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="3">
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<header>
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3
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<field name="BeginString" required="Y" />
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4
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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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7
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<field name="TargetCompID" required="Y" />
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8
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<field name="OnBehalfOfCompID" required="N" />
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9
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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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14
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<field name="SenderLocationID" required="N" />
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15
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<field name="TargetSubID" required="N" />
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<field name="TargetLocationID" required="N" />
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<field name="OnBehalfOfSubID" required="N" />
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<field name="OnBehalfOfLocationID" required="N" />
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<field name="DeliverToSubID" required="N" />
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<field name="DeliverToLocationID" 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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24
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<field name="OrigSendingTime" required="N" />
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25
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<field name="XmlDataLen" required="N" />
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<field name="XmlData" required="N" />
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27
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<field name="MessageEncoding" required="N" />
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28
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<field name="LastMsgSeqNumProcessed" required="N" />
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29
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<field name="OnBehalfOfSendingTime" required="N" />
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30
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<group name="NoHops" required="N">
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31
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<field name="HopCompID" required="N" />
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32
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<field name="HopSendingTime" required="N" />
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33
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<field name="HopRefID" required="N" />
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34
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</group>
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35
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</header>
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36
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<trailer>
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37
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<field name="SignatureLength" required="N" />
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38
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<field name="Signature" required="N" />
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39
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<field name="CheckSum" required="Y" />
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40
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</trailer>
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41
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<messages>
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42
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<message name="Heartbeat" msgtype="0" msgcat="admin">
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43
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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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46
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<field name="EncryptMethod" required="Y" />
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47
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<field name="HeartBtInt" required="Y" />
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48
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<field name="RawDataLength" required="N" />
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49
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<field name="RawData" required="N" />
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50
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<field name="ResetSeqNumFlag" required="N" />
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51
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<field name="MaxMessageSize" required="N" />
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52
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<group name="NoMsgTypes" required="N">
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53
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<field name="RefMsgType" required="N" />
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54
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<field name="MsgDirection" required="N" />
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55
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</group>
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56
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<field name="TestMessageIndicator" required="N" />
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57
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<field name="Username" required="N" />
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58
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<field name="Password" 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="RefTagID" required="N" />
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<field name="RefMsgType" required="N" />
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<field name="SessionRejectReason" required="N" />
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<field name="Text" required="N" />
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<field name="EncodedTextLen" required="N" />
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<field name="EncodedText" required="N" />
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</message>
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<message name="SequenceReset" msgtype="4" msgcat="admin">
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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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82
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<field name="EncodedTextLen" required="N" />
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<field name="EncodedText" required="N" />
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</message>
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<message name="BusinessMessageReject" msgtype="j" msgcat="admin">
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<field name="RefSeqNum" required="N" />
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<field name="RefMsgType" required="Y" />
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88
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<field name="BusinessRejectRefID" required="N" />
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89
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<field name="BusinessRejectReason" required="Y" />
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90
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<field name="Text" required="N" />
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91
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<field name="EncodedTextLen" required="N" />
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92
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<field name="EncodedText" required="N" />
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93
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</message>
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94
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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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<component name="Instrument" required="Y" />
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<field name="AdvSide" required="Y" />
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<field name="Quantity" required="Y" />
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<field name="Price" required="N" />
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<field name="Currency" required="N" />
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<field name="TradeDate" required="N" />
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<field name="TransactTime" required="N" />
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<field name="Text" required="N" />
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106
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<field name="EncodedTextLen" required="N" />
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107
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<field name="EncodedText" required="N" />
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108
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<field name="URLLink" required="N" />
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<field name="LastMkt" required="N" />
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110
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<field name="TradingSessionID" required="N" />
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<field name="TradingSessionSubID" 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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<component name="Instrument" required="Y" />
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<field name="Side" required="Y" />
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<field name="QuantityType" required="N" />
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120
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<field name="IOIQty" required="Y" />
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<field name="PriceType" required="N" />
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<field name="Price" required="N" />
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123
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<field name="Currency" required="N" />
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<field name="ValidUntilTime" required="N" />
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<field name="IOIQltyInd" required="N" />
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<field name="IOINaturalFlag" required="N" />
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<group name="NoIOIQualifiers" required="N">
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<field name="IOIQualifier" required="N" />
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</group>
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<field name="Text" required="N" />
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<field name="EncodedTextLen" required="N" />
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<field name="EncodedText" required="N" />
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<field name="TransactTime" required="N" />
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<field name="URLLink" required="N" />
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135
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<group name="NoRoutingIDs" required="N">
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<field name="RoutingType" required="N" />
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<field name="RoutingID" required="N" />
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</group>
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<component name="SpreadOrBenchmarkCurveData" required="N" />
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<field name="Benchmark" 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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145
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<field name="Headline" required="Y" />
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146
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<field name="EncodedHeadlineLen" required="N" />
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147
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<field name="EncodedHeadline" required="N" />
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<group name="NoRoutingIDs" required="N">
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149
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<field name="RoutingType" required="N" />
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150
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<field name="RoutingID" required="N" />
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</group>
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<group name="NoRelatedSym" required="N">
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153
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<component name="Instrument" required="N" />
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154
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</group>
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155
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<group name="LinesOfText" required="Y">
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156
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<field name="Text" required="Y" />
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157
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<field name="EncodedTextLen" required="N" />
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158
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<field name="EncodedText" required="N" />
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159
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</group>
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160
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<field name="URLLink" required="N" />
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161
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<field name="RawDataLength" required="N" />
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162
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<field name="RawData" required="N" />
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163
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</message>
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164
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<message name="Email" msgtype="C" msgcat="app">
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165
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<field name="EmailThreadID" required="Y" />
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166
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<field name="EmailType" required="Y" />
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167
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<field name="OrigTime" required="N" />
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168
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<field name="Subject" required="Y" />
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169
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<field name="EncodedSubjectLen" required="N" />
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<field name="EncodedSubject" required="N" />
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<group name="NoRoutingIDs" required="N">
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172
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<field name="RoutingType" required="N" />
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<field name="RoutingID" required="N" />
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</group>
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175
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<group name="NoRelatedSym" required="N">
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<component name="Instrument" required="N" />
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</group>
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<field name="OrderID" required="N" />
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179
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<field name="ClOrdID" required="N" />
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<group name="LinesOfText" required="Y">
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181
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<field name="Text" required="Y" />
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182
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<field name="EncodedTextLen" required="N" />
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183
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<field name="EncodedText" required="N" />
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184
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</group>
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185
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<field name="RawDataLength" required="N" />
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186
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<field name="RawData" required="N" />
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187
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</message>
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188
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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="RFQReqID" required="N" />
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191
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<group name="NoRelatedSym" required="Y">
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192
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<component name="Instrument" required="Y" />
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193
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<field name="PrevClosePx" required="N" />
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194
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<field name="QuoteRequestType" required="N" />
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195
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<field name="QuoteType" required="N" />
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196
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<field name="TradingSessionID" required="N" />
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197
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<field name="TradingSessionSubID" required="N" />
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198
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<field name="TradeOriginationDate" required="N" />
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199
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<component name="Stipulations" required="N" />
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200
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<field name="Side" required="N" />
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201
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<field name="QuantityType" required="N" />
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202
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<field name="OrderQty" required="N" />
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203
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<field name="CashOrderQty" required="N" />
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204
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<field name="SettlmntTyp" required="N" />
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205
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<field name="FutSettDate" required="N" />
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206
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<field name="OrdType" required="N" />
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207
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<field name="FutSettDate2" required="N" />
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208
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<field name="OrderQty2" required="N" />
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209
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<field name="ExpireTime" required="N" />
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210
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<field name="TransactTime" required="N" />
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211
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<field name="Currency" required="N" />
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212
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<component name="SpreadOrBenchmarkCurveData" required="N" />
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213
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<field name="PriceType" required="N" />
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214
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<field name="Price" required="N" />
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215
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<field name="Price2" required="N" />
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216
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<component name="YieldData" required="N" />
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217
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</group>
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218
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<field name="Text" required="N" />
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219
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<field name="EncodedTextLen" required="N" />
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220
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<field name="EncodedText" required="N" />
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221
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+
</message>
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222
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<message name="QuoteRequestReject" msgtype="AG" msgcat="app">
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223
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<field name="QuoteReqID" required="Y" />
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224
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<field name="RFQReqID" required="N" />
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225
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<field name="QuoteRequestRejectReason" required="Y" />
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226
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<group name="NoRelatedSym" required="Y">
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227
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<component name="Instrument" required="Y" />
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228
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<field name="PrevClosePx" required="N" />
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229
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+
<field name="QuoteRequestType" required="N" />
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230
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+
<field name="QuoteType" required="N" />
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231
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<field name="TradingSessionID" required="N" />
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232
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<field name="TradingSessionSubID" required="N" />
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233
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+
<field name="TradeOriginationDate" required="N" />
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234
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+
<component name="Stipulations" required="N" />
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235
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+
<field name="Side" required="N" />
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236
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+
<field name="QuantityType" required="N" />
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237
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+
<field name="OrderQty" required="N" />
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238
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+
<field name="CashOrderQty" required="N" />
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239
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+
<field name="SettlmntTyp" required="N" />
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240
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+
<field name="FutSettDate" required="N" />
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241
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+
<field name="OrdType" required="N" />
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242
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+
<field name="FutSettDate2" required="N" />
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243
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+
<field name="OrderQty2" required="N" />
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244
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+
<field name="ExpireTime" required="N" />
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245
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+
<field name="TransactTime" required="N" />
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246
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+
<field name="Currency" required="N" />
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247
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+
<component name="SpreadOrBenchmarkCurveData" required="N" />
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248
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+
<field name="PriceType" required="N" />
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249
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+
<field name="Price" required="N" />
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250
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+
<field name="Price2" required="N" />
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251
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+
<component name="YieldData" required="N" />
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252
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+
</group>
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253
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+
<field name="Text" required="N" />
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254
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+
<field name="EncodedTextLen" required="N" />
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255
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+
<field name="EncodedText" required="N" />
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256
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+
</message>
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257
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+
<message name="RFQRequest" msgtype="AH" msgcat="app">
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258
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+
<field name="RFQReqID" required="Y" />
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259
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+
<group name="NoRelatedSym" required="Y">
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260
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+
<component name="Instrument" required="Y" />
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261
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+
<field name="PrevClosePx" required="N" />
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262
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+
<field name="QuoteRequestType" required="N" />
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263
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+
<field name="QuoteType" required="N" />
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264
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+
<field name="TradingSessionID" required="N" />
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265
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+
<field name="TradingSessionSubID" required="N" />
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266
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+
</group>
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267
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+
<field name="SubscriptionRequestType" required="N" />
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268
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</message>
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269
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+
<message name="Quote" msgtype="S" msgcat="app">
|
|
270
|
+
<field name="QuoteReqID" required="N" />
|
|
271
|
+
<field name="QuoteID" required="Y" />
|
|
272
|
+
<field name="QuoteType" required="N" />
|
|
273
|
+
<field name="QuoteResponseLevel" required="N" />
|
|
274
|
+
<component name="Parties" required="N" />
|
|
275
|
+
<field name="Account" required="N" />
|
|
276
|
+
<field name="AccountType" required="N" />
|
|
277
|
+
<field name="TradingSessionID" required="N" />
|
|
278
|
+
<field name="TradingSessionSubID" required="N" />
|
|
279
|
+
<component name="Instrument" required="Y" />
|
|
280
|
+
<field name="BidPx" required="N" />
|
|
281
|
+
<field name="OfferPx" required="N" />
|
|
282
|
+
<field name="MktBidPx" required="N" />
|
|
283
|
+
<field name="MktOfferPx" required="N" />
|
|
284
|
+
<field name="MinBidSize" required="N" />
|
|
285
|
+
<field name="BidSize" required="N" />
|
|
286
|
+
<field name="MinOfferSize" required="N" />
|
|
287
|
+
<field name="OfferSize" required="N" />
|
|
288
|
+
<field name="ValidUntilTime" required="N" />
|
|
289
|
+
<field name="BidSpotRate" required="N" />
|
|
290
|
+
<field name="OfferSpotRate" required="N" />
|
|
291
|
+
<field name="BidForwardPoints" required="N" />
|
|
292
|
+
<field name="OfferForwardPoints" required="N" />
|
|
293
|
+
<field name="MidPx" required="N" />
|
|
294
|
+
<field name="BidYield" required="N" />
|
|
295
|
+
<field name="MidYield" required="N" />
|
|
296
|
+
<field name="OfferYield" required="N" />
|
|
297
|
+
<field name="TransactTime" required="N" />
|
|
298
|
+
<field name="SettlmntTyp" required="N" />
|
|
299
|
+
<field name="FutSettDate" required="N" />
|
|
300
|
+
<field name="OrdType" required="N" />
|
|
301
|
+
<field name="FutSettDate2" required="N" />
|
|
302
|
+
<field name="OrderQty2" required="N" />
|
|
303
|
+
<field name="BidForwardPoints2" required="N" />
|
|
304
|
+
<field name="OfferForwardPoints2" required="N" />
|
|
305
|
+
<field name="Currency" required="N" />
|
|
306
|
+
<field name="SettlCurrBidFxRate" required="N" />
|
|
307
|
+
<field name="SettlCurrOfferFxRate" required="N" />
|
|
308
|
+
<field name="SettlCurrFxRateCalc" required="N" />
|
|
309
|
+
<field name="CommType" required="N" />
|
|
310
|
+
<field name="Commission" required="N" />
|
|
311
|
+
<field name="CustOrderCapacity" required="N" />
|
|
312
|
+
<field name="ExDestination" required="N" />
|
|
313
|
+
<field name="Text" required="N" />
|
|
314
|
+
<field name="EncodedTextLen" required="N" />
|
|
315
|
+
<field name="EncodedText" required="N" />
|
|
316
|
+
</message>
|
|
317
|
+
<message name="QuoteCancel" msgtype="Z" msgcat="app">
|
|
318
|
+
<field name="QuoteReqID" required="N" />
|
|
319
|
+
<field name="QuoteID" required="Y" />
|
|
320
|
+
<field name="QuoteCancelType" required="Y" />
|
|
321
|
+
<field name="QuoteResponseLevel" required="N" />
|
|
322
|
+
<component name="Parties" required="N" />
|
|
323
|
+
<field name="Account" required="N" />
|
|
324
|
+
<field name="AccountType" required="N" />
|
|
325
|
+
<field name="TradingSessionID" required="N" />
|
|
326
|
+
<field name="TradingSessionSubID" required="N" />
|
|
327
|
+
<group name="NoQuoteEntries" required="N">
|
|
328
|
+
<component name="Instrument" required="N" />
|
|
329
|
+
</group>
|
|
330
|
+
</message>
|
|
331
|
+
<message name="QuoteStatusRequest" msgtype="a" msgcat="app">
|
|
332
|
+
<field name="QuoteStatusReqID" required="N" />
|
|
333
|
+
<field name="QuoteID" required="N" />
|
|
334
|
+
<component name="Instrument" required="Y" />
|
|
335
|
+
<component name="Parties" required="N" />
|
|
336
|
+
<field name="Account" required="N" />
|
|
337
|
+
<field name="AccountType" required="N" />
|
|
338
|
+
<field name="TradingSessionID" required="N" />
|
|
339
|
+
<field name="TradingSessionSubID" required="N" />
|
|
340
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
341
|
+
</message>
|
|
342
|
+
<message name="QuoteStatusReport" msgtype="AI" msgcat="app">
|
|
343
|
+
<field name="QuoteStatusReqID" required="N" />
|
|
344
|
+
<field name="QuoteReqID" required="N" />
|
|
345
|
+
<field name="QuoteID" required="Y" />
|
|
346
|
+
<field name="QuoteType" required="N" />
|
|
347
|
+
<component name="Parties" required="N" />
|
|
348
|
+
<field name="Account" required="N" />
|
|
349
|
+
<field name="AccountType" required="N" />
|
|
350
|
+
<field name="TradingSessionID" required="N" />
|
|
351
|
+
<field name="TradingSessionSubID" required="N" />
|
|
352
|
+
<component name="Instrument" required="Y" />
|
|
353
|
+
<field name="BidPx" required="N" />
|
|
354
|
+
<field name="OfferPx" required="N" />
|
|
355
|
+
<field name="MktBidPx" required="N" />
|
|
356
|
+
<field name="MktOfferPx" required="N" />
|
|
357
|
+
<field name="MinBidSize" required="N" />
|
|
358
|
+
<field name="BidSize" required="N" />
|
|
359
|
+
<field name="MinOfferSize" required="N" />
|
|
360
|
+
<field name="OfferSize" required="N" />
|
|
361
|
+
<field name="ValidUntilTime" required="N" />
|
|
362
|
+
<field name="BidSpotRate" required="N" />
|
|
363
|
+
<field name="OfferSpotRate" required="N" />
|
|
364
|
+
<field name="BidForwardPoints" required="N" />
|
|
365
|
+
<field name="OfferForwardPoints" required="N" />
|
|
366
|
+
<field name="MidPx" required="N" />
|
|
367
|
+
<field name="BidYield" required="N" />
|
|
368
|
+
<field name="MidYield" required="N" />
|
|
369
|
+
<field name="OfferYield" required="N" />
|
|
370
|
+
<field name="TransactTime" required="N" />
|
|
371
|
+
<field name="FutSettDate" required="N" />
|
|
372
|
+
<field name="OrdType" required="N" />
|
|
373
|
+
<field name="FutSettDate2" required="N" />
|
|
374
|
+
<field name="OrderQty2" required="N" />
|
|
375
|
+
<field name="BidForwardPoints2" required="N" />
|
|
376
|
+
<field name="OfferForwardPoints2" required="N" />
|
|
377
|
+
<field name="Currency" required="N" />
|
|
378
|
+
<field name="SettlCurrBidFxRate" required="N" />
|
|
379
|
+
<field name="SettlCurrOfferFxRate" required="N" />
|
|
380
|
+
<field name="SettlCurrFxRateCalc" required="N" />
|
|
381
|
+
<field name="CommType" required="N" />
|
|
382
|
+
<field name="Commission" required="N" />
|
|
383
|
+
<field name="CustOrderCapacity" required="N" />
|
|
384
|
+
<field name="ExDestination" required="N" />
|
|
385
|
+
<field name="QuoteStatus" required="N" />
|
|
386
|
+
</message>
|
|
387
|
+
<message name="MassQuote" msgtype="i" msgcat="app">
|
|
388
|
+
<field name="QuoteReqID" required="N" />
|
|
389
|
+
<field name="QuoteID" required="Y" />
|
|
390
|
+
<field name="QuoteType" required="N" />
|
|
391
|
+
<field name="QuoteResponseLevel" required="N" />
|
|
392
|
+
<component name="Parties" required="N" />
|
|
393
|
+
<field name="Account" required="N" />
|
|
394
|
+
<field name="AccountType" required="N" />
|
|
395
|
+
<field name="DefBidSize" required="N" />
|
|
396
|
+
<field name="DefOfferSize" required="N" />
|
|
397
|
+
<group name="NoQuoteSets" required="Y">
|
|
398
|
+
<field name="QuoteSetID" required="Y" />
|
|
399
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
400
|
+
<field name="QuoteSetValidUntilTime" required="N" />
|
|
401
|
+
<field name="TotQuoteEntries" required="Y" />
|
|
402
|
+
<group name="NoQuoteEntries" required="N">
|
|
403
|
+
<field name="QuoteEntryID" required="Y" />
|
|
404
|
+
<component name="Instrument" required="N" />
|
|
405
|
+
<field name="BidPx" required="N" />
|
|
406
|
+
<field name="OfferPx" required="N" />
|
|
407
|
+
<field name="BidSize" required="N" />
|
|
408
|
+
<field name="OfferSize" required="N" />
|
|
409
|
+
<field name="ValidUntilTime" required="N" />
|
|
410
|
+
<field name="BidSpotRate" required="N" />
|
|
411
|
+
<field name="OfferSpotRate" required="N" />
|
|
412
|
+
<field name="BidForwardPoints" required="N" />
|
|
413
|
+
<field name="OfferForwardPoints" required="N" />
|
|
414
|
+
<field name="MidPx" required="N" />
|
|
415
|
+
<field name="BidYield" required="N" />
|
|
416
|
+
<field name="MidYield" required="N" />
|
|
417
|
+
<field name="OfferYield" required="N" />
|
|
418
|
+
<field name="TransactTime" required="N" />
|
|
419
|
+
<field name="TradingSessionID" required="N" />
|
|
420
|
+
<field name="TradingSessionSubID" required="N" />
|
|
421
|
+
<field name="FutSettDate" required="N" />
|
|
422
|
+
<field name="OrdType" required="N" />
|
|
423
|
+
<field name="FutSettDate2" required="N" />
|
|
424
|
+
<field name="OrderQty2" required="N" />
|
|
425
|
+
<field name="BidForwardPoints2" required="N" />
|
|
426
|
+
<field name="OfferForwardPoints2" required="N" />
|
|
427
|
+
<field name="Currency" required="N" />
|
|
428
|
+
</group>
|
|
429
|
+
</group>
|
|
430
|
+
</message>
|
|
431
|
+
<message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
|
|
432
|
+
<field name="QuoteReqID" required="N" />
|
|
433
|
+
<field name="QuoteID" required="N" />
|
|
434
|
+
<field name="QuoteStatus" required="Y" />
|
|
435
|
+
<field name="QuoteRejectReason" required="N" />
|
|
436
|
+
<field name="QuoteResponseLevel" required="N" />
|
|
437
|
+
<field name="QuoteType" required="N" />
|
|
438
|
+
<component name="Parties" required="N" />
|
|
439
|
+
<field name="Account" required="N" />
|
|
440
|
+
<field name="AccountType" required="N" />
|
|
441
|
+
<field name="Text" required="N" />
|
|
442
|
+
<group name="NoQuoteSets" required="N">
|
|
443
|
+
<field name="QuoteSetID" required="N" />
|
|
444
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
445
|
+
<field name="TotQuoteEntries" required="N" />
|
|
446
|
+
<group name="NoQuoteEntries" required="N">
|
|
447
|
+
<field name="QuoteEntryID" required="N" />
|
|
448
|
+
<component name="Instrument" required="N" />
|
|
449
|
+
<field name="BidPx" required="N" />
|
|
450
|
+
<field name="OfferPx" required="N" />
|
|
451
|
+
<field name="BidSize" required="N" />
|
|
452
|
+
<field name="OfferSize" required="N" />
|
|
453
|
+
<field name="ValidUntilTime" required="N" />
|
|
454
|
+
<field name="BidSpotRate" required="N" />
|
|
455
|
+
<field name="OfferSpotRate" required="N" />
|
|
456
|
+
<field name="BidForwardPoints" required="N" />
|
|
457
|
+
<field name="OfferForwardPoints" required="N" />
|
|
458
|
+
<field name="MidPx" required="N" />
|
|
459
|
+
<field name="BidYield" required="N" />
|
|
460
|
+
<field name="MidYield" required="N" />
|
|
461
|
+
<field name="OfferYield" required="N" />
|
|
462
|
+
<field name="TransactTime" required="N" />
|
|
463
|
+
<field name="TradingSessionID" required="N" />
|
|
464
|
+
<field name="TradingSessionSubID" required="N" />
|
|
465
|
+
<field name="FutSettDate" required="N" />
|
|
466
|
+
<field name="OrdType" required="N" />
|
|
467
|
+
<field name="FutSettDate2" required="N" />
|
|
468
|
+
<field name="OrderQty2" required="N" />
|
|
469
|
+
<field name="BidForwardPoints2" required="N" />
|
|
470
|
+
<field name="OfferForwardPoints2" required="N" />
|
|
471
|
+
<field name="Currency" required="N" />
|
|
472
|
+
<field name="QuoteEntryRejectReason" required="N" />
|
|
473
|
+
</group>
|
|
474
|
+
</group>
|
|
475
|
+
</message>
|
|
476
|
+
<message name="MarketDataRequest" msgtype="V" msgcat="app">
|
|
477
|
+
<field name="MDReqID" required="Y" />
|
|
478
|
+
<field name="SubscriptionRequestType" required="Y" />
|
|
479
|
+
<field name="MarketDepth" required="Y" />
|
|
480
|
+
<field name="MDUpdateType" required="N" />
|
|
481
|
+
<field name="AggregatedBook" required="N" />
|
|
482
|
+
<field name="OpenCloseSettleFlag" required="N" />
|
|
483
|
+
<field name="Scope" required="N" />
|
|
484
|
+
<field name="MDImplicitDelete" required="N" />
|
|
485
|
+
<group name="NoMDEntryTypes" required="Y">
|
|
486
|
+
<field name="MDEntryType" required="Y" />
|
|
487
|
+
</group>
|
|
488
|
+
<group name="NoRelatedSym" required="Y">
|
|
489
|
+
<component name="Instrument" required="Y" />
|
|
490
|
+
</group>
|
|
491
|
+
<group name="NoTradingSessions" required="N">
|
|
492
|
+
<field name="TradingSessionID" required="N" />
|
|
493
|
+
<field name="TradingSessionSubID" required="N" />
|
|
494
|
+
</group>
|
|
495
|
+
</message>
|
|
496
|
+
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
|
|
497
|
+
<field name="MDReqID" required="N" />
|
|
498
|
+
<component name="Instrument" required="Y" />
|
|
499
|
+
<field name="FinancialStatus" required="N" />
|
|
500
|
+
<field name="CorporateAction" required="N" />
|
|
501
|
+
<field name="TotalVolumeTraded" required="N" />
|
|
502
|
+
<field name="TotalVolumeTradedDate" required="N" />
|
|
503
|
+
<field name="TotalVolumeTradedTime" required="N" />
|
|
504
|
+
<field name="NetChgPrevDay" required="N" />
|
|
505
|
+
<group name="NoMDEntries" required="Y">
|
|
506
|
+
<field name="MDEntryType" required="Y" />
|
|
507
|
+
<field name="MDEntryPx" required="N" />
|
|
508
|
+
<field name="Currency" required="N" />
|
|
509
|
+
<field name="MDEntrySize" required="N" />
|
|
510
|
+
<field name="MDEntryDate" required="N" />
|
|
511
|
+
<field name="MDEntryTime" required="N" />
|
|
512
|
+
<field name="TickDirection" required="N" />
|
|
513
|
+
<field name="MDMkt" required="N" />
|
|
514
|
+
<field name="TradingSessionID" required="N" />
|
|
515
|
+
<field name="TradingSessionSubID" required="N" />
|
|
516
|
+
<field name="QuoteCondition" required="N" />
|
|
517
|
+
<field name="TradeCondition" required="N" />
|
|
518
|
+
<field name="MDEntryOriginator" required="N" />
|
|
519
|
+
<field name="LocationID" required="N" />
|
|
520
|
+
<field name="DeskID" required="N" />
|
|
521
|
+
<field name="OpenCloseSettleFlag" required="N" />
|
|
522
|
+
<field name="TimeInForce" required="N" />
|
|
523
|
+
<field name="ExpireDate" required="N" />
|
|
524
|
+
<field name="ExpireTime" required="N" />
|
|
525
|
+
<field name="MinQty" required="N" />
|
|
526
|
+
<field name="ExecInst" required="N" />
|
|
527
|
+
<field name="SellerDays" required="N" />
|
|
528
|
+
<field name="OrderID" required="N" />
|
|
529
|
+
<field name="QuoteEntryID" required="N" />
|
|
530
|
+
<field name="MDEntryBuyer" required="N" />
|
|
531
|
+
<field name="MDEntrySeller" required="N" />
|
|
532
|
+
<field name="NumberOfOrders" required="N" />
|
|
533
|
+
<field name="MDEntryPositionNo" required="N" />
|
|
534
|
+
<field name="Scope" required="N" />
|
|
535
|
+
<field name="Text" required="N" />
|
|
536
|
+
<field name="EncodedTextLen" required="N" />
|
|
537
|
+
<field name="EncodedText" required="N" />
|
|
538
|
+
</group>
|
|
539
|
+
</message>
|
|
540
|
+
<message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
|
|
541
|
+
<field name="MDReqID" required="N" />
|
|
542
|
+
<group name="NoMDEntries" required="Y">
|
|
543
|
+
<field name="MDUpdateAction" required="Y" />
|
|
544
|
+
<field name="DeleteReason" required="N" />
|
|
545
|
+
<field name="MDEntryType" required="N" />
|
|
546
|
+
<field name="MDEntryID" required="N" />
|
|
547
|
+
<field name="MDEntryRefID" required="N" />
|
|
548
|
+
<component name="Instrument" required="N" />
|
|
549
|
+
<field name="FinancialStatus" required="N" />
|
|
550
|
+
<field name="CorporateAction" required="N" />
|
|
551
|
+
<field name="MDEntryPx" required="N" />
|
|
552
|
+
<field name="Currency" required="N" />
|
|
553
|
+
<field name="MDEntrySize" required="N" />
|
|
554
|
+
<field name="MDEntryDate" required="N" />
|
|
555
|
+
<field name="MDEntryTime" required="N" />
|
|
556
|
+
<field name="TickDirection" required="N" />
|
|
557
|
+
<field name="MDMkt" required="N" />
|
|
558
|
+
<field name="TradingSessionID" required="N" />
|
|
559
|
+
<field name="TradingSessionSubID" required="N" />
|
|
560
|
+
<field name="QuoteCondition" required="N" />
|
|
561
|
+
<field name="TradeCondition" required="N" />
|
|
562
|
+
<field name="MDEntryOriginator" required="N" />
|
|
563
|
+
<field name="LocationID" required="N" />
|
|
564
|
+
<field name="DeskID" required="N" />
|
|
565
|
+
<field name="OpenCloseSettleFlag" required="N" />
|
|
566
|
+
<field name="TimeInForce" required="N" />
|
|
567
|
+
<field name="ExpireDate" required="N" />
|
|
568
|
+
<field name="ExpireTime" required="N" />
|
|
569
|
+
<field name="MinQty" required="N" />
|
|
570
|
+
<field name="ExecInst" required="N" />
|
|
571
|
+
<field name="SellerDays" required="N" />
|
|
572
|
+
<field name="OrderID" required="N" />
|
|
573
|
+
<field name="QuoteEntryID" required="N" />
|
|
574
|
+
<field name="MDEntryBuyer" required="N" />
|
|
575
|
+
<field name="MDEntrySeller" required="N" />
|
|
576
|
+
<field name="NumberOfOrders" required="N" />
|
|
577
|
+
<field name="MDEntryPositionNo" required="N" />
|
|
578
|
+
<field name="Scope" required="N" />
|
|
579
|
+
<field name="TotalVolumeTraded" required="N" />
|
|
580
|
+
<field name="TotalVolumeTradedDate" required="N" />
|
|
581
|
+
<field name="TotalVolumeTradedTime" required="N" />
|
|
582
|
+
<field name="NetChgPrevDay" required="N" />
|
|
583
|
+
<field name="Text" required="N" />
|
|
584
|
+
<field name="EncodedTextLen" required="N" />
|
|
585
|
+
<field name="EncodedText" required="N" />
|
|
586
|
+
</group>
|
|
587
|
+
</message>
|
|
588
|
+
<message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
|
|
589
|
+
<field name="MDReqID" required="Y" />
|
|
590
|
+
<field name="MDReqRejReason" required="N" />
|
|
591
|
+
<field name="Text" required="N" />
|
|
592
|
+
<field name="EncodedTextLen" required="N" />
|
|
593
|
+
<field name="EncodedText" required="N" />
|
|
594
|
+
</message>
|
|
595
|
+
<message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
|
|
596
|
+
<field name="SecurityReqID" required="Y" />
|
|
597
|
+
<field name="SecurityRequestType" required="Y" />
|
|
598
|
+
<component name="Instrument" required="N" />
|
|
599
|
+
<field name="Currency" required="N" />
|
|
600
|
+
<field name="Text" required="N" />
|
|
601
|
+
<field name="EncodedTextLen" required="N" />
|
|
602
|
+
<field name="EncodedText" required="N" />
|
|
603
|
+
<field name="TradingSessionID" required="N" />
|
|
604
|
+
<field name="TradingSessionSubID" required="N" />
|
|
605
|
+
<group name="NoLegs" required="N">
|
|
606
|
+
<component name="InstrumentLeg" required="N" />
|
|
607
|
+
<field name="LegCurrency" required="N" />
|
|
608
|
+
</group>
|
|
609
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
610
|
+
</message>
|
|
611
|
+
<message name="SecurityDefinition" msgtype="d" msgcat="app">
|
|
612
|
+
<field name="SecurityReqID" required="Y" />
|
|
613
|
+
<field name="SecurityResponseID" required="Y" />
|
|
614
|
+
<field name="SecurityResponseType" required="Y" />
|
|
615
|
+
<component name="Instrument" required="N" />
|
|
616
|
+
<field name="Currency" required="N" />
|
|
617
|
+
<field name="TradingSessionID" required="N" />
|
|
618
|
+
<field name="TradingSessionSubID" required="N" />
|
|
619
|
+
<field name="Text" required="N" />
|
|
620
|
+
<field name="EncodedTextLen" required="N" />
|
|
621
|
+
<field name="EncodedText" required="N" />
|
|
622
|
+
<group name="NoLegs" required="N">
|
|
623
|
+
<component name="InstrumentLeg" required="N" />
|
|
624
|
+
<field name="LegCurrency" required="N" />
|
|
625
|
+
</group>
|
|
626
|
+
<field name="RoundLot" required="N" />
|
|
627
|
+
<field name="MinTradeVol" required="N" />
|
|
628
|
+
</message>
|
|
629
|
+
<message name="SecurityTypeRequest" msgtype="v" msgcat="app">
|
|
630
|
+
<field name="SecurityReqID" required="Y" />
|
|
631
|
+
<field name="Text" required="N" />
|
|
632
|
+
<field name="EncodedTextLen" required="N" />
|
|
633
|
+
<field name="EncodedText" required="N" />
|
|
634
|
+
<field name="TradingSessionID" required="N" />
|
|
635
|
+
<field name="TradingSessionSubID" required="N" />
|
|
636
|
+
</message>
|
|
637
|
+
<message name="SecurityTypes" msgtype="w" msgcat="app">
|
|
638
|
+
<field name="SecurityReqID" required="Y" />
|
|
639
|
+
<field name="SecurityResponseID" required="Y" />
|
|
640
|
+
<field name="SecurityResponseType" required="Y" />
|
|
641
|
+
<field name="TotalNumSecurityTypes" required="N" />
|
|
642
|
+
<group name="NoSecurityTypes" required="N">
|
|
643
|
+
<field name="SecurityType" required="N" />
|
|
644
|
+
<field name="Product" required="N" />
|
|
645
|
+
<field name="CFICode" required="N" />
|
|
646
|
+
</group>
|
|
647
|
+
<field name="Text" required="N" />
|
|
648
|
+
<field name="EncodedTextLen" required="N" />
|
|
649
|
+
<field name="EncodedText" required="N" />
|
|
650
|
+
<field name="TradingSessionID" required="N" />
|
|
651
|
+
<field name="TradingSessionSubID" required="N" />
|
|
652
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
653
|
+
</message>
|
|
654
|
+
<message name="SecurityListRequest" msgtype="x" msgcat="app">
|
|
655
|
+
<field name="SecurityReqID" required="Y" />
|
|
656
|
+
<field name="SecurityListRequestType" required="Y" />
|
|
657
|
+
<component name="Instrument" required="N" />
|
|
658
|
+
<field name="Currency" required="N" />
|
|
659
|
+
<field name="Text" required="N" />
|
|
660
|
+
<field name="EncodedTextLen" required="N" />
|
|
661
|
+
<field name="EncodedText" required="N" />
|
|
662
|
+
<field name="TradingSessionID" required="N" />
|
|
663
|
+
<field name="TradingSessionSubID" required="N" />
|
|
664
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
665
|
+
</message>
|
|
666
|
+
<message name="SecurityList" msgtype="y" msgcat="app">
|
|
667
|
+
<field name="SecurityReqID" required="Y" />
|
|
668
|
+
<field name="SecurityResponseID" required="Y" />
|
|
669
|
+
<field name="SecurityRequestResult" required="Y" />
|
|
670
|
+
<field name="TotalNumSecurities" required="N" />
|
|
671
|
+
<group name="NoRelatedSym" required="N">
|
|
672
|
+
<component name="Instrument" required="N" />
|
|
673
|
+
<field name="Currency" required="N" />
|
|
674
|
+
<group name="NoLegs" required="N">
|
|
675
|
+
<component name="InstrumentLeg" required="N" />
|
|
676
|
+
<field name="LegCurrency" required="N" />
|
|
677
|
+
</group>
|
|
678
|
+
<field name="RoundLot" required="N" />
|
|
679
|
+
<field name="MinTradeVol" required="N" />
|
|
680
|
+
<field name="TradingSessionID" required="N" />
|
|
681
|
+
<field name="TradingSessionSubID" required="N" />
|
|
682
|
+
<field name="Text" required="N" />
|
|
683
|
+
<field name="EncodedTextLen" required="N" />
|
|
684
|
+
<field name="EncodedText" required="N" />
|
|
685
|
+
</group>
|
|
686
|
+
</message>
|
|
687
|
+
<message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
|
|
688
|
+
<field name="SecurityReqID" required="Y" />
|
|
689
|
+
<field name="SecurityListRequestType" required="Y" />
|
|
690
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
691
|
+
<field name="Currency" required="N" />
|
|
692
|
+
<field name="Text" required="N" />
|
|
693
|
+
<field name="EncodedTextLen" required="N" />
|
|
694
|
+
<field name="EncodedText" required="N" />
|
|
695
|
+
<field name="TradingSessionID" required="N" />
|
|
696
|
+
<field name="TradingSessionSubID" required="N" />
|
|
697
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
698
|
+
</message>
|
|
699
|
+
<message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
|
|
700
|
+
<field name="SecurityReqID" required="Y" />
|
|
701
|
+
<field name="SecurityResponseID" required="Y" />
|
|
702
|
+
<field name="SecurityRequestResult" required="Y" />
|
|
703
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
704
|
+
<field name="TotalNumSecurities" required="N" />
|
|
705
|
+
<group name="NoRelatedSym" required="N">
|
|
706
|
+
<component name="Instrument" required="N" />
|
|
707
|
+
<field name="Currency" required="N" />
|
|
708
|
+
<group name="NoLegs" required="N">
|
|
709
|
+
<component name="InstrumentLeg" required="N" />
|
|
710
|
+
<field name="LegCurrency" required="N" />
|
|
711
|
+
</group>
|
|
712
|
+
<field name="TradingSessionID" required="N" />
|
|
713
|
+
<field name="TradingSessionSubID" required="N" />
|
|
714
|
+
<field name="Text" required="N" />
|
|
715
|
+
<field name="EncodedTextLen" required="N" />
|
|
716
|
+
<field name="EncodedText" required="N" />
|
|
717
|
+
</group>
|
|
718
|
+
</message>
|
|
719
|
+
<message name="SecurityStatusRequest" msgtype="e" msgcat="app">
|
|
720
|
+
<field name="SecurityStatusReqID" required="Y" />
|
|
721
|
+
<component name="Instrument" required="Y" />
|
|
722
|
+
<field name="Currency" required="N" />
|
|
723
|
+
<field name="SubscriptionRequestType" required="Y" />
|
|
724
|
+
<field name="TradingSessionID" required="N" />
|
|
725
|
+
<field name="TradingSessionSubID" required="N" />
|
|
726
|
+
</message>
|
|
727
|
+
<message name="SecurityStatus" msgtype="f" msgcat="app">
|
|
728
|
+
<field name="SecurityStatusReqID" required="N" />
|
|
729
|
+
<component name="Instrument" required="Y" />
|
|
730
|
+
<field name="Currency" required="N" />
|
|
731
|
+
<field name="TradingSessionID" required="N" />
|
|
732
|
+
<field name="TradingSessionSubID" required="N" />
|
|
733
|
+
<field name="UnsolicitedIndicator" required="N" />
|
|
734
|
+
<field name="SecurityTradingStatus" required="N" />
|
|
735
|
+
<field name="FinancialStatus" required="N" />
|
|
736
|
+
<field name="CorporateAction" required="N" />
|
|
737
|
+
<field name="HaltReason" required="N" />
|
|
738
|
+
<field name="InViewOfCommon" required="N" />
|
|
739
|
+
<field name="DueToRelated" required="N" />
|
|
740
|
+
<field name="BuyVolume" required="N" />
|
|
741
|
+
<field name="SellVolume" required="N" />
|
|
742
|
+
<field name="HighPx" required="N" />
|
|
743
|
+
<field name="LowPx" required="N" />
|
|
744
|
+
<field name="LastPx" required="N" />
|
|
745
|
+
<field name="TransactTime" required="N" />
|
|
746
|
+
<field name="Adjustment" required="N" />
|
|
747
|
+
<field name="Text" required="N" />
|
|
748
|
+
<field name="EncodedTextLen" required="N" />
|
|
749
|
+
<field name="EncodedText" required="N" />
|
|
750
|
+
</message>
|
|
751
|
+
<message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
|
|
752
|
+
<field name="TradSesReqID" required="Y" />
|
|
753
|
+
<field name="TradingSessionID" required="N" />
|
|
754
|
+
<field name="TradingSessionSubID" required="N" />
|
|
755
|
+
<field name="TradSesMethod" required="N" />
|
|
756
|
+
<field name="TradSesMode" required="N" />
|
|
757
|
+
<field name="SubscriptionRequestType" required="Y" />
|
|
758
|
+
</message>
|
|
759
|
+
<message name="TradingSessionStatus" msgtype="h" msgcat="app">
|
|
760
|
+
<field name="TradSesReqID" required="N" />
|
|
761
|
+
<field name="TradingSessionID" required="Y" />
|
|
762
|
+
<field name="TradingSessionSubID" required="N" />
|
|
763
|
+
<field name="TradSesMethod" required="N" />
|
|
764
|
+
<field name="TradSesMode" required="N" />
|
|
765
|
+
<field name="UnsolicitedIndicator" required="N" />
|
|
766
|
+
<field name="TradSesStatus" required="Y" />
|
|
767
|
+
<field name="TradSesStatusRejReason" required="N" />
|
|
768
|
+
<field name="TradSesStartTime" required="N" />
|
|
769
|
+
<field name="TradSesOpenTime" required="N" />
|
|
770
|
+
<field name="TradSesPreCloseTime" required="N" />
|
|
771
|
+
<field name="TradSesCloseTime" required="N" />
|
|
772
|
+
<field name="TradSesEndTime" required="N" />
|
|
773
|
+
<field name="TotalVolumeTraded" required="N" />
|
|
774
|
+
<field name="Text" required="N" />
|
|
775
|
+
<field name="EncodedTextLen" required="N" />
|
|
776
|
+
<field name="EncodedText" required="N" />
|
|
777
|
+
</message>
|
|
778
|
+
<message name="NewOrderSingle" msgtype="D" msgcat="app">
|
|
779
|
+
<field name="ClOrdID" required="Y" />
|
|
780
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
781
|
+
<field name="ClOrdLinkID" required="N" />
|
|
782
|
+
<component name="Parties" required="N" />
|
|
783
|
+
<field name="TradeOriginationDate" required="N" />
|
|
784
|
+
<field name="Account" required="N" />
|
|
785
|
+
<field name="AccountType" required="N" />
|
|
786
|
+
<field name="DayBookingInst" required="N" />
|
|
787
|
+
<field name="BookingUnit" required="N" />
|
|
788
|
+
<field name="PreallocMethod" required="N" />
|
|
789
|
+
<group name="NoAllocs" required="N">
|
|
790
|
+
<field name="AllocAccount" required="N" />
|
|
791
|
+
<field name="IndividualAllocID" required="N" />
|
|
792
|
+
<component name="NestedParties" required="N" />
|
|
793
|
+
<field name="AllocQty" required="N" />
|
|
794
|
+
</group>
|
|
795
|
+
<field name="SettlmntTyp" required="N" />
|
|
796
|
+
<field name="FutSettDate" required="N" />
|
|
797
|
+
<field name="CashMargin" required="N" />
|
|
798
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
799
|
+
<field name="HandlInst" required="Y" />
|
|
800
|
+
<field name="ExecInst" required="N" />
|
|
801
|
+
<field name="MinQty" required="N" />
|
|
802
|
+
<field name="MaxFloor" required="N" />
|
|
803
|
+
<field name="ExDestination" required="N" />
|
|
804
|
+
<group name="NoTradingSessions" required="N">
|
|
805
|
+
<field name="TradingSessionID" required="N" />
|
|
806
|
+
<field name="TradingSessionSubID" required="N" />
|
|
807
|
+
</group>
|
|
808
|
+
<field name="ProcessCode" required="N" />
|
|
809
|
+
<component name="Instrument" required="Y" />
|
|
810
|
+
<field name="PrevClosePx" required="N" />
|
|
811
|
+
<field name="Side" required="Y" />
|
|
812
|
+
<field name="LocateReqd" required="N" />
|
|
813
|
+
<field name="TransactTime" required="Y" />
|
|
814
|
+
<component name="Stipulations" required="N" />
|
|
815
|
+
<field name="QuantityType" required="N" />
|
|
816
|
+
<component name="OrderQtyData" required="Y" />
|
|
817
|
+
<field name="OrdType" required="Y" />
|
|
818
|
+
<field name="PriceType" required="N" />
|
|
819
|
+
<field name="Price" required="N" />
|
|
820
|
+
<field name="StopPx" required="N" />
|
|
821
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
822
|
+
<component name="YieldData" required="N" />
|
|
823
|
+
<field name="Currency" required="N" />
|
|
824
|
+
<field name="ComplianceID" required="N" />
|
|
825
|
+
<field name="SolicitedFlag" required="N" />
|
|
826
|
+
<field name="IOIid" required="N" />
|
|
827
|
+
<field name="QuoteID" required="N" />
|
|
828
|
+
<field name="TimeInForce" required="N" />
|
|
829
|
+
<field name="EffectiveTime" required="N" />
|
|
830
|
+
<field name="ExpireDate" required="N" />
|
|
831
|
+
<field name="ExpireTime" required="N" />
|
|
832
|
+
<field name="GTBookingInst" required="N" />
|
|
833
|
+
<component name="CommissionData" required="N" />
|
|
834
|
+
<field name="OrderCapacity" required="N" />
|
|
835
|
+
<field name="OrderRestrictions" required="N" />
|
|
836
|
+
<field name="CustOrderCapacity" required="N" />
|
|
837
|
+
<field name="Rule80A" required="N" />
|
|
838
|
+
<field name="ForexReq" required="N" />
|
|
839
|
+
<field name="SettlCurrency" required="N" />
|
|
840
|
+
<field name="Text" required="N" />
|
|
841
|
+
<field name="EncodedTextLen" required="N" />
|
|
842
|
+
<field name="EncodedText" required="N" />
|
|
843
|
+
<field name="FutSettDate2" required="N" />
|
|
844
|
+
<field name="OrderQty2" required="N" />
|
|
845
|
+
<field name="Price2" required="N" />
|
|
846
|
+
<field name="PositionEffect" required="N" />
|
|
847
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
848
|
+
<field name="MaxShow" required="N" />
|
|
849
|
+
<field name="PegDifference" required="N" />
|
|
850
|
+
<field name="DiscretionInst" required="N" />
|
|
851
|
+
<field name="DiscretionOffset" required="N" />
|
|
852
|
+
<field name="CancellationRights" required="N" />
|
|
853
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
854
|
+
<field name="RegistID" required="N" />
|
|
855
|
+
<field name="Designation" required="N" />
|
|
856
|
+
<field name="AccruedInterestRate" required="N" />
|
|
857
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
858
|
+
<field name="NetMoney" required="N" />
|
|
859
|
+
</message>
|
|
860
|
+
<message name="ExecutionReport" msgtype="8" msgcat="app">
|
|
861
|
+
<field name="OrderID" required="Y" />
|
|
862
|
+
<field name="SecondaryOrderID" required="N" />
|
|
863
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
864
|
+
<field name="SecondaryExecID" required="N" />
|
|
865
|
+
<field name="ClOrdID" required="N" />
|
|
866
|
+
<field name="OrigClOrdID" required="N" />
|
|
867
|
+
<field name="ClOrdLinkID" required="N" />
|
|
868
|
+
<component name="Parties" required="N" />
|
|
869
|
+
<field name="TradeOriginationDate" required="N" />
|
|
870
|
+
<group name="NoContraBrokers" required="N">
|
|
871
|
+
<field name="ContraBroker" required="N" />
|
|
872
|
+
<field name="ContraTrader" required="N" />
|
|
873
|
+
<field name="ContraTradeQty" required="N" />
|
|
874
|
+
<field name="ContraTradeTime" required="N" />
|
|
875
|
+
<field name="ContraLegRefID" required="N" />
|
|
876
|
+
</group>
|
|
877
|
+
<field name="ListID" required="N" />
|
|
878
|
+
<field name="CrossID" required="N" />
|
|
879
|
+
<field name="OrigCrossID" required="N" />
|
|
880
|
+
<field name="CrossType" required="N" />
|
|
881
|
+
<field name="ExecID" required="Y" />
|
|
882
|
+
<field name="ExecRefID" required="N" />
|
|
883
|
+
<field name="ExecType" required="Y" />
|
|
884
|
+
<field name="OrdStatus" required="Y" />
|
|
885
|
+
<field name="WorkingIndicator" required="N" />
|
|
886
|
+
<field name="OrdRejReason" required="N" />
|
|
887
|
+
<field name="ExecRestatementReason" required="N" />
|
|
888
|
+
<field name="Account" required="N" />
|
|
889
|
+
<field name="AccountType" required="N" />
|
|
890
|
+
<field name="DayBookingInst" required="N" />
|
|
891
|
+
<field name="BookingUnit" required="N" />
|
|
892
|
+
<field name="PreallocMethod" required="N" />
|
|
893
|
+
<field name="SettlmntTyp" required="N" />
|
|
894
|
+
<field name="FutSettDate" required="N" />
|
|
895
|
+
<field name="CashMargin" required="N" />
|
|
896
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
897
|
+
<component name="Instrument" required="Y" />
|
|
898
|
+
<field name="Side" required="Y" />
|
|
899
|
+
<component name="Stipulations" required="N" />
|
|
900
|
+
<field name="QuantityType" required="N" />
|
|
901
|
+
<component name="OrderQtyData" required="Y" />
|
|
902
|
+
<field name="OrdType" required="N" />
|
|
903
|
+
<field name="PriceType" required="N" />
|
|
904
|
+
<field name="Price" required="N" />
|
|
905
|
+
<field name="StopPx" required="N" />
|
|
906
|
+
<field name="PegDifference" required="N" />
|
|
907
|
+
<field name="DiscretionInst" required="N" />
|
|
908
|
+
<field name="DiscretionOffset" required="N" />
|
|
909
|
+
<field name="Currency" required="N" />
|
|
910
|
+
<field name="ComplianceID" required="N" />
|
|
911
|
+
<field name="SolicitedFlag" required="N" />
|
|
912
|
+
<field name="TimeInForce" required="N" />
|
|
913
|
+
<field name="EffectiveTime" required="N" />
|
|
914
|
+
<field name="ExpireDate" required="N" />
|
|
915
|
+
<field name="ExpireTime" required="N" />
|
|
916
|
+
<field name="ExecInst" required="N" />
|
|
917
|
+
<field name="OrderCapacity" required="N" />
|
|
918
|
+
<field name="OrderRestrictions" required="N" />
|
|
919
|
+
<field name="CustOrderCapacity" required="N" />
|
|
920
|
+
<field name="Rule80A" required="N" />
|
|
921
|
+
<field name="LastQty" required="N" />
|
|
922
|
+
<field name="UnderlyingLastQty" required="N" />
|
|
923
|
+
<field name="LastPx" required="N" />
|
|
924
|
+
<field name="UnderlyingLastPx" required="N" />
|
|
925
|
+
<field name="LastSpotRate" required="N" />
|
|
926
|
+
<field name="LastForwardPoints" required="N" />
|
|
927
|
+
<field name="LastMkt" required="N" />
|
|
928
|
+
<field name="TradingSessionID" required="N" />
|
|
929
|
+
<field name="TradingSessionSubID" required="N" />
|
|
930
|
+
<field name="LastCapacity" required="N" />
|
|
931
|
+
<field name="LeavesQty" required="Y" />
|
|
932
|
+
<field name="CumQty" required="Y" />
|
|
933
|
+
<field name="AvgPx" required="Y" />
|
|
934
|
+
<field name="DayOrderQty" required="N" />
|
|
935
|
+
<field name="DayCumQty" required="N" />
|
|
936
|
+
<field name="DayAvgPx" required="N" />
|
|
937
|
+
<field name="GTBookingInst" required="N" />
|
|
938
|
+
<field name="TradeDate" required="N" />
|
|
939
|
+
<field name="TransactTime" required="N" />
|
|
940
|
+
<field name="ReportToExch" required="N" />
|
|
941
|
+
<component name="CommissionData" required="N" />
|
|
942
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
943
|
+
<component name="YieldData" required="N" />
|
|
944
|
+
<field name="GrossTradeAmt" required="N" />
|
|
945
|
+
<field name="NumDaysInterest" required="N" />
|
|
946
|
+
<field name="ExDate" required="N" />
|
|
947
|
+
<field name="AccruedInterestRate" required="N" />
|
|
948
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
949
|
+
<field name="TradedFlatSwitch" required="N" />
|
|
950
|
+
<field name="BasisFeatureDate" required="N" />
|
|
951
|
+
<field name="BasisFeaturePrice" required="N" />
|
|
952
|
+
<field name="Concession" required="N" />
|
|
953
|
+
<field name="TotalTakedown" required="N" />
|
|
954
|
+
<field name="NetMoney" required="N" />
|
|
955
|
+
<field name="SettlCurrAmt" required="N" />
|
|
956
|
+
<field name="SettlCurrency" required="N" />
|
|
957
|
+
<field name="SettlCurrFxRate" required="N" />
|
|
958
|
+
<field name="SettlCurrFxRateCalc" required="N" />
|
|
959
|
+
<field name="HandlInst" required="N" />
|
|
960
|
+
<field name="MinQty" required="N" />
|
|
961
|
+
<field name="MaxFloor" required="N" />
|
|
962
|
+
<field name="PositionEffect" required="N" />
|
|
963
|
+
<field name="MaxShow" required="N" />
|
|
964
|
+
<field name="Text" required="N" />
|
|
965
|
+
<field name="EncodedTextLen" required="N" />
|
|
966
|
+
<field name="EncodedText" required="N" />
|
|
967
|
+
<field name="FutSettDate2" required="N" />
|
|
968
|
+
<field name="OrderQty2" required="N" />
|
|
969
|
+
<field name="LastForwardPoints2" required="N" />
|
|
970
|
+
<field name="MultiLegReportingType" required="N" />
|
|
971
|
+
<field name="CancellationRights" required="N" />
|
|
972
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
973
|
+
<field name="RegistID" required="N" />
|
|
974
|
+
<field name="Designation" required="N" />
|
|
975
|
+
<field name="TransBkdTime" required="N" />
|
|
976
|
+
<field name="ExecValuationPoint" required="N" />
|
|
977
|
+
<field name="ExecPriceType" required="N" />
|
|
978
|
+
<field name="ExecPriceAdjustment" required="N" />
|
|
979
|
+
<field name="PriorityIndicator" required="N" />
|
|
980
|
+
<field name="PriceImprovement" required="N" />
|
|
981
|
+
<group name="NoContAmts" required="N">
|
|
982
|
+
<field name="ContAmtType" required="N" />
|
|
983
|
+
<field name="ContAmtValue" required="N" />
|
|
984
|
+
<field name="ContAmtCurr" required="N" />
|
|
985
|
+
</group>
|
|
986
|
+
<group name="NoLegs" required="N">
|
|
987
|
+
<component name="InstrumentLeg" required="N" />
|
|
988
|
+
<field name="LegPositionEffect" required="N" />
|
|
989
|
+
<field name="LegCoveredOrUncovered" required="N" />
|
|
990
|
+
<component name="NestedParties" required="N" />
|
|
991
|
+
<field name="LegRefID" required="N" />
|
|
992
|
+
<field name="LegPrice" required="N" />
|
|
993
|
+
<field name="LegSettlmntTyp" required="N" />
|
|
994
|
+
<field name="LegFutSettDate" required="N" />
|
|
995
|
+
<field name="LegLastPx" required="N" />
|
|
996
|
+
</group>
|
|
997
|
+
</message>
|
|
998
|
+
<message name="DontKnowTrade" msgtype="Q" msgcat="app">
|
|
999
|
+
<field name="OrderID" required="Y" />
|
|
1000
|
+
<field name="ExecID" required="Y" />
|
|
1001
|
+
<field name="DKReason" required="Y" />
|
|
1002
|
+
<component name="Instrument" required="Y" />
|
|
1003
|
+
<field name="Side" required="Y" />
|
|
1004
|
+
<component name="OrderQtyData" required="Y" />
|
|
1005
|
+
<field name="LastQty" required="N" />
|
|
1006
|
+
<field name="LastPx" required="N" />
|
|
1007
|
+
<field name="Text" required="N" />
|
|
1008
|
+
<field name="EncodedTextLen" required="N" />
|
|
1009
|
+
<field name="EncodedText" required="N" />
|
|
1010
|
+
</message>
|
|
1011
|
+
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
|
|
1012
|
+
<field name="OrderID" required="N" />
|
|
1013
|
+
<component name="Parties" required="N" />
|
|
1014
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1015
|
+
<field name="OrigClOrdID" required="Y" />
|
|
1016
|
+
<field name="ClOrdID" required="Y" />
|
|
1017
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1018
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1019
|
+
<field name="ListID" required="N" />
|
|
1020
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1021
|
+
<field name="Account" required="N" />
|
|
1022
|
+
<field name="AccountType" required="N" />
|
|
1023
|
+
<field name="DayBookingInst" required="N" />
|
|
1024
|
+
<field name="BookingUnit" required="N" />
|
|
1025
|
+
<field name="PreallocMethod" required="N" />
|
|
1026
|
+
<group name="NoAllocs" required="N">
|
|
1027
|
+
<field name="AllocAccount" required="N" />
|
|
1028
|
+
<field name="IndividualAllocID" required="N" />
|
|
1029
|
+
<component name="NestedParties" required="N" />
|
|
1030
|
+
<field name="AllocQty" required="N" />
|
|
1031
|
+
</group>
|
|
1032
|
+
<field name="SettlmntTyp" required="N" />
|
|
1033
|
+
<field name="FutSettDate" required="N" />
|
|
1034
|
+
<field name="CashMargin" required="N" />
|
|
1035
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1036
|
+
<field name="HandlInst" required="Y" />
|
|
1037
|
+
<field name="ExecInst" required="N" />
|
|
1038
|
+
<field name="MinQty" required="N" />
|
|
1039
|
+
<field name="MaxFloor" required="N" />
|
|
1040
|
+
<field name="ExDestination" required="N" />
|
|
1041
|
+
<group name="NoTradingSessions" required="N">
|
|
1042
|
+
<field name="TradingSessionID" required="N" />
|
|
1043
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1044
|
+
</group>
|
|
1045
|
+
<component name="Instrument" required="Y" />
|
|
1046
|
+
<field name="Side" required="Y" />
|
|
1047
|
+
<field name="TransactTime" required="Y" />
|
|
1048
|
+
<field name="QuantityType" required="N" />
|
|
1049
|
+
<component name="OrderQtyData" required="Y" />
|
|
1050
|
+
<field name="OrdType" required="Y" />
|
|
1051
|
+
<field name="PriceType" required="N" />
|
|
1052
|
+
<field name="Price" required="N" />
|
|
1053
|
+
<field name="StopPx" required="N" />
|
|
1054
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
1055
|
+
<component name="YieldData" required="N" />
|
|
1056
|
+
<field name="PegDifference" required="N" />
|
|
1057
|
+
<field name="DiscretionInst" required="N" />
|
|
1058
|
+
<field name="DiscretionOffset" required="N" />
|
|
1059
|
+
<field name="ComplianceID" required="N" />
|
|
1060
|
+
<field name="SolicitedFlag" required="N" />
|
|
1061
|
+
<field name="Currency" required="N" />
|
|
1062
|
+
<field name="TimeInForce" required="N" />
|
|
1063
|
+
<field name="EffectiveTime" required="N" />
|
|
1064
|
+
<field name="ExpireDate" required="N" />
|
|
1065
|
+
<field name="ExpireTime" required="N" />
|
|
1066
|
+
<field name="GTBookingInst" required="N" />
|
|
1067
|
+
<component name="CommissionData" required="N" />
|
|
1068
|
+
<field name="OrderCapacity" required="N" />
|
|
1069
|
+
<field name="OrderRestrictions" required="N" />
|
|
1070
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1071
|
+
<field name="Rule80A" required="N" />
|
|
1072
|
+
<field name="ForexReq" required="N" />
|
|
1073
|
+
<field name="SettlCurrency" required="N" />
|
|
1074
|
+
<field name="Text" required="N" />
|
|
1075
|
+
<field name="EncodedTextLen" required="N" />
|
|
1076
|
+
<field name="EncodedText" required="N" />
|
|
1077
|
+
<field name="FutSettDate2" required="N" />
|
|
1078
|
+
<field name="OrderQty2" required="N" />
|
|
1079
|
+
<field name="Price2" required="N" />
|
|
1080
|
+
<field name="PositionEffect" required="N" />
|
|
1081
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1082
|
+
<field name="MaxShow" required="N" />
|
|
1083
|
+
<field name="LocateReqd" required="N" />
|
|
1084
|
+
<field name="CancellationRights" required="N" />
|
|
1085
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1086
|
+
<field name="RegistID" required="N" />
|
|
1087
|
+
<field name="Designation" required="N" />
|
|
1088
|
+
<field name="AccruedInterestRate" required="N" />
|
|
1089
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
1090
|
+
<field name="NetMoney" required="N" />
|
|
1091
|
+
</message>
|
|
1092
|
+
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
|
|
1093
|
+
<field name="OrigClOrdID" required="Y" />
|
|
1094
|
+
<field name="OrderID" required="N" />
|
|
1095
|
+
<field name="ClOrdID" required="Y" />
|
|
1096
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1097
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1098
|
+
<field name="ListID" required="N" />
|
|
1099
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1100
|
+
<field name="Account" required="N" />
|
|
1101
|
+
<field name="AccountType" required="N" />
|
|
1102
|
+
<component name="Parties" required="N" />
|
|
1103
|
+
<component name="Instrument" required="Y" />
|
|
1104
|
+
<field name="Side" required="Y" />
|
|
1105
|
+
<field name="TransactTime" required="Y" />
|
|
1106
|
+
<component name="OrderQtyData" required="Y" />
|
|
1107
|
+
<field name="ComplianceID" required="N" />
|
|
1108
|
+
<field name="Text" required="N" />
|
|
1109
|
+
<field name="EncodedTextLen" required="N" />
|
|
1110
|
+
<field name="EncodedText" required="N" />
|
|
1111
|
+
</message>
|
|
1112
|
+
<message name="OrderCancelReject" msgtype="9" msgcat="app">
|
|
1113
|
+
<field name="OrderID" required="Y" />
|
|
1114
|
+
<field name="SecondaryOrderID" required="N" />
|
|
1115
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1116
|
+
<field name="ClOrdID" required="Y" />
|
|
1117
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1118
|
+
<field name="OrigClOrdID" required="Y" />
|
|
1119
|
+
<field name="OrdStatus" required="Y" />
|
|
1120
|
+
<field name="WorkingIndicator" required="N" />
|
|
1121
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1122
|
+
<field name="ListID" required="N" />
|
|
1123
|
+
<field name="Account" required="N" />
|
|
1124
|
+
<field name="AccountType" required="N" />
|
|
1125
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1126
|
+
<field name="TransactTime" required="N" />
|
|
1127
|
+
<field name="CxlRejResponseTo" required="Y" />
|
|
1128
|
+
<field name="CxlRejReason" required="N" />
|
|
1129
|
+
<field name="Text" required="N" />
|
|
1130
|
+
<field name="EncodedTextLen" required="N" />
|
|
1131
|
+
<field name="EncodedText" required="N" />
|
|
1132
|
+
</message>
|
|
1133
|
+
<message name="OrderStatusRequest" msgtype="H" msgcat="app">
|
|
1134
|
+
<field name="OrderID" required="N" />
|
|
1135
|
+
<field name="ClOrdID" required="Y" />
|
|
1136
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1137
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1138
|
+
<component name="Parties" required="N" />
|
|
1139
|
+
<field name="Account" required="N" />
|
|
1140
|
+
<component name="Instrument" required="Y" />
|
|
1141
|
+
<field name="Side" required="Y" />
|
|
1142
|
+
</message>
|
|
1143
|
+
<message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
|
|
1144
|
+
<field name="ClOrdID" required="Y" />
|
|
1145
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1146
|
+
<field name="MassCancelRequestType" required="Y" />
|
|
1147
|
+
<field name="TradingSessionID" required="N" />
|
|
1148
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1149
|
+
<component name="Instrument" required="N" />
|
|
1150
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
1151
|
+
<field name="Side" required="N" />
|
|
1152
|
+
<field name="TransactTime" required="Y" />
|
|
1153
|
+
<field name="Text" required="N" />
|
|
1154
|
+
<field name="EncodedTextLen" required="N" />
|
|
1155
|
+
<field name="EncodedText" required="N" />
|
|
1156
|
+
</message>
|
|
1157
|
+
<message name="OrderMassCancelReport" msgtype="r" msgcat="app">
|
|
1158
|
+
<field name="ClOrdID" required="N" />
|
|
1159
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1160
|
+
<field name="OrderID" required="Y" />
|
|
1161
|
+
<field name="SecondaryOrderID" required="N" />
|
|
1162
|
+
<field name="MassCancelRequestType" required="Y" />
|
|
1163
|
+
<field name="MassCancelResponse" required="Y" />
|
|
1164
|
+
<field name="MassCancelRejectReason" required="N" />
|
|
1165
|
+
<field name="TotalAffectedOrders" required="N" />
|
|
1166
|
+
<group name="NoAffectedOrders" required="N">
|
|
1167
|
+
<field name="OrigClOrdID" required="N" />
|
|
1168
|
+
<field name="AffectedOrderID" required="N" />
|
|
1169
|
+
<field name="AffectedSecondaryOrderID" required="N" />
|
|
1170
|
+
</group>
|
|
1171
|
+
<field name="TradingSessionID" required="N" />
|
|
1172
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1173
|
+
<component name="Instrument" required="N" />
|
|
1174
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
1175
|
+
<field name="Side" required="N" />
|
|
1176
|
+
<field name="TransactTime" required="N" />
|
|
1177
|
+
<field name="Text" required="N" />
|
|
1178
|
+
<field name="EncodedTextLen" required="N" />
|
|
1179
|
+
<field name="EncodedText" required="N" />
|
|
1180
|
+
</message>
|
|
1181
|
+
<message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
|
|
1182
|
+
<field name="MassStatusReqID" required="Y" />
|
|
1183
|
+
<field name="MassStatusReqType" required="Y" />
|
|
1184
|
+
<component name="Parties" required="N" />
|
|
1185
|
+
<field name="Account" required="N" />
|
|
1186
|
+
<field name="TradingSessionID" required="N" />
|
|
1187
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1188
|
+
<component name="Instrument" required="N" />
|
|
1189
|
+
<component name="UnderlyingInstrument" required="N" />
|
|
1190
|
+
<field name="Side" required="N" />
|
|
1191
|
+
</message>
|
|
1192
|
+
<message name="NewOrderCross" msgtype="s" msgcat="app">
|
|
1193
|
+
<field name="CrossID" required="Y" />
|
|
1194
|
+
<field name="CrossType" required="Y" />
|
|
1195
|
+
<field name="CrossPrioritization" required="Y" />
|
|
1196
|
+
<group name="NoSides" required="Y">
|
|
1197
|
+
<field name="Side" required="Y" />
|
|
1198
|
+
<field name="ClOrdID" required="Y" />
|
|
1199
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1200
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1201
|
+
<component name="Parties" required="N" />
|
|
1202
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1203
|
+
<field name="Account" required="N" />
|
|
1204
|
+
<field name="AccountType" required="N" />
|
|
1205
|
+
<field name="DayBookingInst" required="N" />
|
|
1206
|
+
<field name="BookingUnit" required="N" />
|
|
1207
|
+
<field name="PreallocMethod" required="N" />
|
|
1208
|
+
<group name="NoAllocs" required="N">
|
|
1209
|
+
<field name="AllocAccount" required="N" />
|
|
1210
|
+
<field name="IndividualAllocID" required="N" />
|
|
1211
|
+
<component name="NestedParties" required="N" />
|
|
1212
|
+
<field name="AllocQty" required="N" />
|
|
1213
|
+
</group>
|
|
1214
|
+
<field name="QuantityType" required="N" />
|
|
1215
|
+
<component name="OrderQtyData" required="Y" />
|
|
1216
|
+
<component name="CommissionData" required="N" />
|
|
1217
|
+
<field name="OrderCapacity" required="N" />
|
|
1218
|
+
<field name="OrderRestrictions" required="N" />
|
|
1219
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1220
|
+
<field name="ForexReq" required="N" />
|
|
1221
|
+
<field name="SettlCurrency" required="N" />
|
|
1222
|
+
<field name="Text" required="N" />
|
|
1223
|
+
<field name="EncodedTextLen" required="N" />
|
|
1224
|
+
<field name="EncodedText" required="N" />
|
|
1225
|
+
<field name="PositionEffect" required="N" />
|
|
1226
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1227
|
+
<field name="CashMargin" required="N" />
|
|
1228
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1229
|
+
<field name="SolicitedFlag" required="N" />
|
|
1230
|
+
<field name="SideComplianceID" required="N" />
|
|
1231
|
+
</group>
|
|
1232
|
+
<component name="Instrument" required="Y" />
|
|
1233
|
+
<field name="SettlmntTyp" required="N" />
|
|
1234
|
+
<field name="FutSettDate" required="N" />
|
|
1235
|
+
<field name="HandlInst" required="Y" />
|
|
1236
|
+
<field name="ExecInst" required="N" />
|
|
1237
|
+
<field name="MinQty" required="N" />
|
|
1238
|
+
<field name="MaxFloor" required="N" />
|
|
1239
|
+
<field name="ExDestination" required="N" />
|
|
1240
|
+
<group name="NoTradingSessions" required="N">
|
|
1241
|
+
<field name="TradingSessionID" required="N" />
|
|
1242
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1243
|
+
</group>
|
|
1244
|
+
<field name="ProcessCode" required="N" />
|
|
1245
|
+
<field name="PrevClosePx" required="N" />
|
|
1246
|
+
<field name="LocateReqd" required="N" />
|
|
1247
|
+
<field name="TransactTime" required="Y" />
|
|
1248
|
+
<component name="Stipulations" required="N" />
|
|
1249
|
+
<field name="OrdType" required="Y" />
|
|
1250
|
+
<field name="PriceType" required="N" />
|
|
1251
|
+
<field name="Price" required="N" />
|
|
1252
|
+
<field name="StopPx" required="N" />
|
|
1253
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
1254
|
+
<component name="YieldData" required="N" />
|
|
1255
|
+
<field name="Currency" required="N" />
|
|
1256
|
+
<field name="ComplianceID" required="N" />
|
|
1257
|
+
<field name="IOIid" required="N" />
|
|
1258
|
+
<field name="QuoteID" required="N" />
|
|
1259
|
+
<field name="TimeInForce" required="N" />
|
|
1260
|
+
<field name="EffectiveTime" required="N" />
|
|
1261
|
+
<field name="ExpireDate" required="N" />
|
|
1262
|
+
<field name="ExpireTime" required="N" />
|
|
1263
|
+
<field name="GTBookingInst" required="N" />
|
|
1264
|
+
<field name="MaxShow" required="N" />
|
|
1265
|
+
<field name="PegDifference" required="N" />
|
|
1266
|
+
<field name="DiscretionInst" required="N" />
|
|
1267
|
+
<field name="DiscretionOffset" required="N" />
|
|
1268
|
+
<field name="CancellationRights" required="N" />
|
|
1269
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1270
|
+
<field name="RegistID" required="N" />
|
|
1271
|
+
<field name="Designation" required="N" />
|
|
1272
|
+
<field name="AccruedInterestRate" required="N" />
|
|
1273
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
1274
|
+
<field name="NetMoney" required="N" />
|
|
1275
|
+
</message>
|
|
1276
|
+
<message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
|
|
1277
|
+
<field name="OrderID" required="N" />
|
|
1278
|
+
<field name="CrossID" required="Y" />
|
|
1279
|
+
<field name="OrigCrossID" required="Y" />
|
|
1280
|
+
<field name="CrossType" required="Y" />
|
|
1281
|
+
<field name="CrossPrioritization" required="Y" />
|
|
1282
|
+
<group name="NoSides" required="Y">
|
|
1283
|
+
<field name="Side" required="Y" />
|
|
1284
|
+
<field name="OrigClOrdID" required="N" />
|
|
1285
|
+
<field name="ClOrdID" required="Y" />
|
|
1286
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1287
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1288
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1289
|
+
<component name="Parties" required="N" />
|
|
1290
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1291
|
+
<field name="Account" required="N" />
|
|
1292
|
+
<field name="AccountType" required="N" />
|
|
1293
|
+
<field name="DayBookingInst" required="N" />
|
|
1294
|
+
<field name="BookingUnit" required="N" />
|
|
1295
|
+
<field name="PreallocMethod" required="N" />
|
|
1296
|
+
<group name="NoAllocs" required="N">
|
|
1297
|
+
<field name="AllocAccount" required="N" />
|
|
1298
|
+
<field name="IndividualAllocID" required="N" />
|
|
1299
|
+
<component name="NestedParties" required="N" />
|
|
1300
|
+
<field name="AllocQty" required="N" />
|
|
1301
|
+
</group>
|
|
1302
|
+
<field name="QuantityType" required="N" />
|
|
1303
|
+
<component name="OrderQtyData" required="Y" />
|
|
1304
|
+
<component name="CommissionData" required="N" />
|
|
1305
|
+
<field name="OrderCapacity" required="N" />
|
|
1306
|
+
<field name="OrderRestrictions" required="N" />
|
|
1307
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1308
|
+
<field name="ForexReq" required="N" />
|
|
1309
|
+
<field name="SettlCurrency" required="N" />
|
|
1310
|
+
<field name="Text" required="N" />
|
|
1311
|
+
<field name="EncodedTextLen" required="N" />
|
|
1312
|
+
<field name="EncodedText" required="N" />
|
|
1313
|
+
<field name="PositionEffect" required="N" />
|
|
1314
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1315
|
+
<field name="CashMargin" required="N" />
|
|
1316
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1317
|
+
<field name="SolicitedFlag" required="N" />
|
|
1318
|
+
<field name="SideComplianceID" required="N" />
|
|
1319
|
+
</group>
|
|
1320
|
+
<component name="Instrument" required="Y" />
|
|
1321
|
+
<field name="SettlmntTyp" required="N" />
|
|
1322
|
+
<field name="FutSettDate" required="N" />
|
|
1323
|
+
<field name="HandlInst" required="Y" />
|
|
1324
|
+
<field name="ExecInst" required="N" />
|
|
1325
|
+
<field name="MinQty" required="N" />
|
|
1326
|
+
<field name="MaxFloor" required="N" />
|
|
1327
|
+
<field name="ExDestination" required="N" />
|
|
1328
|
+
<group name="NoTradingSessions" required="N">
|
|
1329
|
+
<field name="TradingSessionID" required="N" />
|
|
1330
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1331
|
+
</group>
|
|
1332
|
+
<field name="ProcessCode" required="N" />
|
|
1333
|
+
<field name="PrevClosePx" required="N" />
|
|
1334
|
+
<field name="LocateReqd" required="N" />
|
|
1335
|
+
<field name="TransactTime" required="Y" />
|
|
1336
|
+
<component name="Stipulations" required="N" />
|
|
1337
|
+
<field name="OrdType" required="Y" />
|
|
1338
|
+
<field name="PriceType" required="N" />
|
|
1339
|
+
<field name="Price" required="N" />
|
|
1340
|
+
<field name="StopPx" required="N" />
|
|
1341
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
1342
|
+
<component name="YieldData" required="N" />
|
|
1343
|
+
<field name="Currency" required="N" />
|
|
1344
|
+
<field name="ComplianceID" required="N" />
|
|
1345
|
+
<field name="IOIid" required="N" />
|
|
1346
|
+
<field name="QuoteID" required="N" />
|
|
1347
|
+
<field name="TimeInForce" required="N" />
|
|
1348
|
+
<field name="EffectiveTime" required="N" />
|
|
1349
|
+
<field name="ExpireDate" required="N" />
|
|
1350
|
+
<field name="ExpireTime" required="N" />
|
|
1351
|
+
<field name="GTBookingInst" required="N" />
|
|
1352
|
+
<field name="MaxShow" required="N" />
|
|
1353
|
+
<field name="PegDifference" required="N" />
|
|
1354
|
+
<field name="DiscretionInst" required="N" />
|
|
1355
|
+
<field name="DiscretionOffset" required="N" />
|
|
1356
|
+
<field name="CancellationRights" required="N" />
|
|
1357
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1358
|
+
<field name="RegistID" required="N" />
|
|
1359
|
+
<field name="Designation" required="N" />
|
|
1360
|
+
<field name="AccruedInterestRate" required="N" />
|
|
1361
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
1362
|
+
<field name="NetMoney" required="N" />
|
|
1363
|
+
</message>
|
|
1364
|
+
<message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
|
|
1365
|
+
<field name="OrderID" required="N" />
|
|
1366
|
+
<field name="CrossID" required="Y" />
|
|
1367
|
+
<field name="OrigCrossID" required="Y" />
|
|
1368
|
+
<field name="CrossType" required="Y" />
|
|
1369
|
+
<field name="CrossPrioritization" required="Y" />
|
|
1370
|
+
<group name="NoSides" required="Y">
|
|
1371
|
+
<field name="Side" required="Y" />
|
|
1372
|
+
<field name="OrigClOrdID" required="N" />
|
|
1373
|
+
<field name="ClOrdID" required="Y" />
|
|
1374
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1375
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1376
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1377
|
+
<component name="Parties" required="N" />
|
|
1378
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1379
|
+
<component name="OrderQtyData" required="Y" />
|
|
1380
|
+
<field name="ComplianceID" required="N" />
|
|
1381
|
+
<field name="Text" required="N" />
|
|
1382
|
+
<field name="EncodedTextLen" required="N" />
|
|
1383
|
+
<field name="EncodedText" required="N" />
|
|
1384
|
+
</group>
|
|
1385
|
+
<component name="Instrument" required="Y" />
|
|
1386
|
+
<field name="TransactTime" required="Y" />
|
|
1387
|
+
</message>
|
|
1388
|
+
<message name="NewOrderMultileg" msgtype="AB" msgcat="app">
|
|
1389
|
+
<field name="ClOrdID" required="Y" />
|
|
1390
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1391
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1392
|
+
<component name="Parties" required="N" />
|
|
1393
|
+
<field name="Account" required="N" />
|
|
1394
|
+
<field name="AccountType" required="N" />
|
|
1395
|
+
<field name="DayBookingInst" required="N" />
|
|
1396
|
+
<field name="BookingUnit" required="N" />
|
|
1397
|
+
<field name="PreallocMethod" required="N" />
|
|
1398
|
+
<group name="NoAllocs" required="N">
|
|
1399
|
+
<field name="AllocAccount" required="N" />
|
|
1400
|
+
<field name="IndividualAllocID" required="N" />
|
|
1401
|
+
<field name="AllocQty" required="N" />
|
|
1402
|
+
</group>
|
|
1403
|
+
<field name="SettlmntTyp" required="N" />
|
|
1404
|
+
<field name="FutSettDate" required="N" />
|
|
1405
|
+
<field name="CashMargin" required="N" />
|
|
1406
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1407
|
+
<field name="HandlInst" required="Y" />
|
|
1408
|
+
<field name="ExecInst" required="N" />
|
|
1409
|
+
<field name="MinQty" required="N" />
|
|
1410
|
+
<field name="MaxFloor" required="N" />
|
|
1411
|
+
<field name="ExDestination" required="N" />
|
|
1412
|
+
<group name="NoTradingSessions" required="N">
|
|
1413
|
+
<field name="TradingSessionID" required="N" />
|
|
1414
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1415
|
+
</group>
|
|
1416
|
+
<field name="ProcessCode" required="N" />
|
|
1417
|
+
<field name="Side" required="Y" />
|
|
1418
|
+
<component name="Instrument" required="Y" />
|
|
1419
|
+
<field name="PrevClosePx" required="N" />
|
|
1420
|
+
<group name="NoLegs" required="N">
|
|
1421
|
+
<component name="InstrumentLeg" required="N" />
|
|
1422
|
+
<field name="LegPositionEffect" required="N" />
|
|
1423
|
+
<field name="LegCoveredOrUncovered" required="N" />
|
|
1424
|
+
<component name="NestedParties" required="N" />
|
|
1425
|
+
<field name="LegRefID" required="N" />
|
|
1426
|
+
<field name="LegPrice" required="N" />
|
|
1427
|
+
<field name="LegSettlmntTyp" required="N" />
|
|
1428
|
+
<field name="LegFutSettDate" required="N" />
|
|
1429
|
+
</group>
|
|
1430
|
+
<field name="LocateReqd" required="N" />
|
|
1431
|
+
<field name="TransactTime" required="Y" />
|
|
1432
|
+
<field name="QuantityType" required="N" />
|
|
1433
|
+
<component name="OrderQtyData" required="Y" />
|
|
1434
|
+
<field name="OrdType" required="Y" />
|
|
1435
|
+
<field name="PriceType" required="N" />
|
|
1436
|
+
<field name="Price" required="N" />
|
|
1437
|
+
<field name="StopPx" required="N" />
|
|
1438
|
+
<field name="Currency" required="N" />
|
|
1439
|
+
<field name="ComplianceID" required="N" />
|
|
1440
|
+
<field name="SolicitedFlag" required="N" />
|
|
1441
|
+
<field name="IOIid" required="N" />
|
|
1442
|
+
<field name="QuoteID" required="N" />
|
|
1443
|
+
<field name="TimeInForce" required="N" />
|
|
1444
|
+
<field name="EffectiveTime" required="N" />
|
|
1445
|
+
<field name="ExpireDate" required="N" />
|
|
1446
|
+
<field name="ExpireTime" required="N" />
|
|
1447
|
+
<field name="GTBookingInst" required="N" />
|
|
1448
|
+
<component name="CommissionData" required="N" />
|
|
1449
|
+
<field name="OrderCapacity" required="N" />
|
|
1450
|
+
<field name="OrderRestrictions" required="N" />
|
|
1451
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1452
|
+
<field name="ForexReq" required="N" />
|
|
1453
|
+
<field name="SettlCurrency" required="N" />
|
|
1454
|
+
<field name="Text" required="N" />
|
|
1455
|
+
<field name="EncodedTextLen" required="N" />
|
|
1456
|
+
<field name="EncodedText" required="N" />
|
|
1457
|
+
<field name="PositionEffect" required="N" />
|
|
1458
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1459
|
+
<field name="MaxShow" required="N" />
|
|
1460
|
+
<field name="PegDifference" required="N" />
|
|
1461
|
+
<field name="DiscretionInst" required="N" />
|
|
1462
|
+
<field name="DiscretionOffset" required="N" />
|
|
1463
|
+
<field name="CancellationRights" required="N" />
|
|
1464
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1465
|
+
<field name="RegistID" required="N" />
|
|
1466
|
+
<field name="Designation" required="N" />
|
|
1467
|
+
<field name="MultiLegRptTypeReq" required="N" />
|
|
1468
|
+
<field name="NetMoney" required="N" />
|
|
1469
|
+
</message>
|
|
1470
|
+
<message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
|
|
1471
|
+
<field name="OrderID" required="N" />
|
|
1472
|
+
<field name="OrigClOrdID" required="Y" />
|
|
1473
|
+
<field name="ClOrdID" required="Y" />
|
|
1474
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1475
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1476
|
+
<field name="OrigOrdModTime" required="N" />
|
|
1477
|
+
<component name="Parties" required="N" />
|
|
1478
|
+
<field name="Account" required="N" />
|
|
1479
|
+
<field name="AccountType" required="N" />
|
|
1480
|
+
<field name="DayBookingInst" required="N" />
|
|
1481
|
+
<field name="BookingUnit" required="N" />
|
|
1482
|
+
<field name="PreallocMethod" required="N" />
|
|
1483
|
+
<group name="NoAllocs" required="N">
|
|
1484
|
+
<field name="AllocAccount" required="N" />
|
|
1485
|
+
<field name="IndividualAllocID" required="N" />
|
|
1486
|
+
<field name="AllocQty" required="N" />
|
|
1487
|
+
</group>
|
|
1488
|
+
<field name="SettlmntTyp" required="N" />
|
|
1489
|
+
<field name="FutSettDate" required="N" />
|
|
1490
|
+
<field name="CashMargin" required="N" />
|
|
1491
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1492
|
+
<field name="HandlInst" required="Y" />
|
|
1493
|
+
<field name="ExecInst" required="N" />
|
|
1494
|
+
<field name="MinQty" required="N" />
|
|
1495
|
+
<field name="MaxFloor" required="N" />
|
|
1496
|
+
<field name="ExDestination" required="N" />
|
|
1497
|
+
<group name="NoTradingSessions" required="N">
|
|
1498
|
+
<field name="TradingSessionID" required="N" />
|
|
1499
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1500
|
+
</group>
|
|
1501
|
+
<field name="ProcessCode" required="N" />
|
|
1502
|
+
<field name="Side" required="Y" />
|
|
1503
|
+
<component name="Instrument" required="Y" />
|
|
1504
|
+
<field name="PrevClosePx" required="N" />
|
|
1505
|
+
<group name="NoLegs" required="N">
|
|
1506
|
+
<component name="InstrumentLeg" required="N" />
|
|
1507
|
+
<field name="LegPositionEffect" required="N" />
|
|
1508
|
+
<field name="LegCoveredOrUncovered" required="N" />
|
|
1509
|
+
<component name="NestedParties" required="N" />
|
|
1510
|
+
<field name="LegRefID" required="N" />
|
|
1511
|
+
<field name="LegPrice" required="N" />
|
|
1512
|
+
<field name="LegSettlmntTyp" required="N" />
|
|
1513
|
+
<field name="LegFutSettDate" required="N" />
|
|
1514
|
+
</group>
|
|
1515
|
+
<field name="LocateReqd" required="N" />
|
|
1516
|
+
<field name="TransactTime" required="Y" />
|
|
1517
|
+
<field name="QuantityType" required="N" />
|
|
1518
|
+
<component name="OrderQtyData" required="Y" />
|
|
1519
|
+
<field name="OrdType" required="Y" />
|
|
1520
|
+
<field name="PriceType" required="N" />
|
|
1521
|
+
<field name="Price" required="N" />
|
|
1522
|
+
<field name="StopPx" required="N" />
|
|
1523
|
+
<field name="Currency" required="N" />
|
|
1524
|
+
<field name="ComplianceID" required="N" />
|
|
1525
|
+
<field name="SolicitedFlag" required="N" />
|
|
1526
|
+
<field name="IOIid" required="N" />
|
|
1527
|
+
<field name="QuoteID" required="N" />
|
|
1528
|
+
<field name="TimeInForce" required="N" />
|
|
1529
|
+
<field name="EffectiveTime" required="N" />
|
|
1530
|
+
<field name="ExpireDate" required="N" />
|
|
1531
|
+
<field name="ExpireTime" required="N" />
|
|
1532
|
+
<field name="GTBookingInst" required="N" />
|
|
1533
|
+
<component name="CommissionData" required="N" />
|
|
1534
|
+
<field name="OrderCapacity" required="N" />
|
|
1535
|
+
<field name="OrderRestrictions" required="N" />
|
|
1536
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1537
|
+
<field name="ForexReq" required="N" />
|
|
1538
|
+
<field name="SettlCurrency" required="N" />
|
|
1539
|
+
<field name="Text" required="N" />
|
|
1540
|
+
<field name="EncodedTextLen" required="N" />
|
|
1541
|
+
<field name="EncodedText" required="N" />
|
|
1542
|
+
<field name="PositionEffect" required="N" />
|
|
1543
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1544
|
+
<field name="MaxShow" required="N" />
|
|
1545
|
+
<field name="PegDifference" required="N" />
|
|
1546
|
+
<field name="DiscretionInst" required="N" />
|
|
1547
|
+
<field name="DiscretionOffset" required="N" />
|
|
1548
|
+
<field name="CancellationRights" required="N" />
|
|
1549
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1550
|
+
<field name="RegistID" required="N" />
|
|
1551
|
+
<field name="Designation" required="N" />
|
|
1552
|
+
<field name="MultiLegRptTypeReq" required="N" />
|
|
1553
|
+
<field name="NetMoney" required="N" />
|
|
1554
|
+
</message>
|
|
1555
|
+
<message name="BidRequest" msgtype="k" msgcat="app">
|
|
1556
|
+
<field name="BidID" required="N" />
|
|
1557
|
+
<field name="ClientBidID" required="Y" />
|
|
1558
|
+
<field name="BidRequestTransType" required="Y" />
|
|
1559
|
+
<field name="ListName" required="N" />
|
|
1560
|
+
<field name="TotalNumSecurities" required="Y" />
|
|
1561
|
+
<field name="BidType" required="Y" />
|
|
1562
|
+
<field name="NumTickets" required="N" />
|
|
1563
|
+
<field name="Currency" required="N" />
|
|
1564
|
+
<field name="SideValue1" required="N" />
|
|
1565
|
+
<field name="SideValue2" required="N" />
|
|
1566
|
+
<group name="NoBidDescriptors" required="N">
|
|
1567
|
+
<field name="BidDescriptorType" required="N" />
|
|
1568
|
+
<field name="BidDescriptor" required="N" />
|
|
1569
|
+
<field name="SideValueInd" required="N" />
|
|
1570
|
+
<field name="LiquidityValue" required="N" />
|
|
1571
|
+
<field name="LiquidityNumSecurities" required="N" />
|
|
1572
|
+
<field name="LiquidityPctLow" required="N" />
|
|
1573
|
+
<field name="LiquidityPctHigh" required="N" />
|
|
1574
|
+
<field name="EFPTrackingError" required="N" />
|
|
1575
|
+
<field name="FairValue" required="N" />
|
|
1576
|
+
<field name="OutsideIndexPct" required="N" />
|
|
1577
|
+
<field name="ValueOfFutures" required="N" />
|
|
1578
|
+
</group>
|
|
1579
|
+
<group name="NoBidComponents" required="N">
|
|
1580
|
+
<field name="ListID" required="N" />
|
|
1581
|
+
<field name="Side" required="N" />
|
|
1582
|
+
<field name="TradingSessionID" required="N" />
|
|
1583
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1584
|
+
<field name="NetGrossInd" required="N" />
|
|
1585
|
+
<field name="SettlmntTyp" required="N" />
|
|
1586
|
+
<field name="FutSettDate" required="N" />
|
|
1587
|
+
<field name="Account" required="N" />
|
|
1588
|
+
</group>
|
|
1589
|
+
<field name="LiquidityIndType" required="N" />
|
|
1590
|
+
<field name="WtAverageLiquidity" required="N" />
|
|
1591
|
+
<field name="ExchangeForPhysical" required="N" />
|
|
1592
|
+
<field name="OutMainCntryUIndex" required="N" />
|
|
1593
|
+
<field name="CrossPercent" required="N" />
|
|
1594
|
+
<field name="ProgRptReqs" required="N" />
|
|
1595
|
+
<field name="ProgPeriodInterval" required="N" />
|
|
1596
|
+
<field name="IncTaxInd" required="N" />
|
|
1597
|
+
<field name="ForexReq" required="N" />
|
|
1598
|
+
<field name="NumBidders" required="N" />
|
|
1599
|
+
<field name="TradeDate" required="N" />
|
|
1600
|
+
<field name="TradeType" required="Y" />
|
|
1601
|
+
<field name="BasisPxType" required="Y" />
|
|
1602
|
+
<field name="StrikeTime" required="N" />
|
|
1603
|
+
<field name="Text" required="N" />
|
|
1604
|
+
<field name="EncodedTextLen" required="N" />
|
|
1605
|
+
<field name="EncodedText" required="N" />
|
|
1606
|
+
</message>
|
|
1607
|
+
<message name="BidResponse" msgtype="l" msgcat="app">
|
|
1608
|
+
<field name="BidID" required="N" />
|
|
1609
|
+
<field name="ClientBidID" required="N" />
|
|
1610
|
+
<group name="NoBidComponents" required="Y">
|
|
1611
|
+
<component name="CommissionData" required="Y" />
|
|
1612
|
+
<field name="ListID" required="N" />
|
|
1613
|
+
<field name="Country" required="N" />
|
|
1614
|
+
<field name="Side" required="N" />
|
|
1615
|
+
<field name="Price" required="N" />
|
|
1616
|
+
<field name="PriceType" required="N" />
|
|
1617
|
+
<field name="FairValue" required="N" />
|
|
1618
|
+
<field name="NetGrossInd" required="N" />
|
|
1619
|
+
<field name="SettlmntTyp" required="N" />
|
|
1620
|
+
<field name="FutSettDate" required="N" />
|
|
1621
|
+
<field name="TradingSessionID" required="N" />
|
|
1622
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1623
|
+
<field name="Text" required="N" />
|
|
1624
|
+
<field name="EncodedTextLen" required="N" />
|
|
1625
|
+
<field name="EncodedText" required="N" />
|
|
1626
|
+
</group>
|
|
1627
|
+
</message>
|
|
1628
|
+
<message name="NewOrderList" msgtype="E" msgcat="app">
|
|
1629
|
+
<field name="ListID" required="Y" />
|
|
1630
|
+
<field name="BidID" required="N" />
|
|
1631
|
+
<field name="ClientBidID" required="N" />
|
|
1632
|
+
<field name="ProgRptReqs" required="N" />
|
|
1633
|
+
<field name="BidType" required="Y" />
|
|
1634
|
+
<field name="ProgPeriodInterval" required="N" />
|
|
1635
|
+
<field name="CancellationRights" required="N" />
|
|
1636
|
+
<field name="MoneyLaunderingStatus" required="N" />
|
|
1637
|
+
<field name="RegistID" required="N" />
|
|
1638
|
+
<field name="ListExecInstType" required="N" />
|
|
1639
|
+
<field name="ListExecInst" required="N" />
|
|
1640
|
+
<field name="EncodedListExecInstLen" required="N" />
|
|
1641
|
+
<field name="EncodedListExecInst" required="N" />
|
|
1642
|
+
<field name="TotNoOrders" required="Y" />
|
|
1643
|
+
<group name="NoOrders" required="Y">
|
|
1644
|
+
<field name="ClOrdID" required="Y" />
|
|
1645
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1646
|
+
<field name="ListSeqNo" required="Y" />
|
|
1647
|
+
<field name="ClOrdLinkID" required="N" />
|
|
1648
|
+
<field name="SettlInstMode" required="N" />
|
|
1649
|
+
<component name="Parties" required="N" />
|
|
1650
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1651
|
+
<field name="Account" required="N" />
|
|
1652
|
+
<field name="AccountType" required="N" />
|
|
1653
|
+
<field name="DayBookingInst" required="N" />
|
|
1654
|
+
<field name="BookingUnit" required="N" />
|
|
1655
|
+
<field name="PreallocMethod" required="N" />
|
|
1656
|
+
<group name="NoAllocs" required="N">
|
|
1657
|
+
<field name="AllocAccount" required="N" />
|
|
1658
|
+
<field name="IndividualAllocID" required="N" />
|
|
1659
|
+
<component name="NestedParties" required="N" />
|
|
1660
|
+
<field name="AllocQty" required="N" />
|
|
1661
|
+
</group>
|
|
1662
|
+
<field name="SettlmntTyp" required="N" />
|
|
1663
|
+
<field name="FutSettDate" required="N" />
|
|
1664
|
+
<field name="CashMargin" required="N" />
|
|
1665
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1666
|
+
<field name="HandlInst" required="N" />
|
|
1667
|
+
<field name="ExecInst" required="N" />
|
|
1668
|
+
<field name="MinQty" required="N" />
|
|
1669
|
+
<field name="MaxFloor" required="N" />
|
|
1670
|
+
<field name="ExDestination" required="N" />
|
|
1671
|
+
<group name="NoTradingSessions" required="N">
|
|
1672
|
+
<field name="TradingSessionID" required="N" />
|
|
1673
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1674
|
+
</group>
|
|
1675
|
+
<field name="ProcessCode" required="N" />
|
|
1676
|
+
<component name="Instrument" required="Y" />
|
|
1677
|
+
<field name="PrevClosePx" required="N" />
|
|
1678
|
+
<field name="Side" required="Y" />
|
|
1679
|
+
<field name="SideValueInd" required="N" />
|
|
1680
|
+
<field name="LocateReqd" required="N" />
|
|
1681
|
+
<field name="TransactTime" required="N" />
|
|
1682
|
+
<component name="Stipulations" required="N" />
|
|
1683
|
+
<field name="QuantityType" required="N" />
|
|
1684
|
+
<component name="OrderQtyData" required="Y" />
|
|
1685
|
+
<field name="OrdType" required="N" />
|
|
1686
|
+
<field name="PriceType" required="N" />
|
|
1687
|
+
<field name="Price" required="N" />
|
|
1688
|
+
<field name="StopPx" required="N" />
|
|
1689
|
+
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
1690
|
+
<component name="YieldData" required="N" />
|
|
1691
|
+
<field name="Currency" required="N" />
|
|
1692
|
+
<field name="ComplianceID" required="N" />
|
|
1693
|
+
<field name="SolicitedFlag" required="N" />
|
|
1694
|
+
<field name="IOIid" required="N" />
|
|
1695
|
+
<field name="QuoteID" required="N" />
|
|
1696
|
+
<field name="TimeInForce" required="N" />
|
|
1697
|
+
<field name="EffectiveTime" required="N" />
|
|
1698
|
+
<field name="ExpireDate" required="N" />
|
|
1699
|
+
<field name="ExpireTime" required="N" />
|
|
1700
|
+
<field name="GTBookingInst" required="N" />
|
|
1701
|
+
<component name="CommissionData" required="N" />
|
|
1702
|
+
<field name="OrderCapacity" required="N" />
|
|
1703
|
+
<field name="OrderRestrictions" required="N" />
|
|
1704
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1705
|
+
<field name="Rule80A" required="N" />
|
|
1706
|
+
<field name="ForexReq" required="N" />
|
|
1707
|
+
<field name="SettlCurrency" required="N" />
|
|
1708
|
+
<field name="Text" required="N" />
|
|
1709
|
+
<field name="EncodedTextLen" required="N" />
|
|
1710
|
+
<field name="EncodedText" required="N" />
|
|
1711
|
+
<field name="FutSettDate2" required="N" />
|
|
1712
|
+
<field name="OrderQty2" required="N" />
|
|
1713
|
+
<field name="Price2" required="N" />
|
|
1714
|
+
<field name="PositionEffect" required="N" />
|
|
1715
|
+
<field name="CoveredOrUncovered" required="N" />
|
|
1716
|
+
<field name="MaxShow" required="N" />
|
|
1717
|
+
<field name="PegDifference" required="N" />
|
|
1718
|
+
<field name="DiscretionInst" required="N" />
|
|
1719
|
+
<field name="DiscretionOffset" required="N" />
|
|
1720
|
+
<field name="Designation" required="N" />
|
|
1721
|
+
<field name="AccruedInterestRate" required="N" />
|
|
1722
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
1723
|
+
<field name="NetMoney" required="N" />
|
|
1724
|
+
</group>
|
|
1725
|
+
</message>
|
|
1726
|
+
<message name="ListStrikePrice" msgtype="m" msgcat="app">
|
|
1727
|
+
<field name="ListID" required="Y" />
|
|
1728
|
+
<field name="TotNoStrikes" required="Y" />
|
|
1729
|
+
<group name="NoStrikes" required="Y">
|
|
1730
|
+
<component name="Instrument" required="Y" />
|
|
1731
|
+
<field name="PrevClosePx" required="N" />
|
|
1732
|
+
<field name="ClOrdID" required="N" />
|
|
1733
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1734
|
+
<field name="Side" required="N" />
|
|
1735
|
+
<field name="Price" required="Y" />
|
|
1736
|
+
<field name="Currency" required="N" />
|
|
1737
|
+
<field name="Text" required="N" />
|
|
1738
|
+
<field name="EncodedTextLen" required="N" />
|
|
1739
|
+
<field name="EncodedText" required="N" />
|
|
1740
|
+
</group>
|
|
1741
|
+
</message>
|
|
1742
|
+
<message name="ListExecute" msgtype="L" msgcat="app">
|
|
1743
|
+
<field name="ListID" required="Y" />
|
|
1744
|
+
<field name="ClientBidID" required="N" />
|
|
1745
|
+
<field name="BidID" required="N" />
|
|
1746
|
+
<field name="TransactTime" required="Y" />
|
|
1747
|
+
<field name="Text" required="N" />
|
|
1748
|
+
<field name="EncodedTextLen" required="N" />
|
|
1749
|
+
<field name="EncodedText" required="N" />
|
|
1750
|
+
</message>
|
|
1751
|
+
<message name="ListCancelRequest" msgtype="K" msgcat="app">
|
|
1752
|
+
<field name="ListID" required="Y" />
|
|
1753
|
+
<field name="TransactTime" required="Y" />
|
|
1754
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1755
|
+
<field name="Text" required="N" />
|
|
1756
|
+
<field name="EncodedTextLen" required="N" />
|
|
1757
|
+
<field name="EncodedText" required="N" />
|
|
1758
|
+
</message>
|
|
1759
|
+
<message name="ListStatusRequest" msgtype="M" msgcat="app">
|
|
1760
|
+
<field name="ListID" required="Y" />
|
|
1761
|
+
<field name="Text" required="N" />
|
|
1762
|
+
<field name="EncodedTextLen" required="N" />
|
|
1763
|
+
<field name="EncodedText" required="N" />
|
|
1764
|
+
</message>
|
|
1765
|
+
<message name="ListStatus" msgtype="N" msgcat="app">
|
|
1766
|
+
<field name="ListID" required="Y" />
|
|
1767
|
+
<field name="ListStatusType" required="Y" />
|
|
1768
|
+
<field name="NoRpts" required="Y" />
|
|
1769
|
+
<field name="ListOrderStatus" required="Y" />
|
|
1770
|
+
<field name="RptSeq" required="Y" />
|
|
1771
|
+
<field name="ListStatusText" required="N" />
|
|
1772
|
+
<field name="EncodedListStatusTextLen" required="N" />
|
|
1773
|
+
<field name="EncodedListStatusText" required="N" />
|
|
1774
|
+
<field name="TransactTime" required="N" />
|
|
1775
|
+
<field name="TotNoOrders" required="Y" />
|
|
1776
|
+
<group name="NoOrders" required="Y">
|
|
1777
|
+
<field name="ClOrdID" required="Y" />
|
|
1778
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1779
|
+
<field name="CumQty" required="Y" />
|
|
1780
|
+
<field name="OrdStatus" required="Y" />
|
|
1781
|
+
<field name="WorkingIndicator" required="N" />
|
|
1782
|
+
<field name="LeavesQty" required="Y" />
|
|
1783
|
+
<field name="CxlQty" required="Y" />
|
|
1784
|
+
<field name="AvgPx" required="Y" />
|
|
1785
|
+
<field name="OrdRejReason" required="N" />
|
|
1786
|
+
<field name="Text" required="N" />
|
|
1787
|
+
<field name="EncodedTextLen" required="N" />
|
|
1788
|
+
<field name="EncodedText" required="N" />
|
|
1789
|
+
</group>
|
|
1790
|
+
</message>
|
|
1791
|
+
<message name="Allocation" msgtype="J" msgcat="app">
|
|
1792
|
+
<field name="AllocID" required="Y" />
|
|
1793
|
+
<field name="AllocTransType" required="Y" />
|
|
1794
|
+
<field name="AllocType" required="Y" />
|
|
1795
|
+
<field name="RefAllocID" required="N" />
|
|
1796
|
+
<field name="AllocLinkID" required="N" />
|
|
1797
|
+
<field name="AllocLinkType" required="N" />
|
|
1798
|
+
<field name="BookingRefID" required="N" />
|
|
1799
|
+
<group name="NoOrders" required="Y">
|
|
1800
|
+
<field name="ClOrdID" required="Y" />
|
|
1801
|
+
<field name="OrderID" required="N" />
|
|
1802
|
+
<field name="SecondaryOrderID" required="N" />
|
|
1803
|
+
<field name="SecondaryClOrdID" required="N" />
|
|
1804
|
+
<field name="ListID" required="N" />
|
|
1805
|
+
</group>
|
|
1806
|
+
<group name="NoExecs" required="N">
|
|
1807
|
+
<field name="LastQty" required="N" />
|
|
1808
|
+
<field name="ExecID" required="N" />
|
|
1809
|
+
<field name="SecondaryExecID" required="N" />
|
|
1810
|
+
<field name="LastPx" required="N" />
|
|
1811
|
+
<field name="LastCapacity" required="N" />
|
|
1812
|
+
</group>
|
|
1813
|
+
<field name="Side" required="Y" />
|
|
1814
|
+
<component name="Instrument" required="Y" />
|
|
1815
|
+
<field name="Quantity" required="Y" />
|
|
1816
|
+
<field name="LastMkt" required="N" />
|
|
1817
|
+
<field name="TradeOriginationDate" required="N" />
|
|
1818
|
+
<field name="TradingSessionID" required="N" />
|
|
1819
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1820
|
+
<field name="PriceType" required="N" />
|
|
1821
|
+
<field name="AvgPx" required="Y" />
|
|
1822
|
+
<field name="Currency" required="N" />
|
|
1823
|
+
<field name="AvgPrxPrecision" required="N" />
|
|
1824
|
+
<component name="Parties" required="N" />
|
|
1825
|
+
<field name="TradeDate" required="Y" />
|
|
1826
|
+
<field name="TransactTime" required="N" />
|
|
1827
|
+
<field name="SettlmntTyp" required="N" />
|
|
1828
|
+
<field name="FutSettDate" required="N" />
|
|
1829
|
+
<field name="GrossTradeAmt" required="N" />
|
|
1830
|
+
<field name="Concession" required="N" />
|
|
1831
|
+
<field name="TotalTakedown" required="N" />
|
|
1832
|
+
<field name="NetMoney" required="N" />
|
|
1833
|
+
<field name="PositionEffect" required="N" />
|
|
1834
|
+
<field name="Text" required="N" />
|
|
1835
|
+
<field name="EncodedTextLen" required="N" />
|
|
1836
|
+
<field name="EncodedText" required="N" />
|
|
1837
|
+
<field name="NumDaysInterest" required="N" />
|
|
1838
|
+
<field name="AccruedInterestRate" required="N" />
|
|
1839
|
+
<field name="TotalAccruedInterestAmt" required="N" />
|
|
1840
|
+
<field name="LegalConfirm" required="N" />
|
|
1841
|
+
<group name="NoAllocs" required="Y">
|
|
1842
|
+
<field name="AllocAccount" required="Y" />
|
|
1843
|
+
<field name="AllocPrice" required="N" />
|
|
1844
|
+
<field name="AllocQty" required="Y" />
|
|
1845
|
+
<field name="IndividualAllocID" required="N" />
|
|
1846
|
+
<field name="ProcessCode" required="N" />
|
|
1847
|
+
<component name="NestedParties" required="N" />
|
|
1848
|
+
<field name="NotifyBrokerOfCredit" required="N" />
|
|
1849
|
+
<field name="AllocHandlInst" required="N" />
|
|
1850
|
+
<field name="AllocText" required="N" />
|
|
1851
|
+
<field name="EncodedAllocTextLen" required="N" />
|
|
1852
|
+
<field name="EncodedAllocText" required="N" />
|
|
1853
|
+
<component name="CommissionData" required="N" />
|
|
1854
|
+
<field name="AllocAvgPx" required="N" />
|
|
1855
|
+
<field name="AllocNetMoney" required="N" />
|
|
1856
|
+
<field name="SettlCurrAmt" required="N" />
|
|
1857
|
+
<field name="SettlCurrency" required="N" />
|
|
1858
|
+
<field name="SettlCurrFxRate" required="N" />
|
|
1859
|
+
<field name="SettlCurrFxRateCalc" required="N" />
|
|
1860
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
1861
|
+
<field name="SettlInstMode" required="N" />
|
|
1862
|
+
<group name="NoMiscFees" required="N">
|
|
1863
|
+
<field name="MiscFeeAmt" required="N" />
|
|
1864
|
+
<field name="MiscFeeCurr" required="N" />
|
|
1865
|
+
<field name="MiscFeeType" required="N" />
|
|
1866
|
+
</group>
|
|
1867
|
+
</group>
|
|
1868
|
+
</message>
|
|
1869
|
+
<message name="AllocationACK" msgtype="P" msgcat="app">
|
|
1870
|
+
<component name="Parties" required="N" />
|
|
1871
|
+
<field name="AllocID" required="Y" />
|
|
1872
|
+
<field name="TradeDate" required="Y" />
|
|
1873
|
+
<field name="TransactTime" required="N" />
|
|
1874
|
+
<field name="AllocStatus" required="Y" />
|
|
1875
|
+
<field name="AllocRejCode" required="N" />
|
|
1876
|
+
<field name="Text" required="N" />
|
|
1877
|
+
<field name="EncodedTextLen" required="N" />
|
|
1878
|
+
<field name="EncodedText" required="N" />
|
|
1879
|
+
<field name="LegalConfirm" required="N" />
|
|
1880
|
+
</message>
|
|
1881
|
+
<message name="SettlementInstructions" msgtype="T" msgcat="app">
|
|
1882
|
+
<field name="SettlInstID" required="Y" />
|
|
1883
|
+
<field name="SettlInstTransType" required="Y" />
|
|
1884
|
+
<field name="SettlInstRefID" required="Y" />
|
|
1885
|
+
<field name="SettlInstMode" required="Y" />
|
|
1886
|
+
<field name="SettlInstSource" required="Y" />
|
|
1887
|
+
<field name="AllocAccount" required="Y" />
|
|
1888
|
+
<field name="IndividualAllocID" required="N" />
|
|
1889
|
+
<field name="ClOrdID" required="N" />
|
|
1890
|
+
<field name="TradeDate" required="N" />
|
|
1891
|
+
<field name="AllocID" required="N" />
|
|
1892
|
+
<field name="LastMkt" required="N" />
|
|
1893
|
+
<field name="TradingSessionID" required="N" />
|
|
1894
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1895
|
+
<field name="Side" required="N" />
|
|
1896
|
+
<field name="SecurityType" required="N" />
|
|
1897
|
+
<field name="EffectiveTime" required="N" />
|
|
1898
|
+
<field name="TransactTime" required="Y" />
|
|
1899
|
+
<component name="Parties" required="N" />
|
|
1900
|
+
<field name="StandInstDbType" required="N" />
|
|
1901
|
+
<field name="StandInstDbName" required="N" />
|
|
1902
|
+
<field name="StandInstDbID" required="N" />
|
|
1903
|
+
<field name="SettlDeliveryType" required="N" />
|
|
1904
|
+
<field name="SettlDepositoryCode" required="N" />
|
|
1905
|
+
<field name="SettlBrkrCode" required="N" />
|
|
1906
|
+
<field name="SettlInstCode" required="N" />
|
|
1907
|
+
<field name="SecuritySettlAgentName" required="N" />
|
|
1908
|
+
<field name="SecuritySettlAgentCode" required="N" />
|
|
1909
|
+
<field name="SecuritySettlAgentAcctNum" required="N" />
|
|
1910
|
+
<field name="SecuritySettlAgentAcctName" required="N" />
|
|
1911
|
+
<field name="SecuritySettlAgentContactName" required="N" />
|
|
1912
|
+
<field name="SecuritySettlAgentContactPhone" required="N" />
|
|
1913
|
+
<field name="CashSettlAgentName" required="N" />
|
|
1914
|
+
<field name="CashSettlAgentCode" required="N" />
|
|
1915
|
+
<field name="CashSettlAgentAcctNum" required="N" />
|
|
1916
|
+
<field name="CashSettlAgentAcctName" required="N" />
|
|
1917
|
+
<field name="CashSettlAgentContactName" required="N" />
|
|
1918
|
+
<field name="CashSettlAgentContactPhone" required="N" />
|
|
1919
|
+
<field name="PaymentMethod" required="N" />
|
|
1920
|
+
<field name="PaymentRef" required="N" />
|
|
1921
|
+
<field name="CardHolderName" required="N" />
|
|
1922
|
+
<field name="CardNumber" required="N" />
|
|
1923
|
+
<field name="CardStartDate" required="N" />
|
|
1924
|
+
<field name="CardExpDate" required="N" />
|
|
1925
|
+
<field name="CardIssNo" required="N" />
|
|
1926
|
+
<field name="PaymentDate" required="N" />
|
|
1927
|
+
<field name="PaymentRemitterID" required="N" />
|
|
1928
|
+
</message>
|
|
1929
|
+
<message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
|
|
1930
|
+
<field name="TradeRequestID" required="Y" />
|
|
1931
|
+
<field name="TradeRequestType" required="Y" />
|
|
1932
|
+
<field name="SubscriptionRequestType" required="N" />
|
|
1933
|
+
<field name="ExecID" required="N" />
|
|
1934
|
+
<field name="OrderID" required="N" />
|
|
1935
|
+
<field name="ClOrdID" required="N" />
|
|
1936
|
+
<field name="MatchStatus" required="N" />
|
|
1937
|
+
<component name="Parties" required="N" />
|
|
1938
|
+
<component name="Instrument" required="N" />
|
|
1939
|
+
<group name="NoDates" required="N">
|
|
1940
|
+
<field name="TradeDate" required="N" />
|
|
1941
|
+
<field name="TransactTime" required="N" />
|
|
1942
|
+
</group>
|
|
1943
|
+
<field name="Side" required="N" />
|
|
1944
|
+
<field name="Text" required="N" />
|
|
1945
|
+
<field name="EncodedTextLen" required="N" />
|
|
1946
|
+
<field name="EncodedText" required="N" />
|
|
1947
|
+
<field name="TradeInputSource" required="N" />
|
|
1948
|
+
<field name="TradeInputDevice" required="N" />
|
|
1949
|
+
</message>
|
|
1950
|
+
<message name="TradeCaptureReport" msgtype="AE" msgcat="app">
|
|
1951
|
+
<field name="TradeReportID" required="Y" />
|
|
1952
|
+
<field name="TradeReportTransType" required="N" />
|
|
1953
|
+
<field name="TradeRequestID" required="N" />
|
|
1954
|
+
<field name="ExecType" required="Y" />
|
|
1955
|
+
<field name="TradeReportRefID" required="N" />
|
|
1956
|
+
<field name="ExecID" required="N" />
|
|
1957
|
+
<field name="SecondaryExecID" required="N" />
|
|
1958
|
+
<field name="ExecRestatementReason" required="N" />
|
|
1959
|
+
<field name="PreviouslyReported" required="Y" />
|
|
1960
|
+
<component name="Instrument" required="Y" />
|
|
1961
|
+
<component name="OrderQtyData" required="N" />
|
|
1962
|
+
<field name="LastQty" required="Y" />
|
|
1963
|
+
<field name="LastPx" required="Y" />
|
|
1964
|
+
<field name="LastSpotRate" required="N" />
|
|
1965
|
+
<field name="LastForwardPoints" required="N" />
|
|
1966
|
+
<field name="LastMkt" required="N" />
|
|
1967
|
+
<field name="TradeDate" required="Y" />
|
|
1968
|
+
<field name="TransactTime" required="Y" />
|
|
1969
|
+
<field name="SettlmntTyp" required="N" />
|
|
1970
|
+
<field name="FutSettDate" required="N" />
|
|
1971
|
+
<field name="MatchStatus" required="N" />
|
|
1972
|
+
<field name="MatchType" required="N" />
|
|
1973
|
+
<group name="NoSides" required="Y">
|
|
1974
|
+
<field name="Side" required="Y" />
|
|
1975
|
+
<field name="OrderID" required="Y" />
|
|
1976
|
+
<field name="SecondaryOrderID" required="N" />
|
|
1977
|
+
<field name="ClOrdID" required="N" />
|
|
1978
|
+
<component name="Parties" required="N" />
|
|
1979
|
+
<field name="Account" required="N" />
|
|
1980
|
+
<field name="AccountType" required="N" />
|
|
1981
|
+
<field name="ProcessCode" required="N" />
|
|
1982
|
+
<field name="OddLot" required="N" />
|
|
1983
|
+
<group name="NoClearingInstructions" required="N">
|
|
1984
|
+
<field name="ClearingInstruction" required="N" />
|
|
1985
|
+
</group>
|
|
1986
|
+
<field name="ClearingFeeIndicator" required="N" />
|
|
1987
|
+
<field name="TradeInputSource" required="N" />
|
|
1988
|
+
<field name="TradeInputDevice" required="N" />
|
|
1989
|
+
<field name="Currency" required="N" />
|
|
1990
|
+
<field name="ComplianceID" required="N" />
|
|
1991
|
+
<field name="SolicitedFlag" required="N" />
|
|
1992
|
+
<field name="OrderCapacity" required="N" />
|
|
1993
|
+
<field name="OrderRestrictions" required="N" />
|
|
1994
|
+
<field name="CustOrderCapacity" required="N" />
|
|
1995
|
+
<field name="TransBkdTime" required="N" />
|
|
1996
|
+
<field name="TradingSessionID" required="N" />
|
|
1997
|
+
<field name="TradingSessionSubID" required="N" />
|
|
1998
|
+
<component name="CommissionData" required="N" />
|
|
1999
|
+
<field name="GrossTradeAmt" required="N" />
|
|
2000
|
+
<field name="NumDaysInterest" required="N" />
|
|
2001
|
+
<field name="ExDate" required="N" />
|
|
2002
|
+
<field name="AccruedInterestRate" required="N" />
|
|
2003
|
+
<field name="AccruedInterestAmt" required="N" />
|
|
2004
|
+
<field name="Concession" required="N" />
|
|
2005
|
+
<field name="TotalTakedown" required="N" />
|
|
2006
|
+
<field name="NetMoney" required="N" />
|
|
2007
|
+
<field name="SettlCurrAmt" required="N" />
|
|
2008
|
+
<field name="SettlCurrency" required="N" />
|
|
2009
|
+
<field name="SettlCurrFxRate" required="N" />
|
|
2010
|
+
<field name="SettlCurrFxRateCalc" required="N" />
|
|
2011
|
+
<field name="PositionEffect" required="N" />
|
|
2012
|
+
<field name="Text" required="N" />
|
|
2013
|
+
<field name="EncodedTextLen" required="N" />
|
|
2014
|
+
<field name="EncodedText" required="N" />
|
|
2015
|
+
<field name="MultiLegReportingType" required="N" />
|
|
2016
|
+
<group name="NoContAmts" required="N">
|
|
2017
|
+
<field name="ContAmtType" required="N" />
|
|
2018
|
+
<field name="ContAmtValue" required="N" />
|
|
2019
|
+
<field name="ContAmtCurr" required="N" />
|
|
2020
|
+
</group>
|
|
2021
|
+
<group name="NoMiscFees" required="N">
|
|
2022
|
+
<field name="MiscFeeAmt" required="N" />
|
|
2023
|
+
<field name="MiscFeeCurr" required="N" />
|
|
2024
|
+
<field name="MiscFeeType" required="N" />
|
|
2025
|
+
</group>
|
|
2026
|
+
</group>
|
|
2027
|
+
</message>
|
|
2028
|
+
<message name="RegistrationInstructions" msgtype="o" msgcat="app">
|
|
2029
|
+
<field name="RegistID" required="Y" />
|
|
2030
|
+
<field name="RegistTransType" required="Y" />
|
|
2031
|
+
<field name="RegistRefID" required="Y" />
|
|
2032
|
+
<field name="ClOrdID" required="N" />
|
|
2033
|
+
<component name="Parties" required="N" />
|
|
2034
|
+
<field name="Account" required="N" />
|
|
2035
|
+
<field name="RegistAcctType" required="N" />
|
|
2036
|
+
<field name="TaxAdvantageType" required="N" />
|
|
2037
|
+
<field name="OwnershipType" required="N" />
|
|
2038
|
+
<group name="NoRegistDtls" required="N">
|
|
2039
|
+
<field name="RegistDetls" required="N" />
|
|
2040
|
+
<field name="RegistEmail" required="N" />
|
|
2041
|
+
<field name="MailingDtls" required="N" />
|
|
2042
|
+
<field name="MailingInst" required="N" />
|
|
2043
|
+
<component name="NestedParties" required="N" />
|
|
2044
|
+
<field name="OwnerType" required="N" />
|
|
2045
|
+
<field name="DateOfBirth" required="N" />
|
|
2046
|
+
<field name="InvestorCountryOfResidence" required="N" />
|
|
2047
|
+
</group>
|
|
2048
|
+
<group name="NoDistribInsts" required="N">
|
|
2049
|
+
<field name="DistribPaymentMethod" required="N" />
|
|
2050
|
+
<field name="DistribPercentage" required="N" />
|
|
2051
|
+
<field name="CashDistribCurr" required="N" />
|
|
2052
|
+
<field name="CashDistribAgentName" required="N" />
|
|
2053
|
+
<field name="CashDistribAgentCode" required="N" />
|
|
2054
|
+
<field name="CashDistribAgentAcctNumber" required="N" />
|
|
2055
|
+
<field name="CashDistribPayRef" required="N" />
|
|
2056
|
+
<field name="CashDistribAgentAcctName" required="N" />
|
|
2057
|
+
</group>
|
|
2058
|
+
</message>
|
|
2059
|
+
<message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
|
|
2060
|
+
<field name="RegistID" required="Y" />
|
|
2061
|
+
<field name="RegistTransType" required="Y" />
|
|
2062
|
+
<field name="RegistRefID" required="Y" />
|
|
2063
|
+
<field name="ClOrdID" required="N" />
|
|
2064
|
+
<component name="Parties" required="N" />
|
|
2065
|
+
<field name="Account" required="N" />
|
|
2066
|
+
<field name="RegistStatus" required="Y" />
|
|
2067
|
+
<field name="RegistRejReasonCode" required="N" />
|
|
2068
|
+
<field name="RegistRejReasonText" required="N" />
|
|
2069
|
+
</message>
|
|
2070
|
+
</messages>
|
|
2071
|
+
<components>
|
|
2072
|
+
<component name="Instrument">
|
|
2073
|
+
<field name="Symbol" required="Y" />
|
|
2074
|
+
<field name="SymbolSfx" required="N" />
|
|
2075
|
+
<field name="SecurityID" required="N" />
|
|
2076
|
+
<field name="SecurityIDSource" required="N" />
|
|
2077
|
+
<group name="NoSecurityAltID" required="N">
|
|
2078
|
+
<field name="SecurityAltID" required="N" />
|
|
2079
|
+
<field name="SecurityAltIDSource" required="N" />
|
|
2080
|
+
</group>
|
|
2081
|
+
<field name="Product" required="N" />
|
|
2082
|
+
<field name="CFICode" required="N" />
|
|
2083
|
+
<field name="SecurityType" required="N" />
|
|
2084
|
+
<field name="MaturityMonthYear" required="N" />
|
|
2085
|
+
<field name="MaturityDate" required="N" />
|
|
2086
|
+
<field name="CouponPaymentDate" required="N" />
|
|
2087
|
+
<field name="IssueDate" required="N" />
|
|
2088
|
+
<field name="RepoCollateralSecurityType" required="N" />
|
|
2089
|
+
<field name="RepurchaseTerm" required="N" />
|
|
2090
|
+
<field name="RepurchaseRate" required="N" />
|
|
2091
|
+
<field name="Factor" required="N" />
|
|
2092
|
+
<field name="CreditRating" required="N" />
|
|
2093
|
+
<field name="InstrRegistry" required="N" />
|
|
2094
|
+
<field name="CountryOfIssue" required="N" />
|
|
2095
|
+
<field name="StateOrProvinceOfIssue" required="N" />
|
|
2096
|
+
<field name="LocaleOfIssue" required="N" />
|
|
2097
|
+
<field name="RedemptionDate" required="N" />
|
|
2098
|
+
<field name="StrikePrice" required="N" />
|
|
2099
|
+
<field name="OptAttribute" required="N" />
|
|
2100
|
+
<field name="ContractMultiplier" required="N" />
|
|
2101
|
+
<field name="CouponRate" required="N" />
|
|
2102
|
+
<field name="SecurityExchange" required="N" />
|
|
2103
|
+
<field name="Issuer" required="N" />
|
|
2104
|
+
<field name="EncodedIssuerLen" required="N" />
|
|
2105
|
+
<field name="EncodedIssuer" required="N" />
|
|
2106
|
+
<field name="SecurityDesc" required="N" />
|
|
2107
|
+
<field name="EncodedSecurityDescLen" required="N" />
|
|
2108
|
+
<field name="EncodedSecurityDesc" required="N" />
|
|
2109
|
+
</component>
|
|
2110
|
+
<component name="InstrumentLeg">
|
|
2111
|
+
<field name="LegSymbol" required="Y" />
|
|
2112
|
+
<field name="LegSymbolSfx" required="N" />
|
|
2113
|
+
<field name="LegSecurityID" required="N" />
|
|
2114
|
+
<field name="LegSecurityIDSource" required="N" />
|
|
2115
|
+
<group name="NoLegSecurityAltID" required="N">
|
|
2116
|
+
<field name="LegSecurityAltID" required="N" />
|
|
2117
|
+
<field name="LegSecurityAltIDSource" required="N" />
|
|
2118
|
+
</group>
|
|
2119
|
+
<field name="LegProduct" required="N" />
|
|
2120
|
+
<field name="LegCFICode" required="N" />
|
|
2121
|
+
<field name="LegSecurityType" required="N" />
|
|
2122
|
+
<field name="LegMaturityMonthYear" required="N" />
|
|
2123
|
+
<field name="LegMaturityDate" required="N" />
|
|
2124
|
+
<field name="LegCouponPaymentDate" required="N" />
|
|
2125
|
+
<field name="LegIssueDate" required="N" />
|
|
2126
|
+
<field name="LegRepoCollateralSecurityType" required="N" />
|
|
2127
|
+
<field name="LegRepurchaseTerm" required="N" />
|
|
2128
|
+
<field name="LegRepurchaseRate" required="N" />
|
|
2129
|
+
<field name="LegFactor" required="N" />
|
|
2130
|
+
<field name="LegCreditRating" required="N" />
|
|
2131
|
+
<field name="LegInstrRegistry" required="N" />
|
|
2132
|
+
<field name="LegCountryOfIssue" required="N" />
|
|
2133
|
+
<field name="LegStateOrProvinceOfIssue" required="N" />
|
|
2134
|
+
<field name="LegLocaleOfIssue" required="N" />
|
|
2135
|
+
<field name="LegRedemptionDate" required="N" />
|
|
2136
|
+
<field name="LegStrikePrice" required="N" />
|
|
2137
|
+
<field name="LegOptAttribute" required="N" />
|
|
2138
|
+
<field name="LegContractMultiplier" required="N" />
|
|
2139
|
+
<field name="LegCouponRate" required="N" />
|
|
2140
|
+
<field name="LegSecurityExchange" required="N" />
|
|
2141
|
+
<field name="LegIssuer" required="N" />
|
|
2142
|
+
<field name="EncodedLegIssuerLen" required="N" />
|
|
2143
|
+
<field name="EncodedLegIssuer" required="N" />
|
|
2144
|
+
<field name="LegSecurityDesc" required="N" />
|
|
2145
|
+
<field name="EncodedLegSecurityDescLen" required="N" />
|
|
2146
|
+
<field name="EncodedLegSecurityDesc" required="N" />
|
|
2147
|
+
<field name="LegRatioQty" required="N" />
|
|
2148
|
+
<field name="LegSide" required="N" />
|
|
2149
|
+
</component>
|
|
2150
|
+
<component name="OrderQtyData">
|
|
2151
|
+
<field name="OrderQty" required="N" />
|
|
2152
|
+
<field name="CashOrderQty" required="N" />
|
|
2153
|
+
<field name="OrderPercent" required="N" />
|
|
2154
|
+
<field name="RoundingDirection" required="N" />
|
|
2155
|
+
<field name="RoundingModulus" required="N" />
|
|
2156
|
+
</component>
|
|
2157
|
+
<component name="CommissionData">
|
|
2158
|
+
<field name="Commission" required="N" />
|
|
2159
|
+
<field name="CommType" required="N" />
|
|
2160
|
+
<field name="CommCurrency" required="N" />
|
|
2161
|
+
<field name="FundRenewWaiv" required="N" />
|
|
2162
|
+
</component>
|
|
2163
|
+
<component name="Parties">
|
|
2164
|
+
<group name="NoPartyIDs" required="N">
|
|
2165
|
+
<field name="PartyID" required="N" />
|
|
2166
|
+
<field name="PartyIDSource" required="N" />
|
|
2167
|
+
<field name="PartyRole" required="N" />
|
|
2168
|
+
<field name="PartySubID" required="N" />
|
|
2169
|
+
</group>
|
|
2170
|
+
</component>
|
|
2171
|
+
<component name="NestedParties">
|
|
2172
|
+
<group name="NoNestedPartyIDs" required="N">
|
|
2173
|
+
<field name="NestedPartyID" required="N" />
|
|
2174
|
+
<field name="NestedPartyIDSource" required="N" />
|
|
2175
|
+
<field name="NestedPartyRole" required="N" />
|
|
2176
|
+
<field name="NestedPartySubID" required="N" />
|
|
2177
|
+
</group>
|
|
2178
|
+
</component>
|
|
2179
|
+
<component name="SpreadOrBenchmarkCurveData">
|
|
2180
|
+
<field name="Spread" required="N" />
|
|
2181
|
+
<field name="BenchmarkCurveCurrency" required="N" />
|
|
2182
|
+
<field name="BenchmarkCurveName" required="N" />
|
|
2183
|
+
<field name="BenchmarkCurvePoint" required="N" />
|
|
2184
|
+
</component>
|
|
2185
|
+
<component name="Stipulations">
|
|
2186
|
+
<group name="NoStipulations" required="N">
|
|
2187
|
+
<field name="StipulationType" required="N" />
|
|
2188
|
+
<field name="StipulationValue" required="N" />
|
|
2189
|
+
</group>
|
|
2190
|
+
</component>
|
|
2191
|
+
<component name="YieldData">
|
|
2192
|
+
<field name="YieldType" required="N" />
|
|
2193
|
+
<field name="Yield" required="N" />
|
|
2194
|
+
</component>
|
|
2195
|
+
<component name="UnderlyingInstrument">
|
|
2196
|
+
<field name="UnderlyingSymbol" required="Y" />
|
|
2197
|
+
<field name="UnderlyingSymbolSfx" required="N" />
|
|
2198
|
+
<field name="UnderlyingSecurityID" required="N" />
|
|
2199
|
+
<field name="UnderlyingSecurityIDSource" required="N" />
|
|
2200
|
+
<group name="NoUnderlyingSecurityAltID" required="N">
|
|
2201
|
+
<field name="UnderlyingSecurityAltID" required="N" />
|
|
2202
|
+
<field name="UnderlyingSecurityAltIDSource" required="N" />
|
|
2203
|
+
</group>
|
|
2204
|
+
<field name="UnderlyingProduct" required="N" />
|
|
2205
|
+
<field name="UnderlyingCFICode" required="N" />
|
|
2206
|
+
<field name="UnderlyingSecurityType" required="N" />
|
|
2207
|
+
<field name="UnderlyingMaturityMonthYear" required="N" />
|
|
2208
|
+
<field name="UnderlyingMaturityDate" required="N" />
|
|
2209
|
+
<field name="UnderlyingCouponPaymentDate" required="N" />
|
|
2210
|
+
<field name="UnderlyingIssueDate" required="N" />
|
|
2211
|
+
<field name="UnderlyingRepoCollateralSecurityType" required="N" />
|
|
2212
|
+
<field name="UnderlyingRepurchaseTerm" required="N" />
|
|
2213
|
+
<field name="UnderlyingRepurchaseRate" required="N" />
|
|
2214
|
+
<field name="UnderlyingFactor" required="N" />
|
|
2215
|
+
<field name="UnderlyingCreditRating" required="N" />
|
|
2216
|
+
<field name="UnderlyingInstrRegistry" required="N" />
|
|
2217
|
+
<field name="UnderlyingCountryOfIssue" required="N" />
|
|
2218
|
+
<field name="UnderlyingStateOrProvinceOfIssue" required="N" />
|
|
2219
|
+
<field name="UnderlyingLocaleOfIssue" required="N" />
|
|
2220
|
+
<field name="UnderlyingRedemptionDate" required="N" />
|
|
2221
|
+
<field name="UnderlyingPutOrCall" required="N" />
|
|
2222
|
+
<field name="UnderlyingStrikePrice" required="N" />
|
|
2223
|
+
<field name="UnderlyingOptAttribute" required="N" />
|
|
2224
|
+
<field name="UnderlyingContractMultiplier" required="N" />
|
|
2225
|
+
<field name="UnderlyingCouponRate" required="N" />
|
|
2226
|
+
<field name="UnderlyingSecurityExchange" required="N" />
|
|
2227
|
+
<field name="UnderlyingIssuer" required="N" />
|
|
2228
|
+
<field name="EncodedUnderlyingIssuerLen" required="N" />
|
|
2229
|
+
<field name="EncodedUnderlyingIssuer" required="N" />
|
|
2230
|
+
<field name="UnderlyingSecurityDesc" required="N" />
|
|
2231
|
+
<field name="EncodedUnderlyingSecurityDescLen" required="N" />
|
|
2232
|
+
<field name="EncodedUnderlyingSecurityDesc" required="N" />
|
|
2233
|
+
</component>
|
|
2234
|
+
</components>
|
|
2235
|
+
<fields>
|
|
2236
|
+
<field number="1" name="Account" type="STRING" />
|
|
2237
|
+
<field number="2" name="AdvId" type="STRING" />
|
|
2238
|
+
<field number="3" name="AdvRefID" type="STRING" />
|
|
2239
|
+
<field number="4" name="AdvSide" type="CHAR">
|
|
2240
|
+
<value enum="B" description="BUY" />
|
|
2241
|
+
<value enum="S" description="SELL" />
|
|
2242
|
+
<value enum="X" description="CROSS" />
|
|
2243
|
+
<value enum="T" description="TRADE" />
|
|
2244
|
+
</field>
|
|
2245
|
+
<field number="5" name="AdvTransType" type="STRING">
|
|
2246
|
+
<value enum="N" description="NEW" />
|
|
2247
|
+
<value enum="C" description="CANCEL" />
|
|
2248
|
+
<value enum="R" description="REPLACE" />
|
|
2249
|
+
</field>
|
|
2250
|
+
<field number="6" name="AvgPx" type="PRICE" />
|
|
2251
|
+
<field number="7" name="BeginSeqNo" type="SEQNUM" />
|
|
2252
|
+
<field number="8" name="BeginString" type="STRING" />
|
|
2253
|
+
<field number="9" name="BodyLength" type="LENGTH" />
|
|
2254
|
+
<field number="10" name="CheckSum" type="STRING" />
|
|
2255
|
+
<field number="11" name="ClOrdID" type="STRING" />
|
|
2256
|
+
<field number="12" name="Commission" type="AMT" />
|
|
2257
|
+
<field number="13" name="CommType" type="CHAR">
|
|
2258
|
+
<value enum="1" description="PER_SHARE" />
|
|
2259
|
+
<value enum="2" description="PERCENTAGE" />
|
|
2260
|
+
<value enum="3" description="ABSOLUTE" />
|
|
2261
|
+
<value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
|
|
2262
|
+
<value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
|
|
2263
|
+
<value enum="6" description="PER_BOND" />
|
|
2264
|
+
</field>
|
|
2265
|
+
<field number="14" name="CumQty" type="QTY" />
|
|
2266
|
+
<field number="15" name="Currency" type="CURRENCY" />
|
|
2267
|
+
<field number="16" name="EndSeqNo" type="SEQNUM" />
|
|
2268
|
+
<field number="17" name="ExecID" type="STRING" />
|
|
2269
|
+
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
|
|
2270
|
+
<value enum="1" description="NOT_HELD" />
|
|
2271
|
+
<value enum="2" description="WORK" />
|
|
2272
|
+
<value enum="3" description="GO_ALONG" />
|
|
2273
|
+
<value enum="4" description="OVER_THE_DAY" />
|
|
2274
|
+
<value enum="5" description="HELD" />
|
|
2275
|
+
<value enum="6" description="PARTICIPATE_DONT_INITIATE" />
|
|
2276
|
+
<value enum="7" description="STRICT_SCALE" />
|
|
2277
|
+
<value enum="8" description="TRY_TO_SCALE" />
|
|
2278
|
+
<value enum="9" description="STAY_ON_BIDSIDE" />
|
|
2279
|
+
<value enum="0" description="STAY_ON_OFFERSIDE" />
|
|
2280
|
+
<value enum="A" description="NO_CROSS" />
|
|
2281
|
+
<value enum="B" description="OK_TO_CROSS" />
|
|
2282
|
+
<value enum="C" description="CALL_FIRST" />
|
|
2283
|
+
<value enum="D" description="PERCENT_OF_VOLUME" />
|
|
2284
|
+
<value enum="E" description="DO_NOT_INCREASE" />
|
|
2285
|
+
<value enum="F" description="DO_NOT_REDUCE" />
|
|
2286
|
+
<value enum="G" description="ALL_OR_NONE" />
|
|
2287
|
+
<value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
|
|
2288
|
+
<value enum="I" description="INSTITUTIONS_ONLY" />
|
|
2289
|
+
<value enum="J" description="REINSTATE_ON_TRADING_HALT" />
|
|
2290
|
+
<value enum="K" description="CANCEL_ON_TRADING_HALT" />
|
|
2291
|
+
<value enum="L" description="LAST_PEG" />
|
|
2292
|
+
<value enum="M" description="MID_PRICE_PEG" />
|
|
2293
|
+
<value enum="N" description="NON_NEGOTIABLE" />
|
|
2294
|
+
<value enum="O" description="OPENING_PEG" />
|
|
2295
|
+
<value enum="P" description="MARKET_PEG" />
|
|
2296
|
+
<value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
|
|
2297
|
+
<value enum="R" description="PRIMARY_PEG" />
|
|
2298
|
+
<value enum="S" description="SUSPEND" />
|
|
2299
|
+
<value enum="T" description="FIXED_PEG" />
|
|
2300
|
+
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
|
|
2301
|
+
<value enum="V" description="NETTING" />
|
|
2302
|
+
<value enum="W" description="PEG_TO_VWAP" />
|
|
2303
|
+
<value enum="X" description="TRADE_ALONG" />
|
|
2304
|
+
<value enum="Y" description="TRY_TO_STOP" />
|
|
2305
|
+
</field>
|
|
2306
|
+
<field number="19" name="ExecRefID" type="STRING" />
|
|
2307
|
+
<field number="20" name="ExecTransType" type="CHAR">
|
|
2308
|
+
<value enum="0" description="NEW" />
|
|
2309
|
+
<value enum="1" description="CANCEL" />
|
|
2310
|
+
<value enum="2" description="CORRECT" />
|
|
2311
|
+
<value enum="3" description="STATUS" />
|
|
2312
|
+
</field>
|
|
2313
|
+
<field number="21" name="HandlInst" type="CHAR">
|
|
2314
|
+
<value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" />
|
|
2315
|
+
<value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
|
|
2316
|
+
<value enum="3" description="MANUAL_ORDER" />
|
|
2317
|
+
</field>
|
|
2318
|
+
<field number="22" name="SecurityIDSource" type="STRING">
|
|
2319
|
+
<value enum="1" description="CUSIP" />
|
|
2320
|
+
<value enum="2" description="SEDOL" />
|
|
2321
|
+
<value enum="3" description="QUIK" />
|
|
2322
|
+
<value enum="4" description="ISIN_NUMBER" />
|
|
2323
|
+
<value enum="5" description="RIC_CODE" />
|
|
2324
|
+
<value enum="6" description="ISO_CURRENCY_CODE" />
|
|
2325
|
+
<value enum="7" description="ISO_COUNTRY_CODE" />
|
|
2326
|
+
<value enum="8" description="EXCHANGE_SYMBOL" />
|
|
2327
|
+
<value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
|
|
2328
|
+
<value enum="A" description="BLOOMBERG_SYMBOL" />
|
|
2329
|
+
<value enum="B" description="WERTPAPIER" />
|
|
2330
|
+
<value enum="C" description="DUTCH" />
|
|
2331
|
+
<value enum="D" description="VALOREN" />
|
|
2332
|
+
<value enum="E" description="SICOVAM" />
|
|
2333
|
+
<value enum="F" description="BELGIAN" />
|
|
2334
|
+
<value enum="G" description="COMMON" />
|
|
2335
|
+
</field>
|
|
2336
|
+
<field number="23" name="IOIid" type="STRING" />
|
|
2337
|
+
<field number="25" name="IOIQltyInd" type="CHAR">
|
|
2338
|
+
<value enum="L" description="LOW" />
|
|
2339
|
+
<value enum="M" description="MEDIUM" />
|
|
2340
|
+
<value enum="H" description="HIGH" />
|
|
2341
|
+
</field>
|
|
2342
|
+
<field number="26" name="IOIRefID" type="STRING" />
|
|
2343
|
+
<field number="27" name="IOIQty" type="STRING" />
|
|
2344
|
+
<field number="28" name="IOITransType" type="CHAR">
|
|
2345
|
+
<value enum="N" description="NEW" />
|
|
2346
|
+
<value enum="C" description="CANCEL" />
|
|
2347
|
+
<value enum="R" description="REPLACE" />
|
|
2348
|
+
</field>
|
|
2349
|
+
<field number="29" name="LastCapacity" type="CHAR">
|
|
2350
|
+
<value enum="1" description="AGENT" />
|
|
2351
|
+
<value enum="2" description="CROSS_AS_AGENT" />
|
|
2352
|
+
<value enum="3" description="CROSS_AS_PRINCIPAL" />
|
|
2353
|
+
<value enum="4" description="PRINCIPAL" />
|
|
2354
|
+
</field>
|
|
2355
|
+
<field number="30" name="LastMkt" type="EXCHANGE" />
|
|
2356
|
+
<field number="31" name="LastPx" type="PRICE" />
|
|
2357
|
+
<field number="32" name="LastQty" type="QTY" />
|
|
2358
|
+
<field number="33" name="LinesOfText" type="NUMINGROUP" />
|
|
2359
|
+
<field number="34" name="MsgSeqNum" type="SEQNUM" />
|
|
2360
|
+
<field number="35" name="MsgType" type="STRING">
|
|
2361
|
+
<value enum="0" description="HEARTBEAT" />
|
|
2362
|
+
<value enum="1" description="TEST_REQUEST" />
|
|
2363
|
+
<value enum="2" description="RESEND_REQUEST" />
|
|
2364
|
+
<value enum="3" description="REJECT" />
|
|
2365
|
+
<value enum="4" description="SEQUENCE_RESET" />
|
|
2366
|
+
<value enum="5" description="LOGOUT" />
|
|
2367
|
+
<value enum="6" description="INDICATION_OF_INTEREST" />
|
|
2368
|
+
<value enum="7" description="ADVERTISEMENT" />
|
|
2369
|
+
<value enum="8" description="EXECUTION_REPORT" />
|
|
2370
|
+
<value enum="9" description="ORDER_CANCEL_REJECT" />
|
|
2371
|
+
<value enum="A" description="LOGON" />
|
|
2372
|
+
<value enum="B" description="NEWS" />
|
|
2373
|
+
<value enum="C" description="EMAIL" />
|
|
2374
|
+
<value enum="D" description="ORDER_SINGLE" />
|
|
2375
|
+
<value enum="E" description="ORDER_LIST" />
|
|
2376
|
+
<value enum="F" description="ORDER_CANCEL_REQUEST" />
|
|
2377
|
+
<value enum="G" description="ORDER_CANCEL" />
|
|
2378
|
+
<value enum="H" description="ORDER_STATUS_REQUEST" />
|
|
2379
|
+
<value enum="J" description="ALLOCATION" />
|
|
2380
|
+
<value enum="K" description="LIST_CANCEL_REQUEST" />
|
|
2381
|
+
<value enum="L" description="LIST_EXECUTE" />
|
|
2382
|
+
<value enum="M" description="LIST_STATUS_REQUEST" />
|
|
2383
|
+
<value enum="N" description="LIST_STATUS" />
|
|
2384
|
+
<value enum="P" description="ALLOCATION_ACK" />
|
|
2385
|
+
<value enum="Q" description="DONT_KNOW_TRADE" />
|
|
2386
|
+
<value enum="R" description="QUOTE_REQUEST" />
|
|
2387
|
+
<value enum="S" description="QUOTE" />
|
|
2388
|
+
<value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
|
|
2389
|
+
<value enum="V" description="MARKET_DATA_REQUEST" />
|
|
2390
|
+
<value enum="W" description="MARKET_DATA_SNAPSHOT" />
|
|
2391
|
+
<value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
|
|
2392
|
+
<value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
|
|
2393
|
+
<value enum="Z" description="QUOTE_CANCEL" />
|
|
2394
|
+
<value enum="a" description="QUOTE_STATUS_REQUEST" />
|
|
2395
|
+
<value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
|
|
2396
|
+
<value enum="c" description="SECURITY_DEFINITION_REQUEST" />
|
|
2397
|
+
<value enum="d" description="SECURITY_DEFINITION" />
|
|
2398
|
+
<value enum="e" description="SECURITY_STATUS_REQUEST" />
|
|
2399
|
+
<value enum="f" description="SECURITY_STATUS" />
|
|
2400
|
+
<value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
|
|
2401
|
+
<value enum="h" description="TRADING_SESSION_STATUS" />
|
|
2402
|
+
<value enum="i" description="MASS_QUOTE" />
|
|
2403
|
+
<value enum="j" description="BUSINESS_MESSAGE_REJECT" />
|
|
2404
|
+
<value enum="k" description="BID_REQUEST" />
|
|
2405
|
+
<value enum="l" description="BID_RESPONSE" />
|
|
2406
|
+
<value enum="m" description="LIST_STRIKE_PRICE" />
|
|
2407
|
+
<value enum="n" description="XML_MESSAGE" />
|
|
2408
|
+
<value enum="o" description="REGISTRATION_INSTRUCTIONS" />
|
|
2409
|
+
<value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
|
|
2410
|
+
<value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
|
|
2411
|
+
<value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
|
|
2412
|
+
<value enum="s" description="NEW_ORDER_CROSS" />
|
|
2413
|
+
<value enum="t" description="CROSS_ORDER_CANCEL" />
|
|
2414
|
+
<value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
|
|
2415
|
+
<value enum="v" description="SECURITY_TYPE_REQUEST" />
|
|
2416
|
+
<value enum="w" description="SECURITY_TYPES" />
|
|
2417
|
+
<value enum="x" description="SECURITY_LIST_REQUEST" />
|
|
2418
|
+
<value enum="y" description="SECURITY_LIST" />
|
|
2419
|
+
<value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
|
|
2420
|
+
<value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
|
|
2421
|
+
<value enum="AB" description="NEW_ORDER_MULTILEG" />
|
|
2422
|
+
<value enum="AC" description="MULTILEG_ORDER_CANCEL" />
|
|
2423
|
+
<value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
|
|
2424
|
+
<value enum="AE" description="TRADE_CAPTURE_REPORT" />
|
|
2425
|
+
<value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
|
|
2426
|
+
<value enum="AG" description="QUOTE_REQUEST_REJECT" />
|
|
2427
|
+
<value enum="AH" description="RFQ_REQUEST" />
|
|
2428
|
+
<value enum="AI" description="QUOTE_STATUS_REPORT" />
|
|
2429
|
+
</field>
|
|
2430
|
+
<field number="36" name="NewSeqNo" type="SEQNUM" />
|
|
2431
|
+
<field number="37" name="OrderID" type="STRING" />
|
|
2432
|
+
<field number="38" name="OrderQty" type="QTY" />
|
|
2433
|
+
<field number="39" name="OrdStatus" type="CHAR">
|
|
2434
|
+
<value enum="0" description="NEW" />
|
|
2435
|
+
<value enum="1" description="PARTIALLY_FILLED" />
|
|
2436
|
+
<value enum="2" description="FILLED" />
|
|
2437
|
+
<value enum="3" description="DONE_FOR_DAY" />
|
|
2438
|
+
<value enum="4" description="CANCELED" />
|
|
2439
|
+
<value enum="5" description="REPLACED" />
|
|
2440
|
+
<value enum="6" description="PENDING_CANCEL" />
|
|
2441
|
+
<value enum="7" description="STOPPED" />
|
|
2442
|
+
<value enum="8" description="REJECTED" />
|
|
2443
|
+
<value enum="9" description="SUSPENDED" />
|
|
2444
|
+
<value enum="A" description="PENDING_NEW" />
|
|
2445
|
+
<value enum="B" description="CALCULATED" />
|
|
2446
|
+
<value enum="C" description="EXPIRED" />
|
|
2447
|
+
<value enum="D" description="ACCEPTED_FOR_BIDDING" />
|
|
2448
|
+
<value enum="E" description="PENDING_REPLACE" />
|
|
2449
|
+
</field>
|
|
2450
|
+
<field number="40" name="OrdType" type="CHAR">
|
|
2451
|
+
<value enum="1" description="MARKET" />
|
|
2452
|
+
<value enum="2" description="LIMIT" />
|
|
2453
|
+
<value enum="3" description="STOP" />
|
|
2454
|
+
<value enum="4" description="STOP_LIMIT" />
|
|
2455
|
+
<value enum="5" description="MARKET_ON_CLOSE" />
|
|
2456
|
+
<value enum="6" description="WITH_OR_WITHOUT" />
|
|
2457
|
+
<value enum="7" description="LIMIT_OR_BETTER" />
|
|
2458
|
+
<value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
|
|
2459
|
+
<value enum="9" description="ON_BASIS" />
|
|
2460
|
+
<value enum="A" description="ON_CLOSE" />
|
|
2461
|
+
<value enum="B" description="LIMIT_ON_CLOSE" />
|
|
2462
|
+
<value enum="C" description="FOREX_MARKET" />
|
|
2463
|
+
<value enum="D" description="PREVIOUSLY_QUOTED" />
|
|
2464
|
+
<value enum="E" description="PREVIOUSLY_INDICATED" />
|
|
2465
|
+
<value enum="F" description="FOREX_LIMIT" />
|
|
2466
|
+
<value enum="G" description="FOREX_SWAP" />
|
|
2467
|
+
<value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
|
|
2468
|
+
<value enum="I" description="FUNARI" />
|
|
2469
|
+
<value enum="J" description="MARKET_IF_TOUCHED" />
|
|
2470
|
+
<value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
|
|
2471
|
+
<value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
|
|
2472
|
+
<value enum="M" description="NEXT_FUND_VALUATION_POINT" />
|
|
2473
|
+
<value enum="P" description="PEGGED" />
|
|
2474
|
+
</field>
|
|
2475
|
+
<field number="41" name="OrigClOrdID" type="STRING" />
|
|
2476
|
+
<field number="42" name="OrigTime" type="UTCTIMESTAMP" />
|
|
2477
|
+
<field number="43" name="PossDupFlag" type="BOOLEAN" />
|
|
2478
|
+
<field number="44" name="Price" type="PRICE" />
|
|
2479
|
+
<field number="45" name="RefSeqNum" type="SEQNUM" />
|
|
2480
|
+
<field number="46" name="RelatdSym" type="STRING" />
|
|
2481
|
+
<field type="CHAR" name="Rule80A" number="47">
|
|
2482
|
+
<value enum="A" description="AGENCY_SINGLE_ORDER" />
|
|
2483
|
+
<value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" />
|
|
2484
|
+
<value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" />
|
|
2485
|
+
<value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" />
|
|
2486
|
+
<value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" />
|
|
2487
|
+
<value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" />
|
|
2488
|
+
<value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" />
|
|
2489
|
+
<value enum="I" description="INDIVIDUAL_INVESTOR" />
|
|
2490
|
+
<value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
|
|
2491
|
+
<value enum="K" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
|
|
2492
|
+
<value enum="L" description="SHORT_EXEMPT_AFFILIATED" />
|
|
2493
|
+
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" />
|
|
2494
|
+
<value enum="N" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER" />
|
|
2495
|
+
<value enum="O" description="PROPRIETARY_AFFILIATED" />
|
|
2496
|
+
<value enum="P" description="PRINCIPAL" />
|
|
2497
|
+
<value enum="R" description="TRANSACTIONS_NON_MEMBER" />
|
|
2498
|
+
<value enum="S" description="SPECIALIST_TRADES" />
|
|
2499
|
+
<value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" />
|
|
2500
|
+
<value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" />
|
|
2501
|
+
<value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" />
|
|
2502
|
+
<value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" />
|
|
2503
|
+
<value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" />
|
|
2504
|
+
<value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
|
|
2505
|
+
</field>
|
|
2506
|
+
<field number="48" name="SecurityID" type="STRING" />
|
|
2507
|
+
<field number="49" name="SenderCompID" type="STRING" />
|
|
2508
|
+
<field number="50" name="SenderSubID" type="STRING" />
|
|
2509
|
+
<field number="51" name="SendingDate" type="LOCALMKTDATE" />
|
|
2510
|
+
<field number="52" name="SendingTime" type="UTCTIMESTAMP" />
|
|
2511
|
+
<field number="53" name="Quantity" type="QTY" />
|
|
2512
|
+
<field number="54" name="Side" type="CHAR">
|
|
2513
|
+
<value enum="1" description="BUY" />
|
|
2514
|
+
<value enum="2" description="SELL" />
|
|
2515
|
+
<value enum="3" description="BUY_MINUS" />
|
|
2516
|
+
<value enum="4" description="SELL_PLUS" />
|
|
2517
|
+
<value enum="5" description="SELL_SHORT" />
|
|
2518
|
+
<value enum="6" description="SELL_SHORT_EXEMPT" />
|
|
2519
|
+
<value enum="7" description="UNDISCLOSED" />
|
|
2520
|
+
<value enum="8" description="CROSS" />
|
|
2521
|
+
<value enum="9" description="CROSS_SHORT" />
|
|
2522
|
+
<value enum="A" description="CROSS_SHORT_EXEMPT" />
|
|
2523
|
+
<value enum="B" description="AS_DEFINED" />
|
|
2524
|
+
<value enum="C" description="OPPOSITE" />
|
|
2525
|
+
</field>
|
|
2526
|
+
<field number="55" name="Symbol" type="STRING" />
|
|
2527
|
+
<field number="56" name="TargetCompID" type="STRING" />
|
|
2528
|
+
<field number="57" name="TargetSubID" type="STRING" />
|
|
2529
|
+
<field number="58" name="Text" type="STRING" />
|
|
2530
|
+
<field number="59" name="TimeInForce" type="CHAR">
|
|
2531
|
+
<value enum="0" description="DAY" />
|
|
2532
|
+
<value enum="1" description="GOOD_TILL_CANCEL" />
|
|
2533
|
+
<value enum="2" description="AT_THE_OPENING" />
|
|
2534
|
+
<value enum="3" description="IMMEDIATE_OR_CANCEL" />
|
|
2535
|
+
<value enum="4" description="FILL_OR_KILL" />
|
|
2536
|
+
<value enum="5" description="GOOD_TILL_CROSSING" />
|
|
2537
|
+
<value enum="6" description="GOOD_TILL_DATE" />
|
|
2538
|
+
<value enum="7" description="AT_THE_CLOSE" />
|
|
2539
|
+
</field>
|
|
2540
|
+
<field number="60" name="TransactTime" type="UTCTIMESTAMP" />
|
|
2541
|
+
<field number="61" name="Urgency" type="CHAR">
|
|
2542
|
+
<value enum="0" description="NORMAL" />
|
|
2543
|
+
<value enum="1" description="FLASH" />
|
|
2544
|
+
<value enum="2" description="BACKGROUND" />
|
|
2545
|
+
</field>
|
|
2546
|
+
<field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
|
|
2547
|
+
<field number="63" name="SettlmntTyp" type="CHAR">
|
|
2548
|
+
<value enum="0" description="REGULAR" />
|
|
2549
|
+
<value enum="1" description="CASH" />
|
|
2550
|
+
<value enum="2" description="NEXT_DAY" />
|
|
2551
|
+
<value description="T_PLUS_2" enum="3" />
|
|
2552
|
+
<value description="T_PLUS_3" enum="4" />
|
|
2553
|
+
<value description="T_PLUS_4" enum="5" />
|
|
2554
|
+
<value enum="6" description="FUTURE" />
|
|
2555
|
+
<value enum="7" description="WHEN_AND_IF_ISSUED" />
|
|
2556
|
+
<value enum="8" description="SELLERS_OPTION" />
|
|
2557
|
+
<value description="T_PLUS_5" enum="9" />
|
|
2558
|
+
<value description="T_PLUS_1" enum="A" />
|
|
2559
|
+
</field>
|
|
2560
|
+
<field number="64" name="FutSettDate" type="LOCALMKTDATE" />
|
|
2561
|
+
<field number="65" name="SymbolSfx" type="STRING" />
|
|
2562
|
+
<field number="66" name="ListID" type="STRING" />
|
|
2563
|
+
<field number="67" name="ListSeqNo" type="INT" />
|
|
2564
|
+
<field number="68" name="TotNoOrders" type="INT" />
|
|
2565
|
+
<field number="69" name="ListExecInst" type="STRING" />
|
|
2566
|
+
<field number="70" name="AllocID" type="STRING" />
|
|
2567
|
+
<field number="71" name="AllocTransType" type="CHAR">
|
|
2568
|
+
<value enum="0" description="NEW" />
|
|
2569
|
+
<value enum="1" description="REPLACE" />
|
|
2570
|
+
<value enum="2" description="CANCEL" />
|
|
2571
|
+
<value enum="3" description="PRELIMINARY" />
|
|
2572
|
+
<value enum="4" description="CALCULATED" />
|
|
2573
|
+
<value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" />
|
|
2574
|
+
</field>
|
|
2575
|
+
<field number="72" name="RefAllocID" type="STRING" />
|
|
2576
|
+
<field number="73" name="NoOrders" type="NUMINGROUP" />
|
|
2577
|
+
<field number="74" name="AvgPrxPrecision" type="INT" />
|
|
2578
|
+
<field number="75" name="TradeDate" type="LOCALMKTDATE" />
|
|
2579
|
+
<field number="76" name="ExecBroker" type="STRING" />
|
|
2580
|
+
<field number="77" name="PositionEffect" type="CHAR" />
|
|
2581
|
+
<field number="78" name="NoAllocs" type="NUMINGROUP" />
|
|
2582
|
+
<field number="79" name="AllocAccount" type="STRING" />
|
|
2583
|
+
<field number="80" name="AllocQty" type="QTY" />
|
|
2584
|
+
<field number="81" name="ProcessCode" type="CHAR">
|
|
2585
|
+
<value enum="0" description="REGULAR" />
|
|
2586
|
+
<value enum="1" description="SOFT_DOLLAR" />
|
|
2587
|
+
<value enum="2" description="STEP_IN" />
|
|
2588
|
+
<value enum="3" description="STEP_OUT" />
|
|
2589
|
+
<value enum="4" description="SOFT_DOLLAR_STEP_IN" />
|
|
2590
|
+
<value enum="5" description="SOFT_DOLLAR_STEP_OUT" />
|
|
2591
|
+
<value enum="6" description="PLAN_SPONSOR" />
|
|
2592
|
+
</field>
|
|
2593
|
+
<field number="82" name="NoRpts" type="NUMINGROUP" />
|
|
2594
|
+
<field number="83" name="RptSeq" type="INT" />
|
|
2595
|
+
<field number="84" name="CxlQty" type="QTY" />
|
|
2596
|
+
<field number="85" name="NoDlvyInst" type="INT" />
|
|
2597
|
+
<field number="86" name="DlvyInst" type="STRING" />
|
|
2598
|
+
<field number="87" name="AllocStatus" type="INT">
|
|
2599
|
+
<value enum="0" description="ACCEPTED" />
|
|
2600
|
+
<value enum="1" description="REJECTED" />
|
|
2601
|
+
<value enum="2" description="PARTIAL_ACCEPT" />
|
|
2602
|
+
<value enum="3" description="RECEIVED" />
|
|
2603
|
+
</field>
|
|
2604
|
+
<field number="88" name="AllocRejCode" type="INT">
|
|
2605
|
+
<value enum="0" description="UNKNOWN_ACCOUNT" />
|
|
2606
|
+
<value enum="1" description="INCORRECT_QUANTITY" />
|
|
2607
|
+
<value enum="2" description="INCORRECT_AVERAGE_PRICE" />
|
|
2608
|
+
<value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
|
|
2609
|
+
<value enum="4" description="COMMISSION_DIFFERENCE" />
|
|
2610
|
+
<value enum="5" description="UNKNOWN_ORDERID" />
|
|
2611
|
+
<value enum="6" description="UNKNOWN_LISTID" />
|
|
2612
|
+
<value enum="7" description="OTHER" />
|
|
2613
|
+
</field>
|
|
2614
|
+
<field number="89" name="Signature" type="DATA" />
|
|
2615
|
+
<field number="90" name="SecureDataLen" type="LENGTH" />
|
|
2616
|
+
<field number="91" name="SecureData" type="DATA" />
|
|
2617
|
+
<field number="92" name="BrokerOfCredit" type="STRING" />
|
|
2618
|
+
<field number="93" name="SignatureLength" type="LENGTH" />
|
|
2619
|
+
<field number="94" name="EmailType" type="CHAR">
|
|
2620
|
+
<value enum="0" description="NEW" />
|
|
2621
|
+
<value enum="1" description="REPLY" />
|
|
2622
|
+
<value enum="2" description="ADMIN_REPLY" />
|
|
2623
|
+
</field>
|
|
2624
|
+
<field number="95" name="RawDataLength" type="LENGTH" />
|
|
2625
|
+
<field number="96" name="RawData" type="DATA" />
|
|
2626
|
+
<field number="97" name="PossResend" type="BOOLEAN" />
|
|
2627
|
+
<field number="98" name="EncryptMethod" type="INT">
|
|
2628
|
+
<value enum="0" description="NONE" />
|
|
2629
|
+
<value enum="1" description="PKCS_PROPRIETARY" />
|
|
2630
|
+
<value enum="2" description="DES" />
|
|
2631
|
+
<value enum="3" description="PKCS_DES" />
|
|
2632
|
+
<value enum="4" description="PGP_DES" />
|
|
2633
|
+
<value enum="5" description="PGP_DES_MD5" />
|
|
2634
|
+
<value enum="6" description="PEM" />
|
|
2635
|
+
</field>
|
|
2636
|
+
<field number="99" name="StopPx" type="PRICE" />
|
|
2637
|
+
<field number="100" name="ExDestination" type="EXCHANGE" />
|
|
2638
|
+
<field number="102" name="CxlRejReason" type="INT">
|
|
2639
|
+
<value enum="0" description="TOO_LATE_TO_CANCEL" />
|
|
2640
|
+
<value enum="1" description="UNKNOWN_ORDER" />
|
|
2641
|
+
<value enum="2" description="BROKER" />
|
|
2642
|
+
<value enum="3" description="ALREADY_PENDING" />
|
|
2643
|
+
<value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
|
|
2644
|
+
<value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
|
|
2645
|
+
<value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
|
|
2646
|
+
</field>
|
|
2647
|
+
<field number="103" name="OrdRejReason" type="INT">
|
|
2648
|
+
<value enum="0" description="BROKER_OPTION" />
|
|
2649
|
+
<value enum="1" description="UNKNOWN_SYMBOL" />
|
|
2650
|
+
<value enum="2" description="EXCHANGE_CLOSED" />
|
|
2651
|
+
<value enum="3" description="ORDER_EXCEEDS_LIMIT" />
|
|
2652
|
+
<value enum="4" description="TOO_LATE_TO_ENTER" />
|
|
2653
|
+
<value enum="5" description="UNKNOWN_ORDER" />
|
|
2654
|
+
<value enum="6" description="DUPLICATE_ORDER" />
|
|
2655
|
+
<value enum="7" description="DUPLICATE_VERBAL" />
|
|
2656
|
+
<value enum="8" description="STALE_ORDER" />
|
|
2657
|
+
<value enum="9" description="TRADE_ALONG_REQUIRED" />
|
|
2658
|
+
<value enum="10" description="INVALID_INVESTOR_ID" />
|
|
2659
|
+
<value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
|
|
2660
|
+
<value enum="12" description="SURVEILLENCE_OPTION" />
|
|
2661
|
+
</field>
|
|
2662
|
+
<field number="104" name="IOIQualifier" type="CHAR">
|
|
2663
|
+
<value enum="A" description="ALL_OR_NONE" />
|
|
2664
|
+
<value enum="B" description="MARKET_ON_CLOSE" />
|
|
2665
|
+
<value enum="C" description="AT_THE_CLOSE" />
|
|
2666
|
+
<value enum="D" description="VWAP" />
|
|
2667
|
+
<value enum="I" description="IN_TOUCH_WITH" />
|
|
2668
|
+
<value enum="L" description="LIMIT" />
|
|
2669
|
+
<value enum="M" description="MORE_BEHIND" />
|
|
2670
|
+
<value enum="O" description="AT_THE_OPEN" />
|
|
2671
|
+
<value enum="P" description="TAKING_A_POSITION" />
|
|
2672
|
+
<value enum="Q" description="AT_THE_MARKET" />
|
|
2673
|
+
<value enum="R" description="READY_TO_TRADE" />
|
|
2674
|
+
<value enum="S" description="PORTFOLIO_SHOWN" />
|
|
2675
|
+
<value enum="T" description="THROUGH_THE_DAY" />
|
|
2676
|
+
<value enum="V" description="VERSUS" />
|
|
2677
|
+
<value enum="W" description="INDICATION" />
|
|
2678
|
+
<value enum="X" description="CROSSING_OPPORTUNITY" />
|
|
2679
|
+
<value enum="Y" description="AT_THE_MIDPOINT" />
|
|
2680
|
+
<value enum="Z" description="PRE_OPEN" />
|
|
2681
|
+
</field>
|
|
2682
|
+
<field number="105" name="WaveNo" type="STRING" />
|
|
2683
|
+
<field number="106" name="Issuer" type="STRING" />
|
|
2684
|
+
<field number="107" name="SecurityDesc" type="STRING" />
|
|
2685
|
+
<field number="108" name="HeartBtInt" type="INT" />
|
|
2686
|
+
<field number="109" name="ClientID" type="STRING" />
|
|
2687
|
+
<field number="110" name="MinQty" type="QTY" />
|
|
2688
|
+
<field number="111" name="MaxFloor" type="QTY" />
|
|
2689
|
+
<field number="112" name="TestReqID" type="STRING" />
|
|
2690
|
+
<field number="113" name="ReportToExch" type="BOOLEAN" />
|
|
2691
|
+
<field number="114" name="LocateReqd" type="BOOLEAN" />
|
|
2692
|
+
<field number="115" name="OnBehalfOfCompID" type="STRING" />
|
|
2693
|
+
<field number="116" name="OnBehalfOfSubID" type="STRING" />
|
|
2694
|
+
<field number="117" name="QuoteID" type="STRING" />
|
|
2695
|
+
<field number="118" name="NetMoney" type="AMT" />
|
|
2696
|
+
<field number="119" name="SettlCurrAmt" type="AMT" />
|
|
2697
|
+
<field number="120" name="SettlCurrency" type="CURRENCY" />
|
|
2698
|
+
<field number="121" name="ForexReq" type="BOOLEAN" />
|
|
2699
|
+
<field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
|
|
2700
|
+
<field number="123" name="GapFillFlag" type="BOOLEAN" />
|
|
2701
|
+
<field number="124" name="NoExecs" type="NUMINGROUP" />
|
|
2702
|
+
<field number="126" name="ExpireTime" type="UTCTIMESTAMP" />
|
|
2703
|
+
<field number="127" name="DKReason" type="CHAR">
|
|
2704
|
+
<value enum="A" description="UNKNOWN_SYMBOL" />
|
|
2705
|
+
<value enum="B" description="WRONG_SIDE" />
|
|
2706
|
+
<value enum="C" description="QUANTITY_EXCEEDS_ORDER" />
|
|
2707
|
+
<value enum="D" description="NO_MATCHING_ORDER" />
|
|
2708
|
+
<value enum="E" description="PRICE_EXCEEDS_LIMIT" />
|
|
2709
|
+
<value enum="Z" description="OTHER" />
|
|
2710
|
+
</field>
|
|
2711
|
+
<field number="128" name="DeliverToCompID" type="STRING" />
|
|
2712
|
+
<field number="129" name="DeliverToSubID" type="STRING" />
|
|
2713
|
+
<field number="130" name="IOINaturalFlag" type="BOOLEAN" />
|
|
2714
|
+
<field number="131" name="QuoteReqID" type="STRING" />
|
|
2715
|
+
<field number="132" name="BidPx" type="PRICE" />
|
|
2716
|
+
<field number="133" name="OfferPx" type="PRICE" />
|
|
2717
|
+
<field number="134" name="BidSize" type="QTY" />
|
|
2718
|
+
<field number="135" name="OfferSize" type="QTY" />
|
|
2719
|
+
<field number="136" name="NoMiscFees" type="NUMINGROUP" />
|
|
2720
|
+
<field number="137" name="MiscFeeAmt" type="AMT" />
|
|
2721
|
+
<field number="138" name="MiscFeeCurr" type="CURRENCY" />
|
|
2722
|
+
<field number="139" name="MiscFeeType" type="CHAR">
|
|
2723
|
+
<value enum="1" description="REGULATORY" />
|
|
2724
|
+
<value enum="2" description="TAX" />
|
|
2725
|
+
<value enum="3" description="LOCAL_COMMISSION" />
|
|
2726
|
+
<value enum="4" description="EXCHANGE_FEES" />
|
|
2727
|
+
<value enum="5" description="STAMP" />
|
|
2728
|
+
<value enum="6" description="LEVY" />
|
|
2729
|
+
<value enum="7" description="OTHER" />
|
|
2730
|
+
<value enum="8" description="MARKUP" />
|
|
2731
|
+
<value enum="9" description="CONSUMPTION_TAX" />
|
|
2732
|
+
</field>
|
|
2733
|
+
<field number="140" name="PrevClosePx" type="PRICE" />
|
|
2734
|
+
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
|
|
2735
|
+
<field number="142" name="SenderLocationID" type="STRING" />
|
|
2736
|
+
<field number="143" name="TargetLocationID" type="STRING" />
|
|
2737
|
+
<field number="144" name="OnBehalfOfLocationID" type="STRING" />
|
|
2738
|
+
<field number="145" name="DeliverToLocationID" type="STRING" />
|
|
2739
|
+
<field number="146" name="NoRelatedSym" type="NUMINGROUP" />
|
|
2740
|
+
<field number="147" name="Subject" type="STRING" />
|
|
2741
|
+
<field number="148" name="Headline" type="STRING" />
|
|
2742
|
+
<field number="149" name="URLLink" type="STRING" />
|
|
2743
|
+
<field number="150" name="ExecType" type="CHAR">
|
|
2744
|
+
<value enum="0" description="NEW" />
|
|
2745
|
+
<value enum="1" description="PARTIAL_FILL" />
|
|
2746
|
+
<value enum="2" description="FILL" />
|
|
2747
|
+
<value enum="3" description="DONE_FOR_DAY" />
|
|
2748
|
+
<value enum="4" description="CANCELED" />
|
|
2749
|
+
<value enum="5" description="REPLACE" />
|
|
2750
|
+
<value enum="6" description="PENDING_CANCEL" />
|
|
2751
|
+
<value enum="7" description="STOPPED" />
|
|
2752
|
+
<value enum="8" description="REJECTED" />
|
|
2753
|
+
<value enum="9" description="SUSPENDED" />
|
|
2754
|
+
<value enum="A" description="PENDING_NEW" />
|
|
2755
|
+
<value enum="B" description="CALCULATED" />
|
|
2756
|
+
<value enum="C" description="EXPIRED" />
|
|
2757
|
+
<value enum="D" description="RESTATED" />
|
|
2758
|
+
<value enum="E" description="PENDING_REPLACE" />
|
|
2759
|
+
<value enum="F" description="TRADE" />
|
|
2760
|
+
<value enum="G" description="TRADE_CORRECT" />
|
|
2761
|
+
<value enum="H" description="TRADE_CANCEL" />
|
|
2762
|
+
<value enum="I" description="ORDER_STATUS" />
|
|
2763
|
+
</field>
|
|
2764
|
+
<field number="151" name="LeavesQty" type="QTY" />
|
|
2765
|
+
<field number="152" name="CashOrderQty" type="QTY" />
|
|
2766
|
+
<field number="153" name="AllocAvgPx" type="PRICE" />
|
|
2767
|
+
<field number="154" name="AllocNetMoney" type="AMT" />
|
|
2768
|
+
<field number="155" name="SettlCurrFxRate" type="FLOAT" />
|
|
2769
|
+
<field number="156" name="SettlCurrFxRateCalc" type="CHAR" />
|
|
2770
|
+
<field number="157" name="NumDaysInterest" type="INT" />
|
|
2771
|
+
<field number="158" name="AccruedInterestRate" type="PERCENTAGE" />
|
|
2772
|
+
<field number="159" name="AccruedInterestAmt" type="AMT" />
|
|
2773
|
+
<field number="160" name="SettlInstMode" type="CHAR">
|
|
2774
|
+
<value enum="0" description="DEFAULT" />
|
|
2775
|
+
<value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
|
|
2776
|
+
<value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING" />
|
|
2777
|
+
<value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING" />
|
|
2778
|
+
<value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" />
|
|
2779
|
+
</field>
|
|
2780
|
+
<field number="161" name="AllocText" type="STRING" />
|
|
2781
|
+
<field number="162" name="SettlInstID" type="STRING" />
|
|
2782
|
+
<field number="163" name="SettlInstTransType" type="CHAR">
|
|
2783
|
+
<value enum="N" description="NEW" />
|
|
2784
|
+
<value enum="C" description="CANCEL" />
|
|
2785
|
+
<value enum="R" description="REPLACE" />
|
|
2786
|
+
</field>
|
|
2787
|
+
<field number="164" name="EmailThreadID" type="STRING" />
|
|
2788
|
+
<field number="165" name="SettlInstSource" type="CHAR">
|
|
2789
|
+
<value enum="1" description="BROKERS_INSTRUCTIONS" />
|
|
2790
|
+
<value enum="2" description="INSTITUTIONS_INSTRUCTIONS" />
|
|
2791
|
+
<value enum="3" description="INVESTOR" />
|
|
2792
|
+
</field>
|
|
2793
|
+
<field number="166" name="SettlLocation" type="STRING">
|
|
2794
|
+
<value enum="CED" description="CEDEL" />
|
|
2795
|
+
<value enum="DTC" description="DEPOSITORY_TRUST_COMPANY" />
|
|
2796
|
+
<value enum="EUR" description="EUROCLEAR" />
|
|
2797
|
+
<value enum="FED" description="FEDERAL_BOOK_ENTRY" />
|
|
2798
|
+
<value enum="PED" description="PHYSICAL" />
|
|
2799
|
+
<value enum="PTC" description="PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY" />
|
|
2800
|
+
</field>
|
|
2801
|
+
<field number="167" name="SecurityType" type="STRING">
|
|
2802
|
+
<value enum="CORP" description="CORPORATE_BOND" />
|
|
2803
|
+
<value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
|
|
2804
|
+
<value enum="CB" description="CONVERTABLE_BOND" />
|
|
2805
|
+
<value enum="DUAL" description="DUAL_CURRENCY" />
|
|
2806
|
+
<value enum="XLINKD" description="INDEX_LINKED" />
|
|
2807
|
+
<value enum="STRUCT" description="STRUCTURED_NOTES" />
|
|
2808
|
+
<value enum="YANK" description="YANKEE_CORPORATE_BOND" />
|
|
2809
|
+
<value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
|
|
2810
|
+
<value enum="CS" description="COMMON_STOCK" />
|
|
2811
|
+
<value enum="PS" description="PREFERED_STOCK" />
|
|
2812
|
+
<value enum="BRADY" description="BRADY_BOND" />
|
|
2813
|
+
<value enum="TBOND" description="US_TREASURY_BOND" />
|
|
2814
|
+
<value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" />
|
|
2815
|
+
<value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" />
|
|
2816
|
+
<value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" />
|
|
2817
|
+
<value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" />
|
|
2818
|
+
<value enum="UST" description="US_TREASURY_NOTE_BOND" />
|
|
2819
|
+
<value enum="USTB" description="US_TREASURY_BILL" />
|
|
2820
|
+
<value enum="TERM" description="TERM_LOAN" />
|
|
2821
|
+
<value enum="RVLV" description="REVOLVER_LOAN" />
|
|
2822
|
+
<value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" />
|
|
2823
|
+
<value enum="BRIDGE" description="BRIDGE_LOAN" />
|
|
2824
|
+
<value enum="LOFC" description="LETTER_OF_CREDIT" />
|
|
2825
|
+
<value enum="SWING" description="SWING_LINE_FACILITY" />
|
|
2826
|
+
<value enum="DINP" description="DEBTOR_IN_POSSESSION" />
|
|
2827
|
+
<value enum="DEFLTED" description="DEFAULTED" />
|
|
2828
|
+
<value enum="WITHDRN" description="WITHDRAWN" />
|
|
2829
|
+
<value enum="REPLACD" description="REPLACED" />
|
|
2830
|
+
<value enum="MATURED" description="MATURED" />
|
|
2831
|
+
<value enum="AMENDED" description="AMENDED_AND_RESTATED" />
|
|
2832
|
+
<value enum="RETIRED" description="RETIRED" />
|
|
2833
|
+
<value enum="BA" description="BANKERS_ACCEPTANCE" />
|
|
2834
|
+
<value enum="BN" description="BANK_NOTES" />
|
|
2835
|
+
<value enum="BOX" description="BILL_OF_EXCHANGES" />
|
|
2836
|
+
<value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
|
|
2837
|
+
<value enum="CL" description="CALL_LOANS" />
|
|
2838
|
+
<value enum="CP" description="COMMERCIAL_PAPER" />
|
|
2839
|
+
<value enum="DP" description="DEPOSIT_NOTES" />
|
|
2840
|
+
<value enum="LQN" description="LIQUIDITY_NOTES" />
|
|
2841
|
+
<value enum="MTN" description="MEDIUM_TERM_NOTES" />
|
|
2842
|
+
<value enum="ONITE" description="OVERNITE" />
|
|
2843
|
+
<value enum="PN" description="PROMISSORY_NOTES" />
|
|
2844
|
+
<value enum="PZFJ" description="PLAZOS_FIJOS" />
|
|
2845
|
+
<value enum="RP" description="REPURCHASE_AGREEMENT" />
|
|
2846
|
+
<value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT" />
|
|
2847
|
+
<value enum="STN" description="SHORT_TERM_LOAN_NOTE" />
|
|
2848
|
+
<value enum="TD" description="TIME_DEPOSIT" />
|
|
2849
|
+
<value enum="XCN" description="EXTENDED_COMM_NOTE" />
|
|
2850
|
+
<value enum="POOL" description="AGENCY_POOLS" />
|
|
2851
|
+
<value enum="ABS" description="ASSET_BACKED_SECURITIES" />
|
|
2852
|
+
<value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" />
|
|
2853
|
+
<value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" />
|
|
2854
|
+
<value enum="IET" description="IOETTE_MORTGAGE" />
|
|
2855
|
+
<value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" />
|
|
2856
|
+
<value enum="MIO" description="MORTGAGE_INTEREST_ONLY" />
|
|
2857
|
+
<value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" />
|
|
2858
|
+
<value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" />
|
|
2859
|
+
<value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH" />
|
|
2860
|
+
<value enum="AN" description="OTHER_ANTICIPATION_NOTES" />
|
|
2861
|
+
<value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" />
|
|
2862
|
+
<value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" />
|
|
2863
|
+
<value enum="GO" description="GENERAL_OBLIGATION_BONDS" />
|
|
2864
|
+
<value enum="MT" description="MANDATORY_TENDER" />
|
|
2865
|
+
<value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" />
|
|
2866
|
+
<value enum="REV" description="REVENUE_BONDS" />
|
|
2867
|
+
<value enum="SPCLA" description="SPECIAL_ASSESSMENT" />
|
|
2868
|
+
<value enum="SPCLO" description="SPECIAL_OBLIGATION" />
|
|
2869
|
+
<value enum="SPCLT" description="SPECIAL_TAX" />
|
|
2870
|
+
<value enum="TAN" description="TAX_ANTICIPATION_NOTE" />
|
|
2871
|
+
<value enum="TAXA" description="TAX_ALLOCATION" />
|
|
2872
|
+
<value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" />
|
|
2873
|
+
<value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" />
|
|
2874
|
+
<value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" />
|
|
2875
|
+
<value enum="WAR" description="WARRANT" />
|
|
2876
|
+
<value enum="MF" description="MUTUAL_FUND" />
|
|
2877
|
+
<value enum="MLEG" description="MULTI_LEG_INSTRUMENT" />
|
|
2878
|
+
<value enum="NONE" description="NO_SECURITY_TYPE" />
|
|
2879
|
+
<value description="WILDCARD" enum="?" />
|
|
2880
|
+
</field>
|
|
2881
|
+
<field number="168" name="EffectiveTime" type="UTCTIMESTAMP" />
|
|
2882
|
+
<field number="169" name="StandInstDbType" type="INT">
|
|
2883
|
+
<value enum="0" description="OTHER" />
|
|
2884
|
+
<value enum="1" description="DTC_SID" />
|
|
2885
|
+
<value enum="2" description="THOMSON_ALERT" />
|
|
2886
|
+
<value enum="3" description="A_GLOBAL_CUSTODIAN" />
|
|
2887
|
+
</field>
|
|
2888
|
+
<field number="170" name="StandInstDbName" type="STRING" />
|
|
2889
|
+
<field number="171" name="StandInstDbID" type="STRING" />
|
|
2890
|
+
<field number="172" name="SettlDeliveryType" type="INT" />
|
|
2891
|
+
<field number="173" name="SettlDepositoryCode" type="STRING" />
|
|
2892
|
+
<field number="174" name="SettlBrkrCode" type="STRING" />
|
|
2893
|
+
<field number="175" name="SettlInstCode" type="STRING" />
|
|
2894
|
+
<field number="176" name="SecuritySettlAgentName" type="STRING" />
|
|
2895
|
+
<field number="177" name="SecuritySettlAgentCode" type="STRING" />
|
|
2896
|
+
<field number="178" name="SecuritySettlAgentAcctNum" type="STRING" />
|
|
2897
|
+
<field number="179" name="SecuritySettlAgentAcctName" type="STRING" />
|
|
2898
|
+
<field number="180" name="SecuritySettlAgentContactName" type="STRING" />
|
|
2899
|
+
<field number="181" name="SecuritySettlAgentContactPhone" type="STRING" />
|
|
2900
|
+
<field number="182" name="CashSettlAgentName" type="STRING" />
|
|
2901
|
+
<field number="183" name="CashSettlAgentCode" type="STRING" />
|
|
2902
|
+
<field number="184" name="CashSettlAgentAcctNum" type="STRING" />
|
|
2903
|
+
<field number="185" name="CashSettlAgentAcctName" type="STRING" />
|
|
2904
|
+
<field number="186" name="CashSettlAgentContactName" type="STRING" />
|
|
2905
|
+
<field number="187" name="CashSettlAgentContactPhone" type="STRING" />
|
|
2906
|
+
<field number="188" name="BidSpotRate" type="PRICE" />
|
|
2907
|
+
<field number="189" name="BidForwardPoints" type="PRICEOFFSET" />
|
|
2908
|
+
<field number="190" name="OfferSpotRate" type="PRICE" />
|
|
2909
|
+
<field number="191" name="OfferForwardPoints" type="PRICEOFFSET" />
|
|
2910
|
+
<field type="QTY" name="OrderQty2" number="192" />
|
|
2911
|
+
<field type="LOCALMKTDATE" name="FutSettDate2" number="193" />
|
|
2912
|
+
<field number="194" name="LastSpotRate" type="PRICE" />
|
|
2913
|
+
<field number="195" name="LastForwardPoints" type="PRICEOFFSET" />
|
|
2914
|
+
<field number="196" name="AllocLinkID" type="STRING" />
|
|
2915
|
+
<field number="197" name="AllocLinkType" type="INT">
|
|
2916
|
+
<value enum="0" description="F_X_NETTING" />
|
|
2917
|
+
<value enum="1" description="F_X_SWAP" />
|
|
2918
|
+
</field>
|
|
2919
|
+
<field number="198" name="SecondaryOrderID" type="STRING" />
|
|
2920
|
+
<field number="199" name="NoIOIQualifiers" type="NUMINGROUP" />
|
|
2921
|
+
<field number="200" name="MaturityMonthYear" type="MONTHYEAR" />
|
|
2922
|
+
<field number="201" name="PutOrCall" type="INT">
|
|
2923
|
+
<value enum="0" description="PUT" />
|
|
2924
|
+
<value enum="1" description="CALL" />
|
|
2925
|
+
</field>
|
|
2926
|
+
<field number="202" name="StrikePrice" type="PRICE" />
|
|
2927
|
+
<field number="203" name="CoveredOrUncovered" type="INT">
|
|
2928
|
+
<value enum="0" description="COVERED" />
|
|
2929
|
+
<value enum="1" description="UNCOVERED" />
|
|
2930
|
+
</field>
|
|
2931
|
+
<field number="204" name="CustomerOrFirm" type="INT">
|
|
2932
|
+
<value enum="0" description="CUSTOMER" />
|
|
2933
|
+
<value enum="1" description="FIRM" />
|
|
2934
|
+
</field>
|
|
2935
|
+
<field number="205" name="MaturityDay" type="DAYOFMONTH" />
|
|
2936
|
+
<field number="206" name="OptAttribute" type="CHAR" />
|
|
2937
|
+
<field number="207" name="SecurityExchange" type="EXCHANGE" />
|
|
2938
|
+
<field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" />
|
|
2939
|
+
<field number="209" name="AllocHandlInst" type="INT">
|
|
2940
|
+
<value enum="1" description="MATCH" />
|
|
2941
|
+
<value enum="2" description="FORWARD" />
|
|
2942
|
+
<value enum="3" description="FORWARD_AND_MATCH" />
|
|
2943
|
+
</field>
|
|
2944
|
+
<field number="210" name="MaxShow" type="QTY" />
|
|
2945
|
+
<field number="211" name="PegDifference" type="PRICEOFFSET" />
|
|
2946
|
+
<field number="212" name="XmlDataLen" type="LENGTH" />
|
|
2947
|
+
<field number="213" name="XmlData" type="DATA" />
|
|
2948
|
+
<field number="214" name="SettlInstRefID" type="STRING" />
|
|
2949
|
+
<field number="215" name="NoRoutingIDs" type="NUMINGROUP" />
|
|
2950
|
+
<field number="216" name="RoutingType" type="INT">
|
|
2951
|
+
<value enum="1" description="TARGET_FIRM" />
|
|
2952
|
+
<value enum="2" description="TARGET_LIST" />
|
|
2953
|
+
<value enum="3" description="BLOCK_FIRM" />
|
|
2954
|
+
<value enum="4" description="BLOCK_LIST" />
|
|
2955
|
+
</field>
|
|
2956
|
+
<field number="217" name="RoutingID" type="STRING" />
|
|
2957
|
+
<field number="218" name="Spread" type="PRICEOFFSET" />
|
|
2958
|
+
<field number="219" name="Benchmark" type="CHAR">
|
|
2959
|
+
<value enum="1" description="CURVE" />
|
|
2960
|
+
<value enum="2" description="FIVEYR" />
|
|
2961
|
+
<value enum="3" description="OLD5" />
|
|
2962
|
+
<value enum="4" description="TENYR" />
|
|
2963
|
+
<value enum="5" description="OLD10" />
|
|
2964
|
+
<value enum="6" description="THIRTYYR" />
|
|
2965
|
+
<value enum="7" description="OLD30" />
|
|
2966
|
+
<value enum="8" description="THREEMOLIBOR" />
|
|
2967
|
+
<value enum="9" description="SIXMOLIBOR" />
|
|
2968
|
+
</field>
|
|
2969
|
+
<field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
|
|
2970
|
+
<field number="221" name="BenchmarkCurveName" type="STRING" />
|
|
2971
|
+
<field number="222" name="BenchmarkCurvePoint" type="STRING" />
|
|
2972
|
+
<field number="223" name="CouponRate" type="PERCENTAGE" />
|
|
2973
|
+
<field number="224" name="CouponPaymentDate" type="UTCDATE" />
|
|
2974
|
+
<field number="225" name="IssueDate" type="UTCDATE" />
|
|
2975
|
+
<field number="226" name="RepurchaseTerm" type="INT" />
|
|
2976
|
+
<field number="227" name="RepurchaseRate" type="PERCENTAGE" />
|
|
2977
|
+
<field number="228" name="Factor" type="FLOAT" />
|
|
2978
|
+
<field number="229" name="TradeOriginationDate" type="UTCDATE" />
|
|
2979
|
+
<field number="230" name="ExDate" type="UTCDATE" />
|
|
2980
|
+
<field number="231" name="ContractMultiplier" type="FLOAT" />
|
|
2981
|
+
<field number="232" name="NoStipulations" type="NUMINGROUP" />
|
|
2982
|
+
<field number="233" name="StipulationType" type="STRING" />
|
|
2983
|
+
<field number="234" name="StipulationValue" type="STRING" />
|
|
2984
|
+
<field number="235" name="YieldType" type="STRING">
|
|
2985
|
+
<value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
|
|
2986
|
+
<value enum="ANNUAL" description="ANNUAL_YIELD" />
|
|
2987
|
+
<value enum="ATISSUE" description="YIELD_AT_ISSUE" />
|
|
2988
|
+
<value enum="AVGLIFE" description="YIELD_TO_AVERAGE_LIFE" />
|
|
2989
|
+
<value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
|
|
2990
|
+
<value enum="BOOK" description="BOOK_YIELD" />
|
|
2991
|
+
<value enum="CALL" description="YIELD_TO_NEXT_CALL" />
|
|
2992
|
+
<value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
|
|
2993
|
+
<value enum="CLOSE" description="CLOSING_YIELD" />
|
|
2994
|
+
<value enum="COMPOUND" description="COMPOUND_YIELD" />
|
|
2995
|
+
<value enum="CURRENT" description="CURRENT_YIELD" />
|
|
2996
|
+
<value enum="GROSS" description="TRUE_GROSS_YIELD" />
|
|
2997
|
+
<value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
|
|
2998
|
+
<value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
|
|
2999
|
+
<value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
|
|
3000
|
+
<value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
|
|
3001
|
+
<value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
|
|
3002
|
+
<value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
|
|
3003
|
+
<value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
|
|
3004
|
+
<value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
|
|
3005
|
+
<value enum="LONGEST" description="YIELD_TO_LONGEST_AVERAGE" />
|
|
3006
|
+
<value enum="MARK" description="MARK_TO_MARKET_YIELD" />
|
|
3007
|
+
<value enum="MATURITY" description="YIELD_TO_MATURITY" />
|
|
3008
|
+
<value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
|
|
3009
|
+
<value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
|
|
3010
|
+
<value enum="PUT" description="YIELD_TO_NEXT_PUT" />
|
|
3011
|
+
<value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
|
|
3012
|
+
<value enum="PROCEEDS" description="PROCEEDS_YIELD" />
|
|
3013
|
+
<value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
|
|
3014
|
+
<value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
|
|
3015
|
+
<value enum="SHORTEST" description="YIELD_TO_SHORTEST_AVERAGE" />
|
|
3016
|
+
<value enum="SIMPLE" description="SIMPLE_YIELD" />
|
|
3017
|
+
<value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
|
|
3018
|
+
<value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
|
|
3019
|
+
<value enum="TRUE" description="TRUE_YIELD" />
|
|
3020
|
+
<value enum="WORST" description="YIELD_TO_WORST_CONVENTION" />
|
|
3021
|
+
</field>
|
|
3022
|
+
<field number="236" name="Yield" type="PERCENTAGE" />
|
|
3023
|
+
<field number="237" name="TotalTakedown" type="AMT" />
|
|
3024
|
+
<field number="238" name="Concession" type="AMT" />
|
|
3025
|
+
<field number="239" name="RepoCollateralSecurityType" type="INT" />
|
|
3026
|
+
<field number="240" name="RedemptionDate" type="UTCDATE" />
|
|
3027
|
+
<field number="241" name="UnderlyingCouponPaymentDate" type="UTCDATE" />
|
|
3028
|
+
<field number="242" name="UnderlyingIssueDate" type="UTCDATE" />
|
|
3029
|
+
<field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
|
|
3030
|
+
<field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
|
|
3031
|
+
<field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
|
|
3032
|
+
<field number="246" name="UnderlyingFactor" type="FLOAT" />
|
|
3033
|
+
<field number="247" name="UnderlyingRedemptionDate" type="UTCDATE" />
|
|
3034
|
+
<field number="248" name="LegCouponPaymentDate" type="UTCDATE" />
|
|
3035
|
+
<field number="249" name="LegIssueDate" type="UTCDATE" />
|
|
3036
|
+
<field number="250" name="LegRepoCollateralSecurityType" type="INT" />
|
|
3037
|
+
<field number="251" name="LegRepurchaseTerm" type="INT" />
|
|
3038
|
+
<field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
|
|
3039
|
+
<field number="253" name="LegFactor" type="FLOAT" />
|
|
3040
|
+
<field number="254" name="LegRedemptionDate" type="UTCDATE" />
|
|
3041
|
+
<field number="255" name="CreditRating" type="STRING" />
|
|
3042
|
+
<field number="256" name="UnderlyingCreditRating" type="STRING" />
|
|
3043
|
+
<field number="257" name="LegCreditRating" type="STRING" />
|
|
3044
|
+
<field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
|
|
3045
|
+
<field number="259" name="BasisFeatureDate" type="UTCDATE" />
|
|
3046
|
+
<field number="260" name="BasisFeaturePrice" type="PRICE" />
|
|
3047
|
+
<field number="262" name="MDReqID" type="STRING" />
|
|
3048
|
+
<field number="263" name="SubscriptionRequestType" type="CHAR">
|
|
3049
|
+
<value enum="0" description="SNAPSHOT" />
|
|
3050
|
+
<value enum="1" description="SNAPSHOT_PLUS_UPDATES" />
|
|
3051
|
+
<value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" />
|
|
3052
|
+
</field>
|
|
3053
|
+
<field number="264" name="MarketDepth" type="INT">
|
|
3054
|
+
<!--
|
|
3055
|
+
Temporarily commented out until we can handle
|
|
3056
|
+
N>1 scenario
|
|
3057
|
+
|
|
3058
|
+
<value enum="0" description="FULL_BOOK"/>
|
|
3059
|
+
<value enum="1" description="TOP_OF_BOOK"/>
|
|
3060
|
+
-->
|
|
3061
|
+
</field>
|
|
3062
|
+
<field number="265" name="MDUpdateType" type="INT">
|
|
3063
|
+
<value enum="0" description="FULL_REFRESH" />
|
|
3064
|
+
<value enum="1" description="INCREMENTAL_REFRESH" />
|
|
3065
|
+
</field>
|
|
3066
|
+
<field number="266" name="AggregatedBook" type="BOOLEAN" />
|
|
3067
|
+
<field number="267" name="NoMDEntryTypes" type="NUMINGROUP" />
|
|
3068
|
+
<field number="268" name="NoMDEntries" type="NUMINGROUP" />
|
|
3069
|
+
<field number="269" name="MDEntryType" type="CHAR">
|
|
3070
|
+
<value enum="0" description="BID" />
|
|
3071
|
+
<value enum="1" description="OFFER" />
|
|
3072
|
+
<value enum="2" description="TRADE" />
|
|
3073
|
+
<value enum="3" description="INDEX_VALUE" />
|
|
3074
|
+
<value enum="4" description="OPENING_PRICE" />
|
|
3075
|
+
<value enum="5" description="CLOSING_PRICE" />
|
|
3076
|
+
<value enum="6" description="SETTLEMENT_PRICE" />
|
|
3077
|
+
<value enum="7" description="TRADING_SESSION_HIGH_PRICE" />
|
|
3078
|
+
<value enum="8" description="TRADING_SESSION_LOW_PRICE" />
|
|
3079
|
+
<value enum="9" description="TRADING_SESSION_VWAP_PRICE" />
|
|
3080
|
+
<value enum="A" description="IMBALANCE" />
|
|
3081
|
+
</field>
|
|
3082
|
+
<field number="270" name="MDEntryPx" type="PRICE" />
|
|
3083
|
+
<field number="271" name="MDEntrySize" type="QTY" />
|
|
3084
|
+
<field number="272" name="MDEntryDate" type="UTCDATE" />
|
|
3085
|
+
<field number="273" name="MDEntryTime" type="UTCTIMEONLY" />
|
|
3086
|
+
<field number="274" name="TickDirection" type="CHAR">
|
|
3087
|
+
<value enum="0" description="PLUS_TICK" />
|
|
3088
|
+
<value enum="1" description="ZERO_PLUS_TICK" />
|
|
3089
|
+
<value enum="2" description="MINUS_TICK" />
|
|
3090
|
+
<value enum="3" description="ZERO_MINUS_TICK" />
|
|
3091
|
+
</field>
|
|
3092
|
+
<field number="275" name="MDMkt" type="EXCHANGE" />
|
|
3093
|
+
<field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
|
|
3094
|
+
<value enum="A" description="OPEN" />
|
|
3095
|
+
<value enum="B" description="CLOSED" />
|
|
3096
|
+
<value enum="C" description="EXCHANGE_BEST" />
|
|
3097
|
+
<value enum="D" description="CONSOLIDATED_BEST" />
|
|
3098
|
+
<value enum="E" description="LOCKED" />
|
|
3099
|
+
<value enum="F" description="CROSSED" />
|
|
3100
|
+
<value enum="G" description="DEPTH" />
|
|
3101
|
+
<value enum="H" description="FAST_TRADING" />
|
|
3102
|
+
<value enum="I" description="NON_FIRM" />
|
|
3103
|
+
</field>
|
|
3104
|
+
<field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
|
|
3105
|
+
<value enum="A" description="CASH" />
|
|
3106
|
+
<value enum="B" description="AVERAGE_PRICE_TRADE" />
|
|
3107
|
+
<value enum="C" description="CASH_TRADE" />
|
|
3108
|
+
<value enum="D" description="NEXT_DAY" />
|
|
3109
|
+
<value enum="E" description="OPENING" />
|
|
3110
|
+
<value enum="F" description="INTRADAY_TRADE_DETAIL" />
|
|
3111
|
+
<value enum="G" description="RULE_127_TRADE" />
|
|
3112
|
+
<value enum="H" description="RULE_155_TRADE" />
|
|
3113
|
+
<value enum="I" description="SOLD_LAST" />
|
|
3114
|
+
<value enum="J" description="NEXT_DAY_TRADE" />
|
|
3115
|
+
<value enum="K" description="OPENED" />
|
|
3116
|
+
<value enum="L" description="SELLER" />
|
|
3117
|
+
<value enum="M" description="SOLD" />
|
|
3118
|
+
<value enum="N" description="STOPPED_STOCK" />
|
|
3119
|
+
<value enum="P" description="IMBALANCE_MORE_BUYERS" />
|
|
3120
|
+
<value enum="Q" description="IMBALANCE_MORE_SELLERS" />
|
|
3121
|
+
<value enum="R" description="OPENING_PRICE" />
|
|
3122
|
+
</field>
|
|
3123
|
+
<field number="278" name="MDEntryID" type="STRING" />
|
|
3124
|
+
<field number="279" name="MDUpdateAction" type="CHAR">
|
|
3125
|
+
<value enum="0" description="NEW" />
|
|
3126
|
+
<value enum="1" description="CHANGE" />
|
|
3127
|
+
<value enum="2" description="DELETE" />
|
|
3128
|
+
</field>
|
|
3129
|
+
<field number="280" name="MDEntryRefID" type="STRING" />
|
|
3130
|
+
<field number="281" name="MDReqRejReason" type="CHAR">
|
|
3131
|
+
<value enum="0" description="UNKNOWN_SYMBOL" />
|
|
3132
|
+
<value enum="1" description="DUPLICATE_MDREQID" />
|
|
3133
|
+
<value enum="2" description="INSUFFICIENT_BANDWIDTH" />
|
|
3134
|
+
<value enum="3" description="INSUFFICIENT_PERMISSIONS" />
|
|
3135
|
+
<value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" />
|
|
3136
|
+
<value enum="5" description="UNSUPPORTED_MARKETDEPTH" />
|
|
3137
|
+
<value enum="6" description="UNSUPPORTED_MDUPDATETYPE" />
|
|
3138
|
+
<value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" />
|
|
3139
|
+
<value enum="8" description="UNSUPPORTED_MDENTRYTYPE" />
|
|
3140
|
+
<value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" />
|
|
3141
|
+
<value enum="A" description="UNSUPPORTED_SCOPE" />
|
|
3142
|
+
<value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" />
|
|
3143
|
+
<value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" />
|
|
3144
|
+
</field>
|
|
3145
|
+
<field number="282" name="MDEntryOriginator" type="STRING" />
|
|
3146
|
+
<field number="283" name="LocationID" type="STRING" />
|
|
3147
|
+
<field number="284" name="DeskID" type="STRING" />
|
|
3148
|
+
<field number="285" name="DeleteReason" type="CHAR">
|
|
3149
|
+
<value enum="0" description="CANCELATION" />
|
|
3150
|
+
<value enum="1" description="ERROR" />
|
|
3151
|
+
</field>
|
|
3152
|
+
<field number="286" name="OpenCloseSettleFlag" type="MULTIPLEVALUESTRING">
|
|
3153
|
+
<value enum="0" description="DAILY_OPEN" />
|
|
3154
|
+
<value enum="1" description="SESSION_OPEN" />
|
|
3155
|
+
<value enum="2" description="DELIVERY_SETTLEMENT_PRICE" />
|
|
3156
|
+
<value enum="3" description="EXPECTED_PRICE" />
|
|
3157
|
+
<value enum="4" description="PRICE_FROM_PREVIOUS_BUSINESS_DAY" />
|
|
3158
|
+
</field>
|
|
3159
|
+
<field number="287" name="SellerDays" type="INT" />
|
|
3160
|
+
<field number="288" name="MDEntryBuyer" type="STRING" />
|
|
3161
|
+
<field number="289" name="MDEntrySeller" type="STRING" />
|
|
3162
|
+
<field number="290" name="MDEntryPositionNo" type="INT" />
|
|
3163
|
+
<field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING">
|
|
3164
|
+
<value enum="1" description="BANKRUPT" />
|
|
3165
|
+
<value enum="2" description="PENDING_DELISTING" />
|
|
3166
|
+
</field>
|
|
3167
|
+
<field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING">
|
|
3168
|
+
<value enum="A" description="EX_DIVIDEND" />
|
|
3169
|
+
<value enum="B" description="EX_DISTRIBUTION" />
|
|
3170
|
+
<value enum="C" description="EX_RIGHTS" />
|
|
3171
|
+
<value enum="D" description="NEW" />
|
|
3172
|
+
<value enum="E" description="EX_INTEREST" />
|
|
3173
|
+
</field>
|
|
3174
|
+
<field number="293" name="DefBidSize" type="QTY" />
|
|
3175
|
+
<field number="294" name="DefOfferSize" type="QTY" />
|
|
3176
|
+
<field number="295" name="NoQuoteEntries" type="NUMINGROUP" />
|
|
3177
|
+
<field number="296" name="NoQuoteSets" type="NUMINGROUP" />
|
|
3178
|
+
<field number="297" name="QuoteStatus" type="INT">
|
|
3179
|
+
<value enum="0" description="ACCEPTED" />
|
|
3180
|
+
<value enum="1" description="CANCELED_FOR_SYMBOL" />
|
|
3181
|
+
<value enum="2" description="CANCELED_FOR_SECURITY_TYPE" />
|
|
3182
|
+
<value enum="3" description="CANCELED_FOR_UNDERLYING" />
|
|
3183
|
+
<value enum="4" description="CANCELED_ALL" />
|
|
3184
|
+
<value enum="5" description="REJECTED" />
|
|
3185
|
+
<value enum="6" description="REMOVED_FROM_MARKET" />
|
|
3186
|
+
<value enum="7" description="EXPIRED" />
|
|
3187
|
+
<value enum="8" description="QUERY" />
|
|
3188
|
+
<value enum="9" description="QUOTE_NOT_FOUND" />
|
|
3189
|
+
<value enum="10" description="PENDING" />
|
|
3190
|
+
</field>
|
|
3191
|
+
<field number="298" name="QuoteCancelType" type="INT" />
|
|
3192
|
+
<field number="299" name="QuoteEntryID" type="STRING" />
|
|
3193
|
+
<field number="300" name="QuoteRejectReason" type="INT" />
|
|
3194
|
+
<field number="301" name="QuoteResponseLevel" type="INT" />
|
|
3195
|
+
<field number="302" name="QuoteSetID" type="STRING" />
|
|
3196
|
+
<field number="303" name="QuoteRequestType" type="INT">
|
|
3197
|
+
<value enum="1" description="MANUAL" />
|
|
3198
|
+
<value enum="2" description="AUTOMATIC" />
|
|
3199
|
+
</field>
|
|
3200
|
+
<field number="304" name="TotQuoteEntries" type="INT" />
|
|
3201
|
+
<field number="305" name="UnderlyingSecurityIDSource" type="STRING" />
|
|
3202
|
+
<field number="306" name="UnderlyingIssuer" type="STRING" />
|
|
3203
|
+
<field number="307" name="UnderlyingSecurityDesc" type="STRING" />
|
|
3204
|
+
<field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
|
|
3205
|
+
<field number="309" name="UnderlyingSecurityID" type="STRING" />
|
|
3206
|
+
<field number="310" name="UnderlyingSecurityType" type="STRING" />
|
|
3207
|
+
<field number="311" name="UnderlyingSymbol" type="STRING" />
|
|
3208
|
+
<field number="312" name="UnderlyingSymbolSfx" type="STRING" />
|
|
3209
|
+
<field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
|
|
3210
|
+
<field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" />
|
|
3211
|
+
<field number="315" name="UnderlyingPutOrCall" type="INT" />
|
|
3212
|
+
<field number="316" name="UnderlyingStrikePrice" type="PRICE" />
|
|
3213
|
+
<field number="317" name="UnderlyingOptAttribute" type="CHAR" />
|
|
3214
|
+
<field number="318" name="UnderlyingCurrency" type="CURRENCY" />
|
|
3215
|
+
<field number="319" name="RatioQty" type="QTY" />
|
|
3216
|
+
<field number="320" name="SecurityReqID" type="STRING" />
|
|
3217
|
+
<field number="321" name="SecurityRequestType" type="INT">
|
|
3218
|
+
<value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" />
|
|
3219
|
+
<value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" />
|
|
3220
|
+
<value enum="2" description="REQUEST_LIST_SECURITY_TYPES" />
|
|
3221
|
+
<value enum="3" description="REQUEST_LIST_SECURITIES" />
|
|
3222
|
+
</field>
|
|
3223
|
+
<field number="322" name="SecurityResponseID" type="STRING" />
|
|
3224
|
+
<field number="323" name="SecurityResponseType" type="INT">
|
|
3225
|
+
<value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" />
|
|
3226
|
+
<value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" />
|
|
3227
|
+
<value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" />
|
|
3228
|
+
<value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" />
|
|
3229
|
+
<value enum="5" description="REJECT_SECURITY_PROPOSAL" />
|
|
3230
|
+
<value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" />
|
|
3231
|
+
</field>
|
|
3232
|
+
<field number="324" name="SecurityStatusReqID" type="STRING" />
|
|
3233
|
+
<field number="325" name="UnsolicitedIndicator" type="BOOLEAN" />
|
|
3234
|
+
<field number="326" name="SecurityTradingStatus" type="INT">
|
|
3235
|
+
<value enum="1" description="OPENING_DELAY" />
|
|
3236
|
+
<value enum="2" description="TRADING_HALT" />
|
|
3237
|
+
<value enum="3" description="RESUME" />
|
|
3238
|
+
<value enum="4" description="NO_OPEN" />
|
|
3239
|
+
<value enum="5" description="PRICE_INDICATION" />
|
|
3240
|
+
<value enum="6" description="TRADING_RANGE_INDICATION" />
|
|
3241
|
+
<value enum="7" description="MARKET_IMBALANCE_BUY" />
|
|
3242
|
+
<value enum="8" description="MARKET_IMBALANCE_SELL" />
|
|
3243
|
+
<value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" />
|
|
3244
|
+
<value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
|
|
3245
|
+
<value enum="11" description="NOT_ASSIGNED" />
|
|
3246
|
+
<value enum="12" description="NO_MARKET_IMBALANCE" />
|
|
3247
|
+
<value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" />
|
|
3248
|
+
<value enum="14" description="ITS_PRE_OPENING" />
|
|
3249
|
+
<value enum="15" description="NEW_PRICE_INDICATION" />
|
|
3250
|
+
<value enum="16" description="TRADE_DISSEMINATION_TIME" />
|
|
3251
|
+
<value enum="17" description="READY_TO_TRADE" />
|
|
3252
|
+
<value enum="18" description="NOT_AVAILABLE_FOR_TRADING" />
|
|
3253
|
+
<value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
|
|
3254
|
+
<value enum="20" description="UNKNOWN_OR_INVALID" />
|
|
3255
|
+
<value enum="21" description="PRE_OPEN" />
|
|
3256
|
+
<value enum="22" description="OPENING_ROTATION" />
|
|
3257
|
+
<value enum="23" description="FAST_MARKET" />
|
|
3258
|
+
</field>
|
|
3259
|
+
<field number="327" name="HaltReason" type="CHAR">
|
|
3260
|
+
<value enum="I" description="ORDER_IMBALANCE" />
|
|
3261
|
+
<value enum="X" description="EQUIPMENT_CHANGEOVER" />
|
|
3262
|
+
<value enum="P" description="NEWS_PENDING" />
|
|
3263
|
+
<value enum="D" description="NEWS_DISSEMINATION" />
|
|
3264
|
+
<value enum="E" description="ORDER_INFLUX" />
|
|
3265
|
+
<value enum="M" description="ADDITIONAL_INFORMATION" />
|
|
3266
|
+
</field>
|
|
3267
|
+
<field number="328" name="InViewOfCommon" type="BOOLEAN" />
|
|
3268
|
+
<field number="329" name="DueToRelated" type="BOOLEAN" />
|
|
3269
|
+
<field number="330" name="BuyVolume" type="QTY" />
|
|
3270
|
+
<field number="331" name="SellVolume" type="QTY" />
|
|
3271
|
+
<field number="332" name="HighPx" type="PRICE" />
|
|
3272
|
+
<field number="333" name="LowPx" type="PRICE" />
|
|
3273
|
+
<field number="334" name="Adjustment" type="INT">
|
|
3274
|
+
<value enum="1" description="CANCEL" />
|
|
3275
|
+
<value enum="2" description="ERROR" />
|
|
3276
|
+
<value enum="3" description="CORRECTION" />
|
|
3277
|
+
</field>
|
|
3278
|
+
<field number="335" name="TradSesReqID" type="STRING" />
|
|
3279
|
+
<field number="336" name="TradingSessionID" type="STRING" />
|
|
3280
|
+
<field number="337" name="ContraTrader" type="STRING" />
|
|
3281
|
+
<field number="338" name="TradSesMethod" type="INT">
|
|
3282
|
+
<value enum="1" description="ELECTRONIC" />
|
|
3283
|
+
<value enum="2" description="OPEN_OUTCRY" />
|
|
3284
|
+
<value enum="3" description="TWO_PARTY" />
|
|
3285
|
+
</field>
|
|
3286
|
+
<field number="339" name="TradSesMode" type="INT">
|
|
3287
|
+
<value enum="1" description="TESTING" />
|
|
3288
|
+
<value enum="2" description="SIMULATED" />
|
|
3289
|
+
<value enum="3" description="PRODUCTION" />
|
|
3290
|
+
</field>
|
|
3291
|
+
<field number="340" name="TradSesStatus" type="INT">
|
|
3292
|
+
<value enum="0" description="UNKNOWN" />
|
|
3293
|
+
<value enum="1" description="HALTED" />
|
|
3294
|
+
<value enum="2" description="OPEN" />
|
|
3295
|
+
<value enum="3" description="CLOSED" />
|
|
3296
|
+
<value enum="4" description="PRE_OPEN" />
|
|
3297
|
+
<value enum="5" description="PRE_CLOSE" />
|
|
3298
|
+
<value enum="6" description="REQUEST_REJECTED" />
|
|
3299
|
+
</field>
|
|
3300
|
+
<field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" />
|
|
3301
|
+
<field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" />
|
|
3302
|
+
<field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" />
|
|
3303
|
+
<field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" />
|
|
3304
|
+
<field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" />
|
|
3305
|
+
<field number="346" name="NumberOfOrders" type="INT" />
|
|
3306
|
+
<field number="347" name="MessageEncoding" type="STRING" />
|
|
3307
|
+
<field number="348" name="EncodedIssuerLen" type="LENGTH" />
|
|
3308
|
+
<field number="349" name="EncodedIssuer" type="DATA" />
|
|
3309
|
+
<field number="350" name="EncodedSecurityDescLen" type="LENGTH" />
|
|
3310
|
+
<field number="351" name="EncodedSecurityDesc" type="DATA" />
|
|
3311
|
+
<field number="352" name="EncodedListExecInstLen" type="LENGTH" />
|
|
3312
|
+
<field number="353" name="EncodedListExecInst" type="DATA" />
|
|
3313
|
+
<field number="354" name="EncodedTextLen" type="LENGTH" />
|
|
3314
|
+
<field number="355" name="EncodedText" type="DATA" />
|
|
3315
|
+
<field number="356" name="EncodedSubjectLen" type="LENGTH" />
|
|
3316
|
+
<field number="357" name="EncodedSubject" type="DATA" />
|
|
3317
|
+
<field number="358" name="EncodedHeadlineLen" type="LENGTH" />
|
|
3318
|
+
<field number="359" name="EncodedHeadline" type="DATA" />
|
|
3319
|
+
<field number="360" name="EncodedAllocTextLen" type="LENGTH" />
|
|
3320
|
+
<field number="361" name="EncodedAllocText" type="DATA" />
|
|
3321
|
+
<field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" />
|
|
3322
|
+
<field number="363" name="EncodedUnderlyingIssuer" type="DATA" />
|
|
3323
|
+
<field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" />
|
|
3324
|
+
<field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" />
|
|
3325
|
+
<field number="366" name="AllocPrice" type="PRICE" />
|
|
3326
|
+
<field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" />
|
|
3327
|
+
<field number="368" name="QuoteEntryRejectReason" type="INT">
|
|
3328
|
+
<value enum="1" description="UNKNOWN_SYMBOL" />
|
|
3329
|
+
<value enum="2" description="EXCHANGE" />
|
|
3330
|
+
<value enum="3" description="QUOTE_EXCEEDS_LIMIT" />
|
|
3331
|
+
<value enum="4" description="TOO_LATE_TO_ENTER" />
|
|
3332
|
+
<value enum="5" description="UNKNOWN_QUOTE" />
|
|
3333
|
+
<value enum="6" description="DUPLICATE_QUOTE" />
|
|
3334
|
+
<value enum="7" description="INVALID_BID" />
|
|
3335
|
+
<value enum="8" description="INVALID_PRICE" />
|
|
3336
|
+
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
|
|
3337
|
+
</field>
|
|
3338
|
+
<field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
|
|
3339
|
+
<field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" />
|
|
3340
|
+
<field number="371" name="RefTagID" type="INT" />
|
|
3341
|
+
<field number="372" name="RefMsgType" type="STRING" />
|
|
3342
|
+
<field number="373" name="SessionRejectReason" type="INT">
|
|
3343
|
+
<value enum="0" description="INVALID_TAG_NUMBER" />
|
|
3344
|
+
<value enum="1" description="REQUIRED_TAG_MISSING" />
|
|
3345
|
+
<value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" />
|
|
3346
|
+
<value enum="3" description="UNDEFINED_TAG" />
|
|
3347
|
+
<value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" />
|
|
3348
|
+
<value enum="5" description="VALUE_IS_INCORRECT" />
|
|
3349
|
+
<value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" />
|
|
3350
|
+
<value enum="7" description="DECRYPTION_PROBLEM" />
|
|
3351
|
+
<value enum="8" description="SIGNATURE_PROBLEM" />
|
|
3352
|
+
<value enum="9" description="COMPID_PROBLEM" />
|
|
3353
|
+
<value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" />
|
|
3354
|
+
<value enum="11" description="INVALID_MSGTYPE" />
|
|
3355
|
+
<value enum="12" description="XML_VALIDATION_ERROR" />
|
|
3356
|
+
<value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" />
|
|
3357
|
+
<value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" />
|
|
3358
|
+
<value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" />
|
|
3359
|
+
<value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" />
|
|
3360
|
+
<value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" />
|
|
3361
|
+
</field>
|
|
3362
|
+
<field number="374" name="BidRequestTransType" type="CHAR">
|
|
3363
|
+
<value enum="N" description="NEW" />
|
|
3364
|
+
<value enum="C" description="CANCEL" />
|
|
3365
|
+
</field>
|
|
3366
|
+
<field number="375" name="ContraBroker" type="STRING" />
|
|
3367
|
+
<field number="376" name="ComplianceID" type="STRING" />
|
|
3368
|
+
<field number="377" name="SolicitedFlag" type="BOOLEAN" />
|
|
3369
|
+
<field number="378" name="ExecRestatementReason" type="INT">
|
|
3370
|
+
<value enum="0" description="GT_CORPORATE_ACTION" />
|
|
3371
|
+
<value enum="1" description="GT_RENEWAL" />
|
|
3372
|
+
<value enum="2" description="VERBAL_CHANGE" />
|
|
3373
|
+
<value enum="3" description="REPRICING_OF_ORDER" />
|
|
3374
|
+
<value enum="4" description="BROKER_OPTION" />
|
|
3375
|
+
<value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" />
|
|
3376
|
+
<value enum="6" description="CANCEL_ON_TRADING_HALT" />
|
|
3377
|
+
<value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" />
|
|
3378
|
+
<value enum="8" description="MARKET" />
|
|
3379
|
+
</field>
|
|
3380
|
+
<field number="379" name="BusinessRejectRefID" type="STRING" />
|
|
3381
|
+
<field number="380" name="BusinessRejectReason" type="INT">
|
|
3382
|
+
<value enum="0" description="OTHER" />
|
|
3383
|
+
<value enum="1" description="UNKOWN_ID" />
|
|
3384
|
+
<value enum="2" description="UNKNOWN_SECURITY" />
|
|
3385
|
+
<value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" />
|
|
3386
|
+
<value enum="4" description="APPLICATION_NOT_AVAILABLE" />
|
|
3387
|
+
<value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
|
|
3388
|
+
<value enum="6" description="NOT_AUTHORIZED" />
|
|
3389
|
+
<value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" />
|
|
3390
|
+
</field>
|
|
3391
|
+
<field number="381" name="GrossTradeAmt" type="AMT" />
|
|
3392
|
+
<field number="382" name="NoContraBrokers" type="NUMINGROUP" />
|
|
3393
|
+
<field number="383" name="MaxMessageSize" type="LENGTH" />
|
|
3394
|
+
<field number="384" name="NoMsgTypes" type="NUMINGROUP" />
|
|
3395
|
+
<field number="385" name="MsgDirection" type="CHAR">
|
|
3396
|
+
<value enum="S" description="SEND" />
|
|
3397
|
+
<value enum="R" description="RECEIVE" />
|
|
3398
|
+
</field>
|
|
3399
|
+
<field number="386" name="NoTradingSessions" type="NUMINGROUP" />
|
|
3400
|
+
<field number="387" name="TotalVolumeTraded" type="QTY" />
|
|
3401
|
+
<field number="388" name="DiscretionInst" type="CHAR">
|
|
3402
|
+
<value enum="0" description="RELATED_TO_DISPLAYED_PRICE" />
|
|
3403
|
+
<value enum="1" description="RELATED_TO_MARKET_PRICE" />
|
|
3404
|
+
<value enum="2" description="RELATED_TO_PRIMARY_PRICE" />
|
|
3405
|
+
<value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" />
|
|
3406
|
+
<value enum="4" description="RELATED_TO_MIDPOINT_PRICE" />
|
|
3407
|
+
<value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" />
|
|
3408
|
+
</field>
|
|
3409
|
+
<field number="389" name="DiscretionOffset" type="PRICEOFFSET" />
|
|
3410
|
+
<field number="390" name="BidID" type="STRING" />
|
|
3411
|
+
<field number="391" name="ClientBidID" type="STRING" />
|
|
3412
|
+
<field number="392" name="ListName" type="STRING" />
|
|
3413
|
+
<field number="393" name="TotalNumSecurities" type="INT" />
|
|
3414
|
+
<field number="394" name="BidType" type="INT">
|
|
3415
|
+
<value enum="1" description="NON_DISCLOSED_STYLE" />
|
|
3416
|
+
<value enum="2" description="DISCLOSED_STYLE" />
|
|
3417
|
+
<value enum="3" description="NO_BIDDING_PROCESS" />
|
|
3418
|
+
</field>
|
|
3419
|
+
<field number="395" name="NumTickets" type="INT" />
|
|
3420
|
+
<field type="AMT" name="SideValue1" number="396" />
|
|
3421
|
+
<field type="AMT" name="SideValue2" number="397" />
|
|
3422
|
+
<field number="398" name="NoBidDescriptors" type="NUMINGROUP" />
|
|
3423
|
+
<field number="399" name="BidDescriptorType" type="INT">
|
|
3424
|
+
<value enum="1" description="SECTOR" />
|
|
3425
|
+
<value enum="2" description="COUNTRY" />
|
|
3426
|
+
<value enum="3" description="INDEX" />
|
|
3427
|
+
</field>
|
|
3428
|
+
<field number="400" name="BidDescriptor" type="STRING" />
|
|
3429
|
+
<field number="401" name="SideValueInd" type="INT">
|
|
3430
|
+
<value description="SIDEVALUE1" enum="1" />
|
|
3431
|
+
<value description="SIDEVALUE_2" enum="2" />
|
|
3432
|
+
</field>
|
|
3433
|
+
<field number="402" name="LiquidityPctLow" type="PERCENTAGE" />
|
|
3434
|
+
<field number="403" name="LiquidityPctHigh" type="PERCENTAGE" />
|
|
3435
|
+
<field number="404" name="LiquidityValue" type="AMT" />
|
|
3436
|
+
<field number="405" name="EFPTrackingError" type="PERCENTAGE" />
|
|
3437
|
+
<field number="406" name="FairValue" type="AMT" />
|
|
3438
|
+
<field number="407" name="OutsideIndexPct" type="PERCENTAGE" />
|
|
3439
|
+
<field number="408" name="ValueOfFutures" type="AMT" />
|
|
3440
|
+
<field number="409" name="LiquidityIndType" type="INT">
|
|
3441
|
+
<value enum="1" description="FIVEDAY_MOVING_AVERAGE" />
|
|
3442
|
+
<value enum="2" description="TWENTYDAY_MOVING_AVERAGE" />
|
|
3443
|
+
<value enum="3" description="NORMAL_MARKET_SIZE" />
|
|
3444
|
+
<value enum="4" description="OTHER" />
|
|
3445
|
+
</field>
|
|
3446
|
+
<field number="410" name="WtAverageLiquidity" type="PERCENTAGE" />
|
|
3447
|
+
<field number="411" name="ExchangeForPhysical" type="BOOLEAN" />
|
|
3448
|
+
<field number="412" name="OutMainCntryUIndex" type="AMT" />
|
|
3449
|
+
<field number="413" name="CrossPercent" type="PERCENTAGE" />
|
|
3450
|
+
<field number="414" name="ProgRptReqs" type="INT">
|
|
3451
|
+
<value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" />
|
|
3452
|
+
<value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" />
|
|
3453
|
+
<value enum="3" description="REAL_TIME_EXECUTION_REPORTS" />
|
|
3454
|
+
</field>
|
|
3455
|
+
<field number="415" name="ProgPeriodInterval" type="INT" />
|
|
3456
|
+
<field number="416" name="IncTaxInd" type="INT">
|
|
3457
|
+
<value enum="1" description="NET" />
|
|
3458
|
+
<value enum="2" description="GROSS" />
|
|
3459
|
+
</field>
|
|
3460
|
+
<field number="417" name="NumBidders" type="INT" />
|
|
3461
|
+
<field number="418" name="TradeType" type="CHAR" />
|
|
3462
|
+
<field number="419" name="BasisPxType" type="CHAR">
|
|
3463
|
+
<value enum="2" description="CLOSING_PRICE_AT_MORNING_SESSION" />
|
|
3464
|
+
<value enum="3" description="CLOSING_PRICE" />
|
|
3465
|
+
<value enum="4" description="CURRENT_PRICE" />
|
|
3466
|
+
<value enum="5" description="SQ" />
|
|
3467
|
+
<value enum="6" description="VWAP_THROUGH_A_DAY" />
|
|
3468
|
+
<value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION" />
|
|
3469
|
+
<value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION" />
|
|
3470
|
+
<value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI" />
|
|
3471
|
+
<value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" />
|
|
3472
|
+
<value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" />
|
|
3473
|
+
<value enum="C" description="STRIKE" />
|
|
3474
|
+
<value enum="D" description="OPEN" />
|
|
3475
|
+
<value enum="Z" description="OTHERS" />
|
|
3476
|
+
</field>
|
|
3477
|
+
<field number="420" name="NoBidComponents" type="NUMINGROUP" />
|
|
3478
|
+
<field number="421" name="Country" type="COUNTRY" />
|
|
3479
|
+
<field number="422" name="TotNoStrikes" type="INT" />
|
|
3480
|
+
<field number="423" name="PriceType" type="INT">
|
|
3481
|
+
<value enum="1" description="PERCENTAGE" />
|
|
3482
|
+
<value enum="2" description="PER_SHARE" />
|
|
3483
|
+
<value enum="3" description="FIXED_AMOUNT" />
|
|
3484
|
+
<value enum="4" description="DISCOUNT" />
|
|
3485
|
+
<value enum="5" description="PREMIUM" />
|
|
3486
|
+
<value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" />
|
|
3487
|
+
<value enum="7" description="TED_PRICE" />
|
|
3488
|
+
<value enum="8" description="TED_YIELD" />
|
|
3489
|
+
</field>
|
|
3490
|
+
<field number="424" name="DayOrderQty" type="QTY" />
|
|
3491
|
+
<field number="425" name="DayCumQty" type="QTY" />
|
|
3492
|
+
<field number="426" name="DayAvgPx" type="PRICE" />
|
|
3493
|
+
<field number="427" name="GTBookingInst" type="INT">
|
|
3494
|
+
<value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" />
|
|
3495
|
+
<value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" />
|
|
3496
|
+
<value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" />
|
|
3497
|
+
</field>
|
|
3498
|
+
<field number="428" name="NoStrikes" type="NUMINGROUP" />
|
|
3499
|
+
<field number="429" name="ListStatusType" type="INT">
|
|
3500
|
+
<value enum="1" description="ACK" />
|
|
3501
|
+
<value enum="2" description="RESPONSE" />
|
|
3502
|
+
<value enum="3" description="TIMED" />
|
|
3503
|
+
<value enum="4" description="EXECSTARTED" />
|
|
3504
|
+
<value enum="5" description="ALLDONE" />
|
|
3505
|
+
<value enum="6" description="ALERT" />
|
|
3506
|
+
</field>
|
|
3507
|
+
<field number="430" name="NetGrossInd" type="INT">
|
|
3508
|
+
<value enum="1" description="NET" />
|
|
3509
|
+
<value enum="2" description="GROSS" />
|
|
3510
|
+
</field>
|
|
3511
|
+
<field number="431" name="ListOrderStatus" type="INT">
|
|
3512
|
+
<value enum="1" description="INBIDDINGPROCESS" />
|
|
3513
|
+
<value enum="2" description="RECEIVEDFOREXECUTION" />
|
|
3514
|
+
<value enum="3" description="EXECUTING" />
|
|
3515
|
+
<value enum="4" description="CANCELING" />
|
|
3516
|
+
<value enum="5" description="ALERT" />
|
|
3517
|
+
<value enum="6" description="ALL_DONE" />
|
|
3518
|
+
<value enum="7" description="REJECT" />
|
|
3519
|
+
</field>
|
|
3520
|
+
<field number="432" name="ExpireDate" type="LOCALMKTDATE" />
|
|
3521
|
+
<field number="433" name="ListExecInstType" type="CHAR">
|
|
3522
|
+
<value enum="1" description="IMMEDIATE" />
|
|
3523
|
+
<value enum="2" description="WAIT_FOR_EXECUTE_INSTRUCTION" />
|
|
3524
|
+
<value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" />
|
|
3525
|
+
<value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" />
|
|
3526
|
+
<value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" />
|
|
3527
|
+
</field>
|
|
3528
|
+
<field number="434" name="CxlRejResponseTo" type="CHAR">
|
|
3529
|
+
<value enum="1" description="ORDER_CANCEL_REQUEST" />
|
|
3530
|
+
<value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" />
|
|
3531
|
+
</field>
|
|
3532
|
+
<field number="435" name="UnderlyingCouponRate" type="PERCENTAGE" />
|
|
3533
|
+
<field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
|
|
3534
|
+
<field number="437" name="ContraTradeQty" type="QTY" />
|
|
3535
|
+
<field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
|
|
3536
|
+
<field number="439" name="ClearingFirm" type="STRING" />
|
|
3537
|
+
<field number="440" name="ClearingAccount" type="STRING" />
|
|
3538
|
+
<field number="441" name="LiquidityNumSecurities" type="INT" />
|
|
3539
|
+
<field number="442" name="MultiLegReportingType" type="CHAR" />
|
|
3540
|
+
<field number="443" name="StrikeTime" type="UTCTIMESTAMP" />
|
|
3541
|
+
<field number="444" name="ListStatusText" type="STRING" />
|
|
3542
|
+
<field number="445" name="EncodedListStatusTextLen" type="LENGTH" />
|
|
3543
|
+
<field number="446" name="EncodedListStatusText" type="DATA" />
|
|
3544
|
+
<field number="447" name="PartyIDSource" type="CHAR">
|
|
3545
|
+
<value enum="B" description="BIC" />
|
|
3546
|
+
<value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
|
|
3547
|
+
<value enum="D" description="PROPRIETARY" />
|
|
3548
|
+
<value enum="E" description="ISO_COUNTRY_CODE" />
|
|
3549
|
+
<value enum="F" description="SETTLEMENT_ENTITY_LOCATION" />
|
|
3550
|
+
<value enum="1" description="KOREAN_INVESTOR_ID" />
|
|
3551
|
+
<value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII" />
|
|
3552
|
+
<value enum="3" description="TAIWANESE_TRADING_ACCOUNT" />
|
|
3553
|
+
<value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY" />
|
|
3554
|
+
<value enum="5" description="CHINESE_B_SHARE" />
|
|
3555
|
+
<value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" />
|
|
3556
|
+
<value enum="7" description="US_SOCIAL_SECURITY_NUMBER" />
|
|
3557
|
+
<value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" />
|
|
3558
|
+
<value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" />
|
|
3559
|
+
<value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" />
|
|
3560
|
+
</field>
|
|
3561
|
+
<field number="448" name="PartyID" type="STRING" />
|
|
3562
|
+
<field number="449" name="TotalVolumeTradedDate" type="UTCDATE" />
|
|
3563
|
+
<field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY" />
|
|
3564
|
+
<field number="451" name="NetChgPrevDay" type="PRICEOFFSET" />
|
|
3565
|
+
<field number="452" name="PartyRole" type="INT">
|
|
3566
|
+
<value enum="1" description="EXECUTING_FIRM" />
|
|
3567
|
+
<value enum="2" description="BROKER_OF_CREDIT" />
|
|
3568
|
+
<value enum="3" description="CLIENT_ID" />
|
|
3569
|
+
<value enum="4" description="CLEARING_FIRM" />
|
|
3570
|
+
<value enum="5" description="INVESTOR_ID" />
|
|
3571
|
+
<value enum="6" description="INTRODUCING_FIRM" />
|
|
3572
|
+
<value enum="7" description="ENTERING_FIRM" />
|
|
3573
|
+
<value enum="8" description="LOCATE" />
|
|
3574
|
+
<value enum="9" description="FUND_MANAGER_CLIENT_ID" />
|
|
3575
|
+
<value enum="10" description="SETTLEMENT_LOCATION" />
|
|
3576
|
+
<value enum="11" description="ORDER_ORIGINATION_TRADER" />
|
|
3577
|
+
<value enum="12" description="EXECUTING_TRADER" />
|
|
3578
|
+
<value enum="13" description="ORDER_ORIGINATION_FIRM" />
|
|
3579
|
+
<value enum="14" description="GIVEUP_CLEARING_FIRM" />
|
|
3580
|
+
<value enum="15" description="CORRESPONDANT_CLEARING_FIRM" />
|
|
3581
|
+
<value enum="16" description="EXECUTING_SYSTEM" />
|
|
3582
|
+
<value enum="17" description="CONTRA_FIRM" />
|
|
3583
|
+
<value enum="18" description="CONTRA_CLEARING_FIRM" />
|
|
3584
|
+
<value enum="19" description="SPONSORING_FIRM" />
|
|
3585
|
+
<value enum="20" description="UNDERLYING_CONTRA_FIRM" />
|
|
3586
|
+
</field>
|
|
3587
|
+
<field number="453" name="NoPartyIDs" type="NUMINGROUP" />
|
|
3588
|
+
<field number="454" name="NoSecurityAltID" type="NUMINGROUP" />
|
|
3589
|
+
<field number="455" name="SecurityAltID" type="STRING" />
|
|
3590
|
+
<field number="456" name="SecurityAltIDSource" type="STRING" />
|
|
3591
|
+
<field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP" />
|
|
3592
|
+
<field number="458" name="UnderlyingSecurityAltID" type="STRING" />
|
|
3593
|
+
<field number="459" name="UnderlyingSecurityAltIDSource" type="STRING" />
|
|
3594
|
+
<field number="460" name="Product" type="INT">
|
|
3595
|
+
<value enum="1" description="AGENCY" />
|
|
3596
|
+
<value enum="2" description="COMMODITY" />
|
|
3597
|
+
<value enum="3" description="CORPORATE" />
|
|
3598
|
+
<value enum="4" description="CURRENCY" />
|
|
3599
|
+
<value enum="5" description="EQUITY" />
|
|
3600
|
+
<value enum="6" description="GOVERNMENT" />
|
|
3601
|
+
<value enum="7" description="INDEX" />
|
|
3602
|
+
<value enum="8" description="LOAN" />
|
|
3603
|
+
<value enum="9" description="MONEYMARKET" />
|
|
3604
|
+
<value enum="10" description="MORTGAGE" />
|
|
3605
|
+
<value enum="11" description="MUNICIPAL" />
|
|
3606
|
+
<value enum="12" description="OTHER" />
|
|
3607
|
+
</field>
|
|
3608
|
+
<field number="461" name="CFICode" type="STRING" />
|
|
3609
|
+
<field number="462" name="UnderlyingProduct" type="INT" />
|
|
3610
|
+
<field number="463" name="UnderlyingCFICode" type="STRING" />
|
|
3611
|
+
<field number="464" name="TestMessageIndicator" type="BOOLEAN" />
|
|
3612
|
+
<field number="465" name="QuantityType" type="INT">
|
|
3613
|
+
<value enum="1" description="SHARES" />
|
|
3614
|
+
<value enum="2" description="BONDS" />
|
|
3615
|
+
<value enum="3" description="CURRENTFACE" />
|
|
3616
|
+
<value enum="4" description="ORIGINALFACE" />
|
|
3617
|
+
<value enum="5" description="CURRENCY" />
|
|
3618
|
+
<value enum="6" description="CONTRACTS" />
|
|
3619
|
+
<value enum="7" description="OTHER" />
|
|
3620
|
+
<value enum="8" description="PAR" />
|
|
3621
|
+
</field>
|
|
3622
|
+
<field number="466" name="BookingRefID" type="STRING" />
|
|
3623
|
+
<field number="467" name="IndividualAllocID" type="STRING" />
|
|
3624
|
+
<field number="468" name="RoundingDirection" type="CHAR" />
|
|
3625
|
+
<field number="469" name="RoundingModulus" type="FLOAT" />
|
|
3626
|
+
<field number="470" name="CountryOfIssue" type="COUNTRY" />
|
|
3627
|
+
<field number="471" name="StateOrProvinceOfIssue" type="STRING" />
|
|
3628
|
+
<field number="472" name="LocaleOfIssue" type="STRING" />
|
|
3629
|
+
<field number="473" name="NoRegistDtls" type="NUMINGROUP" />
|
|
3630
|
+
<field number="474" name="MailingDtls" type="STRING" />
|
|
3631
|
+
<field number="475" name="InvestorCountryOfResidence" type="COUNTRY" />
|
|
3632
|
+
<field number="476" name="PaymentRef" type="STRING" />
|
|
3633
|
+
<field number="477" name="DistribPaymentMethod" type="INT" />
|
|
3634
|
+
<field number="478" name="CashDistribCurr" type="CURRENCY" />
|
|
3635
|
+
<field number="479" name="CommCurrency" type="CURRENCY" />
|
|
3636
|
+
<field number="480" name="CancellationRights" type="CHAR" />
|
|
3637
|
+
<field number="481" name="MoneyLaunderingStatus" type="CHAR">
|
|
3638
|
+
<value enum="Y" description="PASSED" />
|
|
3639
|
+
<value enum="N" description="NOT_CHECKED" />
|
|
3640
|
+
<value enum="1" description="EXEMPT_BELOW_THE_LIMIT" />
|
|
3641
|
+
<value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" />
|
|
3642
|
+
<value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" />
|
|
3643
|
+
</field>
|
|
3644
|
+
<field number="482" name="MailingInst" type="STRING" />
|
|
3645
|
+
<field number="483" name="TransBkdTime" type="UTCTIMESTAMP" />
|
|
3646
|
+
<field number="484" name="ExecPriceType" type="CHAR" />
|
|
3647
|
+
<field number="485" name="ExecPriceAdjustment" type="FLOAT" />
|
|
3648
|
+
<field number="486" name="DateOfBirth" type="LOCALMKTDATE" />
|
|
3649
|
+
<field number="487" name="TradeReportTransType" type="CHAR">
|
|
3650
|
+
<value enum="N" description="NEW" />
|
|
3651
|
+
<value enum="C" description="CANCEL" />
|
|
3652
|
+
<value enum="R" description="REPLACE" />
|
|
3653
|
+
</field>
|
|
3654
|
+
<field number="488" name="CardHolderName" type="STRING" />
|
|
3655
|
+
<field number="489" name="CardNumber" type="STRING" />
|
|
3656
|
+
<field number="490" name="CardExpDate" type="LOCALMKTDATE" />
|
|
3657
|
+
<field number="491" name="CardIssNo" type="STRING" />
|
|
3658
|
+
<field number="492" name="PaymentMethod" type="INT" />
|
|
3659
|
+
<field number="493" name="RegistAcctType" type="STRING" />
|
|
3660
|
+
<field number="494" name="Designation" type="STRING" />
|
|
3661
|
+
<field number="495" name="TaxAdvantageType" type="INT" />
|
|
3662
|
+
<field number="496" name="RegistRejReasonText" type="STRING" />
|
|
3663
|
+
<field number="497" name="FundRenewWaiv" type="CHAR" />
|
|
3664
|
+
<field number="498" name="CashDistribAgentName" type="STRING" />
|
|
3665
|
+
<field number="499" name="CashDistribAgentCode" type="STRING" />
|
|
3666
|
+
<field number="500" name="CashDistribAgentAcctNumber" type="STRING" />
|
|
3667
|
+
<field number="501" name="CashDistribPayRef" type="STRING" />
|
|
3668
|
+
<field number="502" name="CashDistribAgentAcctName" type="STRING" />
|
|
3669
|
+
<field number="503" name="CardStartDate" type="LOCALMKTDATE" />
|
|
3670
|
+
<field number="504" name="PaymentDate" type="LOCALMKTDATE" />
|
|
3671
|
+
<field number="505" name="PaymentRemitterID" type="STRING" />
|
|
3672
|
+
<field number="506" name="RegistStatus" type="CHAR" />
|
|
3673
|
+
<field number="507" name="RegistRejReasonCode" type="INT" />
|
|
3674
|
+
<field number="508" name="RegistRefID" type="STRING" />
|
|
3675
|
+
<field number="509" name="RegistDetls" type="STRING" />
|
|
3676
|
+
<field number="510" name="NoDistribInsts" type="NUMINGROUP" />
|
|
3677
|
+
<field number="511" name="RegistEmail" type="STRING" />
|
|
3678
|
+
<field number="512" name="DistribPercentage" type="PERCENTAGE" />
|
|
3679
|
+
<field number="513" name="RegistID" type="STRING" />
|
|
3680
|
+
<field number="514" name="RegistTransType" type="CHAR">
|
|
3681
|
+
<value enum="0" description="NEW" />
|
|
3682
|
+
<value enum="1" description="REPLACE" />
|
|
3683
|
+
<value enum="2" description="CANCEL" />
|
|
3684
|
+
</field>
|
|
3685
|
+
<field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP" />
|
|
3686
|
+
<field number="516" name="OrderPercent" type="PERCENTAGE" />
|
|
3687
|
+
<field number="517" name="OwnershipType" type="CHAR" />
|
|
3688
|
+
<field number="518" name="NoContAmts" type="NUMINGROUP" />
|
|
3689
|
+
<field number="519" name="ContAmtType" type="INT" />
|
|
3690
|
+
<field number="520" name="ContAmtValue" type="FLOAT" />
|
|
3691
|
+
<field number="521" name="ContAmtCurr" type="CURRENCY" />
|
|
3692
|
+
<field number="522" name="OwnerType" type="INT">
|
|
3693
|
+
<value enum="1" description="INDIVIDUAL_INVESTOR" />
|
|
3694
|
+
<value enum="2" description="PUBLIC_COMPANY" />
|
|
3695
|
+
<value enum="3" description="PRIVATE_COMPANY" />
|
|
3696
|
+
<value enum="4" description="INDIVIDUAL_TRUSTEE" />
|
|
3697
|
+
<value enum="5" description="COMPANY_TRUSTEE" />
|
|
3698
|
+
<value enum="6" description="PENSION_PLAN" />
|
|
3699
|
+
<value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
|
|
3700
|
+
<value enum="8" description="TRUSTS" />
|
|
3701
|
+
<value enum="9" description="FIDUCIARIES" />
|
|
3702
|
+
<value enum="10" description="NETWORKING_SUB_ACCOUNT" />
|
|
3703
|
+
<value enum="11" description="NON_PROFIT_ORGANIZATION" />
|
|
3704
|
+
<value enum="12" description="CORPORATE_BODY" />
|
|
3705
|
+
<value enum="13" description="NOMINEE" />
|
|
3706
|
+
</field>
|
|
3707
|
+
<field number="523" name="PartySubID" type="STRING" />
|
|
3708
|
+
<field number="524" name="NestedPartyID" type="STRING" />
|
|
3709
|
+
<field number="525" name="NestedPartyIDSource" type="CHAR" />
|
|
3710
|
+
<field number="526" name="SecondaryClOrdID" type="STRING" />
|
|
3711
|
+
<field number="527" name="SecondaryExecID" type="STRING" />
|
|
3712
|
+
<field number="528" name="OrderCapacity" type="CHAR">
|
|
3713
|
+
<value enum="A" description="AGENCY" />
|
|
3714
|
+
<value enum="G" description="PROPRIETARY" />
|
|
3715
|
+
<value enum="I" description="INDIVIDUAL" />
|
|
3716
|
+
<value enum="P" description="PRINCIPAL" />
|
|
3717
|
+
<value enum="R" description="RISKLESS_PRINCIPAL" />
|
|
3718
|
+
<value enum="W" description="AGENT_FOR_OTHER_MEMBER" />
|
|
3719
|
+
</field>
|
|
3720
|
+
<field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING">
|
|
3721
|
+
<value enum="1" description="PROGRAM_TRADE" />
|
|
3722
|
+
<value enum="2" description="INDEX_ARBITRAGE" />
|
|
3723
|
+
<value enum="3" description="NON_INDEX_ARBITRAGE" />
|
|
3724
|
+
<value enum="4" description="COMPETING_MARKET_MAKER" />
|
|
3725
|
+
<value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" />
|
|
3726
|
+
<value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" />
|
|
3727
|
+
<value enum="7" description="FOREIGN_ENTITY" />
|
|
3728
|
+
<value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" />
|
|
3729
|
+
<value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" />
|
|
3730
|
+
<value enum="A" description="RISKLESS_ARBITRAGE" />
|
|
3731
|
+
</field>
|
|
3732
|
+
<field number="530" name="MassCancelRequestType" type="CHAR">
|
|
3733
|
+
<value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
|
|
3734
|
+
<value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
|
|
3735
|
+
<value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
|
|
3736
|
+
<value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
|
|
3737
|
+
<value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
|
|
3738
|
+
<value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
|
|
3739
|
+
<value enum="7" description="CANCEL_ALL_ORDERS" />
|
|
3740
|
+
</field>
|
|
3741
|
+
<field number="531" name="MassCancelResponse" type="CHAR">
|
|
3742
|
+
<value enum="0" description="CANCEL_REQUEST_REJECTED" />
|
|
3743
|
+
<value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
|
|
3744
|
+
<value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
|
|
3745
|
+
<value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
|
|
3746
|
+
<value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
|
|
3747
|
+
<value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
|
|
3748
|
+
<value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
|
|
3749
|
+
<value enum="7" description="CANCEL_ALL_ORDERS" />
|
|
3750
|
+
</field>
|
|
3751
|
+
<field number="532" name="MassCancelRejectReason" type="CHAR" />
|
|
3752
|
+
<field number="533" name="TotalAffectedOrders" type="INT" />
|
|
3753
|
+
<field number="534" name="NoAffectedOrders" type="INT" />
|
|
3754
|
+
<field number="535" name="AffectedOrderID" type="STRING" />
|
|
3755
|
+
<field number="536" name="AffectedSecondaryOrderID" type="STRING" />
|
|
3756
|
+
<field number="537" name="QuoteType" type="INT">
|
|
3757
|
+
<value enum="0" description="INDICATIVE" />
|
|
3758
|
+
<value enum="1" description="TRADEABLE" />
|
|
3759
|
+
<value enum="2" description="RESTRICTED_TRADEABLE" />
|
|
3760
|
+
</field>
|
|
3761
|
+
<field number="538" name="NestedPartyRole" type="INT" />
|
|
3762
|
+
<field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" />
|
|
3763
|
+
<field number="540" name="TotalAccruedInterestAmt" type="AMT" />
|
|
3764
|
+
<field number="541" name="MaturityDate" type="LOCALMKTDATE" />
|
|
3765
|
+
<field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" />
|
|
3766
|
+
<field number="543" name="InstrRegistry" type="STRING">
|
|
3767
|
+
<value enum="Code" description="COUNTRY_IN_WHICH_REGISTRY_IS_KEPT" />
|
|
3768
|
+
<value enum="ZZ" description="PHYSICAL_OR_BEARER" />
|
|
3769
|
+
</field>
|
|
3770
|
+
<field number="544" name="CashMargin" type="CHAR">
|
|
3771
|
+
<value enum="1" description="CASH" />
|
|
3772
|
+
<value enum="2" description="MARGIN_OPEN" />
|
|
3773
|
+
<value enum="3" description="MARGIN_CLOSE" />
|
|
3774
|
+
</field>
|
|
3775
|
+
<field number="545" name="NestedPartySubID" type="STRING" />
|
|
3776
|
+
<field number="546" name="Scope" type="MULTIPLEVALUESTRING">
|
|
3777
|
+
<value enum="1" description="LOCAL" />
|
|
3778
|
+
<value enum="2" description="NATIONAL" />
|
|
3779
|
+
<value enum="3" description="GLOBAL" />
|
|
3780
|
+
</field>
|
|
3781
|
+
<field number="547" name="MDImplicitDelete" type="BOOLEAN" />
|
|
3782
|
+
<field number="548" name="CrossID" type="STRING" />
|
|
3783
|
+
<field number="549" name="CrossType" type="INT">
|
|
3784
|
+
<value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" />
|
|
3785
|
+
<value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" />
|
|
3786
|
+
<value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" />
|
|
3787
|
+
<value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" />
|
|
3788
|
+
</field>
|
|
3789
|
+
<field number="550" name="CrossPrioritization" type="INT" />
|
|
3790
|
+
<field number="551" name="OrigCrossID" type="STRING" />
|
|
3791
|
+
<field number="552" name="NoSides" type="NUMINGROUP">
|
|
3792
|
+
<value enum="1" description="ONE_SIDE" />
|
|
3793
|
+
<value enum="2" description="BOTH_SIDES" />
|
|
3794
|
+
</field>
|
|
3795
|
+
<field number="553" name="Username" type="STRING" />
|
|
3796
|
+
<field number="554" name="Password" type="STRING" />
|
|
3797
|
+
<field number="555" name="NoLegs" type="NUMINGROUP" />
|
|
3798
|
+
<field number="556" name="LegCurrency" type="CURRENCY" />
|
|
3799
|
+
<field number="557" name="TotalNumSecurityTypes" type="INT" />
|
|
3800
|
+
<field number="558" name="NoSecurityTypes" type="NUMINGROUP" />
|
|
3801
|
+
<field number="559" name="SecurityListRequestType" type="INT">
|
|
3802
|
+
<value enum="0" description="SYMBOL" />
|
|
3803
|
+
<value enum="1" description="SECURITYTYPE_AND" />
|
|
3804
|
+
<value enum="2" description="PRODUCT" />
|
|
3805
|
+
<value enum="3" description="TRADINGSESSIONID" />
|
|
3806
|
+
<value enum="4" description="ALL_SECURITIES" />
|
|
3807
|
+
</field>
|
|
3808
|
+
<field number="560" name="SecurityRequestResult" type="INT">
|
|
3809
|
+
<value enum="0" description="VALID_REQUEST" />
|
|
3810
|
+
<value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
|
|
3811
|
+
<value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" />
|
|
3812
|
+
<value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" />
|
|
3813
|
+
<value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" />
|
|
3814
|
+
<value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" />
|
|
3815
|
+
</field>
|
|
3816
|
+
<field number="561" name="RoundLot" type="QTY" />
|
|
3817
|
+
<field number="562" name="MinTradeVol" type="QTY" />
|
|
3818
|
+
<field number="563" name="MultiLegRptTypeReq" type="INT" />
|
|
3819
|
+
<field number="564" name="LegPositionEffect" type="CHAR" />
|
|
3820
|
+
<field number="565" name="LegCoveredOrUncovered" type="INT" />
|
|
3821
|
+
<field number="566" name="LegPrice" type="PRICE" />
|
|
3822
|
+
<field number="567" name="TradSesStatusRejReason" type="INT">
|
|
3823
|
+
<value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID" />
|
|
3824
|
+
</field>
|
|
3825
|
+
<field number="568" name="TradeRequestID" type="STRING" />
|
|
3826
|
+
<field number="569" name="TradeRequestType" type="INT">
|
|
3827
|
+
<value enum="0" description="ALL_TRADES" />
|
|
3828
|
+
<value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" />
|
|
3829
|
+
<value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" />
|
|
3830
|
+
<value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" />
|
|
3831
|
+
<value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" />
|
|
3832
|
+
</field>
|
|
3833
|
+
<field number="570" name="PreviouslyReported" type="BOOLEAN" />
|
|
3834
|
+
<field number="571" name="TradeReportID" type="STRING" />
|
|
3835
|
+
<field number="572" name="TradeReportRefID" type="STRING" />
|
|
3836
|
+
<field number="573" name="MatchStatus" type="CHAR">
|
|
3837
|
+
<value enum="0" description="COMPARED" />
|
|
3838
|
+
<value enum="1" description="UNCOMPARED" />
|
|
3839
|
+
<value enum="2" description="ADVISORY_OR_ALERT" />
|
|
3840
|
+
</field>
|
|
3841
|
+
<field number="574" name="MatchType" type="STRING">
|
|
3842
|
+
<value enum="A1" description="EXACT_MATCH_PLUS_FOUR_BADGES_AND_EXECUTION_TIME" />
|
|
3843
|
+
<value enum="A2" description="EXACT_MATCH_PLUS_FOUR_BADGES" />
|
|
3844
|
+
<value enum="A3" description="EXACT_MATCH_PLUS_TWO_BADGES_AND_EXECUTION_TIME" />
|
|
3845
|
+
<value enum="A4" description="EXACT_MATCH_PLUS_TWO_BADGES" />
|
|
3846
|
+
<value enum="A5" description="EXACT_MATCH_PLUS_EXECUTION_TIME" />
|
|
3847
|
+
<value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS" />
|
|
3848
|
+
<value description="SUMMARIZED_MATCH_USING_A1_TO_A5" enum="S5" />
|
|
3849
|
+
<value enum="M1" description="EXACT_MATCH_MINUS_BADGES_AND_EXECUTION_TIME" />
|
|
3850
|
+
<value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES" />
|
|
3851
|
+
<value enum="MT" description="OCS_LOCKED_IN" />
|
|
3852
|
+
<value description="ACT_M1_MATCH" enum="M1" />
|
|
3853
|
+
<value description="ACT_M2_MATCH" enum="M2" />
|
|
3854
|
+
<value enum="M3" description="ACT_ACCEPTED_TRADE" />
|
|
3855
|
+
<value enum="M4" description="ACT_DEFAULT_TRADE" />
|
|
3856
|
+
<value description="ACT_DEFAULT_AFTER_M2" enum="M5" />
|
|
3857
|
+
<value description="ACT_M6_MATCH" enum="M6" />
|
|
3858
|
+
<value enum="MT" description="NON_ACT" />
|
|
3859
|
+
</field>
|
|
3860
|
+
<field number="575" name="OddLot" type="BOOLEAN" />
|
|
3861
|
+
<field number="576" name="NoClearingInstructions" type="INT" />
|
|
3862
|
+
<field number="577" name="ClearingInstruction" type="INT">
|
|
3863
|
+
<value enum="0" description="PROCESS_NORMALLY" />
|
|
3864
|
+
<value enum="1" description="EXCLUDE_FROM_ALL_NETTING" />
|
|
3865
|
+
<value enum="2" description="BILATERAL_NETTING_ONLY" />
|
|
3866
|
+
<value enum="3" description="EX_CLEARING" />
|
|
3867
|
+
<value enum="4" description="SPECIAL_TRADE" />
|
|
3868
|
+
<value enum="5" description="MULTILATERAL_NETTING" />
|
|
3869
|
+
<value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" />
|
|
3870
|
+
<value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
|
|
3871
|
+
<value enum="8" description="MANUAL_MODE" />
|
|
3872
|
+
<value enum="9" description="AUTOMATIC_POSTING_MODE" />
|
|
3873
|
+
<value enum="10" description="AUTOMATIC_GIVE_UP_MODE" />
|
|
3874
|
+
</field>
|
|
3875
|
+
<field number="578" name="TradeInputSource" type="STRING" />
|
|
3876
|
+
<field number="579" name="TradeInputDevice" type="STRING" />
|
|
3877
|
+
<field number="580" name="NoDates" type="INT" />
|
|
3878
|
+
<field number="581" name="AccountType" type="INT">
|
|
3879
|
+
<value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
|
|
3880
|
+
<value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
|
|
3881
|
+
<value enum="3" description="HOUSE_TRADER" />
|
|
3882
|
+
<value enum="4" description="FLOOR_TRADER" />
|
|
3883
|
+
<value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
|
|
3884
|
+
<value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
|
|
3885
|
+
<value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
|
|
3886
|
+
</field>
|
|
3887
|
+
<field number="582" name="CustOrderCapacity" type="INT" />
|
|
3888
|
+
<field number="583" name="ClOrdLinkID" type="STRING" />
|
|
3889
|
+
<field number="584" name="MassStatusReqID" type="STRING" />
|
|
3890
|
+
<field number="585" name="MassStatusReqType" type="INT">
|
|
3891
|
+
<value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY" />
|
|
3892
|
+
<value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
|
|
3893
|
+
<value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" />
|
|
3894
|
+
<value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" />
|
|
3895
|
+
<value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" />
|
|
3896
|
+
<value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" />
|
|
3897
|
+
<value enum="7" description="STATUS_FOR_ALL_ORDERS" />
|
|
3898
|
+
<value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" />
|
|
3899
|
+
</field>
|
|
3900
|
+
<field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP" />
|
|
3901
|
+
<field number="587" name="LegSettlmntTyp" type="CHAR" />
|
|
3902
|
+
<field number="588" name="LegFutSettDate" type="LOCALMKTDATE" />
|
|
3903
|
+
<field number="589" name="DayBookingInst" type="CHAR" />
|
|
3904
|
+
<field number="590" name="BookingUnit" type="CHAR" />
|
|
3905
|
+
<field number="591" name="PreallocMethod" type="CHAR" />
|
|
3906
|
+
<field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY" />
|
|
3907
|
+
<field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING" />
|
|
3908
|
+
<field number="594" name="UnderlyingLocaleOfIssue" type="STRING" />
|
|
3909
|
+
<field number="595" name="UnderlyingInstrRegistry" type="STRING" />
|
|
3910
|
+
<field number="596" name="LegCountryOfIssue" type="COUNTRY" />
|
|
3911
|
+
<field number="597" name="LegStateOrProvinceOfIssue" type="STRING" />
|
|
3912
|
+
<field number="598" name="LegLocaleOfIssue" type="STRING" />
|
|
3913
|
+
<field number="599" name="LegInstrRegistry" type="STRING" />
|
|
3914
|
+
<field number="600" name="LegSymbol" type="STRING" />
|
|
3915
|
+
<field number="601" name="LegSymbolSfx" type="STRING" />
|
|
3916
|
+
<field number="602" name="LegSecurityID" type="STRING" />
|
|
3917
|
+
<field number="603" name="LegSecurityIDSource" type="STRING" />
|
|
3918
|
+
<field number="604" name="NoLegSecurityAltID" type="STRING" />
|
|
3919
|
+
<field number="605" name="LegSecurityAltID" type="STRING" />
|
|
3920
|
+
<field number="606" name="LegSecurityAltIDSource" type="STRING" />
|
|
3921
|
+
<field number="607" name="LegProduct" type="INT" />
|
|
3922
|
+
<field number="608" name="LegCFICode" type="STRING" />
|
|
3923
|
+
<field number="609" name="LegSecurityType" type="STRING" />
|
|
3924
|
+
<field number="610" name="LegMaturityMonthYear" type="MONTHYEAR" />
|
|
3925
|
+
<field number="611" name="LegMaturityDate" type="LOCALMKTDATE" />
|
|
3926
|
+
<field number="612" name="LegStrikePrice" type="PRICE" />
|
|
3927
|
+
<field number="613" name="LegOptAttribute" type="CHAR" />
|
|
3928
|
+
<field number="614" name="LegContractMultiplier" type="FLOAT" />
|
|
3929
|
+
<field number="615" name="LegCouponRate" type="PERCENTAGE" />
|
|
3930
|
+
<field number="616" name="LegSecurityExchange" type="EXCHANGE" />
|
|
3931
|
+
<field number="617" name="LegIssuer" type="STRING" />
|
|
3932
|
+
<field number="618" name="EncodedLegIssuerLen" type="LENGTH" />
|
|
3933
|
+
<field number="619" name="EncodedLegIssuer" type="DATA" />
|
|
3934
|
+
<field number="620" name="LegSecurityDesc" type="STRING" />
|
|
3935
|
+
<field number="621" name="EncodedLegSecurityDescLen" type="LENGTH" />
|
|
3936
|
+
<field number="622" name="EncodedLegSecurityDesc" type="DATA" />
|
|
3937
|
+
<field number="623" name="LegRatioQty" type="FLOAT" />
|
|
3938
|
+
<field number="624" name="LegSide" type="CHAR" />
|
|
3939
|
+
<field number="625" name="TradingSessionSubID" type="STRING" />
|
|
3940
|
+
<field number="626" name="AllocType" type="INT">
|
|
3941
|
+
<value enum="1" description="BUYSIDE_CALCULATED" />
|
|
3942
|
+
<value enum="2" description="BUYSIDE_PRELIMINARY" />
|
|
3943
|
+
<value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" />
|
|
3944
|
+
<value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" />
|
|
3945
|
+
<value enum="5" description="BUYSIDE_READY_TO_BOOK_SINGLE_ORDER" />
|
|
3946
|
+
<value enum="6" description="BUYSIDE_READY_TO_BOOK_COMBINED_SET_OF_ORDERS" />
|
|
3947
|
+
</field>
|
|
3948
|
+
<field number="627" name="NoHops" type="NUMINGROUP" />
|
|
3949
|
+
<field number="628" name="HopCompID" type="STRING" />
|
|
3950
|
+
<field number="629" name="HopSendingTime" type="UTCTIMESTAMP" />
|
|
3951
|
+
<field number="630" name="HopRefID" type="SEQNUM" />
|
|
3952
|
+
<field number="631" name="MidPx" type="PRICE" />
|
|
3953
|
+
<field number="632" name="BidYield" type="PERCENTAGE" />
|
|
3954
|
+
<field number="633" name="MidYield" type="PERCENTAGE" />
|
|
3955
|
+
<field number="634" name="OfferYield" type="PERCENTAGE" />
|
|
3956
|
+
<field number="635" name="ClearingFeeIndicator" type="STRING" />
|
|
3957
|
+
<field number="636" name="WorkingIndicator" type="BOOLEAN" />
|
|
3958
|
+
<field number="637" name="LegLastPx" type="PRICE" />
|
|
3959
|
+
<field number="638" name="PriorityIndicator" type="INT">
|
|
3960
|
+
<value enum="0" description="PRIORITY_UNCHANGED" />
|
|
3961
|
+
<value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" />
|
|
3962
|
+
</field>
|
|
3963
|
+
<field number="639" name="PriceImprovement" type="PRICEOFFSET" />
|
|
3964
|
+
<field type="PRICE" name="Price2" number="640" />
|
|
3965
|
+
<field type="PRICEOFFSET" name="LastForwardPoints2" number="641" />
|
|
3966
|
+
<field type="PRICEOFFSET" name="BidForwardPoints2" number="642" />
|
|
3967
|
+
<field type="PRICEOFFSET" name="OfferForwardPoints2" number="643" />
|
|
3968
|
+
<field number="644" name="RFQReqID" type="STRING" />
|
|
3969
|
+
<field number="645" name="MktBidPx" type="PRICE" />
|
|
3970
|
+
<field number="646" name="MktOfferPx" type="PRICE" />
|
|
3971
|
+
<field number="647" name="MinBidSize" type="QTY" />
|
|
3972
|
+
<field number="648" name="MinOfferSize" type="QTY" />
|
|
3973
|
+
<field number="649" name="QuoteStatusReqID" type="STRING" />
|
|
3974
|
+
<field number="650" name="LegalConfirm" type="BOOLEAN" />
|
|
3975
|
+
<field number="651" name="UnderlyingLastPx" type="PRICE" />
|
|
3976
|
+
<field number="652" name="UnderlyingLastQty" type="QTY" />
|
|
3977
|
+
<field number="653" name="SecDefStatus" type="INT">
|
|
3978
|
+
<value enum="0" description="PENDING_APPROVAL" />
|
|
3979
|
+
<value enum="1" description="APPROVED" />
|
|
3980
|
+
<value enum="2" description="REJECTED" />
|
|
3981
|
+
<value enum="3" description="UNAUTHORIZED_REQUEST" />
|
|
3982
|
+
<value enum="4" description="INVALID_DEFINITION_REQUEST" />
|
|
3983
|
+
</field>
|
|
3984
|
+
<field number="654" name="LegRefID" type="STRING" />
|
|
3985
|
+
<field number="655" name="ContraLegRefID" type="STRING" />
|
|
3986
|
+
<field number="656" name="SettlCurrBidFxRate" type="FLOAT" />
|
|
3987
|
+
<field number="657" name="SettlCurrOfferFxRate" type="FLOAT" />
|
|
3988
|
+
<field number="658" name="QuoteRequestRejectReason" type="INT" />
|
|
3989
|
+
<field number="659" name="SideComplianceID" type="STRING" />
|
|
3990
|
+
</fields>
|
|
3991
|
+
</fix>
|