fix_spec 0.1.0
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- data/.document +5 -0
- data/.rspec +1 -0
- data/.travis.yml +11 -0
- data/CONTRIBUTION_GUIDELINES.md +22 -0
- data/Gemfile +12 -0
- data/Gemfile.lock +81 -0
- data/LICENSE.txt +14 -0
- data/QUICKFIX_LICENSE.txt +46 -0
- data/README.md +181 -0
- data/Rakefile +35 -0
- data/VERSION +1 -0
- data/features/builder.feature +148 -0
- data/features/equivalence.feature +52 -0
- data/features/equivalence_data_dictionary.feature +166 -0
- data/features/memory.feature +47 -0
- data/features/message_type.feature +25 -0
- data/features/nested_builder.feature +63 -0
- data/features/paths.feature +14 -0
- data/features/step_definitions/steps.rb +3 -0
- data/features/support/FIX42.xml +2670 -0
- data/features/support/env.rb +20 -0
- data/fix_spec.gemspec +89 -0
- data/lib/fix_spec/builder.rb +99 -0
- data/lib/fix_spec/configuration.rb +16 -0
- data/lib/fix_spec/cucumber.rb +76 -0
- data/lib/fix_spec/helpers.rb +98 -0
- data/lib/fix_spec/matchers/be_fix_eql.rb +45 -0
- data/lib/fix_spec/matchers/have_fix_path.rb +29 -0
- data/lib/fix_spec/matchers.rb +18 -0
- data/lib/fix_spec.rb +10 -0
- data/spec/fix_spec/helpers_spec.rb +114 -0
- data/spec/spec_helper.rb +13 -0
- metadata +194 -0
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<fix major="4" minor="2">
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<header>
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<field name="BeginString" required="Y"/>
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<field name="BodyLength" required="Y"/>
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<field name="MsgType" required="Y"/>
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<field name="SenderCompID" required="Y"/>
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<field name="TargetCompID" required="Y"/>
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<field name="OnBehalfOfCompID" required="N"/>
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<field name="DeliverToCompID" required="N"/>
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<field name="SecureDataLen" required="N"/>
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<field name="SecureData" required="N"/>
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<field name="MsgSeqNum" required="Y"/>
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<field name="SenderSubID" required="N"/>
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<field name="SenderLocationID" required="N"/>
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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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<field name="OrigSendingTime" required="N"/>
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<field name="XmlDataLen" required="N"/>
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<field name="XmlData" required="N"/>
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<field name="MessageEncoding" required="N"/>
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<field name="LastMsgSeqNumProcessed" required="N"/>
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<field name="OnBehalfOfSendingTime" required="N"/>
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</header>
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<trailer>
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<field name="SignatureLength" required="N"/>
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<field name="Signature" required="N"/>
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<field name="CheckSum" required="Y"/>
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</trailer>
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<messages>
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<message name="Heartbeat" msgtype="0" msgcat="admin">
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<field name="TestReqID" required="N"/>
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</message>
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<message name="Logon" msgtype="A" msgcat="admin">
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<field name="EncryptMethod" required="Y"/>
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42
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<field name="HeartBtInt" required="Y"/>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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<field name="ResetSeqNumFlag" required="N"/>
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<field name="MaxMessageSize" required="N"/>
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<group name="NoMsgTypes" required="N">
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<field name="RefMsgType" required="N"/>
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<field name="MsgDirection" required="N"/>
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</group>
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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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<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="Advertisement" msgtype="7" msgcat="app">
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<field name="AdvId" required="Y"/>
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<field name="AdvTransType" required="Y"/>
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<field name="AdvRefID" required="N"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="SecurityType" required="N"/>
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<field name="MaturityMonthYear" required="N"/>
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<field name="MaturityDay" required="N"/>
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<field name="PutOrCall" required="N"/>
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<field name="StrikePrice" required="N"/>
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<field name="OptAttribute" required="N"/>
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<field name="ContractMultiplier" required="N"/>
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<field name="CouponRate" required="N"/>
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<field name="SecurityExchange" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="EncodedIssuerLen" required="N"/>
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<field name="EncodedIssuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="EncodedSecurityDescLen" required="N"/>
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<field name="EncodedSecurityDesc" required="N"/>
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<field name="AdvSide" required="Y"/>
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<field name="Shares" required="Y"/>
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<field name="Price" required="N"/>
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<field name="Currency" required="N"/>
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<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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<field name="EncodedTextLen" required="N"/>
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<field name="EncodedText" required="N"/>
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<field name="URLLink" required="N"/>
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<field name="LastMkt" required="N"/>
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<field name="TradingSessionID" required="N"/>
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</message>
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<message name="IndicationofInterest" msgtype="6" msgcat="app">
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<field name="IOIid" required="Y"/>
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<field name="IOITransType" required="Y"/>
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<field name="IOIRefID" required="N"/>
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="SecurityType" required="N"/>
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<field name="MaturityMonthYear" required="N"/>
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<field name="MaturityDay" required="N"/>
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<field name="PutOrCall" required="N"/>
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<field name="StrikePrice" required="N"/>
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<field name="OptAttribute" required="N"/>
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<field name="ContractMultiplier" required="N"/>
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<field name="CouponRate" required="N"/>
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<field name="SecurityExchange" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="EncodedIssuerLen" required="N"/>
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<field name="EncodedIssuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="EncodedSecurityDescLen" required="N"/>
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<field name="EncodedSecurityDesc" required="N"/>
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<field name="Side" required="Y"/>
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<field name="IOIShares" required="Y"/>
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<field name="Price" required="N"/>
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<field name="Currency" required="N"/>
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<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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<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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<field name="SpreadToBenchmark" 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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159
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<field name="OrigTime" required="N"/>
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<field name="Urgency" required="N"/>
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<field name="Headline" required="Y"/>
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<field name="EncodedHeadlineLen" required="N"/>
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<field name="EncodedHeadline" required="N"/>
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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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<group name="NoRelatedSym" required="N">
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<field name="RelatdSym" required="N"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="SecurityType" required="N"/>
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<field name="MaturityMonthYear" required="N"/>
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<field name="MaturityDay" required="N"/>
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<field name="PutOrCall" required="N"/>
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<field name="StrikePrice" required="N"/>
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<field name="OptAttribute" required="N"/>
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<field name="ContractMultiplier" required="N"/>
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<field name="CouponRate" required="N"/>
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<field name="SecurityExchange" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="EncodedIssuerLen" required="N"/>
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<field name="EncodedIssuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="EncodedSecurityDescLen" required="N"/>
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<field name="EncodedSecurityDesc" required="N"/>
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</group>
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<group name="LinesOfText" required="Y">
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<field name="Text" required="Y"/>
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<field name="EncodedTextLen" required="N"/>
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<field name="EncodedText" required="N"/>
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</group>
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<field name="URLLink" required="N"/>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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</message>
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<message name="Email" msgtype="C" msgcat="app">
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<field name="EmailThreadID" required="Y"/>
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<field name="EmailType" required="Y"/>
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<field name="OrigTime" required="N"/>
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<field name="Subject" required="Y"/>
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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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<field name="RoutingType" required="N"/>
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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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<field name="RelatdSym" required="N"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="SecurityType" required="N"/>
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<field name="MaturityMonthYear" required="N"/>
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<field name="MaturityDay" required="N"/>
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<field name="PutOrCall" required="N"/>
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<field name="StrikePrice" required="N"/>
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<field name="OptAttribute" required="N"/>
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<field name="ContractMultiplier" required="N"/>
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<field name="CouponRate" required="N"/>
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<field name="SecurityExchange" required="N"/>
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<field name="Issuer" required="N"/>
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<field name="EncodedIssuerLen" required="N"/>
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<field name="EncodedIssuer" required="N"/>
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<field name="SecurityDesc" required="N"/>
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<field name="EncodedSecurityDescLen" required="N"/>
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<field name="EncodedSecurityDesc" required="N"/>
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</group>
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<field name="OrderID" required="N"/>
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<field name="ClOrdID" required="N"/>
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<group name="LinesOfText" required="Y">
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233
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<field name="Text" required="Y"/>
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234
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<field name="EncodedTextLen" required="N"/>
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<field name="EncodedText" required="N"/>
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</group>
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<field name="RawDataLength" required="N"/>
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<field name="RawData" required="N"/>
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</message>
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<message name="QuoteRequest" msgtype="R" msgcat="app">
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<field name="QuoteReqID" required="Y"/>
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<group name="NoRelatedSym" required="Y">
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<field name="Symbol" required="Y"/>
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<field name="SymbolSfx" required="N"/>
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<field name="SecurityID" required="N"/>
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<field name="IDSource" required="N"/>
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<field name="SecurityType" required="N"/>
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<field name="MaturityMonthYear" required="N"/>
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<field name="MaturityDay" required="N"/>
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<field name="PutOrCall" required="N"/>
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<field name="StrikePrice" required="N"/>
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252
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<field name="OptAttribute" required="N"/>
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253
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<field name="ContractMultiplier" required="N"/>
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254
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<field name="CouponRate" required="N"/>
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255
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<field name="SecurityExchange" required="N"/>
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256
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<field name="Issuer" required="N"/>
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257
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<field name="EncodedIssuerLen" required="N"/>
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<field name="EncodedIssuer" required="N"/>
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259
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<field name="SecurityDesc" required="N"/>
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<field name="EncodedSecurityDescLen" required="N"/>
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261
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<field name="EncodedSecurityDesc" required="N"/>
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262
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<field name="PrevClosePx" required="N"/>
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263
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<field name="QuoteRequestType" 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="Side" required="N"/>
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266
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<field name="OrderQty" required="N"/>
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<field name="FutSettDate" required="N"/>
|
|
268
|
+
<field name="OrdType" required="N"/>
|
|
269
|
+
<field name="FutSettDate2" required="N"/>
|
|
270
|
+
<field name="OrderQty2" required="N"/>
|
|
271
|
+
<field name="ExpireTime" required="N"/>
|
|
272
|
+
<field name="TransactTime" required="N"/>
|
|
273
|
+
<field name="Currency" required="N"/>
|
|
274
|
+
</group>
|
|
275
|
+
</message>
|
|
276
|
+
<message name="Quote" msgtype="S" msgcat="app">
|
|
277
|
+
<field name="QuoteReqID" required="N"/>
|
|
278
|
+
<field name="QuoteID" required="Y"/>
|
|
279
|
+
<field name="QuoteResponseLevel" required="N"/>
|
|
280
|
+
<field name="TradingSessionID" required="N"/>
|
|
281
|
+
<field name="Symbol" required="Y"/>
|
|
282
|
+
<field name="SymbolSfx" required="N"/>
|
|
283
|
+
<field name="SecurityID" required="N"/>
|
|
284
|
+
<field name="IDSource" required="N"/>
|
|
285
|
+
<field name="SecurityType" required="N"/>
|
|
286
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
287
|
+
<field name="MaturityDay" required="N"/>
|
|
288
|
+
<field name="PutOrCall" required="N"/>
|
|
289
|
+
<field name="StrikePrice" required="N"/>
|
|
290
|
+
<field name="OptAttribute" required="N"/>
|
|
291
|
+
<field name="ContractMultiplier" required="N"/>
|
|
292
|
+
<field name="CouponRate" required="N"/>
|
|
293
|
+
<field name="SecurityExchange" required="N"/>
|
|
294
|
+
<field name="Issuer" required="N"/>
|
|
295
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
296
|
+
<field name="EncodedIssuer" required="N"/>
|
|
297
|
+
<field name="SecurityDesc" required="N"/>
|
|
298
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
299
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
300
|
+
<field name="BidPx" required="N"/>
|
|
301
|
+
<field name="OfferPx" required="N"/>
|
|
302
|
+
<field name="BidSize" required="N"/>
|
|
303
|
+
<field name="OfferSize" required="N"/>
|
|
304
|
+
<field name="ValidUntilTime" required="N"/>
|
|
305
|
+
<field name="BidSpotRate" required="N"/>
|
|
306
|
+
<field name="OfferSpotRate" required="N"/>
|
|
307
|
+
<field name="BidForwardPoints" required="N"/>
|
|
308
|
+
<field name="OfferForwardPoints" required="N"/>
|
|
309
|
+
<field name="TransactTime" required="N"/>
|
|
310
|
+
<field name="FutSettDate" required="N"/>
|
|
311
|
+
<field name="OrdType" required="N"/>
|
|
312
|
+
<field name="FutSettDate2" required="N"/>
|
|
313
|
+
<field name="OrderQty2" required="N"/>
|
|
314
|
+
<field name="Currency" required="N"/>
|
|
315
|
+
</message>
|
|
316
|
+
<message name="MassQuote" msgtype="i" msgcat="app">
|
|
317
|
+
<field name="QuoteReqID" required="N"/>
|
|
318
|
+
<field name="QuoteID" required="Y"/>
|
|
319
|
+
<field name="QuoteResponseLevel" required="N"/>
|
|
320
|
+
<field name="DefBidSize" required="N"/>
|
|
321
|
+
<field name="DefOfferSize" required="N"/>
|
|
322
|
+
<group name="NoQuoteSets" required="Y">
|
|
323
|
+
<field name="QuoteSetID" required="Y"/>
|
|
324
|
+
<field name="UnderlyingSymbol" required="Y"/>
|
|
325
|
+
<field name="UnderlyingSymbolSfx" required="N"/>
|
|
326
|
+
<field name="UnderlyingSecurityID" required="N"/>
|
|
327
|
+
<field name="UnderlyingIDSource" required="N"/>
|
|
328
|
+
<field name="UnderlyingSecurityType" required="N"/>
|
|
329
|
+
<field name="UnderlyingMaturityMonthYear" required="N"/>
|
|
330
|
+
<field name="UnderlyingMaturityDay" required="N"/>
|
|
331
|
+
<field name="UnderlyingPutOrCall" required="N"/>
|
|
332
|
+
<field name="UnderlyingStrikePrice" required="N"/>
|
|
333
|
+
<field name="UnderlyingOptAttribute" required="N"/>
|
|
334
|
+
<field name="UnderlyingContractMultiplier" required="N"/>
|
|
335
|
+
<field name="UnderlyingCouponRate" required="N"/>
|
|
336
|
+
<field name="UnderlyingSecurityExchange" required="N"/>
|
|
337
|
+
<field name="UnderlyingIssuer" required="N"/>
|
|
338
|
+
<field name="EncodedUnderlyingIssuerLen" required="N"/>
|
|
339
|
+
<field name="EncodedUnderlyingIssuer" required="N"/>
|
|
340
|
+
<field name="UnderlyingSecurityDesc" required="N"/>
|
|
341
|
+
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
|
|
342
|
+
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
|
|
343
|
+
<field name="QuoteSetValidUntilTime" required="N"/>
|
|
344
|
+
<field name="TotQuoteEntries" required="Y"/>
|
|
345
|
+
<group name="NoQuoteEntries" required="Y">
|
|
346
|
+
<field name="QuoteEntryID" required="Y"/>
|
|
347
|
+
<field name="Symbol" required="N"/>
|
|
348
|
+
<field name="SymbolSfx" required="N"/>
|
|
349
|
+
<field name="SecurityID" required="N"/>
|
|
350
|
+
<field name="IDSource" required="N"/>
|
|
351
|
+
<field name="SecurityType" required="N"/>
|
|
352
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
353
|
+
<field name="MaturityDay" required="N"/>
|
|
354
|
+
<field name="PutOrCall" required="N"/>
|
|
355
|
+
<field name="StrikePrice" required="N"/>
|
|
356
|
+
<field name="OptAttribute" required="N"/>
|
|
357
|
+
<field name="ContractMultiplier" required="N"/>
|
|
358
|
+
<field name="CouponRate" required="N"/>
|
|
359
|
+
<field name="SecurityExchange" required="N"/>
|
|
360
|
+
<field name="Issuer" required="N"/>
|
|
361
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
362
|
+
<field name="EncodedIssuer" required="N"/>
|
|
363
|
+
<field name="SecurityDesc" required="N"/>
|
|
364
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
365
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
366
|
+
<field name="BidPx" required="N"/>
|
|
367
|
+
<field name="OfferPx" required="N"/>
|
|
368
|
+
<field name="BidSize" required="N"/>
|
|
369
|
+
<field name="OfferSize" required="N"/>
|
|
370
|
+
<field name="ValidUntilTime" required="N"/>
|
|
371
|
+
<field name="BidSpotRate" required="N"/>
|
|
372
|
+
<field name="OfferSpotRate" required="N"/>
|
|
373
|
+
<field name="BidForwardPoints" required="N"/>
|
|
374
|
+
<field name="OfferForwardPoints" required="N"/>
|
|
375
|
+
<field name="TransactTime" required="N"/>
|
|
376
|
+
<field name="TradingSessionID" required="N"/>
|
|
377
|
+
<field name="FutSettDate" required="N"/>
|
|
378
|
+
<field name="OrdType" required="N"/>
|
|
379
|
+
<field name="FutSettDate2" required="N"/>
|
|
380
|
+
<field name="OrderQty2" required="N"/>
|
|
381
|
+
<field name="Currency" required="N"/>
|
|
382
|
+
</group>
|
|
383
|
+
</group>
|
|
384
|
+
</message>
|
|
385
|
+
<message name="QuoteCancel" msgtype="Z" msgcat="app">
|
|
386
|
+
<field name="QuoteReqID" required="N"/>
|
|
387
|
+
<field name="QuoteID" required="Y"/>
|
|
388
|
+
<field name="QuoteCancelType" required="Y"/>
|
|
389
|
+
<field name="QuoteResponseLevel" required="N"/>
|
|
390
|
+
<field name="TradingSessionID" required="N"/>
|
|
391
|
+
<group name="NoQuoteEntries" required="Y">
|
|
392
|
+
<field name="Symbol" required="Y"/>
|
|
393
|
+
<field name="SymbolSfx" required="N"/>
|
|
394
|
+
<field name="SecurityID" required="N"/>
|
|
395
|
+
<field name="IDSource" required="N"/>
|
|
396
|
+
<field name="SecurityType" required="N"/>
|
|
397
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
398
|
+
<field name="MaturityDay" required="N"/>
|
|
399
|
+
<field name="PutOrCall" required="N"/>
|
|
400
|
+
<field name="StrikePrice" required="N"/>
|
|
401
|
+
<field name="OptAttribute" required="N"/>
|
|
402
|
+
<field name="ContractMultiplier" required="N"/>
|
|
403
|
+
<field name="CouponRate" required="N"/>
|
|
404
|
+
<field name="SecurityExchange" required="N"/>
|
|
405
|
+
<field name="Issuer" required="N"/>
|
|
406
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
407
|
+
<field name="EncodedIssuer" required="N"/>
|
|
408
|
+
<field name="SecurityDesc" required="N"/>
|
|
409
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
410
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
411
|
+
<field name="UnderlyingSymbol" required="N"/>
|
|
412
|
+
</group>
|
|
413
|
+
</message>
|
|
414
|
+
<message name="QuoteStatusRequest" msgtype="a" msgcat="app">
|
|
415
|
+
<field name="QuoteID" required="N"/>
|
|
416
|
+
<field name="Symbol" required="Y"/>
|
|
417
|
+
<field name="SymbolSfx" required="N"/>
|
|
418
|
+
<field name="SecurityID" required="N"/>
|
|
419
|
+
<field name="IDSource" required="N"/>
|
|
420
|
+
<field name="SecurityType" required="N"/>
|
|
421
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
422
|
+
<field name="MaturityDay" required="N"/>
|
|
423
|
+
<field name="PutOrCall" required="N"/>
|
|
424
|
+
<field name="StrikePrice" required="N"/>
|
|
425
|
+
<field name="OptAttribute" required="N"/>
|
|
426
|
+
<field name="ContractMultiplier" required="N"/>
|
|
427
|
+
<field name="CouponRate" required="N"/>
|
|
428
|
+
<field name="SecurityExchange" required="N"/>
|
|
429
|
+
<field name="Issuer" required="N"/>
|
|
430
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
431
|
+
<field name="EncodedIssuer" required="N"/>
|
|
432
|
+
<field name="SecurityDesc" required="N"/>
|
|
433
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
434
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
435
|
+
<field name="Side" required="N"/>
|
|
436
|
+
<field name="TradingSessionID" required="N"/>
|
|
437
|
+
</message>
|
|
438
|
+
<message name="QuoteAcknowledgement" msgtype="b" msgcat="app">
|
|
439
|
+
<field name="QuoteReqID" required="N"/>
|
|
440
|
+
<field name="QuoteID" required="N"/>
|
|
441
|
+
<field name="QuoteAckStatus" required="Y"/>
|
|
442
|
+
<field name="QuoteRejectReason" required="N"/>
|
|
443
|
+
<field name="QuoteResponseLevel" required="N"/>
|
|
444
|
+
<field name="TradingSessionID" required="N"/>
|
|
445
|
+
<field name="Text" required="N"/>
|
|
446
|
+
<group name="NoQuoteSets" required="N">
|
|
447
|
+
<field name="QuoteSetID" required="N"/>
|
|
448
|
+
<field name="UnderlyingSymbol" required="N"/>
|
|
449
|
+
<field name="UnderlyingSymbolSfx" required="N"/>
|
|
450
|
+
<field name="UnderlyingSecurityID" required="N"/>
|
|
451
|
+
<field name="UnderlyingIDSource" required="N"/>
|
|
452
|
+
<field name="UnderlyingSecurityType" required="N"/>
|
|
453
|
+
<field name="UnderlyingMaturityMonthYear" required="N"/>
|
|
454
|
+
<field name="UnderlyingMaturityDay" required="N"/>
|
|
455
|
+
<field name="UnderlyingPutOrCall" required="N"/>
|
|
456
|
+
<field name="UnderlyingStrikePrice" required="N"/>
|
|
457
|
+
<field name="UnderlyingOptAttribute" required="N"/>
|
|
458
|
+
<field name="UnderlyingContractMultiplier" required="N"/>
|
|
459
|
+
<field name="UnderlyingCouponRate" required="N"/>
|
|
460
|
+
<field name="UnderlyingSecurityExchange" required="N"/>
|
|
461
|
+
<field name="UnderlyingIssuer" required="N"/>
|
|
462
|
+
<field name="EncodedUnderlyingIssuerLen" required="N"/>
|
|
463
|
+
<field name="EncodedUnderlyingIssuer" required="N"/>
|
|
464
|
+
<field name="UnderlyingSecurityDesc" required="N"/>
|
|
465
|
+
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
|
|
466
|
+
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
|
|
467
|
+
<field name="TotQuoteEntries" required="N"/>
|
|
468
|
+
<group name="NoQuoteEntries" required="N">
|
|
469
|
+
<field name="QuoteEntryID" required="N"/>
|
|
470
|
+
<field name="Symbol" required="N"/>
|
|
471
|
+
<field name="SymbolSfx" required="N"/>
|
|
472
|
+
<field name="SecurityID" required="N"/>
|
|
473
|
+
<field name="IDSource" required="N"/>
|
|
474
|
+
<field name="SecurityType" required="N"/>
|
|
475
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
476
|
+
<field name="MaturityDay" required="N"/>
|
|
477
|
+
<field name="PutOrCall" required="N"/>
|
|
478
|
+
<field name="StrikePrice" required="N"/>
|
|
479
|
+
<field name="OptAttribute" required="N"/>
|
|
480
|
+
<field name="ContractMultiplier" required="N"/>
|
|
481
|
+
<field name="CouponRate" required="N"/>
|
|
482
|
+
<field name="SecurityExchange" required="N"/>
|
|
483
|
+
<field name="Issuer" required="N"/>
|
|
484
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
485
|
+
<field name="EncodedIssuer" required="N"/>
|
|
486
|
+
<field name="SecurityDesc" required="N"/>
|
|
487
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
488
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
489
|
+
<field name="QuoteEntryRejectReason" required="N"/>
|
|
490
|
+
</group>
|
|
491
|
+
</group>
|
|
492
|
+
</message>
|
|
493
|
+
<message name="MarketDataRequest" msgtype="V" msgcat="app">
|
|
494
|
+
<field name="MDReqID" required="Y"/>
|
|
495
|
+
<field name="SubscriptionRequestType" required="Y"/>
|
|
496
|
+
<field name="MarketDepth" required="Y"/>
|
|
497
|
+
<field name="MDUpdateType" required="N"/>
|
|
498
|
+
<field name="AggregatedBook" required="N"/>
|
|
499
|
+
<group name="NoMDEntryTypes" required="Y">
|
|
500
|
+
<field name="MDEntryType" required="Y"/>
|
|
501
|
+
</group>
|
|
502
|
+
<group name="NoRelatedSym" required="Y">
|
|
503
|
+
<field name="Symbol" required="Y"/>
|
|
504
|
+
<field name="SymbolSfx" required="N"/>
|
|
505
|
+
<field name="SecurityID" required="N"/>
|
|
506
|
+
<field name="IDSource" required="N"/>
|
|
507
|
+
<field name="SecurityType" required="N"/>
|
|
508
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
509
|
+
<field name="MaturityDay" required="N"/>
|
|
510
|
+
<field name="PutOrCall" required="N"/>
|
|
511
|
+
<field name="StrikePrice" required="N"/>
|
|
512
|
+
<field name="OptAttribute" required="N"/>
|
|
513
|
+
<field name="ContractMultiplier" required="N"/>
|
|
514
|
+
<field name="CouponRate" required="N"/>
|
|
515
|
+
<field name="SecurityExchange" required="N"/>
|
|
516
|
+
<field name="Issuer" required="N"/>
|
|
517
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
518
|
+
<field name="EncodedIssuer" required="N"/>
|
|
519
|
+
<field name="SecurityDesc" required="N"/>
|
|
520
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
521
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
522
|
+
<field name="TradingSessionID" required="N"/>
|
|
523
|
+
</group>
|
|
524
|
+
</message>
|
|
525
|
+
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
|
|
526
|
+
<field name="MDReqID" required="N"/>
|
|
527
|
+
<field name="Symbol" required="Y"/>
|
|
528
|
+
<field name="SymbolSfx" required="N"/>
|
|
529
|
+
<field name="SecurityID" required="N"/>
|
|
530
|
+
<field name="IDSource" required="N"/>
|
|
531
|
+
<field name="SecurityType" required="N"/>
|
|
532
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
533
|
+
<field name="MaturityDay" required="N"/>
|
|
534
|
+
<field name="PutOrCall" required="N"/>
|
|
535
|
+
<field name="StrikePrice" required="N"/>
|
|
536
|
+
<field name="OptAttribute" required="N"/>
|
|
537
|
+
<field name="ContractMultiplier" required="N"/>
|
|
538
|
+
<field name="CouponRate" required="N"/>
|
|
539
|
+
<field name="SecurityExchange" required="N"/>
|
|
540
|
+
<field name="Issuer" required="N"/>
|
|
541
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
542
|
+
<field name="EncodedIssuer" required="N"/>
|
|
543
|
+
<field name="SecurityDesc" required="N"/>
|
|
544
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
545
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
546
|
+
<field name="FinancialStatus" required="N"/>
|
|
547
|
+
<field name="CorporateAction" required="N"/>
|
|
548
|
+
<field name="TotalVolumeTraded" required="N"/>
|
|
549
|
+
<group name="NoMDEntries" required="Y">
|
|
550
|
+
<field name="MDEntryType" required="Y"/>
|
|
551
|
+
<field name="MDEntryPx" required="Y"/>
|
|
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="QuoteCondition" required="N"/>
|
|
560
|
+
<field name="TradeCondition" required="N"/>
|
|
561
|
+
<field name="MDEntryOriginator" required="N"/>
|
|
562
|
+
<field name="LocationID" required="N"/>
|
|
563
|
+
<field name="DeskID" required="N"/>
|
|
564
|
+
<field name="OpenCloseSettleFlag" required="N"/>
|
|
565
|
+
<field name="TimeInForce" required="N"/>
|
|
566
|
+
<field name="ExpireDate" required="N"/>
|
|
567
|
+
<field name="ExpireTime" required="N"/>
|
|
568
|
+
<field name="MinQty" required="N"/>
|
|
569
|
+
<field name="ExecInst" required="N"/>
|
|
570
|
+
<field name="SellerDays" required="N"/>
|
|
571
|
+
<field name="OrderID" required="N"/>
|
|
572
|
+
<field name="QuoteEntryID" required="N"/>
|
|
573
|
+
<field name="MDEntryBuyer" required="N"/>
|
|
574
|
+
<field name="MDEntrySeller" required="N"/>
|
|
575
|
+
<field name="NumberOfOrders" required="N"/>
|
|
576
|
+
<field name="MDEntryPositionNo" required="N"/>
|
|
577
|
+
<field name="Text" required="N"/>
|
|
578
|
+
<field name="EncodedTextLen" required="N"/>
|
|
579
|
+
<field name="EncodedText" required="N"/>
|
|
580
|
+
</group>
|
|
581
|
+
</message>
|
|
582
|
+
<message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
|
|
583
|
+
<field name="MDReqID" required="N"/>
|
|
584
|
+
<group name="NoMDEntries" required="Y">
|
|
585
|
+
<field name="MDUpdateAction" required="Y"/>
|
|
586
|
+
<field name="DeleteReason" required="N"/>
|
|
587
|
+
<field name="MDEntryType" required="N"/>
|
|
588
|
+
<field name="MDEntryID" required="N"/>
|
|
589
|
+
<field name="MDEntryRefID" required="N"/>
|
|
590
|
+
<field name="Symbol" required="N"/>
|
|
591
|
+
<field name="SymbolSfx" required="N"/>
|
|
592
|
+
<field name="SecurityID" required="N"/>
|
|
593
|
+
<field name="IDSource" required="N"/>
|
|
594
|
+
<field name="SecurityType" required="N"/>
|
|
595
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
596
|
+
<field name="MaturityDay" required="N"/>
|
|
597
|
+
<field name="PutOrCall" required="N"/>
|
|
598
|
+
<field name="StrikePrice" required="N"/>
|
|
599
|
+
<field name="OptAttribute" required="N"/>
|
|
600
|
+
<field name="ContractMultiplier" required="N"/>
|
|
601
|
+
<field name="CouponRate" required="N"/>
|
|
602
|
+
<field name="SecurityExchange" required="N"/>
|
|
603
|
+
<field name="Issuer" required="N"/>
|
|
604
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
605
|
+
<field name="EncodedIssuer" required="N"/>
|
|
606
|
+
<field name="SecurityDesc" required="N"/>
|
|
607
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
608
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
609
|
+
<field name="FinancialStatus" required="N"/>
|
|
610
|
+
<field name="CorporateAction" required="N"/>
|
|
611
|
+
<field name="MDEntryPx" required="N"/>
|
|
612
|
+
<field name="Currency" required="N"/>
|
|
613
|
+
<field name="MDEntrySize" required="N"/>
|
|
614
|
+
<field name="MDEntryDate" required="N"/>
|
|
615
|
+
<field name="MDEntryTime" required="N"/>
|
|
616
|
+
<field name="TickDirection" required="N"/>
|
|
617
|
+
<field name="MDMkt" required="N"/>
|
|
618
|
+
<field name="TradingSessionID" required="N"/>
|
|
619
|
+
<field name="QuoteCondition" required="N"/>
|
|
620
|
+
<field name="TradeCondition" required="N"/>
|
|
621
|
+
<field name="MDEntryOriginator" required="N"/>
|
|
622
|
+
<field name="LocationID" required="N"/>
|
|
623
|
+
<field name="DeskID" required="N"/>
|
|
624
|
+
<field name="OpenCloseSettleFlag" required="N"/>
|
|
625
|
+
<field name="TimeInForce" required="N"/>
|
|
626
|
+
<field name="ExpireDate" required="N"/>
|
|
627
|
+
<field name="ExpireTime" required="N"/>
|
|
628
|
+
<field name="MinQty" required="N"/>
|
|
629
|
+
<field name="ExecInst" required="N"/>
|
|
630
|
+
<field name="SellerDays" required="N"/>
|
|
631
|
+
<field name="OrderID" required="N"/>
|
|
632
|
+
<field name="QuoteEntryID" required="N"/>
|
|
633
|
+
<field name="MDEntryBuyer" required="N"/>
|
|
634
|
+
<field name="MDEntrySeller" required="N"/>
|
|
635
|
+
<field name="NumberOfOrders" required="N"/>
|
|
636
|
+
<field name="MDEntryPositionNo" required="N"/>
|
|
637
|
+
<field name="TotalVolumeTraded" required="N"/>
|
|
638
|
+
<field name="Text" required="N"/>
|
|
639
|
+
<field name="EncodedTextLen" required="N"/>
|
|
640
|
+
<field name="EncodedText" required="N"/>
|
|
641
|
+
</group>
|
|
642
|
+
</message>
|
|
643
|
+
<message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
|
|
644
|
+
<field name="MDReqID" required="Y"/>
|
|
645
|
+
<field name="MDReqRejReason" required="N"/>
|
|
646
|
+
<field name="Text" required="N"/>
|
|
647
|
+
<field name="EncodedTextLen" required="N"/>
|
|
648
|
+
<field name="EncodedText" required="N"/>
|
|
649
|
+
</message>
|
|
650
|
+
<message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
|
|
651
|
+
<field name="SecurityReqID" required="Y"/>
|
|
652
|
+
<field name="SecurityRequestType" required="Y"/>
|
|
653
|
+
<field name="Symbol" required="N"/>
|
|
654
|
+
<field name="SymbolSfx" required="N"/>
|
|
655
|
+
<field name="SecurityID" required="N"/>
|
|
656
|
+
<field name="IDSource" required="N"/>
|
|
657
|
+
<field name="SecurityType" required="N"/>
|
|
658
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
659
|
+
<field name="MaturityDay" required="N"/>
|
|
660
|
+
<field name="PutOrCall" required="N"/>
|
|
661
|
+
<field name="StrikePrice" required="N"/>
|
|
662
|
+
<field name="OptAttribute" required="N"/>
|
|
663
|
+
<field name="ContractMultiplier" required="N"/>
|
|
664
|
+
<field name="CouponRate" required="N"/>
|
|
665
|
+
<field name="SecurityExchange" required="N"/>
|
|
666
|
+
<field name="Issuer" required="N"/>
|
|
667
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
668
|
+
<field name="EncodedIssuer" required="N"/>
|
|
669
|
+
<field name="SecurityDesc" required="N"/>
|
|
670
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
671
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
672
|
+
<field name="Currency" required="N"/>
|
|
673
|
+
<field name="Text" required="N"/>
|
|
674
|
+
<field name="EncodedTextLen" required="N"/>
|
|
675
|
+
<field name="EncodedText" required="N"/>
|
|
676
|
+
<field name="TradingSessionID" required="N"/>
|
|
677
|
+
<group name="NoRelatedSym" required="N">
|
|
678
|
+
<field name="UnderlyingSymbol" required="N"/>
|
|
679
|
+
<field name="UnderlyingSymbolSfx" required="N"/>
|
|
680
|
+
<field name="UnderlyingSecurityID" required="N"/>
|
|
681
|
+
<field name="UnderlyingIDSource" required="N"/>
|
|
682
|
+
<field name="UnderlyingSecurityType" required="N"/>
|
|
683
|
+
<field name="UnderlyingMaturityMonthYear" required="N"/>
|
|
684
|
+
<field name="UnderlyingMaturityDay" required="N"/>
|
|
685
|
+
<field name="UnderlyingPutOrCall" required="N"/>
|
|
686
|
+
<field name="UnderlyingStrikePrice" required="N"/>
|
|
687
|
+
<field name="UnderlyingOptAttribute" required="N"/>
|
|
688
|
+
<field name="UnderlyingContractMultiplier" required="N"/>
|
|
689
|
+
<field name="UnderlyingCouponRate" required="N"/>
|
|
690
|
+
<field name="UnderlyingSecurityExchange" required="N"/>
|
|
691
|
+
<field name="UnderlyingIssuer" required="N"/>
|
|
692
|
+
<field name="EncodedUnderlyingIssuerLen" required="N"/>
|
|
693
|
+
<field name="EncodedUnderlyingIssuer" required="N"/>
|
|
694
|
+
<field name="UnderlyingSecurityDesc" required="N"/>
|
|
695
|
+
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
|
|
696
|
+
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
|
|
697
|
+
<field name="RatioQty" required="N"/>
|
|
698
|
+
<field name="Side" required="N"/>
|
|
699
|
+
<field name="UnderlyingCurrency" required="N"/>
|
|
700
|
+
</group>
|
|
701
|
+
</message>
|
|
702
|
+
<message name="SecurityDefinition" msgtype="d" msgcat="app">
|
|
703
|
+
<field name="SecurityReqID" required="Y"/>
|
|
704
|
+
<field name="SecurityResponseID" required="Y"/>
|
|
705
|
+
<field name="SecurityResponseType" required="N"/>
|
|
706
|
+
<field name="TotalNumSecurities" required="Y"/>
|
|
707
|
+
<field name="Symbol" required="N"/>
|
|
708
|
+
<field name="SymbolSfx" required="N"/>
|
|
709
|
+
<field name="SecurityID" required="N"/>
|
|
710
|
+
<field name="IDSource" required="N"/>
|
|
711
|
+
<field name="SecurityType" required="N"/>
|
|
712
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
713
|
+
<field name="MaturityDay" required="N"/>
|
|
714
|
+
<field name="PutOrCall" required="N"/>
|
|
715
|
+
<field name="StrikePrice" required="N"/>
|
|
716
|
+
<field name="OptAttribute" required="N"/>
|
|
717
|
+
<field name="ContractMultiplier" required="N"/>
|
|
718
|
+
<field name="CouponRate" required="N"/>
|
|
719
|
+
<field name="SecurityExchange" required="N"/>
|
|
720
|
+
<field name="Issuer" required="N"/>
|
|
721
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
722
|
+
<field name="EncodedIssuer" required="N"/>
|
|
723
|
+
<field name="SecurityDesc" required="N"/>
|
|
724
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
725
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
726
|
+
<field name="Currency" required="N"/>
|
|
727
|
+
<field name="TradingSessionID" required="N"/>
|
|
728
|
+
<field name="Text" required="N"/>
|
|
729
|
+
<field name="EncodedTextLen" required="N"/>
|
|
730
|
+
<field name="EncodedText" required="N"/>
|
|
731
|
+
<group name="NoRelatedSym" required="N">
|
|
732
|
+
<field name="UnderlyingSymbol" required="N"/>
|
|
733
|
+
<field name="UnderlyingSymbolSfx" required="N"/>
|
|
734
|
+
<field name="UnderlyingSecurityID" required="N"/>
|
|
735
|
+
<field name="UnderlyingIDSource" required="N"/>
|
|
736
|
+
<field name="UnderlyingSecurityType" required="N"/>
|
|
737
|
+
<field name="UnderlyingMaturityMonthYear" required="N"/>
|
|
738
|
+
<field name="UnderlyingMaturityDay" required="N"/>
|
|
739
|
+
<field name="UnderlyingPutOrCall" required="N"/>
|
|
740
|
+
<field name="UnderlyingStrikePrice" required="N"/>
|
|
741
|
+
<field name="UnderlyingOptAttribute" required="N"/>
|
|
742
|
+
<field name="UnderlyingContractMultiplier" required="N"/>
|
|
743
|
+
<field name="UnderlyingCouponRate" required="N"/>
|
|
744
|
+
<field name="UnderlyingSecurityExchange" required="N"/>
|
|
745
|
+
<field name="UnderlyingIssuer" required="N"/>
|
|
746
|
+
<field name="EncodedUnderlyingIssuerLen" required="N"/>
|
|
747
|
+
<field name="EncodedUnderlyingIssuer" required="N"/>
|
|
748
|
+
<field name="UnderlyingSecurityDesc" required="N"/>
|
|
749
|
+
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
|
|
750
|
+
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
|
|
751
|
+
<field name="RatioQty" required="N"/>
|
|
752
|
+
<field name="Side" required="N"/>
|
|
753
|
+
<field name="UnderlyingCurrency" required="N"/>
|
|
754
|
+
</group>
|
|
755
|
+
</message>
|
|
756
|
+
<message name="SecurityStatusRequest" msgtype="e" msgcat="app">
|
|
757
|
+
<field name="SecurityStatusReqID" required="Y"/>
|
|
758
|
+
<field name="Symbol" required="Y"/>
|
|
759
|
+
<field name="SymbolSfx" required="N"/>
|
|
760
|
+
<field name="SecurityID" required="N"/>
|
|
761
|
+
<field name="IDSource" required="N"/>
|
|
762
|
+
<field name="SecurityType" required="N"/>
|
|
763
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
764
|
+
<field name="MaturityDay" required="N"/>
|
|
765
|
+
<field name="PutOrCall" required="N"/>
|
|
766
|
+
<field name="StrikePrice" required="N"/>
|
|
767
|
+
<field name="OptAttribute" required="N"/>
|
|
768
|
+
<field name="ContractMultiplier" required="N"/>
|
|
769
|
+
<field name="CouponRate" required="N"/>
|
|
770
|
+
<field name="SecurityExchange" required="N"/>
|
|
771
|
+
<field name="Issuer" required="N"/>
|
|
772
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
773
|
+
<field name="EncodedIssuer" required="N"/>
|
|
774
|
+
<field name="SecurityDesc" required="N"/>
|
|
775
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
776
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
777
|
+
<field name="Currency" required="N"/>
|
|
778
|
+
<field name="SubscriptionRequestType" required="Y"/>
|
|
779
|
+
<field name="TradingSessionID" required="N"/>
|
|
780
|
+
</message>
|
|
781
|
+
<message name="SecurityStatus" msgtype="f" msgcat="app">
|
|
782
|
+
<field name="SecurityStatusReqID" required="N"/>
|
|
783
|
+
<field name="Symbol" required="Y"/>
|
|
784
|
+
<field name="SymbolSfx" required="N"/>
|
|
785
|
+
<field name="SecurityID" required="N"/>
|
|
786
|
+
<field name="IDSource" required="N"/>
|
|
787
|
+
<field name="SecurityType" required="N"/>
|
|
788
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
789
|
+
<field name="MaturityDay" required="N"/>
|
|
790
|
+
<field name="PutOrCall" required="N"/>
|
|
791
|
+
<field name="StrikePrice" required="N"/>
|
|
792
|
+
<field name="OptAttribute" required="N"/>
|
|
793
|
+
<field name="ContractMultiplier" required="N"/>
|
|
794
|
+
<field name="CouponRate" required="N"/>
|
|
795
|
+
<field name="SecurityExchange" required="N"/>
|
|
796
|
+
<field name="Issuer" required="N"/>
|
|
797
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
798
|
+
<field name="EncodedIssuer" required="N"/>
|
|
799
|
+
<field name="SecurityDesc" required="N"/>
|
|
800
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
801
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
802
|
+
<field name="Currency" required="N"/>
|
|
803
|
+
<field name="TradingSessionID" required="N"/>
|
|
804
|
+
<field name="UnsolicitedIndicator" required="N"/>
|
|
805
|
+
<field name="SecurityTradingStatus" required="N"/>
|
|
806
|
+
<field name="FinancialStatus" required="N"/>
|
|
807
|
+
<field name="CorporateAction" required="N"/>
|
|
808
|
+
<field name="HaltReason" required="N"/>
|
|
809
|
+
<field name="InViewOfCommon" required="N"/>
|
|
810
|
+
<field name="DueToRelated" required="N"/>
|
|
811
|
+
<field name="BuyVolume" required="N"/>
|
|
812
|
+
<field name="SellVolume" required="N"/>
|
|
813
|
+
<field name="HighPx" required="N"/>
|
|
814
|
+
<field name="LowPx" required="N"/>
|
|
815
|
+
<field name="LastPx" required="N"/>
|
|
816
|
+
<field name="TransactTime" required="N"/>
|
|
817
|
+
<field name="Adjustment" required="N"/>
|
|
818
|
+
</message>
|
|
819
|
+
<message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
|
|
820
|
+
<field name="TradSesReqID" required="Y"/>
|
|
821
|
+
<field name="TradingSessionID" required="N"/>
|
|
822
|
+
<field name="TradSesMethod" required="N"/>
|
|
823
|
+
<field name="TradSesMode" required="N"/>
|
|
824
|
+
<field name="SubscriptionRequestType" required="Y"/>
|
|
825
|
+
</message>
|
|
826
|
+
<message name="TradingSessionStatus" msgtype="h" msgcat="app">
|
|
827
|
+
<field name="TradSesReqID" required="N"/>
|
|
828
|
+
<field name="TradingSessionID" required="Y"/>
|
|
829
|
+
<field name="TradSesMethod" required="N"/>
|
|
830
|
+
<field name="TradSesMode" required="N"/>
|
|
831
|
+
<field name="UnsolicitedIndicator" required="N"/>
|
|
832
|
+
<field name="TradSesStatus" required="Y"/>
|
|
833
|
+
<field name="TradSesStartTime" required="N"/>
|
|
834
|
+
<field name="TradSesOpenTime" required="N"/>
|
|
835
|
+
<field name="TradSesPreCloseTime" required="N"/>
|
|
836
|
+
<field name="TradSesCloseTime" required="N"/>
|
|
837
|
+
<field name="TradSesEndTime" required="N"/>
|
|
838
|
+
<field name="TotalVolumeTraded" required="N"/>
|
|
839
|
+
<field name="Text" required="N"/>
|
|
840
|
+
<field name="EncodedTextLen" required="N"/>
|
|
841
|
+
<field name="EncodedText" required="N"/>
|
|
842
|
+
</message>
|
|
843
|
+
<message name="NewOrderSingle" msgtype="D" msgcat="app">
|
|
844
|
+
<field name="ClOrdID" required="Y"/>
|
|
845
|
+
<field name="ClientID" required="N"/>
|
|
846
|
+
<field name="ExecBroker" required="N"/>
|
|
847
|
+
<field name="Account" required="N"/>
|
|
848
|
+
<group name="NoAllocs" required="N">
|
|
849
|
+
<field name="AllocAccount" required="N"/>
|
|
850
|
+
<field name="AllocShares" required="N"/>
|
|
851
|
+
</group>
|
|
852
|
+
<field name="SettlmntTyp" required="N"/>
|
|
853
|
+
<field name="FutSettDate" required="N"/>
|
|
854
|
+
<field name="HandlInst" required="Y"/>
|
|
855
|
+
<field name="ExecInst" required="N"/>
|
|
856
|
+
<field name="MinQty" required="N"/>
|
|
857
|
+
<field name="MaxFloor" required="N"/>
|
|
858
|
+
<field name="ExDestination" required="N"/>
|
|
859
|
+
<group name="NoTradingSessions" required="N">
|
|
860
|
+
<field name="TradingSessionID" required="N"/>
|
|
861
|
+
</group>
|
|
862
|
+
<field name="ProcessCode" required="N"/>
|
|
863
|
+
<field name="Symbol" required="Y"/>
|
|
864
|
+
<field name="SymbolSfx" required="N"/>
|
|
865
|
+
<field name="SecurityID" required="N"/>
|
|
866
|
+
<field name="IDSource" required="N"/>
|
|
867
|
+
<field name="SecurityType" required="N"/>
|
|
868
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
869
|
+
<field name="MaturityDay" required="N"/>
|
|
870
|
+
<field name="PutOrCall" required="N"/>
|
|
871
|
+
<field name="StrikePrice" required="N"/>
|
|
872
|
+
<field name="OptAttribute" required="N"/>
|
|
873
|
+
<field name="ContractMultiplier" required="N"/>
|
|
874
|
+
<field name="CouponRate" required="N"/>
|
|
875
|
+
<field name="SecurityExchange" required="N"/>
|
|
876
|
+
<field name="Issuer" required="N"/>
|
|
877
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
878
|
+
<field name="EncodedIssuer" required="N"/>
|
|
879
|
+
<field name="SecurityDesc" required="N"/>
|
|
880
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
881
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
882
|
+
<field name="PrevClosePx" required="N"/>
|
|
883
|
+
<field name="Side" required="Y"/>
|
|
884
|
+
<field name="LocateReqd" required="N"/>
|
|
885
|
+
<field name="TransactTime" required="Y"/>
|
|
886
|
+
<field name="OrderQty" required="N"/>
|
|
887
|
+
<field name="CashOrderQty" required="N"/>
|
|
888
|
+
<field name="OrdType" required="Y"/>
|
|
889
|
+
<field name="Price" required="N"/>
|
|
890
|
+
<field name="StopPx" required="N"/>
|
|
891
|
+
<field name="Currency" required="N"/>
|
|
892
|
+
<field name="ComplianceID" required="N"/>
|
|
893
|
+
<field name="SolicitedFlag" required="N"/>
|
|
894
|
+
<field name="IOIid" required="N"/>
|
|
895
|
+
<field name="QuoteID" required="N"/>
|
|
896
|
+
<field name="TimeInForce" required="N"/>
|
|
897
|
+
<field name="EffectiveTime" required="N"/>
|
|
898
|
+
<field name="ExpireDate" required="N"/>
|
|
899
|
+
<field name="ExpireTime" required="N"/>
|
|
900
|
+
<field name="GTBookingInst" required="N"/>
|
|
901
|
+
<field name="Commission" required="N"/>
|
|
902
|
+
<field name="CommType" required="N"/>
|
|
903
|
+
<field name="Rule80A" required="N"/>
|
|
904
|
+
<field name="ForexReq" required="N"/>
|
|
905
|
+
<field name="SettlCurrency" required="N"/>
|
|
906
|
+
<field name="Text" required="N"/>
|
|
907
|
+
<field name="EncodedTextLen" required="N"/>
|
|
908
|
+
<field name="EncodedText" required="N"/>
|
|
909
|
+
<field name="FutSettDate2" required="N"/>
|
|
910
|
+
<field name="OrderQty2" required="N"/>
|
|
911
|
+
<field name="OpenClose" required="N"/>
|
|
912
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
913
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
914
|
+
<field name="MaxShow" required="N"/>
|
|
915
|
+
<field name="PegDifference" required="N"/>
|
|
916
|
+
<field name="DiscretionInst" required="N"/>
|
|
917
|
+
<field name="DiscretionOffset" required="N"/>
|
|
918
|
+
<field name="ClearingFirm" required="N"/>
|
|
919
|
+
<field name="ClearingAccount" required="N"/>
|
|
920
|
+
</message>
|
|
921
|
+
<message name="ExecutionReport" msgtype="8" msgcat="app">
|
|
922
|
+
<field name="OrderID" required="Y"/>
|
|
923
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
924
|
+
<field name="ClOrdID" required="N"/>
|
|
925
|
+
<field name="OrigClOrdID" required="N"/>
|
|
926
|
+
<field name="ClientID" required="N"/>
|
|
927
|
+
<field name="ExecBroker" required="N"/>
|
|
928
|
+
<group name="NoContraBrokers" required="N">
|
|
929
|
+
<field name="ContraBroker" required="N"/>
|
|
930
|
+
<field name="ContraTrader" required="N"/>
|
|
931
|
+
<field name="ContraTradeQty" required="N"/>
|
|
932
|
+
<field name="ContraTradeTime" required="N"/>
|
|
933
|
+
</group>
|
|
934
|
+
<field name="ListID" required="N"/>
|
|
935
|
+
<field name="ExecID" required="Y"/>
|
|
936
|
+
<field name="ExecTransType" required="Y"/>
|
|
937
|
+
<field name="ExecRefID" required="N"/>
|
|
938
|
+
<field name="ExecType" required="Y"/>
|
|
939
|
+
<field name="OrdStatus" required="Y"/>
|
|
940
|
+
<field name="OrdRejReason" required="N"/>
|
|
941
|
+
<field name="ExecRestatementReason" required="N"/>
|
|
942
|
+
<field name="Account" required="N"/>
|
|
943
|
+
<field name="SettlmntTyp" required="N"/>
|
|
944
|
+
<field name="FutSettDate" required="N"/>
|
|
945
|
+
<field name="Symbol" required="Y"/>
|
|
946
|
+
<field name="SymbolSfx" required="N"/>
|
|
947
|
+
<field name="SecurityID" required="N"/>
|
|
948
|
+
<field name="IDSource" required="N"/>
|
|
949
|
+
<field name="SecurityType" required="N"/>
|
|
950
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
951
|
+
<field name="MaturityDay" required="N"/>
|
|
952
|
+
<field name="PutOrCall" required="N"/>
|
|
953
|
+
<field name="StrikePrice" required="N"/>
|
|
954
|
+
<field name="OptAttribute" required="N"/>
|
|
955
|
+
<field name="ContractMultiplier" required="N"/>
|
|
956
|
+
<field name="CouponRate" required="N"/>
|
|
957
|
+
<field name="SecurityExchange" required="N"/>
|
|
958
|
+
<field name="Issuer" required="N"/>
|
|
959
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
960
|
+
<field name="EncodedIssuer" required="N"/>
|
|
961
|
+
<field name="SecurityDesc" required="N"/>
|
|
962
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
963
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
964
|
+
<field name="Side" required="Y"/>
|
|
965
|
+
<field name="OrderQty" required="N"/>
|
|
966
|
+
<field name="CashOrderQty" required="N"/>
|
|
967
|
+
<field name="OrdType" required="N"/>
|
|
968
|
+
<field name="Price" required="N"/>
|
|
969
|
+
<field name="StopPx" required="N"/>
|
|
970
|
+
<field name="PegDifference" required="N"/>
|
|
971
|
+
<field name="DiscretionInst" required="N"/>
|
|
972
|
+
<field name="DiscretionOffset" required="N"/>
|
|
973
|
+
<field name="Currency" required="N"/>
|
|
974
|
+
<field name="ComplianceID" required="N"/>
|
|
975
|
+
<field name="SolicitedFlag" required="N"/>
|
|
976
|
+
<field name="TimeInForce" required="N"/>
|
|
977
|
+
<field name="EffectiveTime" required="N"/>
|
|
978
|
+
<field name="ExpireDate" required="N"/>
|
|
979
|
+
<field name="ExpireTime" required="N"/>
|
|
980
|
+
<field name="ExecInst" required="N"/>
|
|
981
|
+
<field name="Rule80A" required="N"/>
|
|
982
|
+
<field name="LastShares" required="N"/>
|
|
983
|
+
<field name="LastPx" required="N"/>
|
|
984
|
+
<field name="LastSpotRate" required="N"/>
|
|
985
|
+
<field name="LastForwardPoints" required="N"/>
|
|
986
|
+
<field name="LastMkt" required="N"/>
|
|
987
|
+
<field name="TradingSessionID" required="N"/>
|
|
988
|
+
<field name="LastCapacity" required="N"/>
|
|
989
|
+
<field name="LeavesQty" required="Y"/>
|
|
990
|
+
<field name="CumQty" required="Y"/>
|
|
991
|
+
<field name="AvgPx" required="Y"/>
|
|
992
|
+
<field name="DayOrderQty" required="N"/>
|
|
993
|
+
<field name="DayCumQty" required="N"/>
|
|
994
|
+
<field name="DayAvgPx" required="N"/>
|
|
995
|
+
<field name="GTBookingInst" required="N"/>
|
|
996
|
+
<field name="TradeDate" required="N"/>
|
|
997
|
+
<field name="TransactTime" required="N"/>
|
|
998
|
+
<field name="ReportToExch" required="N"/>
|
|
999
|
+
<field name="Commission" required="N"/>
|
|
1000
|
+
<field name="CommType" required="N"/>
|
|
1001
|
+
<field name="GrossTradeAmt" required="N"/>
|
|
1002
|
+
<field name="SettlCurrAmt" required="N"/>
|
|
1003
|
+
<field name="SettlCurrency" required="N"/>
|
|
1004
|
+
<field name="SettlCurrFxRate" required="N"/>
|
|
1005
|
+
<field name="SettlCurrFxRateCalc" required="N"/>
|
|
1006
|
+
<field name="HandlInst" required="N"/>
|
|
1007
|
+
<field name="MinQty" required="N"/>
|
|
1008
|
+
<field name="MaxFloor" required="N"/>
|
|
1009
|
+
<field name="OpenClose" required="N"/>
|
|
1010
|
+
<field name="MaxShow" required="N"/>
|
|
1011
|
+
<field name="Text" required="N"/>
|
|
1012
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1013
|
+
<field name="EncodedText" required="N"/>
|
|
1014
|
+
<field name="FutSettDate2" required="N"/>
|
|
1015
|
+
<field name="OrderQty2" required="N"/>
|
|
1016
|
+
<field name="ClearingFirm" required="N"/>
|
|
1017
|
+
<field name="ClearingAccount" required="N"/>
|
|
1018
|
+
<field name="MultiLegReportingType" required="N"/>
|
|
1019
|
+
</message>
|
|
1020
|
+
<message name="DontKnowTrade" msgtype="Q" msgcat="app">
|
|
1021
|
+
<field name="OrderID" required="Y"/>
|
|
1022
|
+
<field name="ExecID" required="Y"/>
|
|
1023
|
+
<field name="DKReason" required="Y"/>
|
|
1024
|
+
<field name="Symbol" required="Y"/>
|
|
1025
|
+
<field name="SymbolSfx" required="N"/>
|
|
1026
|
+
<field name="SecurityID" required="N"/>
|
|
1027
|
+
<field name="IDSource" required="N"/>
|
|
1028
|
+
<field name="SecurityType" required="N"/>
|
|
1029
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1030
|
+
<field name="MaturityDay" required="N"/>
|
|
1031
|
+
<field name="PutOrCall" required="N"/>
|
|
1032
|
+
<field name="StrikePrice" required="N"/>
|
|
1033
|
+
<field name="OptAttribute" required="N"/>
|
|
1034
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1035
|
+
<field name="CouponRate" required="N"/>
|
|
1036
|
+
<field name="SecurityExchange" required="N"/>
|
|
1037
|
+
<field name="Issuer" required="N"/>
|
|
1038
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1039
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1040
|
+
<field name="SecurityDesc" required="N"/>
|
|
1041
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1042
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1043
|
+
<field name="Side" required="Y"/>
|
|
1044
|
+
<field name="OrderQty" required="N"/>
|
|
1045
|
+
<field name="CashOrderQty" required="N"/>
|
|
1046
|
+
<field name="LastShares" required="N"/>
|
|
1047
|
+
<field name="LastPx" required="N"/>
|
|
1048
|
+
<field name="Text" required="N"/>
|
|
1049
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1050
|
+
<field name="EncodedText" required="N"/>
|
|
1051
|
+
</message>
|
|
1052
|
+
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
|
|
1053
|
+
<field name="OrderID" required="N"/>
|
|
1054
|
+
<field name="ClientID" required="N"/>
|
|
1055
|
+
<field name="ExecBroker" required="N"/>
|
|
1056
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
1057
|
+
<field name="ClOrdID" required="Y"/>
|
|
1058
|
+
<field name="ListID" required="N"/>
|
|
1059
|
+
<field name="Account" required="N"/>
|
|
1060
|
+
<group name="NoAllocs" required="N">
|
|
1061
|
+
<field name="AllocAccount" required="N"/>
|
|
1062
|
+
<field name="AllocShares" required="N"/>
|
|
1063
|
+
</group>
|
|
1064
|
+
<field name="SettlmntTyp" required="N"/>
|
|
1065
|
+
<field name="FutSettDate" required="N"/>
|
|
1066
|
+
<field name="HandlInst" required="Y"/>
|
|
1067
|
+
<field name="ExecInst" required="N"/>
|
|
1068
|
+
<field name="MinQty" required="N"/>
|
|
1069
|
+
<field name="MaxFloor" required="N"/>
|
|
1070
|
+
<field name="ExDestination" required="N"/>
|
|
1071
|
+
<group name="NoTradingSessions" required="N">
|
|
1072
|
+
<field name="TradingSessionID" required="N"/>
|
|
1073
|
+
</group>
|
|
1074
|
+
<field name="Symbol" required="Y"/>
|
|
1075
|
+
<field name="SymbolSfx" required="N"/>
|
|
1076
|
+
<field name="SecurityID" required="N"/>
|
|
1077
|
+
<field name="IDSource" required="N"/>
|
|
1078
|
+
<field name="SecurityType" required="N"/>
|
|
1079
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1080
|
+
<field name="MaturityDay" required="N"/>
|
|
1081
|
+
<field name="PutOrCall" required="N"/>
|
|
1082
|
+
<field name="StrikePrice" required="N"/>
|
|
1083
|
+
<field name="OptAttribute" required="N"/>
|
|
1084
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1085
|
+
<field name="CouponRate" required="N"/>
|
|
1086
|
+
<field name="SecurityExchange" required="N"/>
|
|
1087
|
+
<field name="Issuer" required="N"/>
|
|
1088
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1089
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1090
|
+
<field name="SecurityDesc" required="N"/>
|
|
1091
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1092
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1093
|
+
<field name="Side" required="Y"/>
|
|
1094
|
+
<field name="TransactTime" required="Y"/>
|
|
1095
|
+
<field name="OrderQty" required="N"/>
|
|
1096
|
+
<field name="CashOrderQty" required="N"/>
|
|
1097
|
+
<field name="OrdType" required="Y"/>
|
|
1098
|
+
<field name="Price" required="N"/>
|
|
1099
|
+
<field name="StopPx" required="N"/>
|
|
1100
|
+
<field name="PegDifference" required="N"/>
|
|
1101
|
+
<field name="DiscretionInst" required="N"/>
|
|
1102
|
+
<field name="DiscretionOffset" required="N"/>
|
|
1103
|
+
<field name="ComplianceID" required="N"/>
|
|
1104
|
+
<field name="SolicitedFlag" required="N"/>
|
|
1105
|
+
<field name="Currency" required="N"/>
|
|
1106
|
+
<field name="TimeInForce" required="N"/>
|
|
1107
|
+
<field name="EffectiveTime" required="N"/>
|
|
1108
|
+
<field name="ExpireDate" required="N"/>
|
|
1109
|
+
<field name="ExpireTime" required="N"/>
|
|
1110
|
+
<field name="GTBookingInst" required="N"/>
|
|
1111
|
+
<field name="Commission" required="N"/>
|
|
1112
|
+
<field name="CommType" required="N"/>
|
|
1113
|
+
<field name="Rule80A" required="N"/>
|
|
1114
|
+
<field name="ForexReq" required="N"/>
|
|
1115
|
+
<field name="SettlCurrency" required="N"/>
|
|
1116
|
+
<field name="Text" required="N"/>
|
|
1117
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1118
|
+
<field name="EncodedText" required="N"/>
|
|
1119
|
+
<field name="FutSettDate2" required="N"/>
|
|
1120
|
+
<field name="OrderQty2" required="N"/>
|
|
1121
|
+
<field name="OpenClose" required="N"/>
|
|
1122
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
1123
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
1124
|
+
<field name="MaxShow" required="N"/>
|
|
1125
|
+
<field name="LocateReqd" required="N"/>
|
|
1126
|
+
<field name="ClearingFirm" required="N"/>
|
|
1127
|
+
<field name="ClearingAccount" required="N"/>
|
|
1128
|
+
</message>
|
|
1129
|
+
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
|
|
1130
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
1131
|
+
<field name="OrderID" required="N"/>
|
|
1132
|
+
<field name="ClOrdID" required="Y"/>
|
|
1133
|
+
<field name="ListID" required="N"/>
|
|
1134
|
+
<field name="Account" required="N"/>
|
|
1135
|
+
<field name="ClientID" required="N"/>
|
|
1136
|
+
<field name="ExecBroker" required="N"/>
|
|
1137
|
+
<field name="Symbol" required="Y"/>
|
|
1138
|
+
<field name="SymbolSfx" required="N"/>
|
|
1139
|
+
<field name="SecurityID" required="N"/>
|
|
1140
|
+
<field name="IDSource" required="N"/>
|
|
1141
|
+
<field name="SecurityType" required="N"/>
|
|
1142
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1143
|
+
<field name="MaturityDay" required="N"/>
|
|
1144
|
+
<field name="PutOrCall" required="N"/>
|
|
1145
|
+
<field name="StrikePrice" required="N"/>
|
|
1146
|
+
<field name="OptAttribute" required="N"/>
|
|
1147
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1148
|
+
<field name="CouponRate" required="N"/>
|
|
1149
|
+
<field name="SecurityExchange" required="N"/>
|
|
1150
|
+
<field name="Issuer" required="N"/>
|
|
1151
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1152
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1153
|
+
<field name="SecurityDesc" required="N"/>
|
|
1154
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1155
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1156
|
+
<field name="Side" required="Y"/>
|
|
1157
|
+
<field name="TransactTime" required="Y"/>
|
|
1158
|
+
<field name="OrderQty" required="N"/>
|
|
1159
|
+
<field name="CashOrderQty" required="N"/>
|
|
1160
|
+
<field name="ComplianceID" required="N"/>
|
|
1161
|
+
<field name="SolicitedFlag" required="N"/>
|
|
1162
|
+
<field name="Text" required="N"/>
|
|
1163
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1164
|
+
<field name="EncodedText" required="N"/>
|
|
1165
|
+
</message>
|
|
1166
|
+
<message name="OrderCancelReject" msgtype="9" msgcat="app">
|
|
1167
|
+
<field name="OrderID" required="Y"/>
|
|
1168
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
1169
|
+
<field name="ClOrdID" required="Y"/>
|
|
1170
|
+
<field name="OrigClOrdID" required="Y"/>
|
|
1171
|
+
<field name="OrdStatus" required="Y"/>
|
|
1172
|
+
<field name="ClientID" required="N"/>
|
|
1173
|
+
<field name="ExecBroker" required="N"/>
|
|
1174
|
+
<field name="ListID" required="N"/>
|
|
1175
|
+
<field name="Account" required="N"/>
|
|
1176
|
+
<field name="TransactTime" required="N"/>
|
|
1177
|
+
<field name="CxlRejResponseTo" required="Y"/>
|
|
1178
|
+
<field name="CxlRejReason" required="N"/>
|
|
1179
|
+
<field name="Text" required="N"/>
|
|
1180
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1181
|
+
<field name="EncodedText" required="N"/>
|
|
1182
|
+
</message>
|
|
1183
|
+
<message name="OrderStatusRequest" msgtype="H" msgcat="app">
|
|
1184
|
+
<field name="OrderID" required="N"/>
|
|
1185
|
+
<field name="ClOrdID" required="Y"/>
|
|
1186
|
+
<field name="ClientID" required="N"/>
|
|
1187
|
+
<field name="Account" required="N"/>
|
|
1188
|
+
<field name="ExecBroker" required="N"/>
|
|
1189
|
+
<field name="Symbol" required="Y"/>
|
|
1190
|
+
<field name="SymbolSfx" required="N"/>
|
|
1191
|
+
<field name="SecurityID" required="N"/>
|
|
1192
|
+
<field name="IDSource" required="N"/>
|
|
1193
|
+
<field name="SecurityType" required="N"/>
|
|
1194
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1195
|
+
<field name="MaturityDay" required="N"/>
|
|
1196
|
+
<field name="PutOrCall" required="N"/>
|
|
1197
|
+
<field name="StrikePrice" required="N"/>
|
|
1198
|
+
<field name="OptAttribute" required="N"/>
|
|
1199
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1200
|
+
<field name="CouponRate" required="N"/>
|
|
1201
|
+
<field name="SecurityExchange" required="N"/>
|
|
1202
|
+
<field name="Issuer" required="N"/>
|
|
1203
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1204
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1205
|
+
<field name="SecurityDesc" required="N"/>
|
|
1206
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1207
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1208
|
+
<field name="Side" required="Y"/>
|
|
1209
|
+
</message>
|
|
1210
|
+
<message name="Allocation" msgtype="J" msgcat="app">
|
|
1211
|
+
<field name="AllocID" required="Y"/>
|
|
1212
|
+
<field name="AllocTransType" required="Y"/>
|
|
1213
|
+
<field name="RefAllocID" required="N"/>
|
|
1214
|
+
<field name="AllocLinkID" required="N"/>
|
|
1215
|
+
<field name="AllocLinkType" required="N"/>
|
|
1216
|
+
<group name="NoOrders" required="Y">
|
|
1217
|
+
<field name="ClOrdID" required="Y"/>
|
|
1218
|
+
<field name="OrderID" required="N"/>
|
|
1219
|
+
<field name="SecondaryOrderID" required="N"/>
|
|
1220
|
+
<field name="ListID" required="N"/>
|
|
1221
|
+
<field name="WaveNo" required="N"/>
|
|
1222
|
+
</group>
|
|
1223
|
+
<group name="NoExecs" required="N">
|
|
1224
|
+
<field name="LastShares" required="N"/>
|
|
1225
|
+
<field name="ExecID" required="N"/>
|
|
1226
|
+
<field name="LastPx" required="N"/>
|
|
1227
|
+
<field name="LastCapacity" required="N"/>
|
|
1228
|
+
</group>
|
|
1229
|
+
<field name="Side" required="Y"/>
|
|
1230
|
+
<field name="Symbol" required="Y"/>
|
|
1231
|
+
<field name="SymbolSfx" required="N"/>
|
|
1232
|
+
<field name="SecurityID" required="N"/>
|
|
1233
|
+
<field name="IDSource" required="N"/>
|
|
1234
|
+
<field name="SecurityType" required="N"/>
|
|
1235
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1236
|
+
<field name="MaturityDay" required="N"/>
|
|
1237
|
+
<field name="PutOrCall" required="N"/>
|
|
1238
|
+
<field name="StrikePrice" required="N"/>
|
|
1239
|
+
<field name="OptAttribute" required="N"/>
|
|
1240
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1241
|
+
<field name="CouponRate" required="N"/>
|
|
1242
|
+
<field name="SecurityExchange" required="N"/>
|
|
1243
|
+
<field name="Issuer" required="N"/>
|
|
1244
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1245
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1246
|
+
<field name="SecurityDesc" required="N"/>
|
|
1247
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1248
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1249
|
+
<field name="Shares" required="Y"/>
|
|
1250
|
+
<field name="LastMkt" required="N"/>
|
|
1251
|
+
<field name="TradingSessionID" required="N"/>
|
|
1252
|
+
<field name="AvgPx" required="Y"/>
|
|
1253
|
+
<field name="Currency" required="N"/>
|
|
1254
|
+
<field name="AvgPrxPrecision" required="N"/>
|
|
1255
|
+
<field name="TradeDate" required="Y"/>
|
|
1256
|
+
<field name="TransactTime" required="N"/>
|
|
1257
|
+
<field name="SettlmntTyp" required="N"/>
|
|
1258
|
+
<field name="FutSettDate" required="N"/>
|
|
1259
|
+
<field name="GrossTradeAmt" required="N"/>
|
|
1260
|
+
<field name="NetMoney" required="N"/>
|
|
1261
|
+
<field name="OpenClose" required="N"/>
|
|
1262
|
+
<field name="Text" required="N"/>
|
|
1263
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1264
|
+
<field name="EncodedText" required="N"/>
|
|
1265
|
+
<field name="NumDaysInterest" required="N"/>
|
|
1266
|
+
<field name="AccruedInterestRate" required="N"/>
|
|
1267
|
+
<group name="NoAllocs" required="Y">
|
|
1268
|
+
<field name="AllocAccount" required="Y"/>
|
|
1269
|
+
<field name="AllocPrice" required="N"/>
|
|
1270
|
+
<field name="AllocShares" required="Y"/>
|
|
1271
|
+
<field name="ProcessCode" required="N"/>
|
|
1272
|
+
<field name="BrokerOfCredit" required="N"/>
|
|
1273
|
+
<field name="NotifyBrokerOfCredit" required="N"/>
|
|
1274
|
+
<field name="AllocHandlInst" required="N"/>
|
|
1275
|
+
<field name="AllocText" required="N"/>
|
|
1276
|
+
<field name="EncodedAllocTextLen" required="N"/>
|
|
1277
|
+
<field name="EncodedAllocText" required="N"/>
|
|
1278
|
+
<field name="ExecBroker" required="N"/>
|
|
1279
|
+
<field name="ClientID" required="N"/>
|
|
1280
|
+
<field name="Commission" required="N"/>
|
|
1281
|
+
<field name="CommType" required="N"/>
|
|
1282
|
+
<field name="AllocAvgPx" required="N"/>
|
|
1283
|
+
<field name="AllocNetMoney" required="N"/>
|
|
1284
|
+
<field name="SettlCurrAmt" required="N"/>
|
|
1285
|
+
<field name="SettlCurrency" required="N"/>
|
|
1286
|
+
<field name="SettlCurrFxRate" required="N"/>
|
|
1287
|
+
<field name="SettlCurrFxRateCalc" required="N"/>
|
|
1288
|
+
<field name="AccruedInterestAmt" required="N"/>
|
|
1289
|
+
<field name="SettlInstMode" required="N"/>
|
|
1290
|
+
<group name="NoMiscFees" required="N">
|
|
1291
|
+
<field name="MiscFeeAmt" required="N"/>
|
|
1292
|
+
<field name="MiscFeeCurr" required="N"/>
|
|
1293
|
+
<field name="MiscFeeType" required="N"/>
|
|
1294
|
+
</group>
|
|
1295
|
+
</group>
|
|
1296
|
+
</message>
|
|
1297
|
+
<message name="AllocationACK" msgtype="P" msgcat="app">
|
|
1298
|
+
<field name="ClientID" required="N"/>
|
|
1299
|
+
<field name="ExecBroker" required="N"/>
|
|
1300
|
+
<field name="AllocID" required="Y"/>
|
|
1301
|
+
<field name="TradeDate" required="Y"/>
|
|
1302
|
+
<field name="TransactTime" required="N"/>
|
|
1303
|
+
<field name="AllocStatus" required="Y"/>
|
|
1304
|
+
<field name="AllocRejCode" required="N"/>
|
|
1305
|
+
<field name="Text" required="N"/>
|
|
1306
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1307
|
+
<field name="EncodedText" required="N"/>
|
|
1308
|
+
</message>
|
|
1309
|
+
<message name="SettlementInstructions" msgtype="T" msgcat="app">
|
|
1310
|
+
<field name="SettlInstID" required="Y"/>
|
|
1311
|
+
<field name="SettlInstTransType" required="Y"/>
|
|
1312
|
+
<field name="SettlInstRefID" required="Y"/>
|
|
1313
|
+
<field name="SettlInstMode" required="Y"/>
|
|
1314
|
+
<field name="SettlInstSource" required="Y"/>
|
|
1315
|
+
<field name="AllocAccount" required="Y"/>
|
|
1316
|
+
<field name="SettlLocation" required="N"/>
|
|
1317
|
+
<field name="TradeDate" required="N"/>
|
|
1318
|
+
<field name="AllocID" required="N"/>
|
|
1319
|
+
<field name="LastMkt" required="N"/>
|
|
1320
|
+
<field name="TradingSessionID" required="N"/>
|
|
1321
|
+
<field name="Side" required="N"/>
|
|
1322
|
+
<field name="SecurityType" required="N"/>
|
|
1323
|
+
<field name="EffectiveTime" required="N"/>
|
|
1324
|
+
<field name="TransactTime" required="Y"/>
|
|
1325
|
+
<field name="ClientID" required="N"/>
|
|
1326
|
+
<field name="ExecBroker" required="N"/>
|
|
1327
|
+
<field name="StandInstDbType" required="N"/>
|
|
1328
|
+
<field name="StandInstDbName" required="N"/>
|
|
1329
|
+
<field name="StandInstDbID" required="N"/>
|
|
1330
|
+
<field name="SettlDeliveryType" required="N"/>
|
|
1331
|
+
<field name="SettlDepositoryCode" required="N"/>
|
|
1332
|
+
<field name="SettlBrkrCode" required="N"/>
|
|
1333
|
+
<field name="SettlInstCode" required="N"/>
|
|
1334
|
+
<field name="SecuritySettlAgentName" required="N"/>
|
|
1335
|
+
<field name="SecuritySettlAgentCode" required="N"/>
|
|
1336
|
+
<field name="SecuritySettlAgentAcctNum" required="N"/>
|
|
1337
|
+
<field name="SecuritySettlAgentAcctName" required="N"/>
|
|
1338
|
+
<field name="SecuritySettlAgentContactName" required="N"/>
|
|
1339
|
+
<field name="SecuritySettlAgentContactPhone" required="N"/>
|
|
1340
|
+
<field name="CashSettlAgentName" required="N"/>
|
|
1341
|
+
<field name="CashSettlAgentCode" required="N"/>
|
|
1342
|
+
<field name="CashSettlAgentAcctNum" required="N"/>
|
|
1343
|
+
<field name="CashSettlAgentAcctName" required="N"/>
|
|
1344
|
+
<field name="CashSettlAgentContactName" required="N"/>
|
|
1345
|
+
<field name="CashSettlAgentContactPhone" required="N"/>
|
|
1346
|
+
</message>
|
|
1347
|
+
<message name="BidRequest" msgtype="k" msgcat="app">
|
|
1348
|
+
<field name="BidID" required="N" />
|
|
1349
|
+
<field name="ClientBidID" required="Y" />
|
|
1350
|
+
<field name="BidRequestTransType" required="Y" />
|
|
1351
|
+
<field name="ListName" required="N" />
|
|
1352
|
+
<field name="TotalNumSecurities" required="Y" />
|
|
1353
|
+
<field name="BidType" required="Y" />
|
|
1354
|
+
<field name="NumTickets" required="N" />
|
|
1355
|
+
<field name="Currency" required="N" />
|
|
1356
|
+
<field name="SideValue1" required="N" />
|
|
1357
|
+
<field name="SideValue2" required="N" />
|
|
1358
|
+
<group name="NoBidDescriptors" required="N">
|
|
1359
|
+
<field name="BidDescriptorType" required="N" />
|
|
1360
|
+
<field name="BidDescriptor" required="N" />
|
|
1361
|
+
<field name="SideValueInd" required="N" />
|
|
1362
|
+
<field name="LiquidityValue" required="N" />
|
|
1363
|
+
<field name="LiquidityNumSecurities" required="N" />
|
|
1364
|
+
<field name="LiquidityPctLow" required="N" />
|
|
1365
|
+
<field name="LiquidityPctHigh" required="N" />
|
|
1366
|
+
<field name="EFPTrackingError" required="N" />
|
|
1367
|
+
<field name="FairValue" required="N" />
|
|
1368
|
+
<field name="OutsideIndexPct" required="N" />
|
|
1369
|
+
<field name="ValueOfFutures" required="N" />
|
|
1370
|
+
</group>
|
|
1371
|
+
<group name="NoBidComponents" required="N">
|
|
1372
|
+
<field name="ListID" required="N" />
|
|
1373
|
+
<field name="Side" required="N" />
|
|
1374
|
+
<field name="TradingSessionID" required="N" />
|
|
1375
|
+
<field name="NetGrossInd" required="N" />
|
|
1376
|
+
<field name="SettlmntTyp" required="N" />
|
|
1377
|
+
<field name="FutSettDate" required="N" />
|
|
1378
|
+
<field name="Account" required="N" />
|
|
1379
|
+
</group>
|
|
1380
|
+
<field name="LiquidityIndType" required="N" />
|
|
1381
|
+
<field name="WtAverageLiquidity" required="N" />
|
|
1382
|
+
<field name="ExchangeForPhysical" required="N" />
|
|
1383
|
+
<field name="OutMainCntryUIndex" required="N" />
|
|
1384
|
+
<field name="CrossPercent" required="N" />
|
|
1385
|
+
<field name="ProgRptReqs" required="N" />
|
|
1386
|
+
<field name="ProgPeriodInterval" required="N" />
|
|
1387
|
+
<field name="IncTaxInd" required="N" />
|
|
1388
|
+
<field name="ForexReq" required="N" />
|
|
1389
|
+
<field name="NumBidders" required="N" />
|
|
1390
|
+
<field name="TradeDate" required="N" />
|
|
1391
|
+
<field name="TradeType" required="Y" />
|
|
1392
|
+
<field name="BasisPxType" required="Y" />
|
|
1393
|
+
<field name="StrikeTime" required="N" />
|
|
1394
|
+
<field name="Text" required="N" />
|
|
1395
|
+
<field name="EncodedTextLen" required="N" />
|
|
1396
|
+
<field name="EncodedText" required="N" />
|
|
1397
|
+
</message>
|
|
1398
|
+
<message name="BidResponse" msgtype="l" msgcat="app">
|
|
1399
|
+
<field name="BidID" required="N" />
|
|
1400
|
+
<field name="ClientBidID" required="N" />
|
|
1401
|
+
<group name="NoBidComponents" required="Y">
|
|
1402
|
+
<field name="Commission" required="Y" />
|
|
1403
|
+
<field name="CommType" required="Y" />
|
|
1404
|
+
<field name="ListID" required="N" />
|
|
1405
|
+
<field name="Country" required="N" />
|
|
1406
|
+
<field name="Side" required="N" />
|
|
1407
|
+
<field name="Price" required="N" />
|
|
1408
|
+
<field name="PriceType" required="N" />
|
|
1409
|
+
<field name="FairValue" required="N" />
|
|
1410
|
+
<field name="NetGrossInd" required="N" />
|
|
1411
|
+
<field name="SettlmntTyp" required="N" />
|
|
1412
|
+
<field name="FutSettDate" required="N" />
|
|
1413
|
+
<field name="TradingSessionID" required="N" />
|
|
1414
|
+
<field name="Text" required="N" />
|
|
1415
|
+
<field name="EncodedTextLen" required="N" />
|
|
1416
|
+
<field name="EncodedText" required="N" />
|
|
1417
|
+
</group>
|
|
1418
|
+
</message>
|
|
1419
|
+
<message name="NewOrderList" msgtype="E" msgcat="app">
|
|
1420
|
+
<field name="ListID" required="Y"/>
|
|
1421
|
+
<field name="BidID" required="N"/>
|
|
1422
|
+
<field name="ClientBidID" required="N"/>
|
|
1423
|
+
<field name="ProgRptReqs" required="N"/>
|
|
1424
|
+
<field name="BidType" required="Y"/>
|
|
1425
|
+
<field name="ProgPeriodInterval" required="N"/>
|
|
1426
|
+
<field name="ListExecInstType" required="N"/>
|
|
1427
|
+
<field name="ListExecInst" required="N"/>
|
|
1428
|
+
<field name="EncodedListExecInstLen" required="N"/>
|
|
1429
|
+
<field name="EncodedListExecInst" required="N"/>
|
|
1430
|
+
<field name="TotNoOrders" required="Y"/>
|
|
1431
|
+
<group name="NoOrders" required="Y">
|
|
1432
|
+
<field name="ClOrdID" required="Y"/>
|
|
1433
|
+
<field name="ListSeqNo" required="Y"/>
|
|
1434
|
+
<field name="SettlInstMode" required="N"/>
|
|
1435
|
+
<field name="ClientID" required="N"/>
|
|
1436
|
+
<field name="ExecBroker" required="N"/>
|
|
1437
|
+
<field name="Account" required="N"/>
|
|
1438
|
+
<group name="NoAllocs" required="N">
|
|
1439
|
+
<field name="AllocAccount" required="N"/>
|
|
1440
|
+
<field name="AllocShares" required="N"/>
|
|
1441
|
+
</group>
|
|
1442
|
+
<field name="SettlmntTyp" required="N"/>
|
|
1443
|
+
<field name="FutSettDate" required="N"/>
|
|
1444
|
+
<field name="HandlInst" required="N"/>
|
|
1445
|
+
<field name="ExecInst" required="N"/>
|
|
1446
|
+
<field name="MinQty" required="N"/>
|
|
1447
|
+
<field name="MaxFloor" required="N"/>
|
|
1448
|
+
<field name="ExDestination" required="N"/>
|
|
1449
|
+
<group name="NoTradingSessions" required="N">
|
|
1450
|
+
<field name="TradingSessionID" required="N"/>
|
|
1451
|
+
</group>
|
|
1452
|
+
<field name="ProcessCode" required="N"/>
|
|
1453
|
+
<field name="Symbol" required="Y"/>
|
|
1454
|
+
<field name="SymbolSfx" required="N"/>
|
|
1455
|
+
<field name="SecurityID" required="N"/>
|
|
1456
|
+
<field name="IDSource" required="N"/>
|
|
1457
|
+
<field name="SecurityType" required="N"/>
|
|
1458
|
+
<field name="MaturityMonthYear" required="N"/>
|
|
1459
|
+
<field name="MaturityDay" required="N"/>
|
|
1460
|
+
<field name="PutOrCall" required="N"/>
|
|
1461
|
+
<field name="StrikePrice" required="N"/>
|
|
1462
|
+
<field name="OptAttribute" required="N"/>
|
|
1463
|
+
<field name="ContractMultiplier" required="N"/>
|
|
1464
|
+
<field name="CouponRate" required="N"/>
|
|
1465
|
+
<field name="SecurityExchange" required="N"/>
|
|
1466
|
+
<field name="Issuer" required="N"/>
|
|
1467
|
+
<field name="EncodedIssuerLen" required="N"/>
|
|
1468
|
+
<field name="EncodedIssuer" required="N"/>
|
|
1469
|
+
<field name="SecurityDesc" required="N"/>
|
|
1470
|
+
<field name="EncodedSecurityDescLen" required="N"/>
|
|
1471
|
+
<field name="EncodedSecurityDesc" required="N"/>
|
|
1472
|
+
<field name="PrevClosePx" required="N"/>
|
|
1473
|
+
<field name="Side" required="Y"/>
|
|
1474
|
+
<field name="SideValueInd" required="N"/>
|
|
1475
|
+
<field name="LocateReqd" required="N"/>
|
|
1476
|
+
<field name="TransactTime" required="N"/>
|
|
1477
|
+
<field name="OrderQty" required="N"/>
|
|
1478
|
+
<field name="CashOrderQty" required="N"/>
|
|
1479
|
+
<field name="OrdType" required="N"/>
|
|
1480
|
+
<field name="Price" required="N"/>
|
|
1481
|
+
<field name="StopPx" required="N"/>
|
|
1482
|
+
<field name="Currency" required="N"/>
|
|
1483
|
+
<field name="ComplianceID" required="N"/>
|
|
1484
|
+
<field name="SolicitedFlag" required="N"/>
|
|
1485
|
+
<field name="IOIid" required="N"/>
|
|
1486
|
+
<field name="QuoteID" required="N"/>
|
|
1487
|
+
<field name="TimeInForce" required="N"/>
|
|
1488
|
+
<field name="EffectiveTime" required="N"/>
|
|
1489
|
+
<field name="ExpireDate" required="N"/>
|
|
1490
|
+
<field name="ExpireTime" required="N"/>
|
|
1491
|
+
<field name="GTBookingInst" required="N"/>
|
|
1492
|
+
<field name="Commission" required="N"/>
|
|
1493
|
+
<field name="CommType" required="N"/>
|
|
1494
|
+
<field name="Rule80A" required="N"/>
|
|
1495
|
+
<field name="ForexReq" required="N"/>
|
|
1496
|
+
<field name="SettlCurrency" required="N"/>
|
|
1497
|
+
<field name="Text" required="N"/>
|
|
1498
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1499
|
+
<field name="EncodedText" required="N"/>
|
|
1500
|
+
<field name="FutSettDate2" required="N"/>
|
|
1501
|
+
<field name="OrderQty2" required="N"/>
|
|
1502
|
+
<field name="OpenClose" required="N"/>
|
|
1503
|
+
<field name="CoveredOrUncovered" required="N"/>
|
|
1504
|
+
<field name="CustomerOrFirm" required="N"/>
|
|
1505
|
+
<field name="MaxShow" required="N"/>
|
|
1506
|
+
<field name="PegDifference" required="N"/>
|
|
1507
|
+
<field name="DiscretionInst" required="N"/>
|
|
1508
|
+
<field name="DiscretionOffset" required="N"/>
|
|
1509
|
+
<field name="ClearingFirm" required="N"/>
|
|
1510
|
+
<field name="ClearingAccount" required="N"/>
|
|
1511
|
+
</group>
|
|
1512
|
+
</message>
|
|
1513
|
+
<message name="ListStrikePrice" msgtype="m" msgcat="app">
|
|
1514
|
+
<field name="ListID" required="Y" />
|
|
1515
|
+
<field name="TotNoStrikes" required="Y" />
|
|
1516
|
+
<group name="NoStrikes" required="Y">
|
|
1517
|
+
<field name="Symbol" required="Y" />
|
|
1518
|
+
<field name="SymbolSfx" required="N" />
|
|
1519
|
+
<field name="SecurityID" required="N" />
|
|
1520
|
+
<field name="IDSource" required="N" />
|
|
1521
|
+
<field name="SecurityType" required="N" />
|
|
1522
|
+
<field name="MaturityMonthYear" required="N" />
|
|
1523
|
+
<field name="MaturityDay" required="N" />
|
|
1524
|
+
<field name="PutOrCall" required="N" />
|
|
1525
|
+
<field name="StrikePrice" required="N" />
|
|
1526
|
+
<field name="OptAttribute" required="N" />
|
|
1527
|
+
<field name="ContractMultiplier" required="N" />
|
|
1528
|
+
<field name="CouponRate" required="N" />
|
|
1529
|
+
<field name="SecurityExchange" required="N" />
|
|
1530
|
+
<field name="Issuer" required="N" />
|
|
1531
|
+
<field name="EncodedIssuerLen" required="N" />
|
|
1532
|
+
<field name="EncodedIssuer" required="N" />
|
|
1533
|
+
<field name="SecurityDesc" required="N" />
|
|
1534
|
+
<field name="EncodedSecurityDescLen" required="N" />
|
|
1535
|
+
<field name="EncodedSecurityDesc" required="N" />
|
|
1536
|
+
<field name="PrevClosePx" required="N" />
|
|
1537
|
+
<field name="ClOrdID" required="N" />
|
|
1538
|
+
<field name="Side" required="N" />
|
|
1539
|
+
<field name="Price" required="Y" />
|
|
1540
|
+
<field name="Currency" required="N" />
|
|
1541
|
+
<field name="Text" required="N" />
|
|
1542
|
+
<field name="EncodedTextLen" required="N" />
|
|
1543
|
+
<field name="EncodedText" required="N" />
|
|
1544
|
+
</group>
|
|
1545
|
+
</message>
|
|
1546
|
+
<message name="ListStatus" msgtype="N" msgcat="app">
|
|
1547
|
+
<field name="ListID" required="Y"/>
|
|
1548
|
+
<field name="ListStatusType" required="Y"/>
|
|
1549
|
+
<field name="NoRpts" required="Y"/>
|
|
1550
|
+
<field name="ListOrderStatus" required="Y"/>
|
|
1551
|
+
<field name="RptSeq" required="Y"/>
|
|
1552
|
+
<field name="ListStatusText" required="N"/>
|
|
1553
|
+
<field name="EncodedListStatusTextLen" required="N"/>
|
|
1554
|
+
<field name="EncodedListStatusText" required="N"/>
|
|
1555
|
+
<field name="TransactTime" required="N"/>
|
|
1556
|
+
<field name="TotNoOrders" required="Y"/>
|
|
1557
|
+
<group name="NoOrders" required="Y">
|
|
1558
|
+
<field name="ClOrdID" required="Y"/>
|
|
1559
|
+
<field name="CumQty" required="Y"/>
|
|
1560
|
+
<field name="OrdStatus" required="Y"/>
|
|
1561
|
+
<field name="LeavesQty" required="Y"/>
|
|
1562
|
+
<field name="CxlQty" required="Y"/>
|
|
1563
|
+
<field name="AvgPx" required="Y"/>
|
|
1564
|
+
<field name="OrdRejReason" required="N"/>
|
|
1565
|
+
<field name="Text" required="N"/>
|
|
1566
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1567
|
+
<field name="EncodedText" required="N"/>
|
|
1568
|
+
</group>
|
|
1569
|
+
</message>
|
|
1570
|
+
<message name="ListExecute" msgtype="L" msgcat="app">
|
|
1571
|
+
<field name="ListID" required="Y"/>
|
|
1572
|
+
<field name="ClientBidID" required="N"/>
|
|
1573
|
+
<field name="BidID" required="N"/>
|
|
1574
|
+
<field name="TransactTime" required="Y"/>
|
|
1575
|
+
<field name="Text" required="N"/>
|
|
1576
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1577
|
+
<field name="EncodedText" required="N"/>
|
|
1578
|
+
</message>
|
|
1579
|
+
<message name="ListCancelRequest" msgtype="K" msgcat="app">
|
|
1580
|
+
<field name="ListID" required="Y"/>
|
|
1581
|
+
<field name="TransactTime" required="Y"/>
|
|
1582
|
+
<field name="Text" required="N"/>
|
|
1583
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1584
|
+
<field name="EncodedText" required="N"/>
|
|
1585
|
+
</message>
|
|
1586
|
+
<message name="ListStatusRequest" msgtype="M" msgcat="app">
|
|
1587
|
+
<field name="ListID" required="Y"/>
|
|
1588
|
+
<field name="Text" required="N"/>
|
|
1589
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1590
|
+
<field name="EncodedText" required="N"/>
|
|
1591
|
+
</message>
|
|
1592
|
+
<message name="BusinessMessageReject" msgtype="j" msgcat="app">
|
|
1593
|
+
<field name="RefSeqNum" required="N"/>
|
|
1594
|
+
<field name="RefMsgType" required="Y"/>
|
|
1595
|
+
<field name="BusinessRejectRefID" required="N"/>
|
|
1596
|
+
<field name="BusinessRejectReason" required="Y"/>
|
|
1597
|
+
<field name="Text" required="N"/>
|
|
1598
|
+
<field name="EncodedTextLen" required="N"/>
|
|
1599
|
+
<field name="EncodedText" required="N"/>
|
|
1600
|
+
</message>
|
|
1601
|
+
</messages>
|
|
1602
|
+
<fields>
|
|
1603
|
+
<field number="1" name="Account" type="STRING"/>
|
|
1604
|
+
<field number="2" name="AdvId" type="STRING"/>
|
|
1605
|
+
<field number="3" name="AdvRefID" type="STRING"/>
|
|
1606
|
+
<field number="4" name="AdvSide" type="CHAR">
|
|
1607
|
+
<value enum="B" description="BUY"/>
|
|
1608
|
+
<value enum="S" description="SELL"/>
|
|
1609
|
+
<value enum="X" description="CROSS"/>
|
|
1610
|
+
<value enum="T" description="TRADE"/>
|
|
1611
|
+
</field>
|
|
1612
|
+
<field number="5" name="AdvTransType" type="STRING">
|
|
1613
|
+
<value enum="N" description="NEW"/>
|
|
1614
|
+
<value enum="C" description="CANCEL"/>
|
|
1615
|
+
<value enum="R" description="REPLACE"/>
|
|
1616
|
+
</field>
|
|
1617
|
+
<field number="6" name="AvgPx" type="PRICE"/>
|
|
1618
|
+
<field number="7" name="BeginSeqNo" type="INT"/>
|
|
1619
|
+
<field number="8" name="BeginString" type="STRING"/>
|
|
1620
|
+
<field number="9" name="BodyLength" type="INT"/>
|
|
1621
|
+
<field number="10" name="CheckSum" type="STRING"/>
|
|
1622
|
+
<field number="11" name="ClOrdID" type="STRING"/>
|
|
1623
|
+
<field number="12" name="Commission" type="AMT"/>
|
|
1624
|
+
<field number="13" name="CommType" type="CHAR">
|
|
1625
|
+
<value enum="1" description="PER_SHARE"/>
|
|
1626
|
+
<value enum="2" description="PERCENTAGE"/>
|
|
1627
|
+
<value enum="3" description="ABSOLUTE"/>
|
|
1628
|
+
</field>
|
|
1629
|
+
<field number="14" name="CumQty" type="QTY"/>
|
|
1630
|
+
<field number="15" name="Currency" type="CURRENCY"/>
|
|
1631
|
+
<field number="16" name="EndSeqNo" type="INT"/>
|
|
1632
|
+
<field number="17" name="ExecID" type="STRING"/>
|
|
1633
|
+
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
|
|
1634
|
+
<value enum="1" description="NOT_HELD"/>
|
|
1635
|
+
<value enum="2" description="WORK"/>
|
|
1636
|
+
<value enum="3" description="GO_ALONG"/>
|
|
1637
|
+
<value enum="4" description="OVER_THE_DAY"/>
|
|
1638
|
+
<value enum="5" description="HELD"/>
|
|
1639
|
+
<value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
|
|
1640
|
+
<value enum="7" description="STRICT_SCALE"/>
|
|
1641
|
+
<value enum="8" description="TRY_TO_SCALE"/>
|
|
1642
|
+
<value enum="9" description="STAY_ON_BIDSIDE"/>
|
|
1643
|
+
<value enum="0" description="STAY_ON_OFFERSIDE"/>
|
|
1644
|
+
<value enum="A" description="NO_CROSS"/>
|
|
1645
|
+
<value enum="B" description="OK_TO_CROSS"/>
|
|
1646
|
+
<value enum="C" description="CALL_FIRST"/>
|
|
1647
|
+
<value enum="D" description="PERCENT_OF_VOLUME"/>
|
|
1648
|
+
<value enum="E" description="DO_NOT_INCREASE_DNI"/>
|
|
1649
|
+
<value enum="F" description="DO_NOT_REDUCE_DNR"/>
|
|
1650
|
+
<value enum="G" description="ALL_OR_NONE_AON"/>
|
|
1651
|
+
<value enum="I" description="INSTITUTIONS_ONLY"/>
|
|
1652
|
+
<value enum="L" description="LAST_PEG"/>
|
|
1653
|
+
<value enum="M" description="MIDPRICE_PEG"/>
|
|
1654
|
+
<value enum="N" description="NONNEGOTIABLE"/>
|
|
1655
|
+
<value enum="O" description="OPENING_PEG"/>
|
|
1656
|
+
<value enum="P" description="MARKET_PEG"/>
|
|
1657
|
+
<value enum="R" description="PRIMARY_PEG"/>
|
|
1658
|
+
<value enum="S" description="SUSPEND"/>
|
|
1659
|
+
<value enum="T" description="FIXED_PEG"/>
|
|
1660
|
+
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
|
|
1661
|
+
<value enum="V" description="NETTING"/>
|
|
1662
|
+
<value enum="W" description="PEG_TO_VWAP"/>
|
|
1663
|
+
</field>
|
|
1664
|
+
<field number="19" name="ExecRefID" type="STRING"/>
|
|
1665
|
+
<field number="20" name="ExecTransType" type="CHAR">
|
|
1666
|
+
<value enum="0" description="NEW"/>
|
|
1667
|
+
<value enum="1" description="CANCEL"/>
|
|
1668
|
+
<value enum="2" description="CORRECT"/>
|
|
1669
|
+
<value enum="3" description="STATUS"/>
|
|
1670
|
+
</field>
|
|
1671
|
+
<field number="21" name="HandlInst" type="CHAR">
|
|
1672
|
+
<value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
|
|
1673
|
+
<value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
|
|
1674
|
+
<value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
|
|
1675
|
+
</field>
|
|
1676
|
+
<field number="22" name="IDSource" type="STRING">
|
|
1677
|
+
<value enum="1" description="CUSIP"/>
|
|
1678
|
+
<value enum="2" description="SEDOL"/>
|
|
1679
|
+
<value enum="3" description="QUIK"/>
|
|
1680
|
+
<value enum="4" description="ISIN_NUMBER"/>
|
|
1681
|
+
<value enum="5" description="RIC_CODE"/>
|
|
1682
|
+
<value enum="6" description="ISO_CURRENCY_CODE"/>
|
|
1683
|
+
<value enum="7" description="ISO_COUNTRY_CODE"/>
|
|
1684
|
+
<value enum="8" description="EXCHANGE_SYMBOL"/>
|
|
1685
|
+
<value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/>
|
|
1686
|
+
</field>
|
|
1687
|
+
<field number="23" name="IOIid" type="STRING"/>
|
|
1688
|
+
<field number="24" name="IOIOthSvc" type="CHAR"/>
|
|
1689
|
+
<field number="25" name="IOIQltyInd" type="CHAR">
|
|
1690
|
+
<value enum="L" description="LOW"/>
|
|
1691
|
+
<value enum="M" description="MEDIUM"/>
|
|
1692
|
+
<value enum="H" description="HIGH"/>
|
|
1693
|
+
</field>
|
|
1694
|
+
<field number="26" name="IOIRefID" type="STRING"/>
|
|
1695
|
+
<field number="27" name="IOIShares" type="STRING"/>
|
|
1696
|
+
<field number="28" name="IOITransType" type="CHAR">
|
|
1697
|
+
<value enum="N" description="NEW"/>
|
|
1698
|
+
<value enum="C" description="CANCEL"/>
|
|
1699
|
+
<value enum="R" description="REPLACE"/>
|
|
1700
|
+
</field>
|
|
1701
|
+
<field number="29" name="LastCapacity" type="CHAR">
|
|
1702
|
+
<value enum="1" description="AGENT"/>
|
|
1703
|
+
<value enum="2" description="CROSS_AS_AGENT"/>
|
|
1704
|
+
<value enum="3" description="CROSS_AS_PRINCIPAL"/>
|
|
1705
|
+
<value enum="4" description="PRINCIPAL"/>
|
|
1706
|
+
</field>
|
|
1707
|
+
<field number="30" name="LastMkt" type="EXCHANGE"/>
|
|
1708
|
+
<field number="31" name="LastPx" type="PRICE"/>
|
|
1709
|
+
<field number="32" name="LastShares" type="QTY"/>
|
|
1710
|
+
<field number="33" name="LinesOfText" type="INT"/>
|
|
1711
|
+
<field number="34" name="MsgSeqNum" type="INT"/>
|
|
1712
|
+
<field number="35" name="MsgType" type="STRING">
|
|
1713
|
+
<value enum="0" description="HEARTBEAT" />
|
|
1714
|
+
<value enum="1" description="TEST_REQUEST" />
|
|
1715
|
+
<value enum="2" description="RESEND_REQUEST" />
|
|
1716
|
+
<value enum="3" description="REJECT" />
|
|
1717
|
+
<value enum="4" description="SEQUENCE_RESET" />
|
|
1718
|
+
<value enum="5" description="LOGOUT" />
|
|
1719
|
+
<value enum="6" description="INDICATION_OF_INTEREST" />
|
|
1720
|
+
<value enum="7" description="ADVERTISEMENT" />
|
|
1721
|
+
<value enum="8" description="EXECUTION_REPORT" />
|
|
1722
|
+
<value enum="9" description="ORDER_CANCEL_REJECT" />
|
|
1723
|
+
<value enum="A" description="LOGON" />
|
|
1724
|
+
<value enum="B" description="NEWS" />
|
|
1725
|
+
<value enum="C" description="EMAIL" />
|
|
1726
|
+
<value enum="D" description="ORDER_SINGLE" />
|
|
1727
|
+
<value enum="E" description="ORDER_LIST" />
|
|
1728
|
+
<value enum="F" description="ORDER_CANCEL_REQUEST" />
|
|
1729
|
+
<value enum="G" description="ORDER_CANCEL" />
|
|
1730
|
+
<value enum="H" description="ORDER_STATUS_REQUEST" />
|
|
1731
|
+
<value enum="J" description="ALLOCATION" />
|
|
1732
|
+
<value enum="K" description="LIST_CANCEL_REQUEST" />
|
|
1733
|
+
<value enum="L" description="LIST_EXECUTE" />
|
|
1734
|
+
<value enum="M" description="LIST_STATUS_REQUEST" />
|
|
1735
|
+
<value enum="N" description="LIST_STATUS" />
|
|
1736
|
+
<value enum="P" description="ALLOCATION_ACK" />
|
|
1737
|
+
<value enum="Q" description="DONT_KNOW_TRADE" />
|
|
1738
|
+
<value enum="R" description="QUOTE_REQUEST" />
|
|
1739
|
+
<value enum="S" description="QUOTE" />
|
|
1740
|
+
<value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
|
|
1741
|
+
<value enum="V" description="MARKET_DATA_REQUEST" />
|
|
1742
|
+
<value enum="W" description="MARKET_DATA_SNAPSHOT" />
|
|
1743
|
+
<value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
|
|
1744
|
+
<value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
|
|
1745
|
+
<value enum="Z" description="QUOTE_CANCEL" />
|
|
1746
|
+
<value enum="a" description="QUOTE_STATUS_REQUEST" />
|
|
1747
|
+
<value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
|
|
1748
|
+
<value enum="c" description="SECURITY_DEFINITION_REQUEST" />
|
|
1749
|
+
<value enum="d" description="SECURITY_DEFINITION" />
|
|
1750
|
+
<value enum="e" description="SECURITY_STATUS_REQUEST" />
|
|
1751
|
+
<value enum="f" description="SECURITY_STATUS" />
|
|
1752
|
+
<value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
|
|
1753
|
+
<value enum="h" description="TRADING_SESSION_STATUS" />
|
|
1754
|
+
<value enum="i" description="MASS_QUOTE" />
|
|
1755
|
+
<value enum="j" description="BUSINESS_MESSAGE_REJECT" />
|
|
1756
|
+
<value enum="k" description="BID_REQUEST" />
|
|
1757
|
+
<value enum="l" description="BID_RESPONSE" />
|
|
1758
|
+
<value enum="m" description="LIST_STRIKE_PRICE" />
|
|
1759
|
+
</field>
|
|
1760
|
+
<field number="36" name="NewSeqNo" type="INT"/>
|
|
1761
|
+
<field number="37" name="OrderID" type="STRING"/>
|
|
1762
|
+
<field number="38" name="OrderQty" type="QTY"/>
|
|
1763
|
+
<field number="39" name="OrdStatus" type="CHAR">
|
|
1764
|
+
<value enum="0" description="NEW"/>
|
|
1765
|
+
<value enum="1" description="PARTIALLY_FILLED"/>
|
|
1766
|
+
<value enum="2" description="FILLED"/>
|
|
1767
|
+
<value enum="3" description="DONE_FOR_DAY"/>
|
|
1768
|
+
<value enum="4" description="CANCELED"/>
|
|
1769
|
+
<value enum="5" description="REPLACED"/>
|
|
1770
|
+
<value enum="6" description="PENDING_CANCEL"/>
|
|
1771
|
+
<value enum="7" description="STOPPED"/>
|
|
1772
|
+
<value enum="8" description="REJECTED"/>
|
|
1773
|
+
<value enum="9" description="SUSPENDED"/>
|
|
1774
|
+
<value enum="A" description="PENDING_NEW"/>
|
|
1775
|
+
<value enum="B" description="CALCULATED"/>
|
|
1776
|
+
<value enum="C" description="EXPIRED"/>
|
|
1777
|
+
<value enum="D" description="ACCEPTED_FOR_BIDDING"/>
|
|
1778
|
+
<value enum="E" description="PENDING_REPLACE"/>
|
|
1779
|
+
</field>
|
|
1780
|
+
<field number="40" name="OrdType" type="CHAR">
|
|
1781
|
+
<value enum="1" description="MARKET"/>
|
|
1782
|
+
<value enum="2" description="LIMIT"/>
|
|
1783
|
+
<value enum="3" description="STOP"/>
|
|
1784
|
+
<value enum="4" description="STOP_LIMIT"/>
|
|
1785
|
+
<value enum="5" description="MARKET_ON_CLOSE"/>
|
|
1786
|
+
<value enum="6" description="WITH_OR_WITHOUT"/>
|
|
1787
|
+
<value enum="7" description="LIMIT_OR_BETTER"/>
|
|
1788
|
+
<value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
|
|
1789
|
+
<value enum="9" description="ON_BASIS"/>
|
|
1790
|
+
<value enum="A" description="ON_CLOSE"/>
|
|
1791
|
+
<value enum="B" description="LIMIT_ON_CLOSE"/>
|
|
1792
|
+
<value enum="C" description="FOREX_MARKET"/>
|
|
1793
|
+
<value enum="D" description="PREVIOUSLY_QUOTED"/>
|
|
1794
|
+
<value enum="E" description="PREVIOUSLY_INDICATED"/>
|
|
1795
|
+
<value enum="F" description="FOREX_LIMIT"/>
|
|
1796
|
+
<value enum="G" description="FOREX_SWAP"/>
|
|
1797
|
+
<value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
|
|
1798
|
+
<value enum="I" description="FUNARI"/>
|
|
1799
|
+
<value enum="P" description="PEGGED"/>
|
|
1800
|
+
</field>
|
|
1801
|
+
<field number="41" name="OrigClOrdID" type="STRING"/>
|
|
1802
|
+
<field number="42" name="OrigTime" type="UTCTIMESTAMP"/>
|
|
1803
|
+
<field number="43" name="PossDupFlag" type="BOOLEAN">
|
|
1804
|
+
<value enum="Y" description="POSSIBLE_DUPLICATE"/>
|
|
1805
|
+
<value enum="N" description="ORIGINAL_TRANSMISSION"/>
|
|
1806
|
+
</field>
|
|
1807
|
+
<field number="44" name="Price" type="PRICE"/>
|
|
1808
|
+
<field number="45" name="RefSeqNum" type="INT"/>
|
|
1809
|
+
<field number="46" name="RelatdSym" type="STRING"/>
|
|
1810
|
+
<field number="47" name="Rule80A" type="CHAR">
|
|
1811
|
+
<value enum="A" description="AGENCY_SINGLE_ORDER"/>
|
|
1812
|
+
<value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
|
|
1813
|
+
<value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
1814
|
+
<value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
|
|
1815
|
+
<value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
|
|
1816
|
+
<value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
|
|
1817
|
+
<value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
|
|
1818
|
+
<value enum="I" description="INDIVIDUAL_INVESTOR"/>
|
|
1819
|
+
<value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
1820
|
+
<value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
|
|
1821
|
+
<value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
|
|
1822
|
+
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
1823
|
+
<value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
1824
|
+
<value enum="O" description="COMPETING_DEALER_TRADES_O"/>
|
|
1825
|
+
<value enum="P" description="PRINCIPAL"/>
|
|
1826
|
+
<value enum="R" description="COMPETING_DEALER_TRADES_R"/>
|
|
1827
|
+
<value enum="S" description="SPECIALIST_TRADES"/>
|
|
1828
|
+
<value enum="T" description="COMPETING_DEALER_TRADES_T"/>
|
|
1829
|
+
<value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
1830
|
+
<value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
|
|
1831
|
+
<value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
|
|
1832
|
+
<value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
|
|
1833
|
+
<value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
|
|
1834
|
+
</field>
|
|
1835
|
+
<field number="48" name="SecurityID" type="STRING"/>
|
|
1836
|
+
<field number="49" name="SenderCompID" type="STRING"/>
|
|
1837
|
+
<field number="50" name="SenderSubID" type="STRING"/>
|
|
1838
|
+
<field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
|
|
1839
|
+
<field number="53" name="Shares" type="QTY"/>
|
|
1840
|
+
<field number="54" name="Side" type="CHAR">
|
|
1841
|
+
<value enum="1" description="BUY"/>
|
|
1842
|
+
<value enum="2" description="SELL"/>
|
|
1843
|
+
<value enum="3" description="BUY_MINUS"/>
|
|
1844
|
+
<value enum="4" description="SELL_PLUS"/>
|
|
1845
|
+
<value enum="5" description="SELL_SHORT"/>
|
|
1846
|
+
<value enum="6" description="SELL_SHORT_EXEMPT"/>
|
|
1847
|
+
<value enum="7" description="D"/>
|
|
1848
|
+
<value enum="8" description="CROSS"/>
|
|
1849
|
+
<value enum="9" description="CROSS_SHORT"/>
|
|
1850
|
+
</field>
|
|
1851
|
+
<field number="55" name="Symbol" type="STRING"/>
|
|
1852
|
+
<field number="56" name="TargetCompID" type="STRING"/>
|
|
1853
|
+
<field number="57" name="TargetSubID" type="STRING"/>
|
|
1854
|
+
<field number="58" name="Text" type="STRING"/>
|
|
1855
|
+
<field number="59" name="TimeInForce" type="CHAR">
|
|
1856
|
+
<value enum="0" description="DAY"/>
|
|
1857
|
+
<value enum="1" description="GOOD_TILL_CANCEL"/>
|
|
1858
|
+
<value enum="2" description="AT_THE_OPENING"/>
|
|
1859
|
+
<value enum="3" description="IMMEDIATE_OR_CANCEL"/>
|
|
1860
|
+
<value enum="4" description="FILL_OR_KILL"/>
|
|
1861
|
+
<value enum="5" description="GOOD_TILL_CROSSING"/>
|
|
1862
|
+
<value enum="6" description="GOOD_TILL_DATE"/>
|
|
1863
|
+
</field>
|
|
1864
|
+
<field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
|
|
1865
|
+
<field number="61" name="Urgency" type="CHAR">
|
|
1866
|
+
<value enum="0" description="NORMAL"/>
|
|
1867
|
+
<value enum="1" description="FLASH"/>
|
|
1868
|
+
<value enum="2" description="BACKGROUND"/>
|
|
1869
|
+
</field>
|
|
1870
|
+
<field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/>
|
|
1871
|
+
<field number="63" name="SettlmntTyp" type="CHAR">
|
|
1872
|
+
<value enum="0" description="REGULAR"/>
|
|
1873
|
+
<value enum="1" description="CASH"/>
|
|
1874
|
+
<value enum="2" description="NEXT_DAY"/>
|
|
1875
|
+
<value enum="3" description="TPLUS2"/>
|
|
1876
|
+
<value enum="4" description="TPLUS3"/>
|
|
1877
|
+
<value enum="5" description="TPLUS4"/>
|
|
1878
|
+
<value enum="6" description="FUTURE"/>
|
|
1879
|
+
<value enum="7" description="WHEN_ISSUED"/>
|
|
1880
|
+
<value enum="8" description="SELLERS_OPTION"/>
|
|
1881
|
+
<value enum="9" description="TPLUS5"/>
|
|
1882
|
+
</field>
|
|
1883
|
+
<field number="64" name="FutSettDate" type="LOCALMKTDATE"/>
|
|
1884
|
+
<field number="65" name="SymbolSfx" type="STRING"/>
|
|
1885
|
+
<field number="66" name="ListID" type="STRING"/>
|
|
1886
|
+
<field number="67" name="ListSeqNo" type="INT"/>
|
|
1887
|
+
<field number="68" name="TotNoOrders" type="INT"/>
|
|
1888
|
+
<field number="69" name="ListExecInst" type="STRING"/>
|
|
1889
|
+
<field number="70" name="AllocID" type="STRING"/>
|
|
1890
|
+
<field number="71" name="AllocTransType" type="CHAR">
|
|
1891
|
+
<value enum="0" description="NEW"/>
|
|
1892
|
+
<value enum="1" description="REPLACE"/>
|
|
1893
|
+
<value enum="2" description="CANCEL"/>
|
|
1894
|
+
<value enum="3" description="PRELIMINARY"/>
|
|
1895
|
+
<value enum="4" description="CALCULATED"/>
|
|
1896
|
+
<value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/>
|
|
1897
|
+
</field>
|
|
1898
|
+
<field number="72" name="RefAllocID" type="STRING"/>
|
|
1899
|
+
<field number="73" name="NoOrders" type="INT"/>
|
|
1900
|
+
<field number="74" name="AvgPrxPrecision" type="INT"/>
|
|
1901
|
+
<field number="75" name="TradeDate" type="LOCALMKTDATE"/>
|
|
1902
|
+
<field number="76" name="ExecBroker" type="STRING"/>
|
|
1903
|
+
<field number="77" name="OpenClose" type="CHAR">
|
|
1904
|
+
<value enum="O" description="OPEN"/>
|
|
1905
|
+
<value enum="C" description="CLOSE"/>
|
|
1906
|
+
</field>
|
|
1907
|
+
<field number="78" name="NoAllocs" type="INT"/>
|
|
1908
|
+
<field number="79" name="AllocAccount" type="STRING"/>
|
|
1909
|
+
<field number="80" name="AllocShares" type="QTY"/>
|
|
1910
|
+
<field number="81" name="ProcessCode" type="CHAR">
|
|
1911
|
+
<value enum="0" description="REGULAR"/>
|
|
1912
|
+
<value enum="1" description="SOFT_DOLLAR"/>
|
|
1913
|
+
<value enum="2" description="STEPIN"/>
|
|
1914
|
+
<value enum="3" description="STEPOUT"/>
|
|
1915
|
+
<value enum="4" description="SOFTDOLLAR_STEPIN"/>
|
|
1916
|
+
<value enum="5" description="SOFTDOLLAR_STEPOUT"/>
|
|
1917
|
+
<value enum="6" description="PLAN_SPONSOR"/>
|
|
1918
|
+
</field>
|
|
1919
|
+
<field number="82" name="NoRpts" type="INT"/>
|
|
1920
|
+
<field number="83" name="RptSeq" type="INT"/>
|
|
1921
|
+
<field number="84" name="CxlQty" type="QTY"/>
|
|
1922
|
+
<field number="85" name="NoDlvyInst" type="INT"/>
|
|
1923
|
+
<field number="86" name="DlvyInst" type="STRING"/>
|
|
1924
|
+
<field number="87" name="AllocStatus" type="INT">
|
|
1925
|
+
<value enum="0" description="ACCEPTED"/>
|
|
1926
|
+
<value enum="1" description="REJECTED"/>
|
|
1927
|
+
<value enum="2" description="PARTIAL_ACCEPT"/>
|
|
1928
|
+
<value enum="3" description="RECEIVED"/>
|
|
1929
|
+
</field>
|
|
1930
|
+
<field number="88" name="AllocRejCode" type="INT">
|
|
1931
|
+
<value enum="0" description="UNKNOWN_ACCOUNT"/>
|
|
1932
|
+
<value enum="1" description="INCORRECT_QUANTITY"/>
|
|
1933
|
+
<value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
|
|
1934
|
+
<value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
|
|
1935
|
+
<value enum="4" description="COMMISSION_DIFFERENCE"/>
|
|
1936
|
+
<value enum="5" description="UNKNOWN_ORDERID"/>
|
|
1937
|
+
<value enum="6" description="UNKNOWN_LISTID"/>
|
|
1938
|
+
<value enum="7" description="OTHER"/>
|
|
1939
|
+
</field>
|
|
1940
|
+
<field number="89" name="Signature" type="DATA"/>
|
|
1941
|
+
<field number="90" name="SecureDataLen" type="INT"/>
|
|
1942
|
+
<field number="91" name="SecureData" type="DATA"/>
|
|
1943
|
+
<field number="92" name="BrokerOfCredit" type="STRING"/>
|
|
1944
|
+
<field number="93" name="SignatureLength" type="INT"/>
|
|
1945
|
+
<field number="94" name="EmailType" type="CHAR">
|
|
1946
|
+
<value enum="0" description="NEW"/>
|
|
1947
|
+
<value enum="1" description="REPLY"/>
|
|
1948
|
+
<value enum="2" description="ADMIN_REPLY"/>
|
|
1949
|
+
</field>
|
|
1950
|
+
<field number="95" name="RawDataLength" type="INT"/>
|
|
1951
|
+
<field number="96" name="RawData" type="DATA"/>
|
|
1952
|
+
<field number="97" name="PossResend" type="BOOLEAN"/>
|
|
1953
|
+
<field number="98" name="EncryptMethod" type="INT">
|
|
1954
|
+
<value enum="0" description="NONE_OTHER"/>
|
|
1955
|
+
<value enum="1" description="PKCS"/>
|
|
1956
|
+
<value enum="2" description="DES"/>
|
|
1957
|
+
<value enum="3" description="PKCSDES"/>
|
|
1958
|
+
<value enum="4" description="PGPDES"/>
|
|
1959
|
+
<value enum="5" description="PGPDESMD5"/>
|
|
1960
|
+
<value enum="6" description="PEMDESMD5"/>
|
|
1961
|
+
</field>
|
|
1962
|
+
<field number="99" name="StopPx" type="PRICE"/>
|
|
1963
|
+
<field number="100" name="ExDestination" type="EXCHANGE"/>
|
|
1964
|
+
<field number="102" name="CxlRejReason" type="INT">
|
|
1965
|
+
<value enum="0" description="TOO_LATE_TO_CANCEL"/>
|
|
1966
|
+
<value enum="1" description="UNKNOWN_ORDER"/>
|
|
1967
|
+
<value enum="2" description="BROKER_OPTION"/>
|
|
1968
|
+
<value enum="3" description="ALREADY_PENDING"/>
|
|
1969
|
+
</field>
|
|
1970
|
+
<field number="103" name="OrdRejReason" type="INT">
|
|
1971
|
+
<value enum="0" description="BROKER_OPTION"/>
|
|
1972
|
+
<value enum="1" description="UNKNOWN_SYMBOL"/>
|
|
1973
|
+
<value enum="2" description="EXCHANGE_CLOSED"/>
|
|
1974
|
+
<value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
|
|
1975
|
+
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
1976
|
+
<value enum="5" description="UNKNOWN_ORDER"/>
|
|
1977
|
+
<value enum="6" description="DUPLICATE_ORDER"/>
|
|
1978
|
+
<value enum="7" description="DUPLICATE_VERBALYES"/>
|
|
1979
|
+
<value enum="8" description="STALE_ORDER"/>
|
|
1980
|
+
</field>
|
|
1981
|
+
<field number="104" name="IOIQualifier" type="CHAR">
|
|
1982
|
+
<value enum="A" description="ALL_OR_NONE"/>
|
|
1983
|
+
<value enum="C" description="AT_THE_CLOSE"/>
|
|
1984
|
+
<value enum="I" description="IN_TOUCH_WITH"/>
|
|
1985
|
+
<value enum="L" description="LIMIT"/>
|
|
1986
|
+
<value enum="M" description="MORE_BEHIND"/>
|
|
1987
|
+
<value enum="O" description="AT_THE_OPEN"/>
|
|
1988
|
+
<value enum="P" description="TAKING_A_POSITION"/>
|
|
1989
|
+
<value enum="Q" description="AT_THE_MARKET"/>
|
|
1990
|
+
<value enum="R" description="READY_TO_TRADE"/>
|
|
1991
|
+
<value enum="S" description="PORTFOLIO_SHOWN"/>
|
|
1992
|
+
<value enum="T" description="THROUGH_THE_DAY"/>
|
|
1993
|
+
<value enum="V" description="VERSUS"/>
|
|
1994
|
+
<value enum="W" description="INDICATION_WORKING_AWAY"/>
|
|
1995
|
+
<value enum="X" description="CROSSING_OPPORTUNITY"/>
|
|
1996
|
+
<value enum="Y" description="AT_THE_MIDPOINT"/>
|
|
1997
|
+
<value enum="Z" description="PREOPEN"/>
|
|
1998
|
+
</field>
|
|
1999
|
+
<field number="105" name="WaveNo" type="STRING"/>
|
|
2000
|
+
<field number="106" name="Issuer" type="STRING"/>
|
|
2001
|
+
<field number="107" name="SecurityDesc" type="STRING"/>
|
|
2002
|
+
<field number="108" name="HeartBtInt" type="INT"/>
|
|
2003
|
+
<field number="109" name="ClientID" type="STRING"/>
|
|
2004
|
+
<field number="110" name="MinQty" type="QTY"/>
|
|
2005
|
+
<field number="111" name="MaxFloor" type="QTY"/>
|
|
2006
|
+
<field number="112" name="TestReqID" type="STRING"/>
|
|
2007
|
+
<field number="113" name="ReportToExch" type="BOOLEAN">
|
|
2008
|
+
<value enum="Y" description="YES"/>
|
|
2009
|
+
<value enum="N" description="NO"/>
|
|
2010
|
+
</field>
|
|
2011
|
+
<field number="114" name="LocateReqd" type="BOOLEAN">
|
|
2012
|
+
<value enum="Y" description="YES"/>
|
|
2013
|
+
<value enum="N" description="NO"/>
|
|
2014
|
+
</field>
|
|
2015
|
+
<field number="115" name="OnBehalfOfCompID" type="STRING"/>
|
|
2016
|
+
<field number="116" name="OnBehalfOfSubID" type="STRING"/>
|
|
2017
|
+
<field number="117" name="QuoteID" type="STRING"/>
|
|
2018
|
+
<field number="118" name="NetMoney" type="AMT"/>
|
|
2019
|
+
<field number="119" name="SettlCurrAmt" type="AMT"/>
|
|
2020
|
+
<field number="120" name="SettlCurrency" type="CURRENCY"/>
|
|
2021
|
+
<field number="121" name="ForexReq" type="BOOLEAN">
|
|
2022
|
+
<value enum="Y" description="YES"/>
|
|
2023
|
+
<value enum="N" description="NO"/>
|
|
2024
|
+
</field>
|
|
2025
|
+
<field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
|
|
2026
|
+
<field number="123" name="GapFillFlag" type="BOOLEAN">
|
|
2027
|
+
<value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
|
|
2028
|
+
<value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
|
|
2029
|
+
</field>
|
|
2030
|
+
<field number="124" name="NoExecs" type="INT"/>
|
|
2031
|
+
<field number="126" name="ExpireTime" type="UTCTIMESTAMP"/>
|
|
2032
|
+
<field number="127" name="DKReason" type="CHAR">
|
|
2033
|
+
<value enum="A" description="UNKNOWN_SYMBOL"/>
|
|
2034
|
+
<value enum="B" description="WRONG_SIDE"/>
|
|
2035
|
+
<value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
|
|
2036
|
+
<value enum="D" description="NO_MATCHING_ORDER"/>
|
|
2037
|
+
<value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
|
|
2038
|
+
<value enum="Z" description="OTHER" />
|
|
2039
|
+
</field>
|
|
2040
|
+
<field number="128" name="DeliverToCompID" type="STRING"/>
|
|
2041
|
+
<field number="129" name="DeliverToSubID" type="STRING"/>
|
|
2042
|
+
<field number="130" name="IOINaturalFlag" type="BOOLEAN">
|
|
2043
|
+
<value enum="Y" description="NATURAL"/>
|
|
2044
|
+
<value enum="N" description="NOT_NATURAL"/>
|
|
2045
|
+
</field>
|
|
2046
|
+
<field number="131" name="QuoteReqID" type="STRING"/>
|
|
2047
|
+
<field number="132" name="BidPx" type="PRICE"/>
|
|
2048
|
+
<field number="133" name="OfferPx" type="PRICE"/>
|
|
2049
|
+
<field number="134" name="BidSize" type="QTY"/>
|
|
2050
|
+
<field number="135" name="OfferSize" type="QTY"/>
|
|
2051
|
+
<field number="136" name="NoMiscFees" type="INT"/>
|
|
2052
|
+
<field number="137" name="MiscFeeAmt" type="AMT"/>
|
|
2053
|
+
<field number="138" name="MiscFeeCurr" type="CURRENCY"/>
|
|
2054
|
+
<field number="139" name="MiscFeeType" type="CHAR">
|
|
2055
|
+
<value enum="1" description="REGULATORY"/>
|
|
2056
|
+
<value enum="2" description="TAX"/>
|
|
2057
|
+
<value enum="3" description="LOCAL_COMMISSION"/>
|
|
2058
|
+
<value enum="4" description="EXCHANGE_FEES"/>
|
|
2059
|
+
<value enum="5" description="STAMP"/>
|
|
2060
|
+
<value enum="6" description="LEVY"/>
|
|
2061
|
+
<value enum="7" description="OTHER"/>
|
|
2062
|
+
<value enum="8" description="MARKUP"/>
|
|
2063
|
+
<value enum="9" description="CONSUMPTION_TAX"/>
|
|
2064
|
+
</field>
|
|
2065
|
+
<field number="140" name="PrevClosePx" type="PRICE"/>
|
|
2066
|
+
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN">
|
|
2067
|
+
<value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
|
|
2068
|
+
<value enum="N" description="NO"/>
|
|
2069
|
+
</field>
|
|
2070
|
+
<field number="142" name="SenderLocationID" type="STRING"/>
|
|
2071
|
+
<field number="143" name="TargetLocationID" type="STRING"/>
|
|
2072
|
+
<field number="144" name="OnBehalfOfLocationID" type="STRING"/>
|
|
2073
|
+
<field number="145" name="DeliverToLocationID" type="STRING"/>
|
|
2074
|
+
<field number="146" name="NoRelatedSym" type="INT"/>
|
|
2075
|
+
<field number="147" name="Subject" type="STRING"/>
|
|
2076
|
+
<field number="148" name="Headline" type="STRING"/>
|
|
2077
|
+
<field number="149" name="URLLink" type="STRING"/>
|
|
2078
|
+
<field number="150" name="ExecType" type="CHAR">
|
|
2079
|
+
<value enum="0" description="NEW"/>
|
|
2080
|
+
<value enum="1" description="PARTIAL_FILL"/>
|
|
2081
|
+
<value enum="2" description="FILL"/>
|
|
2082
|
+
<value enum="3" description="DONE_FOR_DAY"/>
|
|
2083
|
+
<value enum="4" description="CANCELED"/>
|
|
2084
|
+
<value enum="5" description="REPLACE"/>
|
|
2085
|
+
<value enum="6" description="PENDING_CANCEL"/>
|
|
2086
|
+
<value enum="7" description="STOPPED"/>
|
|
2087
|
+
<value enum="8" description="REJECTED"/>
|
|
2088
|
+
<value enum="9" description="SUSPENDED"/>
|
|
2089
|
+
<value enum="A" description="PENDING_NEW"/>
|
|
2090
|
+
<value enum="B" description="CALCULATED"/>
|
|
2091
|
+
<value enum="C" description="EXPIRED"/>
|
|
2092
|
+
<value enum="D" description="RESTATED"/>
|
|
2093
|
+
<value enum="E" description="PENDING_REPLACE"/>
|
|
2094
|
+
</field>
|
|
2095
|
+
<field number="151" name="LeavesQty" type="QTY"/>
|
|
2096
|
+
<field number="152" name="CashOrderQty" type="QTY"/>
|
|
2097
|
+
<field number="153" name="AllocAvgPx" type="PRICE"/>
|
|
2098
|
+
<field number="154" name="AllocNetMoney" type="AMT"/>
|
|
2099
|
+
<field number="155" name="SettlCurrFxRate" type="FLOAT"/>
|
|
2100
|
+
<field number="156" name="SettlCurrFxRateCalc" type="CHAR">
|
|
2101
|
+
<value enum="M" description="MULTIPLY"/>
|
|
2102
|
+
<value enum="D" description="DIVIDE"/>
|
|
2103
|
+
</field>
|
|
2104
|
+
<field number="157" name="NumDaysInterest" type="INT"/>
|
|
2105
|
+
<field number="158" name="AccruedInterestRate" type="FLOAT"/>
|
|
2106
|
+
<field number="159" name="AccruedInterestAmt" type="AMT"/>
|
|
2107
|
+
<field number="160" name="SettlInstMode" type="CHAR">
|
|
2108
|
+
<value enum="0" description="DEFAULT"/>
|
|
2109
|
+
<value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
|
|
2110
|
+
<value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/>
|
|
2111
|
+
<value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
|
|
2112
|
+
</field>
|
|
2113
|
+
<field number="161" name="AllocText" type="STRING"/>
|
|
2114
|
+
<field number="162" name="SettlInstID" type="STRING"/>
|
|
2115
|
+
<field number="163" name="SettlInstTransType" type="CHAR">
|
|
2116
|
+
<value enum="N" description="NEW"/>
|
|
2117
|
+
<value enum="C" description="CANCEL"/>
|
|
2118
|
+
<value enum="R" description="REPLACE"/>
|
|
2119
|
+
</field>
|
|
2120
|
+
<field number="164" name="EmailThreadID" type="STRING"/>
|
|
2121
|
+
<field number="165" name="SettlInstSource" type="CHAR">
|
|
2122
|
+
<value enum="1" description="BROKER"/>
|
|
2123
|
+
<value enum="2" description="INSTITUTION"/>
|
|
2124
|
+
</field>
|
|
2125
|
+
<field number="166" name="SettlLocation" type="STRING">
|
|
2126
|
+
<value enum="CED" description="CEDEL"/>
|
|
2127
|
+
<value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
|
|
2128
|
+
<value enum="EUR" description="EUROCLEAR"/>
|
|
2129
|
+
<value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
|
|
2130
|
+
<value enum="PNY" description="PHYSICAL"/>
|
|
2131
|
+
<value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
|
|
2132
|
+
<value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
|
|
2133
|
+
</field>
|
|
2134
|
+
<field number="167" name="SecurityType" type="STRING">
|
|
2135
|
+
<value enum="BA" description="BANKERS_ACCEPTANCE"/>
|
|
2136
|
+
<value enum="CB" description="CONVERTIBLE_BOND"/>
|
|
2137
|
+
<value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
|
|
2138
|
+
<value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
|
|
2139
|
+
<value enum="CORP" description="CORPORATE_BOND"/>
|
|
2140
|
+
<value enum="CP" description="COMMERCIAL_PAPER"/>
|
|
2141
|
+
<value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
|
|
2142
|
+
<value enum="CS" description="COMMON_STOCK"/>
|
|
2143
|
+
<value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
|
|
2144
|
+
<value enum="FHL" description="FEDERAL_HOME_LOAN"/>
|
|
2145
|
+
<value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
|
|
2146
|
+
<value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
|
|
2147
|
+
<value enum="FUT" description="FUTURE"/>
|
|
2148
|
+
<value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
|
|
2149
|
+
<value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
|
|
2150
|
+
<value enum="MF" description="MUTUAL_FUND"/>
|
|
2151
|
+
<value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
|
|
2152
|
+
<value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
|
|
2153
|
+
<value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
|
|
2154
|
+
<value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
|
|
2155
|
+
<value enum="MUNI" description="MUNICIPAL_BOND"/>
|
|
2156
|
+
<value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
|
|
2157
|
+
<value enum="OPT" description="OPTION"/>
|
|
2158
|
+
<value enum="PS" description="PREFERRED_STOCK"/>
|
|
2159
|
+
<value enum="RP" description="REPURCHASE_AGREEMENT"/>
|
|
2160
|
+
<value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
|
|
2161
|
+
<value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
|
|
2162
|
+
<value enum="TD" description="TIME_DEPOSIT"/>
|
|
2163
|
+
<value enum="USTB" description="US_TREASURY_BILL"/>
|
|
2164
|
+
<value enum="WAR" description="WARRANT"/>
|
|
2165
|
+
<value enum="ZOO" description="CATS_TIGERS"/>
|
|
2166
|
+
</field>
|
|
2167
|
+
<field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/>
|
|
2168
|
+
<field number="169" name="StandInstDbType" type="INT">
|
|
2169
|
+
<value enum="0" description="OTHER"/>
|
|
2170
|
+
<value enum="1" description="DTC_SID"/>
|
|
2171
|
+
<value enum="2" description="THOMSON_ALERT"/>
|
|
2172
|
+
<value enum="3" description="A_GLOBAL_CUSTODIAN"/>
|
|
2173
|
+
</field>
|
|
2174
|
+
<field number="170" name="StandInstDbName" type="STRING"/>
|
|
2175
|
+
<field number="171" name="StandInstDbID" type="STRING"/>
|
|
2176
|
+
<field number="172" name="SettlDeliveryType" type="INT"/>
|
|
2177
|
+
<field number="173" name="SettlDepositoryCode" type="STRING"/>
|
|
2178
|
+
<field number="174" name="SettlBrkrCode" type="STRING"/>
|
|
2179
|
+
<field number="175" name="SettlInstCode" type="STRING"/>
|
|
2180
|
+
<field number="176" name="SecuritySettlAgentName" type="STRING"/>
|
|
2181
|
+
<field number="177" name="SecuritySettlAgentCode" type="STRING"/>
|
|
2182
|
+
<field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
|
|
2183
|
+
<field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
|
|
2184
|
+
<field number="180" name="SecuritySettlAgentContactName" type="STRING"/>
|
|
2185
|
+
<field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/>
|
|
2186
|
+
<field number="182" name="CashSettlAgentName" type="STRING"/>
|
|
2187
|
+
<field number="183" name="CashSettlAgentCode" type="STRING"/>
|
|
2188
|
+
<field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
|
|
2189
|
+
<field number="185" name="CashSettlAgentAcctName" type="STRING"/>
|
|
2190
|
+
<field number="186" name="CashSettlAgentContactName" type="STRING"/>
|
|
2191
|
+
<field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
|
|
2192
|
+
<field number="188" name="BidSpotRate" type="PRICE"/>
|
|
2193
|
+
<field number="189" name="BidForwardPoints" type="PRICEOFFSET"/>
|
|
2194
|
+
<field number="190" name="OfferSpotRate" type="PRICE"/>
|
|
2195
|
+
<field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/>
|
|
2196
|
+
<field number="192" name="OrderQty2" type="QTY"/>
|
|
2197
|
+
<field number="193" name="FutSettDate2" type="LOCALMKTDATE"/>
|
|
2198
|
+
<field number="194" name="LastSpotRate" type="PRICE"/>
|
|
2199
|
+
<field number="195" name="LastForwardPoints" type="PRICEOFFSET"/>
|
|
2200
|
+
<field number="196" name="AllocLinkID" type="STRING"/>
|
|
2201
|
+
<field number="197" name="AllocLinkType" type="INT">
|
|
2202
|
+
<value enum="0" description="FX_NETTING"/>
|
|
2203
|
+
<value enum="1" description="FX_SWAP"/>
|
|
2204
|
+
</field>
|
|
2205
|
+
<field number="198" name="SecondaryOrderID" type="STRING"/>
|
|
2206
|
+
<field number="199" name="NoIOIQualifiers" type="INT"/>
|
|
2207
|
+
<field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
|
|
2208
|
+
<field number="201" name="PutOrCall" type="INT">
|
|
2209
|
+
<value enum="0" description="PUT"/>
|
|
2210
|
+
<value enum="1" description="CALL"/>
|
|
2211
|
+
</field>
|
|
2212
|
+
<field number="202" name="StrikePrice" type="PRICE"/>
|
|
2213
|
+
<field number="203" name="CoveredOrUncovered" type="INT">
|
|
2214
|
+
<value enum="0" description="COVERED"/>
|
|
2215
|
+
<value enum="1" description="UNCOVERED"/>
|
|
2216
|
+
</field>
|
|
2217
|
+
<field number="204" name="CustomerOrFirm" type="INT">
|
|
2218
|
+
<value enum="0" description="CUSTOMER"/>
|
|
2219
|
+
<value enum="1" description="FIRM"/>
|
|
2220
|
+
</field>
|
|
2221
|
+
<field number="205" name="MaturityDay" type="DAYOFMONTH"/>
|
|
2222
|
+
<field number="206" name="OptAttribute" type="CHAR"/>
|
|
2223
|
+
<field number="207" name="SecurityExchange" type="EXCHANGE"/>
|
|
2224
|
+
<field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN">
|
|
2225
|
+
<value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
|
|
2226
|
+
<value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
|
|
2227
|
+
</field>
|
|
2228
|
+
<field number="209" name="AllocHandlInst" type="INT">
|
|
2229
|
+
<value enum="1" description="MATCH"/>
|
|
2230
|
+
<value enum="2" description="FORWARD"/>
|
|
2231
|
+
<value enum="3" description="FORWARD_AND_MATCH"/>
|
|
2232
|
+
</field>
|
|
2233
|
+
<field number="210" name="MaxShow" type="QTY"/>
|
|
2234
|
+
<field number="211" name="PegDifference" type="PRICEOFFSET"/>
|
|
2235
|
+
<field number="212" name="XmlDataLen" type="INT"/>
|
|
2236
|
+
<field number="213" name="XmlData" type="DATA"/>
|
|
2237
|
+
<field number="214" name="SettlInstRefID" type="STRING"/>
|
|
2238
|
+
<field number="215" name="NoRoutingIDs" type="INT"/>
|
|
2239
|
+
<field number="216" name="RoutingType" type="INT">
|
|
2240
|
+
<value enum="1" description="TARGET_FIRM"/>
|
|
2241
|
+
<value enum="2" description="TARGET_LIST"/>
|
|
2242
|
+
<value enum="3" description="BLOCK_FIRM"/>
|
|
2243
|
+
<value enum="4" description="BLOCK_LIST"/>
|
|
2244
|
+
</field>
|
|
2245
|
+
<field number="217" name="RoutingID" type="STRING"/>
|
|
2246
|
+
<field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/>
|
|
2247
|
+
<field number="219" name="Benchmark" type="CHAR">
|
|
2248
|
+
<value enum="1" description="CURVE"/>
|
|
2249
|
+
<value enum="2" description="FIVEYR"/>
|
|
2250
|
+
<value enum="3" description="OLD5"/>
|
|
2251
|
+
<value enum="4" description="TENYR"/>
|
|
2252
|
+
<value enum="5" description="OLD10"/>
|
|
2253
|
+
<value enum="6" description="THIRTYYR"/>
|
|
2254
|
+
<value enum="7" description="OLD30"/>
|
|
2255
|
+
<value enum="8" description="THREEMOLIBOR"/>
|
|
2256
|
+
<value enum="9" description="SIXMOLIBOR"/>
|
|
2257
|
+
</field>
|
|
2258
|
+
<field number="223" name="CouponRate" type="FLOAT"/>
|
|
2259
|
+
<field number="231" name="ContractMultiplier" type="FLOAT"/>
|
|
2260
|
+
<field number="262" name="MDReqID" type="STRING"/>
|
|
2261
|
+
<field number="263" name="SubscriptionRequestType" type="CHAR">
|
|
2262
|
+
<value enum="0" description="SNAPSHOT"/>
|
|
2263
|
+
<value enum="1" description="SNAPSHOT_PLUS_UPDATES"/>
|
|
2264
|
+
<value enum="2" description="DISABLE_PREVIOUS"/>
|
|
2265
|
+
</field>
|
|
2266
|
+
<field number="264" name="MarketDepth" type="INT">
|
|
2267
|
+
<!--
|
|
2268
|
+
Temporarily commented out until we can handle
|
|
2269
|
+
N>1 scenario
|
|
2270
|
+
|
|
2271
|
+
<value enum="0" description="FULL_BOOK"/>
|
|
2272
|
+
<value enum="1" description="TOP_OF_BOOK"/>
|
|
2273
|
+
-->
|
|
2274
|
+
</field>
|
|
2275
|
+
<field number="265" name="MDUpdateType" type="INT">
|
|
2276
|
+
<value enum="0" description="FULL_REFRESH"/>
|
|
2277
|
+
<value enum="1" description="INCREMENTAL_REFRESH"/>
|
|
2278
|
+
</field>
|
|
2279
|
+
<field number="266" name="AggregatedBook" type="BOOLEAN">
|
|
2280
|
+
<value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/>
|
|
2281
|
+
<value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/>
|
|
2282
|
+
</field>
|
|
2283
|
+
<field number="267" name="NoMDEntryTypes" type="INT"/>
|
|
2284
|
+
<field number="268" name="NoMDEntries" type="INT"/>
|
|
2285
|
+
<field number="269" name="MDEntryType" type="CHAR">
|
|
2286
|
+
<value enum="0" description="BID"/>
|
|
2287
|
+
<value enum="1" description="OFFER"/>
|
|
2288
|
+
<value enum="2" description="TRADE"/>
|
|
2289
|
+
<value enum="3" description="INDEX_VALUE"/>
|
|
2290
|
+
<value enum="4" description="OPENING_PRICE"/>
|
|
2291
|
+
<value enum="5" description="CLOSING_PRICE"/>
|
|
2292
|
+
<value enum="6" description="SETTLEMENT_PRICE"/>
|
|
2293
|
+
<value enum="7" description="TRADING_SESSION_HIGH_PRICE"/>
|
|
2294
|
+
<value enum="8" description="TRADING_SESSION_LOW_PRICE"/>
|
|
2295
|
+
<value enum="9" description="TRADING_SESSION_VWAP_PRICE"/>
|
|
2296
|
+
</field>
|
|
2297
|
+
<field number="270" name="MDEntryPx" type="PRICE"/>
|
|
2298
|
+
<field number="271" name="MDEntrySize" type="QTY"/>
|
|
2299
|
+
<field number="272" name="MDEntryDate" type="UTCDATE"/>
|
|
2300
|
+
<field number="273" name="MDEntryTime" type="UTCTIMEONLY"/>
|
|
2301
|
+
<field number="274" name="TickDirection" type="CHAR">
|
|
2302
|
+
<value enum="0" description="PLUS_TICK"/>
|
|
2303
|
+
<value enum="1" description="ZEROPLUS_TICK"/>
|
|
2304
|
+
<value enum="2" description="MINUS_TICK"/>
|
|
2305
|
+
<value enum="3" description="ZEROMINUS_TICK"/>
|
|
2306
|
+
</field>
|
|
2307
|
+
<field number="275" name="MDMkt" type="EXCHANGE"/>
|
|
2308
|
+
<field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
|
|
2309
|
+
<value enum="A" description="OPEN_ACTIVE"/>
|
|
2310
|
+
<value enum="B" description="CLOSED_INACTIVE"/>
|
|
2311
|
+
<value enum="C" description="EXCHANGE_BEST"/>
|
|
2312
|
+
<value enum="D" description="CONSOLIDATED_BEST"/>
|
|
2313
|
+
<value enum="E" description="LOCKED"/>
|
|
2314
|
+
<value enum="F" description="CROSSED"/>
|
|
2315
|
+
<value enum="G" description="DEPTH"/>
|
|
2316
|
+
<value enum="H" description="FAST_TRADING"/>
|
|
2317
|
+
<value enum="I" description="NONFIRM"/>
|
|
2318
|
+
</field>
|
|
2319
|
+
<field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
|
|
2320
|
+
<value enum="A" description="CASH"/>
|
|
2321
|
+
<value enum="B" description="AVERAGE_PRICE_TRADE"/>
|
|
2322
|
+
<value enum="C" description="CASH_TRADE"/>
|
|
2323
|
+
<value enum="D" description="NEXT_DAY"/>
|
|
2324
|
+
<value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/>
|
|
2325
|
+
<value enum="F" description="INTRADAY_TRADE_DETAIL"/>
|
|
2326
|
+
<value enum="G" description="RULE_127_TRADE"/>
|
|
2327
|
+
<value enum="H" description="RULE_155_TRADE"/>
|
|
2328
|
+
<value enum="I" description="SOLD_LAST"/>
|
|
2329
|
+
<value enum="J" description="NEXT_DAY_TRADE"/>
|
|
2330
|
+
<value enum="K" description="OPENED"/>
|
|
2331
|
+
<value enum="L" description="SELLER"/>
|
|
2332
|
+
<value enum="M" description="SOLD"/>
|
|
2333
|
+
<value enum="N" description="STOPPED_STOCK"/>
|
|
2334
|
+
</field>
|
|
2335
|
+
<field number="278" name="MDEntryID" type="STRING"/>
|
|
2336
|
+
<field number="279" name="MDUpdateAction" type="CHAR">
|
|
2337
|
+
<value enum="0" description="NEW"/>
|
|
2338
|
+
<value enum="1" description="CHANGE"/>
|
|
2339
|
+
<value enum="2" description="DELETE"/>
|
|
2340
|
+
</field>
|
|
2341
|
+
<field number="280" name="MDEntryRefID" type="STRING"/>
|
|
2342
|
+
<field number="281" name="MDReqRejReason" type="CHAR">
|
|
2343
|
+
<value enum="0" description="UNKNOWN_SYMBOL"/>
|
|
2344
|
+
<value enum="1" description="DUPLICATE_MDREQID"/>
|
|
2345
|
+
<value enum="2" description="INSUFFICIENT_BANDWIDTH"/>
|
|
2346
|
+
<value enum="3" description="INSUFFICIENT_PERMISSIONS"/>
|
|
2347
|
+
<value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/>
|
|
2348
|
+
<value enum="5" description="UNSUPPORTED_MARKETDEPTH"/>
|
|
2349
|
+
<value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/>
|
|
2350
|
+
<value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/>
|
|
2351
|
+
<value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/>
|
|
2352
|
+
</field>
|
|
2353
|
+
<field number="282" name="MDEntryOriginator" type="STRING"/>
|
|
2354
|
+
<field number="283" name="LocationID" type="STRING"/>
|
|
2355
|
+
<field number="284" name="DeskID" type="STRING"/>
|
|
2356
|
+
<field number="285" name="DeleteReason" type="CHAR">
|
|
2357
|
+
<value enum="0" description="CANCELATION_TRADE_BUST"/>
|
|
2358
|
+
<value enum="1" description="ERROR"/>
|
|
2359
|
+
</field>
|
|
2360
|
+
<field number="286" name="OpenCloseSettleFlag" type="CHAR">
|
|
2361
|
+
<value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/>
|
|
2362
|
+
<value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/>
|
|
2363
|
+
<value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/>
|
|
2364
|
+
</field>
|
|
2365
|
+
<field number="287" name="SellerDays" type="INT"/>
|
|
2366
|
+
<field number="288" name="MDEntryBuyer" type="STRING"/>
|
|
2367
|
+
<field number="289" name="MDEntrySeller" type="STRING"/>
|
|
2368
|
+
<field number="290" name="MDEntryPositionNo" type="INT"/>
|
|
2369
|
+
<field number="291" name="FinancialStatus" type="CHAR">
|
|
2370
|
+
<value enum="1" description="BANKRUPT"/>
|
|
2371
|
+
</field>
|
|
2372
|
+
<field number="292" name="CorporateAction" type="CHAR">
|
|
2373
|
+
<value enum="A" description="EXDIVIDEND"/>
|
|
2374
|
+
<value enum="B" description="EXDISTRIBUTION"/>
|
|
2375
|
+
<value enum="C" description="EXRIGHTS"/>
|
|
2376
|
+
<value enum="D" description="NEW"/>
|
|
2377
|
+
<value enum="E" description="EXINTEREST"/>
|
|
2378
|
+
</field>
|
|
2379
|
+
<field number="293" name="DefBidSize" type="QTY"/>
|
|
2380
|
+
<field number="294" name="DefOfferSize" type="QTY"/>
|
|
2381
|
+
<field number="295" name="NoQuoteEntries" type="INT"/>
|
|
2382
|
+
<field number="296" name="NoQuoteSets" type="INT"/>
|
|
2383
|
+
<field number="297" name="QuoteAckStatus" type="INT"/>
|
|
2384
|
+
<field number="298" name="QuoteCancelType" type="INT"/>
|
|
2385
|
+
<field number="299" name="QuoteEntryID" type="STRING"/>
|
|
2386
|
+
<field number="300" name="QuoteRejectReason" type="INT">
|
|
2387
|
+
<value enum="1" description="UNKNOWN_SYMBOL"/>
|
|
2388
|
+
<value enum="2" description="EXCHANGE"/>
|
|
2389
|
+
<value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/>
|
|
2390
|
+
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
2391
|
+
<value enum="5" description="UNKNOWN_QUOTE"/>
|
|
2392
|
+
<value enum="6" description="DUPLICATE_QUOTE_7"/>
|
|
2393
|
+
<value enum="8" description="INVALID_PRICE"/>
|
|
2394
|
+
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
|
|
2395
|
+
</field>
|
|
2396
|
+
<field number="301" name="QuoteResponseLevel" type="INT"/>
|
|
2397
|
+
<field number="302" name="QuoteSetID" type="STRING"/>
|
|
2398
|
+
<field number="303" name="QuoteRequestType" type="INT"/>
|
|
2399
|
+
<field number="304" name="TotQuoteEntries" type="INT"/>
|
|
2400
|
+
<field number="305" name="UnderlyingIDSource" type="STRING"/>
|
|
2401
|
+
<field number="306" name="UnderlyingIssuer" type="STRING"/>
|
|
2402
|
+
<field number="307" name="UnderlyingSecurityDesc" type="STRING"/>
|
|
2403
|
+
<field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE"/>
|
|
2404
|
+
<field number="309" name="UnderlyingSecurityID" type="STRING"/>
|
|
2405
|
+
<field number="310" name="UnderlyingSecurityType" type="STRING"/>
|
|
2406
|
+
<field number="311" name="UnderlyingSymbol" type="STRING"/>
|
|
2407
|
+
<field number="312" name="UnderlyingSymbolSfx" type="STRING"/>
|
|
2408
|
+
<field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR"/>
|
|
2409
|
+
<field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH"/>
|
|
2410
|
+
<field number="315" name="UnderlyingPutOrCall" type="INT"/>
|
|
2411
|
+
<field number="316" name="UnderlyingStrikePrice" type="PRICE"/>
|
|
2412
|
+
<field number="317" name="UnderlyingOptAttribute" type="CHAR"/>
|
|
2413
|
+
<field number="318" name="UnderlyingCurrency" type="CURRENCY"/>
|
|
2414
|
+
<field number="319" name="RatioQty" type="QTY"/>
|
|
2415
|
+
<field number="320" name="SecurityReqID" type="STRING"/>
|
|
2416
|
+
<field number="321" name="SecurityRequestType" type="INT">
|
|
2417
|
+
<value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS"/>
|
|
2418
|
+
<value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED"/>
|
|
2419
|
+
<value enum="2" description="REQUEST_LIST_SECURITY_TYPES"/>
|
|
2420
|
+
<value enum="3" description="REQUEST_LIST_SECURITIES"/>
|
|
2421
|
+
</field>
|
|
2422
|
+
<field number="322" name="SecurityResponseID" type="STRING"/>
|
|
2423
|
+
<field number="323" name="SecurityResponseType" type="INT">
|
|
2424
|
+
<value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS"/>
|
|
2425
|
+
<value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE"/>
|
|
2426
|
+
<value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST"/>
|
|
2427
|
+
<value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST"/>
|
|
2428
|
+
<value enum="5" description="REJECT_SECURITY_PROPOSAL"/>
|
|
2429
|
+
<value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA"/>
|
|
2430
|
+
</field>
|
|
2431
|
+
<field number="324" name="SecurityStatusReqID" type="STRING"/>
|
|
2432
|
+
<field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
|
|
2433
|
+
<value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/>
|
|
2434
|
+
<value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/>
|
|
2435
|
+
</field>
|
|
2436
|
+
<field number="326" name="SecurityTradingStatus" type="INT">
|
|
2437
|
+
<value enum="1" description="OPENING_DELAY"/>
|
|
2438
|
+
<value enum="2" description="TRADING_HALT"/>
|
|
2439
|
+
<value enum="3" description="RESUME"/>
|
|
2440
|
+
<value enum="4" description="NO_OPENNO_RESUME"/>
|
|
2441
|
+
<value enum="5" description="PRICE_INDICATION"/>
|
|
2442
|
+
<value enum="6" description="TRADING_RANGE_INDICATION"/>
|
|
2443
|
+
<value enum="7" description="MARKET_IMBALANCE_BUY"/>
|
|
2444
|
+
<value enum="8" description="MARKET_IMBALANCE_SELL"/>
|
|
2445
|
+
<value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY"/>
|
|
2446
|
+
<value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/>
|
|
2447
|
+
<value enum="11" description="NOT_ASSIGNED" />
|
|
2448
|
+
<value enum="12" description="NO_MARKET_IMBALANCE"/>
|
|
2449
|
+
<value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/>
|
|
2450
|
+
<value enum="14" description="ITS_PREOPENING"/>
|
|
2451
|
+
<value enum="15" description="NEW_PRICE_INDICATION"/>
|
|
2452
|
+
<value enum="16" description="TRADE_DISSEMINATION_TIME"/>
|
|
2453
|
+
<value enum="17" description="READY_TO_TRADE"/>
|
|
2454
|
+
<value enum="18" description="NOT_AVAILABLE_FOR_TRADING"/>
|
|
2455
|
+
<value enum="19" description="NOT_TRADED_ON_THIS_MARKET"/>
|
|
2456
|
+
<value enum="20" description="UNKNOWN_OR_INVALID"/>
|
|
2457
|
+
</field>
|
|
2458
|
+
<field number="327" name="HaltReason" type="CHAR">
|
|
2459
|
+
<value enum="I" description="ORDER_IMBALANCE"/>
|
|
2460
|
+
<value enum="X" description="EQUIPMENT_CHANGEOVER"/>
|
|
2461
|
+
<value enum="P" description="NEWS_PENDING"/>
|
|
2462
|
+
<value enum="D" description="NEWS_DISSEMINATION"/>
|
|
2463
|
+
<value enum="E" description="ORDER_INFLUX"/>
|
|
2464
|
+
<value enum="M" description="ADDITIONAL_INFORMATION"/>
|
|
2465
|
+
</field>
|
|
2466
|
+
<field number="328" name="InViewOfCommon" type="BOOLEAN">
|
|
2467
|
+
<value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/>
|
|
2468
|
+
<value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/>
|
|
2469
|
+
</field>
|
|
2470
|
+
<field number="329" name="DueToRelated" type="BOOLEAN">
|
|
2471
|
+
<value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/>
|
|
2472
|
+
<value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/>
|
|
2473
|
+
</field>
|
|
2474
|
+
<field number="330" name="BuyVolume" type="QTY"/>
|
|
2475
|
+
<field number="331" name="SellVolume" type="QTY"/>
|
|
2476
|
+
<field number="332" name="HighPx" type="PRICE"/>
|
|
2477
|
+
<field number="333" name="LowPx" type="PRICE"/>
|
|
2478
|
+
<field number="334" name="Adjustment" type="INT">
|
|
2479
|
+
<value enum="1" description="CANCEL"/>
|
|
2480
|
+
<value enum="2" description="ERROR"/>
|
|
2481
|
+
<value enum="3" description="CORRECTION"/>
|
|
2482
|
+
</field>
|
|
2483
|
+
<field number="335" name="TradSesReqID" type="STRING"/>
|
|
2484
|
+
<field number="336" name="TradingSessionID" type="STRING"/>
|
|
2485
|
+
<field number="337" name="ContraTrader" type="STRING"/>
|
|
2486
|
+
<field number="338" name="TradSesMethod" type="INT">
|
|
2487
|
+
<value enum="1" description="ELECTRONIC"/>
|
|
2488
|
+
<value enum="2" description="OPEN_OUTCRY"/>
|
|
2489
|
+
<value enum="3" description="TWO_PARTY"/>
|
|
2490
|
+
</field>
|
|
2491
|
+
<field number="339" name="TradSesMode" type="INT">
|
|
2492
|
+
<value enum="1" description="TESTING"/>
|
|
2493
|
+
<value enum="2" description="SIMULATED"/>
|
|
2494
|
+
<value enum="3" description="PRODUCTION"/>
|
|
2495
|
+
</field>
|
|
2496
|
+
<field number="340" name="TradSesStatus" type="INT">
|
|
2497
|
+
<value enum="1" description="HALTED"/>
|
|
2498
|
+
<value enum="2" description="OPEN"/>
|
|
2499
|
+
<value enum="3" description="CLOSED"/>
|
|
2500
|
+
<value enum="4" description="PREOPEN"/>
|
|
2501
|
+
<value enum="5" description="PRECLOSE"/>
|
|
2502
|
+
</field>
|
|
2503
|
+
<field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/>
|
|
2504
|
+
<field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/>
|
|
2505
|
+
<field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/>
|
|
2506
|
+
<field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/>
|
|
2507
|
+
<field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/>
|
|
2508
|
+
<field number="346" name="NumberOfOrders" type="INT"/>
|
|
2509
|
+
<field number="347" name="MessageEncoding" type="STRING"/>
|
|
2510
|
+
<field number="348" name="EncodedIssuerLen" type="INT"/>
|
|
2511
|
+
<field number="349" name="EncodedIssuer" type="DATA"/>
|
|
2512
|
+
<field number="350" name="EncodedSecurityDescLen" type="INT"/>
|
|
2513
|
+
<field number="351" name="EncodedSecurityDesc" type="DATA"/>
|
|
2514
|
+
<field number="352" name="EncodedListExecInstLen" type="INT"/>
|
|
2515
|
+
<field number="353" name="EncodedListExecInst" type="DATA"/>
|
|
2516
|
+
<field number="354" name="EncodedTextLen" type="INT"/>
|
|
2517
|
+
<field number="355" name="EncodedText" type="DATA"/>
|
|
2518
|
+
<field number="356" name="EncodedSubjectLen" type="INT"/>
|
|
2519
|
+
<field number="357" name="EncodedSubject" type="DATA"/>
|
|
2520
|
+
<field number="358" name="EncodedHeadlineLen" type="INT"/>
|
|
2521
|
+
<field number="359" name="EncodedHeadline" type="DATA"/>
|
|
2522
|
+
<field number="360" name="EncodedAllocTextLen" type="INT"/>
|
|
2523
|
+
<field number="361" name="EncodedAllocText" type="DATA"/>
|
|
2524
|
+
<field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/>
|
|
2525
|
+
<field number="363" name="EncodedUnderlyingIssuer" type="DATA"/>
|
|
2526
|
+
<field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"/>
|
|
2527
|
+
<field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/>
|
|
2528
|
+
<field number="366" name="AllocPrice" type="PRICE"/>
|
|
2529
|
+
<field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/>
|
|
2530
|
+
<field number="368" name="QuoteEntryRejectReason" type="INT">
|
|
2531
|
+
<value enum="1" description="UNKNOWN_SYMBOL"/>
|
|
2532
|
+
<value enum="2" description="EXCHANGE"/>
|
|
2533
|
+
<value enum="3" description="QUOTE_EXCEEDS_LIMIT"/>
|
|
2534
|
+
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
2535
|
+
<value enum="5" description="UNKNOWN_QUOTE"/>
|
|
2536
|
+
<value enum="6" description="DUPLICATE_QUOTE"/>
|
|
2537
|
+
<value enum="7" description="INVALID_BIDASK_SPREAD"/>
|
|
2538
|
+
<value enum="8" description="INVALID_PRICE"/>
|
|
2539
|
+
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
|
|
2540
|
+
</field>
|
|
2541
|
+
<field number="369" name="LastMsgSeqNumProcessed" type="INT"/>
|
|
2542
|
+
<field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/>
|
|
2543
|
+
<field number="371" name="RefTagID" type="INT"/>
|
|
2544
|
+
<field number="372" name="RefMsgType" type="STRING"/>
|
|
2545
|
+
<field number="373" name="SessionRejectReason" type="INT">
|
|
2546
|
+
<value enum="0" description="INVALID_TAG_NUMBER"/>
|
|
2547
|
+
<value enum="1" description="REQUIRED_TAG_MISSING"/>
|
|
2548
|
+
<value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
|
|
2549
|
+
<value enum="3" description="UNDEFINED_TAG"/>
|
|
2550
|
+
<value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
|
|
2551
|
+
<value enum="5" description="VALUE_IS_INCORRECT"/>
|
|
2552
|
+
<value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
|
|
2553
|
+
<value enum="7" description="DECRYPTION_PROBLEM"/>
|
|
2554
|
+
<value enum="8" description="SIGNATURE_PROBLEM"/>
|
|
2555
|
+
<value enum="9" description="COMPID_PROBLEM"/>
|
|
2556
|
+
<value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/>
|
|
2557
|
+
<value enum="11" description="E"/>
|
|
2558
|
+
</field>
|
|
2559
|
+
<field number="374" name="BidRequestTransType" type="CHAR">
|
|
2560
|
+
<value enum="N" description="NEW"/>
|
|
2561
|
+
<value enum="C" description="CANCEL"/>
|
|
2562
|
+
</field>
|
|
2563
|
+
<field number="375" name="ContraBroker" type="STRING"/>
|
|
2564
|
+
<field number="376" name="ComplianceID" type="STRING"/>
|
|
2565
|
+
<field number="377" name="SolicitedFlag" type="BOOLEAN">
|
|
2566
|
+
<value enum="Y" description="WAS_SOLCITIED"/>
|
|
2567
|
+
<value enum="N" description="WAS_NOT_SOLICITED"/>
|
|
2568
|
+
</field>
|
|
2569
|
+
<field number="378" name="ExecRestatementReason" type="INT">
|
|
2570
|
+
<value enum="0" description="GT_CORPORATE_ACTION"/>
|
|
2571
|
+
<value enum="1" description="GT_RENEWAL_RESTATEMENT"/>
|
|
2572
|
+
<value enum="2" description="VERBAL_CHANGE"/>
|
|
2573
|
+
<value enum="3" description="REPRICING_OF_ORDER"/>
|
|
2574
|
+
<value enum="4" description="BROKER_OPTION"/>
|
|
2575
|
+
<value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/>
|
|
2576
|
+
</field>
|
|
2577
|
+
<field number="379" name="BusinessRejectRefID" type="STRING"/>
|
|
2578
|
+
<field number="380" name="BusinessRejectReason" type="INT">
|
|
2579
|
+
<value enum="0" description="OTHER"/>
|
|
2580
|
+
<value enum="1" description="UNKOWN_ID"/>
|
|
2581
|
+
<value enum="2" description="UNKNOWN_SECURITY"/>
|
|
2582
|
+
<value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/>
|
|
2583
|
+
<value enum="4" description="APPLICATION_NOT_AVAILABLE"/>
|
|
2584
|
+
<value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/>
|
|
2585
|
+
</field>
|
|
2586
|
+
<field number="381" name="GrossTradeAmt" type="AMT"/>
|
|
2587
|
+
<field number="382" name="NoContraBrokers" type="INT"/>
|
|
2588
|
+
<field number="383" name="MaxMessageSize" type="INT"/>
|
|
2589
|
+
<field number="384" name="NoMsgTypes" type="INT"/>
|
|
2590
|
+
<field number="385" name="MsgDirection" type="CHAR">
|
|
2591
|
+
<value enum="S" description="SEND"/>
|
|
2592
|
+
<value enum="R" description="RECEIVE"/>
|
|
2593
|
+
</field>
|
|
2594
|
+
<field number="386" name="NoTradingSessions" type="INT"/>
|
|
2595
|
+
<field number="387" name="TotalVolumeTraded" type="QTY"/>
|
|
2596
|
+
<field number="388" name="DiscretionInst" type="CHAR">
|
|
2597
|
+
<value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/>
|
|
2598
|
+
<value enum="1" description="RELATED_TO_MARKET_PRICE"/>
|
|
2599
|
+
<value enum="2" description="RELATED_TO_PRIMARY_PRICE"/>
|
|
2600
|
+
<value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/>
|
|
2601
|
+
<value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/>
|
|
2602
|
+
<value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/>
|
|
2603
|
+
</field>
|
|
2604
|
+
<field number="389" name="DiscretionOffset" type="PRICEOFFSET"/>
|
|
2605
|
+
<field number="390" name="BidID" type="STRING"/>
|
|
2606
|
+
<field number="391" name="ClientBidID" type="STRING"/>
|
|
2607
|
+
<field number="392" name="ListName" type="STRING"/>
|
|
2608
|
+
<field number="393" name="TotalNumSecurities" type="INT"/>
|
|
2609
|
+
<field number="394" name="BidType" type="INT"/>
|
|
2610
|
+
<field number="395" name="NumTickets" type="INT"/>
|
|
2611
|
+
<field number="396" name="SideValue1" type="AMT"/>
|
|
2612
|
+
<field number="397" name="SideValue2" type="AMT"/>
|
|
2613
|
+
<field number="398" name="NoBidDescriptors" type="INT"/>
|
|
2614
|
+
<field number="399" name="BidDescriptorType" type="INT"/>
|
|
2615
|
+
<field number="400" name="BidDescriptor" type="STRING"/>
|
|
2616
|
+
<field number="401" name="SideValueInd" type="INT"/>
|
|
2617
|
+
<field number="402" name="LiquidityPctLow" type="FLOAT"/>
|
|
2618
|
+
<field number="403" name="LiquidityPctHigh" type="FLOAT"/>
|
|
2619
|
+
<field number="404" name="LiquidityValue" type="AMT"/>
|
|
2620
|
+
<field number="405" name="EFPTrackingError" type="FLOAT"/>
|
|
2621
|
+
<field number="406" name="FairValue" type="AMT"/>
|
|
2622
|
+
<field number="407" name="OutsideIndexPct" type="FLOAT"/>
|
|
2623
|
+
<field number="408" name="ValueOfFutures" type="AMT"/>
|
|
2624
|
+
<field number="409" name="LiquidityIndType" type="INT"/>
|
|
2625
|
+
<field number="410" name="WtAverageLiquidity" type="FLOAT"/>
|
|
2626
|
+
<field number="411" name="ExchangeForPhysical" type="BOOLEAN">
|
|
2627
|
+
<value enum="Y" description="TRUE"/>
|
|
2628
|
+
<value enum="N" description="FALSE"/>
|
|
2629
|
+
</field>
|
|
2630
|
+
<field number="412" name="OutMainCntryUIndex" type="AMT"/>
|
|
2631
|
+
<field number="413" name="CrossPercent" type="FLOAT"/>
|
|
2632
|
+
<field number="414" name="ProgRptReqs" type="INT"/>
|
|
2633
|
+
<field number="415" name="ProgPeriodInterval" type="INT"/>
|
|
2634
|
+
<field number="416" name="IncTaxInd" type="INT"/>
|
|
2635
|
+
<field number="417" name="NumBidders" type="INT"/>
|
|
2636
|
+
<field number="418" name="TradeType" type="CHAR"/>
|
|
2637
|
+
<field number="419" name="BasisPxType" type="CHAR"/>
|
|
2638
|
+
<field number="420" name="NoBidComponents" type="INT"/>
|
|
2639
|
+
<field number="421" name="Country" type="STRING"/>
|
|
2640
|
+
<field number="422" name="TotNoStrikes" type="INT"/>
|
|
2641
|
+
<field number="423" name="PriceType" type="INT"/>
|
|
2642
|
+
<field number="424" name="DayOrderQty" type="QTY"/>
|
|
2643
|
+
<field number="425" name="DayCumQty" type="QTY"/>
|
|
2644
|
+
<field number="426" name="DayAvgPx" type="PRICE"/>
|
|
2645
|
+
<field number="427" name="GTBookingInst" type="INT">
|
|
2646
|
+
<value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"/>
|
|
2647
|
+
<value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/>
|
|
2648
|
+
<value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/>
|
|
2649
|
+
</field>
|
|
2650
|
+
<field number="428" name="NoStrikes" type="INT"/>
|
|
2651
|
+
<field number="429" name="ListStatusType" type="INT"/>
|
|
2652
|
+
<field number="430" name="NetGrossInd" type="INT"/>
|
|
2653
|
+
<field number="431" name="ListOrderStatus" type="INT"/>
|
|
2654
|
+
<field number="432" name="ExpireDate" type="LOCALMKTDATE"/>
|
|
2655
|
+
<field number="433" name="ListExecInstType" type="CHAR"/>
|
|
2656
|
+
<field number="434" name="CxlRejResponseTo" type="CHAR"/>
|
|
2657
|
+
<field number="435" name="UnderlyingCouponRate" type="FLOAT"/>
|
|
2658
|
+
<field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/>
|
|
2659
|
+
<field number="437" name="ContraTradeQty" type="QTY"/>
|
|
2660
|
+
<field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/>
|
|
2661
|
+
<field number="439" name="ClearingFirm" type="STRING"/>
|
|
2662
|
+
<field number="440" name="ClearingAccount" type="STRING"/>
|
|
2663
|
+
<field number="441" name="LiquidityNumSecurities" type="INT"/>
|
|
2664
|
+
<field number="442" name="MultiLegReportingType" type="CHAR"/>
|
|
2665
|
+
<field number="443" name="StrikeTime" type="UTCTIMESTAMP"/>
|
|
2666
|
+
<field number="444" name="ListStatusText" type="STRING"/>
|
|
2667
|
+
<field number="445" name="EncodedListStatusTextLen" type="INT"/>
|
|
2668
|
+
<field number="446" name="EncodedListStatusText" type="DATA"/>
|
|
2669
|
+
</fields>
|
|
2670
|
+
</fix>
|