quickfix_ruby 1.14.3.1 → 1.15.1

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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' />