD_TO_WORST" /> + </field> + <field number="236" name="Yield" type="PERCENTAGE" /> + <field number="237" name="TotalTakedown" type="AMT" /> + <field number="238" name="Concession" type="AMT" /> + <field number="239" name="RepoCollateralSecurityType" type="INT" /> + <field number="240" name="RedemptionDate" type="LOCALMKTDATE" /> + <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" /> + <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" /> + <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" /> + <field number="244" name="UnderlyingRepurchaseTerm" type="INT" /> + <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" /> + <field number="246" name="UnderlyingFactor" type="FLOAT" /> + <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" /> + <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" /> + <field number="249" name="LegIssueDate" type="LOCALMKTDATE" /> + <field number="250" name="LegRepoCollateralSecurityType" type="INT" /> + <field number="251" name="LegRepurchaseTerm" type="INT" /> + <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" /> + <field number="253" name="LegFactor" type="FLOAT" /> + <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" /> + <field number="255" name="CreditRating" type="STRING" /> + <field number="256" name="UnderlyingCreditRating" type="STRING" /> + <field number="257" name="LegCreditRating" type="STRING" /> + <field number="258" name="TradedFlatSwitch" type="BOOLEAN" /> + <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" /> + <field number="260" name="BasisFeaturePrice" type="PRICE" /> + <field number="262" name="MDReqID" type="STRING" /> + <field number="263" name="SubscriptionRequestType" type="CHAR"> + <value enum="0" description="SNAPSHOT" /> + <value enum="1" description="SNAPSHOT_PLUS_UPDATES" /> + <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" /> + </field> + <field number="264" name="MarketDepth" type="INT"> +<!-- + 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"> + <value enum="0" description="FULL_REFRESH" /> + <value enum="1" description="INCREMENTAL_REFRESH" /> + </field> + <field number="266" name="AggregatedBook" type="BOOLEAN" /> + <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" /> + <field number="268" name="NoMDEntries" type="NUMINGROUP" /> + <field number="269" name="MDEntryType" type="CHAR"> + <value enum="0" description="BID" /> + <value enum="1" description="OFFER" /> + <value enum="2" description="TRADE" /> + <value enum="3" description="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" /> + <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="MULTIPLEVALUESTRING"> + <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"> + <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" /> + <field number="279" name="MDUpdateAction" type="CHAR"> + <value enum="0" description="NEW" /> + <value enum="1" description="CHANGE" /> + <value enum="2" description="DELETE" /> + </field> + <field number="280" name="MDEntryRefID" type="STRING" /> + <field number="281" name="MDReqRejReason" type="CHAR"> + <value enum="0" description="UNKNOWN_SYMBOL" /> + <value enum="1" description="DUPLICATE_MDREQID" /> + <value enum="2" description="INSUFFICIENT_BANDWIDTH" /> + <value enum="3" description="INSUFFICIENT_PERMISSIONS" /> + <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" /> + <value enum="5" description="UNSUPPORTED_MARKETDEPTH" /> + <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" /> + <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" /> + <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" /> + <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" /> + <field number="283" name="LocationID" type="STRING" /> + <field number="284" name="DeskID" type="STRING" /> + <field number="285" name="DeleteReason" type="CHAR"> + <value enum="0" description="CANCELATION_TRADE_BUST" /> + <value enum="1" description="ERROR" /> + </field> + <field number="286" name="OpenCloseSettlFlag" type="MULTIPLEVALUESTRING"> + <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" /> + <field number="288" name="MDEntryBuyer" type="STRING" /> + <field number="289" name="MDEntrySeller" type="STRING" /> + <field number="290" name="MDEntryPositionNo" type="INT" /> + <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING"> + <value enum="1" description="BANKRUPT" /> + <value enum="2" description="PENDING_DELISTING" /> + </field> + <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING"> + <value enum="A" description="EX_DIVIDEND" /> + <value enum="B" description="EX_DISTRIBUTION" /> + <value enum="C" description="EX_RIGHTS" /> + <value enum="D" description="NEW" /> + <value enum="E" description="EX_INTEREST" /> + </field> + <field number="293" name="DefBidSize" type="QTY" /> + <field number="294" name="DefOfferSize" type="QTY" /> + <field number="295" name="NoQuoteEntries" type="NUMINGROUP" /> + <field number="296" name="NoQuoteSets" type="NUMINGROUP" /> + <field number="297" name="QuoteStatus" type="INT"> + <value enum="0" description="ACCEPTED" /> + <value enum="1" description="CANCELED_FOR_SYMBOL" /> + <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" /> + <value enum="3" description="CANCELED_FOR_UNDERLYING" /> + <value enum="4" description="CANCELED_ALL" /> + <value enum="5" description="REJECTED" /> + <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"> + <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" /> + <field number="300" name="QuoteRejectReason" 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="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="316" name="UnderlyingStrikePrice" type="PRICE" /> + <field number="317" name="UnderlyingOptAttribute" type="CHAR" /> + <field number="318" name="UnderlyingCurrency" type="CURRENCY" /> + <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="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="UNKOWN_ID" /> + <value enum="2" description="UNKNOWN_SECURITY" /> + <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" /> + <value enum="4" description="APPLICATION_NOT_AVAILABLE" /> + <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" /> + <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="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="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="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> diff --git a/fix/README b/fix/README new file mode 100644 index 0000000000..14e93e1063 --- /dev/null +++ b/fix/README @@ -0,0 +1,20 @@ +FIX4x.xml from quickfixengine.org + +FIX.xml is a modified FIX44.xml with fields from previous versions. +cf new field attributes 'since' and 'until'. + +hfField.xsl: generate hf_register_info list. +hfDecl.xsl : generate fix_field list. +Values.xsl : generate value_string and string_string tables. +hfList.xsl : find the last tag number. + +packet-fix.h: Values.xsl hfDecl.xsl hfField.xsl output on FIX.xml follow +by output of hfList.xsl on FIX40.xml to FIX44.xml +example +(xsltproc Values.xsl FIX.xml ; xsltproc hfDecl.xsl FIX.xml; xsltproc hfField.xsl FIX.xml;\ +xsltproc hfList.xsl FIX40.xml; xsltproc hfList.xsl FIX41.xml; xsltproc hfList.xsl FIX42.xml;\ +xsltproc hfList.xsl FIX43.xml; xsltproc hfList.xsl FIX44.xml) > packet-fix.h + +NOTES: +- fix_field structure should use 'since' and 'until' attributes for removed +tags. diff --git a/fix/Values.xsl b/fix/Values.xsl new file mode 100644 index 0000000000..01c6d5b87c --- /dev/null +++ b/fix/Values.xsl @@ -0,0 +1,54 @@ +<!-- +Syntax: xsltproc Values.xsl FIX44.xml +--> + +<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform" version="1.0"> + <xsl:output method="text" encoding="UTF-8"/> + + <xsl:template match="text()"/> + <xsl:template match="/">/* DO NOT EDIT + * This file is autogenerated + */ + + <xsl:apply-templates/> + +</xsl:template> + +<!-- +translate(@description,$uppercase,$smallcase) +--> + +<xsl:variable name="smallcase" select="'abcdefghijklmnopqrstuvwxyz'" /> +<xsl:variable name="uppercase" select="'ABCDEFGHIJKLMNOPQRSTUVWXYZ'" /> + +<xsl:template match="fix/fields"> +<xsl:for-each select="field[value]"> + <xsl:variable name="val_type" > + <xsl:choose> + <xsl:when test="@type='STRING'"> string_string </xsl:when> + <xsl:otherwise> value_string </xsl:otherwise> + </xsl:choose> + </xsl:variable> + static const <xsl:copy-of select="$val_type" /> <xsl:value-of select="@name"/>_val[] = { <xsl:for-each select="value"> <xsl:choose> + <xsl:when test="../@type='INT'"> + { <xsl:value-of select="@enum"/>, "<xsl:value-of select="translate(@description,'_',' ')"/>" },</xsl:when> + <xsl:when test="../@type='STRING'"> + { "<xsl:value-of select="@enum"/>", "<xsl:value-of select="translate(@description,'_',' ')"/>" },</xsl:when> + <xsl:otherwise> + { '<xsl:value-of select="@enum"/>', "<xsl:value-of select="translate(@description,'_',' ')"/>" },</xsl:otherwise> + </xsl:choose> + </xsl:for-each> + { 0, NULL } + }; + +</xsl:for-each> +</xsl:template> + +<xsl:template match="fix/messages"> + static const string_string messages_val[] = { <xsl:for-each select="message"> + { "<xsl:value-of select="@msgtype"/>", "<xsl:value-of select="@name"/>" }, </xsl:for-each> + { "", NULL } + }; +</xsl:template> + +</xsl:stylesheet> diff --git a/fix/hfDecl.xsl b/fix/hfDecl.xsl new file mode 100644 index 0000000000..8edd6b79df --- /dev/null +++ b/fix/hfDecl.xsl @@ -0,0 +1,34 @@ +<!-- +--> + +<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform" version="1.0"> + <xsl:output method="text" encoding="UTF-8"/> + + <xsl:template match="text()"/> + + <xsl:template match="/"> +static fix_field fix_fields[] = { + <xsl:apply-templates/> + }; + </xsl:template> + + +<xsl:template match="fields"> +<xsl:for-each select="field"> + <xsl:sort select="@number" data-type="number"/> + <xsl:choose> + <xsl:when test="count( value ) != 0"> + <xsl:variable name="val_type" > + <xsl:choose> + <xsl:when test="@type='INT'">0</xsl:when> + <xsl:when test="@type='STRING'">1</xsl:when> + <xsl:otherwise>2</xsl:otherwise> + </xsl:choose> + </xsl:variable> + { <xsl:value-of select="@number"/>, -1, <xsl:copy-of select="$val_type" /> , <xsl:value-of select="@name"/>_val }, </xsl:when> + <xsl:otherwise> + { <xsl:value-of select="@number"/>, -1, 0, NULL }, /* <xsl:value-of select="@name"/> */ </xsl:otherwise> + </xsl:choose> +</xsl:for-each> +</xsl:template> +</xsl:stylesheet> diff --git a/fix/hfField.xsl b/fix/hfField.xsl new file mode 100644 index 0000000000..af059e691e --- /dev/null +++ b/fix/hfField.xsl @@ -0,0 +1,25 @@ +<!-- +--> + +<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform" version="1.0"> + <xsl:output method="text" encoding="UTF-8"/> + + <xsl:template match="text()"/> + + <xsl:template match="/"> +static hf_register_info hf_FIX[] = { + <xsl:apply-templates/> + }; + +</xsl:template> + + +<xsl:template match="fields"> +<xsl:for-each select="field"> + <xsl:sort select="@number" data-type="number"/> + { &fix_fields[<xsl:value-of select="position( ) -1" />].hf_id, + { "<xsl:value-of select="@name"/> (<xsl:value-of select="@number"/>)", "fix.<xsl:value-of select="@name"/>", + FT_STRING, BASE_NONE, NULL, 0x00, + "<xsl:value-of select="@name"/> (<xsl:value-of select="@number"/>)", HFILL } + },</xsl:for-each></xsl:template> +</xsl:stylesheet> diff --git a/fix/hfList.xsl b/fix/hfList.xsl new file mode 100644 index 0000000000..b3f3beab18 --- /dev/null +++ b/fix/hfList.xsl @@ -0,0 +1,31 @@ +<!-- +--> + +<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform" version="1.0"> + <xsl:output method="text" encoding="UTF-8"/> + + <xsl:template match="text()"/> + + <xsl:template match="/"> + <xsl:apply-templates/> +</xsl:template> + +<!-- + <xsl:value-of select="@number" />, <xsl:value-of select="@name" />, +--> + +<xsl:template match="fix"> +<xsl:variable name="max_tag"> + <xsl:for-each select="fields/field/@number"> + <xsl:sort data-type="number" order="descending" /> + <xsl:if test="position() = 1"> + <xsl:value-of select="number(.)" /> + </xsl:if> + </xsl:for-each> +</xsl:variable>#define FIX_<xsl:value-of select="@major"/><xsl:value-of select="@minor"/> <xsl:text> </xsl:text> +<xsl:value-of select="$max_tag"/> +<xsl:text> +</xsl:text> +</xsl:template> + +</xsl:stylesheet> |