fix_protocol_tools 1.0.0
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- data/bin/fixgrep +10 -0
- data/bin/fixless +9 -0
- data/lib/fix_protocol_tools/messages_processor.rb +107 -0
- data/lib/fix_protocol_tools/runner.rb +56 -0
- data/lib/fix_protocol_tools/specification/fix_specification.rb +39 -0
- data/lib/fix_protocol_tools/specification/specification_reader.rb +62 -0
- data/lib/fix_protocol_tools/specification/xml/FIX40.xml +856 -0
- data/lib/fix_protocol_tools/specification/xml/FIX41.xml +1267 -0
- data/lib/fix_protocol_tools/specification/xml/FIX42.xml +2669 -0
- data/lib/fix_protocol_tools/specification/xml/FIX43.xml +3991 -0
- data/lib/fix_protocol_tools/specification/xml/FIX44.xml +6744 -0
- data/lib/fix_protocol_tools/version.rb +3 -0
- data/lib/fix_protocol_tools.rb +2 -0
- metadata +109 -0
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<fix major="4" minor="0">
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<header>
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<field name="BeginString" required="Y"/>
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<field name="BodyLength" required="Y"/>
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<field name="MsgType" required="Y"/>
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<field name="SenderCompID" required="Y"/>
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<field name="TargetCompID" required="Y"/>
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<field name="OnBehalfOfCompID" required="N"/>
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<field name="DeliverToCompID" required="N"/>
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<field name="SecureDataLen" required="N"/>
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<field name="SecureData" required="N"/>
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<field name="MsgSeqNum" required="Y"/>
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<field name="SenderSubID" required="N"/>
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<field name="TargetSubID" required="N"/>
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<field name="OnBehalfOfSubID" required="N"/>
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<field name="DeliverToSubID" required="N"/>
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<field name="PossDupFlag" required="N"/>
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<field name="PossResend" required="N"/>
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<field name="SendingTime" required="Y"/>
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<field name="OrigSendingTime" required="N"/>
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</header>
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<trailer>
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<field name="SignatureLength" required="N"/>
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<field name="Signature" required="N"/>
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<field name="CheckSum" required="Y"/>
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</trailer>
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<messages>
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<message name="Heartbeat" msgtype="0" msgcat="admin">
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<field name="TestReqID" required="N"/>
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</message>
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<message name="Logon" msgtype="A" msgcat="admin">
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<field name="EncryptMethod" required="Y"/>
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33
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<field name="HeartBtInt" required="Y"/>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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</message>
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<message name="TestRequest" msgtype="1" msgcat="admin">
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<field name="TestReqID" required="Y"/>
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</message>
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<message name="ResendRequest" msgtype="2" msgcat="admin">
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<field name="BeginSeqNo" required="Y"/>
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<field name="EndSeqNo" required="Y"/>
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</message>
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<message name="Reject" msgtype="3" msgcat="admin">
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<field name="RefSeqNum" required="Y"/>
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<field name="Text" required="N"/>
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</message>
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48
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<message name="SequenceReset" msgtype="4" msgcat="admin">
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49
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<field name="GapFillFlag" required="N"/>
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<field name="NewSeqNo" required="Y"/>
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</message>
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<message name="Logout" msgtype="5" msgcat="admin">
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<field name="Text" required="N"/>
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</message>
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<message name="Advertisement" msgtype="7" msgcat="app">
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<field name="AdvId" required="Y"/>
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<field name="AdvTransType" required="Y"/>
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<field name="AdvRefID" required="N"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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63
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<field name="Issuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="AdvSide" required="Y"/>
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<field name="Shares" required="Y"/>
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<field name="Price" required="N"/>
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<field name="Currency" required="N"/>
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69
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<field name="TransactTime" required="N"/>
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<field name="Text" required="N"/>
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</message>
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<message name="IndicationofInterest" msgtype="6" msgcat="app">
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<field name="IOIid" required="Y"/>
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<field name="IOITransType" required="Y"/>
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<field name="IOIRefID" required="N"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="Side" required="Y"/>
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<field name="IOIShares" required="Y"/>
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<field name="Price" required="N"/>
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<field name="Currency" required="N"/>
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86
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<field name="ValidUntilTime" required="N"/>
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87
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<field name="IOIQltyInd" required="N"/>
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<field name="IOIOthSvc" required="N"/>
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<field name="IOINaturalFlag" required="N"/>
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90
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<field name="IOIQualifier" required="N"/>
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91
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<field name="Text" required="N"/>
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</message>
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<message name="News" msgtype="B" msgcat="app">
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<field name="OrigTime" required="N"/>
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<field name="Urgency" required="N"/>
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<field name="RelatdSym" required="N" repeating="Y"/>
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<group name="LinesOfText" required="Y">
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<field name="Text" required="Y"/>
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</group>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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</message>
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<message name="Email" msgtype="C" msgcat="app">
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<field name="EmailType" required="Y"/>
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<field name="OrigTime" required="N"/>
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<field name="RelatdSym" required="N" repeating="Y"/>
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<field name="OrderID" required="N"/>
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<field name="ClOrdID" required="N"/>
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<group name="LinesOfText" required="Y">
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<field name="Text" required="Y"/>
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</group>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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</message>
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<message name="QuoteRequest" msgtype="R" msgcat="app">
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<field name="QuoteReqID" required="Y"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="PrevClosePx" required="N"/>
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<field name="Side" required="N"/>
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<field name="OrderQty" required="N"/>
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</message>
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<message name="Quote" msgtype="S" msgcat="app">
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<field name="QuoteReqID" required="N"/>
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<field name="QuoteID" required="Y"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="BidPx" required="Y"/>
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<field name="OfferPx" required="N"/>
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<field name="BidSize" required="N"/>
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<field name="OfferSize" required="N"/>
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<field name="ValidUntilTime" required="N"/>
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</message>
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<message name="NewOrderSingle" msgtype="D" msgcat="app">
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<field name="ClOrdID" required="Y"/>
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<field name="ClientID" required="N"/>
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145
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<field name="ExecBroker" required="N"/>
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146
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<field name="Account" required="N"/>
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147
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<field name="SettlmntTyp" required="N"/>
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148
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<field name="FutSettDate" required="N"/>
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149
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<field name="HandlInst" required="Y"/>
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150
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<field name="ExecInst" required="N"/>
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151
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<field name="MinQty" required="N"/>
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152
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<field name="MaxFloor" required="N"/>
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153
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<field name="ExDestination" required="N"/>
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154
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<field name="ProcessCode" required="N"/>
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155
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<field name="Symbol" required="Y"/>
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156
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<field name="SymbolSfx" required="N"/>
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157
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<field name="SecurityID" required="N"/>
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158
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<field name="IDSource" required="N"/>
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159
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<field name="Issuer" required="N"/>
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160
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<field name="SecurityDesc" required="N"/>
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161
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<field name="PrevClosePx" required="N"/>
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162
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<field name="Side" required="Y"/>
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163
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<field name="LocateReqd" required="N"/>
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164
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<field name="OrderQty" required="Y"/>
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165
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<field name="OrdType" required="Y"/>
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166
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<field name="Price" required="N"/>
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167
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<field name="StopPx" required="N"/>
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168
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<field name="Currency" required="N"/>
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169
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<field name="IOIid" required="N"/>
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170
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<field name="QuoteID" required="N"/>
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171
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<field name="TimeInForce" required="N"/>
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172
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<field name="ExpireTime" required="N"/>
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173
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<field name="Commission" required="N"/>
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174
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<field name="CommType" required="N"/>
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175
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<field name="Rule80A" required="N"/>
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176
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<field name="ForexReq" required="N"/>
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177
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<field name="SettlCurrency" required="N"/>
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<field name="Text" required="N"/>
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</message>
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<message name="ExecutionReport" msgtype="8" msgcat="app">
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<field name="OrderID" required="Y"/>
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182
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<field name="ClOrdID" required="N"/>
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183
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<field name="ClientID" required="N"/>
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184
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<field name="ExecBroker" required="N"/>
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185
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<field name="ListID" required="N"/>
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186
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<field name="ExecID" required="Y"/>
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187
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<field name="ExecTransType" required="Y"/>
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188
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<field name="ExecRefID" required="N"/>
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<field name="OrdStatus" required="Y"/>
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<field name="OrdRejReason" required="N"/>
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191
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<field name="Account" required="N"/>
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192
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<field name="SettlmntTyp" required="N"/>
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193
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<field name="FutSettDate" required="N"/>
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194
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<field name="Symbol" required="Y"/>
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195
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<field name="SymbolSfx" required="N"/>
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196
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<field name="SecurityID" required="N"/>
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197
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<field name="IDSource" required="N"/>
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198
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<field name="Issuer" required="N"/>
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199
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<field name="SecurityDesc" required="N"/>
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200
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<field name="Side" required="Y"/>
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201
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<field name="OrderQty" required="Y"/>
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202
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<field name="OrdType" required="N"/>
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203
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<field name="Price" required="N"/>
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204
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<field name="StopPx" required="N"/>
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205
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<field name="Currency" required="N"/>
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206
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<field name="TimeInForce" required="N"/>
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207
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<field name="ExpireTime" required="N"/>
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208
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<field name="ExecInst" required="N"/>
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209
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<field name="Rule80A" required="N"/>
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210
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<field name="LastShares" required="Y"/>
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211
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<field name="LastPx" required="Y"/>
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212
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<field name="LastMkt" required="N"/>
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213
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<field name="LastCapacity" required="N"/>
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214
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<field name="CumQty" required="Y"/>
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215
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<field name="AvgPx" required="Y"/>
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216
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<field name="TradeDate" required="N"/>
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217
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<field name="TransactTime" required="N"/>
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218
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<field name="ReportToExch" required="N"/>
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219
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<field name="Commission" required="N"/>
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220
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<field name="CommType" required="N"/>
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221
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<group name="NoMiscFees" required="N">
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222
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<field name="MiscFeeAmt" required="N"/>
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223
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<field name="MiscFeeCurr" required="N"/>
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224
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<field name="MiscFeeType" required="N"/>
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225
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</group>
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226
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<field name="NetMoney" required="N"/>
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227
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<field name="SettlCurrAmt" required="N"/>
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228
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<field name="SettlCurrency" required="N"/>
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229
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<field name="Text" required="N"/>
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230
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</message>
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231
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+
<message name="DontKnowTrade" msgtype="Q" msgcat="app">
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232
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<field name="OrderID" required="N"/>
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233
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+
<field name="ExecID" required="N"/>
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234
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+
<field name="DKReason" required="Y"/>
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235
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+
<field name="Symbol" required="Y"/>
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236
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<field name="Side" required="Y"/>
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237
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<field name="OrderQty" required="Y"/>
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238
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<field name="LastShares" required="Y"/>
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239
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<field name="LastPx" required="Y"/>
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240
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+
<field name="Text" required="N"/>
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241
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+
</message>
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242
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+
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
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243
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+
<field name="OrderID" required="N"/>
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244
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+
<field name="ClientID" required="N"/>
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245
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+
<field name="ExecBroker" required="N"/>
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246
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+
<field name="OrigClOrdID" required="Y"/>
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247
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+
<field name="ClOrdID" required="Y"/>
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248
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+
<field name="ListID" required="N"/>
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249
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+
<field name="Account" required="N"/>
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250
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+
<field name="SettlmntTyp" required="N"/>
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251
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+
<field name="FutSettDate" required="N"/>
|
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252
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+
<field name="HandlInst" required="Y"/>
|
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253
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+
<field name="ExecInst" required="N"/>
|
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254
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+
<field name="MinQty" required="N"/>
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255
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+
<field name="MaxFloor" required="N"/>
|
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256
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+
<field name="ExDestination" required="N"/>
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257
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+
<field name="Symbol" required="Y"/>
|
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258
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+
<field name="SymbolSfx" required="N"/>
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259
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+
<field name="SecurityID" required="N"/>
|
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260
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+
<field name="IDSource" required="N"/>
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261
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+
<field name="Issuer" required="N"/>
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262
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+
<field name="SecurityDesc" required="N"/>
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263
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<field name="Side" required="Y"/>
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264
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+
<field name="OrderQty" required="Y"/>
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265
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+
<field name="OrdType" required="Y"/>
|
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266
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+
<field name="Price" required="N"/>
|
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267
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+
<field name="StopPx" required="N"/>
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268
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+
<field name="Currency" required="N"/>
|
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269
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<field name="TimeInForce" required="N"/>
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270
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+
<field name="ExpireTime" required="N"/>
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271
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+
<field name="Commission" required="N"/>
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272
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<field name="CommType" required="N"/>
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273
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<field name="Rule80A" required="N"/>
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274
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<field name="ForexReq" required="N"/>
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275
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<field name="SettlCurrency" required="N"/>
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276
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<field name="Text" required="N"/>
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277
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</message>
|
|
278
|
+
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
|
|
279
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
280
|
+
<field name="OrderID" required="N"/>
|
|
281
|
+
<field name="ClOrdID" required="Y"/>
|
|
282
|
+
<field name="ListID" required="N"/>
|
|
283
|
+
<field name="CxlType" required="Y"/>
|
|
284
|
+
<field name="ClientID" required="N"/>
|
|
285
|
+
<field name="ExecBroker" required="N"/>
|
|
286
|
+
<field name="Symbol" required="Y"/>
|
|
287
|
+
<field name="SymbolSfx" required="N"/>
|
|
288
|
+
<field name="SecurityID" required="N"/>
|
|
289
|
+
<field name="IDSource" required="N"/>
|
|
290
|
+
<field name="Issuer" required="N"/>
|
|
291
|
+
<field name="SecurityDesc" required="N"/>
|
|
292
|
+
<field name="Side" required="Y"/>
|
|
293
|
+
<field name="OrderQty" required="Y"/>
|
|
294
|
+
<field name="Text" required="N"/>
|
|
295
|
+
</message>
|
|
296
|
+
<message name="OrderCancelReject" msgtype="9" msgcat="app">
|
|
297
|
+
<field name="OrderID" required="Y"/>
|
|
298
|
+
<field name="ClOrdID" required="Y"/>
|
|
299
|
+
<field name="ClientID" required="N"/>
|
|
300
|
+
<field name="ExecBroker" required="N"/>
|
|
301
|
+
<field name="ListID" required="N"/>
|
|
302
|
+
<field name="CxlRejReason" required="N"/>
|
|
303
|
+
<field name="Text" required="N"/>
|
|
304
|
+
</message>
|
|
305
|
+
<message name="OrderStatusRequest" msgtype="H" msgcat="app">
|
|
306
|
+
<field name="OrderID" required="N"/>
|
|
307
|
+
<field name="ClOrdID" required="Y"/>
|
|
308
|
+
<field name="ClientID" required="N"/>
|
|
309
|
+
<field name="ExecBroker" required="N"/>
|
|
310
|
+
<field name="Symbol" required="Y"/>
|
|
311
|
+
<field name="SymbolSfx" required="N"/>
|
|
312
|
+
<field name="Issuer" required="N"/>
|
|
313
|
+
<field name="SecurityDesc" required="N"/>
|
|
314
|
+
<field name="Side" required="Y"/>
|
|
315
|
+
</message>
|
|
316
|
+
<message name="Allocation" msgtype="J" msgcat="app">
|
|
317
|
+
<field name="AllocID" required="Y"/>
|
|
318
|
+
<field name="AllocTransType" required="Y"/>
|
|
319
|
+
<field name="RefAllocID" required="N"/>
|
|
320
|
+
<group name="NoOrders" required="Y">
|
|
321
|
+
<field name="ClOrdID" required="Y"/>
|
|
322
|
+
<field name="OrderID" required="N"/>
|
|
323
|
+
<field name="ListID" required="N"/>
|
|
324
|
+
<field name="WaveNo" required="N"/>
|
|
325
|
+
</group>
|
|
326
|
+
<group name="NoExecs" required="N">
|
|
327
|
+
<field name="ExecID" required="N"/>
|
|
328
|
+
<field name="LastShares" required="N"/>
|
|
329
|
+
<field name="LastPx" required="N"/>
|
|
330
|
+
<field name="LastMkt" required="N"/>
|
|
331
|
+
</group>
|
|
332
|
+
<field name="Side" required="Y"/>
|
|
333
|
+
<field name="Symbol" required="Y"/>
|
|
334
|
+
<field name="SymbolSfx" required="N"/>
|
|
335
|
+
<field name="SecurityID" required="N"/>
|
|
336
|
+
<field name="IDSource" required="N"/>
|
|
337
|
+
<field name="Issuer" required="N"/>
|
|
338
|
+
<field name="SecurityDesc" required="N"/>
|
|
339
|
+
<field name="Shares" required="Y"/>
|
|
340
|
+
<field name="AvgPx" required="Y"/>
|
|
341
|
+
<field name="Currency" required="N"/>
|
|
342
|
+
<field name="AvgPrxPrecision" required="N"/>
|
|
343
|
+
<field name="TradeDate" required="Y"/>
|
|
344
|
+
<field name="TransactTime" required="N"/>
|
|
345
|
+
<field name="SettlmntTyp" required="N"/>
|
|
346
|
+
<field name="FutSettDate" required="N"/>
|
|
347
|
+
<field name="NetMoney" required="N"/>
|
|
348
|
+
<group name="NoMiscFees" required="N">
|
|
349
|
+
<field name="MiscFeeAmt" required="N"/>
|
|
350
|
+
<field name="MiscFeeCurr" required="N"/>
|
|
351
|
+
<field name="MiscFeeType" required="N"/>
|
|
352
|
+
</group>
|
|
353
|
+
<field name="SettlCurrAmt" required="N"/>
|
|
354
|
+
<field name="SettlCurrency" required="N"/>
|
|
355
|
+
<field name="OpenClose" required="N"/>
|
|
356
|
+
<field name="Text" required="N"/>
|
|
357
|
+
<group name="NoAllocs" required="Y">
|
|
358
|
+
<field name="AllocAccount" required="Y"/>
|
|
359
|
+
<field name="AllocShares" required="Y"/>
|
|
360
|
+
<field name="ProcessCode" required="N"/>
|
|
361
|
+
<field name="ExecBroker" required="N"/>
|
|
362
|
+
<field name="ClientID" required="N"/>
|
|
363
|
+
<field name="Commission" required="N"/>
|
|
364
|
+
<field name="CommType" required="N"/>
|
|
365
|
+
<group name="NoDlvyInst" required="N">
|
|
366
|
+
<field name="BrokerOfCredit" required="N"/>
|
|
367
|
+
<field name="DlvyInst" required="N"/>
|
|
368
|
+
</group>
|
|
369
|
+
</group>
|
|
370
|
+
</message>
|
|
371
|
+
<message name="AllocationACK" msgtype="P" msgcat="app">
|
|
372
|
+
<field name="ClientID" required="N"/>
|
|
373
|
+
<field name="ExecBroker" required="N"/>
|
|
374
|
+
<field name="AllocID" required="Y"/>
|
|
375
|
+
<field name="TradeDate" required="Y"/>
|
|
376
|
+
<field name="TransactTime" required="N"/>
|
|
377
|
+
<field name="AllocStatus" required="Y"/>
|
|
378
|
+
<field name="AllocRejCode" required="N"/>
|
|
379
|
+
<field name="Text" required="N"/>
|
|
380
|
+
</message>
|
|
381
|
+
<message name="NewOrderList" msgtype="E" msgcat="app">
|
|
382
|
+
<field name="ListID" required="Y"/>
|
|
383
|
+
<field name="WaveNo" required="N"/>
|
|
384
|
+
<field name="ListSeqNo" required="Y"/>
|
|
385
|
+
<field name="ListNoOrds" required="Y"/>
|
|
386
|
+
<field name="ListExecInst" required="N"/>
|
|
387
|
+
<field name="ClOrdID" required="Y"/>
|
|
388
|
+
<field name="ClientID" required="N"/>
|
|
389
|
+
<field name="ExecBroker" required="N"/>
|
|
390
|
+
<field name="Account" required="N"/>
|
|
391
|
+
<field name="SettlmntTyp" required="N"/>
|
|
392
|
+
<field name="FutSettDate" required="N"/>
|
|
393
|
+
<field name="HandlInst" required="Y"/>
|
|
394
|
+
<field name="ExecInst" required="N"/>
|
|
395
|
+
<field name="MinQty" required="N"/>
|
|
396
|
+
<field name="MaxFloor" required="N"/>
|
|
397
|
+
<field name="ExDestination" required="N"/>
|
|
398
|
+
<field name="ProcessCode" required="N"/>
|
|
399
|
+
<field name="Symbol" required="Y"/>
|
|
400
|
+
<field name="SymbolSfx" required="N"/>
|
|
401
|
+
<field name="SecurityID" required="N"/>
|
|
402
|
+
<field name="IDSource" required="N"/>
|
|
403
|
+
<field name="Issuer" required="N"/>
|
|
404
|
+
<field name="SecurityDesc" required="N"/>
|
|
405
|
+
<field name="PrevClosePx" required="N"/>
|
|
406
|
+
<field name="Side" required="Y"/>
|
|
407
|
+
<field name="LocateReqd" required="N"/>
|
|
408
|
+
<field name="OrderQty" required="Y"/>
|
|
409
|
+
<field name="OrdType" required="Y"/>
|
|
410
|
+
<field name="Price" required="N"/>
|
|
411
|
+
<field name="StopPx" required="N"/>
|
|
412
|
+
<field name="Currency" required="N"/>
|
|
413
|
+
<field name="TimeInForce" required="N"/>
|
|
414
|
+
<field name="ExpireTime" required="N"/>
|
|
415
|
+
<field name="Commission" required="N"/>
|
|
416
|
+
<field name="CommType" required="N"/>
|
|
417
|
+
<field name="Rule80A" required="N"/>
|
|
418
|
+
<field name="ForexReq" required="N"/>
|
|
419
|
+
<field name="SettlCurrency" required="N"/>
|
|
420
|
+
<field name="Text" required="N"/>
|
|
421
|
+
</message>
|
|
422
|
+
<message name="ListStatus" msgtype="N" msgcat="app">
|
|
423
|
+
<field name="ListID" required="Y"/>
|
|
424
|
+
<field name="WaveNo" required="N"/>
|
|
425
|
+
<field name="NoRpts" required="Y"/>
|
|
426
|
+
<field name="RptSeq" required="Y"/>
|
|
427
|
+
<group name="NoOrders" required="Y">
|
|
428
|
+
<field name="ClOrdID" required="Y"/>
|
|
429
|
+
<field name="CumQty" required="Y"/>
|
|
430
|
+
<field name="CxlQty" required="Y"/>
|
|
431
|
+
<field name="AvgPx" required="Y"/>
|
|
432
|
+
</group>
|
|
433
|
+
</message>
|
|
434
|
+
<message name="ListExecute" msgtype="L" msgcat="app">
|
|
435
|
+
<field name="ListID" required="Y"/>
|
|
436
|
+
<field name="WaveNo" required="N"/>
|
|
437
|
+
<field name="Text" required="N"/>
|
|
438
|
+
</message>
|
|
439
|
+
<message name="ListCancelRequest" msgtype="K" msgcat="app">
|
|
440
|
+
<field name="ListID" required="Y"/>
|
|
441
|
+
<field name="WaveNo" required="N"/>
|
|
442
|
+
<field name="Text" required="N"/>
|
|
443
|
+
</message>
|
|
444
|
+
<message name="ListStatusRequest" msgtype="M" msgcat="app">
|
|
445
|
+
<field name="ListID" required="Y"/>
|
|
446
|
+
<field name="WaveNo" required="N"/>
|
|
447
|
+
<field name="Text" required="N"/>
|
|
448
|
+
</message>
|
|
449
|
+
</messages>
|
|
450
|
+
<fields>
|
|
451
|
+
<field number="1" name="Account" type="STRING"/>
|
|
452
|
+
<field number="2" name="AdvId" type="INT"/>
|
|
453
|
+
<field number="3" name="AdvRefID" type="INT"/>
|
|
454
|
+
<field number="4" name="AdvSide" type="STRING">
|
|
455
|
+
<value enum="B" description="BUY"/>
|
|
456
|
+
<value enum="S" description="SELL"/>
|
|
457
|
+
<value enum="X" description="CROSS"/>
|
|
458
|
+
<value enum="T" description="TRADE"/>
|
|
459
|
+
</field>
|
|
460
|
+
<field number="5" name="AdvTransType" type="STRING">
|
|
461
|
+
<value enum="N" description="NEW"/>
|
|
462
|
+
<value enum="C" description="CANCEL"/>
|
|
463
|
+
<value enum="R" description="REPLACE"/>
|
|
464
|
+
</field>
|
|
465
|
+
<field number="6" name="AvgPx" type="FLOAT"/>
|
|
466
|
+
<field number="7" name="BeginSeqNo" type="INT"/>
|
|
467
|
+
<field number="8" name="BeginString" type="STRING"/>
|
|
468
|
+
<field number="9" name="BodyLength" type="INT"/>
|
|
469
|
+
<field number="10" name="CheckSum" type="STRING"/>
|
|
470
|
+
<field number="11" name="ClOrdID" type="STRING"/>
|
|
471
|
+
<field number="12" name="Commission" type="FLOAT"/>
|
|
472
|
+
<field number="13" name="CommType" type="STRING">
|
|
473
|
+
<value enum="1" description="PER_SHARE"/>
|
|
474
|
+
<value enum="2" description="PERCENTAGE"/>
|
|
475
|
+
<value enum="3" description="ABSOLUTE"/>
|
|
476
|
+
</field>
|
|
477
|
+
<field number="14" name="CumQty" type="INT"/>
|
|
478
|
+
<field number="15" name="Currency" type="STRING"/>
|
|
479
|
+
<field number="16" name="EndSeqNo" type="INT"/>
|
|
480
|
+
<field number="17" name="ExecID" type="INT"/>
|
|
481
|
+
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
|
|
482
|
+
<value enum="1" description="NOT_HELD"/>
|
|
483
|
+
<value enum="2" description="WORK"/>
|
|
484
|
+
<value enum="3" description="GO_ALONG"/>
|
|
485
|
+
<value enum="4" description="OVER_THE_DAY"/>
|
|
486
|
+
<value enum="5" description="HELD"/>
|
|
487
|
+
<value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
|
|
488
|
+
<value enum="7" description="STRICT_SCALE"/>
|
|
489
|
+
<value enum="8" description="TRY_TO_SCALE"/>
|
|
490
|
+
<value enum="9" description="STAY_ON_BIDSIDE"/>
|
|
491
|
+
<value enum="0" description="STAY_ON_OFFERSIDE"/>
|
|
492
|
+
<value enum="A" description="NO_CROSS"/>
|
|
493
|
+
<value enum="B" description="OK_TO_CROSS"/>
|
|
494
|
+
<value enum="C" description="CALL_FIRST"/>
|
|
495
|
+
<value enum="D" description="PERCENT_OF_VOLUME"/>
|
|
496
|
+
<value enum="E" description="DO_NOT_INCREASE_DNI"/>
|
|
497
|
+
<value enum="F" description="DO_NOT_REDUCE_DNR"/>
|
|
498
|
+
<value enum="G" description="ALL_OR_NONE_AON"/>
|
|
499
|
+
<value enum="I" description="INSTITUTIONS_ONLY"/>
|
|
500
|
+
<value enum="L" description="LAST_PEG"/>
|
|
501
|
+
<value enum="M" description="MIDPRICE_PEG"/>
|
|
502
|
+
<value enum="N" description="NONNEGOTIABLE"/>
|
|
503
|
+
<value enum="O" description="OPENING_PEG"/>
|
|
504
|
+
<value enum="P" description="MARKET_PEG"/>
|
|
505
|
+
<value enum="R" description="PRIMARY_PEG"/>
|
|
506
|
+
<value enum="S" description="SUSPEND"/>
|
|
507
|
+
</field>
|
|
508
|
+
<field number="19" name="ExecRefID" type="INT"/>
|
|
509
|
+
<field number="20" name="ExecTransType" type="STRING">
|
|
510
|
+
<value enum="0" description="NEW"/>
|
|
511
|
+
<value enum="1" description="CANCEL"/>
|
|
512
|
+
<value enum="2" description="CORRECT"/>
|
|
513
|
+
<value enum="3" description="STATUS"/>
|
|
514
|
+
</field>
|
|
515
|
+
<field number="21" name="HandlInst" type="STRING">
|
|
516
|
+
<value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
|
|
517
|
+
<value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
|
|
518
|
+
<value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
|
|
519
|
+
</field>
|
|
520
|
+
<field number="22" name="IDSource" type="STRING">
|
|
521
|
+
<value enum="1" description="CUSIP"/>
|
|
522
|
+
<value enum="2" description="SEDOL"/>
|
|
523
|
+
<value enum="3" description="QUIK"/>
|
|
524
|
+
<value enum="4" description="ISIN_NUMBER"/>
|
|
525
|
+
<value enum="5" description="RIC_CODE"/>
|
|
526
|
+
</field>
|
|
527
|
+
<field number="23" name="IOIid" type="INT"/>
|
|
528
|
+
<field number="24" name="IOIOthSvc" type="STRING"/>
|
|
529
|
+
<field number="25" name="IOIQltyInd" type="STRING">
|
|
530
|
+
<value enum="L" description="LOW"/>
|
|
531
|
+
<value enum="M" description="MEDIUM"/>
|
|
532
|
+
<value enum="H" description="HIGH"/>
|
|
533
|
+
</field>
|
|
534
|
+
<field number="26" name="IOIRefID" type="INT"/>
|
|
535
|
+
<field number="27" name="IOIShares" type="STRING"/>
|
|
536
|
+
<field number="28" name="IOITransType" type="STRING">
|
|
537
|
+
<value enum="N" description="NEW"/>
|
|
538
|
+
<value enum="C" description="CANCEL"/>
|
|
539
|
+
<value enum="R" description="REPLACE"/>
|
|
540
|
+
</field>
|
|
541
|
+
<field number="29" name="LastCapacity" type="STRING">
|
|
542
|
+
<value enum="1" description="AGENT"/>
|
|
543
|
+
<value enum="2" description="CROSS_AS_AGENT"/>
|
|
544
|
+
<value enum="3" description="CROSS_AS_PRINCIPAL"/>
|
|
545
|
+
<value enum="4" description="PRINCIPAL"/>
|
|
546
|
+
</field>
|
|
547
|
+
<field number="30" name="LastMkt" type="STRING"/>
|
|
548
|
+
<field number="31" name="LastPx" type="FLOAT"/>
|
|
549
|
+
<field number="32" name="LastShares" type="INT"/>
|
|
550
|
+
<field number="33" name="LinesOfText" type="INT"/>
|
|
551
|
+
<field number="34" name="MsgSeqNum" type="INT"/>
|
|
552
|
+
<field number="35" name="MsgType" type="STRING">
|
|
553
|
+
<value enum="0" description="HEARTBEAT" />
|
|
554
|
+
<value enum="1" description="TEST_REQUEST" />
|
|
555
|
+
<value enum="2" description="RESEND_REQUEST" />
|
|
556
|
+
<value enum="3" description="REJECT" />
|
|
557
|
+
<value enum="4" description="SEQUENCE_RESET" />
|
|
558
|
+
<value enum="5" description="LOGOUT" />
|
|
559
|
+
<value enum="6" description="INDICATION_OF_INTEREST" />
|
|
560
|
+
<value enum="7" description="ADVERTISEMENT" />
|
|
561
|
+
<value enum="8" description="EXECUTION_REPORT" />
|
|
562
|
+
<value enum="9" description="ORDER_CANCEL_REJECT" />
|
|
563
|
+
<value enum="A" description="LOGON" />
|
|
564
|
+
<value enum="B" description="NEWS" />
|
|
565
|
+
<value enum="C" description="EMAIL" />
|
|
566
|
+
<value enum="D" description="ORDER_SINGLE" />
|
|
567
|
+
<value enum="E" description="ORDER_LIST" />
|
|
568
|
+
<value enum="F" description="ORDER_CANCEL_REQUEST" />
|
|
569
|
+
<value enum="G" description="ORDER_CANCEL" />
|
|
570
|
+
<value enum="H" description="ORDER_STATUS_REQUEST" />
|
|
571
|
+
<value enum="J" description="ALLOCATION" />
|
|
572
|
+
<value enum="K" description="LIST_CANCEL_REQUEST" />
|
|
573
|
+
<value enum="L" description="LIST_EXECUTE" />
|
|
574
|
+
<value enum="M" description="LIST_STATUS_REQUEST" />
|
|
575
|
+
<value enum="N" description="LIST_STATUS" />
|
|
576
|
+
<value enum="P" description="ALLOCATION_ACK" />
|
|
577
|
+
<value enum="Q" description="DONT_KNOW_TRADE" />
|
|
578
|
+
<value enum="R" description="QUOTE_REQUEST" />
|
|
579
|
+
<value enum="S" description="QUOTE" />
|
|
580
|
+
</field>
|
|
581
|
+
<field number="36" name="NewSeqNo" type="INT"/>
|
|
582
|
+
<field number="37" name="OrderID" type="STRING"/>
|
|
583
|
+
<field number="38" name="OrderQty" type="INT"/>
|
|
584
|
+
<field number="39" name="OrdStatus" type="STRING">
|
|
585
|
+
<value enum="0" description="NEW"/>
|
|
586
|
+
<value enum="1" description="PARTIALLY_FILLED"/>
|
|
587
|
+
<value enum="2" description="FILLED"/>
|
|
588
|
+
<value enum="3" description="DONE_FOR_DAY"/>
|
|
589
|
+
<value enum="4" description="CANCELED"/>
|
|
590
|
+
<value enum="5" description="REPLACED"/>
|
|
591
|
+
<value enum="6" description="PENDING_CANCELREPLACE"/>
|
|
592
|
+
<value enum="7" description="STOPPED"/>
|
|
593
|
+
<value enum="8" description="REJECTED"/>
|
|
594
|
+
<value enum="9" description="SUSPENDED"/>
|
|
595
|
+
<value enum="A" description="PENDING_NEW"/>
|
|
596
|
+
<value enum="B" description="CALCULATED"/>
|
|
597
|
+
<value enum="C" description="EXPIRED"/>
|
|
598
|
+
</field>
|
|
599
|
+
<field number="40" name="OrdType" type="STRING">
|
|
600
|
+
<value enum="1" description="MARKET"/>
|
|
601
|
+
<value enum="2" description="LIMIT"/>
|
|
602
|
+
<value enum="3" description="STOP"/>
|
|
603
|
+
<value enum="4" description="STOP_LIMIT"/>
|
|
604
|
+
<value enum="5" description="MARKET_ON_CLOSE"/>
|
|
605
|
+
<value enum="6" description="WITH_OR_WITHOUT"/>
|
|
606
|
+
<value enum="7" description="LIMIT_OR_BETTER"/>
|
|
607
|
+
<value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
|
|
608
|
+
<value enum="9" description="ON_BASIS"/>
|
|
609
|
+
<value enum="A" description="ON_CLOSE"/>
|
|
610
|
+
<value enum="B" description="LIMIT_ON_CLOSE"/>
|
|
611
|
+
<value enum="C" description="FOREX"/>
|
|
612
|
+
<value enum="D" description="PREVIOUSLY_QUOTED"/>
|
|
613
|
+
<value enum="E" description="PREVIOUSLY_INDICATED"/>
|
|
614
|
+
<value enum="P" description="PEGGED"/>
|
|
615
|
+
</field>
|
|
616
|
+
<field number="41" name="OrigClOrdID" type="STRING"/>
|
|
617
|
+
<field number="42" name="OrigTime" type="TIME"/>
|
|
618
|
+
<field number="43" name="PossDupFlag" type="STRING">
|
|
619
|
+
<value enum="Y" description="POSSIBLE_DUPLICATE"/>
|
|
620
|
+
<value enum="N" description="ORIGINAL_TRANSMISSION"/>
|
|
621
|
+
</field>
|
|
622
|
+
<field number="44" name="Price" type="FLOAT"/>
|
|
623
|
+
<field number="45" name="RefSeqNum" type="INT"/>
|
|
624
|
+
<field number="46" name="RelatdSym" type="STRING"/>
|
|
625
|
+
<field number="47" name="Rule80A" type="STRING">
|
|
626
|
+
<value enum="A" description="AGENCY_SINGLE_ORDER"/>
|
|
627
|
+
<value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
628
|
+
<value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
629
|
+
<value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
630
|
+
<value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
631
|
+
<value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
632
|
+
<value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
633
|
+
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
634
|
+
<value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
635
|
+
<value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
|
|
636
|
+
</field>
|
|
637
|
+
<field number="48" name="SecurityID" type="STRING"/>
|
|
638
|
+
<field number="49" name="SenderCompID" type="STRING"/>
|
|
639
|
+
<field number="50" name="SenderSubID" type="STRING"/>
|
|
640
|
+
<field number="52" name="SendingTime" type="TIME"/>
|
|
641
|
+
<field number="53" name="Shares" type="INT"/>
|
|
642
|
+
<field number="54" name="Side" type="STRING">
|
|
643
|
+
<value enum="1" description="BUY"/>
|
|
644
|
+
<value enum="2" description="SELL"/>
|
|
645
|
+
<value enum="3" description="BUY_MINUS"/>
|
|
646
|
+
<value enum="4" description="SELL_PLUS"/>
|
|
647
|
+
<value enum="5" description="SELL_SHORT"/>
|
|
648
|
+
<value enum="6" description="SELL_SHORT_EXEMPT"/>
|
|
649
|
+
</field>
|
|
650
|
+
<field number="55" name="Symbol" type="STRING"/>
|
|
651
|
+
<field number="56" name="TargetCompID" type="STRING"/>
|
|
652
|
+
<field number="57" name="TargetSubID" type="STRING"/>
|
|
653
|
+
<field number="58" name="Text" type="STRING"/>
|
|
654
|
+
<field number="59" name="TimeInForce" type="STRING">
|
|
655
|
+
<value enum="0" description="DAY"/>
|
|
656
|
+
<value enum="1" description="GOOD_TILL_CANCEL"/>
|
|
657
|
+
<value enum="2" description="AT_THE_OPENING"/>
|
|
658
|
+
<value enum="3" description="IMMEDIATE_OR_CANCEL"/>
|
|
659
|
+
<value enum="4" description="FILL_OR_KILL"/>
|
|
660
|
+
<value enum="5" description="GOOD_TILL_CROSSING"/>
|
|
661
|
+
<value enum="6" description="GOOD_TILL_DATE"/>
|
|
662
|
+
</field>
|
|
663
|
+
<field number="60" name="TransactTime" type="TIME"/>
|
|
664
|
+
<field number="61" name="Urgency" type="STRING">
|
|
665
|
+
<value enum="0" description="NORMAL"/>
|
|
666
|
+
<value enum="1" description="FLASH"/>
|
|
667
|
+
<value enum="2" description="BACKGROUND"/>
|
|
668
|
+
</field>
|
|
669
|
+
<field number="62" name="ValidUntilTime" type="TIME"/>
|
|
670
|
+
<field number="63" name="SettlmntTyp" type="STRING">
|
|
671
|
+
<value enum="0" description="REGULAR"/>
|
|
672
|
+
<value enum="1" description="CASH"/>
|
|
673
|
+
<value enum="2" description="NEXT_DAY"/>
|
|
674
|
+
<value enum="3" description="TPLUS2"/>
|
|
675
|
+
<value enum="4" description="TPLUS3"/>
|
|
676
|
+
<value enum="5" description="TPLUS4"/>
|
|
677
|
+
<value enum="6" description="FUTURE"/>
|
|
678
|
+
<value enum="7" description="WHEN_ISSUED"/>
|
|
679
|
+
<value enum="8" description="SELLERS_OPTION"/>
|
|
680
|
+
<value enum="9" description="TPLUS5"/>
|
|
681
|
+
</field>
|
|
682
|
+
<field number="64" name="FutSettDate" type="DATE"/>
|
|
683
|
+
<field number="65" name="SymbolSfx" type="STRING"/>
|
|
684
|
+
<field number="66" name="ListID" type="STRING"/>
|
|
685
|
+
<field number="67" name="ListSeqNo" type="INT"/>
|
|
686
|
+
<field number="68" name="ListNoOrds" type="INT"/>
|
|
687
|
+
<field number="69" name="ListExecInst" type="STRING"/>
|
|
688
|
+
<field number="70" name="AllocID" type="INT"/>
|
|
689
|
+
<field number="71" name="AllocTransType" type="STRING">
|
|
690
|
+
<value enum="0" description="NEW"/>
|
|
691
|
+
<value enum="1" description="REPLACE"/>
|
|
692
|
+
<value enum="2" description="CANCEL"/>
|
|
693
|
+
</field>
|
|
694
|
+
<field number="72" name="RefAllocID" type="INT"/>
|
|
695
|
+
<field number="73" name="NoOrders" type="INT"/>
|
|
696
|
+
<field number="74" name="AvgPrxPrecision" type="INT"/>
|
|
697
|
+
<field number="75" name="TradeDate" type="DATE"/>
|
|
698
|
+
<field number="76" name="ExecBroker" type="STRING"/>
|
|
699
|
+
<field number="77" name="OpenClose" type="STRING"/>
|
|
700
|
+
<field number="78" name="NoAllocs" type="INT"/>
|
|
701
|
+
<field number="79" name="AllocAccount" type="STRING"/>
|
|
702
|
+
<field number="80" name="AllocShares" type="INT"/>
|
|
703
|
+
<field number="81" name="ProcessCode" type="STRING">
|
|
704
|
+
<value enum="0" description="REGULAR"/>
|
|
705
|
+
<value enum="1" description="SOFT_DOLLAR"/>
|
|
706
|
+
<value enum="2" description="STEPIN"/>
|
|
707
|
+
<value enum="3" description="STEPOUT"/>
|
|
708
|
+
<value enum="4" description="SOFTDOLLAR_STEPIN"/>
|
|
709
|
+
<value enum="5" description="SOFTDOLLAR_STEPOUT"/>
|
|
710
|
+
<value enum="6" description="PLAN_SPONSOR"/>
|
|
711
|
+
</field>
|
|
712
|
+
<field number="82" name="NoRpts" type="INT"/>
|
|
713
|
+
<field number="83" name="RptSeq" type="INT"/>
|
|
714
|
+
<field number="84" name="CxlQty" type="INT"/>
|
|
715
|
+
<field number="85" name="NoDlvyInst" type="INT"/>
|
|
716
|
+
<field number="86" name="DlvyInst" type="STRING"/>
|
|
717
|
+
<field number="87" name="AllocStatus" type="INT">
|
|
718
|
+
<value enum="0" description="ACCEPTED"/>
|
|
719
|
+
<value enum="1" description="REJECTED"/>
|
|
720
|
+
<value enum="2" description="PARTIAL_ACCEPT"/>
|
|
721
|
+
<value enum="3" description="RECEIVED"/>
|
|
722
|
+
</field>
|
|
723
|
+
<field number="88" name="AllocRejCode" type="INT">
|
|
724
|
+
<value enum="0" description="UNKNOWN_ACCOUNT"/>
|
|
725
|
+
<value enum="1" description="INCORRECT_QUANTITY"/>
|
|
726
|
+
<value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
|
|
727
|
+
<value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
|
|
728
|
+
<value enum="4" description="COMMISSION_DIFFERENCE"/>
|
|
729
|
+
<value enum="5" description="UNKNOWN_ORDERID"/>
|
|
730
|
+
<value enum="6" description="UNKNOWN_LISTID"/>
|
|
731
|
+
<value enum="7" description="OTHER"/>
|
|
732
|
+
</field>
|
|
733
|
+
<field number="89" name="Signature" type="DATA"/>
|
|
734
|
+
<field number="90" name="SecureDataLen" type="INT"/>
|
|
735
|
+
<field number="91" name="SecureData" type="DATA"/>
|
|
736
|
+
<field number="92" name="BrokerOfCredit" type="STRING"/>
|
|
737
|
+
<field number="93" name="SignatureLength" type="INT"/>
|
|
738
|
+
<field number="94" name="EmailType" type="STRING">
|
|
739
|
+
<value enum="0" description="NEW"/>
|
|
740
|
+
<value enum="1" description="REPLY"/>
|
|
741
|
+
<value enum="2" description="ADMIN_REPLY"/>
|
|
742
|
+
</field>
|
|
743
|
+
<field number="95" name="RawDataLength" type="INT"/>
|
|
744
|
+
<field number="96" name="RawData" type="DATA"/>
|
|
745
|
+
<field number="97" name="PossResend" type="STRING"/>
|
|
746
|
+
<field number="98" name="EncryptMethod" type="INT">
|
|
747
|
+
<value enum="0" description="NONE_OTHER"/>
|
|
748
|
+
<value enum="1" description="PKCS"/>
|
|
749
|
+
<value enum="2" description="DES"/>
|
|
750
|
+
<value enum="3" description="PKCSDES"/>
|
|
751
|
+
<value enum="4" description="PGPDES"/>
|
|
752
|
+
<value enum="5" description="PGPDESMD5"/>
|
|
753
|
+
<value enum="6" description="PEMDESMD5"/>
|
|
754
|
+
</field>
|
|
755
|
+
<field number="99" name="StopPx" type="FLOAT"/>
|
|
756
|
+
<field number="100" name="ExDestination" type="STRING">
|
|
757
|
+
<value enum="0" description="NONE"/>
|
|
758
|
+
<value enum="4" description="POSIT"/>
|
|
759
|
+
</field>
|
|
760
|
+
<field number="102" name="CxlRejReason" type="INT">
|
|
761
|
+
<value enum="0" description="TOO_LATE_TO_CANCEL"/>
|
|
762
|
+
<value enum="1" description="UNKNOWN_ORDER"/>
|
|
763
|
+
</field>
|
|
764
|
+
<field number="103" name="OrdRejReason" type="INT">
|
|
765
|
+
<value enum="0" description="BROKER_OPTION"/>
|
|
766
|
+
<value enum="1" description="UNKNOWN_SYMBOL"/>
|
|
767
|
+
<value enum="2" description="EXCHANGE_CLOSED"/>
|
|
768
|
+
<value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
|
|
769
|
+
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
770
|
+
</field>
|
|
771
|
+
<field number="104" name="IOIQualifier" type="STRING">
|
|
772
|
+
<value enum="X" description="CROSSING_OPPORTUNITY"/>
|
|
773
|
+
<value enum="O" description="AT_THE_OPEN"/>
|
|
774
|
+
<value enum="M" description="MORE_BEHIND"/>
|
|
775
|
+
<value enum="P" description="TAKING_A_POSITION"/>
|
|
776
|
+
<value enum="V" description="VERSUS"/>
|
|
777
|
+
<value enum="Q" description="CURRENT_QUOTE"/>
|
|
778
|
+
<value enum="C" description="AT_THE_CLOSE"/>
|
|
779
|
+
<value enum="S" description="PORTFOLIO_SHOWN"/>
|
|
780
|
+
<value enum="I" description="IN_TOUCH_WITH"/>
|
|
781
|
+
<value enum="W" description="INDICATION_WORKING_AWAY"/>
|
|
782
|
+
<value enum="A" description="ALL_OR_NONE"/>
|
|
783
|
+
<value enum="L" description="LIMIT"/>
|
|
784
|
+
<value enum="T" description="THROUGH_THE_DAY"/>
|
|
785
|
+
</field>
|
|
786
|
+
<field number="105" name="WaveNo" type="STRING"/>
|
|
787
|
+
<field number="106" name="Issuer" type="STRING"/>
|
|
788
|
+
<field number="107" name="SecurityDesc" type="STRING"/>
|
|
789
|
+
<field number="108" name="HeartBtInt" type="INT"/>
|
|
790
|
+
<field number="109" name="ClientID" type="STRING"/>
|
|
791
|
+
<field number="110" name="MinQty" type="INT"/>
|
|
792
|
+
<field number="111" name="MaxFloor" type="INT"/>
|
|
793
|
+
<field number="112" name="TestReqID" type="STRING"/>
|
|
794
|
+
<field number="113" name="ReportToExch" type="STRING">
|
|
795
|
+
<value enum="Y" description="YES"/>
|
|
796
|
+
<value enum="N" description="NO"/>
|
|
797
|
+
</field>
|
|
798
|
+
<field number="114" name="LocateReqd" type="STRING">
|
|
799
|
+
<value enum="Y" description="YES"/>
|
|
800
|
+
<value enum="N" description="NO"/>
|
|
801
|
+
</field>
|
|
802
|
+
<field number="115" name="OnBehalfOfCompID" type="STRING"/>
|
|
803
|
+
<field number="116" name="OnBehalfOfSubID" type="STRING"/>
|
|
804
|
+
<field number="117" name="QuoteID" type="STRING"/>
|
|
805
|
+
<field number="118" name="NetMoney" type="FLOAT"/>
|
|
806
|
+
<field number="119" name="SettlCurrAmt" type="FLOAT"/>
|
|
807
|
+
<field number="120" name="SettlCurrency" type="STRING"/>
|
|
808
|
+
<field number="121" name="ForexReq" type="STRING">
|
|
809
|
+
<value enum="Y" description="YES"/>
|
|
810
|
+
<value enum="N" description="NO"/>
|
|
811
|
+
</field>
|
|
812
|
+
<field number="122" name="OrigSendingTime" type="TIME"/>
|
|
813
|
+
<field number="123" name="GapFillFlag" type="STRING">
|
|
814
|
+
<value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
|
|
815
|
+
<value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
|
|
816
|
+
</field>
|
|
817
|
+
<field number="124" name="NoExecs" type="INT"/>
|
|
818
|
+
<field number="125" name="CxlType" type="STRING">
|
|
819
|
+
<value enum="P" description="PARTIAL_CANCEL"/>
|
|
820
|
+
<value enum="F" description="FULL_REMAINING_QUANTITY"/>
|
|
821
|
+
</field>
|
|
822
|
+
<field number="126" name="ExpireTime" type="TIME"/>
|
|
823
|
+
<field number="127" name="DKReason" type="STRING">
|
|
824
|
+
<value enum="A" description="UNKNOWN_SYMBOL"/>
|
|
825
|
+
<value enum="B" description="WRONG_SIDE"/>
|
|
826
|
+
<value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
|
|
827
|
+
<value enum="D" description="NO_MATCHING_ORDER"/>
|
|
828
|
+
<value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
|
|
829
|
+
<value enum="Z" description="OTHER" />
|
|
830
|
+
</field>
|
|
831
|
+
<field number="128" name="DeliverToCompID" type="STRING"/>
|
|
832
|
+
<field number="129" name="DeliverToSubID" type="STRING"/>
|
|
833
|
+
<field number="130" name="IOINaturalFlag" type="STRING">
|
|
834
|
+
<value enum="Y" description="NATURAL"/>
|
|
835
|
+
<value enum="N" description="NOT_NATURAL"/>
|
|
836
|
+
</field>
|
|
837
|
+
<field number="131" name="QuoteReqID" type="STRING"/>
|
|
838
|
+
<field number="132" name="BidPx" type="FLOAT"/>
|
|
839
|
+
<field number="133" name="OfferPx" type="FLOAT"/>
|
|
840
|
+
<field number="134" name="BidSize" type="INT"/>
|
|
841
|
+
<field number="135" name="OfferSize" type="INT"/>
|
|
842
|
+
<field number="136" name="NoMiscFees" type="INT"/>
|
|
843
|
+
<field number="137" name="MiscFeeAmt" type="FLOAT"/>
|
|
844
|
+
<field number="138" name="MiscFeeCurr" type="STRING"/>
|
|
845
|
+
<field number="139" name="MiscFeeType" type="STRING">
|
|
846
|
+
<value enum="1" description="REGULATORY"/>
|
|
847
|
+
<value enum="2" description="TAX"/>
|
|
848
|
+
<value enum="3" description="LOCAL_COMMISSION"/>
|
|
849
|
+
<value enum="4" description="EXCHANGE_FEES"/>
|
|
850
|
+
<value enum="5" description="STAMP"/>
|
|
851
|
+
<value enum="6" description="LEVY"/>
|
|
852
|
+
<value enum="7" description="OTHER"/>
|
|
853
|
+
</field>
|
|
854
|
+
<field number="140" name="PrevClosePx" type="FLOAT"/>
|
|
855
|
+
</fields>
|
|
856
|
+
</fix>
|