quickfix_ruby 1.14.3.1 → 1.15.1
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/ext/quickfix/Acceptor.h +2 -0
- data/ext/quickfix/AtomicCount.h +82 -12
- data/ext/quickfix/DOMDocument.h +9 -7
- data/ext/quickfix/DataDictionary.cpp +77 -14
- data/ext/quickfix/DataDictionary.h +90 -16
- data/ext/quickfix/Dictionary.cpp +1 -2
- data/ext/quickfix/Exceptions.h +3 -5
- data/ext/quickfix/Field.h +83 -32
- data/ext/quickfix/FieldConvertors.cpp +93 -0
- data/ext/quickfix/FieldConvertors.h +129 -275
- data/ext/quickfix/FieldMap.cpp +53 -13
- data/ext/quickfix/FieldMap.h +200 -62
- data/ext/quickfix/FieldTypes.cpp +10 -10
- data/ext/quickfix/FieldTypes.h +293 -44
- data/ext/quickfix/FileLog.cpp +6 -10
- data/ext/quickfix/FileLog.h +4 -10
- data/ext/quickfix/FileStore.cpp +19 -6
- data/ext/quickfix/FileStore.h +4 -0
- data/ext/quickfix/FixFieldNumbers.h +1462 -1461
- data/ext/quickfix/FixFields.h +1462 -1461
- data/ext/quickfix/FixValues.h +3230 -3227
- data/ext/quickfix/HttpConnection.cpp +1 -1
- data/ext/quickfix/Initiator.cpp +7 -1
- data/ext/quickfix/Initiator.h +2 -0
- data/ext/quickfix/Log.h +6 -12
- data/ext/quickfix/Message.cpp +186 -57
- data/ext/quickfix/Message.h +109 -47
- data/ext/quickfix/MySQLConnection.h +1 -1
- data/ext/quickfix/PostgreSQLConnection.h +1 -1
- data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
- data/ext/quickfix/QuickfixRuby.h +1 -1
- data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
- data/ext/quickfix/SSLSocketAcceptor.h +185 -0
- data/ext/quickfix/SSLSocketConnection.cpp +427 -0
- data/ext/quickfix/SSLSocketConnection.h +206 -0
- data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
- data/ext/quickfix/SSLSocketInitiator.h +196 -0
- data/ext/quickfix/Session.cpp +113 -20
- data/ext/quickfix/Session.h +18 -4
- data/ext/quickfix/SessionFactory.cpp +10 -3
- data/ext/quickfix/SessionSettings.cpp +5 -3
- data/ext/quickfix/SessionSettings.h +97 -5
- data/ext/quickfix/Settings.cpp +72 -2
- data/ext/quickfix/Settings.h +3 -0
- data/ext/quickfix/SharedArray.h +140 -6
- data/ext/quickfix/SocketConnection.cpp +2 -2
- data/ext/quickfix/SocketConnector.cpp +5 -2
- data/ext/quickfix/SocketConnector.h +3 -2
- data/ext/quickfix/SocketInitiator.cpp +28 -4
- data/ext/quickfix/SocketInitiator.h +1 -1
- data/ext/quickfix/SocketMonitor.cpp +5 -5
- data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
- data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
- data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
- data/ext/quickfix/ThreadedSocketConnection.h +4 -1
- data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
- data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
- data/ext/quickfix/Utility.cpp +23 -1
- data/ext/quickfix/Utility.h +28 -2
- data/ext/quickfix/UtilitySSL.cpp +1733 -0
- data/ext/quickfix/UtilitySSL.h +277 -0
- data/ext/quickfix/config-all.h +10 -0
- data/ext/quickfix/dirent_windows.h +838 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
- data/ext/quickfix/double-conversion/bignum.cc +766 -0
- data/ext/quickfix/double-conversion/bignum.h +144 -0
- data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
- data/ext/quickfix/double-conversion/cached-powers.h +64 -0
- data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
- data/ext/quickfix/double-conversion/diy-fp.h +118 -0
- data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
- data/ext/quickfix/double-conversion/double-conversion.h +543 -0
- data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
- data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
- data/ext/quickfix/double-conversion/ieee.h +402 -0
- data/ext/quickfix/double-conversion/strtod.cc +557 -0
- data/ext/quickfix/double-conversion/strtod.h +45 -0
- data/ext/quickfix/double-conversion/utils.h +372 -0
- data/ext/quickfix/stdint_msvc.h +254 -0
- data/lib/quickfix44.rb +3329 -10
- data/lib/quickfix50.rb +6649 -81
- data/lib/quickfix50sp1.rb +8054 -142
- data/lib/quickfix50sp2.rb +10900 -234
- data/lib/quickfix_fields.rb +7662 -7649
- data/spec/FIX40.xml +28 -28
- data/spec/FIX41.xml +29 -29
- data/spec/FIX42.xml +47 -47
- data/spec/FIX43.xml +148 -148
- data/spec/FIX44.xml +1078 -1081
- data/spec/FIX50.xml +1292 -1289
- data/spec/FIX50SP1.xml +1811 -1802
- data/spec/FIX50SP2.xml +1948 -1939
- data/spec/FIXT11.xml +5 -8
- data/test/test_FieldBaseTestCase.rb +1 -1
- data/test/test_MessageTestCase.rb +2 -2
- metadata +42 -6
data/spec/FIX40.xml
CHANGED
@@ -1,4 +1,4 @@
|
|
1
|
-
<fix
|
1
|
+
<fix type='FIX' major='4' minor='0' servicepack='0'>
|
2
2
|
<header>
|
3
3
|
<field name='BeginString' required='Y' />
|
4
4
|
<field name='BodyLength' required='Y' />
|
@@ -20,28 +20,28 @@
|
|
20
20
|
<field name='OrigSendingTime' required='N' />
|
21
21
|
</header>
|
22
22
|
<messages>
|
23
|
-
<message name='Heartbeat'
|
23
|
+
<message name='Heartbeat' msgtype='0' msgcat='admin'>
|
24
24
|
<field name='TestReqID' required='N' />
|
25
25
|
</message>
|
26
|
-
<message name='TestRequest'
|
26
|
+
<message name='TestRequest' msgtype='1' msgcat='admin'>
|
27
27
|
<field name='TestReqID' required='Y' />
|
28
28
|
</message>
|
29
|
-
<message name='ResendRequest'
|
29
|
+
<message name='ResendRequest' msgtype='2' msgcat='admin'>
|
30
30
|
<field name='BeginSeqNo' required='Y' />
|
31
31
|
<field name='EndSeqNo' required='Y' />
|
32
32
|
</message>
|
33
|
-
<message name='Reject'
|
33
|
+
<message name='Reject' msgtype='3' msgcat='admin'>
|
34
34
|
<field name='RefSeqNum' required='Y' />
|
35
35
|
<field name='Text' required='N' />
|
36
36
|
</message>
|
37
|
-
<message name='SequenceReset'
|
37
|
+
<message name='SequenceReset' msgtype='4' msgcat='admin'>
|
38
38
|
<field name='GapFillFlag' required='N' />
|
39
39
|
<field name='NewSeqNo' required='Y' />
|
40
40
|
</message>
|
41
|
-
<message name='Logout'
|
41
|
+
<message name='Logout' msgtype='5' msgcat='admin'>
|
42
42
|
<field name='Text' required='N' />
|
43
43
|
</message>
|
44
|
-
<message name='IOI'
|
44
|
+
<message name='IOI' msgtype='6' msgcat='app'>
|
45
45
|
<field name='IOIid' required='Y' />
|
46
46
|
<field name='IOITransType' required='Y' />
|
47
47
|
<field name='IOIRefID' required='N' />
|
@@ -62,7 +62,7 @@
|
|
62
62
|
<field name='IOIQualifier' required='N' />
|
63
63
|
<field name='Text' required='N' />
|
64
64
|
</message>
|
65
|
-
<message name='Advertisement'
|
65
|
+
<message name='Advertisement' msgtype='7' msgcat='app'>
|
66
66
|
<field name='AdvId' required='Y' />
|
67
67
|
<field name='AdvTransType' required='Y' />
|
68
68
|
<field name='AdvRefID' required='N' />
|
@@ -79,7 +79,7 @@
|
|
79
79
|
<field name='TransactTime' required='N' />
|
80
80
|
<field name='Text' required='N' />
|
81
81
|
</message>
|
82
|
-
<message name='ExecutionReport'
|
82
|
+
<message name='ExecutionReport' msgtype='8' msgcat='app'>
|
83
83
|
<field name='OrderID' required='Y' />
|
84
84
|
<field name='ClOrdID' required='N' />
|
85
85
|
<field name='ClientID' required='N' />
|
@@ -130,7 +130,7 @@
|
|
130
130
|
<field name='SettlCurrency' required='N' />
|
131
131
|
<field name='Text' required='N' />
|
132
132
|
</message>
|
133
|
-
<message name='OrderCancelReject'
|
133
|
+
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
|
134
134
|
<field name='OrderID' required='Y' />
|
135
135
|
<field name='ClOrdID' required='Y' />
|
136
136
|
<field name='ClientID' required='N' />
|
@@ -139,13 +139,13 @@
|
|
139
139
|
<field name='CxlRejReason' required='N' />
|
140
140
|
<field name='Text' required='N' />
|
141
141
|
</message>
|
142
|
-
<message name='Logon'
|
142
|
+
<message name='Logon' msgtype='A' msgcat='admin'>
|
143
143
|
<field name='EncryptMethod' required='Y' />
|
144
144
|
<field name='HeartBtInt' required='Y' />
|
145
145
|
<field name='RawDataLength' required='N' />
|
146
146
|
<field name='RawData' required='N' />
|
147
147
|
</message>
|
148
|
-
<message name='News'
|
148
|
+
<message name='News' msgtype='B' msgcat='app'>
|
149
149
|
<field name='OrigTime' required='N' />
|
150
150
|
<field name='Urgency' required='N' />
|
151
151
|
<field name='RelatdSym' required='N' />
|
@@ -154,7 +154,7 @@
|
|
154
154
|
<field name='RawDataLength' required='N' />
|
155
155
|
<field name='RawData' required='N' />
|
156
156
|
</message>
|
157
|
-
<message name='Email'
|
157
|
+
<message name='Email' msgtype='C' msgcat='app'>
|
158
158
|
<field name='EmailType' required='Y' />
|
159
159
|
<field name='OrigTime' required='N' />
|
160
160
|
<field name='RelatdSym' required='N' />
|
@@ -165,7 +165,7 @@
|
|
165
165
|
<field name='RawDataLength' required='N' />
|
166
166
|
<field name='RawData' required='N' />
|
167
167
|
</message>
|
168
|
-
<message name='NewOrderSingle'
|
168
|
+
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
|
169
169
|
<field name='ClOrdID' required='Y' />
|
170
170
|
<field name='ClientID' required='N' />
|
171
171
|
<field name='ExecBroker' required='N' />
|
@@ -203,7 +203,7 @@
|
|
203
203
|
<field name='SettlCurrency' required='N' />
|
204
204
|
<field name='Text' required='N' />
|
205
205
|
</message>
|
206
|
-
<message name='NewOrderList'
|
206
|
+
<message name='NewOrderList' msgtype='E' msgcat='app'>
|
207
207
|
<field name='ListID' required='Y' />
|
208
208
|
<field name='WaveNo' required='N' />
|
209
209
|
<field name='ListSeqNo' required='Y' />
|
@@ -244,7 +244,7 @@
|
|
244
244
|
<field name='SettlCurrency' required='N' />
|
245
245
|
<field name='Text' required='N' />
|
246
246
|
</message>
|
247
|
-
<message name='OrderCancelRequest'
|
247
|
+
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
|
248
248
|
<field name='OrigClOrdID' required='Y' />
|
249
249
|
<field name='OrderID' required='N' />
|
250
250
|
<field name='ClOrdID' required='Y' />
|
@@ -262,7 +262,7 @@
|
|
262
262
|
<field name='OrderQty' required='Y' />
|
263
263
|
<field name='Text' required='N' />
|
264
264
|
</message>
|
265
|
-
<message name='OrderCancelReplaceRequest'
|
265
|
+
<message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
|
266
266
|
<field name='OrderID' required='N' />
|
267
267
|
<field name='ClientID' required='N' />
|
268
268
|
<field name='ExecBroker' required='N' />
|
@@ -298,7 +298,7 @@
|
|
298
298
|
<field name='SettlCurrency' required='N' />
|
299
299
|
<field name='Text' required='N' />
|
300
300
|
</message>
|
301
|
-
<message name='OrderStatusRequest'
|
301
|
+
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
|
302
302
|
<field name='OrderID' required='N' />
|
303
303
|
<field name='ClOrdID' required='Y' />
|
304
304
|
<field name='ClientID' required='N' />
|
@@ -309,7 +309,7 @@
|
|
309
309
|
<field name='SecurityDesc' required='N' />
|
310
310
|
<field name='Side' required='Y' />
|
311
311
|
</message>
|
312
|
-
<message name='Allocation'
|
312
|
+
<message name='Allocation' msgtype='J' msgcat='app'>
|
313
313
|
<field name='AllocID' required='Y' />
|
314
314
|
<field name='AllocTransType' required='Y' />
|
315
315
|
<field name='RefAllocID' required='N' />
|
@@ -363,22 +363,22 @@
|
|
363
363
|
<field name='DlvyInst' required='N' />
|
364
364
|
</group>
|
365
365
|
</message>
|
366
|
-
<message name='ListCancelRequest'
|
366
|
+
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
|
367
367
|
<field name='ListID' required='Y' />
|
368
368
|
<field name='WaveNo' required='N' />
|
369
369
|
<field name='Text' required='N' />
|
370
370
|
</message>
|
371
|
-
<message name='ListExecute'
|
371
|
+
<message name='ListExecute' msgtype='L' msgcat='app'>
|
372
372
|
<field name='ListID' required='Y' />
|
373
373
|
<field name='WaveNo' required='N' />
|
374
374
|
<field name='Text' required='N' />
|
375
375
|
</message>
|
376
|
-
<message name='ListStatusRequest'
|
376
|
+
<message name='ListStatusRequest' msgtype='M' msgcat='app'>
|
377
377
|
<field name='ListID' required='Y' />
|
378
378
|
<field name='WaveNo' required='N' />
|
379
379
|
<field name='Text' required='N' />
|
380
380
|
</message>
|
381
|
-
<message name='ListStatus'
|
381
|
+
<message name='ListStatus' msgtype='N' msgcat='app'>
|
382
382
|
<field name='ListID' required='Y' />
|
383
383
|
<field name='WaveNo' required='N' />
|
384
384
|
<field name='NoRpts' required='Y' />
|
@@ -390,7 +390,7 @@
|
|
390
390
|
<field name='AvgPx' required='Y' />
|
391
391
|
</group>
|
392
392
|
</message>
|
393
|
-
<message name='AllocationInstructionAck'
|
393
|
+
<message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
|
394
394
|
<field name='ClientID' required='N' />
|
395
395
|
<field name='ExecBroker' required='N' />
|
396
396
|
<field name='AllocID' required='Y' />
|
@@ -400,7 +400,7 @@
|
|
400
400
|
<field name='AllocRejCode' required='N' />
|
401
401
|
<field name='Text' required='N' />
|
402
402
|
</message>
|
403
|
-
<message name='DontKnowTrade'
|
403
|
+
<message name='DontKnowTrade' msgtype='Q' msgcat='app'>
|
404
404
|
<field name='OrderID' required='N' />
|
405
405
|
<field name='ExecID' required='N' />
|
406
406
|
<field name='DKReason' required='Y' />
|
@@ -411,7 +411,7 @@
|
|
411
411
|
<field name='LastPx' required='Y' />
|
412
412
|
<field name='Text' required='N' />
|
413
413
|
</message>
|
414
|
-
<message name='QuoteRequest'
|
414
|
+
<message name='QuoteRequest' msgtype='R' msgcat='app'>
|
415
415
|
<field name='QuoteReqID' required='Y' />
|
416
416
|
<field name='Symbol' required='Y' />
|
417
417
|
<field name='SymbolSfx' required='N' />
|
@@ -423,7 +423,7 @@
|
|
423
423
|
<field name='Side' required='N' />
|
424
424
|
<field name='OrderQty' required='N' />
|
425
425
|
</message>
|
426
|
-
<message name='Quote'
|
426
|
+
<message name='Quote' msgtype='S' msgcat='app'>
|
427
427
|
<field name='QuoteReqID' required='N' />
|
428
428
|
<field name='QuoteID' required='Y' />
|
429
429
|
<field name='Symbol' required='Y' />
|
data/spec/FIX41.xml
CHANGED
@@ -1,4 +1,4 @@
|
|
1
|
-
<fix major='4'
|
1
|
+
<fix type='FIX' major='4' minor='1' servicepack='0'>
|
2
2
|
<header>
|
3
3
|
<field name='BeginString' required='Y' />
|
4
4
|
<field name='BodyLength' required='Y' />
|
@@ -24,28 +24,28 @@
|
|
24
24
|
<field name='OrigSendingTime' required='N' />
|
25
25
|
</header>
|
26
26
|
<messages>
|
27
|
-
<message name='Heartbeat'
|
27
|
+
<message name='Heartbeat' msgtype='0' msgcat='admin'>
|
28
28
|
<field name='TestReqID' required='N' />
|
29
29
|
</message>
|
30
|
-
<message name='TestRequest'
|
30
|
+
<message name='TestRequest' msgtype='1' msgcat='admin'>
|
31
31
|
<field name='TestReqID' required='Y' />
|
32
32
|
</message>
|
33
|
-
<message name='ResendRequest'
|
33
|
+
<message name='ResendRequest' msgtype='2' msgcat='admin'>
|
34
34
|
<field name='BeginSeqNo' required='Y' />
|
35
35
|
<field name='EndSeqNo' required='Y' />
|
36
36
|
</message>
|
37
|
-
<message name='Reject'
|
37
|
+
<message name='Reject' msgtype='3' msgcat='admin'>
|
38
38
|
<field name='RefSeqNum' required='Y' />
|
39
39
|
<field name='Text' required='N' />
|
40
40
|
</message>
|
41
|
-
<message name='SequenceReset'
|
41
|
+
<message name='SequenceReset' msgtype='4' msgcat='admin'>
|
42
42
|
<field name='GapFillFlag' required='N' />
|
43
43
|
<field name='NewSeqNo' required='Y' />
|
44
44
|
</message>
|
45
|
-
<message name='Logout'
|
45
|
+
<message name='Logout' msgtype='5' msgcat='admin'>
|
46
46
|
<field name='Text' required='N' />
|
47
47
|
</message>
|
48
|
-
<message name='IOI'
|
48
|
+
<message name='IOI' msgtype='6' msgcat='app'>
|
49
49
|
<field name='IOIid' required='Y' />
|
50
50
|
<field name='IOITransType' required='Y' />
|
51
51
|
<field name='IOIRefID' required='N' />
|
@@ -77,7 +77,7 @@
|
|
77
77
|
<field name='TransactTime' required='N' />
|
78
78
|
<field name='URLLink' required='N' />
|
79
79
|
</message>
|
80
|
-
<message name='Advertisement'
|
80
|
+
<message name='Advertisement' msgtype='7' msgcat='app'>
|
81
81
|
<field name='AdvId' required='Y' />
|
82
82
|
<field name='AdvTransType' required='Y' />
|
83
83
|
<field name='AdvRefID' required='N' />
|
@@ -104,7 +104,7 @@
|
|
104
104
|
<field name='URLLink' required='N' />
|
105
105
|
<field name='LastMkt' required='N' />
|
106
106
|
</message>
|
107
|
-
<message name='ExecutionReport'
|
107
|
+
<message name='ExecutionReport' msgtype='8' msgcat='app'>
|
108
108
|
<field name='OrderID' required='Y' />
|
109
109
|
<field name='SecondaryOrderID' required='N' />
|
110
110
|
<field name='ClOrdID' required='N' />
|
@@ -165,7 +165,7 @@
|
|
165
165
|
<field name='SettlCurrFxRateCalc' required='N' />
|
166
166
|
<field name='Text' required='N' />
|
167
167
|
</message>
|
168
|
-
<message name='OrderCancelReject'
|
168
|
+
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
|
169
169
|
<field name='OrderID' required='Y' />
|
170
170
|
<field name='SecondaryOrderID' required='N' />
|
171
171
|
<field name='ClOrdID' required='Y' />
|
@@ -177,14 +177,14 @@
|
|
177
177
|
<field name='CxlRejReason' required='N' />
|
178
178
|
<field name='Text' required='N' />
|
179
179
|
</message>
|
180
|
-
<message name='Logon'
|
180
|
+
<message name='Logon' msgtype='A' msgcat='admin'>
|
181
181
|
<field name='EncryptMethod' required='Y' />
|
182
182
|
<field name='HeartBtInt' required='Y' />
|
183
183
|
<field name='RawDataLength' required='N' />
|
184
184
|
<field name='RawData' required='N' />
|
185
185
|
<field name='ResetSeqNumFlag' required='N' />
|
186
186
|
</message>
|
187
|
-
<message name='News'
|
187
|
+
<message name='News' msgtype='B' msgcat='app'>
|
188
188
|
<field name='OrigTime' required='N' />
|
189
189
|
<field name='Urgency' required='N' />
|
190
190
|
<field name='Headline' required='Y' />
|
@@ -210,7 +210,7 @@
|
|
210
210
|
<field name='RawDataLength' required='N' />
|
211
211
|
<field name='RawData' required='N' />
|
212
212
|
</message>
|
213
|
-
<message name='Email'
|
213
|
+
<message name='Email' msgtype='C' msgcat='app'>
|
214
214
|
<field name='EmailThreadID' required='Y' />
|
215
215
|
<field name='EmailType' required='Y' />
|
216
216
|
<field name='OrigTime' required='N' />
|
@@ -238,7 +238,7 @@
|
|
238
238
|
<field name='RawDataLength' required='N' />
|
239
239
|
<field name='RawData' required='N' />
|
240
240
|
</message>
|
241
|
-
<message name='NewOrderSingle'
|
241
|
+
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
|
242
242
|
<field name='ClOrdID' required='Y' />
|
243
243
|
<field name='ClientID' required='N' />
|
244
244
|
<field name='ExecBroker' required='N' />
|
@@ -291,7 +291,7 @@
|
|
291
291
|
<field name='MaxShow' required='N' />
|
292
292
|
<field name='PegDifference' required='N' />
|
293
293
|
</message>
|
294
|
-
<message name='NewOrderList'
|
294
|
+
<message name='NewOrderList' msgtype='E' msgcat='app'>
|
295
295
|
<field name='ListID' required='Y' />
|
296
296
|
<field name='WaveNo' required='N' />
|
297
297
|
<field name='ListSeqNo' required='Y' />
|
@@ -346,7 +346,7 @@
|
|
346
346
|
<field name='CustomerOrFirm' required='N' />
|
347
347
|
<field name='MaxShow' required='N' />
|
348
348
|
</message>
|
349
|
-
<message name='OrderCancelRequest'
|
349
|
+
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
|
350
350
|
<field name='OrigClOrdID' required='Y' />
|
351
351
|
<field name='OrderID' required='N' />
|
352
352
|
<field name='ClOrdID' required='Y' />
|
@@ -371,7 +371,7 @@
|
|
371
371
|
<field name='CashOrderQty' required='N' />
|
372
372
|
<field name='Text' required='N' />
|
373
373
|
</message>
|
374
|
-
<message name='OrderCancelReplaceRequest'
|
374
|
+
<message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
|
375
375
|
<field name='OrderID' required='N' />
|
376
376
|
<field name='ClientID' required='N' />
|
377
377
|
<field name='ExecBroker' required='N' />
|
@@ -423,7 +423,7 @@
|
|
423
423
|
<field name='MaxShow' required='N' />
|
424
424
|
<field name='LocateReqd' required='N' />
|
425
425
|
</message>
|
426
|
-
<message name='OrderStatusRequest'
|
426
|
+
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
|
427
427
|
<field name='OrderID' required='N' />
|
428
428
|
<field name='ClOrdID' required='Y' />
|
429
429
|
<field name='ClientID' required='N' />
|
@@ -443,7 +443,7 @@
|
|
443
443
|
<field name='SecurityDesc' required='N' />
|
444
444
|
<field name='Side' required='Y' />
|
445
445
|
</message>
|
446
|
-
<message name='Allocation'
|
446
|
+
<message name='Allocation' msgtype='J' msgcat='app'>
|
447
447
|
<field name='AllocID' required='Y' />
|
448
448
|
<field name='AllocTransType' required='Y' />
|
449
449
|
<field name='RefAllocID' required='N' />
|
@@ -517,22 +517,22 @@
|
|
517
517
|
</group>
|
518
518
|
</group>
|
519
519
|
</message>
|
520
|
-
<message name='ListCancelRequest'
|
520
|
+
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
|
521
521
|
<field name='ListID' required='Y' />
|
522
522
|
<field name='WaveNo' required='N' />
|
523
523
|
<field name='Text' required='N' />
|
524
524
|
</message>
|
525
|
-
<message name='ListExecute'
|
525
|
+
<message name='ListExecute' msgtype='L' msgcat='app'>
|
526
526
|
<field name='ListID' required='Y' />
|
527
527
|
<field name='WaveNo' required='N' />
|
528
528
|
<field name='Text' required='N' />
|
529
529
|
</message>
|
530
|
-
<message name='ListStatusRequest'
|
530
|
+
<message name='ListStatusRequest' msgtype='M' msgcat='app'>
|
531
531
|
<field name='ListID' required='Y' />
|
532
532
|
<field name='WaveNo' required='N' />
|
533
533
|
<field name='Text' required='N' />
|
534
534
|
</message>
|
535
|
-
<message name='ListStatus'
|
535
|
+
<message name='ListStatus' msgtype='N' msgcat='app'>
|
536
536
|
<field name='ListID' required='Y' />
|
537
537
|
<field name='WaveNo' required='N' />
|
538
538
|
<field name='NoRpts' required='Y' />
|
@@ -545,7 +545,7 @@
|
|
545
545
|
<field name='AvgPx' required='Y' />
|
546
546
|
</group>
|
547
547
|
</message>
|
548
|
-
<message name='AllocationInstructionAck'
|
548
|
+
<message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
|
549
549
|
<field name='ClientID' required='N' />
|
550
550
|
<field name='ExecBroker' required='N' />
|
551
551
|
<field name='AllocID' required='Y' />
|
@@ -555,7 +555,7 @@
|
|
555
555
|
<field name='AllocRejCode' required='N' />
|
556
556
|
<field name='Text' required='N' />
|
557
557
|
</message>
|
558
|
-
<message name='DontKnowTrade'
|
558
|
+
<message name='DontKnowTrade' msgtype='Q' msgcat='app'>
|
559
559
|
<field name='OrderID' required='N' />
|
560
560
|
<field name='ExecID' required='N' />
|
561
561
|
<field name='DKReason' required='Y' />
|
@@ -579,7 +579,7 @@
|
|
579
579
|
<field name='LastPx' required='N' />
|
580
580
|
<field name='Text' required='N' />
|
581
581
|
</message>
|
582
|
-
<message name='QuoteRequest'
|
582
|
+
<message name='QuoteRequest' msgtype='R' msgcat='app'>
|
583
583
|
<field name='QuoteReqID' required='Y' />
|
584
584
|
<field name='Symbol' required='Y' />
|
585
585
|
<field name='SymbolSfx' required='N' />
|
@@ -602,7 +602,7 @@
|
|
602
602
|
<field name='FutSettDate2' required='N' />
|
603
603
|
<field name='OrderQty2' required='N' />
|
604
604
|
</message>
|
605
|
-
<message name='Quote'
|
605
|
+
<message name='Quote' msgtype='S' msgcat='app'>
|
606
606
|
<field name='QuoteReqID' required='N' />
|
607
607
|
<field name='QuoteID' required='Y' />
|
608
608
|
<field name='Symbol' required='Y' />
|
@@ -633,7 +633,7 @@
|
|
633
633
|
<field name='FutSettDate2' required='N' />
|
634
634
|
<field name='OrderQty2' required='N' />
|
635
635
|
</message>
|
636
|
-
<message name='SettlementInstructions'
|
636
|
+
<message name='SettlementInstructions' msgtype='T' msgcat='app'>
|
637
637
|
<field name='SettlInstID' required='Y' />
|
638
638
|
<field name='SettlInstTransType' required='Y' />
|
639
639
|
<field name='SettlInstMode' required='Y' />
|
data/spec/FIX42.xml
CHANGED
@@ -1,4 +1,4 @@
|
|
1
|
-
<fix major='4'
|
1
|
+
<fix type='FIX' major='4' minor='2' servicepack='0'>
|
2
2
|
<header>
|
3
3
|
<field name='BeginString' required='Y' />
|
4
4
|
<field name='BodyLength' required='Y' />
|
@@ -29,17 +29,17 @@
|
|
29
29
|
<field name='OnBehalfOfSendingTime' required='N' />
|
30
30
|
</header>
|
31
31
|
<messages>
|
32
|
-
<message name='Heartbeat'
|
32
|
+
<message name='Heartbeat' msgtype='0' msgcat='admin'>
|
33
33
|
<field name='TestReqID' required='N' />
|
34
34
|
</message>
|
35
|
-
<message name='TestRequest'
|
35
|
+
<message name='TestRequest' msgtype='1' msgcat='admin'>
|
36
36
|
<field name='TestReqID' required='Y' />
|
37
37
|
</message>
|
38
|
-
<message name='ResendRequest'
|
38
|
+
<message name='ResendRequest' msgtype='2' msgcat='admin'>
|
39
39
|
<field name='BeginSeqNo' required='Y' />
|
40
40
|
<field name='EndSeqNo' required='Y' />
|
41
41
|
</message>
|
42
|
-
<message name='Reject'
|
42
|
+
<message name='Reject' msgtype='3' msgcat='admin'>
|
43
43
|
<field name='RefSeqNum' required='Y' />
|
44
44
|
<field name='RefTagID' required='N' />
|
45
45
|
<field name='RefMsgType' required='N' />
|
@@ -48,16 +48,16 @@
|
|
48
48
|
<field name='EncodedTextLen' required='N' />
|
49
49
|
<field name='EncodedText' required='N' />
|
50
50
|
</message>
|
51
|
-
<message name='SequenceReset'
|
51
|
+
<message name='SequenceReset' msgtype='4' msgcat='admin'>
|
52
52
|
<field name='GapFillFlag' required='N' />
|
53
53
|
<field name='NewSeqNo' required='Y' />
|
54
54
|
</message>
|
55
|
-
<message name='Logout'
|
55
|
+
<message name='Logout' msgtype='5' msgcat='admin'>
|
56
56
|
<field name='Text' required='N' />
|
57
57
|
<field name='EncodedTextLen' required='N' />
|
58
58
|
<field name='EncodedText' required='N' />
|
59
59
|
</message>
|
60
|
-
<message name='IOI'
|
60
|
+
<message name='IOI' msgtype='6' msgcat='app'>
|
61
61
|
<field name='IOIid' required='Y' />
|
62
62
|
<field name='IOITransType' required='Y' />
|
63
63
|
<field name='IOIRefID' required='N' />
|
@@ -102,7 +102,7 @@
|
|
102
102
|
<field name='SpreadToBenchmark' required='N' />
|
103
103
|
<field name='Benchmark' required='N' />
|
104
104
|
</message>
|
105
|
-
<message name='Advertisement'
|
105
|
+
<message name='Advertisement' msgtype='7' msgcat='app'>
|
106
106
|
<field name='AdvId' required='Y' />
|
107
107
|
<field name='AdvTransType' required='Y' />
|
108
108
|
<field name='AdvRefID' required='N' />
|
@@ -138,7 +138,7 @@
|
|
138
138
|
<field name='LastMkt' required='N' />
|
139
139
|
<field name='TradingSessionID' required='N' />
|
140
140
|
</message>
|
141
|
-
<message name='ExecutionReport'
|
141
|
+
<message name='ExecutionReport' msgtype='8' msgcat='app'>
|
142
142
|
<field name='OrderID' required='Y' />
|
143
143
|
<field name='SecondaryOrderID' required='N' />
|
144
144
|
<field name='ClOrdID' required='N' />
|
@@ -237,7 +237,7 @@
|
|
237
237
|
<field name='ClearingAccount' required='N' />
|
238
238
|
<field name='MultiLegReportingType' required='N' />
|
239
239
|
</message>
|
240
|
-
<message name='OrderCancelReject'
|
240
|
+
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
|
241
241
|
<field name='OrderID' required='Y' />
|
242
242
|
<field name='SecondaryOrderID' required='N' />
|
243
243
|
<field name='ClOrdID' required='Y' />
|
@@ -254,7 +254,7 @@
|
|
254
254
|
<field name='EncodedTextLen' required='N' />
|
255
255
|
<field name='EncodedText' required='N' />
|
256
256
|
</message>
|
257
|
-
<message name='Logon'
|
257
|
+
<message name='Logon' msgtype='A' msgcat='admin'>
|
258
258
|
<field name='EncryptMethod' required='Y' />
|
259
259
|
<field name='HeartBtInt' required='Y' />
|
260
260
|
<field name='RawDataLength' required='N' />
|
@@ -266,7 +266,7 @@
|
|
266
266
|
<field name='MsgDirection' required='N' />
|
267
267
|
</group>
|
268
268
|
</message>
|
269
|
-
<message name='News'
|
269
|
+
<message name='News' msgtype='B' msgcat='app'>
|
270
270
|
<field name='OrigTime' required='N' />
|
271
271
|
<field name='Urgency' required='N' />
|
272
272
|
<field name='Headline' required='Y' />
|
@@ -306,7 +306,7 @@
|
|
306
306
|
<field name='RawDataLength' required='N' />
|
307
307
|
<field name='RawData' required='N' />
|
308
308
|
</message>
|
309
|
-
<message name='Email'
|
309
|
+
<message name='Email' msgtype='C' msgcat='app'>
|
310
310
|
<field name='EmailThreadID' required='Y' />
|
311
311
|
<field name='EmailType' required='Y' />
|
312
312
|
<field name='OrigTime' required='N' />
|
@@ -348,7 +348,7 @@
|
|
348
348
|
<field name='RawDataLength' required='N' />
|
349
349
|
<field name='RawData' required='N' />
|
350
350
|
</message>
|
351
|
-
<message name='NewOrderSingle'
|
351
|
+
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
|
352
352
|
<field name='ClOrdID' required='Y' />
|
353
353
|
<field name='ClientID' required='N' />
|
354
354
|
<field name='ExecBroker' required='N' />
|
@@ -426,7 +426,7 @@
|
|
426
426
|
<field name='ClearingFirm' required='N' />
|
427
427
|
<field name='ClearingAccount' required='N' />
|
428
428
|
</message>
|
429
|
-
<message name='NewOrderList'
|
429
|
+
<message name='NewOrderList' msgtype='E' msgcat='app'>
|
430
430
|
<field name='ListID' required='Y' />
|
431
431
|
<field name='BidID' required='N' />
|
432
432
|
<field name='ClientBidID' required='N' />
|
@@ -520,7 +520,7 @@
|
|
520
520
|
<field name='ClearingAccount' required='N' />
|
521
521
|
</group>
|
522
522
|
</message>
|
523
|
-
<message name='OrderCancelRequest'
|
523
|
+
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
|
524
524
|
<field name='OrigClOrdID' required='Y' />
|
525
525
|
<field name='OrderID' required='N' />
|
526
526
|
<field name='ClOrdID' required='Y' />
|
@@ -557,7 +557,7 @@
|
|
557
557
|
<field name='EncodedTextLen' required='N' />
|
558
558
|
<field name='EncodedText' required='N' />
|
559
559
|
</message>
|
560
|
-
<message name='OrderCancelReplaceRequest'
|
560
|
+
<message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
|
561
561
|
<field name='OrderID' required='N' />
|
562
562
|
<field name='ClientID' required='N' />
|
563
563
|
<field name='ExecBroker' required='N' />
|
@@ -634,7 +634,7 @@
|
|
634
634
|
<field name='ClearingFirm' required='N' />
|
635
635
|
<field name='ClearingAccount' required='N' />
|
636
636
|
</message>
|
637
|
-
<message name='OrderStatusRequest'
|
637
|
+
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
|
638
638
|
<field name='OrderID' required='N' />
|
639
639
|
<field name='ClOrdID' required='Y' />
|
640
640
|
<field name='ClientID' required='N' />
|
@@ -661,7 +661,7 @@
|
|
661
661
|
<field name='EncodedSecurityDesc' required='N' />
|
662
662
|
<field name='Side' required='Y' />
|
663
663
|
</message>
|
664
|
-
<message name='Allocation'
|
664
|
+
<message name='Allocation' msgtype='J' msgcat='app'>
|
665
665
|
<field name='AllocID' required='Y' />
|
666
666
|
<field name='AllocTransType' required='Y' />
|
667
667
|
<field name='RefAllocID' required='N' />
|
@@ -748,14 +748,14 @@
|
|
748
748
|
</group>
|
749
749
|
</group>
|
750
750
|
</message>
|
751
|
-
<message name='ListCancelRequest'
|
751
|
+
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
|
752
752
|
<field name='ListID' required='Y' />
|
753
753
|
<field name='TransactTime' required='Y' />
|
754
754
|
<field name='Text' required='N' />
|
755
755
|
<field name='EncodedTextLen' required='N' />
|
756
756
|
<field name='EncodedText' required='N' />
|
757
757
|
</message>
|
758
|
-
<message name='ListExecute'
|
758
|
+
<message name='ListExecute' msgtype='L' msgcat='app'>
|
759
759
|
<field name='ListID' required='Y' />
|
760
760
|
<field name='ClientBidID' required='N' />
|
761
761
|
<field name='BidID' required='N' />
|
@@ -764,13 +764,13 @@
|
|
764
764
|
<field name='EncodedTextLen' required='N' />
|
765
765
|
<field name='EncodedText' required='N' />
|
766
766
|
</message>
|
767
|
-
<message name='ListStatusRequest'
|
767
|
+
<message name='ListStatusRequest' msgtype='M' msgcat='app'>
|
768
768
|
<field name='ListID' required='Y' />
|
769
769
|
<field name='Text' required='N' />
|
770
770
|
<field name='EncodedTextLen' required='N' />
|
771
771
|
<field name='EncodedText' required='N' />
|
772
772
|
</message>
|
773
|
-
<message name='ListStatus'
|
773
|
+
<message name='ListStatus' msgtype='N' msgcat='app'>
|
774
774
|
<field name='ListID' required='Y' />
|
775
775
|
<field name='ListStatusType' required='Y' />
|
776
776
|
<field name='NoRpts' required='Y' />
|
@@ -794,7 +794,7 @@
|
|
794
794
|
<field name='EncodedText' required='N' />
|
795
795
|
</group>
|
796
796
|
</message>
|
797
|
-
<message name='AllocationInstructionAck'
|
797
|
+
<message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
|
798
798
|
<field name='ClientID' required='N' />
|
799
799
|
<field name='ExecBroker' required='N' />
|
800
800
|
<field name='AllocID' required='Y' />
|
@@ -806,7 +806,7 @@
|
|
806
806
|
<field name='EncodedTextLen' required='N' />
|
807
807
|
<field name='EncodedText' required='N' />
|
808
808
|
</message>
|
809
|
-
<message name='DontKnowTrade'
|
809
|
+
<message name='DontKnowTrade' msgtype='Q' msgcat='app'>
|
810
810
|
<field name='OrderID' required='Y' />
|
811
811
|
<field name='ExecID' required='Y' />
|
812
812
|
<field name='DKReason' required='Y' />
|
@@ -838,7 +838,7 @@
|
|
838
838
|
<field name='EncodedTextLen' required='N' />
|
839
839
|
<field name='EncodedText' required='N' />
|
840
840
|
</message>
|
841
|
-
<message name='QuoteRequest'
|
841
|
+
<message name='QuoteRequest' msgtype='R' msgcat='app'>
|
842
842
|
<field name='QuoteReqID' required='Y' />
|
843
843
|
<group name='NoRelatedSym' required='Y'>
|
844
844
|
<field name='Symbol' required='Y' />
|
@@ -874,7 +874,7 @@
|
|
874
874
|
<field name='Currency' required='N' />
|
875
875
|
</group>
|
876
876
|
</message>
|
877
|
-
<message name='Quote'
|
877
|
+
<message name='Quote' msgtype='S' msgcat='app'>
|
878
878
|
<field name='QuoteReqID' required='N' />
|
879
879
|
<field name='QuoteID' required='Y' />
|
880
880
|
<field name='QuoteResponseLevel' required='N' />
|
@@ -914,7 +914,7 @@
|
|
914
914
|
<field name='OrderQty2' required='N' />
|
915
915
|
<field name='Currency' required='N' />
|
916
916
|
</message>
|
917
|
-
<message name='SettlementInstructions'
|
917
|
+
<message name='SettlementInstructions' msgtype='T' msgcat='app'>
|
918
918
|
<field name='SettlInstID' required='Y' />
|
919
919
|
<field name='SettlInstTransType' required='Y' />
|
920
920
|
<field name='SettlInstRefID' required='Y' />
|
@@ -952,7 +952,7 @@
|
|
952
952
|
<field name='CashSettlAgentContactName' required='N' />
|
953
953
|
<field name='CashSettlAgentContactPhone' required='N' />
|
954
954
|
</message>
|
955
|
-
<message name='MarketDataRequest'
|
955
|
+
<message name='MarketDataRequest' msgtype='V' msgcat='app'>
|
956
956
|
<field name='MDReqID' required='Y' />
|
957
957
|
<field name='SubscriptionRequestType' required='Y' />
|
958
958
|
<field name='MarketDepth' required='Y' />
|
@@ -984,7 +984,7 @@
|
|
984
984
|
<field name='TradingSessionID' required='N' />
|
985
985
|
</group>
|
986
986
|
</message>
|
987
|
-
<message name='MarketDataSnapshotFullRefresh'
|
987
|
+
<message name='MarketDataSnapshotFullRefresh' msgtype='W' msgcat='app'>
|
988
988
|
<field name='MDReqID' required='N' />
|
989
989
|
<field name='Symbol' required='Y' />
|
990
990
|
<field name='SymbolSfx' required='N' />
|
@@ -1041,7 +1041,7 @@
|
|
1041
1041
|
<field name='EncodedText' required='N' />
|
1042
1042
|
</group>
|
1043
1043
|
</message>
|
1044
|
-
<message name='MarketDataIncrementalRefresh'
|
1044
|
+
<message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'>
|
1045
1045
|
<field name='MDReqID' required='N' />
|
1046
1046
|
<group name='NoMDEntries' required='Y'>
|
1047
1047
|
<field name='MDUpdateAction' required='Y' />
|
@@ -1102,14 +1102,14 @@
|
|
1102
1102
|
<field name='EncodedText' required='N' />
|
1103
1103
|
</group>
|
1104
1104
|
</message>
|
1105
|
-
<message name='MarketDataRequestReject'
|
1105
|
+
<message name='MarketDataRequestReject' msgtype='Y' msgcat='app'>
|
1106
1106
|
<field name='MDReqID' required='Y' />
|
1107
1107
|
<field name='MDReqRejReason' required='N' />
|
1108
1108
|
<field name='Text' required='N' />
|
1109
1109
|
<field name='EncodedTextLen' required='N' />
|
1110
1110
|
<field name='EncodedText' required='N' />
|
1111
1111
|
</message>
|
1112
|
-
<message name='QuoteCancel'
|
1112
|
+
<message name='QuoteCancel' msgtype='Z' msgcat='app'>
|
1113
1113
|
<field name='QuoteReqID' required='N' />
|
1114
1114
|
<field name='QuoteID' required='Y' />
|
1115
1115
|
<field name='QuoteCancelType' required='Y' />
|
@@ -1138,7 +1138,7 @@
|
|
1138
1138
|
<field name='UnderlyingSymbol' required='N' />
|
1139
1139
|
</group>
|
1140
1140
|
</message>
|
1141
|
-
<message name='QuoteStatusRequest'
|
1141
|
+
<message name='QuoteStatusRequest' msgtype='a' msgcat='app'>
|
1142
1142
|
<field name='QuoteID' required='N' />
|
1143
1143
|
<field name='Symbol' required='Y' />
|
1144
1144
|
<field name='SymbolSfx' required='N' />
|
@@ -1162,7 +1162,7 @@
|
|
1162
1162
|
<field name='Side' required='N' />
|
1163
1163
|
<field name='TradingSessionID' required='N' />
|
1164
1164
|
</message>
|
1165
|
-
<message name='QuoteAcknowledgement'
|
1165
|
+
<message name='QuoteAcknowledgement' msgtype='b' msgcat='app'>
|
1166
1166
|
<field name='QuoteReqID' required='N' />
|
1167
1167
|
<field name='QuoteID' required='N' />
|
1168
1168
|
<field name='QuoteAckStatus' required='Y' />
|
@@ -1217,7 +1217,7 @@
|
|
1217
1217
|
</group>
|
1218
1218
|
</group>
|
1219
1219
|
</message>
|
1220
|
-
<message name='SecurityDefinitionRequest'
|
1220
|
+
<message name='SecurityDefinitionRequest' msgtype='c' msgcat='app'>
|
1221
1221
|
<field name='SecurityReqID' required='Y' />
|
1222
1222
|
<field name='SecurityRequestType' required='Y' />
|
1223
1223
|
<field name='Symbol' required='N' />
|
@@ -1269,7 +1269,7 @@
|
|
1269
1269
|
<field name='UnderlyingCurrency' required='N' />
|
1270
1270
|
</group>
|
1271
1271
|
</message>
|
1272
|
-
<message name='SecurityDefinition'
|
1272
|
+
<message name='SecurityDefinition' msgtype='d' msgcat='app'>
|
1273
1273
|
<field name='SecurityReqID' required='Y' />
|
1274
1274
|
<field name='SecurityResponseID' required='Y' />
|
1275
1275
|
<field name='SecurityResponseType' required='N' />
|
@@ -1323,7 +1323,7 @@
|
|
1323
1323
|
<field name='UnderlyingCurrency' required='N' />
|
1324
1324
|
</group>
|
1325
1325
|
</message>
|
1326
|
-
<message name='SecurityStatusRequest'
|
1326
|
+
<message name='SecurityStatusRequest' msgtype='e' msgcat='app'>
|
1327
1327
|
<field name='SecurityStatusReqID' required='Y' />
|
1328
1328
|
<field name='Symbol' required='Y' />
|
1329
1329
|
<field name='SymbolSfx' required='N' />
|
@@ -1348,7 +1348,7 @@
|
|
1348
1348
|
<field name='SubscriptionRequestType' required='Y' />
|
1349
1349
|
<field name='TradingSessionID' required='N' />
|
1350
1350
|
</message>
|
1351
|
-
<message name='SecurityStatus'
|
1351
|
+
<message name='SecurityStatus' msgtype='f' msgcat='app'>
|
1352
1352
|
<field name='SecurityStatusReqID' required='N' />
|
1353
1353
|
<field name='Symbol' required='Y' />
|
1354
1354
|
<field name='SymbolSfx' required='N' />
|
@@ -1386,14 +1386,14 @@
|
|
1386
1386
|
<field name='TransactTime' required='N' />
|
1387
1387
|
<field name='Adjustment' required='N' />
|
1388
1388
|
</message>
|
1389
|
-
<message name='TradingSessionStatusRequest'
|
1389
|
+
<message name='TradingSessionStatusRequest' msgtype='g' msgcat='app'>
|
1390
1390
|
<field name='TradSesReqID' required='Y' />
|
1391
1391
|
<field name='TradingSessionID' required='N' />
|
1392
1392
|
<field name='TradSesMethod' required='N' />
|
1393
1393
|
<field name='TradSesMode' required='N' />
|
1394
1394
|
<field name='SubscriptionRequestType' required='Y' />
|
1395
1395
|
</message>
|
1396
|
-
<message name='TradingSessionStatus'
|
1396
|
+
<message name='TradingSessionStatus' msgtype='h' msgcat='app'>
|
1397
1397
|
<field name='TradSesReqID' required='N' />
|
1398
1398
|
<field name='TradingSessionID' required='Y' />
|
1399
1399
|
<field name='TradSesMethod' required='N' />
|
@@ -1410,7 +1410,7 @@
|
|
1410
1410
|
<field name='EncodedTextLen' required='N' />
|
1411
1411
|
<field name='EncodedText' required='N' />
|
1412
1412
|
</message>
|
1413
|
-
<message name='MassQuote'
|
1413
|
+
<message name='MassQuote' msgtype='i' msgcat='app'>
|
1414
1414
|
<field name='QuoteReqID' required='N' />
|
1415
1415
|
<field name='QuoteID' required='Y' />
|
1416
1416
|
<field name='QuoteResponseLevel' required='N' />
|
@@ -1479,7 +1479,7 @@
|
|
1479
1479
|
</group>
|
1480
1480
|
</group>
|
1481
1481
|
</message>
|
1482
|
-
<message name='BusinessMessageReject'
|
1482
|
+
<message name='BusinessMessageReject' msgtype='j' msgcat='app'>
|
1483
1483
|
<field name='RefSeqNum' required='N' />
|
1484
1484
|
<field name='RefMsgType' required='Y' />
|
1485
1485
|
<field name='BusinessRejectRefID' required='N' />
|
@@ -1488,7 +1488,7 @@
|
|
1488
1488
|
<field name='EncodedTextLen' required='N' />
|
1489
1489
|
<field name='EncodedText' required='N' />
|
1490
1490
|
</message>
|
1491
|
-
<message name='BidRequest'
|
1491
|
+
<message name='BidRequest' msgtype='k' msgcat='app'>
|
1492
1492
|
<field name='BidID' required='N' />
|
1493
1493
|
<field name='ClientBidID' required='Y' />
|
1494
1494
|
<field name='BidRequestTransType' required='Y' />
|
@@ -1539,7 +1539,7 @@
|
|
1539
1539
|
<field name='EncodedTextLen' required='N' />
|
1540
1540
|
<field name='EncodedText' required='N' />
|
1541
1541
|
</message>
|
1542
|
-
<message name='BidResponse'
|
1542
|
+
<message name='BidResponse' msgtype='l' msgcat='app'>
|
1543
1543
|
<field name='BidID' required='N' />
|
1544
1544
|
<field name='ClientBidID' required='N' />
|
1545
1545
|
<group name='NoBidComponents' required='Y'>
|
@@ -1560,7 +1560,7 @@
|
|
1560
1560
|
<field name='EncodedText' required='N' />
|
1561
1561
|
</group>
|
1562
1562
|
</message>
|
1563
|
-
<message name='ListStrikePrice'
|
1563
|
+
<message name='ListStrikePrice' msgtype='m' msgcat='app'>
|
1564
1564
|
<field name='ListID' required='Y' />
|
1565
1565
|
<field name='TotNoStrikes' required='Y' />
|
1566
1566
|
<group name='NoStrikes' required='Y'>
|