quickfix_ruby 1.14.3.1 → 1.15.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (105) hide show
  1. checksums.yaml +4 -4
  2. data/ext/quickfix/Acceptor.h +2 -0
  3. data/ext/quickfix/AtomicCount.h +82 -12
  4. data/ext/quickfix/DOMDocument.h +9 -7
  5. data/ext/quickfix/DataDictionary.cpp +77 -14
  6. data/ext/quickfix/DataDictionary.h +90 -16
  7. data/ext/quickfix/Dictionary.cpp +1 -2
  8. data/ext/quickfix/Exceptions.h +3 -5
  9. data/ext/quickfix/Field.h +83 -32
  10. data/ext/quickfix/FieldConvertors.cpp +93 -0
  11. data/ext/quickfix/FieldConvertors.h +129 -275
  12. data/ext/quickfix/FieldMap.cpp +53 -13
  13. data/ext/quickfix/FieldMap.h +200 -62
  14. data/ext/quickfix/FieldTypes.cpp +10 -10
  15. data/ext/quickfix/FieldTypes.h +293 -44
  16. data/ext/quickfix/FileLog.cpp +6 -10
  17. data/ext/quickfix/FileLog.h +4 -10
  18. data/ext/quickfix/FileStore.cpp +19 -6
  19. data/ext/quickfix/FileStore.h +4 -0
  20. data/ext/quickfix/FixFieldNumbers.h +1462 -1461
  21. data/ext/quickfix/FixFields.h +1462 -1461
  22. data/ext/quickfix/FixValues.h +3230 -3227
  23. data/ext/quickfix/HttpConnection.cpp +1 -1
  24. data/ext/quickfix/Initiator.cpp +7 -1
  25. data/ext/quickfix/Initiator.h +2 -0
  26. data/ext/quickfix/Log.h +6 -12
  27. data/ext/quickfix/Message.cpp +186 -57
  28. data/ext/quickfix/Message.h +109 -47
  29. data/ext/quickfix/MySQLConnection.h +1 -1
  30. data/ext/quickfix/PostgreSQLConnection.h +1 -1
  31. data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
  32. data/ext/quickfix/QuickfixRuby.h +1 -1
  33. data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
  34. data/ext/quickfix/SSLSocketAcceptor.h +185 -0
  35. data/ext/quickfix/SSLSocketConnection.cpp +427 -0
  36. data/ext/quickfix/SSLSocketConnection.h +206 -0
  37. data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
  38. data/ext/quickfix/SSLSocketInitiator.h +196 -0
  39. data/ext/quickfix/Session.cpp +113 -20
  40. data/ext/quickfix/Session.h +18 -4
  41. data/ext/quickfix/SessionFactory.cpp +10 -3
  42. data/ext/quickfix/SessionSettings.cpp +5 -3
  43. data/ext/quickfix/SessionSettings.h +97 -5
  44. data/ext/quickfix/Settings.cpp +72 -2
  45. data/ext/quickfix/Settings.h +3 -0
  46. data/ext/quickfix/SharedArray.h +140 -6
  47. data/ext/quickfix/SocketConnection.cpp +2 -2
  48. data/ext/quickfix/SocketConnector.cpp +5 -2
  49. data/ext/quickfix/SocketConnector.h +3 -2
  50. data/ext/quickfix/SocketInitiator.cpp +28 -4
  51. data/ext/quickfix/SocketInitiator.h +1 -1
  52. data/ext/quickfix/SocketMonitor.cpp +5 -5
  53. data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
  54. data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
  55. data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
  56. data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
  57. data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
  58. data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
  59. data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
  60. data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
  61. data/ext/quickfix/ThreadedSocketConnection.h +4 -1
  62. data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
  63. data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
  64. data/ext/quickfix/Utility.cpp +23 -1
  65. data/ext/quickfix/Utility.h +28 -2
  66. data/ext/quickfix/UtilitySSL.cpp +1733 -0
  67. data/ext/quickfix/UtilitySSL.h +277 -0
  68. data/ext/quickfix/config-all.h +10 -0
  69. data/ext/quickfix/dirent_windows.h +838 -0
  70. data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
  71. data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
  72. data/ext/quickfix/double-conversion/bignum.cc +766 -0
  73. data/ext/quickfix/double-conversion/bignum.h +144 -0
  74. data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
  75. data/ext/quickfix/double-conversion/cached-powers.h +64 -0
  76. data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
  77. data/ext/quickfix/double-conversion/diy-fp.h +118 -0
  78. data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
  79. data/ext/quickfix/double-conversion/double-conversion.h +543 -0
  80. data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
  81. data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
  82. data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
  83. data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
  84. data/ext/quickfix/double-conversion/ieee.h +402 -0
  85. data/ext/quickfix/double-conversion/strtod.cc +557 -0
  86. data/ext/quickfix/double-conversion/strtod.h +45 -0
  87. data/ext/quickfix/double-conversion/utils.h +372 -0
  88. data/ext/quickfix/stdint_msvc.h +254 -0
  89. data/lib/quickfix44.rb +3329 -10
  90. data/lib/quickfix50.rb +6649 -81
  91. data/lib/quickfix50sp1.rb +8054 -142
  92. data/lib/quickfix50sp2.rb +10900 -234
  93. data/lib/quickfix_fields.rb +7662 -7649
  94. data/spec/FIX40.xml +28 -28
  95. data/spec/FIX41.xml +29 -29
  96. data/spec/FIX42.xml +47 -47
  97. data/spec/FIX43.xml +148 -148
  98. data/spec/FIX44.xml +1078 -1081
  99. data/spec/FIX50.xml +1292 -1289
  100. data/spec/FIX50SP1.xml +1811 -1802
  101. data/spec/FIX50SP2.xml +1948 -1939
  102. data/spec/FIXT11.xml +5 -8
  103. data/test/test_FieldBaseTestCase.rb +1 -1
  104. data/test/test_MessageTestCase.rb +2 -2
  105. metadata +42 -6
data/spec/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
43
  <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
53
  <field name='EncodedText' required='N' />
50
54
  </message>
51
- <message name='SequenceReset' msgcat='admin' msgtype='4'>
55
+ <message name='SequenceReset' msgtype='4' msgcat='admin'>
52
56
  <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
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  <field name='EncodedText' required='N' />
59
63
  </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
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  <component name='YieldData' required='N' />
88
92
  </message>
89
- <message name='Advertisement' msgcat='app' msgtype='7'>
93
+ <message name='Advertisement' msgtype='7' msgcat='app'>
90
94
  <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
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  <field name='SecondaryClOrdID' required='N' />
@@ -248,7 +252,7 @@
248
252
  <field name='CopyMsgIndicator' required='N' />
249
253
  <component name='MiscFeesGrp' required='N' />
250
254
  </message>
251
- <message name='OrderCancelReject' msgcat='app' msgtype='9'>
255
+ <message name='OrderCancelReject' msgtype='9' msgcat='app'>
252
256
  <field name='OrderID' required='Y' />
253
257
  <field name='SecondaryOrderID' required='N' />
254
258
  <field name='SecondaryClOrdID' required='N' />
@@ -271,7 +275,7 @@
271
275
  <field name='EncodedTextLen' required='N' />
272
276
  <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
279
  <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
297
  <field name='Headline' required='Y' />
@@ -302,7 +306,7 @@
302
306
  <field name='RawDataLength' required='N' />
303
307
  <field name='RawData' required='N' />
304
308
  </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
323
  <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
327
  <field name='ClOrdID' required='Y' />
324
328
  <field name='SecondaryClOrdID' required='N' />
325
329
  <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
446
  <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>