fix_protocol_tools 1.0.0
Sign up to get free protection for your applications and to get access to all the features.
- 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
|
@@ -0,0 +1,1267 @@
|
|
|
1
|
+
<fix major="4" minor="1">
|
|
2
|
+
<header>
|
|
3
|
+
<field name="BeginString" required="Y"/>
|
|
4
|
+
<field name="BodyLength" required="Y"/>
|
|
5
|
+
<field name="MsgType" required="Y"/>
|
|
6
|
+
<field name="SenderCompID" required="Y"/>
|
|
7
|
+
<field name="TargetCompID" required="Y"/>
|
|
8
|
+
<field name="OnBehalfOfCompID" required="N"/>
|
|
9
|
+
<field name="DeliverToCompID" required="N"/>
|
|
10
|
+
<field name="SecureDataLen" required="N"/>
|
|
11
|
+
<field name="SecureData" required="N"/>
|
|
12
|
+
<field name="MsgSeqNum" required="Y"/>
|
|
13
|
+
<field name="SenderSubID" required="N"/>
|
|
14
|
+
<field name="SenderLocationID" required="N"/>
|
|
15
|
+
<field name="TargetSubID" required="N"/>
|
|
16
|
+
<field name="TargetLocationID" required="N"/>
|
|
17
|
+
<field name="OnBehalfOfSubID" required="N"/>
|
|
18
|
+
<field name="OnBehalfOfLocationID" required="N"/>
|
|
19
|
+
<field name="DeliverToSubID" required="N"/>
|
|
20
|
+
<field name="DeliverToLocationID" required="N"/>
|
|
21
|
+
<field name="PossDupFlag" required="N"/>
|
|
22
|
+
<field name="PossResend" required="N"/>
|
|
23
|
+
<field name="SendingTime" required="Y"/>
|
|
24
|
+
<field name="OrigSendingTime" required="N"/>
|
|
25
|
+
</header>
|
|
26
|
+
<trailer>
|
|
27
|
+
<field name="SignatureLength" required="N"/>
|
|
28
|
+
<field name="Signature" required="N"/>
|
|
29
|
+
<field name="CheckSum" required="Y"/>
|
|
30
|
+
</trailer>
|
|
31
|
+
<messages>
|
|
32
|
+
<message name="Heartbeat" msgtype="0" msgcat="admin">
|
|
33
|
+
<field name="TestReqID" required="N"/>
|
|
34
|
+
</message>
|
|
35
|
+
<message name="Logon" msgtype="A" msgcat="admin">
|
|
36
|
+
<field name="EncryptMethod" required="Y"/>
|
|
37
|
+
<field name="HeartBtInt" required="Y"/>
|
|
38
|
+
<field name="RawDataLength" required="N"/>
|
|
39
|
+
<field name="RawData" required="N"/>
|
|
40
|
+
<field name="ResetSeqNumFlag" required="N"/>
|
|
41
|
+
</message>
|
|
42
|
+
<message name="TestRequest" msgtype="1" msgcat="admin">
|
|
43
|
+
<field name="TestReqID" required="Y"/>
|
|
44
|
+
</message>
|
|
45
|
+
<message name="ResendRequest" msgtype="2" msgcat="admin">
|
|
46
|
+
<field name="BeginSeqNo" required="Y"/>
|
|
47
|
+
<field name="EndSeqNo" required="Y"/>
|
|
48
|
+
</message>
|
|
49
|
+
<message name="Reject" msgtype="3" msgcat="admin">
|
|
50
|
+
<field name="RefSeqNum" required="Y"/>
|
|
51
|
+
<field name="Text" required="N"/>
|
|
52
|
+
</message>
|
|
53
|
+
<message name="SequenceReset" msgtype="4" msgcat="admin">
|
|
54
|
+
<field name="GapFillFlag" required="N"/>
|
|
55
|
+
<field name="NewSeqNo" required="Y"/>
|
|
56
|
+
</message>
|
|
57
|
+
<message name="Logout" msgtype="5" msgcat="admin">
|
|
58
|
+
<field name="Text" required="N"/>
|
|
59
|
+
</message>
|
|
60
|
+
<message name="Advertisement" msgtype="7" msgcat="app">
|
|
61
|
+
<field name="AdvId" required="Y"/>
|
|
62
|
+
<field name="AdvTransType" required="Y"/>
|
|
63
|
+
<field name="AdvRefID" required="N"/>
|
|
64
|
+
<field name="Symbol" required="Y"/>
|
|
65
|
+
<field name="SymbolSfx" required="N"/>
|
|
66
|
+
<field name="SecurityID" required="N"/>
|
|
67
|
+
<field name="IDSource" required="N"/>
|
|
68
|
+
<field name="SecurityType" required="N"/>
|
|
69
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
70
|
+
<field name="MaturityDay" required="N"/>
|
|
71
|
+
<field name="PutOrCall" required="N"/>
|
|
72
|
+
<field name="StrikePrice" required="N"/>
|
|
73
|
+
<field name="OptAttribute" required="N"/>
|
|
74
|
+
<field name="SecurityExchange" required="N"/>
|
|
75
|
+
<field name="Issuer" required="N"/>
|
|
76
|
+
<field name="SecurityDesc" required="N"/>
|
|
77
|
+
<field name="AdvSide" required="Y"/>
|
|
78
|
+
<field name="Shares" required="Y"/>
|
|
79
|
+
<field name="Price" required="N"/>
|
|
80
|
+
<field name="Currency" required="N"/>
|
|
81
|
+
<field name="TradeDate" required="N"/>
|
|
82
|
+
<field name="TransactTime" required="N"/>
|
|
83
|
+
<field name="Text" required="N"/>
|
|
84
|
+
<field name="URLLink" required="N"/>
|
|
85
|
+
<field name="LastMkt" required="N"/>
|
|
86
|
+
</message>
|
|
87
|
+
<message name="IndicationofInterest" msgtype="6" msgcat="app">
|
|
88
|
+
<field name="IOIid" required="Y"/>
|
|
89
|
+
<field name="IOITransType" required="Y"/>
|
|
90
|
+
<field name="IOIRefID" required="N"/>
|
|
91
|
+
<field name="Symbol" required="Y"/>
|
|
92
|
+
<field name="SymbolSfx" required="N"/>
|
|
93
|
+
<field name="SecurityID" required="N"/>
|
|
94
|
+
<field name="IDSource" required="N"/>
|
|
95
|
+
<field name="SecurityType" required="N"/>
|
|
96
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
97
|
+
<field name="MaturityDay" required="N"/>
|
|
98
|
+
<field name="PutOrCall" required="N"/>
|
|
99
|
+
<field name="StrikePrice" required="N"/>
|
|
100
|
+
<field name="OptAttribute" required="N"/>
|
|
101
|
+
<field name="SecurityExchange" required="N"/>
|
|
102
|
+
<field name="Issuer" required="N"/>
|
|
103
|
+
<field name="SecurityDesc" required="N"/>
|
|
104
|
+
<field name="Side" required="Y"/>
|
|
105
|
+
<field name="IOIShares" required="Y"/>
|
|
106
|
+
<field name="Price" required="N"/>
|
|
107
|
+
<field name="Currency" required="N"/>
|
|
108
|
+
<field name="ValidUntilTime" required="N"/>
|
|
109
|
+
<field name="IOIQltyInd" required="N"/>
|
|
110
|
+
<field name="IOIOthSvc" required="N"/>
|
|
111
|
+
<field name="IOINaturalFlag" required="N"/>
|
|
112
|
+
<group name="NoIOIQualifiers" required="N">
|
|
113
|
+
<field name="IOIQualifier" required="N"/>
|
|
114
|
+
</group>
|
|
115
|
+
<field name="Text" required="N"/>
|
|
116
|
+
<field name="TransactTime" required="N"/>
|
|
117
|
+
<field name="URLLink" required="N"/>
|
|
118
|
+
</message>
|
|
119
|
+
<message name="News" msgtype="B" msgcat="app">
|
|
120
|
+
<field name="OrigTime" required="N"/>
|
|
121
|
+
<field name="Urgency" required="N"/>
|
|
122
|
+
<field name="Headline" required="Y"/>
|
|
123
|
+
<group name="NoRelatedSym" required="N">
|
|
124
|
+
<field name="RelatdSym" required="N"/>
|
|
125
|
+
<field name="SymbolSfx" required="N"/>
|
|
126
|
+
<field name="SecurityID" required="N"/>
|
|
127
|
+
<field name="IDSource" required="N"/>
|
|
128
|
+
<field name="SecurityType" required="N"/>
|
|
129
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
130
|
+
<field name="MaturityDay" required="N"/>
|
|
131
|
+
<field name="PutOrCall" required="N"/>
|
|
132
|
+
<field name="StrikePrice" required="N"/>
|
|
133
|
+
<field name="OptAttribute" required="N"/>
|
|
134
|
+
<field name="SecurityExchange" required="N"/>
|
|
135
|
+
<field name="Issuer" required="N"/>
|
|
136
|
+
<field name="SecurityDesc" required="N"/>
|
|
137
|
+
</group>
|
|
138
|
+
<group name="LinesOfText" required="Y">
|
|
139
|
+
<field name="Text" required="Y"/>
|
|
140
|
+
</group>
|
|
141
|
+
<field name="URLLink" required="N"/>
|
|
142
|
+
<field name="RawDataLength" required="N"/>
|
|
143
|
+
<field name="RawData" required="N"/>
|
|
144
|
+
</message>
|
|
145
|
+
<message name="Email" msgtype="C" msgcat="app">
|
|
146
|
+
<field name="EmailThreadID" required="Y"/>
|
|
147
|
+
<field name="EmailType" required="Y"/>
|
|
148
|
+
<field name="OrigTime" required="N"/>
|
|
149
|
+
<field name="Subject" required="Y"/>
|
|
150
|
+
<group name="NoRelatedSym" required="N">
|
|
151
|
+
<field name="RelatdSym" required="N"/>
|
|
152
|
+
<field name="SymbolSfx" required="N"/>
|
|
153
|
+
<field name="SecurityID" required="N"/>
|
|
154
|
+
<field name="IDSource" required="N"/>
|
|
155
|
+
<field name="SecurityType" required="N"/>
|
|
156
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
157
|
+
<field name="MaturityDay" required="N"/>
|
|
158
|
+
<field name="PutOrCall" required="N"/>
|
|
159
|
+
<field name="StrikePrice" required="N"/>
|
|
160
|
+
<field name="OptAttribute" required="N"/>
|
|
161
|
+
<field name="SecurityExchange" required="N"/>
|
|
162
|
+
<field name="Issuer" required="N"/>
|
|
163
|
+
<field name="SecurityDesc" required="N"/>
|
|
164
|
+
</group>
|
|
165
|
+
<field name="OrderID" required="N"/>
|
|
166
|
+
<field name="ClOrdID" required="N"/>
|
|
167
|
+
<group name="LinesOfText" required="Y">
|
|
168
|
+
<field name="Text" required="Y"/>
|
|
169
|
+
</group>
|
|
170
|
+
<field name="RawDataLength" required="N"/>
|
|
171
|
+
<field name="RawData" required="N"/>
|
|
172
|
+
</message>
|
|
173
|
+
<message name="QuoteRequest" msgtype="R" msgcat="app">
|
|
174
|
+
<field name="QuoteReqID" required="Y"/>
|
|
175
|
+
<field name="Symbol" required="Y"/>
|
|
176
|
+
<field name="SymbolSfx" required="N"/>
|
|
177
|
+
<field name="SecurityID" required="N"/>
|
|
178
|
+
<field name="IDSource" required="N"/>
|
|
179
|
+
<field name="SecurityType" required="N"/>
|
|
180
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
181
|
+
<field name="MaturityDay" required="N"/>
|
|
182
|
+
<field name="PutOrCall" required="N"/>
|
|
183
|
+
<field name="StrikePrice" required="N"/>
|
|
184
|
+
<field name="OptAttribute" required="N"/>
|
|
185
|
+
<field name="SecurityExchange" required="N"/>
|
|
186
|
+
<field name="Issuer" required="N"/>
|
|
187
|
+
<field name="SecurityDesc" required="N"/>
|
|
188
|
+
<field name="PrevClosePx" required="N"/>
|
|
189
|
+
<field name="Side" required="N"/>
|
|
190
|
+
<field name="OrderQty" required="N"/>
|
|
191
|
+
<field name="FutSettDate" required="N"/>
|
|
192
|
+
<field name="OrdType" required="N"/>
|
|
193
|
+
<field name="FutSettDate2" required="N"/>
|
|
194
|
+
<field name="OrderQty2" required="N"/>
|
|
195
|
+
</message>
|
|
196
|
+
<message name="Quote" msgtype="S" msgcat="app">
|
|
197
|
+
<field name="QuoteReqID" required="N"/>
|
|
198
|
+
<field name="QuoteID" required="Y"/>
|
|
199
|
+
<field name="Symbol" required="Y"/>
|
|
200
|
+
<field name="SymbolSfx" required="N"/>
|
|
201
|
+
<field name="SecurityID" required="N"/>
|
|
202
|
+
<field name="IDSource" required="N"/>
|
|
203
|
+
<field name="SecurityType" required="N"/>
|
|
204
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
205
|
+
<field name="MaturityDay" required="N"/>
|
|
206
|
+
<field name="PutOrCall" required="N"/>
|
|
207
|
+
<field name="StrikePrice" required="N"/>
|
|
208
|
+
<field name="OptAttribute" required="N"/>
|
|
209
|
+
<field name="SecurityExchange" required="N"/>
|
|
210
|
+
<field name="Issuer" required="N"/>
|
|
211
|
+
<field name="SecurityDesc" required="N"/>
|
|
212
|
+
<field name="BidPx" required="N"/>
|
|
213
|
+
<field name="OfferPx" required="N"/>
|
|
214
|
+
<field name="BidSize" required="N"/>
|
|
215
|
+
<field name="OfferSize" required="N"/>
|
|
216
|
+
<field name="ValidUntilTime" required="N"/>
|
|
217
|
+
<field name="BidSpotRate" required="N"/>
|
|
218
|
+
<field name="OfferSpotRate" required="N"/>
|
|
219
|
+
<field name="BidForwardPoints" required="N"/>
|
|
220
|
+
<field name="OfferForwardPoints" required="N"/>
|
|
221
|
+
<field name="TransactTime" required="N"/>
|
|
222
|
+
<field name="FutSettDate" required="N"/>
|
|
223
|
+
<field name="OrdType" required="N"/>
|
|
224
|
+
<field name="FutSettDate2" required="N"/>
|
|
225
|
+
<field name="OrderQty2" required="N"/>
|
|
226
|
+
</message>
|
|
227
|
+
<message name="NewOrderSingle" msgtype="D" msgcat="app">
|
|
228
|
+
<field name="ClOrdID" required="Y"/>
|
|
229
|
+
<field name="ClientID" required="N"/>
|
|
230
|
+
<field name="ExecBroker" required="N"/>
|
|
231
|
+
<field name="Account" required="N"/>
|
|
232
|
+
<field name="SettlmntTyp" required="N"/>
|
|
233
|
+
<field name="FutSettDate" required="N"/>
|
|
234
|
+
<field name="HandlInst" required="Y"/>
|
|
235
|
+
<field name="ExecInst" required="N"/>
|
|
236
|
+
<field name="MinQty" required="N"/>
|
|
237
|
+
<field name="MaxFloor" required="N"/>
|
|
238
|
+
<field name="ExDestination" required="N"/>
|
|
239
|
+
<field name="ProcessCode" required="N"/>
|
|
240
|
+
<field name="Symbol" required="Y"/>
|
|
241
|
+
<field name="SymbolSfx" required="N"/>
|
|
242
|
+
<field name="SecurityID" required="N"/>
|
|
243
|
+
<field name="IDSource" required="N"/>
|
|
244
|
+
<field name="SecurityType" required="N"/>
|
|
245
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
246
|
+
<field name="MaturityDay" required="N"/>
|
|
247
|
+
<field name="PutOrCall" required="N"/>
|
|
248
|
+
<field name="StrikePrice" required="N"/>
|
|
249
|
+
<field name="OptAttribute" required="N"/>
|
|
250
|
+
<field name="SecurityExchange" required="N"/>
|
|
251
|
+
<field name="Issuer" required="N"/>
|
|
252
|
+
<field name="SecurityDesc" required="N"/>
|
|
253
|
+
<field name="PrevClosePx" required="N"/>
|
|
254
|
+
<field name="Side" required="Y"/>
|
|
255
|
+
<field name="LocateReqd" required="N"/>
|
|
256
|
+
<field name="OrderQty" required="N"/>
|
|
257
|
+
<field name="CashOrderQty" required="N"/>
|
|
258
|
+
<field name="OrdType" required="Y"/>
|
|
259
|
+
<field name="Price" required="N"/>
|
|
260
|
+
<field name="StopPx" required="N"/>
|
|
261
|
+
<field name="Currency" required="N"/>
|
|
262
|
+
<field name="IOIid" required="N"/>
|
|
263
|
+
<field name="QuoteID" required="N"/>
|
|
264
|
+
<field name="TimeInForce" required="N"/>
|
|
265
|
+
<field name="ExpireTime" required="N"/>
|
|
266
|
+
<field name="Commission" required="N"/>
|
|
267
|
+
<field name="CommType" required="N"/>
|
|
268
|
+
<field name="Rule80A" required="N"/>
|
|
269
|
+
<field name="ForexReq" required="N"/>
|
|
270
|
+
<field name="SettlCurrency" required="N"/>
|
|
271
|
+
<field name="Text" required="N"/>
|
|
272
|
+
<field name="FutSettDate2" required="N"/>
|
|
273
|
+
<field name="OrderQty2" required="N"/>
|
|
274
|
+
<field name="OpenClose" required="N"/>
|
|
275
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
276
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
277
|
+
<field name="MaxShow" required="N"/>
|
|
278
|
+
<field name="PegDifference" required="N"/>
|
|
279
|
+
</message>
|
|
280
|
+
<message name="ExecutionReport" msgtype="8" msgcat="app">
|
|
281
|
+
<field name="OrderID" required="Y"/>
|
|
282
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
283
|
+
<field name="ClOrdID" required="N"/>
|
|
284
|
+
<field name="OrigClOrdID" required="N"/>
|
|
285
|
+
<field name="ClientID" required="N"/>
|
|
286
|
+
<field name="ExecBroker" required="N"/>
|
|
287
|
+
<field name="ListID" required="N"/>
|
|
288
|
+
<field name="ExecID" required="Y"/>
|
|
289
|
+
<field name="ExecTransType" required="Y"/>
|
|
290
|
+
<field name="ExecRefID" required="N"/>
|
|
291
|
+
<field name="ExecType" required="Y"/>
|
|
292
|
+
<field name="OrdStatus" required="Y"/>
|
|
293
|
+
<field name="OrdRejReason" required="N"/>
|
|
294
|
+
<field name="Account" required="N"/>
|
|
295
|
+
<field name="SettlmntTyp" required="N"/>
|
|
296
|
+
<field name="FutSettDate" required="N"/>
|
|
297
|
+
<field name="Symbol" required="Y"/>
|
|
298
|
+
<field name="SymbolSfx" required="N"/>
|
|
299
|
+
<field name="SecurityID" required="N"/>
|
|
300
|
+
<field name="IDSource" required="N"/>
|
|
301
|
+
<field name="SecurityType" required="N"/>
|
|
302
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
303
|
+
<field name="MaturityDay" required="N"/>
|
|
304
|
+
<field name="PutOrCall" required="N"/>
|
|
305
|
+
<field name="StrikePrice" required="N"/>
|
|
306
|
+
<field name="OptAttribute" required="N"/>
|
|
307
|
+
<field name="SecurityExchange" required="N"/>
|
|
308
|
+
<field name="Issuer" required="N"/>
|
|
309
|
+
<field name="SecurityDesc" required="N"/>
|
|
310
|
+
<field name="Side" required="Y"/>
|
|
311
|
+
<field name="OrderQty" required="Y"/>
|
|
312
|
+
<field name="OrdType" required="N"/>
|
|
313
|
+
<field name="Price" required="N"/>
|
|
314
|
+
<field name="StopPx" required="N"/>
|
|
315
|
+
<field name="PegDifference" required="N"/>
|
|
316
|
+
<field name="Currency" required="N"/>
|
|
317
|
+
<field name="TimeInForce" required="N"/>
|
|
318
|
+
<field name="ExpireTime" required="N"/>
|
|
319
|
+
<field name="ExecInst" required="N"/>
|
|
320
|
+
<field name="Rule80A" required="N"/>
|
|
321
|
+
<field name="LastShares" required="Y"/>
|
|
322
|
+
<field name="LastPx" required="Y"/>
|
|
323
|
+
<field name="LastSpotRate" required="N"/>
|
|
324
|
+
<field name="LastForwardPoints" required="N"/>
|
|
325
|
+
<field name="LastMkt" required="N"/>
|
|
326
|
+
<field name="LastCapacity" required="N"/>
|
|
327
|
+
<field name="LeavesQty" required="Y"/>
|
|
328
|
+
<field name="CumQty" required="Y"/>
|
|
329
|
+
<field name="AvgPx" required="Y"/>
|
|
330
|
+
<field name="TradeDate" required="N"/>
|
|
331
|
+
<field name="TransactTime" required="N"/>
|
|
332
|
+
<field name="ReportToExch" required="N"/>
|
|
333
|
+
<field name="Commission" required="N"/>
|
|
334
|
+
<field name="CommType" required="N"/>
|
|
335
|
+
<field name="SettlCurrAmt" required="N"/>
|
|
336
|
+
<field name="SettlCurrency" required="N"/>
|
|
337
|
+
<field name="Text" required="N"/>
|
|
338
|
+
</message>
|
|
339
|
+
<message name="DontKnowTrade" msgtype="Q" msgcat="app">
|
|
340
|
+
<field name="OrderID" required="N"/>
|
|
341
|
+
<field name="ExecID" required="N"/>
|
|
342
|
+
<field name="DKReason" required="Y"/>
|
|
343
|
+
<field name="Symbol" required="Y"/>
|
|
344
|
+
<field name="SymbolSfx" required="N"/>
|
|
345
|
+
<field name="SecurityID" required="N"/>
|
|
346
|
+
<field name="IDSource" required="N"/>
|
|
347
|
+
<field name="SecurityType" required="N"/>
|
|
348
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
349
|
+
<field name="MaturityDay" required="N"/>
|
|
350
|
+
<field name="PutOrCall" required="N"/>
|
|
351
|
+
<field name="StrikePrice" required="N"/>
|
|
352
|
+
<field name="OptAttribute" required="N"/>
|
|
353
|
+
<field name="SecurityExchange" required="N"/>
|
|
354
|
+
<field name="Issuer" required="N"/>
|
|
355
|
+
<field name="SecurityDesc" required="N"/>
|
|
356
|
+
<field name="Side" required="Y"/>
|
|
357
|
+
<field name="OrderQty" required="N"/>
|
|
358
|
+
<field name="CashOrderQty" required="N"/>
|
|
359
|
+
<field name="LastShares" required="N"/>
|
|
360
|
+
<field name="LastPx" required="N"/>
|
|
361
|
+
<field name="Text" required="N"/>
|
|
362
|
+
</message>
|
|
363
|
+
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
|
|
364
|
+
<field name="OrderID" required="N"/>
|
|
365
|
+
<field name="ClientID" required="N"/>
|
|
366
|
+
<field name="ExecBroker" required="N"/>
|
|
367
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
368
|
+
<field name="ClOrdID" required="Y"/>
|
|
369
|
+
<field name="ListID" required="N"/>
|
|
370
|
+
<field name="Account" required="N"/>
|
|
371
|
+
<field name="SettlmntTyp" required="N"/>
|
|
372
|
+
<field name="FutSettDate" required="N"/>
|
|
373
|
+
<field name="HandlInst" required="Y"/>
|
|
374
|
+
<field name="ExecInst" required="N"/>
|
|
375
|
+
<field name="MinQty" required="N"/>
|
|
376
|
+
<field name="MaxFloor" required="N"/>
|
|
377
|
+
<field name="ExDestination" required="N"/>
|
|
378
|
+
<field name="Symbol" required="Y"/>
|
|
379
|
+
<field name="SymbolSfx" required="N"/>
|
|
380
|
+
<field name="SecurityID" required="N"/>
|
|
381
|
+
<field name="IDSource" required="N"/>
|
|
382
|
+
<field name="SecurityType" required="N"/>
|
|
383
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
384
|
+
<field name="MaturityDay" required="N"/>
|
|
385
|
+
<field name="PutOrCall" required="N"/>
|
|
386
|
+
<field name="StrikePrice" required="N"/>
|
|
387
|
+
<field name="OptAttribute" required="N"/>
|
|
388
|
+
<field name="SecurityExchange" required="N"/>
|
|
389
|
+
<field name="Issuer" required="N"/>
|
|
390
|
+
<field name="SecurityDesc" required="N"/>
|
|
391
|
+
<field name="Side" required="Y"/>
|
|
392
|
+
<field name="OrderQty" required="N"/>
|
|
393
|
+
<field name="CashOrderQty" required="N"/>
|
|
394
|
+
<field name="OrdType" required="Y"/>
|
|
395
|
+
<field name="Price" required="N"/>
|
|
396
|
+
<field name="StopPx" required="N"/>
|
|
397
|
+
<field name="PegDifference" required="N"/>
|
|
398
|
+
<field name="Currency" required="N"/>
|
|
399
|
+
<field name="TimeInForce" required="N"/>
|
|
400
|
+
<field name="ExpireTime" required="N"/>
|
|
401
|
+
<field name="Commission" required="N"/>
|
|
402
|
+
<field name="CommType" required="N"/>
|
|
403
|
+
<field name="Rule80A" required="N"/>
|
|
404
|
+
<field name="ForexReq" required="N"/>
|
|
405
|
+
<field name="SettlCurrency" required="N"/>
|
|
406
|
+
<field name="Text" required="N"/>
|
|
407
|
+
<field name="FutSettDate2" required="N"/>
|
|
408
|
+
<field name="OrderQty2" required="N"/>
|
|
409
|
+
<field name="OpenClose" required="N"/>
|
|
410
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
411
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
412
|
+
<field name="MaxShow" required="N"/>
|
|
413
|
+
<field name="LocateReqd" required="N"/>
|
|
414
|
+
</message>
|
|
415
|
+
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
|
|
416
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
417
|
+
<field name="OrderID" required="N"/>
|
|
418
|
+
<field name="ClOrdID" required="Y"/>
|
|
419
|
+
<field name="ListID" required="N"/>
|
|
420
|
+
<field name="ClientID" required="N"/>
|
|
421
|
+
<field name="ExecBroker" required="N"/>
|
|
422
|
+
<field name="Symbol" required="Y"/>
|
|
423
|
+
<field name="SymbolSfx" required="N"/>
|
|
424
|
+
<field name="SecurityID" required="N"/>
|
|
425
|
+
<field name="IDSource" required="N"/>
|
|
426
|
+
<field name="SecurityType" required="N"/>
|
|
427
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
428
|
+
<field name="MaturityDay" required="N"/>
|
|
429
|
+
<field name="PutOrCall" required="N"/>
|
|
430
|
+
<field name="StrikePrice" required="N"/>
|
|
431
|
+
<field name="OptAttribute" required="N"/>
|
|
432
|
+
<field name="SecurityExchange" required="N"/>
|
|
433
|
+
<field name="Issuer" required="N"/>
|
|
434
|
+
<field name="SecurityDesc" required="N"/>
|
|
435
|
+
<field name="Side" required="Y"/>
|
|
436
|
+
<field name="OrderQty" required="N"/>
|
|
437
|
+
<field name="CashOrderQty" required="N"/>
|
|
438
|
+
<field name="Text" required="N"/>
|
|
439
|
+
</message>
|
|
440
|
+
<message name="OrderCancelReject" msgtype="9" msgcat="app">
|
|
441
|
+
<field name="OrderID" required="Y"/>
|
|
442
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
443
|
+
<field name="ClOrdID" required="Y"/>
|
|
444
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
445
|
+
<field name="OrdStatus" required="Y"/>
|
|
446
|
+
<field name="ClientID" required="N"/>
|
|
447
|
+
<field name="ExecBroker" required="N"/>
|
|
448
|
+
<field name="ListID" required="N"/>
|
|
449
|
+
<field name="CxlRejReason" required="N"/>
|
|
450
|
+
<field name="Text" required="N"/>
|
|
451
|
+
</message>
|
|
452
|
+
<message name="OrderStatusRequest" msgtype="H" msgcat="app">
|
|
453
|
+
<field name="OrderID" required="N"/>
|
|
454
|
+
<field name="ClOrdID" required="Y"/>
|
|
455
|
+
<field name="ClientID" required="N"/>
|
|
456
|
+
<field name="ExecBroker" required="N"/>
|
|
457
|
+
<field name="Symbol" required="Y"/>
|
|
458
|
+
<field name="SymbolSfx" required="N"/>
|
|
459
|
+
<field name="SecurityID" required="N"/>
|
|
460
|
+
<field name="IDSource" required="N"/>
|
|
461
|
+
<field name="SecurityType" required="N"/>
|
|
462
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
463
|
+
<field name="MaturityDay" required="N"/>
|
|
464
|
+
<field name="PutOrCall" required="N"/>
|
|
465
|
+
<field name="StrikePrice" required="N"/>
|
|
466
|
+
<field name="OptAttribute" required="N"/>
|
|
467
|
+
<field name="SecurityExchange" required="N"/>
|
|
468
|
+
<field name="Issuer" required="N"/>
|
|
469
|
+
<field name="SecurityDesc" required="N"/>
|
|
470
|
+
<field name="Side" required="Y"/>
|
|
471
|
+
</message>
|
|
472
|
+
<message name="Allocation" msgtype="J" msgcat="app">
|
|
473
|
+
<field name="AllocID" required="Y"/>
|
|
474
|
+
<field name="AllocTransType" required="Y"/>
|
|
475
|
+
<field name="RefAllocID" required="N"/>
|
|
476
|
+
<field name="AllocLinkID" required="N"/>
|
|
477
|
+
<field name="AllocLinkType" required="N"/>
|
|
478
|
+
<group name="NoOrders" required="Y">
|
|
479
|
+
<field name="ClOrdID" required="Y"/>
|
|
480
|
+
<field name="OrderID" required="N"/>
|
|
481
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
482
|
+
<field name="ListID" required="N"/>
|
|
483
|
+
<field name="WaveNo" required="N"/>
|
|
484
|
+
</group>
|
|
485
|
+
<group name="NoExecs" required="N">
|
|
486
|
+
<field name="LastShares" required="N"/>
|
|
487
|
+
<field name="ExecID" required="N"/>
|
|
488
|
+
<field name="LastPx" required="N"/>
|
|
489
|
+
<field name="LastCapacity" required="N"/>
|
|
490
|
+
</group>
|
|
491
|
+
<field name="Side" required="Y"/>
|
|
492
|
+
<field name="Symbol" required="Y"/>
|
|
493
|
+
<field name="SymbolSfx" required="N"/>
|
|
494
|
+
<field name="SecurityID" required="N"/>
|
|
495
|
+
<field name="IDSource" required="N"/>
|
|
496
|
+
<field name="SecurityType" required="N"/>
|
|
497
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
498
|
+
<field name="MaturityDay" required="N"/>
|
|
499
|
+
<field name="PutOrCall" required="N"/>
|
|
500
|
+
<field name="StrikePrice" required="N"/>
|
|
501
|
+
<field name="OptAttribute" required="N"/>
|
|
502
|
+
<field name="SecurityExchange" required="N"/>
|
|
503
|
+
<field name="Issuer" required="N"/>
|
|
504
|
+
<field name="SecurityDesc" required="N"/>
|
|
505
|
+
<field name="Shares" required="Y"/>
|
|
506
|
+
<field name="LastMkt" required="N"/>
|
|
507
|
+
<field name="AvgPx" required="Y"/>
|
|
508
|
+
<field name="Currency" required="N"/>
|
|
509
|
+
<field name="AvgPrxPrecision" required="N"/>
|
|
510
|
+
<field name="TradeDate" required="Y"/>
|
|
511
|
+
<field name="TransactTime" required="N"/>
|
|
512
|
+
<field name="SettlmntTyp" required="N"/>
|
|
513
|
+
<field name="FutSettDate" required="N"/>
|
|
514
|
+
<field name="NetMoney" required="N"/>
|
|
515
|
+
<field name="OpenClose" required="N"/>
|
|
516
|
+
<field name="Text" required="N"/>
|
|
517
|
+
<field name="NumDaysInterest" required="N"/>
|
|
518
|
+
<field name="AccruedInterestRate" required="N"/>
|
|
519
|
+
<group name="NoAllocs" required="Y">
|
|
520
|
+
<field name="AllocAccount" required="Y"/>
|
|
521
|
+
<field name="AllocShares" required="Y"/>
|
|
522
|
+
<field name="ProcessCode" required="N"/>
|
|
523
|
+
<field name="BrokerOfCredit" required="N"/>
|
|
524
|
+
<field name="NotifyBrokerOfCredit" required="N"/>
|
|
525
|
+
<field name="AllocHandlInst" required="N"/>
|
|
526
|
+
<field name="AllocText" required="N"/>
|
|
527
|
+
<field name="ExecBroker" required="N"/>
|
|
528
|
+
<field name="ClientID" required="N"/>
|
|
529
|
+
<field name="Commission" required="N"/>
|
|
530
|
+
<field name="CommType" required="N"/>
|
|
531
|
+
<field name="AllocAvgPx" required="N"/>
|
|
532
|
+
<field name="AllocNetMoney" required="N"/>
|
|
533
|
+
<field name="SettlCurrAmt" required="N"/>
|
|
534
|
+
<field name="SettlCurrency" required="N"/>
|
|
535
|
+
<field name="SettlCurrFxRate" required="N"/>
|
|
536
|
+
<field name="SettlCurrFxRateCalc" required="N"/>
|
|
537
|
+
<field name="AccruedInterestAmt" required="N"/>
|
|
538
|
+
<field name="SettlInstMode" required="N"/>
|
|
539
|
+
<group name="NoMiscFees" required="N">
|
|
540
|
+
<field name="MiscFeeAmt" required="N"/>
|
|
541
|
+
<field name="MiscFeeCurr" required="N"/>
|
|
542
|
+
<field name="MiscFeeType" required="N"/>
|
|
543
|
+
</group>
|
|
544
|
+
</group>
|
|
545
|
+
</message>
|
|
546
|
+
<message name="AllocationACK" msgtype="P" msgcat="app">
|
|
547
|
+
<field name="ClientID" required="N"/>
|
|
548
|
+
<field name="ExecBroker" required="N"/>
|
|
549
|
+
<field name="AllocID" required="Y"/>
|
|
550
|
+
<field name="TradeDate" required="Y"/>
|
|
551
|
+
<field name="TransactTime" required="N"/>
|
|
552
|
+
<field name="AllocStatus" required="Y"/>
|
|
553
|
+
<field name="AllocRejCode" required="N"/>
|
|
554
|
+
<field name="Text" required="N"/>
|
|
555
|
+
</message>
|
|
556
|
+
<message name="SettlementInstructions" msgtype="T" msgcat="app">
|
|
557
|
+
<field name="SettlInstID" required="Y"/>
|
|
558
|
+
<field name="SettlInstTransType" required="Y"/>
|
|
559
|
+
<field name="SettlInstMode" required="Y"/>
|
|
560
|
+
<field name="SettlInstSource" required="Y"/>
|
|
561
|
+
<field name="AllocAccount" required="Y"/>
|
|
562
|
+
<field name="SettlLocation" required="N"/>
|
|
563
|
+
<field name="TradeDate" required="N"/>
|
|
564
|
+
<field name="AllocID" required="N"/>
|
|
565
|
+
<field name="LastMkt" required="N"/>
|
|
566
|
+
<field name="Side" required="N"/>
|
|
567
|
+
<field name="SecurityType" required="N"/>
|
|
568
|
+
<field name="EffectiveTime" required="N"/>
|
|
569
|
+
<field name="TransactTime" required="Y"/>
|
|
570
|
+
<field name="ClientID" required="N"/>
|
|
571
|
+
<field name="ExecBroker" required="N"/>
|
|
572
|
+
<field name="StandInstDbType" required="N"/>
|
|
573
|
+
<field name="StandInstDbName" required="N"/>
|
|
574
|
+
<field name="StandInstDbID" required="N"/>
|
|
575
|
+
<field name="SettlDeliveryType" required="N"/>
|
|
576
|
+
<field name="SettlDepositoryCode" required="N"/>
|
|
577
|
+
<field name="SettlBrkrCode" required="N"/>
|
|
578
|
+
<field name="SettlInstCode" required="N"/>
|
|
579
|
+
<field name="SecuritySettlAgentName" required="N"/>
|
|
580
|
+
<field name="SecuritySettlAgentCode" required="N"/>
|
|
581
|
+
<field name="SecuritySettlAgentAcctNum" required="N"/>
|
|
582
|
+
<field name="SecuritySettlAgentAcctName" required="N"/>
|
|
583
|
+
<field name="SecuritySettlAgentContactName" required="N"/>
|
|
584
|
+
<field name="SecuritySettlAgentContactPhone" required="N"/>
|
|
585
|
+
<field name="CashSettlAgentName" required="N"/>
|
|
586
|
+
<field name="CashSettlAgentCode" required="N"/>
|
|
587
|
+
<field name="CashSettlAgentAcctNum" required="N"/>
|
|
588
|
+
<field name="CashSettlAgentAcctName" required="N"/>
|
|
589
|
+
<field name="CashSettlAgentContactName" required="N"/>
|
|
590
|
+
<field name="CashSettlAgentContactPhone" required="N"/>
|
|
591
|
+
</message>
|
|
592
|
+
<message name="NewOrderList" msgtype="E" msgcat="app">
|
|
593
|
+
<field name="ListID" required="Y"/>
|
|
594
|
+
<field name="WaveNo" required="N"/>
|
|
595
|
+
<field name="ListSeqNo" required="Y"/>
|
|
596
|
+
<field name="ListNoOrds" required="Y"/>
|
|
597
|
+
<field name="ListExecInst" required="N"/>
|
|
598
|
+
<field name="ClOrdID" required="Y"/>
|
|
599
|
+
<field name="ClientID" required="N"/>
|
|
600
|
+
<field name="ExecBroker" required="N"/>
|
|
601
|
+
<field name="Account" required="N"/>
|
|
602
|
+
<field name="SettlmntTyp" required="N"/>
|
|
603
|
+
<field name="FutSettDate" required="N"/>
|
|
604
|
+
<field name="HandlInst" required="Y"/>
|
|
605
|
+
<field name="ExecInst" required="N"/>
|
|
606
|
+
<field name="MinQty" required="N"/>
|
|
607
|
+
<field name="MaxFloor" required="N"/>
|
|
608
|
+
<field name="ExDestination" required="N"/>
|
|
609
|
+
<field name="ProcessCode" required="N"/>
|
|
610
|
+
<field name="Symbol" required="Y"/>
|
|
611
|
+
<field name="SymbolSfx" required="N"/>
|
|
612
|
+
<field name="SecurityID" required="N"/>
|
|
613
|
+
<field name="IDSource" required="N"/>
|
|
614
|
+
<field name="SecurityType" required="N"/>
|
|
615
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
616
|
+
<field name="MaturityDay" required="N"/>
|
|
617
|
+
<field name="PutOrCall" required="N"/>
|
|
618
|
+
<field name="StrikePrice" required="N"/>
|
|
619
|
+
<field name="OptAttribute" required="N"/>
|
|
620
|
+
<field name="SecurityExchange" required="N"/>
|
|
621
|
+
<field name="Issuer" required="N"/>
|
|
622
|
+
<field name="SecurityDesc" required="N"/>
|
|
623
|
+
<field name="PrevClosePx" required="N"/>
|
|
624
|
+
<field name="Side" required="Y"/>
|
|
625
|
+
<field name="LocateReqd" required="N"/>
|
|
626
|
+
<field name="OrderQty" required="Y"/>
|
|
627
|
+
<field name="OrdType" required="Y"/>
|
|
628
|
+
<field name="Price" required="N"/>
|
|
629
|
+
<field name="StopPx" required="N"/>
|
|
630
|
+
<field name="PegDifference" required="N"/>
|
|
631
|
+
<field name="Currency" required="N"/>
|
|
632
|
+
<field name="TimeInForce" required="N"/>
|
|
633
|
+
<field name="ExpireTime" required="N"/>
|
|
634
|
+
<field name="Commission" required="N"/>
|
|
635
|
+
<field name="CommType" required="N"/>
|
|
636
|
+
<field name="Rule80A" required="N"/>
|
|
637
|
+
<field name="ForexReq" required="N"/>
|
|
638
|
+
<field name="SettlCurrency" required="N"/>
|
|
639
|
+
<field name="Text" required="N"/>
|
|
640
|
+
<field name="FutSettDate2" required="N"/>
|
|
641
|
+
<field name="OrderQty2" required="N"/>
|
|
642
|
+
<field name="OpenClose" required="N"/>
|
|
643
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
644
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
645
|
+
<field name="MaxShow" required="N"/>
|
|
646
|
+
</message>
|
|
647
|
+
<message name="ListStatus" msgtype="N" msgcat="app">
|
|
648
|
+
<field name="ListID" required="Y"/>
|
|
649
|
+
<field name="WaveNo" required="N"/>
|
|
650
|
+
<field name="NoRpts" required="Y"/>
|
|
651
|
+
<field name="RptSeq" required="Y"/>
|
|
652
|
+
<group name="NoOrders" required="Y">
|
|
653
|
+
<field name="ClOrdID" required="Y"/>
|
|
654
|
+
<field name="CumQty" required="Y"/>
|
|
655
|
+
<field name="LeavesQty" required="Y"/>
|
|
656
|
+
<field name="CxlQty" required="Y"/>
|
|
657
|
+
<field name="AvgPx" required="Y"/>
|
|
658
|
+
</group>
|
|
659
|
+
</message>
|
|
660
|
+
<message name="ListExecute" msgtype="L" msgcat="app">
|
|
661
|
+
<field name="ListID" required="Y"/>
|
|
662
|
+
<field name="WaveNo" required="N"/>
|
|
663
|
+
<field name="Text" required="N"/>
|
|
664
|
+
</message>
|
|
665
|
+
<message name="ListCancelRequest" msgtype="K" msgcat="app">
|
|
666
|
+
<field name="ListID" required="Y"/>
|
|
667
|
+
<field name="WaveNo" required="N"/>
|
|
668
|
+
<field name="Text" required="N"/>
|
|
669
|
+
</message>
|
|
670
|
+
<message name="ListStatusRequest" msgtype="M" msgcat="app">
|
|
671
|
+
<field name="ListID" required="Y"/>
|
|
672
|
+
<field name="WaveNo" required="N"/>
|
|
673
|
+
<field name="Text" required="N"/>
|
|
674
|
+
</message>
|
|
675
|
+
</messages>
|
|
676
|
+
<fields>
|
|
677
|
+
<field number="1" name="Account" type="STRING"/>
|
|
678
|
+
<field number="2" name="AdvId" type="STRING"/>
|
|
679
|
+
<field number="3" name="AdvRefID" type="STRING"/>
|
|
680
|
+
<field number="4" name="AdvSide" type="STRING">
|
|
681
|
+
<value enum="B" description="BUY"/>
|
|
682
|
+
<value enum="S" description="SELL"/>
|
|
683
|
+
<value enum="X" description="CROSS"/>
|
|
684
|
+
<value enum="T" description="TRADE"/>
|
|
685
|
+
</field>
|
|
686
|
+
<field number="5" name="AdvTransType" type="STRING">
|
|
687
|
+
<value enum="N" description="NEW"/>
|
|
688
|
+
<value enum="C" description="CANCEL"/>
|
|
689
|
+
<value enum="R" description="REPLACE"/>
|
|
690
|
+
</field>
|
|
691
|
+
<field number="6" name="AvgPx" type="FLOAT"/>
|
|
692
|
+
<field number="7" name="BeginSeqNo" type="INT"/>
|
|
693
|
+
<field number="8" name="BeginString" type="STRING"/>
|
|
694
|
+
<field number="9" name="BodyLength" type="INT"/>
|
|
695
|
+
<field number="10" name="CheckSum" type="STRING"/>
|
|
696
|
+
<field number="11" name="ClOrdID" type="STRING"/>
|
|
697
|
+
<field number="12" name="Commission" type="FLOAT"/>
|
|
698
|
+
<field number="13" name="CommType" type="STRING">
|
|
699
|
+
<value enum="1" description="PER_SHARE"/>
|
|
700
|
+
<value enum="2" description="PERCENTAGE"/>
|
|
701
|
+
<value enum="3" description="ABSOLUTE"/>
|
|
702
|
+
</field>
|
|
703
|
+
<field number="14" name="CumQty" type="INT"/>
|
|
704
|
+
<field number="15" name="Currency" type="STRING"/>
|
|
705
|
+
<field number="16" name="EndSeqNo" type="INT"/>
|
|
706
|
+
<field number="17" name="ExecID" type="STRING"/>
|
|
707
|
+
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
|
|
708
|
+
<value enum="1" description="NOT_HELD"/>
|
|
709
|
+
<value enum="2" description="WORK"/>
|
|
710
|
+
<value enum="3" description="GO_ALONG"/>
|
|
711
|
+
<value enum="4" description="OVER_THE_DAY"/>
|
|
712
|
+
<value enum="5" description="HELD"/>
|
|
713
|
+
<value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
|
|
714
|
+
<value enum="7" description="STRICT_SCALE"/>
|
|
715
|
+
<value enum="8" description="TRY_TO_SCALE"/>
|
|
716
|
+
<value enum="9" description="STAY_ON_BIDSIDE"/>
|
|
717
|
+
<value enum="0" description="STAY_ON_OFFERSIDE"/>
|
|
718
|
+
<value enum="A" description="NO_CROSS"/>
|
|
719
|
+
<value enum="B" description="OK_TO_CROSS"/>
|
|
720
|
+
<value enum="C" description="CALL_FIRST"/>
|
|
721
|
+
<value enum="D" description="PERCENT_OF_VOLUME"/>
|
|
722
|
+
<value enum="E" description="DO_NOT_INCREASE_DNI"/>
|
|
723
|
+
<value enum="F" description="DO_NOT_REDUCE_DNR"/>
|
|
724
|
+
<value enum="G" description="ALL_OR_NONE_AON"/>
|
|
725
|
+
<value enum="I" description="INSTITUTIONS_ONLY"/>
|
|
726
|
+
<value enum="L" description="LAST_PEG"/>
|
|
727
|
+
<value enum="M" description="MIDPRICE_PEG"/>
|
|
728
|
+
<value enum="N" description="NONNEGOTIABLE"/>
|
|
729
|
+
<value enum="O" description="OPENING_PEG"/>
|
|
730
|
+
<value enum="P" description="MARKET_PEG"/>
|
|
731
|
+
<value enum="R" description="PRIMARY_PEG"/>
|
|
732
|
+
<value enum="S" description="SUSPEND"/>
|
|
733
|
+
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
|
|
734
|
+
<value enum="V" description="NETTING"/>
|
|
735
|
+
</field>
|
|
736
|
+
<field number="19" name="ExecRefID" type="STRING"/>
|
|
737
|
+
<field number="20" name="ExecTransType" type="STRING">
|
|
738
|
+
<value enum="0" description="NEW"/>
|
|
739
|
+
<value enum="1" description="CANCEL"/>
|
|
740
|
+
<value enum="2" description="CORRECT"/>
|
|
741
|
+
<value enum="3" description="STATUS"/>
|
|
742
|
+
</field>
|
|
743
|
+
<field number="21" name="HandlInst" type="STRING">
|
|
744
|
+
<value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
|
|
745
|
+
<value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
|
|
746
|
+
<value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
|
|
747
|
+
</field>
|
|
748
|
+
<field number="22" name="IDSource" type="STRING">
|
|
749
|
+
<value enum="1" description="CUSIP"/>
|
|
750
|
+
<value enum="2" description="SEDOL"/>
|
|
751
|
+
<value enum="3" description="QUIK"/>
|
|
752
|
+
<value enum="4" description="ISIN_NUMBER"/>
|
|
753
|
+
<value enum="5" description="RIC_CODE"/>
|
|
754
|
+
<value enum="6" description="ISO_CURRENCY_CODE"/>
|
|
755
|
+
<value enum="7" description="ISO_COUNTRY_CODE"/>
|
|
756
|
+
</field>
|
|
757
|
+
<field number="23" name="IOIid" type="STRING"/>
|
|
758
|
+
<field number="24" name="IOIOthSvc" type="STRING"/>
|
|
759
|
+
<field number="25" name="IOIQltyInd" type="STRING">
|
|
760
|
+
<value enum="L" description="LOW"/>
|
|
761
|
+
<value enum="M" description="MEDIUM"/>
|
|
762
|
+
<value enum="H" description="HIGH"/>
|
|
763
|
+
</field>
|
|
764
|
+
<field number="26" name="IOIRefID" type="STRING"/>
|
|
765
|
+
<field number="27" name="IOIShares" type="STRING"/>
|
|
766
|
+
<field number="28" name="IOITransType" type="STRING">
|
|
767
|
+
<value enum="N" description="NEW"/>
|
|
768
|
+
<value enum="C" description="CANCEL"/>
|
|
769
|
+
<value enum="R" description="REPLACE"/>
|
|
770
|
+
</field>
|
|
771
|
+
<field number="29" name="LastCapacity" type="STRING">
|
|
772
|
+
<value enum="1" description="AGENT"/>
|
|
773
|
+
<value enum="2" description="CROSS_AS_AGENT"/>
|
|
774
|
+
<value enum="3" description="CROSS_AS_PRINCIPAL"/>
|
|
775
|
+
<value enum="4" description="PRINCIPAL"/>
|
|
776
|
+
</field>
|
|
777
|
+
<field number="30" name="LastMkt" type="STRING"/>
|
|
778
|
+
<field number="31" name="LastPx" type="FLOAT"/>
|
|
779
|
+
<field number="32" name="LastShares" type="INT"/>
|
|
780
|
+
<field number="33" name="LinesOfText" type="INT"/>
|
|
781
|
+
<field number="34" name="MsgSeqNum" type="INT"/>
|
|
782
|
+
<field number="35" name="MsgType" type="STRING">
|
|
783
|
+
<value enum="0" description="HEARTBEAT" />
|
|
784
|
+
<value enum="1" description="TEST_REQUEST" />
|
|
785
|
+
<value enum="2" description="RESEND_REQUEST" />
|
|
786
|
+
<value enum="3" description="REJECT" />
|
|
787
|
+
<value enum="4" description="SEQUENCE_RESET" />
|
|
788
|
+
<value enum="5" description="LOGOUT" />
|
|
789
|
+
<value enum="6" description="INDICATION_OF_INTEREST" />
|
|
790
|
+
<value enum="7" description="ADVERTISEMENT" />
|
|
791
|
+
<value enum="8" description="EXECUTION_REPORT" />
|
|
792
|
+
<value enum="9" description="ORDER_CANCEL_REJECT" />
|
|
793
|
+
<value enum="A" description="LOGON" />
|
|
794
|
+
<value enum="B" description="NEWS" />
|
|
795
|
+
<value enum="C" description="EMAIL" />
|
|
796
|
+
<value enum="D" description="ORDER_SINGLE" />
|
|
797
|
+
<value enum="E" description="ORDER_LIST" />
|
|
798
|
+
<value enum="F" description="ORDER_CANCEL_REQUEST" />
|
|
799
|
+
<value enum="G" description="ORDER_CANCEL" />
|
|
800
|
+
<value enum="H" description="ORDER_STATUS_REQUEST" />
|
|
801
|
+
<value enum="J" description="ALLOCATION" />
|
|
802
|
+
<value enum="K" description="LIST_CANCEL_REQUEST" />
|
|
803
|
+
<value enum="L" description="LIST_EXECUTE" />
|
|
804
|
+
<value enum="M" description="LIST_STATUS_REQUEST" />
|
|
805
|
+
<value enum="N" description="LIST_STATUS" />
|
|
806
|
+
<value enum="P" description="ALLOCATION_ACK" />
|
|
807
|
+
<value enum="Q" description="DONT_KNOW_TRADE" />
|
|
808
|
+
<value enum="R" description="QUOTE_REQUEST" />
|
|
809
|
+
<value enum="S" description="QUOTE" />
|
|
810
|
+
<value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
|
|
811
|
+
</field>
|
|
812
|
+
<field number="36" name="NewSeqNo" type="INT"/>
|
|
813
|
+
<field number="37" name="OrderID" type="STRING"/>
|
|
814
|
+
<field number="38" name="OrderQty" type="INT"/>
|
|
815
|
+
<field number="39" name="OrdStatus" type="STRING">
|
|
816
|
+
<value enum="0" description="NEW"/>
|
|
817
|
+
<value enum="1" description="PARTIALLY_FILLED"/>
|
|
818
|
+
<value enum="2" description="FILLED"/>
|
|
819
|
+
<value enum="3" description="DONE_FOR_DAY"/>
|
|
820
|
+
<value enum="4" description="CANCELED"/>
|
|
821
|
+
<value enum="5" description="REPLACED"/>
|
|
822
|
+
<value enum="6" description="PENDING_CANCELREPLACE"/>
|
|
823
|
+
<value enum="7" description="STOPPED"/>
|
|
824
|
+
<value enum="8" description="REJECTED"/>
|
|
825
|
+
<value enum="9" description="SUSPENDED"/>
|
|
826
|
+
<value enum="A" description="PENDING_NEW"/>
|
|
827
|
+
<value enum="B" description="CALCULATED"/>
|
|
828
|
+
<value enum="C" description="EXPIRED"/>
|
|
829
|
+
</field>
|
|
830
|
+
<field number="40" name="OrdType" type="STRING">
|
|
831
|
+
<value enum="1" description="MARKET"/>
|
|
832
|
+
<value enum="2" description="LIMIT"/>
|
|
833
|
+
<value enum="3" description="STOP"/>
|
|
834
|
+
<value enum="4" description="STOP_LIMIT"/>
|
|
835
|
+
<value enum="5" description="MARKET_ON_CLOSE"/>
|
|
836
|
+
<value enum="6" description="WITH_OR_WITHOUT"/>
|
|
837
|
+
<value enum="7" description="LIMIT_OR_BETTER"/>
|
|
838
|
+
<value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
|
|
839
|
+
<value enum="9" description="ON_BASIS"/>
|
|
840
|
+
<value enum="A" description="ON_CLOSE"/>
|
|
841
|
+
<value enum="B" description="LIMIT_ON_CLOSE"/>
|
|
842
|
+
<value enum="C" description="FOREX_MARKET"/>
|
|
843
|
+
<value enum="D" description="PREVIOUSLY_QUOTED"/>
|
|
844
|
+
<value enum="E" description="PREVIOUSLY_INDICATED"/>
|
|
845
|
+
<value enum="F" description="FOREX_LIMIT"/>
|
|
846
|
+
<value enum="G" description="FOREX_SWAP"/>
|
|
847
|
+
<value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
|
|
848
|
+
<value enum="P" description="PEGGED"/>
|
|
849
|
+
</field>
|
|
850
|
+
<field number="41" name="OrigClOrdID" type="STRING"/>
|
|
851
|
+
<field number="42" name="OrigTime" type="TIME"/>
|
|
852
|
+
<field number="43" name="PossDupFlag" type="STRING">
|
|
853
|
+
<value enum="Y" description="POSSIBLE_DUPLICATE"/>
|
|
854
|
+
<value enum="N" description="ORIGINAL_TRANSMISSION"/>
|
|
855
|
+
</field>
|
|
856
|
+
<field number="44" name="Price" type="FLOAT"/>
|
|
857
|
+
<field number="45" name="RefSeqNum" type="INT"/>
|
|
858
|
+
<field number="46" name="RelatdSym" type="STRING"/>
|
|
859
|
+
<field number="47" name="Rule80A" type="STRING">
|
|
860
|
+
<value enum="A" description="AGENCY_SINGLE_ORDER"/>
|
|
861
|
+
<value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
|
|
862
|
+
<value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
863
|
+
<value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
864
|
+
<value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
|
|
865
|
+
<value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
|
|
866
|
+
<value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
|
|
867
|
+
<value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
868
|
+
<value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
869
|
+
<value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
|
|
870
|
+
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
871
|
+
<value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
872
|
+
<value enum="O" description="COMPETING_DEALER_TRADES_O"/>
|
|
873
|
+
<value enum="P" description="PRINCIPAL"/>
|
|
874
|
+
<value enum="R" description="COMPETING_DEALER_TRADES_R"/>
|
|
875
|
+
<value enum="S" description="SPECIALIST_TRADES"/>
|
|
876
|
+
<value enum="T" description="COMPETING_DEALER_TRADES_T"/>
|
|
877
|
+
<value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
878
|
+
<value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
|
|
879
|
+
<value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
|
|
880
|
+
<value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
881
|
+
<value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
|
|
882
|
+
</field>
|
|
883
|
+
<field number="48" name="SecurityID" type="STRING"/>
|
|
884
|
+
<field number="49" name="SenderCompID" type="STRING"/>
|
|
885
|
+
<field number="50" name="SenderSubID" type="STRING"/>
|
|
886
|
+
<field number="52" name="SendingTime" type="TIME"/>
|
|
887
|
+
<field number="53" name="Shares" type="INT"/>
|
|
888
|
+
<field number="54" name="Side" type="STRING">
|
|
889
|
+
<value enum="1" description="BUY"/>
|
|
890
|
+
<value enum="2" description="SELL"/>
|
|
891
|
+
<value enum="3" description="BUY_MINUS"/>
|
|
892
|
+
<value enum="4" description="SELL_PLUS"/>
|
|
893
|
+
<value enum="5" description="SELL_SHORT"/>
|
|
894
|
+
<value enum="6" description="SELL_SHORT_EXEMPT"/>
|
|
895
|
+
<value enum="7" description="D"/>
|
|
896
|
+
<value enum="8" description="CROSS"/>
|
|
897
|
+
</field>
|
|
898
|
+
<field number="55" name="Symbol" type="STRING"/>
|
|
899
|
+
<field number="56" name="TargetCompID" type="STRING"/>
|
|
900
|
+
<field number="57" name="TargetSubID" type="STRING"/>
|
|
901
|
+
<field number="58" name="Text" type="STRING"/>
|
|
902
|
+
<field number="59" name="TimeInForce" type="STRING">
|
|
903
|
+
<value enum="0" description="DAY"/>
|
|
904
|
+
<value enum="1" description="GOOD_TILL_CANCEL"/>
|
|
905
|
+
<value enum="2" description="AT_THE_OPENING"/>
|
|
906
|
+
<value enum="3" description="IMMEDIATE_OR_CANCEL"/>
|
|
907
|
+
<value enum="4" description="FILL_OR_KILL"/>
|
|
908
|
+
<value enum="5" description="GOOD_TILL_CROSSING"/>
|
|
909
|
+
<value enum="6" description="GOOD_TILL_DATE"/>
|
|
910
|
+
</field>
|
|
911
|
+
<field number="60" name="TransactTime" type="TIME"/>
|
|
912
|
+
<field number="61" name="Urgency" type="STRING">
|
|
913
|
+
<value enum="0" description="NORMAL"/>
|
|
914
|
+
<value enum="1" description="FLASH"/>
|
|
915
|
+
<value enum="2" description="BACKGROUND"/>
|
|
916
|
+
</field>
|
|
917
|
+
<field number="62" name="ValidUntilTime" type="TIME"/>
|
|
918
|
+
<field number="63" name="SettlmntTyp" type="STRING">
|
|
919
|
+
<value enum="0" description="REGULAR"/>
|
|
920
|
+
<value enum="1" description="CASH"/>
|
|
921
|
+
<value enum="2" description="NEXT_DAY"/>
|
|
922
|
+
<value enum="3" description="TPLUS2"/>
|
|
923
|
+
<value enum="4" description="TPLUS3"/>
|
|
924
|
+
<value enum="5" description="TPLUS4"/>
|
|
925
|
+
<value enum="6" description="FUTURE"/>
|
|
926
|
+
<value enum="7" description="WHEN_ISSUED"/>
|
|
927
|
+
<value enum="8" description="SELLERS_OPTION"/>
|
|
928
|
+
<value enum="9" description="TPLUS5"/>
|
|
929
|
+
</field>
|
|
930
|
+
<field number="64" name="FutSettDate" type="DATE"/>
|
|
931
|
+
<field number="65" name="SymbolSfx" type="STRING"/>
|
|
932
|
+
<field number="66" name="ListID" type="STRING"/>
|
|
933
|
+
<field number="67" name="ListSeqNo" type="INT"/>
|
|
934
|
+
<field number="68" name="ListNoOrds" type="INT"/>
|
|
935
|
+
<field number="69" name="ListExecInst" type="STRING"/>
|
|
936
|
+
<field number="70" name="AllocID" type="STRING"/>
|
|
937
|
+
<field number="71" name="AllocTransType" type="STRING">
|
|
938
|
+
<value enum="0" description="NEW"/>
|
|
939
|
+
<value enum="1" description="REPLACE"/>
|
|
940
|
+
<value enum="2" description="CANCEL"/>
|
|
941
|
+
<value enum="3" description="PRELIMINARY"/>
|
|
942
|
+
<value enum="4" description="CALCULATED"/>
|
|
943
|
+
</field>
|
|
944
|
+
<field number="72" name="RefAllocID" type="STRING"/>
|
|
945
|
+
<field number="73" name="NoOrders" type="INT"/>
|
|
946
|
+
<field number="74" name="AvgPrxPrecision" type="INT"/>
|
|
947
|
+
<field number="75" name="TradeDate" type="DATE"/>
|
|
948
|
+
<field number="76" name="ExecBroker" type="STRING"/>
|
|
949
|
+
<field number="77" name="OpenClose" type="STRING"/>
|
|
950
|
+
<field number="78" name="NoAllocs" type="INT"/>
|
|
951
|
+
<field number="79" name="AllocAccount" type="STRING"/>
|
|
952
|
+
<field number="80" name="AllocShares" type="INT"/>
|
|
953
|
+
<field number="81" name="ProcessCode" type="STRING">
|
|
954
|
+
<value enum="0" description="REGULAR"/>
|
|
955
|
+
<value enum="1" description="SOFT_DOLLAR"/>
|
|
956
|
+
<value enum="2" description="STEPIN"/>
|
|
957
|
+
<value enum="3" description="STEPOUT"/>
|
|
958
|
+
<value enum="4" description="SOFTDOLLAR_STEPIN"/>
|
|
959
|
+
<value enum="5" description="SOFTDOLLAR_STEPOUT"/>
|
|
960
|
+
<value enum="6" description="PLAN_SPONSOR"/>
|
|
961
|
+
</field>
|
|
962
|
+
<field number="82" name="NoRpts" type="INT"/>
|
|
963
|
+
<field number="83" name="RptSeq" type="INT"/>
|
|
964
|
+
<field number="84" name="CxlQty" type="INT"/>
|
|
965
|
+
<field number="85" name="NoDlvyInst" type="INT"/>
|
|
966
|
+
<field number="86" name="DlvyInst" type="STRING"/>
|
|
967
|
+
<field number="87" name="AllocStatus" type="INT">
|
|
968
|
+
<value enum="0" description="ACCEPTED"/>
|
|
969
|
+
<value enum="1" description="REJECTED"/>
|
|
970
|
+
<value enum="2" description="PARTIAL_ACCEPT"/>
|
|
971
|
+
<value enum="3" description="RECEIVED"/>
|
|
972
|
+
</field>
|
|
973
|
+
<field number="88" name="AllocRejCode" type="INT">
|
|
974
|
+
<value enum="0" description="UNKNOWN_ACCOUNT"/>
|
|
975
|
+
<value enum="1" description="INCORRECT_QUANTITY"/>
|
|
976
|
+
<value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
|
|
977
|
+
<value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
|
|
978
|
+
<value enum="4" description="COMMISSION_DIFFERENCE"/>
|
|
979
|
+
<value enum="5" description="UNKNOWN_ORDERID"/>
|
|
980
|
+
<value enum="6" description="UNKNOWN_LISTID"/>
|
|
981
|
+
<value enum="7" description="OTHER"/>
|
|
982
|
+
</field>
|
|
983
|
+
<field number="89" name="Signature" type="DATA"/>
|
|
984
|
+
<field number="90" name="SecureDataLen" type="INT"/>
|
|
985
|
+
<field number="91" name="SecureData" type="DATA"/>
|
|
986
|
+
<field number="92" name="BrokerOfCredit" type="STRING"/>
|
|
987
|
+
<field number="93" name="SignatureLength" type="INT"/>
|
|
988
|
+
<field number="94" name="EmailType" type="STRING">
|
|
989
|
+
<value enum="0" description="NEW"/>
|
|
990
|
+
<value enum="1" description="REPLY"/>
|
|
991
|
+
<value enum="2" description="ADMIN_REPLY"/>
|
|
992
|
+
</field>
|
|
993
|
+
<field number="95" name="RawDataLength" type="INT"/>
|
|
994
|
+
<field number="96" name="RawData" type="DATA"/>
|
|
995
|
+
<field number="97" name="PossResend" type="STRING"/>
|
|
996
|
+
<field number="98" name="EncryptMethod" type="INT">
|
|
997
|
+
<value enum="0" description="NONE_OTHER"/>
|
|
998
|
+
<value enum="1" description="PKCS"/>
|
|
999
|
+
<value enum="2" description="DES"/>
|
|
1000
|
+
<value enum="3" description="PKCSDES"/>
|
|
1001
|
+
<value enum="4" description="PGPDES"/>
|
|
1002
|
+
<value enum="5" description="PGPDESMD5"/>
|
|
1003
|
+
<value enum="6" description="PEMDESMD5"/>
|
|
1004
|
+
</field>
|
|
1005
|
+
<field number="99" name="StopPx" type="FLOAT"/>
|
|
1006
|
+
<field number="100" name="ExDestination" type="STRING"/>
|
|
1007
|
+
<field number="102" name="CxlRejReason" type="INT">
|
|
1008
|
+
<value enum="0" description="TOO_LATE_TO_CANCEL"/>
|
|
1009
|
+
<value enum="1" description="UNKNOWN_ORDER"/>
|
|
1010
|
+
</field>
|
|
1011
|
+
<field number="103" name="OrdRejReason" type="INT">
|
|
1012
|
+
<value enum="0" description="BROKER_OPTION"/>
|
|
1013
|
+
<value enum="1" description="UNKNOWN_SYMBOL"/>
|
|
1014
|
+
<value enum="2" description="EXCHANGE_CLOSED"/>
|
|
1015
|
+
<value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
|
|
1016
|
+
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
1017
|
+
<value enum="5" description="UNKNOWN_ORDER"/>
|
|
1018
|
+
<value enum="6" description="DUPLICATE_ORDER"/>
|
|
1019
|
+
</field>
|
|
1020
|
+
<field number="104" name="IOIQualifier" type="STRING">
|
|
1021
|
+
<value enum="X" description="CROSSING_OPPORTUNITY"/>
|
|
1022
|
+
<value enum="O" description="AT_THE_OPEN"/>
|
|
1023
|
+
<value enum="M" description="MORE_BEHIND"/>
|
|
1024
|
+
<value enum="P" description="TAKING_A_POSITION"/>
|
|
1025
|
+
<value enum="V" description="VERSUS"/>
|
|
1026
|
+
<value enum="Q" description="AT_THE_MARKET"/>
|
|
1027
|
+
<value enum="C" description="AT_THE_CLOSE"/>
|
|
1028
|
+
<value enum="S" description="PORTFOLIO_SHOWN"/>
|
|
1029
|
+
<value enum="I" description="IN_TOUCH_WITH"/>
|
|
1030
|
+
<value enum="W" description="INDICATION_WORKING_AWAY"/>
|
|
1031
|
+
<value enum="A" description="ALL_OR_NONE"/>
|
|
1032
|
+
<value enum="L" description="LIMIT"/>
|
|
1033
|
+
<value enum="T" description="THROUGH_THE_DAY"/>
|
|
1034
|
+
<value enum="Y" description="AT_THE_MIDPOINT"/>
|
|
1035
|
+
<value enum="Z" description="PREOPEN"/>
|
|
1036
|
+
</field>
|
|
1037
|
+
<field number="105" name="WaveNo" type="STRING"/>
|
|
1038
|
+
<field number="106" name="Issuer" type="STRING"/>
|
|
1039
|
+
<field number="107" name="SecurityDesc" type="STRING"/>
|
|
1040
|
+
<field number="108" name="HeartBtInt" type="INT"/>
|
|
1041
|
+
<field number="109" name="ClientID" type="STRING"/>
|
|
1042
|
+
<field number="110" name="MinQty" type="INT"/>
|
|
1043
|
+
<field number="111" name="MaxFloor" type="INT"/>
|
|
1044
|
+
<field number="112" name="TestReqID" type="STRING"/>
|
|
1045
|
+
<field number="113" name="ReportToExch" type="STRING">
|
|
1046
|
+
<value enum="Y" description="YES"/>
|
|
1047
|
+
<value enum="N" description="NO"/>
|
|
1048
|
+
</field>
|
|
1049
|
+
<field number="114" name="LocateReqd" type="STRING">
|
|
1050
|
+
<value enum="Y" description="YES"/>
|
|
1051
|
+
<value enum="N" description="NO"/>
|
|
1052
|
+
</field>
|
|
1053
|
+
<field number="115" name="OnBehalfOfCompID" type="STRING"/>
|
|
1054
|
+
<field number="116" name="OnBehalfOfSubID" type="STRING"/>
|
|
1055
|
+
<field number="117" name="QuoteID" type="STRING"/>
|
|
1056
|
+
<field number="118" name="NetMoney" type="FLOAT"/>
|
|
1057
|
+
<field number="119" name="SettlCurrAmt" type="FLOAT"/>
|
|
1058
|
+
<field number="120" name="SettlCurrency" type="STRING"/>
|
|
1059
|
+
<field number="121" name="ForexReq" type="STRING">
|
|
1060
|
+
<value enum="Y" description="YES"/>
|
|
1061
|
+
<value enum="N" description="NO"/>
|
|
1062
|
+
</field>
|
|
1063
|
+
<field number="122" name="OrigSendingTime" type="TIME"/>
|
|
1064
|
+
<field number="123" name="GapFillFlag" type="STRING">
|
|
1065
|
+
<value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
|
|
1066
|
+
<value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
|
|
1067
|
+
</field>
|
|
1068
|
+
<field number="124" name="NoExecs" type="INT"/>
|
|
1069
|
+
<field number="126" name="ExpireTime" type="TIME"/>
|
|
1070
|
+
<field number="127" name="DKReason" type="STRING">
|
|
1071
|
+
<value enum="A" description="UNKNOWN_SYMBOL"/>
|
|
1072
|
+
<value enum="B" description="WRONG_SIDE"/>
|
|
1073
|
+
<value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
|
|
1074
|
+
<value enum="D" description="NO_MATCHING_ORDER"/>
|
|
1075
|
+
<value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
|
|
1076
|
+
<value enum="Z" description="OTHER" />
|
|
1077
|
+
</field>
|
|
1078
|
+
<field number="128" name="DeliverToCompID" type="STRING"/>
|
|
1079
|
+
<field number="129" name="DeliverToSubID" type="STRING"/>
|
|
1080
|
+
<field number="130" name="IOINaturalFlag" type="STRING">
|
|
1081
|
+
<value enum="Y" description="NATURAL"/>
|
|
1082
|
+
<value enum="N" description="NOT_NATURAL"/>
|
|
1083
|
+
</field>
|
|
1084
|
+
<field number="131" name="QuoteReqID" type="STRING"/>
|
|
1085
|
+
<field number="132" name="BidPx" type="FLOAT"/>
|
|
1086
|
+
<field number="133" name="OfferPx" type="FLOAT"/>
|
|
1087
|
+
<field number="134" name="BidSize" type="INT"/>
|
|
1088
|
+
<field number="135" name="OfferSize" type="INT"/>
|
|
1089
|
+
<field number="136" name="NoMiscFees" type="INT"/>
|
|
1090
|
+
<field number="137" name="MiscFeeAmt" type="FLOAT"/>
|
|
1091
|
+
<field number="138" name="MiscFeeCurr" type="STRING"/>
|
|
1092
|
+
<field number="139" name="MiscFeeType" type="STRING">
|
|
1093
|
+
<value enum="1" description="REGULATORY"/>
|
|
1094
|
+
<value enum="2" description="TAX"/>
|
|
1095
|
+
<value enum="3" description="LOCAL_COMMISSION"/>
|
|
1096
|
+
<value enum="4" description="EXCHANGE_FEES"/>
|
|
1097
|
+
<value enum="5" description="STAMP"/>
|
|
1098
|
+
<value enum="6" description="LEVY"/>
|
|
1099
|
+
<value enum="7" description="OTHER"/>
|
|
1100
|
+
<value enum="8" description="MARKUP"/>
|
|
1101
|
+
</field>
|
|
1102
|
+
<field number="140" name="PrevClosePx" type="FLOAT"/>
|
|
1103
|
+
<field number="141" name="ResetSeqNumFlag" type="STRING">
|
|
1104
|
+
<value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
|
|
1105
|
+
<value enum="N" description="NO"/>
|
|
1106
|
+
</field>
|
|
1107
|
+
<field number="142" name="SenderLocationID" type="STRING"/>
|
|
1108
|
+
<field number="143" name="TargetLocationID" type="STRING"/>
|
|
1109
|
+
<field number="144" name="OnBehalfOfLocationID" type="STRING"/>
|
|
1110
|
+
<field number="145" name="DeliverToLocationID" type="STRING"/>
|
|
1111
|
+
<field number="146" name="NoRelatedSym" type="INT"/>
|
|
1112
|
+
<field number="147" name="Subject" type="STRING"/>
|
|
1113
|
+
<field number="148" name="Headline" type="STRING"/>
|
|
1114
|
+
<field number="149" name="URLLink" type="STRING"/>
|
|
1115
|
+
<field number="150" name="ExecType" type="STRING">
|
|
1116
|
+
<value enum="0" description="NEW"/>
|
|
1117
|
+
<value enum="1" description="PARTIAL_FILL"/>
|
|
1118
|
+
<value enum="2" description="FILL"/>
|
|
1119
|
+
<value enum="3" description="DONE_FOR_DAY"/>
|
|
1120
|
+
<value enum="4" description="CANCELLED"/>
|
|
1121
|
+
<value enum="5" description="REPLACE"/>
|
|
1122
|
+
<value enum="6" description="PENDING_CANCELREPLACE"/>
|
|
1123
|
+
<value enum="7" description="STOPPED"/>
|
|
1124
|
+
<value enum="8" description="REJECTED"/>
|
|
1125
|
+
<value enum="9" description="SUSPENDED"/>
|
|
1126
|
+
<value enum="A" description="PENDING_NEW"/>
|
|
1127
|
+
<value enum="B" description="CALCULATED"/>
|
|
1128
|
+
<value enum="C" description="EXPIRED"/>
|
|
1129
|
+
</field>
|
|
1130
|
+
<field number="151" name="LeavesQty" type="INT"/>
|
|
1131
|
+
<field number="152" name="CashOrderQty" type="FLOAT"/>
|
|
1132
|
+
<field number="153" name="AllocAvgPx" type="FLOAT"/>
|
|
1133
|
+
<field number="154" name="AllocNetMoney" type="FLOAT"/>
|
|
1134
|
+
<field number="155" name="SettlCurrFxRate" type="FLOAT"/>
|
|
1135
|
+
<field number="156" name="SettlCurrFxRateCalc" type="STRING"/>
|
|
1136
|
+
<field number="157" name="NumDaysInterest" type="INT"/>
|
|
1137
|
+
<field number="158" name="AccruedInterestRate" type="FLOAT"/>
|
|
1138
|
+
<field number="159" name="AccruedInterestAmt" type="FLOAT"/>
|
|
1139
|
+
<field number="160" name="SettlInstMode" type="STRING">
|
|
1140
|
+
<value enum="0" description="DEFAULT"/>
|
|
1141
|
+
<value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
|
|
1142
|
+
<value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/>
|
|
1143
|
+
<value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
|
|
1144
|
+
</field>
|
|
1145
|
+
<field number="161" name="AllocText" type="STRING"/>
|
|
1146
|
+
<field number="162" name="SettlInstID" type="STRING"/>
|
|
1147
|
+
<field number="163" name="SettlInstTransType" type="STRING">
|
|
1148
|
+
<value enum="N" description="NEW"/>
|
|
1149
|
+
<value enum="C" description="CANCEL"/>
|
|
1150
|
+
<value enum="R" description="REPLACE"/>
|
|
1151
|
+
</field>
|
|
1152
|
+
<field number="164" name="EmailThreadID" type="STRING"/>
|
|
1153
|
+
<field number="165" name="SettlInstSource" type="STRING">
|
|
1154
|
+
<value enum="1" description="BROKER"/>
|
|
1155
|
+
<value enum="2" description="INSTITUTION"/>
|
|
1156
|
+
</field>
|
|
1157
|
+
<field number="166" name="SettlLocation" type="STRING">
|
|
1158
|
+
<value enum="CED" description="CEDEL"/>
|
|
1159
|
+
<value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
|
|
1160
|
+
<value enum="EUR" description="EUROCLEAR"/>
|
|
1161
|
+
<value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
|
|
1162
|
+
<value enum="PNY" description="PHYSICAL"/>
|
|
1163
|
+
<value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
|
|
1164
|
+
<value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
|
|
1165
|
+
</field>
|
|
1166
|
+
<field number="167" name="SecurityType" type="STRING">
|
|
1167
|
+
<value enum="BA" description="BANKERS_ACCEPTANCE"/>
|
|
1168
|
+
<value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
|
|
1169
|
+
<value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
|
|
1170
|
+
<value enum="CORP" description="CORPORATE_BOND"/>
|
|
1171
|
+
<value enum="CP" description="COMMERCIAL_PAPER"/>
|
|
1172
|
+
<value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
|
|
1173
|
+
<value enum="CS" description="COMMON_STOCK"/>
|
|
1174
|
+
<value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
|
|
1175
|
+
<value enum="FHL" description="FEDERAL_HOME_LOAN"/>
|
|
1176
|
+
<value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
|
|
1177
|
+
<value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
|
|
1178
|
+
<value enum="FUT" description="FUTURE"/>
|
|
1179
|
+
<value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
|
|
1180
|
+
<value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
|
|
1181
|
+
<value enum="MF" description="MUTUAL_FUND"/>
|
|
1182
|
+
<value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
|
|
1183
|
+
<value enum="MPO" description="MORTGAGE_PRINCIPLE_ONLY"/>
|
|
1184
|
+
<value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
|
|
1185
|
+
<value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
|
|
1186
|
+
<value enum="MUNI" description="MUNICIPAL_BOND"/>
|
|
1187
|
+
<value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
|
|
1188
|
+
<value enum="OPT" description="OPTION"/>
|
|
1189
|
+
<value enum="PS" description="PREFERRED_STOCK"/>
|
|
1190
|
+
<value enum="RP" description="REPURCHASE_AGREEMENT"/>
|
|
1191
|
+
<value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
|
|
1192
|
+
<value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
|
|
1193
|
+
<value enum="TD" description="TIME_DEPOSIT"/>
|
|
1194
|
+
<value enum="USTB" description="US_TREASURY_BILL"/>
|
|
1195
|
+
<value enum="WAR" description="WARRANT"/>
|
|
1196
|
+
<value enum="ZOO" description="CATS_TIGERS"/>
|
|
1197
|
+
</field>
|
|
1198
|
+
<field number="168" name="EffectiveTime" type="TIME"/>
|
|
1199
|
+
<field number="169" name="StandInstDbType" type="INT">
|
|
1200
|
+
<value enum="0" description="OTHER"/>
|
|
1201
|
+
<value enum="1" description="DTC_SID"/>
|
|
1202
|
+
<value enum="2" description="THOMSON_ALERT"/>
|
|
1203
|
+
<value enum="3" description="A_GLOBAL_CUSTODIAN"/>
|
|
1204
|
+
</field>
|
|
1205
|
+
<field number="170" name="StandInstDbName" type="STRING"/>
|
|
1206
|
+
<field number="171" name="StandInstDbID" type="STRING"/>
|
|
1207
|
+
<field number="172" name="SettlDeliveryType" type="INT"/>
|
|
1208
|
+
<field number="173" name="SettlDepositoryCode" type="STRING"/>
|
|
1209
|
+
<field number="174" name="SettlBrkrCode" type="STRING"/>
|
|
1210
|
+
<field number="175" name="SettlInstCode" type="STRING"/>
|
|
1211
|
+
<field number="176" name="SecuritySettlAgentName" type="STRING"/>
|
|
1212
|
+
<field number="177" name="SecuritySettlAgentCode" type="STRING"/>
|
|
1213
|
+
<field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
|
|
1214
|
+
<field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
|
|
1215
|
+
<field number="180" name="SecuritySettlAgentContactName" type="STRING"/>
|
|
1216
|
+
<field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/>
|
|
1217
|
+
<field number="182" name="CashSettlAgentName" type="STRING"/>
|
|
1218
|
+
<field number="183" name="CashSettlAgentCode" type="STRING"/>
|
|
1219
|
+
<field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
|
|
1220
|
+
<field number="185" name="CashSettlAgentAcctName" type="STRING"/>
|
|
1221
|
+
<field number="186" name="CashSettlAgentContactName" type="STRING"/>
|
|
1222
|
+
<field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
|
|
1223
|
+
<field number="188" name="BidSpotRate" type="FLOAT"/>
|
|
1224
|
+
<field number="189" name="BidForwardPoints" type="FLOAT"/>
|
|
1225
|
+
<field number="190" name="OfferSpotRate" type="FLOAT"/>
|
|
1226
|
+
<field number="191" name="OfferForwardPoints" type="FLOAT"/>
|
|
1227
|
+
<field number="192" name="OrderQty2" type="FLOAT"/>
|
|
1228
|
+
<field number="193" name="FutSettDate2" type="DATE"/>
|
|
1229
|
+
<field number="194" name="LastSpotRate" type="FLOAT"/>
|
|
1230
|
+
<field number="195" name="LastForwardPoints" type="FLOAT"/>
|
|
1231
|
+
<field number="196" name="AllocLinkID" type="STRING"/>
|
|
1232
|
+
<field number="197" name="AllocLinkType" type="INT">
|
|
1233
|
+
<value enum="0" description="FX_NETTING"/>
|
|
1234
|
+
<value enum="1" description="FX_SWAP"/>
|
|
1235
|
+
</field>
|
|
1236
|
+
<field number="198" name="SecondaryOrderID" type="STRING"/>
|
|
1237
|
+
<field number="199" name="NoIOIQualifiers" type="INT"/>
|
|
1238
|
+
<field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
|
|
1239
|
+
<field number="201" name="PutOrCall" type="INT">
|
|
1240
|
+
<value enum="0" description="PUT"/>
|
|
1241
|
+
<value enum="1" description="CALL"/>
|
|
1242
|
+
</field>
|
|
1243
|
+
<field number="202" name="StrikePrice" type="FLOAT"/>
|
|
1244
|
+
<field number="203" name="CoveredOrUncovered" type="INT">
|
|
1245
|
+
<value enum="0" description="COVERED"/>
|
|
1246
|
+
<value enum="1" description="UNCOVERED"/>
|
|
1247
|
+
</field>
|
|
1248
|
+
<field number="204" name="CustomerOrFirm" type="INT">
|
|
1249
|
+
<value enum="0" description="CUSTOMER"/>
|
|
1250
|
+
<value enum="1" description="FIRM"/>
|
|
1251
|
+
</field>
|
|
1252
|
+
<field number="205" name="MaturityDay" type="DAYOFMONTH"/>
|
|
1253
|
+
<field number="206" name="OptAttribute" type="STRING"/>
|
|
1254
|
+
<field number="207" name="SecurityExchange" type="STRING"/>
|
|
1255
|
+
<field number="208" name="NotifyBrokerOfCredit" type="STRING">
|
|
1256
|
+
<value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
|
|
1257
|
+
<value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
|
|
1258
|
+
</field>
|
|
1259
|
+
<field number="209" name="AllocHandlInst" type="INT">
|
|
1260
|
+
<value enum="1" description="MATCH"/>
|
|
1261
|
+
<value enum="2" description="FORWARD"/>
|
|
1262
|
+
<value enum="3" description="FORWARD_AND_MATCH"/>
|
|
1263
|
+
</field>
|
|
1264
|
+
<field number="210" name="MaxShow" type="INT"/>
|
|
1265
|
+
<field number="211" name="PegDifference" type="FLOAT"/>
|
|
1266
|
+
</fields>
|
|
1267
|
+
</fix>
|