quickfix_ruby 1.14.3.1 → 1.15.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (105) hide show
  1. checksums.yaml +4 -4
  2. data/ext/quickfix/Acceptor.h +2 -0
  3. data/ext/quickfix/AtomicCount.h +82 -12
  4. data/ext/quickfix/DOMDocument.h +9 -7
  5. data/ext/quickfix/DataDictionary.cpp +77 -14
  6. data/ext/quickfix/DataDictionary.h +90 -16
  7. data/ext/quickfix/Dictionary.cpp +1 -2
  8. data/ext/quickfix/Exceptions.h +3 -5
  9. data/ext/quickfix/Field.h +83 -32
  10. data/ext/quickfix/FieldConvertors.cpp +93 -0
  11. data/ext/quickfix/FieldConvertors.h +129 -275
  12. data/ext/quickfix/FieldMap.cpp +53 -13
  13. data/ext/quickfix/FieldMap.h +200 -62
  14. data/ext/quickfix/FieldTypes.cpp +10 -10
  15. data/ext/quickfix/FieldTypes.h +293 -44
  16. data/ext/quickfix/FileLog.cpp +6 -10
  17. data/ext/quickfix/FileLog.h +4 -10
  18. data/ext/quickfix/FileStore.cpp +19 -6
  19. data/ext/quickfix/FileStore.h +4 -0
  20. data/ext/quickfix/FixFieldNumbers.h +1462 -1461
  21. data/ext/quickfix/FixFields.h +1462 -1461
  22. data/ext/quickfix/FixValues.h +3230 -3227
  23. data/ext/quickfix/HttpConnection.cpp +1 -1
  24. data/ext/quickfix/Initiator.cpp +7 -1
  25. data/ext/quickfix/Initiator.h +2 -0
  26. data/ext/quickfix/Log.h +6 -12
  27. data/ext/quickfix/Message.cpp +186 -57
  28. data/ext/quickfix/Message.h +109 -47
  29. data/ext/quickfix/MySQLConnection.h +1 -1
  30. data/ext/quickfix/PostgreSQLConnection.h +1 -1
  31. data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
  32. data/ext/quickfix/QuickfixRuby.h +1 -1
  33. data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
  34. data/ext/quickfix/SSLSocketAcceptor.h +185 -0
  35. data/ext/quickfix/SSLSocketConnection.cpp +427 -0
  36. data/ext/quickfix/SSLSocketConnection.h +206 -0
  37. data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
  38. data/ext/quickfix/SSLSocketInitiator.h +196 -0
  39. data/ext/quickfix/Session.cpp +113 -20
  40. data/ext/quickfix/Session.h +18 -4
  41. data/ext/quickfix/SessionFactory.cpp +10 -3
  42. data/ext/quickfix/SessionSettings.cpp +5 -3
  43. data/ext/quickfix/SessionSettings.h +97 -5
  44. data/ext/quickfix/Settings.cpp +72 -2
  45. data/ext/quickfix/Settings.h +3 -0
  46. data/ext/quickfix/SharedArray.h +140 -6
  47. data/ext/quickfix/SocketConnection.cpp +2 -2
  48. data/ext/quickfix/SocketConnector.cpp +5 -2
  49. data/ext/quickfix/SocketConnector.h +3 -2
  50. data/ext/quickfix/SocketInitiator.cpp +28 -4
  51. data/ext/quickfix/SocketInitiator.h +1 -1
  52. data/ext/quickfix/SocketMonitor.cpp +5 -5
  53. data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
  54. data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
  55. data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
  56. data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
  57. data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
  58. data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
  59. data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
  60. data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
  61. data/ext/quickfix/ThreadedSocketConnection.h +4 -1
  62. data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
  63. data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
  64. data/ext/quickfix/Utility.cpp +23 -1
  65. data/ext/quickfix/Utility.h +28 -2
  66. data/ext/quickfix/UtilitySSL.cpp +1733 -0
  67. data/ext/quickfix/UtilitySSL.h +277 -0
  68. data/ext/quickfix/config-all.h +10 -0
  69. data/ext/quickfix/dirent_windows.h +838 -0
  70. data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
  71. data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
  72. data/ext/quickfix/double-conversion/bignum.cc +766 -0
  73. data/ext/quickfix/double-conversion/bignum.h +144 -0
  74. data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
  75. data/ext/quickfix/double-conversion/cached-powers.h +64 -0
  76. data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
  77. data/ext/quickfix/double-conversion/diy-fp.h +118 -0
  78. data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
  79. data/ext/quickfix/double-conversion/double-conversion.h +543 -0
  80. data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
  81. data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
  82. data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
  83. data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
  84. data/ext/quickfix/double-conversion/ieee.h +402 -0
  85. data/ext/quickfix/double-conversion/strtod.cc +557 -0
  86. data/ext/quickfix/double-conversion/strtod.h +45 -0
  87. data/ext/quickfix/double-conversion/utils.h +372 -0
  88. data/ext/quickfix/stdint_msvc.h +254 -0
  89. data/lib/quickfix44.rb +3329 -10
  90. data/lib/quickfix50.rb +6649 -81
  91. data/lib/quickfix50sp1.rb +8054 -142
  92. data/lib/quickfix50sp2.rb +10900 -234
  93. data/lib/quickfix_fields.rb +7662 -7649
  94. data/spec/FIX40.xml +28 -28
  95. data/spec/FIX41.xml +29 -29
  96. data/spec/FIX42.xml +47 -47
  97. data/spec/FIX43.xml +148 -148
  98. data/spec/FIX44.xml +1078 -1081
  99. data/spec/FIX50.xml +1292 -1289
  100. data/spec/FIX50SP1.xml +1811 -1802
  101. data/spec/FIX50SP2.xml +1948 -1939
  102. data/spec/FIXT11.xml +5 -8
  103. data/test/test_FieldBaseTestCase.rb +1 -1
  104. data/test/test_MessageTestCase.rb +2 -2
  105. metadata +42 -6
data/spec/FIX43.xml CHANGED
@@ -1,4 +1,4 @@
1
- <fix major='4' type='FIX' servicepack='0' minor='3'>
1
+ <fix type='FIX' major='4' minor='3' servicepack='0'>
2
2
  <header>
3
3
  <field name='BeginString' required='Y' />
4
4
  <field name='BodyLength' required='Y' />
@@ -34,17 +34,17 @@
34
34
  </group>
35
35
  </header>
36
36
  <messages>
37
- <message name='Heartbeat' msgcat='admin' msgtype='0'>
37
+ <message name='Heartbeat' msgtype='0' msgcat='admin'>
38
38
  <field name='TestReqID' required='N' />
39
39
  </message>
40
- <message name='TestRequest' msgcat='admin' msgtype='1'>
40
+ <message name='TestRequest' msgtype='1' msgcat='admin'>
41
41
  <field name='TestReqID' required='Y' />
42
42
  </message>
43
- <message name='ResendRequest' msgcat='admin' msgtype='2'>
43
+ <message name='ResendRequest' msgtype='2' msgcat='admin'>
44
44
  <field name='BeginSeqNo' required='Y' />
45
45
  <field name='EndSeqNo' required='Y' />
46
46
  </message>
47
- <message name='Reject' msgcat='admin' msgtype='3'>
47
+ <message name='Reject' msgtype='3' msgcat='admin'>
48
48
  <field name='RefSeqNum' required='Y' />
49
49
  <field name='RefTagID' required='N' />
50
50
  <field name='RefMsgType' required='N' />
@@ -53,16 +53,16 @@
53
53
  <field name='EncodedTextLen' required='N' />
54
54
  <field name='EncodedText' required='N' />
55
55
  </message>
56
- <message name='SequenceReset' msgcat='admin' msgtype='4'>
56
+ <message name='SequenceReset' msgtype='4' msgcat='admin'>
57
57
  <field name='GapFillFlag' required='N' />
58
58
  <field name='NewSeqNo' required='Y' />
59
59
  </message>
60
- <message name='Logout' msgcat='admin' msgtype='5'>
60
+ <message name='Logout' msgtype='5' msgcat='admin'>
61
61
  <field name='Text' required='N' />
62
62
  <field name='EncodedTextLen' required='N' />
63
63
  <field name='EncodedText' required='N' />
64
64
  </message>
65
- <message name='IOI' msgcat='app' msgtype='6'>
65
+ <message name='IOI' msgtype='6' msgcat='app'>
66
66
  <field name='IOIid' required='Y' />
67
67
  <field name='IOITransType' required='Y' />
68
68
  <field name='IOIRefID' required='N' />
@@ -91,7 +91,7 @@
91
91
  <component name='SpreadOrBenchmarkCurveData' required='N' />
92
92
  <field name='Benchmark' required='N' />
93
93
  </message>
94
- <message name='Advertisement' msgcat='app' msgtype='7'>
94
+ <message name='Advertisement' msgtype='7' msgcat='app'>
95
95
  <field name='AdvId' required='Y' />
96
96
  <field name='AdvTransType' required='Y' />
97
97
  <field name='AdvRefID' required='N' />
@@ -110,7 +110,7 @@
110
110
  <field name='TradingSessionID' required='N' />
111
111
  <field name='TradingSessionSubID' required='N' />
112
112
  </message>
113
- <message name='ExecutionReport' msgcat='app' msgtype='8'>
113
+ <message name='ExecutionReport' msgtype='8' msgcat='app'>
114
114
  <field name='OrderID' required='Y' />
115
115
  <field name='SecondaryOrderID' required='N' />
116
116
  <field name='SecondaryClOrdID' required='N' />
@@ -248,7 +248,7 @@
248
248
  <field name='LegLastPx' required='N' />
249
249
  </group>
250
250
  </message>
251
- <message name='OrderCancelReject' msgcat='app' msgtype='9'>
251
+ <message name='OrderCancelReject' msgtype='9' msgcat='app'>
252
252
  <field name='OrderID' required='Y' />
253
253
  <field name='SecondaryOrderID' required='N' />
254
254
  <field name='SecondaryClOrdID' required='N' />
@@ -269,7 +269,7 @@
269
269
  <field name='EncodedTextLen' required='N' />
270
270
  <field name='EncodedText' required='N' />
271
271
  </message>
272
- <message name='Logon' msgcat='admin' msgtype='A'>
272
+ <message name='Logon' msgtype='A' msgcat='admin'>
273
273
  <field name='EncryptMethod' required='Y' />
274
274
  <field name='HeartBtInt' required='Y' />
275
275
  <field name='RawDataLength' required='N' />
@@ -284,7 +284,7 @@
284
284
  <field name='Username' required='N' />
285
285
  <field name='Password' required='N' />
286
286
  </message>
287
- <message name='News' msgcat='app' msgtype='B'>
287
+ <message name='News' msgtype='B' msgcat='app'>
288
288
  <field name='OrigTime' required='N' />
289
289
  <field name='Urgency' required='N' />
290
290
  <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' msgcat='app' msgtype='C'>
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' />
@@ -330,7 +330,7 @@
330
330
  <field name='RawDataLength' required='N' />
331
331
  <field name='RawData' required='N' />
332
332
  </message>
333
- <message name='NewOrderSingle' msgcat='app' msgtype='D'>
333
+ <message name='NewOrderSingle' msgtype='D' msgcat='app'>
334
334
  <field name='ClOrdID' required='Y' />
335
335
  <field name='SecondaryClOrdID' required='N' />
336
336
  <field name='ClOrdLinkID' required='N' />
@@ -412,7 +412,7 @@
412
412
  <field name='AccruedInterestAmt' required='N' />
413
413
  <field name='NetMoney' required='N' />
414
414
  </message>
415
- <message name='NewOrderList' msgcat='app' msgtype='E'>
415
+ <message name='NewOrderList' msgtype='E' msgcat='app'>
416
416
  <field name='ListID' required='Y' />
417
417
  <field name='BidID' required='N' />
418
418
  <field name='ClientBidID' required='N' />
@@ -510,7 +510,7 @@
510
510
  <field name='NetMoney' required='N' />
511
511
  </group>
512
512
  </message>
513
- <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
513
+ <message name='OrderCancelRequest' msgtype='F' msgcat='app'>
514
514
  <field name='OrigClOrdID' required='Y' />
515
515
  <field name='OrderID' required='N' />
516
516
  <field name='ClOrdID' required='Y' />
@@ -530,7 +530,7 @@
530
530
  <field name='EncodedTextLen' required='N' />
531
531
  <field name='EncodedText' required='N' />
532
532
  </message>
533
- <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
533
+ <message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
534
534
  <field name='OrderID' required='N' />
535
535
  <component name='Parties' required='N' />
536
536
  <field name='TradeOriginationDate' required='N' />
@@ -611,7 +611,7 @@
611
611
  <field name='AccruedInterestAmt' required='N' />
612
612
  <field name='NetMoney' required='N' />
613
613
  </message>
614
- <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
614
+ <message name='OrderStatusRequest' msgtype='H' msgcat='app'>
615
615
  <field name='OrderID' required='N' />
616
616
  <field name='ClOrdID' required='Y' />
617
617
  <field name='SecondaryClOrdID' required='N' />
@@ -621,7 +621,7 @@
621
621
  <component name='Instrument' required='Y' />
622
622
  <field name='Side' required='Y' />
623
623
  </message>
624
- <message name='Allocation' msgcat='app' msgtype='J'>
624
+ <message name='Allocation' msgtype='J' msgcat='app'>
625
625
  <field name='AllocID' required='Y' />
626
626
  <field name='AllocTransType' required='Y' />
627
627
  <field name='AllocType' required='Y' />
@@ -699,7 +699,7 @@
699
699
  </group>
700
700
  </group>
701
701
  </message>
702
- <message name='ListCancelRequest' msgcat='app' msgtype='K'>
702
+ <message name='ListCancelRequest' msgtype='K' msgcat='app'>
703
703
  <field name='ListID' required='Y' />
704
704
  <field name='TransactTime' required='Y' />
705
705
  <field name='TradeOriginationDate' required='N' />
@@ -707,7 +707,7 @@
707
707
  <field name='EncodedTextLen' required='N' />
708
708
  <field name='EncodedText' required='N' />
709
709
  </message>
710
- <message name='ListExecute' msgcat='app' msgtype='L'>
710
+ <message name='ListExecute' msgtype='L' msgcat='app'>
711
711
  <field name='ListID' required='Y' />
712
712
  <field name='ClientBidID' required='N' />
713
713
  <field name='BidID' required='N' />
@@ -716,13 +716,13 @@
716
716
  <field name='EncodedTextLen' required='N' />
717
717
  <field name='EncodedText' required='N' />
718
718
  </message>
719
- <message name='ListStatusRequest' msgcat='app' msgtype='M'>
719
+ <message name='ListStatusRequest' msgtype='M' msgcat='app'>
720
720
  <field name='ListID' required='Y' />
721
721
  <field name='Text' required='N' />
722
722
  <field name='EncodedTextLen' required='N' />
723
723
  <field name='EncodedText' required='N' />
724
724
  </message>
725
- <message name='ListStatus' msgcat='app' msgtype='N'>
725
+ <message name='ListStatus' msgtype='N' msgcat='app'>
726
726
  <field name='ListID' required='Y' />
727
727
  <field name='ListStatusType' required='Y' />
728
728
  <field name='NoRpts' required='Y' />
@@ -748,7 +748,7 @@
748
748
  <field name='EncodedText' required='N' />
749
749
  </group>
750
750
  </message>
751
- <message name='AllocationAck' msgcat='app' msgtype='P'>
751
+ <message name='AllocationAck' msgtype='P' msgcat='app'>
752
752
  <component name='Parties' required='N' />
753
753
  <field name='AllocID' required='Y' />
754
754
  <field name='TradeDate' required='Y' />
@@ -760,7 +760,7 @@
760
760
  <field name='EncodedText' required='N' />
761
761
  <field name='LegalConfirm' required='N' />
762
762
  </message>
763
- <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
763
+ <message name='DontKnowTrade' msgtype='Q' msgcat='app'>
764
764
  <field name='OrderID' required='Y' />
765
765
  <field name='ExecID' required='Y' />
766
766
  <field name='DKReason' required='Y' />
@@ -773,7 +773,7 @@
773
773
  <field name='EncodedTextLen' required='N' />
774
774
  <field name='EncodedText' required='N' />
775
775
  </message>
776
- <message name='QuoteRequest' msgcat='app' msgtype='R'>
776
+ <message name='QuoteRequest' msgtype='R' msgcat='app'>
777
777
  <field name='QuoteReqID' required='Y' />
778
778
  <field name='RFQReqID' required='N' />
779
779
  <group name='NoRelatedSym' required='Y'>
@@ -807,7 +807,7 @@
807
807
  <field name='EncodedTextLen' required='N' />
808
808
  <field name='EncodedText' required='N' />
809
809
  </message>
810
- <message name='Quote' msgcat='app' msgtype='S'>
810
+ <message name='Quote' msgtype='S' msgcat='app'>
811
811
  <field name='QuoteReqID' required='N' />
812
812
  <field name='QuoteID' required='Y' />
813
813
  <field name='QuoteType' required='N' />
@@ -855,7 +855,7 @@
855
855
  <field name='EncodedTextLen' required='N' />
856
856
  <field name='EncodedText' required='N' />
857
857
  </message>
858
- <message name='SettlementInstructions' msgcat='app' msgtype='T'>
858
+ <message name='SettlementInstructions' msgtype='T' msgcat='app'>
859
859
  <field name='SettlInstID' required='Y' />
860
860
  <field name='SettlInstTransType' required='Y' />
861
861
  <field name='SettlInstRefID' required='Y' />
@@ -903,7 +903,7 @@
903
903
  <field name='PaymentDate' required='N' />
904
904
  <field name='PaymentRemitterID' required='N' />
905
905
  </message>
906
- <message name='MarketDataRequest' msgcat='app' msgtype='V'>
906
+ <message name='MarketDataRequest' msgtype='V' msgcat='app'>
907
907
  <field name='MDReqID' required='Y' />
908
908
  <field name='SubscriptionRequestType' required='Y' />
909
909
  <field name='MarketDepth' required='Y' />
@@ -923,7 +923,7 @@
923
923
  <field name='TradingSessionSubID' required='N' />
924
924
  </group>
925
925
  </message>
926
- <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
926
+ <message name='MarketDataSnapshotFullRefresh' msgtype='W' msgcat='app'>
927
927
  <field name='MDReqID' required='N' />
928
928
  <component name='Instrument' required='Y' />
929
929
  <field name='FinancialStatus' required='N' />
@@ -967,7 +967,7 @@
967
967
  <field name='EncodedText' required='N' />
968
968
  </group>
969
969
  </message>
970
- <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
970
+ <message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'>
971
971
  <field name='MDReqID' required='N' />
972
972
  <group name='NoMDEntries' required='Y'>
973
973
  <field name='MDUpdateAction' required='Y' />
@@ -1015,14 +1015,14 @@
1015
1015
  <field name='EncodedText' required='N' />
1016
1016
  </group>
1017
1017
  </message>
1018
- <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
1018
+ <message name='MarketDataRequestReject' msgtype='Y' msgcat='app'>
1019
1019
  <field name='MDReqID' required='Y' />
1020
1020
  <field name='MDReqRejReason' required='N' />
1021
1021
  <field name='Text' required='N' />
1022
1022
  <field name='EncodedTextLen' required='N' />
1023
1023
  <field name='EncodedText' required='N' />
1024
1024
  </message>
1025
- <message name='QuoteCancel' msgcat='app' msgtype='Z'>
1025
+ <message name='QuoteCancel' msgtype='Z' msgcat='app'>
1026
1026
  <field name='QuoteReqID' required='N' />
1027
1027
  <field name='QuoteID' required='Y' />
1028
1028
  <field name='QuoteCancelType' required='Y' />
@@ -1036,7 +1036,7 @@
1036
1036
  <component name='Instrument' required='N' />
1037
1037
  </group>
1038
1038
  </message>
1039
- <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
1039
+ <message name='QuoteStatusRequest' msgtype='a' msgcat='app'>
1040
1040
  <field name='QuoteStatusReqID' required='N' />
1041
1041
  <field name='QuoteID' required='N' />
1042
1042
  <component name='Instrument' required='Y' />
@@ -1047,7 +1047,7 @@
1047
1047
  <field name='TradingSessionSubID' required='N' />
1048
1048
  <field name='SubscriptionRequestType' required='N' />
1049
1049
  </message>
1050
- <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
1050
+ <message name='MassQuoteAcknowledgement' msgtype='b' msgcat='app'>
1051
1051
  <field name='QuoteReqID' required='N' />
1052
1052
  <field name='QuoteID' required='N' />
1053
1053
  <field name='QuoteStatus' required='Y' />
@@ -1092,7 +1092,7 @@
1092
1092
  </group>
1093
1093
  </group>
1094
1094
  </message>
1095
- <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
1095
+ <message name='SecurityDefinitionRequest' msgtype='c' msgcat='app'>
1096
1096
  <field name='SecurityReqID' required='Y' />
1097
1097
  <field name='SecurityRequestType' required='Y' />
1098
1098
  <component name='Instrument' required='N' />
@@ -1108,7 +1108,7 @@
1108
1108
  </group>
1109
1109
  <field name='SubscriptionRequestType' required='N' />
1110
1110
  </message>
1111
- <message name='SecurityDefinition' msgcat='app' msgtype='d'>
1111
+ <message name='SecurityDefinition' msgtype='d' msgcat='app'>
1112
1112
  <field name='SecurityReqID' required='Y' />
1113
1113
  <field name='SecurityResponseID' required='Y' />
1114
1114
  <field name='SecurityResponseType' required='Y' />
@@ -1126,7 +1126,7 @@
1126
1126
  <field name='RoundLot' required='N' />
1127
1127
  <field name='MinTradeVol' required='N' />
1128
1128
  </message>
1129
- <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
1129
+ <message name='SecurityStatusRequest' msgtype='e' msgcat='app'>
1130
1130
  <field name='SecurityStatusReqID' required='Y' />
1131
1131
  <component name='Instrument' required='Y' />
1132
1132
  <field name='Currency' required='N' />
@@ -1134,7 +1134,7 @@
1134
1134
  <field name='TradingSessionID' required='N' />
1135
1135
  <field name='TradingSessionSubID' required='N' />
1136
1136
  </message>
1137
- <message name='SecurityStatus' msgcat='app' msgtype='f'>
1137
+ <message name='SecurityStatus' msgtype='f' msgcat='app'>
1138
1138
  <field name='SecurityStatusReqID' required='N' />
1139
1139
  <component name='Instrument' required='Y' />
1140
1140
  <field name='Currency' required='N' />
@@ -1158,7 +1158,7 @@
1158
1158
  <field name='EncodedTextLen' required='N' />
1159
1159
  <field name='EncodedText' required='N' />
1160
1160
  </message>
1161
- <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
1161
+ <message name='TradingSessionStatusRequest' msgtype='g' msgcat='app'>
1162
1162
  <field name='TradSesReqID' required='Y' />
1163
1163
  <field name='TradingSessionID' required='N' />
1164
1164
  <field name='TradingSessionSubID' required='N' />
@@ -1166,7 +1166,7 @@
1166
1166
  <field name='TradSesMode' required='N' />
1167
1167
  <field name='SubscriptionRequestType' required='Y' />
1168
1168
  </message>
1169
- <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
1169
+ <message name='TradingSessionStatus' msgtype='h' msgcat='app'>
1170
1170
  <field name='TradSesReqID' required='N' />
1171
1171
  <field name='TradingSessionID' required='Y' />
1172
1172
  <field name='TradingSessionSubID' required='N' />
@@ -1185,7 +1185,7 @@
1185
1185
  <field name='EncodedTextLen' required='N' />
1186
1186
  <field name='EncodedText' required='N' />
1187
1187
  </message>
1188
- <message name='MassQuote' msgcat='app' msgtype='i'>
1188
+ <message name='MassQuote' msgtype='i' msgcat='app'>
1189
1189
  <field name='QuoteReqID' required='N' />
1190
1190
  <field name='QuoteID' required='Y' />
1191
1191
  <field name='QuoteType' required='N' />
@@ -1229,7 +1229,7 @@
1229
1229
  </group>
1230
1230
  </group>
1231
1231
  </message>
1232
- <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
1232
+ <message name='BusinessMessageReject' msgtype='j' msgcat='app'>
1233
1233
  <field name='RefSeqNum' required='N' />
1234
1234
  <field name='RefMsgType' required='Y' />
1235
1235
  <field name='BusinessRejectRefID' required='N' />
@@ -1238,7 +1238,7 @@
1238
1238
  <field name='EncodedTextLen' required='N' />
1239
1239
  <field name='EncodedText' required='N' />
1240
1240
  </message>
1241
- <message name='BidRequest' msgcat='app' msgtype='k'>
1241
+ <message name='BidRequest' msgtype='k' msgcat='app'>
1242
1242
  <field name='BidID' required='N' />
1243
1243
  <field name='ClientBidID' required='Y' />
1244
1244
  <field name='BidRequestTransType' required='Y' />
@@ -1290,7 +1290,7 @@
1290
1290
  <field name='EncodedTextLen' required='N' />
1291
1291
  <field name='EncodedText' required='N' />
1292
1292
  </message>
1293
- <message name='BidResponse' msgcat='app' msgtype='l'>
1293
+ <message name='BidResponse' msgtype='l' msgcat='app'>
1294
1294
  <field name='BidID' required='N' />
1295
1295
  <field name='ClientBidID' required='N' />
1296
1296
  <group name='NoBidComponents' required='Y'>
@@ -1311,7 +1311,7 @@
1311
1311
  <field name='EncodedText' required='N' />
1312
1312
  </group>
1313
1313
  </message>
1314
- <message name='ListStrikePrice' msgcat='app' msgtype='m'>
1314
+ <message name='ListStrikePrice' msgtype='m' msgcat='app'>
1315
1315
  <field name='ListID' required='Y' />
1316
1316
  <field name='TotNoStrikes' required='Y' />
1317
1317
  <group name='NoStrikes' required='Y'>
@@ -1327,8 +1327,8 @@
1327
1327
  <field name='EncodedText' required='N' />
1328
1328
  </group>
1329
1329
  </message>
1330
- <message name='XMLnonFIX' msgcat='admin' msgtype='n' />
1331
- <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
1330
+ <message name='XMLnonFIX' msgtype='n' msgcat='admin' />
1331
+ <message name='RegistrationInstructions' msgtype='o' msgcat='app'>
1332
1332
  <field name='RegistID' required='Y' />
1333
1333
  <field name='RegistTransType' required='Y' />
1334
1334
  <field name='RegistRefID' required='Y' />
@@ -1358,7 +1358,7 @@
1358
1358
  <field name='CashDistribPayRef' required='N' />
1359
1359
  </group>
1360
1360
  </message>
1361
- <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
1361
+ <message name='RegistrationInstructionsResponse' msgtype='p' msgcat='app'>
1362
1362
  <field name='RegistID' required='Y' />
1363
1363
  <field name='RegistTransType' required='Y' />
1364
1364
  <field name='RegistRefID' required='Y' />
@@ -1369,7 +1369,7 @@
1369
1369
  <field name='RegistRejReasonCode' required='N' />
1370
1370
  <field name='RegistRejReasonText' required='N' />
1371
1371
  </message>
1372
- <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
1372
+ <message name='OrderMassCancelRequest' msgtype='q' msgcat='app'>
1373
1373
  <field name='ClOrdID' required='Y' />
1374
1374
  <field name='SecondaryClOrdID' required='N' />
1375
1375
  <field name='MassCancelRequestType' required='Y' />
@@ -1383,7 +1383,7 @@
1383
1383
  <field name='EncodedTextLen' required='N' />
1384
1384
  <field name='EncodedText' required='N' />
1385
1385
  </message>
1386
- <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
1386
+ <message name='OrderMassCancelReport' msgtype='r' msgcat='app'>
1387
1387
  <field name='ClOrdID' required='N' />
1388
1388
  <field name='SecondaryClOrdID' required='N' />
1389
1389
  <field name='OrderID' required='Y' />
@@ -1407,7 +1407,7 @@
1407
1407
  <field name='EncodedTextLen' required='N' />
1408
1408
  <field name='EncodedText' required='N' />
1409
1409
  </message>
1410
- <message name='NewOrderCross' msgcat='app' msgtype='s'>
1410
+ <message name='NewOrderCross' msgtype='s' msgcat='app'>
1411
1411
  <field name='CrossID' required='Y' />
1412
1412
  <field name='CrossType' required='Y' />
1413
1413
  <field name='CrossPrioritization' required='Y' />
@@ -1491,7 +1491,7 @@
1491
1491
  <field name='AccruedInterestAmt' required='N' />
1492
1492
  <field name='NetMoney' required='N' />
1493
1493
  </message>
1494
- <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
1494
+ <message name='CrossOrderCancelRequest' msgtype='u' msgcat='app'>
1495
1495
  <field name='OrderID' required='N' />
1496
1496
  <field name='CrossID' required='Y' />
1497
1497
  <field name='OrigCrossID' required='Y' />
@@ -1515,7 +1515,7 @@
1515
1515
  <component name='Instrument' required='Y' />
1516
1516
  <field name='TransactTime' required='Y' />
1517
1517
  </message>
1518
- <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
1518
+ <message name='CrossOrderCancelReplaceRequest' msgtype='t' msgcat='app'>
1519
1519
  <field name='OrderID' required='N' />
1520
1520
  <field name='CrossID' required='Y' />
1521
1521
  <field name='OrigCrossID' required='Y' />
@@ -1603,7 +1603,7 @@
1603
1603
  <field name='AccruedInterestAmt' required='N' />
1604
1604
  <field name='NetMoney' required='N' />
1605
1605
  </message>
1606
- <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
1606
+ <message name='SecurityTypeRequest' msgtype='v' msgcat='app'>
1607
1607
  <field name='SecurityReqID' required='Y' />
1608
1608
  <field name='Text' required='N' />
1609
1609
  <field name='EncodedTextLen' required='N' />
@@ -1611,7 +1611,7 @@
1611
1611
  <field name='TradingSessionID' required='N' />
1612
1612
  <field name='TradingSessionSubID' required='N' />
1613
1613
  </message>
1614
- <message name='SecurityTypes' msgcat='app' msgtype='w'>
1614
+ <message name='SecurityTypes' msgtype='w' msgcat='app'>
1615
1615
  <field name='SecurityReqID' required='Y' />
1616
1616
  <field name='SecurityResponseID' required='Y' />
1617
1617
  <field name='SecurityResponseType' required='Y' />
@@ -1628,7 +1628,7 @@
1628
1628
  <field name='TradingSessionSubID' required='N' />
1629
1629
  <field name='SubscriptionRequestType' required='N' />
1630
1630
  </message>
1631
- <message name='SecurityListRequest' msgcat='app' msgtype='x'>
1631
+ <message name='SecurityListRequest' msgtype='x' msgcat='app'>
1632
1632
  <field name='SecurityReqID' required='Y' />
1633
1633
  <field name='SecurityListRequestType' required='Y' />
1634
1634
  <component name='Instrument' required='N' />
@@ -1640,7 +1640,7 @@
1640
1640
  <field name='TradingSessionSubID' required='N' />
1641
1641
  <field name='SubscriptionRequestType' required='N' />
1642
1642
  </message>
1643
- <message name='SecurityList' msgcat='app' msgtype='y'>
1643
+ <message name='SecurityList' msgtype='y' msgcat='app'>
1644
1644
  <field name='SecurityReqID' required='Y' />
1645
1645
  <field name='SecurityResponseID' required='Y' />
1646
1646
  <field name='SecurityRequestResult' required='Y' />
@@ -1661,7 +1661,7 @@
1661
1661
  <field name='EncodedText' required='N' />
1662
1662
  </group>
1663
1663
  </message>
1664
- <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
1664
+ <message name='DerivativeSecurityListRequest' msgtype='z' msgcat='app'>
1665
1665
  <field name='SecurityReqID' required='Y' />
1666
1666
  <field name='SecurityListRequestType' required='Y' />
1667
1667
  <component name='UnderlyingInstrument' required='N' />
@@ -1673,7 +1673,7 @@
1673
1673
  <field name='TradingSessionSubID' required='N' />
1674
1674
  <field name='SubscriptionRequestType' required='N' />
1675
1675
  </message>
1676
- <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
1676
+ <message name='DerivativeSecurityList' msgtype='AA' msgcat='app'>
1677
1677
  <field name='SecurityReqID' required='Y' />
1678
1678
  <field name='SecurityResponseID' required='Y' />
1679
1679
  <field name='SecurityRequestResult' required='Y' />
@@ -1693,7 +1693,7 @@
1693
1693
  <field name='EncodedText' required='N' />
1694
1694
  </group>
1695
1695
  </message>
1696
- <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
1696
+ <message name='NewOrderMultileg' msgtype='AB' msgcat='app'>
1697
1697
  <field name='ClOrdID' required='Y' />
1698
1698
  <field name='SecondaryClOrdID' required='N' />
1699
1699
  <field name='ClOrdLinkID' required='N' />
@@ -1775,7 +1775,7 @@
1775
1775
  <field name='MultiLegRptTypeReq' required='N' />
1776
1776
  <field name='NetMoney' required='N' />
1777
1777
  </message>
1778
- <message name='MultilegOrderCancelReplaceRequest' msgcat='app' msgtype='AC'>
1778
+ <message name='MultilegOrderCancelReplaceRequest' msgtype='AC' msgcat='app'>
1779
1779
  <field name='OrderID' required='N' />
1780
1780
  <field name='OrigClOrdID' required='Y' />
1781
1781
  <field name='ClOrdID' required='Y' />
@@ -1860,7 +1860,7 @@
1860
1860
  <field name='MultiLegRptTypeReq' required='N' />
1861
1861
  <field name='NetMoney' required='N' />
1862
1862
  </message>
1863
- <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
1863
+ <message name='TradeCaptureReportRequest' msgtype='AD' msgcat='app'>
1864
1864
  <field name='TradeRequestID' required='Y' />
1865
1865
  <field name='TradeRequestType' required='Y' />
1866
1866
  <field name='SubscriptionRequestType' required='N' />
@@ -1881,7 +1881,7 @@
1881
1881
  <field name='TradeInputSource' required='N' />
1882
1882
  <field name='TradeInputDevice' required='N' />
1883
1883
  </message>
1884
- <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
1884
+ <message name='TradeCaptureReport' msgtype='AE' msgcat='app'>
1885
1885
  <field name='TradeReportID' required='Y' />
1886
1886
  <field name='TradeReportTransType' required='N' />
1887
1887
  <field name='TradeRequestID' required='N' />
@@ -1959,7 +1959,7 @@
1959
1959
  </group>
1960
1960
  </group>
1961
1961
  </message>
1962
- <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
1962
+ <message name='OrderMassStatusRequest' msgtype='AF' msgcat='app'>
1963
1963
  <field name='MassStatusReqID' required='Y' />
1964
1964
  <field name='MassStatusReqType' required='Y' />
1965
1965
  <component name='Parties' required='N' />
@@ -1970,7 +1970,7 @@
1970
1970
  <component name='UnderlyingInstrument' required='N' />
1971
1971
  <field name='Side' required='N' />
1972
1972
  </message>
1973
- <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
1973
+ <message name='QuoteRequestReject' msgtype='AG' msgcat='app'>
1974
1974
  <field name='QuoteReqID' required='Y' />
1975
1975
  <field name='RFQReqID' required='N' />
1976
1976
  <field name='QuoteRequestRejectReason' required='Y' />
@@ -2005,7 +2005,7 @@
2005
2005
  <field name='EncodedTextLen' required='N' />
2006
2006
  <field name='EncodedText' required='N' />
2007
2007
  </message>
2008
- <message name='RFQRequest' msgcat='app' msgtype='AH'>
2008
+ <message name='RFQRequest' msgtype='AH' msgcat='app'>
2009
2009
  <field name='RFQReqID' required='Y' />
2010
2010
  <group name='NoRelatedSym' required='Y'>
2011
2011
  <component name='Instrument' required='Y' />
@@ -2017,7 +2017,7 @@
2017
2017
  </group>
2018
2018
  <field name='SubscriptionRequestType' required='N' />
2019
2019
  </message>
2020
- <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
2020
+ <message name='QuoteStatusReport' msgtype='AI' msgcat='app'>
2021
2021
  <field name='QuoteStatusReqID' required='N' />
2022
2022
  <field name='QuoteReqID' required='N' />
2023
2023
  <field name='QuoteID' required='Y' />
@@ -2069,61 +2069,12 @@
2069
2069
  <field name='CheckSum' required='Y' />
2070
2070
  </trailer>
2071
2071
  <components>
2072
- <component name='SpreadOrBenchmarkCurveData'>
2073
- <field name='Spread' required='N' />
2074
- <field name='BenchmarkCurveCurrency' required='N' />
2075
- <field name='BenchmarkCurveName' required='N' />
2076
- <field name='BenchmarkCurvePoint' required='N' />
2077
- </component>
2078
- <component name='YieldData'>
2079
- <field name='YieldType' required='N' />
2080
- <field name='Yield' required='N' />
2081
- </component>
2082
2072
  <component name='CommissionData'>
2083
2073
  <field name='Commission' required='N' />
2084
2074
  <field name='CommType' required='N' />
2085
2075
  <field name='CommCurrency' required='N' />
2086
2076
  <field name='FundRenewWaiv' required='N' />
2087
2077
  </component>
2088
- <component name='UnderlyingInstrument'>
2089
- <field name='UnderlyingSymbol' required='N' />
2090
- <field name='UnderlyingSymbolSfx' required='N' />
2091
- <field name='UnderlyingSecurityID' required='N' />
2092
- <field name='UnderlyingSecurityIDSource' required='N' />
2093
- <group name='NoUnderlyingSecurityAltID' required='N'>
2094
- <field name='UnderlyingSecurityAltID' required='N' />
2095
- <field name='UnderlyingSecurityAltIDSource' required='N' />
2096
- </group>
2097
- <field name='UnderlyingProduct' required='N' />
2098
- <field name='UnderlyingCFICode' required='N' />
2099
- <field name='UnderlyingSecurityType' required='N' />
2100
- <field name='UnderlyingMaturityMonthYear' required='N' />
2101
- <field name='UnderlyingMaturityDate' required='N' />
2102
- <field name='UnderlyingPutOrCall' required='N' />
2103
- <field name='UnderlyingCouponPaymentDate' required='N' />
2104
- <field name='UnderlyingIssueDate' required='N' />
2105
- <field name='UnderlyingRepoCollateralSecurityType' required='N' />
2106
- <field name='UnderlyingRepurchaseTerm' required='N' />
2107
- <field name='UnderlyingRepurchaseRate' required='N' />
2108
- <field name='UnderlyingFactor' required='N' />
2109
- <field name='UnderlyingCreditRating' required='N' />
2110
- <field name='UnderlyingInstrRegistry' required='N' />
2111
- <field name='UnderlyingCountryOfIssue' required='N' />
2112
- <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
2113
- <field name='UnderlyingLocaleOfIssue' required='N' />
2114
- <field name='UnderlyingRedemptionDate' required='N' />
2115
- <field name='UnderlyingStrikePrice' required='N' />
2116
- <field name='UnderlyingOptAttribute' required='N' />
2117
- <field name='UnderlyingContractMultiplier' required='N' />
2118
- <field name='UnderlyingCouponRate' required='N' />
2119
- <field name='UnderlyingSecurityExchange' required='N' />
2120
- <field name='UnderlyingIssuer' required='N' />
2121
- <field name='EncodedUnderlyingIssuerLen' required='N' />
2122
- <field name='EncodedUnderlyingIssuer' required='N' />
2123
- <field name='UnderlyingSecurityDesc' required='N' />
2124
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
2125
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
2126
- </component>
2127
2078
  <component name='Instrument'>
2128
2079
  <field name='Symbol' required='N' />
2129
2080
  <field name='SymbolSfx' required='N' />
@@ -2162,35 +2113,6 @@
2162
2113
  <field name='EncodedSecurityDescLen' required='N' />
2163
2114
  <field name='EncodedSecurityDesc' required='N' />
2164
2115
  </component>
2165
- <component name='NestedParties'>
2166
- <group name='NoNestedPartyIDs' required='N'>
2167
- <field name='NestedPartyID' required='N' />
2168
- <field name='NestedPartyIDSource' required='N' />
2169
- <field name='NestedPartyRole' required='N' />
2170
- <field name='NestedPartySubID' required='N' />
2171
- </group>
2172
- </component>
2173
- <component name='Stipulations'>
2174
- <group name='NoStipulations' required='N'>
2175
- <field name='StipulationType' required='N' />
2176
- <field name='StipulationValue' required='N' />
2177
- </group>
2178
- </component>
2179
- <component name='Parties'>
2180
- <group name='NoPartyIDs' required='N'>
2181
- <field name='PartyID' required='N' />
2182
- <field name='PartyIDSource' required='N' />
2183
- <field name='PartyRole' required='N' />
2184
- <field name='PartySubID' required='N' />
2185
- </group>
2186
- </component>
2187
- <component name='OrderQtyData'>
2188
- <field name='OrderQty' required='N' />
2189
- <field name='CashOrderQty' required='N' />
2190
- <field name='OrderPercent' required='N' />
2191
- <field name='RoundingDirection' required='N' />
2192
- <field name='RoundingModulus' required='N' />
2193
- </component>
2194
2116
  <component name='InstrumentLeg'>
2195
2117
  <field name='LegSymbol' required='N' />
2196
2118
  <field name='LegSymbolSfx' required='N' />
@@ -2231,6 +2153,84 @@
2231
2153
  <field name='LegRatioQty' required='N' />
2232
2154
  <field name='LegSide' required='N' />
2233
2155
  </component>
2156
+ <component name='NestedParties'>
2157
+ <group name='NoNestedPartyIDs' required='N'>
2158
+ <field name='NestedPartyID' required='N' />
2159
+ <field name='NestedPartyIDSource' required='N' />
2160
+ <field name='NestedPartyRole' required='N' />
2161
+ <field name='NestedPartySubID' required='N' />
2162
+ </group>
2163
+ </component>
2164
+ <component name='OrderQtyData'>
2165
+ <field name='OrderQty' required='N' />
2166
+ <field name='CashOrderQty' required='N' />
2167
+ <field name='OrderPercent' required='N' />
2168
+ <field name='RoundingDirection' required='N' />
2169
+ <field name='RoundingModulus' required='N' />
2170
+ </component>
2171
+ <component name='Parties'>
2172
+ <group name='NoPartyIDs' required='N'>
2173
+ <field name='PartyID' required='N' />
2174
+ <field name='PartyIDSource' required='N' />
2175
+ <field name='PartyRole' required='N' />
2176
+ <field name='PartySubID' required='N' />
2177
+ </group>
2178
+ </component>
2179
+ <component name='SpreadOrBenchmarkCurveData'>
2180
+ <field name='Spread' required='N' />
2181
+ <field name='BenchmarkCurveCurrency' required='N' />
2182
+ <field name='BenchmarkCurveName' required='N' />
2183
+ <field name='BenchmarkCurvePoint' required='N' />
2184
+ </component>
2185
+ <component name='Stipulations'>
2186
+ <group name='NoStipulations' required='N'>
2187
+ <field name='StipulationType' required='N' />
2188
+ <field name='StipulationValue' required='N' />
2189
+ </group>
2190
+ </component>
2191
+ <component name='UnderlyingInstrument'>
2192
+ <field name='UnderlyingSymbol' required='N' />
2193
+ <field name='UnderlyingSymbolSfx' required='N' />
2194
+ <field name='UnderlyingSecurityID' required='N' />
2195
+ <field name='UnderlyingSecurityIDSource' required='N' />
2196
+ <group name='NoUnderlyingSecurityAltID' required='N'>
2197
+ <field name='UnderlyingSecurityAltID' required='N' />
2198
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
2199
+ </group>
2200
+ <field name='UnderlyingProduct' required='N' />
2201
+ <field name='UnderlyingCFICode' required='N' />
2202
+ <field name='UnderlyingSecurityType' required='N' />
2203
+ <field name='UnderlyingMaturityMonthYear' required='N' />
2204
+ <field name='UnderlyingMaturityDate' required='N' />
2205
+ <field name='UnderlyingPutOrCall' required='N' />
2206
+ <field name='UnderlyingCouponPaymentDate' required='N' />
2207
+ <field name='UnderlyingIssueDate' required='N' />
2208
+ <field name='UnderlyingRepoCollateralSecurityType' required='N' />
2209
+ <field name='UnderlyingRepurchaseTerm' required='N' />
2210
+ <field name='UnderlyingRepurchaseRate' required='N' />
2211
+ <field name='UnderlyingFactor' required='N' />
2212
+ <field name='UnderlyingCreditRating' required='N' />
2213
+ <field name='UnderlyingInstrRegistry' required='N' />
2214
+ <field name='UnderlyingCountryOfIssue' required='N' />
2215
+ <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
2216
+ <field name='UnderlyingLocaleOfIssue' required='N' />
2217
+ <field name='UnderlyingRedemptionDate' required='N' />
2218
+ <field name='UnderlyingStrikePrice' required='N' />
2219
+ <field name='UnderlyingOptAttribute' required='N' />
2220
+ <field name='UnderlyingContractMultiplier' required='N' />
2221
+ <field name='UnderlyingCouponRate' required='N' />
2222
+ <field name='UnderlyingSecurityExchange' required='N' />
2223
+ <field name='UnderlyingIssuer' required='N' />
2224
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
2225
+ <field name='EncodedUnderlyingIssuer' required='N' />
2226
+ <field name='UnderlyingSecurityDesc' required='N' />
2227
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
2228
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
2229
+ </component>
2230
+ <component name='YieldData'>
2231
+ <field name='YieldType' required='N' />
2232
+ <field name='Yield' required='N' />
2233
+ </component>
2234
2234
  </components>
2235
2235
  <fields>
2236
2236
  <field number='1' name='Account' type='STRING' />
@@ -3951,7 +3951,7 @@
3951
3951
  <field number='533' name='TotalAffectedOrders' type='INT' />
3952
3952
  <field number='534' name='NoAffectedOrders' type='NUMINGROUP' />
3953
3953
  <field number='535' name='AffectedOrderID' type='STRING' />
3954
- <field number='536' name='AffectedSecondaryOrderID' type='STIRNG' />
3954
+ <field number='536' name='AffectedSecondaryOrderID' type='STRING' />
3955
3955
  <field number='537' name='QuoteType' type='INT'>
3956
3956
  <value enum='0' description='INDICATIVE' />
3957
3957
  <value enum='1' description='TRADEABLE' />