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/FIX44.xml CHANGED
@@ -1,4 +1,4 @@
1
- <fix major='4' type='FIX' servicepack='0' minor='4'>
1
+ <fix type='FIX' major='4' minor='4' servicepack='0'>
2
2
  <header>
3
3
  <field name='BeginString' required='Y' />
4
4
  <field name='BodyLength' required='Y' />
@@ -26,20 +26,24 @@
26
26
  <field name='XmlData' required='N' />
27
27
  <field name='MessageEncoding' required='N' />
28
28
  <field name='LastMsgSeqNumProcessed' required='N' />
29
- <component name='Hop' required='N' />
29
+ <group name='NoHops' required='N'>
30
+ <field name='HopCompID' required='N' />
31
+ <field name='HopSendingTime' required='N' />
32
+ <field name='HopRefID' required='N' />
33
+ </group>
30
34
  </header>
31
35
  <messages>
32
- <message name='Heartbeat' msgcat='admin' msgtype='0'>
36
+ <message name='Heartbeat' msgtype='0' msgcat='admin'>
33
37
  <field name='TestReqID' required='N' />
34
38
  </message>
35
- <message name='TestRequest' msgcat='admin' msgtype='1'>
39
+ <message name='TestRequest' msgtype='1' msgcat='admin'>
36
40
  <field name='TestReqID' required='Y' />
37
41
  </message>
38
- <message name='ResendRequest' msgcat='admin' msgtype='2'>
42
+ <message name='ResendRequest' msgtype='2' msgcat='admin'>
39
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  <field name='BeginSeqNo' required='Y' />
40
44
  <field name='EndSeqNo' required='Y' />
41
45
  </message>
42
- <message name='Reject' msgcat='admin' msgtype='3'>
46
+ <message name='Reject' msgtype='3' msgcat='admin'>
43
47
  <field name='RefSeqNum' required='Y' />
44
48
  <field name='RefTagID' required='N' />
45
49
  <field name='RefMsgType' required='N' />
@@ -48,16 +52,16 @@
48
52
  <field name='EncodedTextLen' required='N' />
49
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  <field name='EncodedText' required='N' />
50
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  </message>
51
- <message name='SequenceReset' msgcat='admin' msgtype='4'>
55
+ <message name='SequenceReset' msgtype='4' msgcat='admin'>
52
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  <field name='GapFillFlag' required='N' />
53
57
  <field name='NewSeqNo' required='Y' />
54
58
  </message>
55
- <message name='Logout' msgcat='admin' msgtype='5'>
59
+ <message name='Logout' msgtype='5' msgcat='admin'>
56
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  <field name='Text' required='N' />
57
61
  <field name='EncodedTextLen' required='N' />
58
62
  <field name='EncodedText' required='N' />
59
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  </message>
60
- <message name='IOI' msgcat='app' msgtype='6'>
64
+ <message name='IOI' msgtype='6' msgcat='app'>
61
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  <field name='IOIID' required='Y' />
62
66
  <field name='IOITransType' required='Y' />
63
67
  <field name='IOIRefID' required='N' />
@@ -86,7 +90,7 @@
86
90
  <component name='SpreadOrBenchmarkCurveData' required='N' />
87
91
  <component name='YieldData' required='N' />
88
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  </message>
89
- <message name='Advertisement' msgcat='app' msgtype='7'>
93
+ <message name='Advertisement' msgtype='7' msgcat='app'>
90
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  <field name='AdvId' required='Y' />
91
95
  <field name='AdvTransType' required='Y' />
92
96
  <field name='AdvRefID' required='N' />
@@ -108,7 +112,7 @@
108
112
  <field name='TradingSessionID' required='N' />
109
113
  <field name='TradingSessionSubID' required='N' />
110
114
  </message>
111
- <message name='ExecutionReport' msgcat='app' msgtype='8'>
115
+ <message name='ExecutionReport' msgtype='8' msgcat='app'>
112
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  <field name='OrderID' required='Y' />
113
117
  <field name='SecondaryOrderID' required='N' />
114
118
  <field name='SecondaryClOrdID' required='N' />
@@ -248,7 +252,7 @@
248
252
  <field name='CopyMsgIndicator' required='N' />
249
253
  <component name='MiscFeesGrp' required='N' />
250
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  </message>
251
- <message name='OrderCancelReject' msgcat='app' msgtype='9'>
255
+ <message name='OrderCancelReject' msgtype='9' msgcat='app'>
252
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  <field name='OrderID' required='Y' />
253
257
  <field name='SecondaryOrderID' required='N' />
254
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  <field name='SecondaryClOrdID' required='N' />
@@ -271,7 +275,7 @@
271
275
  <field name='EncodedTextLen' required='N' />
272
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  <field name='EncodedText' required='N' />
273
277
  </message>
274
- <message name='Logon' msgcat='admin' msgtype='A'>
278
+ <message name='Logon' msgtype='A' msgcat='admin'>
275
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  <field name='EncryptMethod' required='Y' />
276
280
  <field name='HeartBtInt' required='Y' />
277
281
  <field name='RawDataLength' required='N' />
@@ -287,7 +291,7 @@
287
291
  <field name='Username' required='N' />
288
292
  <field name='Password' required='N' />
289
293
  </message>
290
- <message name='News' msgcat='app' msgtype='B'>
294
+ <message name='News' msgtype='B' msgcat='app'>
291
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  <field name='OrigTime' required='N' />
292
296
  <field name='Urgency' required='N' />
293
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  <field name='Headline' required='Y' />
@@ -302,7 +306,7 @@
302
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  <field name='RawDataLength' required='N' />
303
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  <field name='RawData' required='N' />
304
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  </message>
305
- <message name='Email' msgcat='app' msgtype='C'>
309
+ <message name='Email' msgtype='C' msgcat='app'>
306
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  <field name='EmailThreadID' required='Y' />
307
311
  <field name='EmailType' required='Y' />
308
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  <field name='OrigTime' required='N' />
@@ -319,7 +323,7 @@
319
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  <field name='RawDataLength' required='N' />
320
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  <field name='RawData' required='N' />
321
325
  </message>
322
- <message name='NewOrderSingle' msgcat='app' msgtype='D'>
326
+ <message name='NewOrderSingle' msgtype='D' msgcat='app'>
323
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  <field name='ClOrdID' required='Y' />
324
328
  <field name='SecondaryClOrdID' required='N' />
325
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  <field name='ClOrdLinkID' required='N' />
@@ -397,7 +401,7 @@
397
401
  <field name='RegistID' required='N' />
398
402
  <field name='Designation' required='N' />
399
403
  </message>
400
- <message name='NewOrderList' msgcat='app' msgtype='E'>
404
+ <message name='NewOrderList' msgtype='E' msgcat='app'>
401
405
  <field name='ListID' required='Y' />
402
406
  <field name='BidID' required='N' />
403
407
  <field name='ClientBidID' required='N' />
@@ -418,7 +422,7 @@
418
422
  <field name='LastFragment' required='N' />
419
423
  <component name='ListOrdGrp' required='Y' />
420
424
  </message>
421
- <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
425
+ <message name='OrderCancelRequest' msgtype='F' msgcat='app'>
422
426
  <field name='OrigClOrdID' required='Y' />
423
427
  <field name='OrderID' required='N' />
424
428
  <field name='ClOrdID' required='Y' />
@@ -441,7 +445,7 @@
441
445
  <field name='EncodedTextLen' required='N' />
442
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  <field name='EncodedText' required='N' />
443
447
  </message>
444
- <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
448
+ <message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
445
449
  <field name='OrderID' required='N' />
446
450
  <component name='Parties' required='N' />
447
451
  <field name='TradeOriginationDate' required='N' />
@@ -518,7 +522,7 @@
518
522
  <field name='RegistID' required='N' />
519
523
  <field name='Designation' required='N' />
520
524
  </message>
521
- <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
525
+ <message name='OrderStatusRequest' msgtype='H' msgcat='app'>
522
526
  <field name='OrderID' required='N' />
523
527
  <field name='ClOrdID' required='Y' />
524
528
  <field name='SecondaryClOrdID' required='N' />
@@ -532,7 +536,7 @@
532
536
  <component name='UndInstrmtGrp' required='N' />
533
537
  <field name='Side' required='Y' />
534
538
  </message>
535
- <message name='AllocationInstruction' msgcat='app' msgtype='J'>
539
+ <message name='AllocationInstruction' msgtype='J' msgcat='app'>
536
540
  <field name='AllocID' required='Y' />
537
541
  <field name='AllocTransType' required='Y' />
538
542
  <field name='AllocType' required='Y' />
@@ -597,7 +601,7 @@
597
601
  <field name='LastFragment' required='N' />
598
602
  <component name='AllocGrp' required='N' />
599
603
  </message>
600
- <message name='ListCancelRequest' msgcat='app' msgtype='K'>
604
+ <message name='ListCancelRequest' msgtype='K' msgcat='app'>
601
605
  <field name='ListID' required='Y' />
602
606
  <field name='TransactTime' required='Y' />
603
607
  <field name='TradeOriginationDate' required='N' />
@@ -606,7 +610,7 @@
606
610
  <field name='EncodedTextLen' required='N' />
607
611
  <field name='EncodedText' required='N' />
608
612
  </message>
609
- <message name='ListExecute' msgcat='app' msgtype='L'>
613
+ <message name='ListExecute' msgtype='L' msgcat='app'>
610
614
  <field name='ListID' required='Y' />
611
615
  <field name='ClientBidID' required='N' />
612
616
  <field name='BidID' required='N' />
@@ -615,13 +619,13 @@
615
619
  <field name='EncodedTextLen' required='N' />
616
620
  <field name='EncodedText' required='N' />
617
621
  </message>
618
- <message name='ListStatusRequest' msgcat='app' msgtype='M'>
622
+ <message name='ListStatusRequest' msgtype='M' msgcat='app'>
619
623
  <field name='ListID' required='Y' />
620
624
  <field name='Text' required='N' />
621
625
  <field name='EncodedTextLen' required='N' />
622
626
  <field name='EncodedText' required='N' />
623
627
  </message>
624
- <message name='ListStatus' msgcat='app' msgtype='N'>
628
+ <message name='ListStatus' msgtype='N' msgcat='app'>
625
629
  <field name='ListID' required='Y' />
626
630
  <field name='ListStatusType' required='Y' />
627
631
  <field name='NoRpts' required='Y' />
@@ -635,7 +639,7 @@
635
639
  <field name='LastFragment' required='N' />
636
640
  <component name='OrdListStatGrp' required='Y' />
637
641
  </message>
638
- <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
642
+ <message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
639
643
  <field name='AllocID' required='Y' />
640
644
  <component name='Parties' required='N' />
641
645
  <field name='SecondaryAllocID' required='N' />
@@ -653,7 +657,7 @@
653
657
  <field name='EncodedText' required='N' />
654
658
  <component name='AllocAckGrp' required='N' />
655
659
  </message>
656
- <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
660
+ <message name='DontKnowTrade' msgtype='Q' msgcat='app'>
657
661
  <field name='OrderID' required='Y' />
658
662
  <field name='SecondaryOrderID' required='N' />
659
663
  <field name='ExecID' required='Y' />
@@ -669,7 +673,7 @@
669
673
  <field name='EncodedTextLen' required='N' />
670
674
  <field name='EncodedText' required='N' />
671
675
  </message>
672
- <message name='QuoteRequest' msgcat='app' msgtype='R'>
676
+ <message name='QuoteRequest' msgtype='R' msgcat='app'>
673
677
  <field name='QuoteReqID' required='Y' />
674
678
  <field name='RFQReqID' required='N' />
675
679
  <field name='ClOrdID' required='N' />
@@ -679,7 +683,7 @@
679
683
  <field name='EncodedTextLen' required='N' />
680
684
  <field name='EncodedText' required='N' />
681
685
  </message>
682
- <message name='Quote' msgcat='app' msgtype='S'>
686
+ <message name='Quote' msgtype='S' msgcat='app'>
683
687
  <field name='QuoteReqID' required='N' />
684
688
  <field name='QuoteID' required='Y' />
685
689
  <field name='QuoteRespID' required='N' />
@@ -740,7 +744,7 @@
740
744
  <field name='EncodedTextLen' required='N' />
741
745
  <field name='EncodedText' required='N' />
742
746
  </message>
743
- <message name='SettlementInstructions' msgcat='app' msgtype='T'>
747
+ <message name='SettlementInstructions' msgtype='T' msgcat='app'>
744
748
  <field name='SettlInstMsgID' required='Y' />
745
749
  <field name='SettlInstReqID' required='N' />
746
750
  <field name='SettlInstMode' required='Y' />
@@ -752,7 +756,7 @@
752
756
  <field name='TransactTime' required='Y' />
753
757
  <component name='SettlInstGrp' required='N' />
754
758
  </message>
755
- <message name='MarketDataRequest' msgcat='app' msgtype='V'>
759
+ <message name='MarketDataRequest' msgtype='V' msgcat='app'>
756
760
  <field name='MDReqID' required='Y' />
757
761
  <field name='SubscriptionRequestType' required='Y' />
758
762
  <field name='MarketDepth' required='Y' />
@@ -767,7 +771,7 @@
767
771
  <field name='ApplQueueAction' required='N' />
768
772
  <field name='ApplQueueMax' required='N' />
769
773
  </message>
770
- <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
774
+ <message name='MarketDataSnapshotFullRefresh' msgtype='W' msgcat='app'>
771
775
  <field name='MDReqID' required='N' />
772
776
  <component name='Instrument' required='Y' />
773
777
  <component name='UndInstrmtGrp' required='N' />
@@ -779,13 +783,13 @@
779
783
  <field name='ApplQueueDepth' required='N' />
780
784
  <field name='ApplQueueResolution' required='N' />
781
785
  </message>
782
- <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
786
+ <message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'>
783
787
  <field name='MDReqID' required='N' />
784
788
  <component name='MDIncGrp' required='Y' />
785
789
  <field name='ApplQueueDepth' required='N' />
786
790
  <field name='ApplQueueResolution' required='N' />
787
791
  </message>
788
- <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
792
+ <message name='MarketDataRequestReject' msgtype='Y' msgcat='app'>
789
793
  <field name='MDReqID' required='Y' />
790
794
  <field name='MDReqRejReason' required='N' />
791
795
  <component name='MDRjctGrp' required='N' />
@@ -793,7 +797,7 @@
793
797
  <field name='EncodedTextLen' required='N' />
794
798
  <field name='EncodedText' required='N' />
795
799
  </message>
796
- <message name='QuoteCancel' msgcat='app' msgtype='Z'>
800
+ <message name='QuoteCancel' msgtype='Z' msgcat='app'>
797
801
  <field name='QuoteReqID' required='N' />
798
802
  <field name='QuoteID' required='Y' />
799
803
  <field name='QuoteCancelType' required='Y' />
@@ -806,7 +810,7 @@
806
810
  <field name='TradingSessionSubID' required='N' />
807
811
  <component name='QuotCxlEntriesGrp' required='N' />
808
812
  </message>
809
- <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
813
+ <message name='QuoteStatusRequest' msgtype='a' msgcat='app'>
810
814
  <field name='QuoteStatusReqID' required='N' />
811
815
  <field name='QuoteID' required='N' />
812
816
  <component name='Instrument' required='Y' />
@@ -821,7 +825,7 @@
821
825
  <field name='TradingSessionSubID' required='N' />
822
826
  <field name='SubscriptionRequestType' required='N' />
823
827
  </message>
824
- <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
828
+ <message name='MassQuoteAcknowledgement' msgtype='b' msgcat='app'>
825
829
  <field name='QuoteReqID' required='N' />
826
830
  <field name='QuoteID' required='N' />
827
831
  <field name='QuoteStatus' required='Y' />
@@ -837,7 +841,7 @@
837
841
  <field name='EncodedText' required='N' />
838
842
  <component name='QuotSetAckGrp' required='N' />
839
843
  </message>
840
- <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
844
+ <message name='SecurityDefinitionRequest' msgtype='c' msgcat='app'>
841
845
  <field name='SecurityReqID' required='Y' />
842
846
  <field name='SecurityRequestType' required='Y' />
843
847
  <component name='Instrument' required='N' />
@@ -853,7 +857,7 @@
853
857
  <field name='ExpirationCycle' required='N' />
854
858
  <field name='SubscriptionRequestType' required='N' />
855
859
  </message>
856
- <message name='SecurityDefinition' msgcat='app' msgtype='d'>
860
+ <message name='SecurityDefinition' msgtype='d' msgcat='app'>
857
861
  <field name='SecurityReqID' required='Y' />
858
862
  <field name='SecurityResponseID' required='Y' />
859
863
  <field name='SecurityResponseType' required='Y' />
@@ -871,7 +875,7 @@
871
875
  <field name='RoundLot' required='N' />
872
876
  <field name='MinTradeVol' required='N' />
873
877
  </message>
874
- <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
878
+ <message name='SecurityStatusRequest' msgtype='e' msgcat='app'>
875
879
  <field name='SecurityStatusReqID' required='Y' />
876
880
  <component name='Instrument' required='Y' />
877
881
  <component name='InstrumentExtension' required='N' />
@@ -882,7 +886,7 @@
882
886
  <field name='TradingSessionID' required='N' />
883
887
  <field name='TradingSessionSubID' required='N' />
884
888
  </message>
885
- <message name='SecurityStatus' msgcat='app' msgtype='f'>
889
+ <message name='SecurityStatus' msgtype='f' msgcat='app'>
886
890
  <field name='SecurityStatusReqID' required='N' />
887
891
  <component name='Instrument' required='Y' />
888
892
  <component name='InstrumentExtension' required='N' />
@@ -909,7 +913,7 @@
909
913
  <field name='EncodedTextLen' required='N' />
910
914
  <field name='EncodedText' required='N' />
911
915
  </message>
912
- <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
916
+ <message name='TradingSessionStatusRequest' msgtype='g' msgcat='app'>
913
917
  <field name='TradSesReqID' required='Y' />
914
918
  <field name='TradingSessionID' required='N' />
915
919
  <field name='TradingSessionSubID' required='N' />
@@ -917,7 +921,7 @@
917
921
  <field name='TradSesMode' required='N' />
918
922
  <field name='SubscriptionRequestType' required='Y' />
919
923
  </message>
920
- <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
924
+ <message name='TradingSessionStatus' msgtype='h' msgcat='app'>
921
925
  <field name='TradSesReqID' required='N' />
922
926
  <field name='TradingSessionID' required='Y' />
923
927
  <field name='TradingSessionSubID' required='N' />
@@ -936,7 +940,7 @@
936
940
  <field name='EncodedTextLen' required='N' />
937
941
  <field name='EncodedText' required='N' />
938
942
  </message>
939
- <message name='MassQuote' msgcat='app' msgtype='i'>
943
+ <message name='MassQuote' msgtype='i' msgcat='app'>
940
944
  <field name='QuoteReqID' required='N' />
941
945
  <field name='QuoteID' required='Y' />
942
946
  <field name='QuoteType' required='N' />
@@ -949,7 +953,7 @@
949
953
  <field name='DefOfferSize' required='N' />
950
954
  <component name='QuotSetGrp' required='Y' />
951
955
  </message>
952
- <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
956
+ <message name='BusinessMessageReject' msgtype='j' msgcat='app'>
953
957
  <field name='RefSeqNum' required='N' />
954
958
  <field name='RefMsgType' required='Y' />
955
959
  <field name='BusinessRejectRefID' required='N' />
@@ -958,7 +962,7 @@
958
962
  <field name='EncodedTextLen' required='N' />
959
963
  <field name='EncodedText' required='N' />
960
964
  </message>
961
- <message name='BidRequest' msgcat='app' msgtype='k'>
965
+ <message name='BidRequest' msgtype='k' msgcat='app'>
962
966
  <field name='BidID' required='N' />
963
967
  <field name='ClientBidID' required='Y' />
964
968
  <field name='BidRequestTransType' required='Y' />
@@ -989,20 +993,20 @@
989
993
  <field name='EncodedTextLen' required='N' />
990
994
  <field name='EncodedText' required='N' />
991
995
  </message>
992
- <message name='BidResponse' msgcat='app' msgtype='l'>
996
+ <message name='BidResponse' msgtype='l' msgcat='app'>
993
997
  <field name='BidID' required='N' />
994
998
  <field name='ClientBidID' required='N' />
995
999
  <component name='BidCompRspGrp' required='Y' />
996
1000
  </message>
997
- <message name='ListStrikePrice' msgcat='app' msgtype='m'>
1001
+ <message name='ListStrikePrice' msgtype='m' msgcat='app'>
998
1002
  <field name='ListID' required='Y' />
999
1003
  <field name='TotNoStrikes' required='Y' />
1000
1004
  <field name='LastFragment' required='N' />
1001
1005
  <component name='InstrmtStrkPxGrp' required='Y' />
1002
1006
  <component name='UndInstrmtStrkPxGrp' required='N' />
1003
1007
  </message>
1004
- <message name='XMLnonFIX' msgcat='admin' msgtype='n' />
1005
- <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
1008
+ <message name='XMLnonFIX' msgtype='n' msgcat='admin' />
1009
+ <message name='RegistrationInstructions' msgtype='o' msgcat='app'>
1006
1010
  <field name='RegistID' required='Y' />
1007
1011
  <field name='RegistTransType' required='Y' />
1008
1012
  <field name='RegistRefID' required='Y' />
@@ -1016,7 +1020,7 @@
1016
1020
  <component name='RgstDtlsGrp' required='N' />
1017
1021
  <component name='RgstDistInstGrp' required='N' />
1018
1022
  </message>
1019
- <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
1023
+ <message name='RegistrationInstructionsResponse' msgtype='p' msgcat='app'>
1020
1024
  <field name='RegistID' required='Y' />
1021
1025
  <field name='RegistTransType' required='Y' />
1022
1026
  <field name='RegistRefID' required='Y' />
@@ -1028,7 +1032,7 @@
1028
1032
  <field name='RegistRejReasonCode' required='N' />
1029
1033
  <field name='RegistRejReasonText' required='N' />
1030
1034
  </message>
1031
- <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
1035
+ <message name='OrderMassCancelRequest' msgtype='q' msgcat='app'>
1032
1036
  <field name='ClOrdID' required='Y' />
1033
1037
  <field name='SecondaryClOrdID' required='N' />
1034
1038
  <field name='MassCancelRequestType' required='Y' />
@@ -1042,7 +1046,7 @@
1042
1046
  <field name='EncodedTextLen' required='N' />
1043
1047
  <field name='EncodedText' required='N' />
1044
1048
  </message>
1045
- <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
1049
+ <message name='OrderMassCancelReport' msgtype='r' msgcat='app'>
1046
1050
  <field name='ClOrdID' required='N' />
1047
1051
  <field name='SecondaryClOrdID' required='N' />
1048
1052
  <field name='OrderID' required='Y' />
@@ -1062,7 +1066,7 @@
1062
1066
  <field name='EncodedTextLen' required='N' />
1063
1067
  <field name='EncodedText' required='N' />
1064
1068
  </message>
1065
- <message name='NewOrderCross' msgcat='app' msgtype='s'>
1069
+ <message name='NewOrderCross' msgtype='s' msgcat='app'>
1066
1070
  <field name='CrossID' required='Y' />
1067
1071
  <field name='CrossType' required='Y' />
1068
1072
  <field name='CrossPrioritization' required='Y' />
@@ -1109,7 +1113,7 @@
1109
1113
  <field name='RegistID' required='N' />
1110
1114
  <field name='Designation' required='N' />
1111
1115
  </message>
1112
- <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
1116
+ <message name='CrossOrderCancelReplaceRequest' msgtype='t' msgcat='app'>
1113
1117
  <field name='OrderID' required='N' />
1114
1118
  <field name='CrossID' required='Y' />
1115
1119
  <field name='OrigCrossID' required='Y' />
@@ -1158,7 +1162,7 @@
1158
1162
  <field name='RegistID' required='N' />
1159
1163
  <field name='Designation' required='N' />
1160
1164
  </message>
1161
- <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
1165
+ <message name='CrossOrderCancelRequest' msgtype='u' msgcat='app'>
1162
1166
  <field name='OrderID' required='N' />
1163
1167
  <field name='CrossID' required='Y' />
1164
1168
  <field name='OrigCrossID' required='Y' />
@@ -1170,7 +1174,7 @@
1170
1174
  <component name='InstrmtLegGrp' required='N' />
1171
1175
  <field name='TransactTime' required='Y' />
1172
1176
  </message>
1173
- <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
1177
+ <message name='SecurityTypeRequest' msgtype='v' msgcat='app'>
1174
1178
  <field name='SecurityReqID' required='Y' />
1175
1179
  <field name='Text' required='N' />
1176
1180
  <field name='EncodedTextLen' required='N' />
@@ -1181,7 +1185,7 @@
1181
1185
  <field name='SecurityType' required='N' />
1182
1186
  <field name='SecuritySubType' required='N' />
1183
1187
  </message>
1184
- <message name='SecurityTypes' msgcat='app' msgtype='w'>
1188
+ <message name='SecurityTypes' msgtype='w' msgcat='app'>
1185
1189
  <field name='SecurityReqID' required='Y' />
1186
1190
  <field name='SecurityResponseID' required='Y' />
1187
1191
  <field name='SecurityResponseType' required='Y' />
@@ -1195,7 +1199,7 @@
1195
1199
  <field name='TradingSessionSubID' required='N' />
1196
1200
  <field name='SubscriptionRequestType' required='N' />
1197
1201
  </message>
1198
- <message name='SecurityListRequest' msgcat='app' msgtype='x'>
1202
+ <message name='SecurityListRequest' msgtype='x' msgcat='app'>
1199
1203
  <field name='SecurityReqID' required='Y' />
1200
1204
  <field name='SecurityListRequestType' required='Y' />
1201
1205
  <component name='Instrument' required='N' />
@@ -1211,7 +1215,7 @@
1211
1215
  <field name='TradingSessionSubID' required='N' />
1212
1216
  <field name='SubscriptionRequestType' required='N' />
1213
1217
  </message>
1214
- <message name='SecurityList' msgcat='app' msgtype='y'>
1218
+ <message name='SecurityList' msgtype='y' msgcat='app'>
1215
1219
  <field name='SecurityReqID' required='Y' />
1216
1220
  <field name='SecurityResponseID' required='Y' />
1217
1221
  <field name='SecurityRequestResult' required='Y' />
@@ -1219,7 +1223,7 @@
1219
1223
  <field name='LastFragment' required='N' />
1220
1224
  <component name='SecListGrp' required='N' />
1221
1225
  </message>
1222
- <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
1226
+ <message name='DerivativeSecurityListRequest' msgtype='z' msgcat='app'>
1223
1227
  <field name='SecurityReqID' required='Y' />
1224
1228
  <field name='SecurityListRequestType' required='Y' />
1225
1229
  <component name='UnderlyingInstrument' required='N' />
@@ -1232,7 +1236,7 @@
1232
1236
  <field name='TradingSessionSubID' required='N' />
1233
1237
  <field name='SubscriptionRequestType' required='N' />
1234
1238
  </message>
1235
- <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
1239
+ <message name='DerivativeSecurityList' msgtype='AA' msgcat='app'>
1236
1240
  <field name='SecurityReqID' required='Y' />
1237
1241
  <field name='SecurityResponseID' required='Y' />
1238
1242
  <field name='SecurityRequestResult' required='Y' />
@@ -1241,7 +1245,7 @@
1241
1245
  <field name='LastFragment' required='N' />
1242
1246
  <component name='RelSymDerivSecGrp' required='N' />
1243
1247
  </message>
1244
- <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
1248
+ <message name='NewOrderMultileg' msgtype='AB' msgcat='app'>
1245
1249
  <field name='ClOrdID' required='Y' />
1246
1250
  <field name='SecondaryClOrdID' required='N' />
1247
1251
  <field name='ClOrdLinkID' required='N' />
@@ -1314,7 +1318,7 @@
1314
1318
  <field name='Designation' required='N' />
1315
1319
  <field name='MultiLegRptTypeReq' required='N' />
1316
1320
  </message>
1317
- <message name='MultilegOrderCancelReplace' msgcat='app' msgtype='AC'>
1321
+ <message name='MultilegOrderCancelReplace' msgtype='AC' msgcat='app'>
1318
1322
  <field name='OrderID' required='N' />
1319
1323
  <field name='OrigClOrdID' required='Y' />
1320
1324
  <field name='ClOrdID' required='Y' />
@@ -1390,7 +1394,7 @@
1390
1394
  <field name='Designation' required='N' />
1391
1395
  <field name='MultiLegRptTypeReq' required='N' />
1392
1396
  </message>
1393
- <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
1397
+ <message name='TradeCaptureReportRequest' msgtype='AD' msgcat='app'>
1394
1398
  <field name='TradeRequestID' required='Y' />
1395
1399
  <field name='TradeRequestType' required='Y' />
1396
1400
  <field name='SubscriptionRequestType' required='N' />
@@ -1428,7 +1432,7 @@
1428
1432
  <field name='EncodedTextLen' required='N' />
1429
1433
  <field name='EncodedText' required='N' />
1430
1434
  </message>
1431
- <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
1435
+ <message name='TradeCaptureReport' msgtype='AE' msgcat='app'>
1432
1436
  <field name='TradeReportID' required='Y' />
1433
1437
  <field name='TradeReportTransType' required='N' />
1434
1438
  <field name='TradeReportType' required='N' />
@@ -1487,7 +1491,7 @@
1487
1491
  <field name='PublishTrdIndicator' required='N' />
1488
1492
  <field name='ShortSaleReason' required='N' />
1489
1493
  </message>
1490
- <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
1494
+ <message name='OrderMassStatusRequest' msgtype='AF' msgcat='app'>
1491
1495
  <field name='MassStatusReqID' required='Y' />
1492
1496
  <field name='MassStatusReqType' required='Y' />
1493
1497
  <component name='Parties' required='N' />
@@ -1499,7 +1503,7 @@
1499
1503
  <component name='UnderlyingInstrument' required='N' />
1500
1504
  <field name='Side' required='N' />
1501
1505
  </message>
1502
- <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
1506
+ <message name='QuoteRequestReject' msgtype='AG' msgcat='app'>
1503
1507
  <field name='QuoteReqID' required='Y' />
1504
1508
  <field name='RFQReqID' required='N' />
1505
1509
  <field name='QuoteRequestRejectReason' required='Y' />
@@ -1508,12 +1512,12 @@
1508
1512
  <field name='EncodedTextLen' required='N' />
1509
1513
  <field name='EncodedText' required='N' />
1510
1514
  </message>
1511
- <message name='RFQRequest' msgcat='app' msgtype='AH'>
1515
+ <message name='RFQRequest' msgtype='AH' msgcat='app'>
1512
1516
  <field name='RFQReqID' required='Y' />
1513
1517
  <component name='RFQReqGrp' required='Y' />
1514
1518
  <field name='SubscriptionRequestType' required='N' />
1515
1519
  </message>
1516
- <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
1520
+ <message name='QuoteStatusReport' msgtype='AI' msgcat='app'>
1517
1521
  <field name='QuoteStatusReqID' required='N' />
1518
1522
  <field name='QuoteReqID' required='N' />
1519
1523
  <field name='QuoteID' required='Y' />
@@ -1576,7 +1580,7 @@
1576
1580
  <field name='EncodedTextLen' required='N' />
1577
1581
  <field name='EncodedText' required='N' />
1578
1582
  </message>
1579
- <message name='QuoteResponse' msgcat='app' msgtype='AJ'>
1583
+ <message name='QuoteResponse' msgtype='AJ' msgcat='app'>
1580
1584
  <field name='QuoteRespID' required='Y' />
1581
1585
  <field name='QuoteID' required='N' />
1582
1586
  <field name='QuoteRespType' required='Y' />
@@ -1639,7 +1643,7 @@
1639
1643
  <component name='SpreadOrBenchmarkCurveData' required='N' />
1640
1644
  <component name='YieldData' required='N' />
1641
1645
  </message>
1642
- <message name='Confirmation' msgcat='app' msgtype='AK'>
1646
+ <message name='Confirmation' msgtype='AK' msgcat='app'>
1643
1647
  <field name='ConfirmID' required='Y' />
1644
1648
  <field name='ConfirmRefID' required='N' />
1645
1649
  <field name='ConfirmReqID' required='N' />
@@ -1706,7 +1710,7 @@
1706
1710
  <component name='Stipulations' required='N' />
1707
1711
  <component name='MiscFeesGrp' required='N' />
1708
1712
  </message>
1709
- <message name='PositionMaintenanceRequest' msgcat='app' msgtype='AL'>
1713
+ <message name='PositionMaintenanceRequest' msgtype='AL' msgcat='app'>
1710
1714
  <field name='PosReqID' required='Y' />
1711
1715
  <field name='PosTransType' required='Y' />
1712
1716
  <field name='PosMaintAction' required='Y' />
@@ -1734,7 +1738,7 @@
1734
1738
  <field name='EncodedTextLen' required='N' />
1735
1739
  <field name='EncodedText' required='N' />
1736
1740
  </message>
1737
- <message name='PositionMaintenanceReport' msgcat='app' msgtype='AM'>
1741
+ <message name='PositionMaintenanceReport' msgtype='AM' msgcat='app'>
1738
1742
  <field name='PosMaintRptID' required='Y' />
1739
1743
  <field name='PosTransType' required='Y' />
1740
1744
  <field name='PosReqID' required='N' />
@@ -1763,7 +1767,7 @@
1763
1767
  <field name='EncodedTextLen' required='N' />
1764
1768
  <field name='EncodedText' required='N' />
1765
1769
  </message>
1766
- <message name='RequestForPositions' msgcat='app' msgtype='AN'>
1770
+ <message name='RequestForPositions' msgtype='AN' msgcat='app'>
1767
1771
  <field name='PosReqID' required='Y' />
1768
1772
  <field name='PosReqType' required='Y' />
1769
1773
  <field name='MatchStatus' required='N' />
@@ -1787,7 +1791,7 @@
1787
1791
  <field name='EncodedTextLen' required='N' />
1788
1792
  <field name='EncodedText' required='N' />
1789
1793
  </message>
1790
- <message name='RequestForPositionsAck' msgcat='app' msgtype='AO'>
1794
+ <message name='RequestForPositionsAck' msgtype='AO' msgcat='app'>
1791
1795
  <field name='PosMaintRptID' required='Y' />
1792
1796
  <field name='PosReqID' required='N' />
1793
1797
  <field name='TotalNumPosReports' required='N' />
@@ -1808,7 +1812,7 @@
1808
1812
  <field name='EncodedTextLen' required='N' />
1809
1813
  <field name='EncodedText' required='N' />
1810
1814
  </message>
1811
- <message name='PositionReport' msgcat='app' msgtype='AP'>
1815
+ <message name='PositionReport' msgtype='AP' msgcat='app'>
1812
1816
  <field name='PosMaintRptID' required='Y' />
1813
1817
  <field name='PosReqID' required='N' />
1814
1818
  <field name='PosReqType' required='N' />
@@ -1838,7 +1842,7 @@
1838
1842
  <field name='EncodedTextLen' required='N' />
1839
1843
  <field name='EncodedText' required='N' />
1840
1844
  </message>
1841
- <message name='TradeCaptureReportRequestAck' msgcat='app' msgtype='AQ'>
1845
+ <message name='TradeCaptureReportRequestAck' msgtype='AQ' msgcat='app'>
1842
1846
  <field name='TradeRequestID' required='Y' />
1843
1847
  <field name='TradeRequestType' required='Y' />
1844
1848
  <field name='SubscriptionRequestType' required='N' />
@@ -1855,7 +1859,7 @@
1855
1859
  <field name='EncodedTextLen' required='N' />
1856
1860
  <field name='EncodedText' required='N' />
1857
1861
  </message>
1858
- <message name='TradeCaptureReportAck' msgcat='app' msgtype='AR'>
1862
+ <message name='TradeCaptureReportAck' msgtype='AR' msgcat='app'>
1859
1863
  <field name='TradeReportID' required='Y' />
1860
1864
  <field name='TradeReportTransType' required='N' />
1861
1865
  <field name='TradeReportType' required='N' />
@@ -1894,7 +1898,7 @@
1894
1898
  <field name='PreallocMethod' required='N' />
1895
1899
  <component name='TrdAllocGrp' required='N' />
1896
1900
  </message>
1897
- <message name='AllocationReport' msgcat='app' msgtype='AS'>
1901
+ <message name='AllocationReport' msgtype='AS' msgcat='app'>
1898
1902
  <field name='AllocReportID' required='Y' />
1899
1903
  <field name='AllocID' required='N' />
1900
1904
  <field name='AllocTransType' required='Y' />
@@ -1963,7 +1967,7 @@
1963
1967
  <field name='LastFragment' required='N' />
1964
1968
  <component name='AllocGrp' required='N' />
1965
1969
  </message>
1966
- <message name='AllocationReportAck' msgcat='app' msgtype='AT'>
1970
+ <message name='AllocationReportAck' msgtype='AT' msgcat='app'>
1967
1971
  <field name='AllocReportID' required='Y' />
1968
1972
  <field name='AllocID' required='Y' />
1969
1973
  <component name='Parties' required='N' />
@@ -1982,7 +1986,7 @@
1982
1986
  <field name='EncodedText' required='N' />
1983
1987
  <component name='AllocAckGrp' required='N' />
1984
1988
  </message>
1985
- <message name='ConfirmationAck' msgcat='app' msgtype='AU'>
1989
+ <message name='ConfirmationAck' msgtype='AU' msgcat='app'>
1986
1990
  <field name='ConfirmID' required='Y' />
1987
1991
  <field name='TradeDate' required='Y' />
1988
1992
  <field name='TransactTime' required='Y' />
@@ -1993,7 +1997,7 @@
1993
1997
  <field name='EncodedTextLen' required='N' />
1994
1998
  <field name='EncodedText' required='N' />
1995
1999
  </message>
1996
- <message name='SettlementInstructionRequest' msgcat='app' msgtype='AV'>
2000
+ <message name='SettlementInstructionRequest' msgtype='AV' msgcat='app'>
1997
2001
  <field name='SettlInstReqID' required='Y' />
1998
2002
  <field name='TransactTime' required='Y' />
1999
2003
  <component name='Parties' required='N' />
@@ -2010,7 +2014,7 @@
2010
2014
  <field name='StandInstDbName' required='N' />
2011
2015
  <field name='StandInstDbID' required='N' />
2012
2016
  </message>
2013
- <message name='AssignmentReport' msgcat='app' msgtype='AW'>
2017
+ <message name='AssignmentReport' msgtype='AW' msgcat='app'>
2014
2018
  <field name='AsgnRptID' required='Y' />
2015
2019
  <field name='TotNumAssignmentReports' required='N' />
2016
2020
  <field name='LastRptRequested' required='N' />
@@ -2039,7 +2043,7 @@
2039
2043
  <field name='EncodedTextLen' required='N' />
2040
2044
  <field name='EncodedText' required='N' />
2041
2045
  </message>
2042
- <message name='CollateralRequest' msgcat='app' msgtype='AX'>
2046
+ <message name='CollateralRequest' msgtype='AX' msgcat='app'>
2043
2047
  <field name='CollReqID' required='Y' />
2044
2048
  <field name='CollAsgnReason' required='Y' />
2045
2049
  <field name='TransactTime' required='Y' />
@@ -2084,7 +2088,7 @@
2084
2088
  <field name='EncodedTextLen' required='N' />
2085
2089
  <field name='EncodedText' required='N' />
2086
2090
  </message>
2087
- <message name='CollateralAssignment' msgcat='app' msgtype='AY'>
2091
+ <message name='CollateralAssignment' msgtype='AY' msgcat='app'>
2088
2092
  <field name='CollAsgnID' required='Y' />
2089
2093
  <field name='CollReqID' required='N' />
2090
2094
  <field name='CollAsgnReason' required='Y' />
@@ -2133,7 +2137,7 @@
2133
2137
  <field name='EncodedTextLen' required='N' />
2134
2138
  <field name='EncodedText' required='N' />
2135
2139
  </message>
2136
- <message name='CollateralResponse' msgcat='app' msgtype='AZ'>
2140
+ <message name='CollateralResponse' msgtype='AZ' msgcat='app'>
2137
2141
  <field name='CollRespID' required='Y' />
2138
2142
  <field name='CollAsgnID' required='Y' />
2139
2143
  <field name='CollReqID' required='N' />
@@ -2177,7 +2181,7 @@
2177
2181
  <field name='EncodedTextLen' required='N' />
2178
2182
  <field name='EncodedText' required='N' />
2179
2183
  </message>
2180
- <message name='CollateralReport' msgcat='app' msgtype='BA'>
2184
+ <message name='CollateralReport' msgtype='BA' msgcat='app'>
2181
2185
  <field name='CollRptID' required='Y' />
2182
2186
  <field name='CollInquiryID' required='N' />
2183
2187
  <field name='CollStatus' required='Y' />
@@ -2224,7 +2228,7 @@
2224
2228
  <field name='EncodedTextLen' required='N' />
2225
2229
  <field name='EncodedText' required='N' />
2226
2230
  </message>
2227
- <message name='CollateralInquiry' msgcat='app' msgtype='BB'>
2231
+ <message name='CollateralInquiry' msgtype='BB' msgcat='app'>
2228
2232
  <field name='CollInquiryID' required='N' />
2229
2233
  <component name='CollInqQualGrp' required='N' />
2230
2234
  <field name='SubscriptionRequestType' required='N' />
@@ -2270,19 +2274,19 @@
2270
2274
  <field name='EncodedTextLen' required='N' />
2271
2275
  <field name='EncodedText' required='N' />
2272
2276
  </message>
2273
- <message name='NetworkCounterpartySystemStatusRequest' msgcat='app' msgtype='BC'>
2277
+ <message name='NetworkCounterpartySystemStatusRequest' msgtype='BC' msgcat='app'>
2274
2278
  <field name='NetworkRequestType' required='Y' />
2275
2279
  <field name='NetworkRequestID' required='Y' />
2276
2280
  <component name='CompIDReqGrp' required='N' />
2277
2281
  </message>
2278
- <message name='NetworkCounterpartySystemStatusResponse' msgcat='app' msgtype='BD'>
2282
+ <message name='NetworkCounterpartySystemStatusResponse' msgtype='BD' msgcat='app'>
2279
2283
  <field name='NetworkStatusResponseType' required='Y' />
2280
2284
  <field name='NetworkRequestID' required='N' />
2281
2285
  <field name='NetworkResponseID' required='Y' />
2282
2286
  <field name='LastNetworkResponseID' required='N' />
2283
2287
  <component name='CompIDStatGrp' required='Y' />
2284
2288
  </message>
2285
- <message name='UserRequest' msgcat='app' msgtype='BE'>
2289
+ <message name='UserRequest' msgtype='BE' msgcat='app'>
2286
2290
  <field name='UserRequestID' required='Y' />
2287
2291
  <field name='UserRequestType' required='Y' />
2288
2292
  <field name='Username' required='Y' />
@@ -2291,13 +2295,13 @@
2291
2295
  <field name='RawDataLength' required='N' />
2292
2296
  <field name='RawData' required='N' />
2293
2297
  </message>
2294
- <message name='UserResponse' msgcat='app' msgtype='BF'>
2298
+ <message name='UserResponse' msgtype='BF' msgcat='app'>
2295
2299
  <field name='UserRequestID' required='Y' />
2296
2300
  <field name='Username' required='Y' />
2297
2301
  <field name='UserStatus' required='N' />
2298
2302
  <field name='UserStatusText' required='N' />
2299
2303
  </message>
2300
- <message name='CollateralInquiryAck' msgcat='app' msgtype='BG'>
2304
+ <message name='CollateralInquiryAck' msgtype='BG' msgcat='app'>
2301
2305
  <field name='CollInquiryID' required='Y' />
2302
2306
  <field name='CollInquiryStatus' required='Y' />
2303
2307
  <field name='CollInquiryResult' required='N' />
@@ -2331,7 +2335,7 @@
2331
2335
  <field name='EncodedTextLen' required='N' />
2332
2336
  <field name='EncodedText' required='N' />
2333
2337
  </message>
2334
- <message name='ConfirmationRequest' msgcat='app' msgtype='BH'>
2338
+ <message name='ConfirmationRequest' msgtype='BH' msgcat='app'>
2335
2339
  <field name='ConfirmReqID' required='Y' />
2336
2340
  <field name='ConfirmType' required='Y' />
2337
2341
  <component name='OrdAllocGrp' required='N' />
@@ -2353,79 +2357,31 @@
2353
2357
  <field name='CheckSum' required='Y' />
2354
2358
  </trailer>
2355
2359
  <components>
2356
- <component name='LegSecAltIDGrp'>
2357
- <group name='NoLegSecurityAltID' required='N'>
2358
- <field name='LegSecurityAltID' required='N' />
2359
- <field name='LegSecurityAltIDSource' required='N' />
2360
- </group>
2361
- </component>
2362
- <component name='TrdAllocGrp'>
2363
- <group name='NoAllocs' required='N'>
2364
- <field name='AllocAccount' required='N' />
2365
- <field name='AllocAcctIDSource' required='N' />
2366
- <field name='AllocSettlCurrency' required='N' />
2367
- <field name='IndividualAllocID' required='N' />
2368
- <component name='NestedParties2' required='N' />
2369
- <field name='AllocQty' required='N' />
2370
- </group>
2371
- </component>
2372
- <component name='BidCompRspGrp'>
2373
- <group name='NoBidComponents' required='Y'>
2374
- <component name='CommissionData' required='Y' />
2375
- <field name='ListID' required='N' />
2376
- <field name='Country' required='N' />
2377
- <field name='Side' required='N' />
2378
- <field name='Price' required='N' />
2379
- <field name='PriceType' required='N' />
2380
- <field name='FairValue' required='N' />
2381
- <field name='NetGrossInd' required='N' />
2382
- <field name='SettlType' required='N' />
2383
- <field name='SettlDate' required='N' />
2384
- <field name='TradingSessionID' required='N' />
2385
- <field name='TradingSessionSubID' required='N' />
2386
- <field name='Text' required='N' />
2387
- <field name='EncodedTextLen' required='N' />
2388
- <field name='EncodedText' required='N' />
2389
- </group>
2390
- </component>
2391
2360
  <component name='CommissionData'>
2392
2361
  <field name='Commission' required='N' />
2393
2362
  <field name='CommType' required='N' />
2394
2363
  <field name='CommCurrency' required='N' />
2395
2364
  <field name='FundRenewWaiv' required='N' />
2396
2365
  </component>
2397
- <component name='PositionAmountData'>
2398
- <group name='NoPosAmt' required='N'>
2399
- <field name='PosAmtType' required='N' />
2400
- <field name='PosAmt' required='N' />
2401
- </group>
2402
- </component>
2403
- <component name='NstdPtys3SubGrp'>
2404
- <group name='NoNested3PartySubIDs' required='N'>
2405
- <field name='Nested3PartySubID' required='N' />
2406
- <field name='Nested3PartySubIDType' required='N' />
2407
- </group>
2408
- </component>
2409
- <component name='TrdCapDtGrp'>
2410
- <group name='NoDates' required='N'>
2411
- <field name='TradeDate' required='N' />
2412
- <field name='TransactTime' required='N' />
2413
- </group>
2414
- </component>
2415
- <component name='Parties'>
2416
- <group name='NoPartyIDs' required='N'>
2417
- <field name='PartyID' required='N' />
2418
- <field name='PartyIDSource' required='N' />
2419
- <field name='PartyRole' required='N' />
2420
- <component name='PtysSubGrp' required='N' />
2421
- </group>
2366
+ <component name='DiscretionInstructions'>
2367
+ <field name='DiscretionInst' required='N' />
2368
+ <field name='DiscretionOffsetValue' required='N' />
2369
+ <field name='DiscretionMoveType' required='N' />
2370
+ <field name='DiscretionOffsetType' required='N' />
2371
+ <field name='DiscretionLimitType' required='N' />
2372
+ <field name='DiscretionRoundDirection' required='N' />
2373
+ <field name='DiscretionScope' required='N' />
2422
2374
  </component>
2423
- <component name='AffectedOrdGrp'>
2424
- <group name='NoAffectedOrders' required='N'>
2425
- <field name='OrigClOrdID' required='N' />
2426
- <field name='AffectedOrderID' required='N' />
2427
- <field name='AffectedSecondaryOrderID' required='N' />
2428
- </group>
2375
+ <component name='FinancingDetails'>
2376
+ <field name='AgreementDesc' required='N' />
2377
+ <field name='AgreementID' required='N' />
2378
+ <field name='AgreementDate' required='N' />
2379
+ <field name='AgreementCurrency' required='N' />
2380
+ <field name='TerminationType' required='N' />
2381
+ <field name='StartDate' required='N' />
2382
+ <field name='EndDate' required='N' />
2383
+ <field name='DeliveryType' required='N' />
2384
+ <field name='MarginRatio' required='N' />
2429
2385
  </component>
2430
2386
  <component name='Instrument'>
2431
2387
  <field name='Symbol' required='N' />
@@ -2472,215 +2428,143 @@
2472
2428
  <field name='DatedDate' required='N' />
2473
2429
  <field name='InterestAccrualDate' required='N' />
2474
2430
  </component>
2475
- <component name='ContraGrp'>
2476
- <group name='NoContraBrokers' required='N'>
2477
- <field name='ContraBroker' required='N' />
2478
- <field name='ContraTrader' required='N' />
2479
- <field name='ContraTradeQty' required='N' />
2480
- <field name='ContraTradeTime' required='N' />
2481
- <field name='ContraLegRefID' required='N' />
2482
- </group>
2431
+ <component name='InstrumentExtension'>
2432
+ <field name='DeliveryForm' required='N' />
2433
+ <field name='PctAtRisk' required='N' />
2434
+ <component name='AttrbGrp' required='N' />
2483
2435
  </component>
2484
- <component name='ClrInstGrp'>
2485
- <group name='NoClearingInstructions' required='N'>
2486
- <field name='ClearingInstruction' required='N' />
2487
- </group>
2436
+ <component name='InstrumentLeg'>
2437
+ <field name='LegSymbol' required='N' />
2438
+ <field name='LegSymbolSfx' required='N' />
2439
+ <field name='LegSecurityID' required='N' />
2440
+ <field name='LegSecurityIDSource' required='N' />
2441
+ <component name='LegSecAltIDGrp' required='N' />
2442
+ <field name='LegProduct' required='N' />
2443
+ <field name='LegCFICode' required='N' />
2444
+ <field name='LegSecurityType' required='N' />
2445
+ <field name='LegSecuritySubType' required='N' />
2446
+ <field name='LegMaturityMonthYear' required='N' />
2447
+ <field name='LegMaturityDate' required='N' />
2448
+ <field name='LegCouponPaymentDate' required='N' />
2449
+ <field name='LegIssueDate' required='N' />
2450
+ <field name='LegRepoCollateralSecurityType' required='N' />
2451
+ <field name='LegRepurchaseTerm' required='N' />
2452
+ <field name='LegRepurchaseRate' required='N' />
2453
+ <field name='LegFactor' required='N' />
2454
+ <field name='LegCreditRating' required='N' />
2455
+ <field name='LegInstrRegistry' required='N' />
2456
+ <field name='LegCountryOfIssue' required='N' />
2457
+ <field name='LegStateOrProvinceOfIssue' required='N' />
2458
+ <field name='LegLocaleOfIssue' required='N' />
2459
+ <field name='LegRedemptionDate' required='N' />
2460
+ <field name='LegStrikePrice' required='N' />
2461
+ <field name='LegStrikeCurrency' required='N' />
2462
+ <field name='LegOptAttribute' required='N' />
2463
+ <field name='LegContractMultiplier' required='N' />
2464
+ <field name='LegCouponRate' required='N' />
2465
+ <field name='LegSecurityExchange' required='N' />
2466
+ <field name='LegIssuer' required='N' />
2467
+ <field name='EncodedLegIssuerLen' required='N' />
2468
+ <field name='EncodedLegIssuer' required='N' />
2469
+ <field name='LegSecurityDesc' required='N' />
2470
+ <field name='EncodedLegSecurityDescLen' required='N' />
2471
+ <field name='EncodedLegSecurityDesc' required='N' />
2472
+ <field name='LegRatioQty' required='N' />
2473
+ <field name='LegSide' required='N' />
2474
+ <field name='LegCurrency' required='N' />
2475
+ <field name='LegPool' required='N' />
2476
+ <field name='LegDatedDate' required='N' />
2477
+ <field name='LegContractSettlMonth' required='N' />
2478
+ <field name='LegInterestAccrualDate' required='N' />
2488
2479
  </component>
2489
- <component name='MDFullGrp'>
2490
- <group name='NoMDEntries' required='Y'>
2491
- <field name='MDEntryType' required='Y' />
2492
- <field name='MDEntryPx' required='N' />
2493
- <field name='Currency' required='N' />
2494
- <field name='MDEntrySize' required='N' />
2495
- <field name='MDEntryDate' required='N' />
2496
- <field name='MDEntryTime' required='N' />
2497
- <field name='TickDirection' required='N' />
2498
- <field name='MDMkt' required='N' />
2499
- <field name='TradingSessionID' required='N' />
2500
- <field name='TradingSessionSubID' required='N' />
2501
- <field name='QuoteCondition' required='N' />
2502
- <field name='TradeCondition' required='N' />
2503
- <field name='MDEntryOriginator' required='N' />
2504
- <field name='LocationID' required='N' />
2505
- <field name='DeskID' required='N' />
2506
- <field name='OpenCloseSettlFlag' required='N' />
2507
- <field name='TimeInForce' required='N' />
2508
- <field name='ExpireDate' required='N' />
2509
- <field name='ExpireTime' required='N' />
2510
- <field name='MinQty' required='N' />
2511
- <field name='ExecInst' required='N' />
2512
- <field name='SellerDays' required='N' />
2513
- <field name='OrderID' required='N' />
2514
- <field name='QuoteEntryID' required='N' />
2515
- <field name='MDEntryBuyer' required='N' />
2516
- <field name='MDEntrySeller' required='N' />
2517
- <field name='NumberOfOrders' required='N' />
2518
- <field name='MDEntryPositionNo' required='N' />
2519
- <field name='Scope' required='N' />
2520
- <field name='PriceDelta' required='N' />
2521
- <field name='Text' required='N' />
2522
- <field name='EncodedTextLen' required='N' />
2523
- <field name='EncodedText' required='N' />
2524
- </group>
2480
+ <component name='LegBenchmarkCurveData'>
2481
+ <field name='LegBenchmarkCurveCurrency' required='N' />
2482
+ <field name='LegBenchmarkCurveName' required='N' />
2483
+ <field name='LegBenchmarkCurvePoint' required='N' />
2484
+ <field name='LegBenchmarkPrice' required='N' />
2485
+ <field name='LegBenchmarkPriceType' required='N' />
2525
2486
  </component>
2526
- <component name='RFQReqGrp'>
2527
- <group name='NoRelatedSym' required='Y'>
2528
- <component name='Instrument' required='Y' />
2529
- <component name='UndInstrmtGrp' required='N' />
2530
- <component name='InstrmtLegGrp' required='N' />
2531
- <field name='PrevClosePx' required='N' />
2532
- <field name='QuoteRequestType' required='N' />
2533
- <field name='QuoteType' required='N' />
2534
- <field name='TradingSessionID' required='N' />
2535
- <field name='TradingSessionSubID' required='N' />
2487
+ <component name='LegStipulations'>
2488
+ <group name='NoLegStipulations' required='N'>
2489
+ <field name='LegStipulationType' required='N' />
2490
+ <field name='LegStipulationValue' required='N' />
2536
2491
  </group>
2537
2492
  </component>
2538
- <component name='QuotEntryAckGrp'>
2539
- <group name='NoQuoteEntries' required='N'>
2540
- <field name='QuoteEntryID' required='N' />
2541
- <component name='Instrument' required='N' />
2542
- <component name='InstrmtLegGrp' required='N' />
2543
- <field name='BidPx' required='N' />
2544
- <field name='OfferPx' required='N' />
2545
- <field name='BidSize' required='N' />
2546
- <field name='OfferSize' required='N' />
2547
- <field name='ValidUntilTime' required='N' />
2548
- <field name='BidSpotRate' required='N' />
2549
- <field name='OfferSpotRate' required='N' />
2550
- <field name='BidForwardPoints' required='N' />
2551
- <field name='OfferForwardPoints' required='N' />
2552
- <field name='MidPx' required='N' />
2553
- <field name='BidYield' required='N' />
2554
- <field name='MidYield' required='N' />
2555
- <field name='OfferYield' required='N' />
2556
- <field name='TransactTime' required='N' />
2557
- <field name='TradingSessionID' required='N' />
2558
- <field name='TradingSessionSubID' required='N' />
2559
- <field name='SettlDate' required='N' />
2560
- <field name='OrdType' required='N' />
2561
- <field name='SettlDate2' required='N' />
2562
- <field name='OrderQty2' required='N' />
2563
- <field name='BidForwardPoints2' required='N' />
2564
- <field name='OfferForwardPoints2' required='N' />
2565
- <field name='Currency' required='N' />
2566
- <field name='QuoteEntryRejectReason' required='N' />
2493
+ <component name='NestedParties'>
2494
+ <group name='NoNestedPartyIDs' required='N'>
2495
+ <field name='NestedPartyID' required='N' />
2496
+ <field name='NestedPartyIDSource' required='N' />
2497
+ <field name='NestedPartyRole' required='N' />
2498
+ <component name='NstdPtysSubGrp' required='N' />
2567
2499
  </group>
2568
2500
  </component>
2569
- <component name='UndInstrmtStrkPxGrp'>
2570
- <group name='NoUnderlyings' required='N'>
2571
- <component name='UnderlyingInstrument' required='N' />
2572
- <field name='PrevClosePx' required='N' />
2573
- <field name='ClOrdID' required='N' />
2574
- <field name='SecondaryClOrdID' required='N' />
2575
- <field name='Side' required='N' />
2576
- <field name='Price' required='Y' />
2577
- <field name='Currency' required='N' />
2578
- <field name='Text' required='N' />
2579
- <field name='EncodedTextLen' required='N' />
2580
- <field name='EncodedText' required='N' />
2581
- </group>
2501
+ <component name='OrderQtyData'>
2502
+ <field name='OrderQty' required='N' />
2503
+ <field name='CashOrderQty' required='N' />
2504
+ <field name='OrderPercent' required='N' />
2505
+ <field name='RoundingDirection' required='N' />
2506
+ <field name='RoundingModulus' required='N' />
2582
2507
  </component>
2583
- <component name='SideCrossOrdModGrp'>
2584
- <group name='NoSides' required='Y'>
2585
- <field name='Side' required='Y' />
2586
- <field name='ClOrdID' required='Y' />
2587
- <field name='SecondaryClOrdID' required='N' />
2588
- <field name='ClOrdLinkID' required='N' />
2589
- <component name='Parties' required='N' />
2590
- <field name='TradeOriginationDate' required='N' />
2591
- <field name='TradeDate' required='N' />
2592
- <field name='Account' required='N' />
2593
- <field name='AcctIDSource' required='N' />
2594
- <field name='AccountType' required='N' />
2595
- <field name='DayBookingInst' required='N' />
2596
- <field name='BookingUnit' required='N' />
2597
- <field name='PreallocMethod' required='N' />
2598
- <field name='AllocID' required='N' />
2599
- <component name='PreAllocGrp' required='N' />
2600
- <field name='QtyType' required='N' />
2601
- <component name='OrderQtyData' required='Y' />
2602
- <component name='CommissionData' required='N' />
2603
- <field name='OrderCapacity' required='N' />
2604
- <field name='OrderRestrictions' required='N' />
2605
- <field name='CustOrderCapacity' required='N' />
2606
- <field name='ForexReq' required='N' />
2607
- <field name='SettlCurrency' required='N' />
2608
- <field name='BookingType' required='N' />
2609
- <field name='Text' required='N' />
2610
- <field name='EncodedTextLen' required='N' />
2611
- <field name='EncodedText' required='N' />
2612
- <field name='PositionEffect' required='N' />
2613
- <field name='CoveredOrUncovered' required='N' />
2614
- <field name='CashMargin' required='N' />
2615
- <field name='ClearingFeeIndicator' required='N' />
2616
- <field name='SolicitedFlag' required='N' />
2617
- <field name='SideComplianceID' required='N' />
2508
+ <component name='Parties'>
2509
+ <group name='NoPartyIDs' required='N'>
2510
+ <field name='PartyID' required='N' />
2511
+ <field name='PartyIDSource' required='N' />
2512
+ <field name='PartyRole' required='N' />
2513
+ <component name='PtysSubGrp' required='N' />
2618
2514
  </group>
2619
2515
  </component>
2620
- <component name='RgstDtlsGrp'>
2621
- <group name='NoRegistDtls' required='N'>
2622
- <field name='RegistDtls' required='N' />
2623
- <field name='RegistEmail' required='N' />
2624
- <field name='MailingDtls' required='N' />
2625
- <field name='MailingInst' required='N' />
2626
- <component name='NestedParties' required='N' />
2627
- <field name='OwnerType' required='N' />
2628
- <field name='DateOfBirth' required='N' />
2629
- <field name='InvestorCountryOfResidence' required='N' />
2516
+ <component name='PegInstructions'>
2517
+ <field name='PegOffsetValue' required='N' />
2518
+ <field name='PegMoveType' required='N' />
2519
+ <field name='PegOffsetType' required='N' />
2520
+ <field name='PegLimitType' required='N' />
2521
+ <field name='PegRoundDirection' required='N' />
2522
+ <field name='PegScope' required='N' />
2523
+ </component>
2524
+ <component name='PositionAmountData'>
2525
+ <group name='NoPosAmt' required='N'>
2526
+ <field name='PosAmtType' required='N' />
2527
+ <field name='PosAmt' required='N' />
2630
2528
  </group>
2631
2529
  </component>
2632
- <component name='QuotSetAckGrp'>
2633
- <group name='NoQuoteSets' required='N'>
2634
- <field name='QuoteSetID' required='N' />
2635
- <component name='UnderlyingInstrument' required='N' />
2636
- <field name='TotNoQuoteEntries' required='N' />
2637
- <field name='LastFragment' required='N' />
2638
- <component name='QuotEntryAckGrp' required='N' />
2530
+ <component name='PositionQty'>
2531
+ <group name='NoPositions' required='N'>
2532
+ <field name='PosType' required='N' />
2533
+ <field name='LongQty' required='N' />
2534
+ <field name='ShortQty' required='N' />
2535
+ <field name='PosQtyStatus' required='N' />
2536
+ <component name='NestedParties' required='N' />
2639
2537
  </group>
2640
2538
  </component>
2641
- <component name='QuotReqGrp'>
2642
- <group name='NoRelatedSym' required='Y'>
2643
- <component name='Instrument' required='Y' />
2644
- <component name='FinancingDetails' required='N' />
2645
- <component name='UndInstrmtGrp' required='N' />
2646
- <field name='PrevClosePx' required='N' />
2647
- <field name='QuoteRequestType' required='N' />
2648
- <field name='QuoteType' required='N' />
2649
- <field name='TradingSessionID' required='N' />
2650
- <field name='TradingSessionSubID' required='N' />
2651
- <field name='TradeOriginationDate' required='N' />
2652
- <field name='Side' required='N' />
2653
- <field name='QtyType' required='N' />
2654
- <component name='OrderQtyData' required='N' />
2655
- <field name='SettlType' required='N' />
2656
- <field name='SettlDate' required='N' />
2657
- <field name='SettlDate2' required='N' />
2658
- <field name='OrderQty2' required='N' />
2659
- <field name='Currency' required='N' />
2660
- <component name='Stipulations' required='N' />
2661
- <field name='Account' required='N' />
2662
- <field name='AcctIDSource' required='N' />
2663
- <field name='AccountType' required='N' />
2664
- <component name='QuotReqLegsGrp' required='N' />
2665
- <component name='QuotQualGrp' required='N' />
2666
- <field name='QuotePriceType' required='N' />
2667
- <field name='OrdType' required='N' />
2668
- <field name='ValidUntilTime' required='N' />
2669
- <field name='ExpireTime' required='N' />
2670
- <field name='TransactTime' required='N' />
2671
- <component name='SpreadOrBenchmarkCurveData' required='N' />
2672
- <field name='PriceType' required='N' />
2673
- <field name='Price' required='N' />
2674
- <field name='Price2' required='N' />
2675
- <component name='YieldData' required='N' />
2676
- <component name='Parties' required='N' />
2539
+ <component name='SettlInstructionsData'>
2540
+ <field name='SettlDeliveryType' required='N' />
2541
+ <field name='StandInstDbType' required='N' />
2542
+ <field name='StandInstDbName' required='N' />
2543
+ <field name='StandInstDbID' required='N' />
2544
+ <component name='DlvyInstGrp' required='N' />
2545
+ </component>
2546
+ <component name='SettlParties'>
2547
+ <group name='NoSettlPartyIDs' required='N'>
2548
+ <field name='SettlPartyID' required='N' />
2549
+ <field name='SettlPartyIDSource' required='N' />
2550
+ <field name='SettlPartyRole' required='N' />
2551
+ <component name='SettlPtysSubGrp' required='N' />
2677
2552
  </group>
2678
2553
  </component>
2679
- <component name='InstrmtMDReqGrp'>
2680
- <group name='NoRelatedSym' required='Y'>
2681
- <component name='Instrument' required='Y' />
2682
- <component name='UndInstrmtGrp' required='N' />
2683
- <component name='InstrmtLegGrp' required='N' />
2554
+ <component name='SpreadOrBenchmarkCurveData'>
2555
+ <field name='Spread' required='N' />
2556
+ <field name='BenchmarkCurveCurrency' required='N' />
2557
+ <field name='BenchmarkCurveName' required='N' />
2558
+ <field name='BenchmarkCurvePoint' required='N' />
2559
+ <field name='BenchmarkPrice' required='N' />
2560
+ <field name='BenchmarkPriceType' required='N' />
2561
+ <field name='BenchmarkSecurityID' required='N' />
2562
+ <field name='BenchmarkSecurityIDSource' required='N' />
2563
+ </component>
2564
+ <component name='Stipulations'>
2565
+ <group name='NoStipulations' required='N'>
2566
+ <field name='StipulationType' required='N' />
2567
+ <field name='StipulationValue' required='N' />
2684
2568
  </group>
2685
2569
  </component>
2686
2570
  <component name='TrdRegTimestamps'>
@@ -2690,66 +2574,134 @@
2690
2574
  <field name='TrdRegTimestampOrigin' required='N' />
2691
2575
  </group>
2692
2576
  </component>
2693
- <component name='CollInqQualGrp'>
2694
- <group name='NoCollInquiryQualifier' required='N'>
2695
- <field name='CollInquiryQualifier' required='N' />
2577
+ <component name='UnderlyingInstrument'>
2578
+ <field name='UnderlyingSymbol' required='N' />
2579
+ <field name='UnderlyingSymbolSfx' required='N' />
2580
+ <field name='UnderlyingSecurityID' required='N' />
2581
+ <field name='UnderlyingSecurityIDSource' required='N' />
2582
+ <component name='UndSecAltIDGrp' required='N' />
2583
+ <field name='UnderlyingProduct' required='N' />
2584
+ <field name='UnderlyingCFICode' required='N' />
2585
+ <field name='UnderlyingSecurityType' required='N' />
2586
+ <field name='UnderlyingSecuritySubType' required='N' />
2587
+ <field name='UnderlyingMaturityMonthYear' required='N' />
2588
+ <field name='UnderlyingMaturityDate' required='N' />
2589
+ <field name='UnderlyingPutOrCall' required='N' />
2590
+ <field name='UnderlyingCouponPaymentDate' required='N' />
2591
+ <field name='UnderlyingIssueDate' required='N' />
2592
+ <field name='UnderlyingRepoCollateralSecurityType' required='N' />
2593
+ <field name='UnderlyingRepurchaseTerm' required='N' />
2594
+ <field name='UnderlyingRepurchaseRate' required='N' />
2595
+ <field name='UnderlyingFactor' required='N' />
2596
+ <field name='UnderlyingCreditRating' required='N' />
2597
+ <field name='UnderlyingInstrRegistry' required='N' />
2598
+ <field name='UnderlyingCountryOfIssue' required='N' />
2599
+ <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
2600
+ <field name='UnderlyingLocaleOfIssue' required='N' />
2601
+ <field name='UnderlyingRedemptionDate' required='N' />
2602
+ <field name='UnderlyingStrikePrice' required='N' />
2603
+ <field name='UnderlyingStrikeCurrency' required='N' />
2604
+ <field name='UnderlyingOptAttribute' required='N' />
2605
+ <field name='UnderlyingContractMultiplier' required='N' />
2606
+ <field name='UnderlyingCouponRate' required='N' />
2607
+ <field name='UnderlyingSecurityExchange' required='N' />
2608
+ <field name='UnderlyingIssuer' required='N' />
2609
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
2610
+ <field name='EncodedUnderlyingIssuer' required='N' />
2611
+ <field name='UnderlyingSecurityDesc' required='N' />
2612
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
2613
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
2614
+ <field name='UnderlyingCPProgram' required='N' />
2615
+ <field name='UnderlyingCPRegType' required='N' />
2616
+ <field name='UnderlyingCurrency' required='N' />
2617
+ <field name='UnderlyingQty' required='N' />
2618
+ <field name='UnderlyingPx' required='N' />
2619
+ <field name='UnderlyingDirtyPrice' required='N' />
2620
+ <field name='UnderlyingEndPrice' required='N' />
2621
+ <field name='UnderlyingStartValue' required='N' />
2622
+ <field name='UnderlyingCurrentValue' required='N' />
2623
+ <field name='UnderlyingEndValue' required='N' />
2624
+ <component name='UnderlyingStipulations' required='N' />
2625
+ </component>
2626
+ <component name='YieldData'>
2627
+ <field name='YieldType' required='N' />
2628
+ <field name='Yield' required='N' />
2629
+ <field name='YieldCalcDate' required='N' />
2630
+ <field name='YieldRedemptionDate' required='N' />
2631
+ <field name='YieldRedemptionPrice' required='N' />
2632
+ <field name='YieldRedemptionPriceType' required='N' />
2633
+ </component>
2634
+ <component name='UnderlyingStipulations'>
2635
+ <group name='NoUnderlyingStips' required='N'>
2636
+ <field name='UnderlyingStipType' required='N' />
2637
+ <field name='UnderlyingStipValue' required='N' />
2696
2638
  </group>
2697
2639
  </component>
2698
- <component name='TrdgSesGrp'>
2699
- <group name='NoTradingSessions' required='N'>
2700
- <field name='TradingSessionID' required='N' />
2701
- <field name='TradingSessionSubID' required='N' />
2640
+ <component name='NestedParties2'>
2641
+ <group name='NoNested2PartyIDs' required='N'>
2642
+ <field name='Nested2PartyID' required='N' />
2643
+ <field name='Nested2PartyIDSource' required='N' />
2644
+ <field name='Nested2PartyRole' required='N' />
2645
+ <component name='NstdPtys2SubGrp' required='N' />
2702
2646
  </group>
2703
2647
  </component>
2704
- <component name='TrdInstrmtLegGrp'>
2705
- <group name='NoLegs' required='N'>
2706
- <component name='InstrumentLeg' required='N' />
2707
- <field name='LegQty' required='N' />
2708
- <field name='LegSwapType' required='N' />
2709
- <component name='LegStipulations' required='N' />
2710
- <field name='LegPositionEffect' required='N' />
2711
- <field name='LegCoveredOrUncovered' required='N' />
2712
- <component name='NestedParties' required='N' />
2713
- <field name='LegRefID' required='N' />
2714
- <field name='LegPrice' required='N' />
2715
- <field name='LegSettlType' required='N' />
2716
- <field name='LegSettlDate' required='N' />
2717
- <field name='LegLastPx' required='N' />
2648
+ <component name='NestedParties3'>
2649
+ <group name='NoNested3PartyIDs' required='N'>
2650
+ <field name='Nested3PartyID' required='N' />
2651
+ <field name='Nested3PartyIDSource' required='N' />
2652
+ <field name='Nested3PartyRole' required='N' />
2653
+ <component name='NstdPtys3SubGrp' required='N' />
2718
2654
  </group>
2719
2655
  </component>
2720
- <component name='BidDescReqGrp'>
2721
- <group name='NoBidDescriptors' required='N'>
2722
- <field name='BidDescriptorType' required='N' />
2723
- <field name='BidDescriptor' required='N' />
2724
- <field name='SideValueInd' required='N' />
2725
- <field name='LiquidityValue' required='N' />
2726
- <field name='LiquidityNumSecurities' required='N' />
2727
- <field name='LiquidityPctLow' required='N' />
2728
- <field name='LiquidityPctHigh' required='N' />
2729
- <field name='EFPTrackingError' required='N' />
2730
- <field name='FairValue' required='N' />
2731
- <field name='OutsideIndexPct' required='N' />
2732
- <field name='ValueOfFutures' required='N' />
2656
+ <component name='AffectedOrdGrp'>
2657
+ <group name='NoAffectedOrders' required='N'>
2658
+ <field name='OrigClOrdID' required='N' />
2659
+ <field name='AffectedOrderID' required='N' />
2660
+ <field name='AffectedSecondaryOrderID' required='N' />
2733
2661
  </group>
2734
2662
  </component>
2735
- <component name='ExecAllocGrp'>
2736
- <group name='NoExecs' required='N'>
2737
- <field name='LastQty' required='N' />
2738
- <field name='ExecID' required='N' />
2739
- <field name='SecondaryExecID' required='N' />
2740
- <field name='LastPx' required='N' />
2741
- <field name='LastParPx' required='N' />
2742
- <field name='LastCapacity' required='N' />
2743
- </group>
2744
- </component>
2745
- <component name='ExecsGrp'>
2746
- <group name='NoExecs' required='N'>
2747
- <field name='ExecID' required='N' />
2663
+ <component name='AllocAckGrp'>
2664
+ <group name='NoAllocs' required='N'>
2665
+ <field name='AllocAccount' required='N' />
2666
+ <field name='AllocAcctIDSource' required='N' />
2667
+ <field name='AllocPrice' required='N' />
2668
+ <field name='IndividualAllocID' required='N' />
2669
+ <field name='IndividualAllocRejCode' required='N' />
2670
+ <field name='AllocText' required='N' />
2671
+ <field name='EncodedAllocTextLen' required='N' />
2672
+ <field name='EncodedAllocText' required='N' />
2748
2673
  </group>
2749
2674
  </component>
2750
- <component name='MDRjctGrp'>
2751
- <group name='NoAltMDSource' required='N'>
2752
- <field name='AltMDSourceID' required='N' />
2675
+ <component name='AllocGrp'>
2676
+ <group name='NoAllocs' required='N'>
2677
+ <field name='AllocAccount' required='N' />
2678
+ <field name='AllocAcctIDSource' required='N' />
2679
+ <field name='MatchStatus' required='N' />
2680
+ <field name='AllocPrice' required='N' />
2681
+ <field name='AllocQty' required='N' />
2682
+ <field name='IndividualAllocID' required='N' />
2683
+ <field name='ProcessCode' required='N' />
2684
+ <component name='NestedParties' required='N' />
2685
+ <field name='NotifyBrokerOfCredit' required='N' />
2686
+ <field name='AllocHandlInst' required='N' />
2687
+ <field name='AllocText' required='N' />
2688
+ <field name='EncodedAllocTextLen' required='N' />
2689
+ <field name='EncodedAllocText' required='N' />
2690
+ <component name='CommissionData' required='N' />
2691
+ <field name='AllocAvgPx' required='N' />
2692
+ <field name='AllocNetMoney' required='N' />
2693
+ <field name='SettlCurrAmt' required='N' />
2694
+ <field name='AllocSettlCurrAmt' required='N' />
2695
+ <field name='SettlCurrency' required='N' />
2696
+ <field name='AllocSettlCurrency' required='N' />
2697
+ <field name='SettlCurrFxRate' required='N' />
2698
+ <field name='SettlCurrFxRateCalc' required='N' />
2699
+ <field name='AllocAccruedInterestAmt' required='N' />
2700
+ <field name='AllocInterestAtMaturity' required='N' />
2701
+ <component name='MiscFeesGrp' required='N' />
2702
+ <component name='ClrInstGrp' required='N' />
2703
+ <field name='AllocSettlInstType' required='N' />
2704
+ <component name='SettlInstructionsData' required='N' />
2753
2705
  </group>
2754
2706
  </component>
2755
2707
  <component name='BidCompReqGrp'>
@@ -2765,135 +2717,227 @@
2765
2717
  <field name='AcctIDSource' required='N' />
2766
2718
  </group>
2767
2719
  </component>
2768
- <component name='PtysSubGrp'>
2769
- <group name='NoPartySubIDs' required='N'>
2770
- <field name='PartySubID' required='N' />
2771
- <field name='PartySubIDType' required='N' />
2720
+ <component name='BidCompRspGrp'>
2721
+ <group name='NoBidComponents' required='Y'>
2722
+ <component name='CommissionData' required='Y' />
2723
+ <field name='ListID' required='N' />
2724
+ <field name='Country' required='N' />
2725
+ <field name='Side' required='N' />
2726
+ <field name='Price' required='N' />
2727
+ <field name='PriceType' required='N' />
2728
+ <field name='FairValue' required='N' />
2729
+ <field name='NetGrossInd' required='N' />
2730
+ <field name='SettlType' required='N' />
2731
+ <field name='SettlDate' required='N' />
2732
+ <field name='TradingSessionID' required='N' />
2733
+ <field name='TradingSessionSubID' required='N' />
2734
+ <field name='Text' required='N' />
2735
+ <field name='EncodedTextLen' required='N' />
2736
+ <field name='EncodedText' required='N' />
2772
2737
  </group>
2773
2738
  </component>
2774
- <component name='LegPreAllocGrp'>
2775
- <group name='NoLegAllocs' required='N'>
2776
- <field name='LegAllocAccount' required='N' />
2777
- <field name='LegIndividualAllocID' required='N' />
2778
- <component name='NestedParties2' required='N' />
2779
- <field name='LegAllocQty' required='N' />
2780
- <field name='LegAllocAcctIDSource' required='N' />
2781
- <field name='LegSettlCurrency' required='N' />
2739
+ <component name='BidDescReqGrp'>
2740
+ <group name='NoBidDescriptors' required='N'>
2741
+ <field name='BidDescriptorType' required='N' />
2742
+ <field name='BidDescriptor' required='N' />
2743
+ <field name='SideValueInd' required='N' />
2744
+ <field name='LiquidityValue' required='N' />
2745
+ <field name='LiquidityNumSecurities' required='N' />
2746
+ <field name='LiquidityPctLow' required='N' />
2747
+ <field name='LiquidityPctHigh' required='N' />
2748
+ <field name='EFPTrackingError' required='N' />
2749
+ <field name='FairValue' required='N' />
2750
+ <field name='OutsideIndexPct' required='N' />
2751
+ <field name='ValueOfFutures' required='N' />
2782
2752
  </group>
2783
2753
  </component>
2784
- <component name='PreAllocGrp'>
2785
- <group name='NoAllocs' required='N'>
2786
- <field name='AllocAccount' required='N' />
2787
- <field name='AllocAcctIDSource' required='N' />
2788
- <field name='AllocSettlCurrency' required='N' />
2789
- <field name='IndividualAllocID' required='N' />
2790
- <component name='NestedParties' required='N' />
2791
- <field name='AllocQty' required='N' />
2754
+ <component name='ClrInstGrp'>
2755
+ <group name='NoClearingInstructions' required='N'>
2756
+ <field name='ClearingInstruction' required='N' />
2792
2757
  </group>
2793
2758
  </component>
2794
- <component name='NestedParties2'>
2795
- <group name='NoNested2PartyIDs' required='N'>
2796
- <field name='Nested2PartyID' required='N' />
2797
- <field name='Nested2PartyIDSource' required='N' />
2798
- <field name='Nested2PartyRole' required='N' />
2799
- <component name='NstdPtys2SubGrp' required='N' />
2759
+ <component name='CollInqQualGrp'>
2760
+ <group name='NoCollInquiryQualifier' required='N'>
2761
+ <field name='CollInquiryQualifier' required='N' />
2800
2762
  </group>
2801
2763
  </component>
2802
- <component name='DiscretionInstructions'>
2803
- <field name='DiscretionInst' required='N' />
2804
- <field name='DiscretionOffsetValue' required='N' />
2805
- <field name='DiscretionMoveType' required='N' />
2806
- <field name='DiscretionOffsetType' required='N' />
2807
- <field name='DiscretionLimitType' required='N' />
2808
- <field name='DiscretionRoundDirection' required='N' />
2809
- <field name='DiscretionScope' required='N' />
2764
+ <component name='CompIDReqGrp'>
2765
+ <group name='NoCompIDs' required='N'>
2766
+ <field name='RefCompID' required='N' />
2767
+ <field name='RefSubID' required='N' />
2768
+ <field name='LocationID' required='N' />
2769
+ <field name='DeskID' required='N' />
2770
+ </group>
2810
2771
  </component>
2811
- <component name='InstrmtStrkPxGrp'>
2812
- <group name='NoStrikes' required='Y'>
2813
- <component name='Instrument' required='Y' />
2772
+ <component name='CompIDStatGrp'>
2773
+ <group name='NoCompIDs' required='Y'>
2774
+ <field name='RefCompID' required='N' />
2775
+ <field name='RefSubID' required='N' />
2776
+ <field name='LocationID' required='N' />
2777
+ <field name='DeskID' required='N' />
2778
+ <field name='StatusValue' required='N' />
2779
+ <field name='StatusText' required='N' />
2814
2780
  </group>
2815
2781
  </component>
2816
- <component name='InstrmtLegIOIGrp'>
2817
- <group name='NoLegs' required='N'>
2818
- <component name='InstrumentLeg' required='N' />
2819
- <field name='LegIOIQty' required='N' />
2820
- <component name='LegStipulations' required='N' />
2782
+ <component name='ContAmtGrp'>
2783
+ <group name='NoContAmts' required='N'>
2784
+ <field name='ContAmtType' required='N' />
2785
+ <field name='ContAmtValue' required='N' />
2786
+ <field name='ContAmtCurr' required='N' />
2821
2787
  </group>
2822
2788
  </component>
2823
- <component name='Hop'>
2824
- <group name='NoHops' required='N'>
2825
- <field name='HopCompID' required='N' />
2826
- <field name='HopSendingTime' required='N' />
2827
- <field name='HopRefID' required='N' />
2789
+ <component name='ContraGrp'>
2790
+ <group name='NoContraBrokers' required='N'>
2791
+ <field name='ContraBroker' required='N' />
2792
+ <field name='ContraTrader' required='N' />
2793
+ <field name='ContraTradeQty' required='N' />
2794
+ <field name='ContraTradeTime' required='N' />
2795
+ <field name='ContraLegRefID' required='N' />
2828
2796
  </group>
2829
2797
  </component>
2830
- <component name='SecAltIDGrp'>
2831
- <group name='NoSecurityAltID' required='N'>
2832
- <field name='SecurityAltID' required='N' />
2833
- <field name='SecurityAltIDSource' required='N' />
2798
+ <component name='CpctyConfGrp'>
2799
+ <group name='NoCapacities' required='Y'>
2800
+ <field name='OrderCapacity' required='Y' />
2801
+ <field name='OrderRestrictions' required='N' />
2802
+ <field name='OrderCapacityQty' required='Y' />
2834
2803
  </group>
2835
2804
  </component>
2836
- <component name='RoutingGrp'>
2837
- <group name='NoRoutingIDs' required='N'>
2838
- <field name='RoutingType' required='N' />
2839
- <field name='RoutingID' required='N' />
2805
+ <component name='ExecAllocGrp'>
2806
+ <group name='NoExecs' required='N'>
2807
+ <field name='LastQty' required='N' />
2808
+ <field name='ExecID' required='N' />
2809
+ <field name='SecondaryExecID' required='N' />
2810
+ <field name='LastPx' required='N' />
2811
+ <field name='LastParPx' required='N' />
2812
+ <field name='LastCapacity' required='N' />
2840
2813
  </group>
2841
2814
  </component>
2842
- <component name='NestedParties3'>
2843
- <group name='NoNested3PartyIDs' required='N'>
2844
- <field name='Nested3PartyID' required='N' />
2845
- <field name='Nested3PartyIDSource' required='N' />
2846
- <field name='Nested3PartyRole' required='N' />
2847
- <component name='NstdPtys3SubGrp' required='N' />
2815
+ <component name='ExecCollGrp'>
2816
+ <group name='NoExecs' required='N'>
2817
+ <field name='ExecID' required='N' />
2848
2818
  </group>
2849
2819
  </component>
2850
- <component name='CompIDReqGrp'>
2851
- <group name='NoCompIDs' required='N'>
2852
- <field name='RefCompID' required='N' />
2853
- <field name='RefSubID' required='N' />
2854
- <field name='LocationID' required='N' />
2855
- <field name='DeskID' required='N' />
2820
+ <component name='ExecsGrp'>
2821
+ <group name='NoExecs' required='N'>
2822
+ <field name='ExecID' required='N' />
2856
2823
  </group>
2857
2824
  </component>
2858
- <component name='DlvyInstGrp'>
2859
- <group name='NoDlvyInst' required='N'>
2860
- <field name='SettlInstSource' required='N' />
2861
- <field name='DlvyInstType' required='N' />
2862
- <component name='SettlParties' required='N' />
2825
+ <component name='InstrmtGrp'>
2826
+ <group name='NoRelatedSym' required='N'>
2827
+ <component name='Instrument' required='N' />
2863
2828
  </group>
2864
2829
  </component>
2865
- <component name='TrdCollGrp'>
2866
- <group name='NoTrades' required='N'>
2867
- <field name='TradeReportID' required='N' />
2868
- <field name='SecondaryTradeReportID' required='N' />
2830
+ <component name='InstrmtLegExecGrp'>
2831
+ <group name='NoLegs' required='N'>
2832
+ <component name='InstrumentLeg' required='N' />
2833
+ <field name='LegQty' required='N' />
2834
+ <field name='LegSwapType' required='N' />
2835
+ <component name='LegStipulations' required='N' />
2836
+ <field name='LegPositionEffect' required='N' />
2837
+ <field name='LegCoveredOrUncovered' required='N' />
2838
+ <component name='NestedParties' required='N' />
2839
+ <field name='LegRefID' required='N' />
2840
+ <field name='LegPrice' required='N' />
2841
+ <field name='LegSettlType' required='N' />
2842
+ <field name='LegSettlDate' required='N' />
2843
+ <field name='LegLastPx' required='N' />
2869
2844
  </group>
2870
2845
  </component>
2871
- <component name='SideCrossOrdCxlGrp'>
2872
- <group name='NoSides' required='Y'>
2873
- <field name='Side' required='Y' />
2874
- <field name='OrigClOrdID' required='Y' />
2875
- <field name='ClOrdID' required='Y' />
2876
- <field name='SecondaryClOrdID' required='N' />
2877
- <field name='ClOrdLinkID' required='N' />
2878
- <field name='OrigOrdModTime' required='N' />
2879
- <component name='Parties' required='N' />
2880
- <field name='TradeOriginationDate' required='N' />
2881
- <field name='TradeDate' required='N' />
2882
- <component name='OrderQtyData' required='Y' />
2883
- <field name='ComplianceID' required='N' />
2884
- <field name='Text' required='N' />
2885
- <field name='EncodedTextLen' required='N' />
2886
- <field name='EncodedText' required='N' />
2846
+ <component name='InstrmtLegGrp'>
2847
+ <group name='NoLegs' required='N'>
2848
+ <component name='InstrumentLeg' required='N' />
2887
2849
  </group>
2888
2850
  </component>
2889
- <component name='PreAllocMlegGrp'>
2890
- <group name='NoAllocs' required='N'>
2891
- <field name='AllocAccount' required='N' />
2892
- <field name='AllocAcctIDSource' required='N' />
2893
- <field name='AllocSettlCurrency' required='N' />
2894
- <field name='IndividualAllocID' required='N' />
2895
- <component name='NestedParties3' required='N' />
2896
- <field name='AllocQty' required='N' />
2851
+ <component name='InstrmtLegIOIGrp'>
2852
+ <group name='NoLegs' required='N'>
2853
+ <component name='InstrumentLeg' required='N' />
2854
+ <field name='LegIOIQty' required='N' />
2855
+ <component name='LegStipulations' required='N' />
2856
+ </group>
2857
+ </component>
2858
+ <component name='InstrmtLegSecListGrp'>
2859
+ <group name='NoLegs' required='N'>
2860
+ <component name='InstrumentLeg' required='N' />
2861
+ <field name='LegSwapType' required='N' />
2862
+ <field name='LegSettlType' required='N' />
2863
+ <component name='LegStipulations' required='N' />
2864
+ <component name='LegBenchmarkCurveData' required='N' />
2865
+ </group>
2866
+ </component>
2867
+ <component name='InstrmtMDReqGrp'>
2868
+ <group name='NoRelatedSym' required='Y'>
2869
+ <component name='Instrument' required='Y' />
2870
+ <component name='UndInstrmtGrp' required='N' />
2871
+ <component name='InstrmtLegGrp' required='N' />
2872
+ </group>
2873
+ </component>
2874
+ <component name='InstrmtStrkPxGrp'>
2875
+ <group name='NoStrikes' required='Y'>
2876
+ <component name='Instrument' required='Y' />
2877
+ </group>
2878
+ </component>
2879
+ <component name='IOIQualGrp'>
2880
+ <group name='NoIOIQualifiers' required='N'>
2881
+ <field name='IOIQualifier' required='N' />
2882
+ </group>
2883
+ </component>
2884
+ <component name='LegOrdGrp'>
2885
+ <group name='NoLegs' required='Y'>
2886
+ <component name='InstrumentLeg' required='N' />
2887
+ <field name='LegQty' required='N' />
2888
+ <field name='LegSwapType' required='N' />
2889
+ <component name='LegStipulations' required='N' />
2890
+ <component name='LegPreAllocGrp' required='N' />
2891
+ <field name='LegPositionEffect' required='N' />
2892
+ <field name='LegCoveredOrUncovered' required='N' />
2893
+ <component name='NestedParties' required='N' />
2894
+ <field name='LegRefID' required='N' />
2895
+ <field name='LegPrice' required='N' />
2896
+ <field name='LegSettlType' required='N' />
2897
+ <field name='LegSettlDate' required='N' />
2898
+ </group>
2899
+ </component>
2900
+ <component name='LegPreAllocGrp'>
2901
+ <group name='NoLegAllocs' required='N'>
2902
+ <field name='LegAllocAccount' required='N' />
2903
+ <field name='LegIndividualAllocID' required='N' />
2904
+ <component name='NestedParties2' required='N' />
2905
+ <field name='LegAllocQty' required='N' />
2906
+ <field name='LegAllocAcctIDSource' required='N' />
2907
+ <field name='LegSettlCurrency' required='N' />
2908
+ </group>
2909
+ </component>
2910
+ <component name='LegQuotGrp'>
2911
+ <group name='NoLegs' required='N'>
2912
+ <component name='InstrumentLeg' required='N' />
2913
+ <field name='LegQty' required='N' />
2914
+ <field name='LegSwapType' required='N' />
2915
+ <field name='LegSettlType' required='N' />
2916
+ <field name='LegSettlDate' required='N' />
2917
+ <component name='LegStipulations' required='N' />
2918
+ <component name='NestedParties' required='N' />
2919
+ <field name='LegPriceType' required='N' />
2920
+ <field name='LegBidPx' required='N' />
2921
+ <field name='LegOfferPx' required='N' />
2922
+ <component name='LegBenchmarkCurveData' required='N' />
2923
+ </group>
2924
+ </component>
2925
+ <component name='LegQuotStatGrp'>
2926
+ <group name='NoLegs' required='N'>
2927
+ <component name='InstrumentLeg' required='N' />
2928
+ <field name='LegQty' required='N' />
2929
+ <field name='LegSwapType' required='N' />
2930
+ <field name='LegSettlType' required='N' />
2931
+ <field name='LegSettlDate' required='N' />
2932
+ <component name='LegStipulations' required='N' />
2933
+ <component name='NestedParties' required='N' />
2934
+ </group>
2935
+ </component>
2936
+ <component name='LinesOfTextGrp'>
2937
+ <group name='NoLinesOfText' required='Y'>
2938
+ <field name='Text' required='Y' />
2939
+ <field name='EncodedTextLen' required='N' />
2940
+ <field name='EncodedText' required='N' />
2897
2941
  </group>
2898
2942
  </component>
2899
2943
  <component name='ListOrdGrp'>
@@ -2975,260 +3019,201 @@
2975
3019
  <field name='Designation' required='N' />
2976
3020
  </group>
2977
3021
  </component>
2978
- <component name='LegStipulations'>
2979
- <group name='NoLegStipulations' required='N'>
2980
- <field name='LegStipulationType' required='N' />
2981
- <field name='LegStipulationValue' required='N' />
2982
- </group>
2983
- </component>
2984
- <component name='QuotQualGrp'>
2985
- <group name='NoQuoteQualifiers' required='N'>
2986
- <field name='QuoteQualifier' required='N' />
2987
- </group>
2988
- </component>
2989
- <component name='PegInstructions'>
2990
- <field name='PegOffsetValue' required='N' />
2991
- <field name='PegMoveType' required='N' />
2992
- <field name='PegOffsetType' required='N' />
2993
- <field name='PegLimitType' required='N' />
2994
- <field name='PegRoundDirection' required='N' />
2995
- <field name='PegScope' required='N' />
2996
- </component>
2997
- <component name='SettlPtysSubGrp'>
2998
- <group name='NoSettlPartySubIDs' required='N'>
2999
- <field name='SettlPartySubID' required='N' />
3000
- <field name='SettlPartySubIDType' required='N' />
3001
- </group>
3002
- </component>
3003
- <component name='UndInstrmtCollGrp'>
3004
- <group name='NoUnderlyings' required='N'>
3005
- <component name='UnderlyingInstrument' required='N' />
3006
- <field name='CollAction' required='N' />
3007
- </group>
3008
- </component>
3009
- <component name='TrdCapRptSideGrp'>
3010
- <group name='NoSides' required='Y'>
3011
- <field name='Side' required='Y' />
3012
- <field name='OrderID' required='Y' />
3013
- <field name='SecondaryOrderID' required='N' />
3014
- <field name='ClOrdID' required='N' />
3015
- <field name='SecondaryClOrdID' required='N' />
3016
- <field name='ListID' required='N' />
3017
- <component name='Parties' required='N' />
3018
- <field name='Account' required='N' />
3019
- <field name='AcctIDSource' required='N' />
3020
- <field name='AccountType' required='N' />
3021
- <field name='ProcessCode' required='N' />
3022
- <field name='OddLot' required='N' />
3023
- <component name='ClrInstGrp' required='N' />
3024
- <field name='TradeInputSource' required='N' />
3025
- <field name='TradeInputDevice' required='N' />
3026
- <field name='OrderInputDevice' required='N' />
3022
+ <component name='MDFullGrp'>
3023
+ <group name='NoMDEntries' required='Y'>
3024
+ <field name='MDEntryType' required='Y' />
3025
+ <field name='MDEntryPx' required='N' />
3027
3026
  <field name='Currency' required='N' />
3028
- <field name='ComplianceID' required='N' />
3029
- <field name='SolicitedFlag' required='N' />
3030
- <field name='OrderCapacity' required='N' />
3031
- <field name='OrderRestrictions' required='N' />
3032
- <field name='CustOrderCapacity' required='N' />
3033
- <field name='OrdType' required='N' />
3034
- <field name='ExecInst' required='N' />
3035
- <field name='TransBkdTime' required='N' />
3027
+ <field name='MDEntrySize' required='N' />
3028
+ <field name='MDEntryDate' required='N' />
3029
+ <field name='MDEntryTime' required='N' />
3030
+ <field name='TickDirection' required='N' />
3031
+ <field name='MDMkt' required='N' />
3036
3032
  <field name='TradingSessionID' required='N' />
3037
3033
  <field name='TradingSessionSubID' required='N' />
3038
- <field name='TimeBracket' required='N' />
3039
- <component name='CommissionData' required='N' />
3040
- <field name='GrossTradeAmt' required='N' />
3041
- <field name='NumDaysInterest' required='N' />
3042
- <field name='ExDate' required='N' />
3043
- <field name='AccruedInterestRate' required='N' />
3044
- <field name='AccruedInterestAmt' required='N' />
3045
- <field name='InterestAtMaturity' required='N' />
3046
- <field name='EndAccruedInterestAmt' required='N' />
3047
- <field name='StartCash' required='N' />
3048
- <field name='EndCash' required='N' />
3049
- <field name='Concession' required='N' />
3050
- <field name='TotalTakedown' required='N' />
3051
- <field name='NetMoney' required='N' />
3052
- <field name='SettlCurrAmt' required='N' />
3053
- <field name='SettlCurrency' required='N' />
3054
- <field name='SettlCurrFxRate' required='N' />
3055
- <field name='SettlCurrFxRateCalc' required='N' />
3056
- <field name='PositionEffect' required='N' />
3034
+ <field name='QuoteCondition' required='N' />
3035
+ <field name='TradeCondition' required='N' />
3036
+ <field name='MDEntryOriginator' required='N' />
3037
+ <field name='LocationID' required='N' />
3038
+ <field name='DeskID' required='N' />
3039
+ <field name='OpenCloseSettlFlag' required='N' />
3040
+ <field name='TimeInForce' required='N' />
3041
+ <field name='ExpireDate' required='N' />
3042
+ <field name='ExpireTime' required='N' />
3043
+ <field name='MinQty' required='N' />
3044
+ <field name='ExecInst' required='N' />
3045
+ <field name='SellerDays' required='N' />
3046
+ <field name='OrderID' required='N' />
3047
+ <field name='QuoteEntryID' required='N' />
3048
+ <field name='MDEntryBuyer' required='N' />
3049
+ <field name='MDEntrySeller' required='N' />
3050
+ <field name='NumberOfOrders' required='N' />
3051
+ <field name='MDEntryPositionNo' required='N' />
3052
+ <field name='Scope' required='N' />
3053
+ <field name='PriceDelta' required='N' />
3057
3054
  <field name='Text' required='N' />
3058
3055
  <field name='EncodedTextLen' required='N' />
3059
3056
  <field name='EncodedText' required='N' />
3060
- <field name='SideMultiLegReportingType' required='N' />
3061
- <component name='ContAmtGrp' required='N' />
3062
- <component name='Stipulations' required='N' />
3063
- <component name='MiscFeesGrp' required='N' />
3064
- <field name='ExchangeRule' required='N' />
3065
- <field name='TradeAllocIndicator' required='N' />
3066
- <field name='PreallocMethod' required='N' />
3067
- <field name='AllocID' required='N' />
3068
- <component name='TrdAllocGrp' required='N' />
3069
3057
  </group>
3070
3058
  </component>
3071
- <component name='SecListGrp'>
3072
- <group name='NoRelatedSym' required='N'>
3059
+ <component name='MDIncGrp'>
3060
+ <group name='NoMDEntries' required='Y'>
3061
+ <field name='MDUpdateAction' required='Y' />
3062
+ <field name='DeleteReason' required='N' />
3063
+ <field name='MDEntryType' required='N' />
3064
+ <field name='MDEntryID' required='N' />
3065
+ <field name='MDEntryRefID' required='N' />
3073
3066
  <component name='Instrument' required='N' />
3074
- <component name='InstrumentExtension' required='N' />
3075
- <component name='FinancingDetails' required='N' />
3076
3067
  <component name='UndInstrmtGrp' required='N' />
3068
+ <component name='InstrmtLegGrp' required='N' />
3069
+ <field name='FinancialStatus' required='N' />
3070
+ <field name='CorporateAction' required='N' />
3071
+ <field name='MDEntryPx' required='N' />
3077
3072
  <field name='Currency' required='N' />
3078
- <component name='Stipulations' required='N' />
3079
- <component name='InstrmtLegSecListGrp' required='N' />
3080
- <component name='SpreadOrBenchmarkCurveData' required='N' />
3081
- <component name='YieldData' required='N' />
3082
- <field name='RoundLot' required='N' />
3083
- <field name='MinTradeVol' required='N' />
3073
+ <field name='MDEntrySize' required='N' />
3074
+ <field name='MDEntryDate' required='N' />
3075
+ <field name='MDEntryTime' required='N' />
3076
+ <field name='TickDirection' required='N' />
3077
+ <field name='MDMkt' required='N' />
3084
3078
  <field name='TradingSessionID' required='N' />
3085
3079
  <field name='TradingSessionSubID' required='N' />
3086
- <field name='ExpirationCycle' required='N' />
3080
+ <field name='QuoteCondition' required='N' />
3081
+ <field name='TradeCondition' required='N' />
3082
+ <field name='MDEntryOriginator' required='N' />
3083
+ <field name='LocationID' required='N' />
3084
+ <field name='DeskID' required='N' />
3085
+ <field name='OpenCloseSettlFlag' required='N' />
3086
+ <field name='TimeInForce' required='N' />
3087
+ <field name='ExpireDate' required='N' />
3088
+ <field name='ExpireTime' required='N' />
3089
+ <field name='MinQty' required='N' />
3090
+ <field name='ExecInst' required='N' />
3091
+ <field name='SellerDays' required='N' />
3092
+ <field name='OrderID' required='N' />
3093
+ <field name='QuoteEntryID' required='N' />
3094
+ <field name='MDEntryBuyer' required='N' />
3095
+ <field name='MDEntrySeller' required='N' />
3096
+ <field name='NumberOfOrders' required='N' />
3097
+ <field name='MDEntryPositionNo' required='N' />
3098
+ <field name='Scope' required='N' />
3099
+ <field name='PriceDelta' required='N' />
3100
+ <field name='NetChgPrevDay' required='N' />
3087
3101
  <field name='Text' required='N' />
3088
3102
  <field name='EncodedTextLen' required='N' />
3089
3103
  <field name='EncodedText' required='N' />
3090
3104
  </group>
3091
3105
  </component>
3092
- <component name='CompIDStatGrp'>
3093
- <group name='NoCompIDs' required='Y'>
3094
- <field name='RefCompID' required='N' />
3095
- <field name='RefSubID' required='N' />
3096
- <field name='LocationID' required='N' />
3097
- <field name='DeskID' required='N' />
3098
- <field name='StatusValue' required='N' />
3099
- <field name='StatusText' required='N' />
3100
- </group>
3101
- </component>
3102
- <component name='UnderlyingStipulations'>
3103
- <group name='NoUnderlyingStips' required='N'>
3104
- <field name='UnderlyingStipType' required='N' />
3105
- <field name='UnderlyingStipValue' required='N' />
3106
- </group>
3107
- </component>
3108
- <component name='ExecCollGrp'>
3109
- <group name='NoExecs' required='N'>
3110
- <field name='ExecID' required='N' />
3106
+ <component name='MDReqGrp'>
3107
+ <group name='NoMDEntryTypes' required='Y'>
3108
+ <field name='MDEntryType' required='Y' />
3111
3109
  </group>
3112
3110
  </component>
3113
- <component name='InstrmtLegExecGrp'>
3114
- <group name='NoLegs' required='N'>
3115
- <component name='InstrumentLeg' required='N' />
3116
- <field name='LegQty' required='N' />
3117
- <field name='LegSwapType' required='N' />
3118
- <component name='LegStipulations' required='N' />
3119
- <field name='LegPositionEffect' required='N' />
3120
- <field name='LegCoveredOrUncovered' required='N' />
3121
- <component name='NestedParties' required='N' />
3122
- <field name='LegRefID' required='N' />
3123
- <field name='LegPrice' required='N' />
3124
- <field name='LegSettlType' required='N' />
3125
- <field name='LegSettlDate' required='N' />
3126
- <field name='LegLastPx' required='N' />
3111
+ <component name='MDRjctGrp'>
3112
+ <group name='NoAltMDSource' required='N'>
3113
+ <field name='AltMDSourceID' required='N' />
3127
3114
  </group>
3128
3115
  </component>
3129
- <component name='SettlParties'>
3130
- <group name='NoSettlPartyIDs' required='N'>
3131
- <field name='SettlPartyID' required='N' />
3132
- <field name='SettlPartyIDSource' required='N' />
3133
- <field name='SettlPartyRole' required='N' />
3134
- <component name='SettlPtysSubGrp' required='N' />
3116
+ <component name='MiscFeesGrp'>
3117
+ <group name='NoMiscFees' required='N'>
3118
+ <field name='MiscFeeAmt' required='N' />
3119
+ <field name='MiscFeeCurr' required='N' />
3120
+ <field name='MiscFeeType' required='N' />
3121
+ <field name='MiscFeeBasis' required='N' />
3135
3122
  </group>
3136
3123
  </component>
3137
- <component name='AttrbGrp'>
3138
- <group name='NoInstrAttrib' required='N'>
3139
- <field name='InstrAttribType' required='N' />
3140
- <field name='InstrAttribValue' required='N' />
3124
+ <component name='OrdAllocGrp'>
3125
+ <group name='NoOrders' required='N'>
3126
+ <field name='ClOrdID' required='N' />
3127
+ <field name='OrderID' required='N' />
3128
+ <field name='SecondaryOrderID' required='N' />
3129
+ <field name='SecondaryClOrdID' required='N' />
3130
+ <field name='ListID' required='N' />
3131
+ <component name='NestedParties2' required='N' />
3132
+ <field name='OrderQty' required='N' />
3133
+ <field name='OrderAvgPx' required='N' />
3134
+ <field name='OrderBookingQty' required='N' />
3141
3135
  </group>
3142
3136
  </component>
3143
- <component name='RelSymDerivSecGrp'>
3144
- <group name='NoRelatedSym' required='N'>
3145
- <component name='Instrument' required='N' />
3146
- <field name='Currency' required='N' />
3147
- <field name='ExpirationCycle' required='N' />
3148
- <component name='InstrumentExtension' required='N' />
3149
- <component name='InstrmtLegGrp' required='N' />
3150
- <field name='TradingSessionID' required='N' />
3151
- <field name='TradingSessionSubID' required='N' />
3137
+ <component name='OrdListStatGrp'>
3138
+ <group name='NoOrders' required='Y'>
3139
+ <field name='ClOrdID' required='Y' />
3140
+ <field name='SecondaryClOrdID' required='N' />
3141
+ <field name='CumQty' required='Y' />
3142
+ <field name='OrdStatus' required='Y' />
3143
+ <field name='WorkingIndicator' required='N' />
3144
+ <field name='LeavesQty' required='Y' />
3145
+ <field name='CxlQty' required='Y' />
3146
+ <field name='AvgPx' required='Y' />
3147
+ <field name='OrdRejReason' required='N' />
3152
3148
  <field name='Text' required='N' />
3153
3149
  <field name='EncodedTextLen' required='N' />
3154
3150
  <field name='EncodedText' required='N' />
3155
3151
  </group>
3156
3152
  </component>
3157
- <component name='ContAmtGrp'>
3158
- <group name='NoContAmts' required='N'>
3159
- <field name='ContAmtType' required='N' />
3160
- <field name='ContAmtValue' required='N' />
3161
- <field name='ContAmtCurr' required='N' />
3153
+ <component name='PosUndInstrmtGrp'>
3154
+ <group name='NoUnderlyings' required='N'>
3155
+ <component name='UnderlyingInstrument' required='N' />
3156
+ <field name='UnderlyingSettlPrice' required='Y' />
3157
+ <field name='UnderlyingSettlPriceType' required='Y' />
3162
3158
  </group>
3163
3159
  </component>
3164
- <component name='AllocGrp'>
3160
+ <component name='PreAllocGrp'>
3165
3161
  <group name='NoAllocs' required='N'>
3166
3162
  <field name='AllocAccount' required='N' />
3167
3163
  <field name='AllocAcctIDSource' required='N' />
3168
- <field name='MatchStatus' required='N' />
3169
- <field name='AllocPrice' required='N' />
3170
- <field name='AllocQty' required='N' />
3164
+ <field name='AllocSettlCurrency' required='N' />
3171
3165
  <field name='IndividualAllocID' required='N' />
3172
- <field name='ProcessCode' required='N' />
3173
3166
  <component name='NestedParties' required='N' />
3174
- <field name='NotifyBrokerOfCredit' required='N' />
3175
- <field name='AllocHandlInst' required='N' />
3176
- <field name='AllocText' required='N' />
3177
- <field name='EncodedAllocTextLen' required='N' />
3178
- <field name='EncodedAllocText' required='N' />
3179
- <component name='CommissionData' required='N' />
3180
- <field name='AllocAvgPx' required='N' />
3181
- <field name='AllocNetMoney' required='N' />
3182
- <field name='SettlCurrAmt' required='N' />
3183
- <field name='AllocSettlCurrAmt' required='N' />
3184
- <field name='SettlCurrency' required='N' />
3185
- <field name='AllocSettlCurrency' required='N' />
3186
- <field name='SettlCurrFxRate' required='N' />
3187
- <field name='SettlCurrFxRateCalc' required='N' />
3188
- <field name='AllocAccruedInterestAmt' required='N' />
3189
- <field name='AllocInterestAtMaturity' required='N' />
3190
- <component name='MiscFeesGrp' required='N' />
3191
- <component name='ClrInstGrp' required='N' />
3192
- <field name='AllocSettlInstType' required='N' />
3193
- <component name='SettlInstructionsData' required='N' />
3194
- </group>
3195
- </component>
3196
- <component name='LegBenchmarkCurveData'>
3197
- <field name='LegBenchmarkCurveCurrency' required='N' />
3198
- <field name='LegBenchmarkCurveName' required='N' />
3199
- <field name='LegBenchmarkCurvePoint' required='N' />
3200
- <field name='LegBenchmarkPrice' required='N' />
3201
- <field name='LegBenchmarkPriceType' required='N' />
3202
- </component>
3203
- <component name='NstdPtysSubGrp'>
3204
- <group name='NoNestedPartySubIDs' required='N'>
3205
- <field name='NestedPartySubID' required='N' />
3206
- <field name='NestedPartySubIDType' required='N' />
3167
+ <field name='AllocQty' required='N' />
3207
3168
  </group>
3208
3169
  </component>
3209
- <component name='EvntGrp'>
3210
- <group name='NoEvents' required='N'>
3211
- <field name='EventType' required='N' />
3212
- <field name='EventDate' required='N' />
3213
- <field name='EventPx' required='N' />
3214
- <field name='EventText' required='N' />
3170
+ <component name='PreAllocMlegGrp'>
3171
+ <group name='NoAllocs' required='N'>
3172
+ <field name='AllocAccount' required='N' />
3173
+ <field name='AllocAcctIDSource' required='N' />
3174
+ <field name='AllocSettlCurrency' required='N' />
3175
+ <field name='IndividualAllocID' required='N' />
3176
+ <component name='NestedParties3' required='N' />
3177
+ <field name='AllocQty' required='N' />
3215
3178
  </group>
3216
3179
  </component>
3217
- <component name='UndInstrmtGrp'>
3218
- <group name='NoUnderlyings' required='N'>
3219
- <component name='UnderlyingInstrument' required='N' />
3180
+ <component name='QuotCxlEntriesGrp'>
3181
+ <group name='NoQuoteEntries' required='N'>
3182
+ <component name='Instrument' required='N' />
3183
+ <component name='FinancingDetails' required='N' />
3184
+ <component name='UndInstrmtGrp' required='N' />
3185
+ <component name='InstrmtLegGrp' required='N' />
3220
3186
  </group>
3221
3187
  </component>
3222
- <component name='QuotReqLegsGrp'>
3223
- <group name='NoLegs' required='N'>
3224
- <component name='InstrumentLeg' required='N' />
3225
- <field name='LegQty' required='N' />
3226
- <field name='LegSwapType' required='N' />
3227
- <field name='LegSettlType' required='N' />
3228
- <field name='LegSettlDate' required='N' />
3229
- <component name='LegStipulations' required='N' />
3230
- <component name='NestedParties' required='N' />
3231
- <component name='LegBenchmarkCurveData' required='N' />
3188
+ <component name='QuotEntryAckGrp'>
3189
+ <group name='NoQuoteEntries' required='N'>
3190
+ <field name='QuoteEntryID' required='N' />
3191
+ <component name='Instrument' required='N' />
3192
+ <component name='InstrmtLegGrp' required='N' />
3193
+ <field name='BidPx' required='N' />
3194
+ <field name='OfferPx' required='N' />
3195
+ <field name='BidSize' required='N' />
3196
+ <field name='OfferSize' required='N' />
3197
+ <field name='ValidUntilTime' required='N' />
3198
+ <field name='BidSpotRate' required='N' />
3199
+ <field name='OfferSpotRate' required='N' />
3200
+ <field name='BidForwardPoints' required='N' />
3201
+ <field name='OfferForwardPoints' required='N' />
3202
+ <field name='MidPx' required='N' />
3203
+ <field name='BidYield' required='N' />
3204
+ <field name='MidYield' required='N' />
3205
+ <field name='OfferYield' required='N' />
3206
+ <field name='TransactTime' required='N' />
3207
+ <field name='TradingSessionID' required='N' />
3208
+ <field name='TradingSessionSubID' required='N' />
3209
+ <field name='SettlDate' required='N' />
3210
+ <field name='OrdType' required='N' />
3211
+ <field name='SettlDate2' required='N' />
3212
+ <field name='OrderQty2' required='N' />
3213
+ <field name='BidForwardPoints2' required='N' />
3214
+ <field name='OfferForwardPoints2' required='N' />
3215
+ <field name='Currency' required='N' />
3216
+ <field name='QuoteEntryRejectReason' required='N' />
3232
3217
  </group>
3233
3218
  </component>
3234
3219
  <component name='QuotEntryGrp'>
@@ -3261,127 +3246,59 @@
3261
3246
  <field name='Currency' required='N' />
3262
3247
  </group>
3263
3248
  </component>
3264
- <component name='AllocAckGrp'>
3265
- <group name='NoAllocs' required='N'>
3266
- <field name='AllocAccount' required='N' />
3267
- <field name='AllocAcctIDSource' required='N' />
3268
- <field name='AllocPrice' required='N' />
3269
- <field name='IndividualAllocID' required='N' />
3270
- <field name='IndividualAllocRejCode' required='N' />
3271
- <field name='AllocText' required='N' />
3272
- <field name='EncodedAllocTextLen' required='N' />
3273
- <field name='EncodedAllocText' required='N' />
3274
- </group>
3275
- </component>
3276
- <component name='CpctyConfGrp'>
3277
- <group name='NoCapacities' required='Y'>
3278
- <field name='OrderCapacity' required='Y' />
3279
- <field name='OrderRestrictions' required='N' />
3280
- <field name='OrderCapacityQty' required='Y' />
3249
+ <component name='QuotQualGrp'>
3250
+ <group name='NoQuoteQualifiers' required='N'>
3251
+ <field name='QuoteQualifier' required='N' />
3281
3252
  </group>
3282
3253
  </component>
3283
- <component name='SettlInstGrp'>
3284
- <group name='NoSettlInst' required='N'>
3285
- <field name='SettlInstID' required='N' />
3286
- <field name='SettlInstTransType' required='N' />
3287
- <field name='SettlInstRefID' required='N' />
3288
- <component name='Parties' required='N' />
3254
+ <component name='QuotReqGrp'>
3255
+ <group name='NoRelatedSym' required='Y'>
3256
+ <component name='Instrument' required='Y' />
3257
+ <component name='FinancingDetails' required='N' />
3258
+ <component name='UndInstrmtGrp' required='N' />
3259
+ <field name='PrevClosePx' required='N' />
3260
+ <field name='QuoteRequestType' required='N' />
3261
+ <field name='QuoteType' required='N' />
3262
+ <field name='TradingSessionID' required='N' />
3263
+ <field name='TradingSessionSubID' required='N' />
3264
+ <field name='TradeOriginationDate' required='N' />
3289
3265
  <field name='Side' required='N' />
3290
- <field name='Product' required='N' />
3291
- <field name='SecurityType' required='N' />
3292
- <field name='CFICode' required='N' />
3293
- <field name='EffectiveTime' required='N' />
3266
+ <field name='QtyType' required='N' />
3267
+ <component name='OrderQtyData' required='N' />
3268
+ <field name='SettlType' required='N' />
3269
+ <field name='SettlDate' required='N' />
3270
+ <field name='SettlDate2' required='N' />
3271
+ <field name='OrderQty2' required='N' />
3272
+ <field name='Currency' required='N' />
3273
+ <component name='Stipulations' required='N' />
3274
+ <field name='Account' required='N' />
3275
+ <field name='AcctIDSource' required='N' />
3276
+ <field name='AccountType' required='N' />
3277
+ <component name='QuotReqLegsGrp' required='N' />
3278
+ <component name='QuotQualGrp' required='N' />
3279
+ <field name='QuotePriceType' required='N' />
3280
+ <field name='OrdType' required='N' />
3281
+ <field name='ValidUntilTime' required='N' />
3294
3282
  <field name='ExpireTime' required='N' />
3295
- <field name='LastUpdateTime' required='N' />
3296
- <component name='SettlInstructionsData' required='N' />
3297
- <field name='PaymentMethod' required='N' />
3298
- <field name='PaymentRef' required='N' />
3299
- <field name='CardHolderName' required='N' />
3300
- <field name='CardNumber' required='N' />
3301
- <field name='CardStartDate' required='N' />
3302
- <field name='CardExpDate' required='N' />
3303
- <field name='CardIssNum' required='N' />
3304
- <field name='PaymentDate' required='N' />
3305
- <field name='PaymentRemitterID' required='N' />
3306
- </group>
3307
- </component>
3308
- <component name='QuotSetGrp'>
3309
- <group name='NoQuoteSets' required='Y'>
3310
- <field name='QuoteSetID' required='Y' />
3311
- <component name='UnderlyingInstrument' required='N' />
3312
- <field name='QuoteSetValidUntilTime' required='N' />
3313
- <field name='TotNoQuoteEntries' required='Y' />
3314
- <field name='LastFragment' required='N' />
3315
- <component name='QuotEntryGrp' required='Y' />
3316
- </group>
3317
- </component>
3318
- <component name='InstrumentLeg'>
3319
- <field name='LegSymbol' required='N' />
3320
- <field name='LegSymbolSfx' required='N' />
3321
- <field name='LegSecurityID' required='N' />
3322
- <field name='LegSecurityIDSource' required='N' />
3323
- <component name='LegSecAltIDGrp' required='N' />
3324
- <field name='LegProduct' required='N' />
3325
- <field name='LegCFICode' required='N' />
3326
- <field name='LegSecurityType' required='N' />
3327
- <field name='LegSecuritySubType' required='N' />
3328
- <field name='LegMaturityMonthYear' required='N' />
3329
- <field name='LegMaturityDate' required='N' />
3330
- <field name='LegCouponPaymentDate' required='N' />
3331
- <field name='LegIssueDate' required='N' />
3332
- <field name='LegRepoCollateralSecurityType' required='N' />
3333
- <field name='LegRepurchaseTerm' required='N' />
3334
- <field name='LegRepurchaseRate' required='N' />
3335
- <field name='LegFactor' required='N' />
3336
- <field name='LegCreditRating' required='N' />
3337
- <field name='LegInstrRegistry' required='N' />
3338
- <field name='LegCountryOfIssue' required='N' />
3339
- <field name='LegStateOrProvinceOfIssue' required='N' />
3340
- <field name='LegLocaleOfIssue' required='N' />
3341
- <field name='LegRedemptionDate' required='N' />
3342
- <field name='LegStrikePrice' required='N' />
3343
- <field name='LegStrikeCurrency' required='N' />
3344
- <field name='LegOptAttribute' required='N' />
3345
- <field name='LegContractMultiplier' required='N' />
3346
- <field name='LegCouponRate' required='N' />
3347
- <field name='LegSecurityExchange' required='N' />
3348
- <field name='LegIssuer' required='N' />
3349
- <field name='EncodedLegIssuerLen' required='N' />
3350
- <field name='EncodedLegIssuer' required='N' />
3351
- <field name='LegSecurityDesc' required='N' />
3352
- <field name='EncodedLegSecurityDescLen' required='N' />
3353
- <field name='EncodedLegSecurityDesc' required='N' />
3354
- <field name='LegRatioQty' required='N' />
3355
- <field name='LegSide' required='N' />
3356
- <field name='LegCurrency' required='N' />
3357
- <field name='LegPool' required='N' />
3358
- <field name='LegDatedDate' required='N' />
3359
- <field name='LegContractSettlMonth' required='N' />
3360
- <field name='LegInterestAccrualDate' required='N' />
3361
- </component>
3362
- <component name='LinesOfTextGrp'>
3363
- <group name='NoLinesOfText' required='Y'>
3364
- <field name='Text' required='Y' />
3365
- <field name='EncodedTextLen' required='N' />
3366
- <field name='EncodedText' required='N' />
3367
- </group>
3368
- </component>
3369
- <component name='IOIQualGrp'>
3370
- <group name='NoIOIQualifiers' required='N'>
3371
- <field name='IOIQualifier' required='N' />
3283
+ <field name='TransactTime' required='N' />
3284
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
3285
+ <field name='PriceType' required='N' />
3286
+ <field name='Price' required='N' />
3287
+ <field name='Price2' required='N' />
3288
+ <component name='YieldData' required='N' />
3289
+ <component name='Parties' required='N' />
3372
3290
  </group>
3373
3291
  </component>
3374
- <component name='SettlInstructionsData'>
3375
- <field name='SettlDeliveryType' required='N' />
3376
- <field name='StandInstDbType' required='N' />
3377
- <field name='StandInstDbName' required='N' />
3378
- <field name='StandInstDbID' required='N' />
3379
- <component name='DlvyInstGrp' required='N' />
3380
- </component>
3381
- <component name='UndSecAltIDGrp'>
3382
- <group name='NoUnderlyingSecurityAltID' required='N'>
3383
- <field name='UnderlyingSecurityAltID' required='N' />
3384
- <field name='UnderlyingSecurityAltIDSource' required='N' />
3292
+ <component name='QuotReqLegsGrp'>
3293
+ <group name='NoLegs' required='N'>
3294
+ <component name='InstrumentLeg' required='N' />
3295
+ <field name='LegQty' required='N' />
3296
+ <field name='LegSwapType' required='N' />
3297
+ <field name='LegSettlType' required='N' />
3298
+ <field name='LegSettlDate' required='N' />
3299
+ <component name='LegStipulations' required='N' />
3300
+ <component name='NestedParties' required='N' />
3301
+ <component name='LegBenchmarkCurveData' required='N' />
3385
3302
  </group>
3386
3303
  </component>
3387
3304
  <component name='QuotReqRjctGrp'>
@@ -3421,308 +3338,388 @@
3421
3338
  <component name='Parties' required='N' />
3422
3339
  </group>
3423
3340
  </component>
3424
- <component name='InstrmtLegGrp'>
3425
- <group name='NoLegs' required='N'>
3426
- <component name='InstrumentLeg' required='N' />
3341
+ <component name='QuotSetAckGrp'>
3342
+ <group name='NoQuoteSets' required='N'>
3343
+ <field name='QuoteSetID' required='N' />
3344
+ <component name='UnderlyingInstrument' required='N' />
3345
+ <field name='TotNoQuoteEntries' required='N' />
3346
+ <field name='LastFragment' required='N' />
3347
+ <component name='QuotEntryAckGrp' required='N' />
3427
3348
  </group>
3428
3349
  </component>
3429
- <component name='OrderQtyData'>
3430
- <field name='OrderQty' required='N' />
3431
- <field name='CashOrderQty' required='N' />
3432
- <field name='OrderPercent' required='N' />
3433
- <field name='RoundingDirection' required='N' />
3434
- <field name='RoundingModulus' required='N' />
3350
+ <component name='QuotSetGrp'>
3351
+ <group name='NoQuoteSets' required='Y'>
3352
+ <field name='QuoteSetID' required='Y' />
3353
+ <component name='UnderlyingInstrument' required='N' />
3354
+ <field name='QuoteSetValidUntilTime' required='N' />
3355
+ <field name='TotNoQuoteEntries' required='Y' />
3356
+ <field name='LastFragment' required='N' />
3357
+ <component name='QuotEntryGrp' required='Y' />
3358
+ </group>
3435
3359
  </component>
3436
- <component name='LegOrdGrp'>
3437
- <group name='NoLegs' required='Y'>
3438
- <component name='InstrumentLeg' required='N' />
3439
- <field name='LegQty' required='N' />
3440
- <field name='LegSwapType' required='N' />
3441
- <component name='LegStipulations' required='N' />
3442
- <component name='LegPreAllocGrp' required='N' />
3443
- <field name='LegPositionEffect' required='N' />
3444
- <field name='LegCoveredOrUncovered' required='N' />
3360
+ <component name='RelSymDerivSecGrp'>
3361
+ <group name='NoRelatedSym' required='N'>
3362
+ <component name='Instrument' required='N' />
3363
+ <field name='Currency' required='N' />
3364
+ <field name='ExpirationCycle' required='N' />
3365
+ <component name='InstrumentExtension' required='N' />
3366
+ <component name='InstrmtLegGrp' required='N' />
3367
+ <field name='TradingSessionID' required='N' />
3368
+ <field name='TradingSessionSubID' required='N' />
3369
+ <field name='Text' required='N' />
3370
+ <field name='EncodedTextLen' required='N' />
3371
+ <field name='EncodedText' required='N' />
3372
+ </group>
3373
+ </component>
3374
+ <component name='RFQReqGrp'>
3375
+ <group name='NoRelatedSym' required='Y'>
3376
+ <component name='Instrument' required='Y' />
3377
+ <component name='UndInstrmtGrp' required='N' />
3378
+ <component name='InstrmtLegGrp' required='N' />
3379
+ <field name='PrevClosePx' required='N' />
3380
+ <field name='QuoteRequestType' required='N' />
3381
+ <field name='QuoteType' required='N' />
3382
+ <field name='TradingSessionID' required='N' />
3383
+ <field name='TradingSessionSubID' required='N' />
3384
+ </group>
3385
+ </component>
3386
+ <component name='RgstDistInstGrp'>
3387
+ <group name='NoDistribInsts' required='N'>
3388
+ <field name='DistribPaymentMethod' required='N' />
3389
+ <field name='DistribPercentage' required='N' />
3390
+ <field name='CashDistribCurr' required='N' />
3391
+ <field name='CashDistribAgentName' required='N' />
3392
+ <field name='CashDistribAgentCode' required='N' />
3393
+ <field name='CashDistribAgentAcctNumber' required='N' />
3394
+ <field name='CashDistribPayRef' required='N' />
3395
+ <field name='CashDistribAgentAcctName' required='N' />
3396
+ </group>
3397
+ </component>
3398
+ <component name='RgstDtlsGrp'>
3399
+ <group name='NoRegistDtls' required='N'>
3400
+ <field name='RegistDtls' required='N' />
3401
+ <field name='RegistEmail' required='N' />
3402
+ <field name='MailingDtls' required='N' />
3403
+ <field name='MailingInst' required='N' />
3445
3404
  <component name='NestedParties' required='N' />
3446
- <field name='LegRefID' required='N' />
3447
- <field name='LegPrice' required='N' />
3448
- <field name='LegSettlType' required='N' />
3449
- <field name='LegSettlDate' required='N' />
3405
+ <field name='OwnerType' required='N' />
3406
+ <field name='DateOfBirth' required='N' />
3407
+ <field name='InvestorCountryOfResidence' required='N' />
3450
3408
  </group>
3451
3409
  </component>
3452
- <component name='UnderlyingInstrument'>
3453
- <field name='UnderlyingSymbol' required='N' />
3454
- <field name='UnderlyingSymbolSfx' required='N' />
3455
- <field name='UnderlyingSecurityID' required='N' />
3456
- <field name='UnderlyingSecurityIDSource' required='N' />
3457
- <component name='UndSecAltIDGrp' required='N' />
3458
- <field name='UnderlyingProduct' required='N' />
3459
- <field name='UnderlyingCFICode' required='N' />
3460
- <field name='UnderlyingSecurityType' required='N' />
3461
- <field name='UnderlyingSecuritySubType' required='N' />
3462
- <field name='UnderlyingMaturityMonthYear' required='N' />
3463
- <field name='UnderlyingMaturityDate' required='N' />
3464
- <field name='UnderlyingPutOrCall' required='N' />
3465
- <field name='UnderlyingCouponPaymentDate' required='N' />
3466
- <field name='UnderlyingIssueDate' required='N' />
3467
- <field name='UnderlyingRepoCollateralSecurityType' required='N' />
3468
- <field name='UnderlyingRepurchaseTerm' required='N' />
3469
- <field name='UnderlyingRepurchaseRate' required='N' />
3470
- <field name='UnderlyingFactor' required='N' />
3471
- <field name='UnderlyingCreditRating' required='N' />
3472
- <field name='UnderlyingInstrRegistry' required='N' />
3473
- <field name='UnderlyingCountryOfIssue' required='N' />
3474
- <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
3475
- <field name='UnderlyingLocaleOfIssue' required='N' />
3476
- <field name='UnderlyingRedemptionDate' required='N' />
3477
- <field name='UnderlyingStrikePrice' required='N' />
3478
- <field name='UnderlyingStrikeCurrency' required='N' />
3479
- <field name='UnderlyingOptAttribute' required='N' />
3480
- <field name='UnderlyingContractMultiplier' required='N' />
3481
- <field name='UnderlyingCouponRate' required='N' />
3482
- <field name='UnderlyingSecurityExchange' required='N' />
3483
- <field name='UnderlyingIssuer' required='N' />
3484
- <field name='EncodedUnderlyingIssuerLen' required='N' />
3485
- <field name='EncodedUnderlyingIssuer' required='N' />
3486
- <field name='UnderlyingSecurityDesc' required='N' />
3487
- <field name='EncodedUnderlyingSecurityDescLen' required='N' />
3488
- <field name='EncodedUnderlyingSecurityDesc' required='N' />
3489
- <field name='UnderlyingCPProgram' required='N' />
3490
- <field name='UnderlyingCPRegType' required='N' />
3491
- <field name='UnderlyingCurrency' required='N' />
3492
- <field name='UnderlyingQty' required='N' />
3493
- <field name='UnderlyingPx' required='N' />
3494
- <field name='UnderlyingDirtyPrice' required='N' />
3495
- <field name='UnderlyingEndPrice' required='N' />
3496
- <field name='UnderlyingStartValue' required='N' />
3497
- <field name='UnderlyingCurrentValue' required='N' />
3498
- <field name='UnderlyingEndValue' required='N' />
3499
- <component name='UnderlyingStipulations' required='N' />
3410
+ <component name='RoutingGrp'>
3411
+ <group name='NoRoutingIDs' required='N'>
3412
+ <field name='RoutingType' required='N' />
3413
+ <field name='RoutingID' required='N' />
3414
+ </group>
3500
3415
  </component>
3501
- <component name='LegQuotGrp'>
3416
+ <component name='SecListGrp'>
3417
+ <group name='NoRelatedSym' required='N'>
3418
+ <component name='Instrument' required='N' />
3419
+ <component name='InstrumentExtension' required='N' />
3420
+ <component name='FinancingDetails' required='N' />
3421
+ <component name='UndInstrmtGrp' required='N' />
3422
+ <field name='Currency' required='N' />
3423
+ <component name='Stipulations' required='N' />
3424
+ <component name='InstrmtLegSecListGrp' required='N' />
3425
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
3426
+ <component name='YieldData' required='N' />
3427
+ <field name='RoundLot' required='N' />
3428
+ <field name='MinTradeVol' required='N' />
3429
+ <field name='TradingSessionID' required='N' />
3430
+ <field name='TradingSessionSubID' required='N' />
3431
+ <field name='ExpirationCycle' required='N' />
3432
+ <field name='Text' required='N' />
3433
+ <field name='EncodedTextLen' required='N' />
3434
+ <field name='EncodedText' required='N' />
3435
+ </group>
3436
+ </component>
3437
+ <component name='SecTypesGrp'>
3438
+ <group name='NoSecurityTypes' required='N'>
3439
+ <field name='SecurityType' required='N' />
3440
+ <field name='SecuritySubType' required='N' />
3441
+ <field name='Product' required='N' />
3442
+ <field name='CFICode' required='N' />
3443
+ </group>
3444
+ </component>
3445
+ <component name='SettlInstGrp'>
3446
+ <group name='NoSettlInst' required='N'>
3447
+ <field name='SettlInstID' required='N' />
3448
+ <field name='SettlInstTransType' required='N' />
3449
+ <field name='SettlInstRefID' required='N' />
3450
+ <component name='Parties' required='N' />
3451
+ <field name='Side' required='N' />
3452
+ <field name='Product' required='N' />
3453
+ <field name='SecurityType' required='N' />
3454
+ <field name='CFICode' required='N' />
3455
+ <field name='EffectiveTime' required='N' />
3456
+ <field name='ExpireTime' required='N' />
3457
+ <field name='LastUpdateTime' required='N' />
3458
+ <component name='SettlInstructionsData' required='N' />
3459
+ <field name='PaymentMethod' required='N' />
3460
+ <field name='PaymentRef' required='N' />
3461
+ <field name='CardHolderName' required='N' />
3462
+ <field name='CardNumber' required='N' />
3463
+ <field name='CardStartDate' required='N' />
3464
+ <field name='CardExpDate' required='N' />
3465
+ <field name='CardIssNum' required='N' />
3466
+ <field name='PaymentDate' required='N' />
3467
+ <field name='PaymentRemitterID' required='N' />
3468
+ </group>
3469
+ </component>
3470
+ <component name='SideCrossOrdCxlGrp'>
3471
+ <group name='NoSides' required='Y'>
3472
+ <field name='Side' required='Y' />
3473
+ <field name='OrigClOrdID' required='Y' />
3474
+ <field name='ClOrdID' required='Y' />
3475
+ <field name='SecondaryClOrdID' required='N' />
3476
+ <field name='ClOrdLinkID' required='N' />
3477
+ <field name='OrigOrdModTime' required='N' />
3478
+ <component name='Parties' required='N' />
3479
+ <field name='TradeOriginationDate' required='N' />
3480
+ <field name='TradeDate' required='N' />
3481
+ <component name='OrderQtyData' required='Y' />
3482
+ <field name='ComplianceID' required='N' />
3483
+ <field name='Text' required='N' />
3484
+ <field name='EncodedTextLen' required='N' />
3485
+ <field name='EncodedText' required='N' />
3486
+ </group>
3487
+ </component>
3488
+ <component name='SideCrossOrdModGrp'>
3489
+ <group name='NoSides' required='Y'>
3490
+ <field name='Side' required='Y' />
3491
+ <field name='ClOrdID' required='Y' />
3492
+ <field name='SecondaryClOrdID' required='N' />
3493
+ <field name='ClOrdLinkID' required='N' />
3494
+ <component name='Parties' required='N' />
3495
+ <field name='TradeOriginationDate' required='N' />
3496
+ <field name='TradeDate' required='N' />
3497
+ <field name='Account' required='N' />
3498
+ <field name='AcctIDSource' required='N' />
3499
+ <field name='AccountType' required='N' />
3500
+ <field name='DayBookingInst' required='N' />
3501
+ <field name='BookingUnit' required='N' />
3502
+ <field name='PreallocMethod' required='N' />
3503
+ <field name='AllocID' required='N' />
3504
+ <component name='PreAllocGrp' required='N' />
3505
+ <field name='QtyType' required='N' />
3506
+ <component name='OrderQtyData' required='Y' />
3507
+ <component name='CommissionData' required='N' />
3508
+ <field name='OrderCapacity' required='N' />
3509
+ <field name='OrderRestrictions' required='N' />
3510
+ <field name='CustOrderCapacity' required='N' />
3511
+ <field name='ForexReq' required='N' />
3512
+ <field name='SettlCurrency' required='N' />
3513
+ <field name='BookingType' required='N' />
3514
+ <field name='Text' required='N' />
3515
+ <field name='EncodedTextLen' required='N' />
3516
+ <field name='EncodedText' required='N' />
3517
+ <field name='PositionEffect' required='N' />
3518
+ <field name='CoveredOrUncovered' required='N' />
3519
+ <field name='CashMargin' required='N' />
3520
+ <field name='ClearingFeeIndicator' required='N' />
3521
+ <field name='SolicitedFlag' required='N' />
3522
+ <field name='SideComplianceID' required='N' />
3523
+ </group>
3524
+ </component>
3525
+ <component name='TrdAllocGrp'>
3526
+ <group name='NoAllocs' required='N'>
3527
+ <field name='AllocAccount' required='N' />
3528
+ <field name='AllocAcctIDSource' required='N' />
3529
+ <field name='AllocSettlCurrency' required='N' />
3530
+ <field name='IndividualAllocID' required='N' />
3531
+ <component name='NestedParties2' required='N' />
3532
+ <field name='AllocQty' required='N' />
3533
+ </group>
3534
+ </component>
3535
+ <component name='TrdCapRptSideGrp'>
3536
+ <group name='NoSides' required='Y'>
3537
+ <field name='Side' required='Y' />
3538
+ <field name='OrderID' required='Y' />
3539
+ <field name='SecondaryOrderID' required='N' />
3540
+ <field name='ClOrdID' required='N' />
3541
+ <field name='SecondaryClOrdID' required='N' />
3542
+ <field name='ListID' required='N' />
3543
+ <component name='Parties' required='N' />
3544
+ <field name='Account' required='N' />
3545
+ <field name='AcctIDSource' required='N' />
3546
+ <field name='AccountType' required='N' />
3547
+ <field name='ProcessCode' required='N' />
3548
+ <field name='OddLot' required='N' />
3549
+ <component name='ClrInstGrp' required='N' />
3550
+ <field name='TradeInputSource' required='N' />
3551
+ <field name='TradeInputDevice' required='N' />
3552
+ <field name='OrderInputDevice' required='N' />
3553
+ <field name='Currency' required='N' />
3554
+ <field name='ComplianceID' required='N' />
3555
+ <field name='SolicitedFlag' required='N' />
3556
+ <field name='OrderCapacity' required='N' />
3557
+ <field name='OrderRestrictions' required='N' />
3558
+ <field name='CustOrderCapacity' required='N' />
3559
+ <field name='OrdType' required='N' />
3560
+ <field name='ExecInst' required='N' />
3561
+ <field name='TransBkdTime' required='N' />
3562
+ <field name='TradingSessionID' required='N' />
3563
+ <field name='TradingSessionSubID' required='N' />
3564
+ <field name='TimeBracket' required='N' />
3565
+ <component name='CommissionData' required='N' />
3566
+ <field name='GrossTradeAmt' required='N' />
3567
+ <field name='NumDaysInterest' required='N' />
3568
+ <field name='ExDate' required='N' />
3569
+ <field name='AccruedInterestRate' required='N' />
3570
+ <field name='AccruedInterestAmt' required='N' />
3571
+ <field name='InterestAtMaturity' required='N' />
3572
+ <field name='EndAccruedInterestAmt' required='N' />
3573
+ <field name='StartCash' required='N' />
3574
+ <field name='EndCash' required='N' />
3575
+ <field name='Concession' required='N' />
3576
+ <field name='TotalTakedown' required='N' />
3577
+ <field name='NetMoney' required='N' />
3578
+ <field name='SettlCurrAmt' required='N' />
3579
+ <field name='SettlCurrency' required='N' />
3580
+ <field name='SettlCurrFxRate' required='N' />
3581
+ <field name='SettlCurrFxRateCalc' required='N' />
3582
+ <field name='PositionEffect' required='N' />
3583
+ <field name='Text' required='N' />
3584
+ <field name='EncodedTextLen' required='N' />
3585
+ <field name='EncodedText' required='N' />
3586
+ <field name='SideMultiLegReportingType' required='N' />
3587
+ <component name='ContAmtGrp' required='N' />
3588
+ <component name='Stipulations' required='N' />
3589
+ <component name='MiscFeesGrp' required='N' />
3590
+ <field name='ExchangeRule' required='N' />
3591
+ <field name='TradeAllocIndicator' required='N' />
3592
+ <field name='PreallocMethod' required='N' />
3593
+ <field name='AllocID' required='N' />
3594
+ <component name='TrdAllocGrp' required='N' />
3595
+ </group>
3596
+ </component>
3597
+ <component name='TrdCollGrp'>
3598
+ <group name='NoTrades' required='N'>
3599
+ <field name='TradeReportID' required='N' />
3600
+ <field name='SecondaryTradeReportID' required='N' />
3601
+ </group>
3602
+ </component>
3603
+ <component name='TrdInstrmtLegGrp'>
3502
3604
  <group name='NoLegs' required='N'>
3503
3605
  <component name='InstrumentLeg' required='N' />
3504
3606
  <field name='LegQty' required='N' />
3505
3607
  <field name='LegSwapType' required='N' />
3506
- <field name='LegSettlType' required='N' />
3507
- <field name='LegSettlDate' required='N' />
3508
3608
  <component name='LegStipulations' required='N' />
3609
+ <field name='LegPositionEffect' required='N' />
3610
+ <field name='LegCoveredOrUncovered' required='N' />
3509
3611
  <component name='NestedParties' required='N' />
3510
- <field name='LegPriceType' required='N' />
3511
- <field name='LegBidPx' required='N' />
3512
- <field name='LegOfferPx' required='N' />
3513
- <component name='LegBenchmarkCurveData' required='N' />
3612
+ <field name='LegRefID' required='N' />
3613
+ <field name='LegPrice' required='N' />
3614
+ <field name='LegSettlType' required='N' />
3615
+ <field name='LegSettlDate' required='N' />
3616
+ <field name='LegLastPx' required='N' />
3514
3617
  </group>
3515
3618
  </component>
3516
- <component name='MiscFeesGrp'>
3517
- <group name='NoMiscFees' required='N'>
3518
- <field name='MiscFeeAmt' required='N' />
3519
- <field name='MiscFeeCurr' required='N' />
3520
- <field name='MiscFeeType' required='N' />
3521
- <field name='MiscFeeBasis' required='N' />
3619
+ <component name='TrdgSesGrp'>
3620
+ <group name='NoTradingSessions' required='N'>
3621
+ <field name='TradingSessionID' required='N' />
3622
+ <field name='TradingSessionSubID' required='N' />
3522
3623
  </group>
3523
3624
  </component>
3524
- <component name='PosUndInstrmtGrp'>
3625
+ <component name='UndInstrmtCollGrp'>
3525
3626
  <group name='NoUnderlyings' required='N'>
3526
3627
  <component name='UnderlyingInstrument' required='N' />
3527
- <field name='UnderlyingSettlPrice' required='Y' />
3528
- <field name='UnderlyingSettlPriceType' required='Y' />
3628
+ <field name='CollAction' required='N' />
3529
3629
  </group>
3530
3630
  </component>
3531
- <component name='FinancingDetails'>
3532
- <field name='AgreementDesc' required='N' />
3533
- <field name='AgreementID' required='N' />
3534
- <field name='AgreementDate' required='N' />
3535
- <field name='AgreementCurrency' required='N' />
3536
- <field name='TerminationType' required='N' />
3537
- <field name='StartDate' required='N' />
3538
- <field name='EndDate' required='N' />
3539
- <field name='DeliveryType' required='N' />
3540
- <field name='MarginRatio' required='N' />
3541
- </component>
3542
- <component name='RgstDistInstGrp'>
3543
- <group name='NoDistribInsts' required='N'>
3544
- <field name='DistribPaymentMethod' required='N' />
3545
- <field name='DistribPercentage' required='N' />
3546
- <field name='CashDistribCurr' required='N' />
3547
- <field name='CashDistribAgentName' required='N' />
3548
- <field name='CashDistribAgentCode' required='N' />
3549
- <field name='CashDistribAgentAcctNumber' required='N' />
3550
- <field name='CashDistribPayRef' required='N' />
3551
- <field name='CashDistribAgentAcctName' required='N' />
3631
+ <component name='UndInstrmtGrp'>
3632
+ <group name='NoUnderlyings' required='N'>
3633
+ <component name='UnderlyingInstrument' required='N' />
3552
3634
  </group>
3553
3635
  </component>
3554
- <component name='MDIncGrp'>
3555
- <group name='NoMDEntries' required='Y'>
3556
- <field name='MDUpdateAction' required='Y' />
3557
- <field name='DeleteReason' required='N' />
3558
- <field name='MDEntryType' required='N' />
3559
- <field name='MDEntryID' required='N' />
3560
- <field name='MDEntryRefID' required='N' />
3561
- <component name='Instrument' required='N' />
3562
- <component name='UndInstrmtGrp' required='N' />
3563
- <component name='InstrmtLegGrp' required='N' />
3564
- <field name='FinancialStatus' required='N' />
3565
- <field name='CorporateAction' required='N' />
3566
- <field name='MDEntryPx' required='N' />
3636
+ <component name='UndInstrmtStrkPxGrp'>
3637
+ <group name='NoUnderlyings' required='N'>
3638
+ <component name='UnderlyingInstrument' required='N' />
3639
+ <field name='PrevClosePx' required='N' />
3640
+ <field name='ClOrdID' required='N' />
3641
+ <field name='SecondaryClOrdID' required='N' />
3642
+ <field name='Side' required='N' />
3643
+ <field name='Price' required='Y' />
3567
3644
  <field name='Currency' required='N' />
3568
- <field name='MDEntrySize' required='N' />
3569
- <field name='MDEntryDate' required='N' />
3570
- <field name='MDEntryTime' required='N' />
3571
- <field name='TickDirection' required='N' />
3572
- <field name='MDMkt' required='N' />
3573
- <field name='TradingSessionID' required='N' />
3574
- <field name='TradingSessionSubID' required='N' />
3575
- <field name='QuoteCondition' required='N' />
3576
- <field name='TradeCondition' required='N' />
3577
- <field name='MDEntryOriginator' required='N' />
3578
- <field name='LocationID' required='N' />
3579
- <field name='DeskID' required='N' />
3580
- <field name='OpenCloseSettlFlag' required='N' />
3581
- <field name='TimeInForce' required='N' />
3582
- <field name='ExpireDate' required='N' />
3583
- <field name='ExpireTime' required='N' />
3584
- <field name='MinQty' required='N' />
3585
- <field name='ExecInst' required='N' />
3586
- <field name='SellerDays' required='N' />
3587
- <field name='OrderID' required='N' />
3588
- <field name='QuoteEntryID' required='N' />
3589
- <field name='MDEntryBuyer' required='N' />
3590
- <field name='MDEntrySeller' required='N' />
3591
- <field name='NumberOfOrders' required='N' />
3592
- <field name='MDEntryPositionNo' required='N' />
3593
- <field name='Scope' required='N' />
3594
- <field name='PriceDelta' required='N' />
3595
- <field name='NetChgPrevDay' required='N' />
3596
3645
  <field name='Text' required='N' />
3597
3646
  <field name='EncodedTextLen' required='N' />
3598
3647
  <field name='EncodedText' required='N' />
3599
3648
  </group>
3600
3649
  </component>
3601
- <component name='OrdAllocGrp'>
3602
- <group name='NoOrders' required='N'>
3603
- <field name='ClOrdID' required='N' />
3604
- <field name='OrderID' required='N' />
3605
- <field name='SecondaryOrderID' required='N' />
3606
- <field name='SecondaryClOrdID' required='N' />
3607
- <field name='ListID' required='N' />
3608
- <component name='NestedParties2' required='N' />
3609
- <field name='OrderQty' required='N' />
3610
- <field name='OrderAvgPx' required='N' />
3611
- <field name='OrderBookingQty' required='N' />
3650
+ <component name='TrdCapDtGrp'>
3651
+ <group name='NoDates' required='N'>
3652
+ <field name='TradeDate' required='N' />
3653
+ <field name='TransactTime' required='N' />
3612
3654
  </group>
3613
3655
  </component>
3614
- <component name='InstrmtLegSecListGrp'>
3615
- <group name='NoLegs' required='N'>
3616
- <component name='InstrumentLeg' required='N' />
3617
- <field name='LegSwapType' required='N' />
3618
- <field name='LegSettlType' required='N' />
3619
- <component name='LegStipulations' required='N' />
3620
- <component name='LegBenchmarkCurveData' required='N' />
3656
+ <component name='EvntGrp'>
3657
+ <group name='NoEvents' required='N'>
3658
+ <field name='EventType' required='N' />
3659
+ <field name='EventDate' required='N' />
3660
+ <field name='EventPx' required='N' />
3661
+ <field name='EventText' required='N' />
3621
3662
  </group>
3622
3663
  </component>
3623
- <component name='InstrumentExtension'>
3624
- <field name='DeliveryForm' required='N' />
3625
- <field name='PctAtRisk' required='N' />
3626
- <component name='AttrbGrp' required='N' />
3627
- </component>
3628
- <component name='MDReqGrp'>
3629
- <group name='NoMDEntryTypes' required='Y'>
3630
- <field name='MDEntryType' required='Y' />
3664
+ <component name='SecAltIDGrp'>
3665
+ <group name='NoSecurityAltID' required='N'>
3666
+ <field name='SecurityAltID' required='N' />
3667
+ <field name='SecurityAltIDSource' required='N' />
3631
3668
  </group>
3632
3669
  </component>
3633
- <component name='NstdPtys2SubGrp'>
3634
- <group name='NoNested2PartySubIDs' required='N'>
3635
- <field name='Nested2PartySubID' required='N' />
3636
- <field name='Nested2PartySubIDType' required='N' />
3670
+ <component name='LegSecAltIDGrp'>
3671
+ <group name='NoLegSecurityAltID' required='N'>
3672
+ <field name='LegSecurityAltID' required='N' />
3673
+ <field name='LegSecurityAltIDSource' required='N' />
3637
3674
  </group>
3638
3675
  </component>
3639
- <component name='SecTypesGrp'>
3640
- <group name='NoSecurityTypes' required='N'>
3641
- <field name='SecurityType' required='N' />
3642
- <field name='SecuritySubType' required='N' />
3643
- <field name='Product' required='N' />
3644
- <field name='CFICode' required='N' />
3676
+ <component name='UndSecAltIDGrp'>
3677
+ <group name='NoUnderlyingSecurityAltID' required='N'>
3678
+ <field name='UnderlyingSecurityAltID' required='N' />
3679
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
3645
3680
  </group>
3646
3681
  </component>
3647
- <component name='QuotCxlEntriesGrp'>
3648
- <group name='NoQuoteEntries' required='N'>
3649
- <component name='Instrument' required='N' />
3650
- <component name='FinancingDetails' required='N' />
3651
- <component name='UndInstrmtGrp' required='N' />
3652
- <component name='InstrmtLegGrp' required='N' />
3682
+ <component name='AttrbGrp'>
3683
+ <group name='NoInstrAttrib' required='N'>
3684
+ <field name='InstrAttribType' required='N' />
3685
+ <field name='InstrAttribValue' required='N' />
3653
3686
  </group>
3654
3687
  </component>
3655
- <component name='InstrmtGrp'>
3656
- <group name='NoRelatedSym' required='N'>
3657
- <component name='Instrument' required='N' />
3688
+ <component name='DlvyInstGrp'>
3689
+ <group name='NoDlvyInst' required='N'>
3690
+ <field name='SettlInstSource' required='N' />
3691
+ <field name='DlvyInstType' required='N' />
3692
+ <component name='SettlParties' required='N' />
3658
3693
  </group>
3659
3694
  </component>
3660
- <component name='Stipulations'>
3661
- <group name='NoStipulations' required='N'>
3662
- <field name='StipulationType' required='N' />
3663
- <field name='StipulationValue' required='N' />
3695
+ <component name='SettlPtysSubGrp'>
3696
+ <group name='NoSettlPartySubIDs' required='N'>
3697
+ <field name='SettlPartySubID' required='N' />
3698
+ <field name='SettlPartySubIDType' required='N' />
3664
3699
  </group>
3665
3700
  </component>
3666
- <component name='NestedParties'>
3667
- <group name='NoNestedPartyIDs' required='N'>
3668
- <field name='NestedPartyID' required='N' />
3669
- <field name='NestedPartyIDSource' required='N' />
3670
- <field name='NestedPartyRole' required='N' />
3671
- <component name='NstdPtysSubGrp' required='N' />
3701
+ <component name='PtysSubGrp'>
3702
+ <group name='NoPartySubIDs' required='N'>
3703
+ <field name='PartySubID' required='N' />
3704
+ <field name='PartySubIDType' required='N' />
3672
3705
  </group>
3673
3706
  </component>
3674
- <component name='LegQuotStatGrp'>
3675
- <group name='NoLegs' required='N'>
3676
- <component name='InstrumentLeg' required='N' />
3677
- <field name='LegQty' required='N' />
3678
- <field name='LegSwapType' required='N' />
3679
- <field name='LegSettlType' required='N' />
3680
- <field name='LegSettlDate' required='N' />
3681
- <component name='LegStipulations' required='N' />
3682
- <component name='NestedParties' required='N' />
3707
+ <component name='NstdPtysSubGrp'>
3708
+ <group name='NoNestedPartySubIDs' required='N'>
3709
+ <field name='NestedPartySubID' required='N' />
3710
+ <field name='NestedPartySubIDType' required='N' />
3683
3711
  </group>
3684
3712
  </component>
3685
- <component name='PositionQty'>
3686
- <group name='NoPositions' required='N'>
3687
- <field name='PosType' required='N' />
3688
- <field name='LongQty' required='N' />
3689
- <field name='ShortQty' required='N' />
3690
- <field name='PosQtyStatus' required='N' />
3691
- <component name='NestedParties' required='N' />
3713
+ <component name='NstdPtys2SubGrp'>
3714
+ <group name='NoNested2PartySubIDs' required='N'>
3715
+ <field name='Nested2PartySubID' required='N' />
3716
+ <field name='Nested2PartySubIDType' required='N' />
3692
3717
  </group>
3693
3718
  </component>
3694
- <component name='YieldData'>
3695
- <field name='YieldType' required='N' />
3696
- <field name='Yield' required='N' />
3697
- <field name='YieldCalcDate' required='N' />
3698
- <field name='YieldRedemptionDate' required='N' />
3699
- <field name='YieldRedemptionPrice' required='N' />
3700
- <field name='YieldRedemptionPriceType' required='N' />
3701
- </component>
3702
- <component name='SpreadOrBenchmarkCurveData'>
3703
- <field name='Spread' required='N' />
3704
- <field name='BenchmarkCurveCurrency' required='N' />
3705
- <field name='BenchmarkCurveName' required='N' />
3706
- <field name='BenchmarkCurvePoint' required='N' />
3707
- <field name='BenchmarkPrice' required='N' />
3708
- <field name='BenchmarkPriceType' required='N' />
3709
- <field name='BenchmarkSecurityID' required='N' />
3710
- <field name='BenchmarkSecurityIDSource' required='N' />
3711
- </component>
3712
- <component name='OrdListStatGrp'>
3713
- <group name='NoOrders' required='Y'>
3714
- <field name='ClOrdID' required='Y' />
3715
- <field name='SecondaryClOrdID' required='N' />
3716
- <field name='CumQty' required='Y' />
3717
- <field name='OrdStatus' required='Y' />
3718
- <field name='WorkingIndicator' required='N' />
3719
- <field name='LeavesQty' required='Y' />
3720
- <field name='CxlQty' required='Y' />
3721
- <field name='AvgPx' required='Y' />
3722
- <field name='OrdRejReason' required='N' />
3723
- <field name='Text' required='N' />
3724
- <field name='EncodedTextLen' required='N' />
3725
- <field name='EncodedText' required='N' />
3719
+ <component name='NstdPtys3SubGrp'>
3720
+ <group name='NoNested3PartySubIDs' required='N'>
3721
+ <field name='Nested3PartySubID' required='N' />
3722
+ <field name='Nested3PartySubIDType' required='N' />
3726
3723
  </group>
3727
3724
  </component>
3728
3725
  </components>
@@ -6593,4 +6590,4 @@
6593
6590
  <field number='955' name='LegContractSettlMonth' type='MONTHYEAR' />
6594
6591
  <field number='956' name='LegInterestAccrualDate' type='LOCALMKTDATE' />
6595
6592
  </fields>
6596
- </fix>
6593
+ </fix>