quickfix_ruby 1.14.3.1 → 1.15.1
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- checksums.yaml +4 -4
- data/ext/quickfix/Acceptor.h +2 -0
- data/ext/quickfix/AtomicCount.h +82 -12
- data/ext/quickfix/DOMDocument.h +9 -7
- data/ext/quickfix/DataDictionary.cpp +77 -14
- data/ext/quickfix/DataDictionary.h +90 -16
- data/ext/quickfix/Dictionary.cpp +1 -2
- data/ext/quickfix/Exceptions.h +3 -5
- data/ext/quickfix/Field.h +83 -32
- data/ext/quickfix/FieldConvertors.cpp +93 -0
- data/ext/quickfix/FieldConvertors.h +129 -275
- data/ext/quickfix/FieldMap.cpp +53 -13
- data/ext/quickfix/FieldMap.h +200 -62
- data/ext/quickfix/FieldTypes.cpp +10 -10
- data/ext/quickfix/FieldTypes.h +293 -44
- data/ext/quickfix/FileLog.cpp +6 -10
- data/ext/quickfix/FileLog.h +4 -10
- data/ext/quickfix/FileStore.cpp +19 -6
- data/ext/quickfix/FileStore.h +4 -0
- data/ext/quickfix/FixFieldNumbers.h +1462 -1461
- data/ext/quickfix/FixFields.h +1462 -1461
- data/ext/quickfix/FixValues.h +3230 -3227
- data/ext/quickfix/HttpConnection.cpp +1 -1
- data/ext/quickfix/Initiator.cpp +7 -1
- data/ext/quickfix/Initiator.h +2 -0
- data/ext/quickfix/Log.h +6 -12
- data/ext/quickfix/Message.cpp +186 -57
- data/ext/quickfix/Message.h +109 -47
- data/ext/quickfix/MySQLConnection.h +1 -1
- data/ext/quickfix/PostgreSQLConnection.h +1 -1
- data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
- data/ext/quickfix/QuickfixRuby.h +1 -1
- data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
- data/ext/quickfix/SSLSocketAcceptor.h +185 -0
- data/ext/quickfix/SSLSocketConnection.cpp +427 -0
- data/ext/quickfix/SSLSocketConnection.h +206 -0
- data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
- data/ext/quickfix/SSLSocketInitiator.h +196 -0
- data/ext/quickfix/Session.cpp +113 -20
- data/ext/quickfix/Session.h +18 -4
- data/ext/quickfix/SessionFactory.cpp +10 -3
- data/ext/quickfix/SessionSettings.cpp +5 -3
- data/ext/quickfix/SessionSettings.h +97 -5
- data/ext/quickfix/Settings.cpp +72 -2
- data/ext/quickfix/Settings.h +3 -0
- data/ext/quickfix/SharedArray.h +140 -6
- data/ext/quickfix/SocketConnection.cpp +2 -2
- data/ext/quickfix/SocketConnector.cpp +5 -2
- data/ext/quickfix/SocketConnector.h +3 -2
- data/ext/quickfix/SocketInitiator.cpp +28 -4
- data/ext/quickfix/SocketInitiator.h +1 -1
- data/ext/quickfix/SocketMonitor.cpp +5 -5
- data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
- data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
- data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
- data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
- data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
- data/ext/quickfix/ThreadedSocketConnection.h +4 -1
- data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
- data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
- data/ext/quickfix/Utility.cpp +23 -1
- data/ext/quickfix/Utility.h +28 -2
- data/ext/quickfix/UtilitySSL.cpp +1733 -0
- data/ext/quickfix/UtilitySSL.h +277 -0
- data/ext/quickfix/config-all.h +10 -0
- data/ext/quickfix/dirent_windows.h +838 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
- data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
- data/ext/quickfix/double-conversion/bignum.cc +766 -0
- data/ext/quickfix/double-conversion/bignum.h +144 -0
- data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
- data/ext/quickfix/double-conversion/cached-powers.h +64 -0
- data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
- data/ext/quickfix/double-conversion/diy-fp.h +118 -0
- data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
- data/ext/quickfix/double-conversion/double-conversion.h +543 -0
- data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
- data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
- data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
- data/ext/quickfix/double-conversion/ieee.h +402 -0
- data/ext/quickfix/double-conversion/strtod.cc +557 -0
- data/ext/quickfix/double-conversion/strtod.h +45 -0
- data/ext/quickfix/double-conversion/utils.h +372 -0
- data/ext/quickfix/stdint_msvc.h +254 -0
- data/lib/quickfix44.rb +3329 -10
- data/lib/quickfix50.rb +6649 -81
- data/lib/quickfix50sp1.rb +8054 -142
- data/lib/quickfix50sp2.rb +10900 -234
- data/lib/quickfix_fields.rb +7662 -7649
- data/spec/FIX40.xml +28 -28
- data/spec/FIX41.xml +29 -29
- data/spec/FIX42.xml +47 -47
- data/spec/FIX43.xml +148 -148
- data/spec/FIX44.xml +1078 -1081
- data/spec/FIX50.xml +1292 -1289
- data/spec/FIX50SP1.xml +1811 -1802
- data/spec/FIX50SP2.xml +1948 -1939
- data/spec/FIXT11.xml +5 -8
- data/test/test_FieldBaseTestCase.rb +1 -1
- data/test/test_MessageTestCase.rb +2 -2
- metadata +42 -6
data/spec/FIX50.xml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
|
-
<fix
|
1
|
+
<fix type='FIX' major='5' minor='0' servicepack='0'>
|
2
2
|
<header />
|
3
3
|
<messages>
|
4
|
-
<message name='IOI'
|
4
|
+
<message name='IOI' msgtype='6' msgcat='app'>
|
5
5
|
<field name='IOIID' required='Y' />
|
6
6
|
<field name='IOITransType' required='Y' />
|
7
7
|
<field name='IOIRefID' required='N' />
|
@@ -31,7 +31,7 @@
|
|
31
31
|
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
32
32
|
<component name='YieldData' required='N' />
|
33
33
|
</message>
|
34
|
-
<message name='Advertisement'
|
34
|
+
<message name='Advertisement' msgtype='7' msgcat='app'>
|
35
35
|
<field name='AdvId' required='Y' />
|
36
36
|
<field name='AdvTransType' required='Y' />
|
37
37
|
<field name='AdvRefID' required='N' />
|
@@ -53,7 +53,7 @@
|
|
53
53
|
<field name='TradingSessionID' required='N' />
|
54
54
|
<field name='TradingSessionSubID' required='N' />
|
55
55
|
</message>
|
56
|
-
<message name='ExecutionReport'
|
56
|
+
<message name='ExecutionReport' msgtype='8' msgcat='app'>
|
57
57
|
<field name='OrderID' required='Y' />
|
58
58
|
<field name='SecondaryOrderID' required='N' />
|
59
59
|
<field name='SecondaryClOrdID' required='N' />
|
@@ -214,7 +214,7 @@
|
|
214
214
|
<field name='OrderHandlingInstSource' required='N' />
|
215
215
|
<component name='TrdRegTimestamps' required='N' />
|
216
216
|
</message>
|
217
|
-
<message name='OrderCancelReject'
|
217
|
+
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
|
218
218
|
<field name='OrderID' required='Y' />
|
219
219
|
<field name='SecondaryOrderID' required='N' />
|
220
220
|
<field name='SecondaryClOrdID' required='N' />
|
@@ -237,7 +237,7 @@
|
|
237
237
|
<field name='EncodedTextLen' required='N' />
|
238
238
|
<field name='EncodedText' required='N' />
|
239
239
|
</message>
|
240
|
-
<message name='News'
|
240
|
+
<message name='News' msgtype='B' msgcat='app'>
|
241
241
|
<field name='OrigTime' required='N' />
|
242
242
|
<field name='Urgency' required='N' />
|
243
243
|
<field name='Headline' required='Y' />
|
@@ -252,7 +252,7 @@
|
|
252
252
|
<field name='RawDataLength' required='N' />
|
253
253
|
<field name='RawData' required='N' />
|
254
254
|
</message>
|
255
|
-
<message name='Email'
|
255
|
+
<message name='Email' msgtype='C' msgcat='app'>
|
256
256
|
<field name='EmailThreadID' required='Y' />
|
257
257
|
<field name='EmailType' required='Y' />
|
258
258
|
<field name='OrigTime' required='N' />
|
@@ -269,7 +269,7 @@
|
|
269
269
|
<field name='RawDataLength' required='N' />
|
270
270
|
<field name='RawData' required='N' />
|
271
271
|
</message>
|
272
|
-
<message name='NewOrderSingle'
|
272
|
+
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
|
273
273
|
<field name='ClOrdID' required='Y' />
|
274
274
|
<field name='SecondaryClOrdID' required='N' />
|
275
275
|
<field name='ClOrdLinkID' required='N' />
|
@@ -363,7 +363,7 @@
|
|
363
363
|
<field name='RefOrderID' required='N' />
|
364
364
|
<field name='RefOrderIDSource' required='N' />
|
365
365
|
</message>
|
366
|
-
<message name='NewOrderList'
|
366
|
+
<message name='NewOrderList' msgtype='E' msgcat='app'>
|
367
367
|
<field name='ListID' required='Y' />
|
368
368
|
<field name='BidID' required='N' />
|
369
369
|
<field name='ClientBidID' required='N' />
|
@@ -385,7 +385,7 @@
|
|
385
385
|
<component name='RootParties' required='N' />
|
386
386
|
<component name='ListOrdGrp' required='Y' />
|
387
387
|
</message>
|
388
|
-
<message name='OrderCancelRequest'
|
388
|
+
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
|
389
389
|
<field name='OrigClOrdID' required='Y' />
|
390
390
|
<field name='OrderID' required='N' />
|
391
391
|
<field name='ClOrdID' required='Y' />
|
@@ -408,7 +408,7 @@
|
|
408
408
|
<field name='EncodedTextLen' required='N' />
|
409
409
|
<field name='EncodedText' required='N' />
|
410
410
|
</message>
|
411
|
-
<message name='OrderCancelReplaceRequest'
|
411
|
+
<message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
|
412
412
|
<field name='OrderID' required='N' />
|
413
413
|
<component name='Parties' required='N' />
|
414
414
|
<field name='TradeOriginationDate' required='N' />
|
@@ -499,7 +499,7 @@
|
|
499
499
|
<field name='OrderHandlingInstSource' required='N' />
|
500
500
|
<component name='TrdRegTimestamps' required='N' />
|
501
501
|
</message>
|
502
|
-
<message name='OrderStatusRequest'
|
502
|
+
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
|
503
503
|
<field name='OrderID' required='N' />
|
504
504
|
<field name='ClOrdID' required='Y' />
|
505
505
|
<field name='SecondaryClOrdID' required='N' />
|
@@ -513,7 +513,7 @@
|
|
513
513
|
<component name='UndInstrmtGrp' required='N' />
|
514
514
|
<field name='Side' required='Y' />
|
515
515
|
</message>
|
516
|
-
<message name='AllocationInstruction'
|
516
|
+
<message name='AllocationInstruction' msgtype='J' msgcat='app'>
|
517
517
|
<field name='AllocID' required='Y' />
|
518
518
|
<field name='AllocTransType' required='Y' />
|
519
519
|
<field name='AllocType' required='Y' />
|
@@ -588,7 +588,7 @@
|
|
588
588
|
<field name='MessageEventSource' required='N' />
|
589
589
|
<field name='RndPx' required='N' />
|
590
590
|
</message>
|
591
|
-
<message name='ListCancelRequest'
|
591
|
+
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
|
592
592
|
<field name='ListID' required='Y' />
|
593
593
|
<component name='Parties' required='N' />
|
594
594
|
<field name='TransactTime' required='Y' />
|
@@ -598,7 +598,7 @@
|
|
598
598
|
<field name='EncodedTextLen' required='N' />
|
599
599
|
<field name='EncodedText' required='N' />
|
600
600
|
</message>
|
601
|
-
<message name='ListExecute'
|
601
|
+
<message name='ListExecute' msgtype='L' msgcat='app'>
|
602
602
|
<field name='ListID' required='Y' />
|
603
603
|
<field name='ClientBidID' required='N' />
|
604
604
|
<field name='BidID' required='N' />
|
@@ -607,13 +607,13 @@
|
|
607
607
|
<field name='EncodedTextLen' required='N' />
|
608
608
|
<field name='EncodedText' required='N' />
|
609
609
|
</message>
|
610
|
-
<message name='ListStatusRequest'
|
610
|
+
<message name='ListStatusRequest' msgtype='M' msgcat='app'>
|
611
611
|
<field name='ListID' required='Y' />
|
612
612
|
<field name='Text' required='N' />
|
613
613
|
<field name='EncodedTextLen' required='N' />
|
614
614
|
<field name='EncodedText' required='N' />
|
615
615
|
</message>
|
616
|
-
<message name='ListStatus'
|
616
|
+
<message name='ListStatus' msgtype='N' msgcat='app'>
|
617
617
|
<field name='ListID' required='Y' />
|
618
618
|
<field name='ListStatusType' required='Y' />
|
619
619
|
<field name='NoRpts' required='Y' />
|
@@ -627,7 +627,7 @@
|
|
627
627
|
<field name='LastFragment' required='N' />
|
628
628
|
<component name='OrdListStatGrp' required='Y' />
|
629
629
|
</message>
|
630
|
-
<message name='AllocationInstructionAck'
|
630
|
+
<message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
|
631
631
|
<field name='AllocID' required='Y' />
|
632
632
|
<component name='Parties' required='N' />
|
633
633
|
<field name='SecondaryAllocID' required='N' />
|
@@ -645,7 +645,7 @@
|
|
645
645
|
<field name='EncodedText' required='N' />
|
646
646
|
<component name='AllocAckGrp' required='N' />
|
647
647
|
</message>
|
648
|
-
<message name='DontKnowTrade'
|
648
|
+
<message name='DontKnowTrade' msgtype='Q' msgcat='app'>
|
649
649
|
<field name='OrderID' required='Y' />
|
650
650
|
<field name='SecondaryOrderID' required='N' />
|
651
651
|
<field name='ExecID' required='Y' />
|
@@ -661,7 +661,7 @@
|
|
661
661
|
<field name='EncodedTextLen' required='N' />
|
662
662
|
<field name='EncodedText' required='N' />
|
663
663
|
</message>
|
664
|
-
<message name='QuoteRequest'
|
664
|
+
<message name='QuoteRequest' msgtype='R' msgcat='app'>
|
665
665
|
<field name='QuoteReqID' required='Y' />
|
666
666
|
<field name='RFQReqID' required='N' />
|
667
667
|
<field name='ClOrdID' required='N' />
|
@@ -671,7 +671,7 @@
|
|
671
671
|
<field name='EncodedTextLen' required='N' />
|
672
672
|
<field name='EncodedText' required='N' />
|
673
673
|
</message>
|
674
|
-
<message name='Quote'
|
674
|
+
<message name='Quote' msgtype='S' msgcat='app'>
|
675
675
|
<field name='QuoteReqID' required='N' />
|
676
676
|
<field name='QuoteID' required='Y' />
|
677
677
|
<field name='QuoteRespID' required='N' />
|
@@ -735,7 +735,7 @@
|
|
735
735
|
<field name='EncodedTextLen' required='N' />
|
736
736
|
<field name='EncodedText' required='N' />
|
737
737
|
</message>
|
738
|
-
<message name='SettlementInstructions'
|
738
|
+
<message name='SettlementInstructions' msgtype='T' msgcat='app'>
|
739
739
|
<field name='SettlInstMsgID' required='Y' />
|
740
740
|
<field name='SettlInstReqID' required='N' />
|
741
741
|
<field name='SettlInstMode' required='Y' />
|
@@ -747,7 +747,7 @@
|
|
747
747
|
<field name='TransactTime' required='Y' />
|
748
748
|
<component name='SettlInstGrp' required='N' />
|
749
749
|
</message>
|
750
|
-
<message name='MarketDataRequest'
|
750
|
+
<message name='MarketDataRequest' msgtype='V' msgcat='app'>
|
751
751
|
<field name='MDReqID' required='Y' />
|
752
752
|
<field name='SubscriptionRequestType' required='Y' />
|
753
753
|
<field name='MarketDepth' required='Y' />
|
@@ -763,7 +763,7 @@
|
|
763
763
|
<field name='ApplQueueMax' required='N' />
|
764
764
|
<field name='MDQuoteType' required='N' />
|
765
765
|
</message>
|
766
|
-
<message name='MarketDataSnapshotFullRefresh'
|
766
|
+
<message name='MarketDataSnapshotFullRefresh' msgtype='W' msgcat='app'>
|
767
767
|
<field name='MDReportID' required='N' />
|
768
768
|
<field name='ClearingBusinessDate' required='N' />
|
769
769
|
<field name='MDBookType' required='N' />
|
@@ -781,7 +781,7 @@
|
|
781
781
|
<field name='ApplQueueResolution' required='N' />
|
782
782
|
<component name='RoutingGrp' required='N' />
|
783
783
|
</message>
|
784
|
-
<message name='MarketDataIncrementalRefresh'
|
784
|
+
<message name='MarketDataIncrementalRefresh' msgtype='X' msgcat='app'>
|
785
785
|
<field name='MDBookType' required='N' />
|
786
786
|
<field name='MDFeedType' required='N' />
|
787
787
|
<field name='TradeDate' required='N' />
|
@@ -791,7 +791,7 @@
|
|
791
791
|
<field name='ApplQueueResolution' required='N' />
|
792
792
|
<component name='RoutingGrp' required='N' />
|
793
793
|
</message>
|
794
|
-
<message name='MarketDataRequestReject'
|
794
|
+
<message name='MarketDataRequestReject' msgtype='Y' msgcat='app'>
|
795
795
|
<field name='MDReqID' required='Y' />
|
796
796
|
<field name='MDReqRejReason' required='N' />
|
797
797
|
<component name='MDRjctGrp' required='N' />
|
@@ -799,7 +799,7 @@
|
|
799
799
|
<field name='EncodedTextLen' required='N' />
|
800
800
|
<field name='EncodedText' required='N' />
|
801
801
|
</message>
|
802
|
-
<message name='QuoteCancel'
|
802
|
+
<message name='QuoteCancel' msgtype='Z' msgcat='app'>
|
803
803
|
<field name='QuoteReqID' required='N' />
|
804
804
|
<field name='QuoteID' required='N' />
|
805
805
|
<field name='QuoteCancelType' required='Y' />
|
@@ -812,7 +812,7 @@
|
|
812
812
|
<field name='TradingSessionSubID' required='N' />
|
813
813
|
<component name='QuotCxlEntriesGrp' required='N' />
|
814
814
|
</message>
|
815
|
-
<message name='QuoteStatusRequest'
|
815
|
+
<message name='QuoteStatusRequest' msgtype='a' msgcat='app'>
|
816
816
|
<field name='QuoteStatusReqID' required='N' />
|
817
817
|
<field name='QuoteID' required='N' />
|
818
818
|
<component name='Instrument' required='Y' />
|
@@ -827,7 +827,7 @@
|
|
827
827
|
<field name='TradingSessionSubID' required='N' />
|
828
828
|
<field name='SubscriptionRequestType' required='N' />
|
829
829
|
</message>
|
830
|
-
<message name='MassQuoteAcknowledgement'
|
830
|
+
<message name='MassQuoteAcknowledgement' msgtype='b' msgcat='app'>
|
831
831
|
<field name='QuoteReqID' required='N' />
|
832
832
|
<field name='QuoteID' required='N' />
|
833
833
|
<field name='QuoteStatus' required='Y' />
|
@@ -843,7 +843,7 @@
|
|
843
843
|
<field name='EncodedText' required='N' />
|
844
844
|
<component name='QuotSetAckGrp' required='N' />
|
845
845
|
</message>
|
846
|
-
<message name='SecurityDefinitionRequest'
|
846
|
+
<message name='SecurityDefinitionRequest' msgtype='c' msgcat='app'>
|
847
847
|
<field name='SecurityReqID' required='Y' />
|
848
848
|
<field name='SecurityRequestType' required='Y' />
|
849
849
|
<component name='Instrument' required='N' />
|
@@ -859,7 +859,7 @@
|
|
859
859
|
<field name='ExpirationCycle' required='N' />
|
860
860
|
<field name='SubscriptionRequestType' required='N' />
|
861
861
|
</message>
|
862
|
-
<message name='SecurityDefinition'
|
862
|
+
<message name='SecurityDefinition' msgtype='d' msgcat='app'>
|
863
863
|
<field name='SecurityReportID' required='N' />
|
864
864
|
<field name='ClearingBusinessDate' required='N' />
|
865
865
|
<field name='SecurityReqID' required='N' />
|
@@ -879,7 +879,7 @@
|
|
879
879
|
<field name='RoundLot' required='N' />
|
880
880
|
<field name='MinTradeVol' required='N' />
|
881
881
|
</message>
|
882
|
-
<message name='SecurityStatusRequest'
|
882
|
+
<message name='SecurityStatusRequest' msgtype='e' msgcat='app'>
|
883
883
|
<field name='SecurityStatusReqID' required='Y' />
|
884
884
|
<component name='Instrument' required='Y' />
|
885
885
|
<component name='InstrumentExtension' required='N' />
|
@@ -890,7 +890,7 @@
|
|
890
890
|
<field name='TradingSessionID' required='N' />
|
891
891
|
<field name='TradingSessionSubID' required='N' />
|
892
892
|
</message>
|
893
|
-
<message name='SecurityStatus'
|
893
|
+
<message name='SecurityStatus' msgtype='f' msgcat='app'>
|
894
894
|
<field name='SecurityStatusReqID' required='N' />
|
895
895
|
<component name='Instrument' required='Y' />
|
896
896
|
<component name='InstrumentExtension' required='N' />
|
@@ -918,7 +918,7 @@
|
|
918
918
|
<field name='EncodedTextLen' required='N' />
|
919
919
|
<field name='EncodedText' required='N' />
|
920
920
|
</message>
|
921
|
-
<message name='TradingSessionStatusRequest'
|
921
|
+
<message name='TradingSessionStatusRequest' msgtype='g' msgcat='app'>
|
922
922
|
<field name='TradSesReqID' required='Y' />
|
923
923
|
<field name='TradingSessionID' required='N' />
|
924
924
|
<field name='TradingSessionSubID' required='N' />
|
@@ -927,7 +927,7 @@
|
|
927
927
|
<field name='SubscriptionRequestType' required='Y' />
|
928
928
|
<field name='SecurityExchange' required='N' />
|
929
929
|
</message>
|
930
|
-
<message name='TradingSessionStatus'
|
930
|
+
<message name='TradingSessionStatus' msgtype='h' msgcat='app'>
|
931
931
|
<field name='TradSesReqID' required='N' />
|
932
932
|
<field name='TradingSessionID' required='Y' />
|
933
933
|
<field name='TradingSessionSubID' required='N' />
|
@@ -947,7 +947,7 @@
|
|
947
947
|
<field name='EncodedText' required='N' />
|
948
948
|
<component name='Instrument' required='N' />
|
949
949
|
</message>
|
950
|
-
<message name='MassQuote'
|
950
|
+
<message name='MassQuote' msgtype='i' msgcat='app'>
|
951
951
|
<field name='QuoteReqID' required='N' />
|
952
952
|
<field name='QuoteID' required='Y' />
|
953
953
|
<field name='QuoteType' required='N' />
|
@@ -960,7 +960,7 @@
|
|
960
960
|
<field name='DefOfferSize' required='N' />
|
961
961
|
<component name='QuotSetGrp' required='Y' />
|
962
962
|
</message>
|
963
|
-
<message name='BusinessMessageReject'
|
963
|
+
<message name='BusinessMessageReject' msgtype='j' msgcat='app'>
|
964
964
|
<field name='RefSeqNum' required='N' />
|
965
965
|
<field name='RefMsgType' required='Y' />
|
966
966
|
<field name='BusinessRejectRefID' required='N' />
|
@@ -969,7 +969,7 @@
|
|
969
969
|
<field name='EncodedTextLen' required='N' />
|
970
970
|
<field name='EncodedText' required='N' />
|
971
971
|
</message>
|
972
|
-
<message name='BidRequest'
|
972
|
+
<message name='BidRequest' msgtype='k' msgcat='app'>
|
973
973
|
<field name='BidID' required='N' />
|
974
974
|
<field name='ClientBidID' required='Y' />
|
975
975
|
<field name='BidRequestTransType' required='Y' />
|
@@ -1000,19 +1000,19 @@
|
|
1000
1000
|
<field name='EncodedTextLen' required='N' />
|
1001
1001
|
<field name='EncodedText' required='N' />
|
1002
1002
|
</message>
|
1003
|
-
<message name='BidResponse'
|
1003
|
+
<message name='BidResponse' msgtype='l' msgcat='app'>
|
1004
1004
|
<field name='BidID' required='N' />
|
1005
1005
|
<field name='ClientBidID' required='N' />
|
1006
1006
|
<component name='BidCompRspGrp' required='Y' />
|
1007
1007
|
</message>
|
1008
|
-
<message name='ListStrikePrice'
|
1008
|
+
<message name='ListStrikePrice' msgtype='m' msgcat='app'>
|
1009
1009
|
<field name='ListID' required='Y' />
|
1010
1010
|
<field name='TotNoStrikes' required='Y' />
|
1011
1011
|
<field name='LastFragment' required='N' />
|
1012
1012
|
<component name='InstrmtStrkPxGrp' required='Y' />
|
1013
1013
|
<component name='UndInstrmtStrkPxGrp' required='N' />
|
1014
1014
|
</message>
|
1015
|
-
<message name='RegistrationInstructions'
|
1015
|
+
<message name='RegistrationInstructions' msgtype='o' msgcat='app'>
|
1016
1016
|
<field name='RegistID' required='Y' />
|
1017
1017
|
<field name='RegistTransType' required='Y' />
|
1018
1018
|
<field name='RegistRefID' required='Y' />
|
@@ -1026,7 +1026,7 @@
|
|
1026
1026
|
<component name='RgstDtlsGrp' required='N' />
|
1027
1027
|
<component name='RgstDistInstGrp' required='N' />
|
1028
1028
|
</message>
|
1029
|
-
<message name='RegistrationInstructionsResponse'
|
1029
|
+
<message name='RegistrationInstructionsResponse' msgtype='p' msgcat='app'>
|
1030
1030
|
<field name='RegistID' required='Y' />
|
1031
1031
|
<field name='RegistTransType' required='Y' />
|
1032
1032
|
<field name='RegistRefID' required='Y' />
|
@@ -1038,7 +1038,7 @@
|
|
1038
1038
|
<field name='RegistRejReasonCode' required='N' />
|
1039
1039
|
<field name='RegistRejReasonText' required='N' />
|
1040
1040
|
</message>
|
1041
|
-
<message name='OrderMassCancelRequest'
|
1041
|
+
<message name='OrderMassCancelRequest' msgtype='q' msgcat='app'>
|
1042
1042
|
<field name='ClOrdID' required='Y' />
|
1043
1043
|
<field name='SecondaryClOrdID' required='N' />
|
1044
1044
|
<field name='MassCancelRequestType' required='Y' />
|
@@ -1053,7 +1053,7 @@
|
|
1053
1053
|
<field name='EncodedTextLen' required='N' />
|
1054
1054
|
<field name='EncodedText' required='N' />
|
1055
1055
|
</message>
|
1056
|
-
<message name='OrderMassCancelReport'
|
1056
|
+
<message name='OrderMassCancelReport' msgtype='r' msgcat='app'>
|
1057
1057
|
<field name='ClOrdID' required='N' />
|
1058
1058
|
<field name='SecondaryClOrdID' required='N' />
|
1059
1059
|
<field name='OrderID' required='Y' />
|
@@ -1074,7 +1074,7 @@
|
|
1074
1074
|
<field name='EncodedTextLen' required='N' />
|
1075
1075
|
<field name='EncodedText' required='N' />
|
1076
1076
|
</message>
|
1077
|
-
<message name='NewOrderCross'
|
1077
|
+
<message name='NewOrderCross' msgtype='s' msgcat='app'>
|
1078
1078
|
<field name='CrossID' required='Y' />
|
1079
1079
|
<field name='CrossType' required='Y' />
|
1080
1080
|
<field name='CrossPrioritization' required='Y' />
|
@@ -1130,7 +1130,7 @@
|
|
1130
1130
|
<field name='RegistID' required='N' />
|
1131
1131
|
<field name='Designation' required='N' />
|
1132
1132
|
</message>
|
1133
|
-
<message name='CrossOrderCancelReplaceRequest'
|
1133
|
+
<message name='CrossOrderCancelReplaceRequest' msgtype='t' msgcat='app'>
|
1134
1134
|
<field name='OrderID' required='N' />
|
1135
1135
|
<field name='CrossID' required='Y' />
|
1136
1136
|
<field name='OrigCrossID' required='Y' />
|
@@ -1189,7 +1189,7 @@
|
|
1189
1189
|
<field name='RegistID' required='N' />
|
1190
1190
|
<field name='Designation' required='N' />
|
1191
1191
|
</message>
|
1192
|
-
<message name='CrossOrderCancelRequest'
|
1192
|
+
<message name='CrossOrderCancelRequest' msgtype='u' msgcat='app'>
|
1193
1193
|
<field name='OrderID' required='N' />
|
1194
1194
|
<field name='CrossID' required='Y' />
|
1195
1195
|
<field name='OrigCrossID' required='Y' />
|
@@ -1203,7 +1203,7 @@
|
|
1203
1203
|
<component name='InstrmtLegGrp' required='N' />
|
1204
1204
|
<field name='TransactTime' required='Y' />
|
1205
1205
|
</message>
|
1206
|
-
<message name='SecurityTypeRequest'
|
1206
|
+
<message name='SecurityTypeRequest' msgtype='v' msgcat='app'>
|
1207
1207
|
<field name='SecurityReqID' required='Y' />
|
1208
1208
|
<field name='Text' required='N' />
|
1209
1209
|
<field name='EncodedTextLen' required='N' />
|
@@ -1214,7 +1214,7 @@
|
|
1214
1214
|
<field name='SecurityType' required='N' />
|
1215
1215
|
<field name='SecuritySubType' required='N' />
|
1216
1216
|
</message>
|
1217
|
-
<message name='SecurityTypes'
|
1217
|
+
<message name='SecurityTypes' msgtype='w' msgcat='app'>
|
1218
1218
|
<field name='SecurityReqID' required='Y' />
|
1219
1219
|
<field name='SecurityResponseID' required='Y' />
|
1220
1220
|
<field name='SecurityResponseType' required='Y' />
|
@@ -1228,7 +1228,7 @@
|
|
1228
1228
|
<field name='TradingSessionSubID' required='N' />
|
1229
1229
|
<field name='SubscriptionRequestType' required='N' />
|
1230
1230
|
</message>
|
1231
|
-
<message name='SecurityListRequest'
|
1231
|
+
<message name='SecurityListRequest' msgtype='x' msgcat='app'>
|
1232
1232
|
<field name='SecurityReqID' required='Y' />
|
1233
1233
|
<field name='SecurityListRequestType' required='Y' />
|
1234
1234
|
<component name='Instrument' required='N' />
|
@@ -1244,7 +1244,7 @@
|
|
1244
1244
|
<field name='TradingSessionSubID' required='N' />
|
1245
1245
|
<field name='SubscriptionRequestType' required='N' />
|
1246
1246
|
</message>
|
1247
|
-
<message name='SecurityList'
|
1247
|
+
<message name='SecurityList' msgtype='y' msgcat='app'>
|
1248
1248
|
<field name='SecurityReportID' required='N' />
|
1249
1249
|
<field name='ClearingBusinessDate' required='N' />
|
1250
1250
|
<field name='SecurityReqID' required='N' />
|
@@ -1254,7 +1254,7 @@
|
|
1254
1254
|
<field name='LastFragment' required='N' />
|
1255
1255
|
<component name='SecListGrp' required='N' />
|
1256
1256
|
</message>
|
1257
|
-
<message name='DerivativeSecurityListRequest'
|
1257
|
+
<message name='DerivativeSecurityListRequest' msgtype='z' msgcat='app'>
|
1258
1258
|
<field name='SecurityReqID' required='Y' />
|
1259
1259
|
<field name='SecurityListRequestType' required='Y' />
|
1260
1260
|
<component name='UnderlyingInstrument' required='N' />
|
@@ -1267,7 +1267,7 @@
|
|
1267
1267
|
<field name='TradingSessionSubID' required='N' />
|
1268
1268
|
<field name='SubscriptionRequestType' required='N' />
|
1269
1269
|
</message>
|
1270
|
-
<message name='DerivativeSecurityList'
|
1270
|
+
<message name='DerivativeSecurityList' msgtype='AA' msgcat='app'>
|
1271
1271
|
<field name='SecurityReqID' required='Y' />
|
1272
1272
|
<field name='SecurityResponseID' required='Y' />
|
1273
1273
|
<field name='SecurityRequestResult' required='Y' />
|
@@ -1276,7 +1276,7 @@
|
|
1276
1276
|
<field name='LastFragment' required='N' />
|
1277
1277
|
<component name='RelSymDerivSecGrp' required='N' />
|
1278
1278
|
</message>
|
1279
|
-
<message name='NewOrderMultileg'
|
1279
|
+
<message name='NewOrderMultileg' msgtype='AB' msgcat='app'>
|
1280
1280
|
<field name='ClOrdID' required='Y' />
|
1281
1281
|
<field name='SecondaryClOrdID' required='N' />
|
1282
1282
|
<field name='ClOrdLinkID' required='N' />
|
@@ -1360,7 +1360,7 @@
|
|
1360
1360
|
<field name='Designation' required='N' />
|
1361
1361
|
<field name='MultiLegRptTypeReq' required='N' />
|
1362
1362
|
</message>
|
1363
|
-
<message name='MultilegOrderCancelReplace'
|
1363
|
+
<message name='MultilegOrderCancelReplace' msgtype='AC' msgcat='app'>
|
1364
1364
|
<field name='OrderID' required='N' />
|
1365
1365
|
<field name='OrigClOrdID' required='Y' />
|
1366
1366
|
<field name='ClOrdID' required='Y' />
|
@@ -1445,7 +1445,7 @@
|
|
1445
1445
|
<field name='Designation' required='N' />
|
1446
1446
|
<field name='MultiLegRptTypeReq' required='N' />
|
1447
1447
|
</message>
|
1448
|
-
<message name='TradeCaptureReportRequest'
|
1448
|
+
<message name='TradeCaptureReportRequest' msgtype='AD' msgcat='app'>
|
1449
1449
|
<field name='TradeRequestID' required='Y' />
|
1450
1450
|
<field name='TradeID' required='N' />
|
1451
1451
|
<field name='SecondaryTradeID' required='N' />
|
@@ -1489,7 +1489,7 @@
|
|
1489
1489
|
<field name='EncodedText' required='N' />
|
1490
1490
|
<field name='MessageEventSource' required='N' />
|
1491
1491
|
</message>
|
1492
|
-
<message name='TradeCaptureReport'
|
1492
|
+
<message name='TradeCaptureReport' msgtype='AE' msgcat='app'>
|
1493
1493
|
<field name='TradeReportID' required='N' />
|
1494
1494
|
<field name='TradeID' required='N' />
|
1495
1495
|
<field name='SecondaryTradeID' required='N' />
|
@@ -1573,7 +1573,7 @@
|
|
1573
1573
|
<field name='ReportedPxDiff' required='N' />
|
1574
1574
|
<field name='GrossTradeAmt' required='N' />
|
1575
1575
|
</message>
|
1576
|
-
<message name='OrderMassStatusRequest'
|
1576
|
+
<message name='OrderMassStatusRequest' msgtype='AF' msgcat='app'>
|
1577
1577
|
<field name='MassStatusReqID' required='Y' />
|
1578
1578
|
<field name='MassStatusReqType' required='Y' />
|
1579
1579
|
<component name='Parties' required='N' />
|
@@ -1585,7 +1585,7 @@
|
|
1585
1585
|
<component name='UnderlyingInstrument' required='N' />
|
1586
1586
|
<field name='Side' required='N' />
|
1587
1587
|
</message>
|
1588
|
-
<message name='QuoteRequestReject'
|
1588
|
+
<message name='QuoteRequestReject' msgtype='AG' msgcat='app'>
|
1589
1589
|
<field name='QuoteReqID' required='Y' />
|
1590
1590
|
<field name='RFQReqID' required='N' />
|
1591
1591
|
<field name='QuoteRequestRejectReason' required='Y' />
|
@@ -1594,12 +1594,12 @@
|
|
1594
1594
|
<field name='EncodedTextLen' required='N' />
|
1595
1595
|
<field name='EncodedText' required='N' />
|
1596
1596
|
</message>
|
1597
|
-
<message name='RFQRequest'
|
1597
|
+
<message name='RFQRequest' msgtype='AH' msgcat='app'>
|
1598
1598
|
<field name='RFQReqID' required='Y' />
|
1599
1599
|
<component name='RFQReqGrp' required='Y' />
|
1600
1600
|
<field name='SubscriptionRequestType' required='N' />
|
1601
1601
|
</message>
|
1602
|
-
<message name='QuoteStatusReport'
|
1602
|
+
<message name='QuoteStatusReport' msgtype='AI' msgcat='app'>
|
1603
1603
|
<field name='QuoteStatusReqID' required='N' />
|
1604
1604
|
<field name='QuoteReqID' required='N' />
|
1605
1605
|
<field name='QuoteID' required='Y' />
|
@@ -1663,7 +1663,7 @@
|
|
1663
1663
|
<field name='EncodedTextLen' required='N' />
|
1664
1664
|
<field name='EncodedText' required='N' />
|
1665
1665
|
</message>
|
1666
|
-
<message name='QuoteResponse'
|
1666
|
+
<message name='QuoteResponse' msgtype='AJ' msgcat='app'>
|
1667
1667
|
<field name='QuoteRespID' required='Y' />
|
1668
1668
|
<field name='QuoteID' required='N' />
|
1669
1669
|
<field name='QuoteRespType' required='Y' />
|
@@ -1727,7 +1727,7 @@
|
|
1727
1727
|
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
1728
1728
|
<component name='YieldData' required='N' />
|
1729
1729
|
</message>
|
1730
|
-
<message name='Confirmation'
|
1730
|
+
<message name='Confirmation' msgtype='AK' msgcat='app'>
|
1731
1731
|
<field name='ConfirmID' required='Y' />
|
1732
1732
|
<field name='ConfirmRefID' required='N' />
|
1733
1733
|
<field name='ConfirmReqID' required='N' />
|
@@ -1794,7 +1794,7 @@
|
|
1794
1794
|
<component name='Stipulations' required='N' />
|
1795
1795
|
<component name='MiscFeesGrp' required='N' />
|
1796
1796
|
</message>
|
1797
|
-
<message name='PositionMaintenanceRequest'
|
1797
|
+
<message name='PositionMaintenanceRequest' msgtype='AL' msgcat='app'>
|
1798
1798
|
<field name='PosReqID' required='N' />
|
1799
1799
|
<field name='PosTransType' required='Y' />
|
1800
1800
|
<field name='PosMaintAction' required='Y' />
|
@@ -1824,7 +1824,7 @@
|
|
1824
1824
|
<field name='EncodedText' required='N' />
|
1825
1825
|
<field name='SettlCurrency' required='N' />
|
1826
1826
|
</message>
|
1827
|
-
<message name='PositionMaintenanceReport'
|
1827
|
+
<message name='PositionMaintenanceReport' msgtype='AM' msgcat='app'>
|
1828
1828
|
<field name='PosMaintRptID' required='Y' />
|
1829
1829
|
<field name='PosTransType' required='Y' />
|
1830
1830
|
<field name='PosReqID' required='N' />
|
@@ -1857,7 +1857,7 @@
|
|
1857
1857
|
<field name='EncodedTextLen' required='N' />
|
1858
1858
|
<field name='EncodedText' required='N' />
|
1859
1859
|
</message>
|
1860
|
-
<message name='RequestForPositions'
|
1860
|
+
<message name='RequestForPositions' msgtype='AN' msgcat='app'>
|
1861
1861
|
<field name='PosReqID' required='Y' />
|
1862
1862
|
<field name='PosReqType' required='Y' />
|
1863
1863
|
<field name='MatchStatus' required='N' />
|
@@ -1882,7 +1882,7 @@
|
|
1882
1882
|
<field name='EncodedTextLen' required='N' />
|
1883
1883
|
<field name='EncodedText' required='N' />
|
1884
1884
|
</message>
|
1885
|
-
<message name='RequestForPositionsAck'
|
1885
|
+
<message name='RequestForPositionsAck' msgtype='AO' msgcat='app'>
|
1886
1886
|
<field name='PosMaintRptID' required='Y' />
|
1887
1887
|
<field name='PosReqID' required='N' />
|
1888
1888
|
<field name='TotalNumPosReports' required='N' />
|
@@ -1910,7 +1910,7 @@
|
|
1910
1910
|
<field name='EncodedTextLen' required='N' />
|
1911
1911
|
<field name='EncodedText' required='N' />
|
1912
1912
|
</message>
|
1913
|
-
<message name='PositionReport'
|
1913
|
+
<message name='PositionReport' msgtype='AP' msgcat='app'>
|
1914
1914
|
<field name='PosMaintRptID' required='Y' />
|
1915
1915
|
<field name='PosReqID' required='N' />
|
1916
1916
|
<field name='PosReqType' required='N' />
|
@@ -1944,7 +1944,7 @@
|
|
1944
1944
|
<field name='EncodedTextLen' required='N' />
|
1945
1945
|
<field name='EncodedText' required='N' />
|
1946
1946
|
</message>
|
1947
|
-
<message name='TradeCaptureReportRequestAck'
|
1947
|
+
<message name='TradeCaptureReportRequestAck' msgtype='AQ' msgcat='app'>
|
1948
1948
|
<field name='TradeRequestID' required='Y' />
|
1949
1949
|
<field name='TradeID' required='N' />
|
1950
1950
|
<field name='SecondaryTradeID' required='N' />
|
@@ -1966,7 +1966,7 @@
|
|
1966
1966
|
<field name='EncodedText' required='N' />
|
1967
1967
|
<field name='MessageEventSource' required='N' />
|
1968
1968
|
</message>
|
1969
|
-
<message name='TradeCaptureReportAck'
|
1969
|
+
<message name='TradeCaptureReportAck' msgtype='AR' msgcat='app'>
|
1970
1970
|
<field name='TradeReportID' required='N' />
|
1971
1971
|
<field name='TradeID' required='N' />
|
1972
1972
|
<field name='SecondaryTradeID' required='N' />
|
@@ -2046,7 +2046,7 @@
|
|
2046
2046
|
<field name='GrossTradeAmt' required='N' />
|
2047
2047
|
<field name='SettlDate' required='N' />
|
2048
2048
|
</message>
|
2049
|
-
<message name='AllocationReport'
|
2049
|
+
<message name='AllocationReport' msgtype='AS' msgcat='app'>
|
2050
2050
|
<field name='AllocReportID' required='Y' />
|
2051
2051
|
<field name='AllocID' required='N' />
|
2052
2052
|
<field name='AllocTransType' required='Y' />
|
@@ -2126,7 +2126,7 @@
|
|
2126
2126
|
<field name='LastFragment' required='N' />
|
2127
2127
|
<component name='AllocGrp' required='N' />
|
2128
2128
|
</message>
|
2129
|
-
<message name='AllocationReportAck'
|
2129
|
+
<message name='AllocationReportAck' msgtype='AT' msgcat='app'>
|
2130
2130
|
<field name='AllocReportID' required='Y' />
|
2131
2131
|
<field name='AllocID' required='Y' />
|
2132
2132
|
<field name='ClearingBusinessDate' required='N' />
|
@@ -2149,7 +2149,7 @@
|
|
2149
2149
|
<field name='EncodedText' required='N' />
|
2150
2150
|
<component name='AllocAckGrp' required='N' />
|
2151
2151
|
</message>
|
2152
|
-
<message name='ConfirmationAck'
|
2152
|
+
<message name='ConfirmationAck' msgtype='AU' msgcat='app'>
|
2153
2153
|
<field name='ConfirmID' required='Y' />
|
2154
2154
|
<field name='TradeDate' required='Y' />
|
2155
2155
|
<field name='TransactTime' required='Y' />
|
@@ -2160,7 +2160,7 @@
|
|
2160
2160
|
<field name='EncodedTextLen' required='N' />
|
2161
2161
|
<field name='EncodedText' required='N' />
|
2162
2162
|
</message>
|
2163
|
-
<message name='SettlementInstructionRequest'
|
2163
|
+
<message name='SettlementInstructionRequest' msgtype='AV' msgcat='app'>
|
2164
2164
|
<field name='SettlInstReqID' required='Y' />
|
2165
2165
|
<field name='TransactTime' required='Y' />
|
2166
2166
|
<component name='Parties' required='N' />
|
@@ -2178,7 +2178,7 @@
|
|
2178
2178
|
<field name='StandInstDbName' required='N' />
|
2179
2179
|
<field name='StandInstDbID' required='N' />
|
2180
2180
|
</message>
|
2181
|
-
<message name='AssignmentReport'
|
2181
|
+
<message name='AssignmentReport' msgtype='AW' msgcat='app'>
|
2182
2182
|
<field name='AsgnRptID' required='Y' />
|
2183
2183
|
<field name='TotNumAssignmentReports' required='N' />
|
2184
2184
|
<field name='LastRptRequested' required='N' />
|
@@ -2208,7 +2208,7 @@
|
|
2208
2208
|
<field name='EncodedTextLen' required='N' />
|
2209
2209
|
<field name='EncodedText' required='N' />
|
2210
2210
|
</message>
|
2211
|
-
<message name='CollateralRequest'
|
2211
|
+
<message name='CollateralRequest' msgtype='AX' msgcat='app'>
|
2212
2212
|
<field name='CollReqID' required='Y' />
|
2213
2213
|
<field name='CollAsgnReason' required='Y' />
|
2214
2214
|
<field name='TransactTime' required='Y' />
|
@@ -2253,7 +2253,7 @@
|
|
2253
2253
|
<field name='EncodedTextLen' required='N' />
|
2254
2254
|
<field name='EncodedText' required='N' />
|
2255
2255
|
</message>
|
2256
|
-
<message name='CollateralAssignment'
|
2256
|
+
<message name='CollateralAssignment' msgtype='AY' msgcat='app'>
|
2257
2257
|
<field name='CollAsgnID' required='Y' />
|
2258
2258
|
<field name='CollReqID' required='N' />
|
2259
2259
|
<field name='CollAsgnReason' required='Y' />
|
@@ -2302,7 +2302,7 @@
|
|
2302
2302
|
<field name='EncodedTextLen' required='N' />
|
2303
2303
|
<field name='EncodedText' required='N' />
|
2304
2304
|
</message>
|
2305
|
-
<message name='CollateralResponse'
|
2305
|
+
<message name='CollateralResponse' msgtype='AZ' msgcat='app'>
|
2306
2306
|
<field name='CollRespID' required='Y' />
|
2307
2307
|
<field name='CollAsgnID' required='N' />
|
2308
2308
|
<field name='CollReqID' required='N' />
|
@@ -2349,7 +2349,7 @@
|
|
2349
2349
|
<field name='EncodedTextLen' required='N' />
|
2350
2350
|
<field name='EncodedText' required='N' />
|
2351
2351
|
</message>
|
2352
|
-
<message name='CollateralReport'
|
2352
|
+
<message name='CollateralReport' msgtype='BA' msgcat='app'>
|
2353
2353
|
<field name='CollRptID' required='Y' />
|
2354
2354
|
<field name='CollInquiryID' required='N' />
|
2355
2355
|
<field name='TransactTime' required='N' />
|
@@ -2399,7 +2399,7 @@
|
|
2399
2399
|
<field name='EncodedTextLen' required='N' />
|
2400
2400
|
<field name='EncodedText' required='N' />
|
2401
2401
|
</message>
|
2402
|
-
<message name='CollateralInquiry'
|
2402
|
+
<message name='CollateralInquiry' msgtype='BB' msgcat='app'>
|
2403
2403
|
<field name='CollInquiryID' required='N' />
|
2404
2404
|
<component name='CollInqQualGrp' required='N' />
|
2405
2405
|
<field name='SubscriptionRequestType' required='N' />
|
@@ -2445,19 +2445,19 @@
|
|
2445
2445
|
<field name='EncodedTextLen' required='N' />
|
2446
2446
|
<field name='EncodedText' required='N' />
|
2447
2447
|
</message>
|
2448
|
-
<message name='NetworkCounterpartySystemStatusRequest'
|
2448
|
+
<message name='NetworkCounterpartySystemStatusRequest' msgtype='BC' msgcat='app'>
|
2449
2449
|
<field name='NetworkRequestType' required='Y' />
|
2450
2450
|
<field name='NetworkRequestID' required='Y' />
|
2451
2451
|
<component name='CompIDReqGrp' required='N' />
|
2452
2452
|
</message>
|
2453
|
-
<message name='NetworkCounterpartySystemStatusResponse'
|
2453
|
+
<message name='NetworkCounterpartySystemStatusResponse' msgtype='BD' msgcat='app'>
|
2454
2454
|
<field name='NetworkStatusResponseType' required='Y' />
|
2455
2455
|
<field name='NetworkRequestID' required='N' />
|
2456
2456
|
<field name='NetworkResponseID' required='Y' />
|
2457
2457
|
<field name='LastNetworkResponseID' required='N' />
|
2458
2458
|
<component name='CompIDStatGrp' required='Y' />
|
2459
2459
|
</message>
|
2460
|
-
<message name='UserRequest'
|
2460
|
+
<message name='UserRequest' msgtype='BE' msgcat='app'>
|
2461
2461
|
<field name='UserRequestID' required='Y' />
|
2462
2462
|
<field name='UserRequestType' required='Y' />
|
2463
2463
|
<field name='Username' required='Y' />
|
@@ -2466,13 +2466,13 @@
|
|
2466
2466
|
<field name='RawDataLength' required='N' />
|
2467
2467
|
<field name='RawData' required='N' />
|
2468
2468
|
</message>
|
2469
|
-
<message name='UserResponse'
|
2469
|
+
<message name='UserResponse' msgtype='BF' msgcat='app'>
|
2470
2470
|
<field name='UserRequestID' required='Y' />
|
2471
2471
|
<field name='Username' required='Y' />
|
2472
2472
|
<field name='UserStatus' required='N' />
|
2473
2473
|
<field name='UserStatusText' required='N' />
|
2474
2474
|
</message>
|
2475
|
-
<message name='CollateralInquiryAck'
|
2475
|
+
<message name='CollateralInquiryAck' msgtype='BG' msgcat='app'>
|
2476
2476
|
<field name='CollInquiryID' required='Y' />
|
2477
2477
|
<field name='CollInquiryStatus' required='Y' />
|
2478
2478
|
<field name='CollInquiryResult' required='N' />
|
@@ -2506,7 +2506,7 @@
|
|
2506
2506
|
<field name='EncodedTextLen' required='N' />
|
2507
2507
|
<field name='EncodedText' required='N' />
|
2508
2508
|
</message>
|
2509
|
-
<message name='ConfirmationRequest'
|
2509
|
+
<message name='ConfirmationRequest' msgtype='BH' msgcat='app'>
|
2510
2510
|
<field name='ConfirmReqID' required='Y' />
|
2511
2511
|
<field name='ConfirmType' required='Y' />
|
2512
2512
|
<component name='OrdAllocGrp' required='N' />
|
@@ -2521,7 +2521,7 @@
|
|
2521
2521
|
<field name='EncodedTextLen' required='N' />
|
2522
2522
|
<field name='EncodedText' required='N' />
|
2523
2523
|
</message>
|
2524
|
-
<message name='ContraryIntentionReport'
|
2524
|
+
<message name='ContraryIntentionReport' msgtype='BO' msgcat='app'>
|
2525
2525
|
<field name='ContIntRptID' required='Y' />
|
2526
2526
|
<field name='TransactTime' required='N' />
|
2527
2527
|
<field name='LateIndicator' required='N' />
|
@@ -2535,7 +2535,7 @@
|
|
2535
2535
|
<field name='EncodedTextLen' required='N' />
|
2536
2536
|
<field name='EncodedText' required='N' />
|
2537
2537
|
</message>
|
2538
|
-
<message name='SecurityDefinitionUpdateReport'
|
2538
|
+
<message name='SecurityDefinitionUpdateReport' msgtype='BP' msgcat='app'>
|
2539
2539
|
<field name='SecurityReportID' required='N' />
|
2540
2540
|
<field name='SecurityReqID' required='N' />
|
2541
2541
|
<field name='SecurityResponseID' required='N' />
|
@@ -2556,7 +2556,7 @@
|
|
2556
2556
|
<field name='RoundLot' required='N' />
|
2557
2557
|
<field name='MinTradeVol' required='N' />
|
2558
2558
|
</message>
|
2559
|
-
<message name='SecurityListUpdateReport'
|
2559
|
+
<message name='SecurityListUpdateReport' msgtype='BK' msgcat='app'>
|
2560
2560
|
<field name='SecurityReportID' required='N' />
|
2561
2561
|
<field name='SecurityReqID' required='N' />
|
2562
2562
|
<field name='SecurityResponseID' required='N' />
|
@@ -2568,7 +2568,7 @@
|
|
2568
2568
|
<field name='LastFragment' required='N' />
|
2569
2569
|
<component name='SecLstUpdRelSymGrp' required='N' />
|
2570
2570
|
</message>
|
2571
|
-
<message name='AdjustedPositionReport'
|
2571
|
+
<message name='AdjustedPositionReport' msgtype='BL' msgcat='app'>
|
2572
2572
|
<field name='PosMaintRptID' required='Y' />
|
2573
2573
|
<field name='PosReqType' required='N' />
|
2574
2574
|
<field name='ClearingBusinessDate' required='Y' />
|
@@ -2580,7 +2580,7 @@
|
|
2580
2580
|
<field name='SettlPrice' required='N' />
|
2581
2581
|
<field name='PriorSettlPrice' required='N' />
|
2582
2582
|
</message>
|
2583
|
-
<message name='AllocationInstructionAlert'
|
2583
|
+
<message name='AllocationInstructionAlert' msgtype='BM' msgcat='app'>
|
2584
2584
|
<field name='AllocID' required='Y' />
|
2585
2585
|
<field name='AllocTransType' required='Y' />
|
2586
2586
|
<field name='AllocType' required='Y' />
|
@@ -2655,7 +2655,7 @@
|
|
2655
2655
|
<field name='MessageEventSource' required='N' />
|
2656
2656
|
<field name='RndPx' required='N' />
|
2657
2657
|
</message>
|
2658
|
-
<message name='ExecutionAcknowledgement'
|
2658
|
+
<message name='ExecutionAcknowledgement' msgtype='BN' msgcat='app'>
|
2659
2659
|
<field name='OrderID' required='Y' />
|
2660
2660
|
<field name='SecondaryOrderID' required='N' />
|
2661
2661
|
<field name='ClOrdID' required='N' />
|
@@ -2677,11 +2677,11 @@
|
|
2677
2677
|
<field name='EncodedTextLen' required='N' />
|
2678
2678
|
<field name='EncodedText' required='N' />
|
2679
2679
|
</message>
|
2680
|
-
<message name='TradingSessionList'
|
2680
|
+
<message name='TradingSessionList' msgtype='BJ' msgcat='app'>
|
2681
2681
|
<field name='TradSesReqID' required='N' />
|
2682
2682
|
<component name='TrdSessLstGrp' required='Y' />
|
2683
2683
|
</message>
|
2684
|
-
<message name='TradingSessionListRequest'
|
2684
|
+
<message name='TradingSessionListRequest' msgtype='BI' msgcat='app'>
|
2685
2685
|
<field name='TradSesReqID' required='Y' />
|
2686
2686
|
<field name='TradingSessionID' required='N' />
|
2687
2687
|
<field name='TradingSessionSubID' required='N' />
|
@@ -2693,6 +2693,94 @@
|
|
2693
2693
|
</messages>
|
2694
2694
|
<trailer />
|
2695
2695
|
<components>
|
2696
|
+
<component name='CommissionData'>
|
2697
|
+
<field name='Commission' required='N' />
|
2698
|
+
<field name='CommType' required='N' />
|
2699
|
+
<field name='CommCurrency' required='N' />
|
2700
|
+
<field name='FundRenewWaiv' required='N' />
|
2701
|
+
</component>
|
2702
|
+
<component name='DiscretionInstructions'>
|
2703
|
+
<field name='DiscretionInst' required='N' />
|
2704
|
+
<field name='DiscretionOffsetValue' required='N' />
|
2705
|
+
<field name='DiscretionMoveType' required='N' />
|
2706
|
+
<field name='DiscretionOffsetType' required='N' />
|
2707
|
+
<field name='DiscretionLimitType' required='N' />
|
2708
|
+
<field name='DiscretionRoundDirection' required='N' />
|
2709
|
+
<field name='DiscretionScope' required='N' />
|
2710
|
+
</component>
|
2711
|
+
<component name='FinancingDetails'>
|
2712
|
+
<field name='AgreementDesc' required='N' />
|
2713
|
+
<field name='AgreementID' required='N' />
|
2714
|
+
<field name='AgreementDate' required='N' />
|
2715
|
+
<field name='AgreementCurrency' required='N' />
|
2716
|
+
<field name='TerminationType' required='N' />
|
2717
|
+
<field name='StartDate' required='N' />
|
2718
|
+
<field name='EndDate' required='N' />
|
2719
|
+
<field name='DeliveryType' required='N' />
|
2720
|
+
<field name='MarginRatio' required='N' />
|
2721
|
+
</component>
|
2722
|
+
<component name='Instrument'>
|
2723
|
+
<field name='Symbol' required='N' />
|
2724
|
+
<field name='SymbolSfx' required='N' />
|
2725
|
+
<field name='SecurityID' required='N' />
|
2726
|
+
<field name='SecurityIDSource' required='N' />
|
2727
|
+
<component name='SecAltIDGrp' required='N' />
|
2728
|
+
<field name='Product' required='N' />
|
2729
|
+
<field name='CFICode' required='N' />
|
2730
|
+
<field name='SecurityType' required='N' />
|
2731
|
+
<field name='SecuritySubType' required='N' />
|
2732
|
+
<field name='MaturityMonthYear' required='N' />
|
2733
|
+
<field name='MaturityDate' required='N' />
|
2734
|
+
<field name='MaturityTime' required='N' />
|
2735
|
+
<field name='PutOrCall' required='N' />
|
2736
|
+
<field name='SettleOnOpenFlag' required='N' />
|
2737
|
+
<field name='InstrmtAssignmentMethod' required='N' />
|
2738
|
+
<field name='SecurityStatus' required='N' />
|
2739
|
+
<field name='CouponPaymentDate' required='N' />
|
2740
|
+
<field name='IssueDate' required='N' />
|
2741
|
+
<field name='RepoCollateralSecurityType' required='N' />
|
2742
|
+
<field name='RepurchaseTerm' required='N' />
|
2743
|
+
<field name='RepurchaseRate' required='N' />
|
2744
|
+
<field name='Factor' required='N' />
|
2745
|
+
<field name='CreditRating' required='N' />
|
2746
|
+
<field name='InstrRegistry' required='N' />
|
2747
|
+
<field name='CountryOfIssue' required='N' />
|
2748
|
+
<field name='StateOrProvinceOfIssue' required='N' />
|
2749
|
+
<field name='LocaleOfIssue' required='N' />
|
2750
|
+
<field name='RedemptionDate' required='N' />
|
2751
|
+
<field name='StrikePrice' required='N' />
|
2752
|
+
<field name='StrikeCurrency' required='N' />
|
2753
|
+
<field name='StrikeMultiplier' required='N' />
|
2754
|
+
<field name='StrikeValue' required='N' />
|
2755
|
+
<field name='OptAttribute' required='N' />
|
2756
|
+
<field name='ContractMultiplier' required='N' />
|
2757
|
+
<field name='MinPriceIncrement' required='N' />
|
2758
|
+
<field name='UnitOfMeasure' required='N' />
|
2759
|
+
<field name='TimeUnit' required='N' />
|
2760
|
+
<field name='CouponRate' required='N' />
|
2761
|
+
<field name='SecurityExchange' required='N' />
|
2762
|
+
<field name='PositionLimit' required='N' />
|
2763
|
+
<field name='NTPositionLimit' required='N' />
|
2764
|
+
<field name='Issuer' required='N' />
|
2765
|
+
<field name='EncodedIssuerLen' required='N' />
|
2766
|
+
<field name='EncodedIssuer' required='N' />
|
2767
|
+
<field name='SecurityDesc' required='N' />
|
2768
|
+
<field name='EncodedSecurityDescLen' required='N' />
|
2769
|
+
<field name='EncodedSecurityDesc' required='N' />
|
2770
|
+
<field name='Pool' required='N' />
|
2771
|
+
<field name='ContractSettlMonth' required='N' />
|
2772
|
+
<field name='CPProgram' required='N' />
|
2773
|
+
<field name='CPRegType' required='N' />
|
2774
|
+
<component name='EvntGrp' required='N' />
|
2775
|
+
<field name='DatedDate' required='N' />
|
2776
|
+
<field name='InterestAccrualDate' required='N' />
|
2777
|
+
<component name='InstrumentParties' required='N' />
|
2778
|
+
</component>
|
2779
|
+
<component name='InstrumentExtension'>
|
2780
|
+
<field name='DeliveryForm' required='N' />
|
2781
|
+
<field name='PctAtRisk' required='N' />
|
2782
|
+
<component name='AttrbGrp' required='N' />
|
2783
|
+
</component>
|
2696
2784
|
<component name='InstrumentLeg'>
|
2697
2785
|
<field name='LegSymbol' required='N' />
|
2698
2786
|
<field name='LegSymbolSfx' required='N' />
|
@@ -2740,100 +2828,55 @@
|
|
2740
2828
|
<field name='LegInterestAccrualDate' required='N' />
|
2741
2829
|
<field name='LegOptionRatio' required='N' />
|
2742
2830
|
</component>
|
2743
|
-
<component name='
|
2744
|
-
<
|
2745
|
-
|
2746
|
-
|
2747
|
-
|
2748
|
-
|
2749
|
-
|
2750
|
-
|
2751
|
-
|
2752
|
-
<
|
2753
|
-
<field name='
|
2754
|
-
<field name='LegPrice' required='N' />
|
2755
|
-
<field name='LegSettlType' required='N' />
|
2756
|
-
<field name='LegSettlDate' required='N' />
|
2757
|
-
<field name='LegLastPx' required='N' />
|
2758
|
-
<field name='LegSettlCurrency' required='N' />
|
2759
|
-
<field name='LegLastForwardPoints' required='N' />
|
2760
|
-
<field name='LegCalculatedCcyLastQty' required='N' />
|
2761
|
-
<field name='LegGrossTradeAmt' required='N' />
|
2831
|
+
<component name='LegBenchmarkCurveData'>
|
2832
|
+
<field name='LegBenchmarkCurveCurrency' required='N' />
|
2833
|
+
<field name='LegBenchmarkCurveName' required='N' />
|
2834
|
+
<field name='LegBenchmarkCurvePoint' required='N' />
|
2835
|
+
<field name='LegBenchmarkPrice' required='N' />
|
2836
|
+
<field name='LegBenchmarkPriceType' required='N' />
|
2837
|
+
</component>
|
2838
|
+
<component name='LegStipulations'>
|
2839
|
+
<group name='NoLegStipulations' required='N'>
|
2840
|
+
<field name='LegStipulationType' required='N' />
|
2841
|
+
<field name='LegStipulationValue' required='N' />
|
2762
2842
|
</group>
|
2763
2843
|
</component>
|
2764
|
-
<component name='
|
2765
|
-
<group name='
|
2766
|
-
<field name='
|
2767
|
-
<field name='
|
2768
|
-
<field name='
|
2769
|
-
<
|
2770
|
-
|
2771
|
-
|
2772
|
-
|
2773
|
-
|
2774
|
-
|
2775
|
-
|
2776
|
-
|
2777
|
-
|
2778
|
-
|
2779
|
-
|
2780
|
-
|
2781
|
-
<field name='
|
2782
|
-
<field name='
|
2783
|
-
<field name='
|
2784
|
-
<
|
2785
|
-
<field name='OddLot' required='N' />
|
2786
|
-
<component name='ClrInstGrp' required='N' />
|
2787
|
-
<field name='TradeInputSource' required='N' />
|
2788
|
-
<field name='TradeInputDevice' required='N' />
|
2789
|
-
<field name='OrderInputDevice' required='N' />
|
2790
|
-
<field name='Currency' required='N' />
|
2791
|
-
<field name='ComplianceID' required='N' />
|
2792
|
-
<field name='SolicitedFlag' required='N' />
|
2793
|
-
<field name='OrderCapacity' required='N' />
|
2794
|
-
<field name='OrderRestrictions' required='N' />
|
2795
|
-
<field name='CustOrderCapacity' required='N' />
|
2796
|
-
<field name='OrdType' required='N' />
|
2797
|
-
<field name='ExecInst' required='N' />
|
2798
|
-
<field name='TransBkdTime' required='N' />
|
2799
|
-
<field name='TradingSessionID' required='N' />
|
2800
|
-
<field name='TradingSessionSubID' required='N' />
|
2801
|
-
<field name='TimeBracket' required='N' />
|
2802
|
-
<component name='CommissionData' required='N' />
|
2803
|
-
<field name='NumDaysInterest' required='N' />
|
2804
|
-
<field name='ExDate' required='N' />
|
2805
|
-
<field name='AccruedInterestRate' required='N' />
|
2806
|
-
<field name='AccruedInterestAmt' required='N' />
|
2807
|
-
<field name='InterestAtMaturity' required='N' />
|
2808
|
-
<field name='EndAccruedInterestAmt' required='N' />
|
2809
|
-
<field name='StartCash' required='N' />
|
2810
|
-
<field name='EndCash' required='N' />
|
2811
|
-
<field name='Concession' required='N' />
|
2812
|
-
<field name='TotalTakedown' required='N' />
|
2813
|
-
<field name='NetMoney' required='N' />
|
2814
|
-
<field name='SettlCurrAmt' required='N' />
|
2815
|
-
<field name='SettlCurrency' required='N' />
|
2816
|
-
<field name='SettlCurrFxRate' required='N' />
|
2817
|
-
<field name='SettlCurrFxRateCalc' required='N' />
|
2818
|
-
<field name='PositionEffect' required='N' />
|
2819
|
-
<field name='Text' required='N' />
|
2820
|
-
<field name='EncodedTextLen' required='N' />
|
2821
|
-
<field name='EncodedText' required='N' />
|
2822
|
-
<field name='SideMultiLegReportingType' required='N' />
|
2823
|
-
<component name='ContAmtGrp' required='N' />
|
2824
|
-
<component name='Stipulations' required='N' />
|
2825
|
-
<component name='MiscFeesGrp' required='N' />
|
2826
|
-
<field name='ExchangeRule' required='N' />
|
2827
|
-
<field name='TradeAllocIndicator' required='N' />
|
2828
|
-
<field name='PreallocMethod' required='N' />
|
2829
|
-
<field name='AllocID' required='N' />
|
2830
|
-
<component name='TrdAllocGrp' required='N' />
|
2831
|
-
<component name='SideTrdRegTS' required='N' />
|
2832
|
-
<field name='SideGrossTradeAmt' required='N' />
|
2833
|
-
<field name='AggressorIndicator' required='N' />
|
2834
|
-
<field name='ExchangeSpecialInstructions' required='N' />
|
2844
|
+
<component name='NestedParties'>
|
2845
|
+
<group name='NoNestedPartyIDs' required='N'>
|
2846
|
+
<field name='NestedPartyID' required='N' />
|
2847
|
+
<field name='NestedPartyIDSource' required='N' />
|
2848
|
+
<field name='NestedPartyRole' required='N' />
|
2849
|
+
<component name='NstdPtysSubGrp' required='N' />
|
2850
|
+
</group>
|
2851
|
+
</component>
|
2852
|
+
<component name='OrderQtyData'>
|
2853
|
+
<field name='OrderQty' required='N' />
|
2854
|
+
<field name='CashOrderQty' required='N' />
|
2855
|
+
<field name='OrderPercent' required='N' />
|
2856
|
+
<field name='RoundingDirection' required='N' />
|
2857
|
+
<field name='RoundingModulus' required='N' />
|
2858
|
+
</component>
|
2859
|
+
<component name='Parties'>
|
2860
|
+
<group name='NoPartyIDs' required='N'>
|
2861
|
+
<field name='PartyID' required='N' />
|
2862
|
+
<field name='PartyIDSource' required='N' />
|
2863
|
+
<field name='PartyRole' required='N' />
|
2864
|
+
<component name='PtysSubGrp' required='N' />
|
2835
2865
|
</group>
|
2836
2866
|
</component>
|
2867
|
+
<component name='PegInstructions'>
|
2868
|
+
<field name='PegOffsetValue' required='N' />
|
2869
|
+
<field name='PegPriceType' required='N' />
|
2870
|
+
<field name='PegMoveType' required='N' />
|
2871
|
+
<field name='PegOffsetType' required='N' />
|
2872
|
+
<field name='PegLimitType' required='N' />
|
2873
|
+
<field name='PegRoundDirection' required='N' />
|
2874
|
+
<field name='PegScope' required='N' />
|
2875
|
+
<field name='PegSecurityIDSource' required='N' />
|
2876
|
+
<field name='PegSecurityID' required='N' />
|
2877
|
+
<field name='PegSymbol' required='N' />
|
2878
|
+
<field name='PegSecurityDesc' required='N' />
|
2879
|
+
</component>
|
2837
2880
|
<component name='PositionAmountData'>
|
2838
2881
|
<group name='NoPosAmt' required='N'>
|
2839
2882
|
<field name='PosAmtType' required='N' />
|
@@ -2841,490 +2884,55 @@
|
|
2841
2884
|
<field name='PositionCurrency' required='N' />
|
2842
2885
|
</group>
|
2843
2886
|
</component>
|
2844
|
-
<component name='
|
2845
|
-
<group name='
|
2846
|
-
<field name='
|
2847
|
-
<field name='
|
2887
|
+
<component name='PositionQty'>
|
2888
|
+
<group name='NoPositions' required='N'>
|
2889
|
+
<field name='PosType' required='N' />
|
2890
|
+
<field name='LongQty' required='N' />
|
2891
|
+
<field name='ShortQty' required='N' />
|
2892
|
+
<field name='PosQtyStatus' required='N' />
|
2893
|
+
<field name='QuantityDate' required='N' />
|
2894
|
+
<component name='NestedParties' required='N' />
|
2848
2895
|
</group>
|
2849
2896
|
</component>
|
2850
|
-
<component name='
|
2851
|
-
<
|
2852
|
-
|
2897
|
+
<component name='SettlInstructionsData'>
|
2898
|
+
<field name='SettlDeliveryType' required='N' />
|
2899
|
+
<field name='StandInstDbType' required='N' />
|
2900
|
+
<field name='StandInstDbName' required='N' />
|
2901
|
+
<field name='StandInstDbID' required='N' />
|
2902
|
+
<component name='DlvyInstGrp' required='N' />
|
2903
|
+
</component>
|
2904
|
+
<component name='SettlParties'>
|
2905
|
+
<group name='NoSettlPartyIDs' required='N'>
|
2906
|
+
<field name='SettlPartyID' required='N' />
|
2907
|
+
<field name='SettlPartyIDSource' required='N' />
|
2908
|
+
<field name='SettlPartyRole' required='N' />
|
2909
|
+
<component name='SettlPtysSubGrp' required='N' />
|
2853
2910
|
</group>
|
2854
2911
|
</component>
|
2855
|
-
<component name='
|
2856
|
-
<
|
2857
|
-
|
2858
|
-
|
2859
|
-
|
2860
|
-
|
2861
|
-
|
2862
|
-
|
2863
|
-
|
2864
|
-
<field name='Account' required='N' />
|
2865
|
-
<field name='AcctIDSource' required='N' />
|
2866
|
-
<field name='AccountType' required='N' />
|
2867
|
-
<field name='ProcessCode' required='N' />
|
2868
|
-
<field name='OddLot' required='N' />
|
2869
|
-
<field name='LotType' required='N' />
|
2870
|
-
<component name='ClrInstGrp' required='N' />
|
2871
|
-
<field name='TradeInputSource' required='N' />
|
2872
|
-
<field name='TradeInputDevice' required='N' />
|
2873
|
-
<field name='OrderInputDevice' required='N' />
|
2874
|
-
<field name='Currency' required='N' />
|
2875
|
-
<field name='ComplianceID' required='N' />
|
2876
|
-
<field name='SolicitedFlag' required='N' />
|
2877
|
-
<field name='OrderCapacity' required='N' />
|
2878
|
-
<field name='OrderRestrictions' required='N' />
|
2879
|
-
<field name='CustOrderCapacity' required='N' />
|
2880
|
-
<field name='OrdType' required='N' />
|
2881
|
-
<field name='ExecInst' required='N' />
|
2882
|
-
<field name='TransBkdTime' required='N' />
|
2883
|
-
<field name='TradingSessionID' required='N' />
|
2884
|
-
<field name='TradingSessionSubID' required='N' />
|
2885
|
-
<field name='TimeBracket' required='N' />
|
2886
|
-
<component name='CommissionData' required='N' />
|
2887
|
-
<field name='NumDaysInterest' required='N' />
|
2888
|
-
<field name='ExDate' required='N' />
|
2889
|
-
<field name='AccruedInterestRate' required='N' />
|
2890
|
-
<field name='AccruedInterestAmt' required='N' />
|
2891
|
-
<field name='InterestAtMaturity' required='N' />
|
2892
|
-
<field name='EndAccruedInterestAmt' required='N' />
|
2893
|
-
<field name='StartCash' required='N' />
|
2894
|
-
<field name='EndCash' required='N' />
|
2895
|
-
<field name='Concession' required='N' />
|
2896
|
-
<field name='TotalTakedown' required='N' />
|
2897
|
-
<field name='NetMoney' required='N' />
|
2898
|
-
<field name='SettlCurrAmt' required='N' />
|
2899
|
-
<field name='SettlCurrency' required='N' />
|
2900
|
-
<field name='SettlCurrFxRate' required='N' />
|
2901
|
-
<field name='SettlCurrFxRateCalc' required='N' />
|
2902
|
-
<field name='PositionEffect' required='N' />
|
2903
|
-
<field name='SideMultiLegReportingType' required='N' />
|
2904
|
-
<component name='ContAmtGrp' required='N' />
|
2905
|
-
<component name='Stipulations' required='N' />
|
2906
|
-
<component name='MiscFeesGrp' required='N' />
|
2907
|
-
<field name='ExchangeRule' required='N' />
|
2908
|
-
<field name='TradeAllocIndicator' required='N' />
|
2909
|
-
<field name='PreallocMethod' required='N' />
|
2910
|
-
<field name='AllocID' required='N' />
|
2911
|
-
<component name='TrdAllocGrp' required='N' />
|
2912
|
-
<field name='SideGrossTradeAmt' required='N' />
|
2913
|
-
<field name='AggressorIndicator' required='N' />
|
2914
|
-
<field name='SideQty' required='N' />
|
2915
|
-
<field name='SideTradeReportID' required='N' />
|
2916
|
-
<field name='SideFillStationCd' required='N' />
|
2917
|
-
<field name='SideReasonCd' required='N' />
|
2918
|
-
<field name='RptSeq' required='N' />
|
2919
|
-
<field name='SideTrdSubTyp' required='N' />
|
2920
|
-
<component name='SideTrdRegTS' required='N' />
|
2921
|
-
</group>
|
2922
|
-
</component>
|
2923
|
-
<component name='SettlInstGrp'>
|
2924
|
-
<group name='NoSettlInst' required='N'>
|
2925
|
-
<field name='SettlInstID' required='N' />
|
2926
|
-
<field name='SettlInstTransType' required='N' />
|
2927
|
-
<field name='SettlInstRefID' required='N' />
|
2928
|
-
<component name='Parties' required='N' />
|
2929
|
-
<field name='Side' required='N' />
|
2930
|
-
<field name='Product' required='N' />
|
2931
|
-
<field name='SecurityType' required='N' />
|
2932
|
-
<field name='CFICode' required='N' />
|
2933
|
-
<field name='SettlCurrency' required='N' />
|
2934
|
-
<field name='EffectiveTime' required='N' />
|
2935
|
-
<field name='ExpireTime' required='N' />
|
2936
|
-
<field name='LastUpdateTime' required='N' />
|
2937
|
-
<component name='SettlInstructionsData' required='N' />
|
2938
|
-
<field name='PaymentMethod' required='N' />
|
2939
|
-
<field name='PaymentRef' required='N' />
|
2940
|
-
<field name='CardHolderName' required='N' />
|
2941
|
-
<field name='CardNumber' required='N' />
|
2942
|
-
<field name='CardStartDate' required='N' />
|
2943
|
-
<field name='CardExpDate' required='N' />
|
2944
|
-
<field name='CardIssNum' required='N' />
|
2945
|
-
<field name='PaymentDate' required='N' />
|
2946
|
-
<field name='PaymentRemitterID' required='N' />
|
2947
|
-
</group>
|
2948
|
-
</component>
|
2949
|
-
<component name='SecLstUpdRelSymGrp'>
|
2950
|
-
<group name='NoRelatedSym' required='N'>
|
2951
|
-
<component name='Instrument' required='N' />
|
2952
|
-
<component name='InstrumentExtension' required='N' />
|
2953
|
-
<component name='FinancingDetails' required='N' />
|
2954
|
-
<component name='UnderlyingInstrument' required='N' />
|
2955
|
-
<field name='Currency' required='N' />
|
2956
|
-
<component name='Stipulations' required='N' />
|
2957
|
-
<component name='SecLstUpdRelSymsLegGrp' required='N' />
|
2958
|
-
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
2959
|
-
<component name='YieldData' required='N' />
|
2960
|
-
<field name='RoundLot' required='N' />
|
2961
|
-
<field name='MinTradeVol' required='N' />
|
2962
|
-
<field name='TradingSessionID' required='N' />
|
2963
|
-
<field name='TradingSessionSubID' required='N' />
|
2964
|
-
<field name='ExpirationCycle' required='N' />
|
2965
|
-
<field name='Text' required='N' />
|
2966
|
-
<field name='EncodedTextLen' required='N' />
|
2967
|
-
<field name='EncodedText' required='N' />
|
2968
|
-
</group>
|
2969
|
-
</component>
|
2970
|
-
<component name='SecAltIDGrp'>
|
2971
|
-
<group name='NoSecurityAltID' required='N'>
|
2972
|
-
<field name='SecurityAltID' required='N' />
|
2973
|
-
<field name='SecurityAltIDSource' required='N' />
|
2974
|
-
</group>
|
2975
|
-
</component>
|
2976
|
-
<component name='DiscretionInstructions'>
|
2977
|
-
<field name='DiscretionInst' required='N' />
|
2978
|
-
<field name='DiscretionOffsetValue' required='N' />
|
2979
|
-
<field name='DiscretionMoveType' required='N' />
|
2980
|
-
<field name='DiscretionOffsetType' required='N' />
|
2981
|
-
<field name='DiscretionLimitType' required='N' />
|
2982
|
-
<field name='DiscretionRoundDirection' required='N' />
|
2983
|
-
<field name='DiscretionScope' required='N' />
|
2984
|
-
</component>
|
2985
|
-
<component name='BidCompReqGrp'>
|
2986
|
-
<group name='NoBidComponents' required='N'>
|
2987
|
-
<field name='ListID' required='N' />
|
2988
|
-
<field name='Side' required='N' />
|
2989
|
-
<field name='TradingSessionID' required='N' />
|
2990
|
-
<field name='TradingSessionSubID' required='N' />
|
2991
|
-
<field name='NetGrossInd' required='N' />
|
2992
|
-
<field name='SettlType' required='N' />
|
2993
|
-
<field name='SettlDate' required='N' />
|
2994
|
-
<field name='Account' required='N' />
|
2995
|
-
<field name='AcctIDSource' required='N' />
|
2996
|
-
</group>
|
2997
|
-
</component>
|
2998
|
-
<component name='ExecsGrp'>
|
2999
|
-
<group name='NoExecs' required='N'>
|
3000
|
-
<field name='ExecID' required='N' />
|
3001
|
-
</group>
|
3002
|
-
</component>
|
3003
|
-
<component name='TrdSessLstGrp'>
|
3004
|
-
<group name='NoTradingSessions' required='Y'>
|
3005
|
-
<field name='TradingSessionID' required='Y' />
|
3006
|
-
<field name='TradingSessionSubID' required='N' />
|
3007
|
-
<field name='SecurityExchange' required='N' />
|
3008
|
-
<field name='TradSesMethod' required='N' />
|
3009
|
-
<field name='TradSesMode' required='N' />
|
3010
|
-
<field name='UnsolicitedIndicator' required='N' />
|
3011
|
-
<field name='TradSesStatus' required='Y' />
|
3012
|
-
<field name='TradSesStatusRejReason' required='N' />
|
3013
|
-
<field name='TradSesStartTime' required='N' />
|
3014
|
-
<field name='TradSesOpenTime' required='N' />
|
3015
|
-
<field name='TradSesPreCloseTime' required='N' />
|
3016
|
-
<field name='TradSesCloseTime' required='N' />
|
3017
|
-
<field name='TradSesEndTime' required='N' />
|
3018
|
-
<field name='TotalVolumeTraded' required='N' />
|
3019
|
-
<field name='Text' required='N' />
|
3020
|
-
<field name='EncodedTextLen' required='N' />
|
3021
|
-
<field name='EncodedText' required='N' />
|
3022
|
-
</group>
|
3023
|
-
</component>
|
3024
|
-
<component name='YieldData'>
|
3025
|
-
<field name='YieldType' required='N' />
|
3026
|
-
<field name='Yield' required='N' />
|
3027
|
-
<field name='YieldCalcDate' required='N' />
|
3028
|
-
<field name='YieldRedemptionDate' required='N' />
|
3029
|
-
<field name='YieldRedemptionPrice' required='N' />
|
3030
|
-
<field name='YieldRedemptionPriceType' required='N' />
|
3031
|
-
</component>
|
3032
|
-
<component name='FinancingDetails'>
|
3033
|
-
<field name='AgreementDesc' required='N' />
|
3034
|
-
<field name='AgreementID' required='N' />
|
3035
|
-
<field name='AgreementDate' required='N' />
|
3036
|
-
<field name='AgreementCurrency' required='N' />
|
3037
|
-
<field name='TerminationType' required='N' />
|
3038
|
-
<field name='StartDate' required='N' />
|
3039
|
-
<field name='EndDate' required='N' />
|
3040
|
-
<field name='DeliveryType' required='N' />
|
3041
|
-
<field name='MarginRatio' required='N' />
|
3042
|
-
</component>
|
3043
|
-
<component name='SettlParties'>
|
3044
|
-
<group name='NoSettlPartyIDs' required='N'>
|
3045
|
-
<field name='SettlPartyID' required='N' />
|
3046
|
-
<field name='SettlPartyIDSource' required='N' />
|
3047
|
-
<field name='SettlPartyRole' required='N' />
|
3048
|
-
<component name='SettlPtysSubGrp' required='N' />
|
3049
|
-
</group>
|
3050
|
-
</component>
|
3051
|
-
<component name='LegPreAllocGrp'>
|
3052
|
-
<group name='NoLegAllocs' required='N'>
|
3053
|
-
<field name='LegAllocAccount' required='N' />
|
3054
|
-
<field name='LegIndividualAllocID' required='N' />
|
3055
|
-
<component name='NestedParties2' required='N' />
|
3056
|
-
<field name='LegAllocQty' required='N' />
|
3057
|
-
<field name='LegAllocAcctIDSource' required='N' />
|
3058
|
-
<field name='LegSettlCurrency' required='N' />
|
3059
|
-
</group>
|
3060
|
-
</component>
|
3061
|
-
<component name='PreAllocMlegGrp'>
|
3062
|
-
<group name='NoAllocs' required='N'>
|
3063
|
-
<field name='AllocAccount' required='N' />
|
3064
|
-
<field name='AllocAcctIDSource' required='N' />
|
3065
|
-
<field name='AllocSettlCurrency' required='N' />
|
3066
|
-
<field name='IndividualAllocID' required='N' />
|
3067
|
-
<component name='NestedParties3' required='N' />
|
3068
|
-
<field name='AllocQty' required='N' />
|
3069
|
-
</group>
|
3070
|
-
</component>
|
3071
|
-
<component name='InstrmtLegIOIGrp'>
|
3072
|
-
<group name='NoLegs' required='N'>
|
3073
|
-
<component name='InstrumentLeg' required='N' />
|
3074
|
-
<field name='LegIOIQty' required='N' />
|
3075
|
-
<component name='LegStipulations' required='N' />
|
3076
|
-
</group>
|
3077
|
-
</component>
|
3078
|
-
<component name='InstrumentExtension'>
|
3079
|
-
<field name='DeliveryForm' required='N' />
|
3080
|
-
<field name='PctAtRisk' required='N' />
|
3081
|
-
<component name='AttrbGrp' required='N' />
|
3082
|
-
</component>
|
3083
|
-
<component name='LinesOfTextGrp'>
|
3084
|
-
<group name='NoLinesOfText' required='Y'>
|
3085
|
-
<field name='Text' required='Y' />
|
3086
|
-
<field name='EncodedTextLen' required='N' />
|
3087
|
-
<field name='EncodedText' required='N' />
|
3088
|
-
</group>
|
3089
|
-
</component>
|
3090
|
-
<component name='BidDescReqGrp'>
|
3091
|
-
<group name='NoBidDescriptors' required='N'>
|
3092
|
-
<field name='BidDescriptorType' required='N' />
|
3093
|
-
<field name='BidDescriptor' required='N' />
|
3094
|
-
<field name='SideValueInd' required='N' />
|
3095
|
-
<field name='LiquidityValue' required='N' />
|
3096
|
-
<field name='LiquidityNumSecurities' required='N' />
|
3097
|
-
<field name='LiquidityPctLow' required='N' />
|
3098
|
-
<field name='LiquidityPctHigh' required='N' />
|
3099
|
-
<field name='EFPTrackingError' required='N' />
|
3100
|
-
<field name='FairValue' required='N' />
|
3101
|
-
<field name='OutsideIndexPct' required='N' />
|
3102
|
-
<field name='ValueOfFutures' required='N' />
|
3103
|
-
</group>
|
3104
|
-
</component>
|
3105
|
-
<component name='QuotQualGrp'>
|
3106
|
-
<group name='NoQuoteQualifiers' required='N'>
|
3107
|
-
<field name='QuoteQualifier' required='N' />
|
3108
|
-
</group>
|
3109
|
-
</component>
|
3110
|
-
<component name='PreAllocGrp'>
|
3111
|
-
<group name='NoAllocs' required='N'>
|
3112
|
-
<field name='AllocAccount' required='N' />
|
3113
|
-
<field name='AllocAcctIDSource' required='N' />
|
3114
|
-
<field name='AllocSettlCurrency' required='N' />
|
3115
|
-
<field name='IndividualAllocID' required='N' />
|
3116
|
-
<component name='NestedParties' required='N' />
|
3117
|
-
<field name='AllocQty' required='N' />
|
3118
|
-
</group>
|
3119
|
-
</component>
|
3120
|
-
<component name='MDRjctGrp'>
|
3121
|
-
<group name='NoAltMDSource' required='N'>
|
3122
|
-
<field name='AltMDSourceID' required='N' />
|
3123
|
-
</group>
|
3124
|
-
</component>
|
3125
|
-
<component name='UndInstrmtStrkPxGrp'>
|
3126
|
-
<group name='NoUnderlyings' required='N'>
|
3127
|
-
<component name='UnderlyingInstrument' required='N' />
|
3128
|
-
<field name='PrevClosePx' required='N' />
|
3129
|
-
<field name='ClOrdID' required='N' />
|
3130
|
-
<field name='SecondaryClOrdID' required='N' />
|
3131
|
-
<field name='Side' required='N' />
|
3132
|
-
<field name='Price' required='Y' />
|
3133
|
-
<field name='Currency' required='N' />
|
3134
|
-
<field name='Text' required='N' />
|
3135
|
-
<field name='EncodedTextLen' required='N' />
|
3136
|
-
<field name='EncodedText' required='N' />
|
3137
|
-
</group>
|
3138
|
-
</component>
|
3139
|
-
<component name='Instrument'>
|
3140
|
-
<field name='Symbol' required='N' />
|
3141
|
-
<field name='SymbolSfx' required='N' />
|
3142
|
-
<field name='SecurityID' required='N' />
|
3143
|
-
<field name='SecurityIDSource' required='N' />
|
3144
|
-
<component name='SecAltIDGrp' required='N' />
|
3145
|
-
<field name='Product' required='N' />
|
3146
|
-
<field name='CFICode' required='N' />
|
3147
|
-
<field name='SecurityType' required='N' />
|
3148
|
-
<field name='SecuritySubType' required='N' />
|
3149
|
-
<field name='MaturityMonthYear' required='N' />
|
3150
|
-
<field name='MaturityDate' required='N' />
|
3151
|
-
<field name='MaturityTime' required='N' />
|
3152
|
-
<field name='PutOrCall' required='N' />
|
3153
|
-
<field name='SettleOnOpenFlag' required='N' />
|
3154
|
-
<field name='InstrmtAssignmentMethod' required='N' />
|
3155
|
-
<field name='SecurityStatus' required='N' />
|
3156
|
-
<field name='CouponPaymentDate' required='N' />
|
3157
|
-
<field name='IssueDate' required='N' />
|
3158
|
-
<field name='RepoCollateralSecurityType' required='N' />
|
3159
|
-
<field name='RepurchaseTerm' required='N' />
|
3160
|
-
<field name='RepurchaseRate' required='N' />
|
3161
|
-
<field name='Factor' required='N' />
|
3162
|
-
<field name='CreditRating' required='N' />
|
3163
|
-
<field name='InstrRegistry' required='N' />
|
3164
|
-
<field name='CountryOfIssue' required='N' />
|
3165
|
-
<field name='StateOrProvinceOfIssue' required='N' />
|
3166
|
-
<field name='LocaleOfIssue' required='N' />
|
3167
|
-
<field name='RedemptionDate' required='N' />
|
3168
|
-
<field name='StrikePrice' required='N' />
|
3169
|
-
<field name='StrikeCurrency' required='N' />
|
3170
|
-
<field name='StrikeMultiplier' required='N' />
|
3171
|
-
<field name='StrikeValue' required='N' />
|
3172
|
-
<field name='OptAttribute' required='N' />
|
3173
|
-
<field name='ContractMultiplier' required='N' />
|
3174
|
-
<field name='MinPriceIncrement' required='N' />
|
3175
|
-
<field name='UnitOfMeasure' required='N' />
|
3176
|
-
<field name='TimeUnit' required='N' />
|
3177
|
-
<field name='CouponRate' required='N' />
|
3178
|
-
<field name='SecurityExchange' required='N' />
|
3179
|
-
<field name='PositionLimit' required='N' />
|
3180
|
-
<field name='NTPositionLimit' required='N' />
|
3181
|
-
<field name='Issuer' required='N' />
|
3182
|
-
<field name='EncodedIssuerLen' required='N' />
|
3183
|
-
<field name='EncodedIssuer' required='N' />
|
3184
|
-
<field name='SecurityDesc' required='N' />
|
3185
|
-
<field name='EncodedSecurityDescLen' required='N' />
|
3186
|
-
<field name='EncodedSecurityDesc' required='N' />
|
3187
|
-
<field name='Pool' required='N' />
|
3188
|
-
<field name='ContractSettlMonth' required='N' />
|
3189
|
-
<field name='CPProgram' required='N' />
|
3190
|
-
<field name='CPRegType' required='N' />
|
3191
|
-
<component name='EvntGrp' required='N' />
|
3192
|
-
<field name='DatedDate' required='N' />
|
3193
|
-
<field name='InterestAccrualDate' required='N' />
|
3194
|
-
<component name='InstrumentParties' required='N' />
|
3195
|
-
</component>
|
3196
|
-
<component name='HopGrp'>
|
3197
|
-
<group name='NoHops' required='N'>
|
3198
|
-
<field name='HopCompID' required='N' />
|
3199
|
-
<field name='HopSendingTime' required='N' />
|
3200
|
-
<field name='HopRefID' required='N' />
|
3201
|
-
</group>
|
3202
|
-
</component>
|
3203
|
-
<component name='AllocAckGrp'>
|
3204
|
-
<group name='NoAllocs' required='N'>
|
3205
|
-
<field name='AllocAccount' required='N' />
|
3206
|
-
<field name='AllocAcctIDSource' required='N' />
|
3207
|
-
<field name='AllocPrice' required='N' />
|
3208
|
-
<field name='AllocPositionEffect' required='N' />
|
3209
|
-
<field name='IndividualAllocID' required='N' />
|
3210
|
-
<field name='IndividualAllocRejCode' required='N' />
|
3211
|
-
<component name='NestedParties' required='N' />
|
3212
|
-
<field name='AllocText' required='N' />
|
3213
|
-
<field name='EncodedAllocTextLen' required='N' />
|
3214
|
-
<field name='EncodedAllocText' required='N' />
|
3215
|
-
<field name='SecondaryIndividualAllocID' required='N' />
|
3216
|
-
<field name='AllocCustomerCapacity' required='N' />
|
3217
|
-
<field name='IndividualAllocType' required='N' />
|
3218
|
-
<field name='AllocQty' required='N' />
|
3219
|
-
</group>
|
3220
|
-
</component>
|
3221
|
-
<component name='QuotReqLegsGrp'>
|
3222
|
-
<group name='NoLegs' required='N'>
|
3223
|
-
<component name='InstrumentLeg' required='N' />
|
3224
|
-
<field name='LegPrice' required='N' />
|
3225
|
-
<field name='LegQty' required='N' />
|
3226
|
-
<field name='LegOrderQty' required='N' />
|
3227
|
-
<field name='LegSwapType' required='N' />
|
3228
|
-
<field name='LegSettlType' required='N' />
|
3229
|
-
<field name='LegSettlDate' required='N' />
|
3230
|
-
<component name='LegStipulations' required='N' />
|
3231
|
-
<component name='NestedParties' required='N' />
|
3232
|
-
<component name='LegBenchmarkCurveData' required='N' />
|
3233
|
-
<field name='LegRefID' required='N' />
|
3234
|
-
</group>
|
3235
|
-
</component>
|
3236
|
-
<component name='NestedParties2'>
|
3237
|
-
<group name='NoNested2PartyIDs' required='N'>
|
3238
|
-
<field name='Nested2PartyID' required='N' />
|
3239
|
-
<field name='Nested2PartyIDSource' required='N' />
|
3240
|
-
<field name='Nested2PartyRole' required='N' />
|
3241
|
-
<component name='NstdPtys2SubGrp' required='N' />
|
3242
|
-
</group>
|
3243
|
-
</component>
|
3244
|
-
<component name='InstrmtMDReqGrp'>
|
3245
|
-
<group name='NoRelatedSym' required='Y'>
|
3246
|
-
<component name='Instrument' required='Y' />
|
3247
|
-
<component name='UndInstrmtGrp' required='N' />
|
3248
|
-
<component name='InstrmtLegGrp' required='N' />
|
3249
|
-
<field name='Currency' required='N' />
|
3250
|
-
<field name='QuoteType' required='N' />
|
3251
|
-
<field name='SettlType' required='N' />
|
3252
|
-
<field name='SettlDate' required='N' />
|
3253
|
-
<field name='MDEntrySize' required='N' />
|
3254
|
-
</group>
|
3255
|
-
</component>
|
3256
|
-
<component name='SideCrossOrdModGrp'>
|
3257
|
-
<group name='NoSides' required='Y'>
|
3258
|
-
<field name='Side' required='Y' />
|
3259
|
-
<field name='ClOrdID' required='Y' />
|
3260
|
-
<field name='SecondaryClOrdID' required='N' />
|
3261
|
-
<field name='ClOrdLinkID' required='N' />
|
3262
|
-
<component name='Parties' required='N' />
|
3263
|
-
<field name='TradeOriginationDate' required='N' />
|
3264
|
-
<field name='TradeDate' required='N' />
|
3265
|
-
<field name='Account' required='N' />
|
3266
|
-
<field name='AcctIDSource' required='N' />
|
3267
|
-
<field name='AccountType' required='N' />
|
3268
|
-
<field name='DayBookingInst' required='N' />
|
3269
|
-
<field name='BookingUnit' required='N' />
|
3270
|
-
<field name='PreallocMethod' required='N' />
|
3271
|
-
<field name='AllocID' required='N' />
|
3272
|
-
<component name='PreAllocGrp' required='N' />
|
3273
|
-
<field name='QtyType' required='N' />
|
3274
|
-
<component name='OrderQtyData' required='Y' />
|
3275
|
-
<component name='CommissionData' required='N' />
|
3276
|
-
<field name='OrderCapacity' required='N' />
|
3277
|
-
<field name='OrderRestrictions' required='N' />
|
3278
|
-
<field name='PreTradeAnonymity' required='N' />
|
3279
|
-
<field name='CustOrderCapacity' required='N' />
|
3280
|
-
<field name='ForexReq' required='N' />
|
3281
|
-
<field name='SettlCurrency' required='N' />
|
3282
|
-
<field name='BookingType' required='N' />
|
3283
|
-
<field name='Text' required='N' />
|
3284
|
-
<field name='EncodedTextLen' required='N' />
|
3285
|
-
<field name='EncodedText' required='N' />
|
3286
|
-
<field name='PositionEffect' required='N' />
|
3287
|
-
<field name='CoveredOrUncovered' required='N' />
|
3288
|
-
<field name='CashMargin' required='N' />
|
3289
|
-
<field name='ClearingFeeIndicator' required='N' />
|
3290
|
-
<field name='SolicitedFlag' required='N' />
|
3291
|
-
<field name='SideComplianceID' required='N' />
|
3292
|
-
<field name='SideTimeInForce' required='N' />
|
3293
|
-
</group>
|
3294
|
-
</component>
|
3295
|
-
<component name='RootSubParties'>
|
3296
|
-
<group name='NoRootPartySubIDs' required='N'>
|
3297
|
-
<field name='RootPartySubID' required='N' />
|
3298
|
-
<field name='RootPartySubIDType' required='N' />
|
3299
|
-
</group>
|
3300
|
-
</component>
|
3301
|
-
<component name='TrdCollGrp'>
|
3302
|
-
<group name='NoTrades' required='N'>
|
3303
|
-
<field name='TradeReportID' required='N' />
|
3304
|
-
<field name='SecondaryTradeReportID' required='N' />
|
3305
|
-
</group>
|
3306
|
-
</component>
|
3307
|
-
<component name='NestedParties3'>
|
3308
|
-
<group name='NoNested3PartyIDs' required='N'>
|
3309
|
-
<field name='Nested3PartyID' required='N' />
|
3310
|
-
<field name='Nested3PartyIDSource' required='N' />
|
3311
|
-
<field name='Nested3PartyRole' required='N' />
|
3312
|
-
<component name='NstdPtys3SubGrp' required='N' />
|
3313
|
-
</group>
|
2912
|
+
<component name='SpreadOrBenchmarkCurveData'>
|
2913
|
+
<field name='Spread' required='N' />
|
2914
|
+
<field name='BenchmarkCurveCurrency' required='N' />
|
2915
|
+
<field name='BenchmarkCurveName' required='N' />
|
2916
|
+
<field name='BenchmarkCurvePoint' required='N' />
|
2917
|
+
<field name='BenchmarkPrice' required='N' />
|
2918
|
+
<field name='BenchmarkPriceType' required='N' />
|
2919
|
+
<field name='BenchmarkSecurityID' required='N' />
|
2920
|
+
<field name='BenchmarkSecurityIDSource' required='N' />
|
3314
2921
|
</component>
|
3315
|
-
<component name='
|
3316
|
-
<group name='
|
3317
|
-
<field name='
|
3318
|
-
<field name='
|
3319
|
-
<field name='StrategyParameterValue' required='N' />
|
2922
|
+
<component name='Stipulations'>
|
2923
|
+
<group name='NoStipulations' required='N'>
|
2924
|
+
<field name='StipulationType' required='N' />
|
2925
|
+
<field name='StipulationValue' required='N' />
|
3320
2926
|
</group>
|
3321
2927
|
</component>
|
3322
|
-
<component name='
|
3323
|
-
<group name='
|
3324
|
-
<field name='
|
3325
|
-
<field name='
|
3326
|
-
<field name='
|
3327
|
-
<
|
2928
|
+
<component name='TrdRegTimestamps'>
|
2929
|
+
<group name='NoTrdRegTimestamps' required='N'>
|
2930
|
+
<field name='TrdRegTimestamp' required='N' />
|
2931
|
+
<field name='TrdRegTimestampType' required='N' />
|
2932
|
+
<field name='TrdRegTimestampOrigin' required='N' />
|
2933
|
+
<field name='DeskType' required='N' />
|
2934
|
+
<field name='DeskTypeSource' required='N' />
|
2935
|
+
<field name='DeskOrderHandlingInst' required='N' />
|
3328
2936
|
</group>
|
3329
2937
|
</component>
|
3330
2938
|
<component name='UnderlyingInstrument'>
|
@@ -3388,14 +2996,59 @@
|
|
3388
2996
|
<component name='UndlyInstrumentParties' required='N' />
|
3389
2997
|
<field name='UnderlyingSettlMethod' required='N' />
|
3390
2998
|
</component>
|
3391
|
-
<component name='
|
3392
|
-
<
|
3393
|
-
|
3394
|
-
|
3395
|
-
|
3396
|
-
|
3397
|
-
|
3398
|
-
|
2999
|
+
<component name='YieldData'>
|
3000
|
+
<field name='YieldType' required='N' />
|
3001
|
+
<field name='Yield' required='N' />
|
3002
|
+
<field name='YieldCalcDate' required='N' />
|
3003
|
+
<field name='YieldRedemptionDate' required='N' />
|
3004
|
+
<field name='YieldRedemptionPrice' required='N' />
|
3005
|
+
<field name='YieldRedemptionPriceType' required='N' />
|
3006
|
+
</component>
|
3007
|
+
<component name='UnderlyingStipulations'>
|
3008
|
+
<group name='NoUnderlyingStips' required='N'>
|
3009
|
+
<field name='UnderlyingStipType' required='N' />
|
3010
|
+
<field name='UnderlyingStipValue' required='N' />
|
3011
|
+
</group>
|
3012
|
+
</component>
|
3013
|
+
<component name='NestedParties2'>
|
3014
|
+
<group name='NoNested2PartyIDs' required='N'>
|
3015
|
+
<field name='Nested2PartyID' required='N' />
|
3016
|
+
<field name='Nested2PartyIDSource' required='N' />
|
3017
|
+
<field name='Nested2PartyRole' required='N' />
|
3018
|
+
<component name='NstdPtys2SubGrp' required='N' />
|
3019
|
+
</group>
|
3020
|
+
</component>
|
3021
|
+
<component name='NestedParties3'>
|
3022
|
+
<group name='NoNested3PartyIDs' required='N'>
|
3023
|
+
<field name='Nested3PartyID' required='N' />
|
3024
|
+
<field name='Nested3PartyIDSource' required='N' />
|
3025
|
+
<field name='Nested3PartyRole' required='N' />
|
3026
|
+
<component name='NstdPtys3SubGrp' required='N' />
|
3027
|
+
</group>
|
3028
|
+
</component>
|
3029
|
+
<component name='AffectedOrdGrp'>
|
3030
|
+
<group name='NoAffectedOrders' required='N'>
|
3031
|
+
<field name='OrigClOrdID' required='N' />
|
3032
|
+
<field name='AffectedOrderID' required='N' />
|
3033
|
+
<field name='AffectedSecondaryOrderID' required='N' />
|
3034
|
+
</group>
|
3035
|
+
</component>
|
3036
|
+
<component name='AllocAckGrp'>
|
3037
|
+
<group name='NoAllocs' required='N'>
|
3038
|
+
<field name='AllocAccount' required='N' />
|
3039
|
+
<field name='AllocAcctIDSource' required='N' />
|
3040
|
+
<field name='AllocPrice' required='N' />
|
3041
|
+
<field name='AllocPositionEffect' required='N' />
|
3042
|
+
<field name='IndividualAllocID' required='N' />
|
3043
|
+
<field name='IndividualAllocRejCode' required='N' />
|
3044
|
+
<component name='NestedParties' required='N' />
|
3045
|
+
<field name='AllocText' required='N' />
|
3046
|
+
<field name='EncodedAllocTextLen' required='N' />
|
3047
|
+
<field name='EncodedAllocText' required='N' />
|
3048
|
+
<field name='SecondaryIndividualAllocID' required='N' />
|
3049
|
+
<field name='AllocCustomerCapacity' required='N' />
|
3050
|
+
<field name='IndividualAllocType' required='N' />
|
3051
|
+
<field name='AllocQty' required='N' />
|
3399
3052
|
</group>
|
3400
3053
|
</component>
|
3401
3054
|
<component name='AllocGrp'>
|
@@ -3436,84 +3089,95 @@
|
|
3436
3089
|
<component name='SettlInstructionsData' required='N' />
|
3437
3090
|
</group>
|
3438
3091
|
</component>
|
3439
|
-
<component name='
|
3440
|
-
<group name='
|
3441
|
-
<field name='
|
3442
|
-
<field name='
|
3092
|
+
<component name='BidCompReqGrp'>
|
3093
|
+
<group name='NoBidComponents' required='N'>
|
3094
|
+
<field name='ListID' required='N' />
|
3095
|
+
<field name='Side' required='N' />
|
3096
|
+
<field name='TradingSessionID' required='N' />
|
3097
|
+
<field name='TradingSessionSubID' required='N' />
|
3098
|
+
<field name='NetGrossInd' required='N' />
|
3099
|
+
<field name='SettlType' required='N' />
|
3100
|
+
<field name='SettlDate' required='N' />
|
3101
|
+
<field name='Account' required='N' />
|
3102
|
+
<field name='AcctIDSource' required='N' />
|
3103
|
+
</group>
|
3104
|
+
</component>
|
3105
|
+
<component name='BidCompRspGrp'>
|
3106
|
+
<group name='NoBidComponents' required='Y'>
|
3107
|
+
<component name='CommissionData' required='Y' />
|
3108
|
+
<field name='ListID' required='N' />
|
3109
|
+
<field name='Country' required='N' />
|
3110
|
+
<field name='Side' required='N' />
|
3111
|
+
<field name='Price' required='N' />
|
3112
|
+
<field name='PriceType' required='N' />
|
3113
|
+
<field name='FairValue' required='N' />
|
3114
|
+
<field name='NetGrossInd' required='N' />
|
3115
|
+
<field name='SettlType' required='N' />
|
3116
|
+
<field name='SettlDate' required='N' />
|
3117
|
+
<field name='TradingSessionID' required='N' />
|
3118
|
+
<field name='TradingSessionSubID' required='N' />
|
3119
|
+
<field name='Text' required='N' />
|
3120
|
+
<field name='EncodedTextLen' required='N' />
|
3121
|
+
<field name='EncodedText' required='N' />
|
3122
|
+
</group>
|
3123
|
+
</component>
|
3124
|
+
<component name='BidDescReqGrp'>
|
3125
|
+
<group name='NoBidDescriptors' required='N'>
|
3126
|
+
<field name='BidDescriptorType' required='N' />
|
3127
|
+
<field name='BidDescriptor' required='N' />
|
3128
|
+
<field name='SideValueInd' required='N' />
|
3129
|
+
<field name='LiquidityValue' required='N' />
|
3130
|
+
<field name='LiquidityNumSecurities' required='N' />
|
3131
|
+
<field name='LiquidityPctLow' required='N' />
|
3132
|
+
<field name='LiquidityPctHigh' required='N' />
|
3133
|
+
<field name='EFPTrackingError' required='N' />
|
3134
|
+
<field name='FairValue' required='N' />
|
3135
|
+
<field name='OutsideIndexPct' required='N' />
|
3136
|
+
<field name='ValueOfFutures' required='N' />
|
3137
|
+
</group>
|
3138
|
+
</component>
|
3139
|
+
<component name='ClrInstGrp'>
|
3140
|
+
<group name='NoClearingInstructions' required='N'>
|
3141
|
+
<field name='ClearingInstruction' required='N' />
|
3443
3142
|
</group>
|
3444
3143
|
</component>
|
3445
|
-
<component name='
|
3446
|
-
<group name='
|
3447
|
-
<field name='
|
3448
|
-
<field name='InstrumentPartySubIDType' required='N' />
|
3144
|
+
<component name='CollInqQualGrp'>
|
3145
|
+
<group name='NoCollInquiryQualifier' required='N'>
|
3146
|
+
<field name='CollInquiryQualifier' required='N' />
|
3449
3147
|
</group>
|
3450
3148
|
</component>
|
3451
|
-
<component name='
|
3452
|
-
<group name='
|
3453
|
-
<
|
3454
|
-
<field name='
|
3455
|
-
<field name='
|
3456
|
-
<
|
3457
|
-
<component name='LegBenchmarkCurveData' required='N' />
|
3149
|
+
<component name='CompIDReqGrp'>
|
3150
|
+
<group name='NoCompIDs' required='N'>
|
3151
|
+
<field name='RefCompID' required='N' />
|
3152
|
+
<field name='RefSubID' required='N' />
|
3153
|
+
<field name='LocationID' required='N' />
|
3154
|
+
<field name='DeskID' required='N' />
|
3458
3155
|
</group>
|
3459
3156
|
</component>
|
3460
|
-
<component name='
|
3461
|
-
<group name='
|
3462
|
-
<
|
3463
|
-
<
|
3464
|
-
<
|
3465
|
-
<field name='
|
3466
|
-
<field name='
|
3467
|
-
<field name='
|
3468
|
-
<field name='TradingSessionID' required='N' />
|
3469
|
-
<field name='TradingSessionSubID' required='N' />
|
3470
|
-
<field name='TradeOriginationDate' required='N' />
|
3471
|
-
<field name='Side' required='N' />
|
3472
|
-
<field name='QtyType' required='N' />
|
3473
|
-
<component name='OrderQtyData' required='N' />
|
3474
|
-
<field name='SettlType' required='N' />
|
3475
|
-
<field name='SettlDate' required='N' />
|
3476
|
-
<field name='SettlDate2' required='N' />
|
3477
|
-
<field name='OrderQty2' required='N' />
|
3478
|
-
<field name='Currency' required='N' />
|
3479
|
-
<component name='Stipulations' required='N' />
|
3480
|
-
<field name='Account' required='N' />
|
3481
|
-
<field name='AcctIDSource' required='N' />
|
3482
|
-
<field name='AccountType' required='N' />
|
3483
|
-
<component name='QuotReqLegsGrp' required='N' />
|
3484
|
-
<component name='QuotQualGrp' required='N' />
|
3485
|
-
<field name='QuotePriceType' required='N' />
|
3486
|
-
<field name='OrdType' required='N' />
|
3487
|
-
<field name='ValidUntilTime' required='N' />
|
3488
|
-
<field name='ExpireTime' required='N' />
|
3489
|
-
<field name='TransactTime' required='N' />
|
3490
|
-
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
3491
|
-
<field name='PriceType' required='N' />
|
3492
|
-
<field name='Price' required='N' />
|
3493
|
-
<field name='Price2' required='N' />
|
3494
|
-
<component name='YieldData' required='N' />
|
3495
|
-
<component name='Parties' required='N' />
|
3157
|
+
<component name='CompIDStatGrp'>
|
3158
|
+
<group name='NoCompIDs' required='Y'>
|
3159
|
+
<field name='RefCompID' required='Y' />
|
3160
|
+
<field name='RefSubID' required='N' />
|
3161
|
+
<field name='LocationID' required='N' />
|
3162
|
+
<field name='DeskID' required='N' />
|
3163
|
+
<field name='StatusValue' required='Y' />
|
3164
|
+
<field name='StatusText' required='N' />
|
3496
3165
|
</group>
|
3497
3166
|
</component>
|
3498
|
-
<component name='
|
3499
|
-
<group name='
|
3500
|
-
<field name='
|
3501
|
-
<
|
3502
|
-
<field name='
|
3503
|
-
<field name='LastFragment' required='N' />
|
3504
|
-
<component name='QuotEntryAckGrp' required='N' />
|
3167
|
+
<component name='ContAmtGrp'>
|
3168
|
+
<group name='NoContAmts' required='N'>
|
3169
|
+
<field name='ContAmtType' required='N' />
|
3170
|
+
<field name='ContAmtValue' required='N' />
|
3171
|
+
<field name='ContAmtCurr' required='N' />
|
3505
3172
|
</group>
|
3506
3173
|
</component>
|
3507
|
-
<component name='
|
3508
|
-
<group name='
|
3509
|
-
<
|
3510
|
-
<
|
3511
|
-
<
|
3512
|
-
<field name='
|
3513
|
-
<field name='
|
3514
|
-
<field name='QuoteType' required='N' />
|
3515
|
-
<field name='TradingSessionID' required='N' />
|
3516
|
-
<field name='TradingSessionSubID' required='N' />
|
3174
|
+
<component name='ContraGrp'>
|
3175
|
+
<group name='NoContraBrokers' required='N'>
|
3176
|
+
<field name='ContraBroker' required='N' />
|
3177
|
+
<field name='ContraTrader' required='N' />
|
3178
|
+
<field name='ContraTradeQty' required='N' />
|
3179
|
+
<field name='ContraTradeTime' required='N' />
|
3180
|
+
<field name='ContraLegRefID' required='N' />
|
3517
3181
|
</group>
|
3518
3182
|
</component>
|
3519
3183
|
<component name='CpctyConfGrp'>
|
@@ -3523,51 +3187,96 @@
|
|
3523
3187
|
<field name='OrderCapacityQty' required='Y' />
|
3524
3188
|
</group>
|
3525
3189
|
</component>
|
3526
|
-
<component name='
|
3527
|
-
<group name='
|
3528
|
-
<
|
3190
|
+
<component name='ExecAllocGrp'>
|
3191
|
+
<group name='NoExecs' required='N'>
|
3192
|
+
<field name='LastQty' required='N' />
|
3193
|
+
<field name='ExecID' required='N' />
|
3194
|
+
<field name='SecondaryExecID' required='N' />
|
3195
|
+
<field name='LastPx' required='N' />
|
3196
|
+
<field name='LastParPx' required='N' />
|
3197
|
+
<field name='LastCapacity' required='N' />
|
3198
|
+
<field name='TradeID' required='N' />
|
3199
|
+
<field name='FirmTradeID' required='N' />
|
3529
3200
|
</group>
|
3530
3201
|
</component>
|
3531
|
-
<component name='
|
3532
|
-
<group name='
|
3533
|
-
<field name='
|
3534
|
-
<field name='PartyIDSource' required='N' />
|
3535
|
-
<field name='PartyRole' required='N' />
|
3536
|
-
<component name='PtysSubGrp' required='N' />
|
3202
|
+
<component name='ExecCollGrp'>
|
3203
|
+
<group name='NoExecs' required='N'>
|
3204
|
+
<field name='ExecID' required='N' />
|
3537
3205
|
</group>
|
3538
3206
|
</component>
|
3539
|
-
<component name='
|
3540
|
-
<group name='
|
3541
|
-
<field name='
|
3542
|
-
<field name='UndlyInstrumentPartySubIDType' required='N' />
|
3207
|
+
<component name='ExecsGrp'>
|
3208
|
+
<group name='NoExecs' required='N'>
|
3209
|
+
<field name='ExecID' required='N' />
|
3543
3210
|
</group>
|
3544
3211
|
</component>
|
3545
|
-
<component name='
|
3546
|
-
<group name='
|
3547
|
-
<
|
3548
|
-
<field name='NestedPartyIDSource' required='N' />
|
3549
|
-
<field name='NestedPartyRole' required='N' />
|
3550
|
-
<component name='NstdPtysSubGrp' required='N' />
|
3212
|
+
<component name='InstrmtGrp'>
|
3213
|
+
<group name='NoRelatedSym' required='N'>
|
3214
|
+
<component name='Instrument' required='N' />
|
3551
3215
|
</group>
|
3552
3216
|
</component>
|
3553
|
-
<component name='
|
3554
|
-
<group name='
|
3555
|
-
<
|
3556
|
-
<field name='
|
3217
|
+
<component name='InstrmtLegExecGrp'>
|
3218
|
+
<group name='NoLegs' required='N'>
|
3219
|
+
<component name='InstrumentLeg' required='N' />
|
3220
|
+
<field name='LegQty' required='N' />
|
3221
|
+
<field name='LegOrderQty' required='N' />
|
3222
|
+
<field name='LegSwapType' required='N' />
|
3223
|
+
<component name='LegStipulations' required='N' />
|
3224
|
+
<field name='LegPositionEffect' required='N' />
|
3225
|
+
<field name='LegCoveredOrUncovered' required='N' />
|
3226
|
+
<component name='NestedParties' required='N' />
|
3227
|
+
<field name='LegRefID' required='N' />
|
3228
|
+
<field name='LegPrice' required='N' />
|
3229
|
+
<field name='LegSettlType' required='N' />
|
3230
|
+
<field name='LegSettlDate' required='N' />
|
3231
|
+
<field name='LegLastPx' required='N' />
|
3232
|
+
<field name='LegSettlCurrency' required='N' />
|
3233
|
+
<field name='LegLastForwardPoints' required='N' />
|
3234
|
+
<field name='LegCalculatedCcyLastQty' required='N' />
|
3235
|
+
<field name='LegGrossTradeAmt' required='N' />
|
3557
3236
|
</group>
|
3558
3237
|
</component>
|
3559
|
-
<component name='
|
3560
|
-
<group name='
|
3561
|
-
<
|
3562
|
-
<field name='AffectedOrderID' required='N' />
|
3563
|
-
<field name='AffectedSecondaryOrderID' required='N' />
|
3238
|
+
<component name='InstrmtLegGrp'>
|
3239
|
+
<group name='NoLegs' required='N'>
|
3240
|
+
<component name='InstrumentLeg' required='N' />
|
3564
3241
|
</group>
|
3565
3242
|
</component>
|
3566
|
-
<component name='
|
3567
|
-
<
|
3568
|
-
|
3569
|
-
|
3570
|
-
|
3243
|
+
<component name='InstrmtLegIOIGrp'>
|
3244
|
+
<group name='NoLegs' required='N'>
|
3245
|
+
<component name='InstrumentLeg' required='N' />
|
3246
|
+
<field name='LegIOIQty' required='N' />
|
3247
|
+
<component name='LegStipulations' required='N' />
|
3248
|
+
</group>
|
3249
|
+
</component>
|
3250
|
+
<component name='InstrmtLegSecListGrp'>
|
3251
|
+
<group name='NoLegs' required='N'>
|
3252
|
+
<component name='InstrumentLeg' required='N' />
|
3253
|
+
<field name='LegSwapType' required='N' />
|
3254
|
+
<field name='LegSettlType' required='N' />
|
3255
|
+
<component name='LegStipulations' required='N' />
|
3256
|
+
<component name='LegBenchmarkCurveData' required='N' />
|
3257
|
+
</group>
|
3258
|
+
</component>
|
3259
|
+
<component name='InstrmtMDReqGrp'>
|
3260
|
+
<group name='NoRelatedSym' required='Y'>
|
3261
|
+
<component name='Instrument' required='Y' />
|
3262
|
+
<component name='UndInstrmtGrp' required='N' />
|
3263
|
+
<component name='InstrmtLegGrp' required='N' />
|
3264
|
+
<field name='Currency' required='N' />
|
3265
|
+
<field name='QuoteType' required='N' />
|
3266
|
+
<field name='SettlType' required='N' />
|
3267
|
+
<field name='SettlDate' required='N' />
|
3268
|
+
<field name='MDEntrySize' required='N' />
|
3269
|
+
</group>
|
3270
|
+
</component>
|
3271
|
+
<component name='InstrmtStrkPxGrp'>
|
3272
|
+
<group name='NoStrikes' required='Y'>
|
3273
|
+
<component name='Instrument' required='Y' />
|
3274
|
+
</group>
|
3275
|
+
</component>
|
3276
|
+
<component name='IOIQualGrp'>
|
3277
|
+
<group name='NoIOIQualifiers' required='N'>
|
3278
|
+
<field name='IOIQualifier' required='N' />
|
3279
|
+
</group>
|
3571
3280
|
</component>
|
3572
3281
|
<component name='LegOrdGrp'>
|
3573
3282
|
<group name='NoLegs' required='Y'>
|
@@ -3586,117 +3295,141 @@
|
|
3586
3295
|
<field name='LegOrderQty' required='N' />
|
3587
3296
|
</group>
|
3588
3297
|
</component>
|
3589
|
-
<component name='
|
3590
|
-
<group name='
|
3591
|
-
<
|
3592
|
-
<field name='
|
3593
|
-
<
|
3594
|
-
<
|
3595
|
-
<
|
3596
|
-
<field name='
|
3597
|
-
<field name='TradingSessionSubID' required='N' />
|
3598
|
-
<field name='Text' required='N' />
|
3599
|
-
<field name='EncodedTextLen' required='N' />
|
3600
|
-
<field name='EncodedText' required='N' />
|
3601
|
-
</group>
|
3602
|
-
</component>
|
3603
|
-
<component name='DlvyInstGrp'>
|
3604
|
-
<group name='NoDlvyInst' required='N'>
|
3605
|
-
<field name='SettlInstSource' required='N' />
|
3606
|
-
<field name='DlvyInstType' required='N' />
|
3607
|
-
<component name='SettlParties' required='N' />
|
3298
|
+
<component name='LegPreAllocGrp'>
|
3299
|
+
<group name='NoLegAllocs' required='N'>
|
3300
|
+
<field name='LegAllocAccount' required='N' />
|
3301
|
+
<field name='LegIndividualAllocID' required='N' />
|
3302
|
+
<component name='NestedParties2' required='N' />
|
3303
|
+
<field name='LegAllocQty' required='N' />
|
3304
|
+
<field name='LegAllocAcctIDSource' required='N' />
|
3305
|
+
<field name='LegSettlCurrency' required='N' />
|
3608
3306
|
</group>
|
3609
3307
|
</component>
|
3610
|
-
<component name='
|
3611
|
-
<group name='
|
3612
|
-
<component name='
|
3308
|
+
<component name='LegQuotGrp'>
|
3309
|
+
<group name='NoLegs' required='N'>
|
3310
|
+
<component name='InstrumentLeg' required='N' />
|
3311
|
+
<field name='LegQty' required='N' />
|
3312
|
+
<field name='LegOrderQty' required='N' />
|
3313
|
+
<field name='LegSwapType' required='N' />
|
3314
|
+
<field name='LegSettlType' required='N' />
|
3315
|
+
<field name='LegSettlDate' required='N' />
|
3316
|
+
<component name='LegStipulations' required='N' />
|
3317
|
+
<component name='NestedParties' required='N' />
|
3318
|
+
<field name='LegPriceType' required='N' />
|
3319
|
+
<field name='LegBidPx' required='N' />
|
3320
|
+
<field name='LegOfferPx' required='N' />
|
3321
|
+
<component name='LegBenchmarkCurveData' required='N' />
|
3322
|
+
<field name='LegRefID' required='N' />
|
3323
|
+
<field name='LegBidForwardPoints' required='N' />
|
3324
|
+
<field name='LegOfferForwardPoints' required='N' />
|
3613
3325
|
</group>
|
3614
3326
|
</component>
|
3615
|
-
<component name='
|
3616
|
-
<group name='
|
3617
|
-
<
|
3618
|
-
<field name='
|
3619
|
-
<field name='
|
3620
|
-
<field name='
|
3621
|
-
<field name='
|
3327
|
+
<component name='LegQuotStatGrp'>
|
3328
|
+
<group name='NoLegs' required='N'>
|
3329
|
+
<component name='InstrumentLeg' required='N' />
|
3330
|
+
<field name='LegQty' required='N' />
|
3331
|
+
<field name='LegOrderQty' required='N' />
|
3332
|
+
<field name='LegSwapType' required='N' />
|
3333
|
+
<field name='LegSettlType' required='N' />
|
3334
|
+
<field name='LegSettlDate' required='N' />
|
3335
|
+
<component name='LegStipulations' required='N' />
|
3336
|
+
<component name='NestedParties' required='N' />
|
3622
3337
|
</group>
|
3623
3338
|
</component>
|
3624
|
-
<component name='
|
3625
|
-
<group name='
|
3626
|
-
<
|
3339
|
+
<component name='LinesOfTextGrp'>
|
3340
|
+
<group name='NoLinesOfText' required='Y'>
|
3341
|
+
<field name='Text' required='Y' />
|
3342
|
+
<field name='EncodedTextLen' required='N' />
|
3343
|
+
<field name='EncodedText' required='N' />
|
3627
3344
|
</group>
|
3628
3345
|
</component>
|
3629
|
-
<component name='
|
3630
|
-
<group name='
|
3631
|
-
<
|
3632
|
-
<
|
3633
|
-
<
|
3346
|
+
<component name='ListOrdGrp'>
|
3347
|
+
<group name='NoOrders' required='Y'>
|
3348
|
+
<field name='ClOrdID' required='Y' />
|
3349
|
+
<field name='SecondaryClOrdID' required='N' />
|
3350
|
+
<field name='ListSeqNo' required='Y' />
|
3351
|
+
<field name='ClOrdLinkID' required='N' />
|
3352
|
+
<field name='SettlInstMode' required='N' />
|
3353
|
+
<component name='Parties' required='N' />
|
3354
|
+
<field name='TradeOriginationDate' required='N' />
|
3355
|
+
<field name='TradeDate' required='N' />
|
3356
|
+
<field name='Account' required='N' />
|
3357
|
+
<field name='AcctIDSource' required='N' />
|
3358
|
+
<field name='AccountType' required='N' />
|
3359
|
+
<field name='DayBookingInst' required='N' />
|
3360
|
+
<field name='BookingUnit' required='N' />
|
3361
|
+
<field name='AllocID' required='N' />
|
3362
|
+
<field name='PreallocMethod' required='N' />
|
3363
|
+
<component name='PreAllocGrp' required='N' />
|
3364
|
+
<field name='SettlType' required='N' />
|
3365
|
+
<field name='SettlDate' required='N' />
|
3366
|
+
<field name='CashMargin' required='N' />
|
3367
|
+
<field name='ClearingFeeIndicator' required='N' />
|
3368
|
+
<field name='HandlInst' required='N' />
|
3369
|
+
<field name='ExecInst' required='N' />
|
3370
|
+
<field name='MinQty' required='N' />
|
3371
|
+
<field name='MatchIncrement' required='N' />
|
3372
|
+
<field name='MaxPriceLevels' required='N' />
|
3373
|
+
<component name='DisplayInstruction' required='N' />
|
3374
|
+
<field name='MaxFloor' required='N' />
|
3375
|
+
<field name='ExDestination' required='N' />
|
3376
|
+
<field name='ExDestinationIDSource' required='N' />
|
3377
|
+
<component name='TrdgSesGrp' required='N' />
|
3378
|
+
<field name='ProcessCode' required='N' />
|
3379
|
+
<component name='Instrument' required='Y' />
|
3634
3380
|
<component name='UndInstrmtGrp' required='N' />
|
3635
|
-
<field name='
|
3381
|
+
<field name='PrevClosePx' required='N' />
|
3382
|
+
<field name='Side' required='Y' />
|
3383
|
+
<field name='SideValueInd' required='N' />
|
3384
|
+
<field name='LocateReqd' required='N' />
|
3385
|
+
<field name='TransactTime' required='N' />
|
3636
3386
|
<component name='Stipulations' required='N' />
|
3637
|
-
<
|
3387
|
+
<field name='QtyType' required='N' />
|
3388
|
+
<component name='OrderQtyData' required='Y' />
|
3389
|
+
<field name='OrdType' required='N' />
|
3390
|
+
<field name='PriceType' required='N' />
|
3391
|
+
<field name='Price' required='N' />
|
3392
|
+
<field name='PriceProtectionScope' required='N' />
|
3393
|
+
<field name='StopPx' required='N' />
|
3394
|
+
<component name='TriggeringInstruction' required='N' />
|
3638
3395
|
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
3639
3396
|
<component name='YieldData' required='N' />
|
3640
|
-
<field name='
|
3641
|
-
<field name='
|
3642
|
-
<field name='
|
3643
|
-
<field name='
|
3644
|
-
<field name='
|
3397
|
+
<field name='Currency' required='N' />
|
3398
|
+
<field name='ComplianceID' required='N' />
|
3399
|
+
<field name='SolicitedFlag' required='N' />
|
3400
|
+
<field name='IOIID' required='N' />
|
3401
|
+
<field name='QuoteID' required='N' />
|
3402
|
+
<field name='RefOrderID' required='N' />
|
3403
|
+
<field name='RefOrderIDSource' required='N' />
|
3404
|
+
<field name='TimeInForce' required='N' />
|
3405
|
+
<field name='EffectiveTime' required='N' />
|
3406
|
+
<field name='ExpireDate' required='N' />
|
3407
|
+
<field name='ExpireTime' required='N' />
|
3408
|
+
<field name='GTBookingInst' required='N' />
|
3409
|
+
<component name='CommissionData' required='N' />
|
3410
|
+
<field name='OrderCapacity' required='N' />
|
3411
|
+
<field name='OrderRestrictions' required='N' />
|
3412
|
+
<field name='PreTradeAnonymity' required='N' />
|
3413
|
+
<field name='CustOrderCapacity' required='N' />
|
3414
|
+
<field name='ForexReq' required='N' />
|
3415
|
+
<field name='SettlCurrency' required='N' />
|
3416
|
+
<field name='BookingType' required='N' />
|
3645
3417
|
<field name='Text' required='N' />
|
3646
3418
|
<field name='EncodedTextLen' required='N' />
|
3647
3419
|
<field name='EncodedText' required='N' />
|
3648
|
-
|
3649
|
-
|
3650
|
-
|
3651
|
-
|
3652
|
-
<
|
3653
|
-
<field name='
|
3654
|
-
|
3655
|
-
|
3656
|
-
|
3657
|
-
|
3658
|
-
<field name='
|
3659
|
-
|
3660
|
-
|
3661
|
-
<component name='CompIDStatGrp'>
|
3662
|
-
<group name='NoCompIDs' required='Y'>
|
3663
|
-
<field name='RefCompID' required='Y' />
|
3664
|
-
<field name='RefSubID' required='N' />
|
3665
|
-
<field name='LocationID' required='N' />
|
3666
|
-
<field name='DeskID' required='N' />
|
3667
|
-
<field name='StatusValue' required='Y' />
|
3668
|
-
<field name='StatusText' required='N' />
|
3669
|
-
</group>
|
3670
|
-
</component>
|
3671
|
-
<component name='LegStipulations'>
|
3672
|
-
<group name='NoLegStipulations' required='N'>
|
3673
|
-
<field name='LegStipulationType' required='N' />
|
3674
|
-
<field name='LegStipulationValue' required='N' />
|
3675
|
-
</group>
|
3676
|
-
</component>
|
3677
|
-
<component name='SpreadOrBenchmarkCurveData'>
|
3678
|
-
<field name='Spread' required='N' />
|
3679
|
-
<field name='BenchmarkCurveCurrency' required='N' />
|
3680
|
-
<field name='BenchmarkCurveName' required='N' />
|
3681
|
-
<field name='BenchmarkCurvePoint' required='N' />
|
3682
|
-
<field name='BenchmarkPrice' required='N' />
|
3683
|
-
<field name='BenchmarkPriceType' required='N' />
|
3684
|
-
<field name='BenchmarkSecurityID' required='N' />
|
3685
|
-
<field name='BenchmarkSecurityIDSource' required='N' />
|
3686
|
-
</component>
|
3687
|
-
<component name='QuotCxlEntriesGrp'>
|
3688
|
-
<group name='NoQuoteEntries' required='N'>
|
3689
|
-
<component name='Instrument' required='N' />
|
3690
|
-
<component name='FinancingDetails' required='N' />
|
3691
|
-
<component name='UndInstrmtGrp' required='N' />
|
3692
|
-
<component name='InstrmtLegGrp' required='N' />
|
3693
|
-
</group>
|
3694
|
-
</component>
|
3695
|
-
<component name='ContAmtGrp'>
|
3696
|
-
<group name='NoContAmts' required='N'>
|
3697
|
-
<field name='ContAmtType' required='N' />
|
3698
|
-
<field name='ContAmtValue' required='N' />
|
3699
|
-
<field name='ContAmtCurr' required='N' />
|
3420
|
+
<field name='SettlDate2' required='N' />
|
3421
|
+
<field name='OrderQty2' required='N' />
|
3422
|
+
<field name='Price2' required='N' />
|
3423
|
+
<field name='PositionEffect' required='N' />
|
3424
|
+
<field name='CoveredOrUncovered' required='N' />
|
3425
|
+
<field name='MaxShow' required='N' />
|
3426
|
+
<component name='PegInstructions' required='N' />
|
3427
|
+
<component name='DiscretionInstructions' required='N' />
|
3428
|
+
<field name='TargetStrategy' required='N' />
|
3429
|
+
<component name='StrategyParametersGrp' required='N' />
|
3430
|
+
<field name='TargetStrategyParameters' required='N' />
|
3431
|
+
<field name='ParticipationRate' required='N' />
|
3432
|
+
<field name='Designation' required='N' />
|
3700
3433
|
</group>
|
3701
3434
|
</component>
|
3702
3435
|
<component name='MDFullGrp'>
|
@@ -3816,42 +3549,157 @@
|
|
3816
3549
|
<component name='Parties' required='N' />
|
3817
3550
|
</group>
|
3818
3551
|
</component>
|
3819
|
-
<component name='
|
3820
|
-
<group name='
|
3821
|
-
<field name='
|
3822
|
-
|
3823
|
-
|
3824
|
-
|
3552
|
+
<component name='MDReqGrp'>
|
3553
|
+
<group name='NoMDEntryTypes' required='Y'>
|
3554
|
+
<field name='MDEntryType' required='Y' />
|
3555
|
+
</group>
|
3556
|
+
</component>
|
3557
|
+
<component name='MDRjctGrp'>
|
3558
|
+
<group name='NoAltMDSource' required='N'>
|
3559
|
+
<field name='AltMDSourceID' required='N' />
|
3560
|
+
</group>
|
3561
|
+
</component>
|
3562
|
+
<component name='MiscFeesGrp'>
|
3563
|
+
<group name='NoMiscFees' required='N'>
|
3564
|
+
<field name='MiscFeeAmt' required='N' />
|
3565
|
+
<field name='MiscFeeCurr' required='N' />
|
3566
|
+
<field name='MiscFeeType' required='N' />
|
3567
|
+
<field name='MiscFeeBasis' required='N' />
|
3568
|
+
</group>
|
3569
|
+
</component>
|
3570
|
+
<component name='OrdAllocGrp'>
|
3571
|
+
<group name='NoOrders' required='N'>
|
3572
|
+
<field name='ClOrdID' required='N' />
|
3573
|
+
<field name='OrderID' required='N' />
|
3574
|
+
<field name='SecondaryOrderID' required='N' />
|
3575
|
+
<field name='SecondaryClOrdID' required='N' />
|
3576
|
+
<field name='ListID' required='N' />
|
3577
|
+
<component name='NestedParties2' required='N' />
|
3578
|
+
<field name='OrderQty' required='N' />
|
3579
|
+
<field name='OrderAvgPx' required='N' />
|
3580
|
+
<field name='OrderBookingQty' required='N' />
|
3581
|
+
</group>
|
3582
|
+
</component>
|
3583
|
+
<component name='OrdListStatGrp'>
|
3584
|
+
<group name='NoOrders' required='Y'>
|
3585
|
+
<field name='ClOrdID' required='Y' />
|
3586
|
+
<field name='SecondaryClOrdID' required='N' />
|
3587
|
+
<field name='CumQty' required='Y' />
|
3588
|
+
<field name='OrdStatus' required='Y' />
|
3589
|
+
<field name='WorkingIndicator' required='N' />
|
3590
|
+
<field name='LeavesQty' required='Y' />
|
3591
|
+
<field name='CxlQty' required='Y' />
|
3592
|
+
<field name='AvgPx' required='Y' />
|
3593
|
+
<field name='OrdRejReason' required='N' />
|
3594
|
+
<field name='Text' required='N' />
|
3595
|
+
<field name='EncodedTextLen' required='N' />
|
3596
|
+
<field name='EncodedText' required='N' />
|
3597
|
+
</group>
|
3598
|
+
</component>
|
3599
|
+
<component name='PosUndInstrmtGrp'>
|
3600
|
+
<group name='NoUnderlyings' required='N'>
|
3601
|
+
<component name='UnderlyingInstrument' required='N' />
|
3602
|
+
<field name='UnderlyingSettlPrice' required='N' />
|
3603
|
+
<field name='UnderlyingSettlPriceType' required='N' />
|
3604
|
+
<field name='UnderlyingDeliveryAmount' required='N' />
|
3605
|
+
<component name='UnderlyingAmount' required='N' />
|
3606
|
+
</group>
|
3607
|
+
</component>
|
3608
|
+
<component name='PreAllocGrp'>
|
3609
|
+
<group name='NoAllocs' required='N'>
|
3610
|
+
<field name='AllocAccount' required='N' />
|
3611
|
+
<field name='AllocAcctIDSource' required='N' />
|
3612
|
+
<field name='AllocSettlCurrency' required='N' />
|
3613
|
+
<field name='IndividualAllocID' required='N' />
|
3614
|
+
<component name='NestedParties' required='N' />
|
3615
|
+
<field name='AllocQty' required='N' />
|
3616
|
+
</group>
|
3617
|
+
</component>
|
3618
|
+
<component name='PreAllocMlegGrp'>
|
3619
|
+
<group name='NoAllocs' required='N'>
|
3620
|
+
<field name='AllocAccount' required='N' />
|
3621
|
+
<field name='AllocAcctIDSource' required='N' />
|
3622
|
+
<field name='AllocSettlCurrency' required='N' />
|
3623
|
+
<field name='IndividualAllocID' required='N' />
|
3624
|
+
<component name='NestedParties3' required='N' />
|
3625
|
+
<field name='AllocQty' required='N' />
|
3626
|
+
</group>
|
3627
|
+
</component>
|
3628
|
+
<component name='QuotCxlEntriesGrp'>
|
3629
|
+
<group name='NoQuoteEntries' required='N'>
|
3630
|
+
<component name='Instrument' required='N' />
|
3631
|
+
<component name='FinancingDetails' required='N' />
|
3632
|
+
<component name='UndInstrmtGrp' required='N' />
|
3633
|
+
<component name='InstrmtLegGrp' required='N' />
|
3825
3634
|
</group>
|
3826
3635
|
</component>
|
3827
|
-
<component name='
|
3828
|
-
<group name='
|
3829
|
-
<field name='
|
3830
|
-
<
|
3831
|
-
<
|
3832
|
-
<field name='
|
3833
|
-
<field name='
|
3834
|
-
<field name='
|
3636
|
+
<component name='QuotEntryAckGrp'>
|
3637
|
+
<group name='NoQuoteEntries' required='N'>
|
3638
|
+
<field name='QuoteEntryID' required='N' />
|
3639
|
+
<component name='Instrument' required='N' />
|
3640
|
+
<component name='InstrmtLegGrp' required='N' />
|
3641
|
+
<field name='BidPx' required='N' />
|
3642
|
+
<field name='OfferPx' required='N' />
|
3643
|
+
<field name='BidSize' required='N' />
|
3644
|
+
<field name='OfferSize' required='N' />
|
3645
|
+
<field name='ValidUntilTime' required='N' />
|
3646
|
+
<field name='BidSpotRate' required='N' />
|
3647
|
+
<field name='OfferSpotRate' required='N' />
|
3648
|
+
<field name='BidForwardPoints' required='N' />
|
3649
|
+
<field name='OfferForwardPoints' required='N' />
|
3650
|
+
<field name='MidPx' required='N' />
|
3651
|
+
<field name='BidYield' required='N' />
|
3652
|
+
<field name='MidYield' required='N' />
|
3653
|
+
<field name='OfferYield' required='N' />
|
3654
|
+
<field name='TransactTime' required='N' />
|
3655
|
+
<field name='TradingSessionID' required='N' />
|
3656
|
+
<field name='TradingSessionSubID' required='N' />
|
3657
|
+
<field name='SettlDate' required='N' />
|
3658
|
+
<field name='OrdType' required='N' />
|
3659
|
+
<field name='SettlDate2' required='N' />
|
3660
|
+
<field name='OrderQty2' required='N' />
|
3661
|
+
<field name='BidForwardPoints2' required='N' />
|
3662
|
+
<field name='OfferForwardPoints2' required='N' />
|
3663
|
+
<field name='Currency' required='N' />
|
3664
|
+
<field name='QuoteEntryRejectReason' required='N' />
|
3835
3665
|
</group>
|
3836
3666
|
</component>
|
3837
|
-
<component name='
|
3838
|
-
<group name='
|
3839
|
-
<
|
3840
|
-
<
|
3841
|
-
<
|
3842
|
-
<field name='
|
3843
|
-
<field name='
|
3844
|
-
<field name='
|
3845
|
-
<
|
3846
|
-
<
|
3667
|
+
<component name='QuotEntryGrp'>
|
3668
|
+
<group name='NoQuoteEntries' required='Y'>
|
3669
|
+
<field name='QuoteEntryID' required='Y' />
|
3670
|
+
<component name='Instrument' required='N' />
|
3671
|
+
<component name='InstrmtLegGrp' required='N' />
|
3672
|
+
<field name='BidPx' required='N' />
|
3673
|
+
<field name='OfferPx' required='N' />
|
3674
|
+
<field name='BidSize' required='N' />
|
3675
|
+
<field name='OfferSize' required='N' />
|
3676
|
+
<field name='ValidUntilTime' required='N' />
|
3677
|
+
<field name='BidSpotRate' required='N' />
|
3678
|
+
<field name='OfferSpotRate' required='N' />
|
3679
|
+
<field name='BidForwardPoints' required='N' />
|
3680
|
+
<field name='OfferForwardPoints' required='N' />
|
3681
|
+
<field name='MidPx' required='N' />
|
3682
|
+
<field name='BidYield' required='N' />
|
3683
|
+
<field name='MidYield' required='N' />
|
3684
|
+
<field name='OfferYield' required='N' />
|
3685
|
+
<field name='TransactTime' required='N' />
|
3686
|
+
<field name='TradingSessionID' required='N' />
|
3687
|
+
<field name='TradingSessionSubID' required='N' />
|
3688
|
+
<field name='SettlDate' required='N' />
|
3689
|
+
<field name='OrdType' required='N' />
|
3690
|
+
<field name='SettlDate2' required='N' />
|
3691
|
+
<field name='OrderQty2' required='N' />
|
3692
|
+
<field name='BidForwardPoints2' required='N' />
|
3693
|
+
<field name='OfferForwardPoints2' required='N' />
|
3694
|
+
<field name='Currency' required='N' />
|
3847
3695
|
</group>
|
3848
3696
|
</component>
|
3849
|
-
<component name='
|
3850
|
-
<group name='
|
3851
|
-
<
|
3697
|
+
<component name='QuotQualGrp'>
|
3698
|
+
<group name='NoQuoteQualifiers' required='N'>
|
3699
|
+
<field name='QuoteQualifier' required='N' />
|
3852
3700
|
</group>
|
3853
3701
|
</component>
|
3854
|
-
<component name='
|
3702
|
+
<component name='QuotReqGrp'>
|
3855
3703
|
<group name='NoRelatedSym' required='Y'>
|
3856
3704
|
<component name='Instrument' required='Y' />
|
3857
3705
|
<component name='FinancingDetails' required='N' />
|
@@ -3878,6 +3726,7 @@
|
|
3878
3726
|
<component name='QuotQualGrp' required='N' />
|
3879
3727
|
<field name='QuotePriceType' required='N' />
|
3880
3728
|
<field name='OrdType' required='N' />
|
3729
|
+
<field name='ValidUntilTime' required='N' />
|
3881
3730
|
<field name='ExpireTime' required='N' />
|
3882
3731
|
<field name='TransactTime' required='N' />
|
3883
3732
|
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
@@ -3888,30 +3737,10 @@
|
|
3888
3737
|
<component name='Parties' required='N' />
|
3889
3738
|
</group>
|
3890
3739
|
</component>
|
3891
|
-
<component name='
|
3892
|
-
<field name='PegOffsetValue' required='N' />
|
3893
|
-
<field name='PegPriceType' required='N' />
|
3894
|
-
<field name='PegMoveType' required='N' />
|
3895
|
-
<field name='PegOffsetType' required='N' />
|
3896
|
-
<field name='PegLimitType' required='N' />
|
3897
|
-
<field name='PegRoundDirection' required='N' />
|
3898
|
-
<field name='PegScope' required='N' />
|
3899
|
-
<field name='PegSecurityIDSource' required='N' />
|
3900
|
-
<field name='PegSecurityID' required='N' />
|
3901
|
-
<field name='PegSymbol' required='N' />
|
3902
|
-
<field name='PegSecurityDesc' required='N' />
|
3903
|
-
</component>
|
3904
|
-
<component name='InstrumentParties'>
|
3905
|
-
<group name='NoInstrumentParties' required='N'>
|
3906
|
-
<field name='InstrumentPartyID' required='N' />
|
3907
|
-
<field name='InstrumentPartyIDSource' required='N' />
|
3908
|
-
<field name='InstrumentPartyRole' required='N' />
|
3909
|
-
<component name='InstrumentPtysSubGrp' required='N' />
|
3910
|
-
</group>
|
3911
|
-
</component>
|
3912
|
-
<component name='LegQuotGrp'>
|
3740
|
+
<component name='QuotReqLegsGrp'>
|
3913
3741
|
<group name='NoLegs' required='N'>
|
3914
3742
|
<component name='InstrumentLeg' required='N' />
|
3743
|
+
<field name='LegPrice' required='N' />
|
3915
3744
|
<field name='LegQty' required='N' />
|
3916
3745
|
<field name='LegOrderQty' required='N' />
|
3917
3746
|
<field name='LegSwapType' required='N' />
|
@@ -3919,158 +3748,102 @@
|
|
3919
3748
|
<field name='LegSettlDate' required='N' />
|
3920
3749
|
<component name='LegStipulations' required='N' />
|
3921
3750
|
<component name='NestedParties' required='N' />
|
3922
|
-
<field name='LegPriceType' required='N' />
|
3923
|
-
<field name='LegBidPx' required='N' />
|
3924
|
-
<field name='LegOfferPx' required='N' />
|
3925
3751
|
<component name='LegBenchmarkCurveData' required='N' />
|
3926
3752
|
<field name='LegRefID' required='N' />
|
3927
|
-
<field name='LegBidForwardPoints' required='N' />
|
3928
|
-
<field name='LegOfferForwardPoints' required='N' />
|
3929
|
-
</group>
|
3930
|
-
</component>
|
3931
|
-
<component name='ExecAllocGrp'>
|
3932
|
-
<group name='NoExecs' required='N'>
|
3933
|
-
<field name='LastQty' required='N' />
|
3934
|
-
<field name='ExecID' required='N' />
|
3935
|
-
<field name='SecondaryExecID' required='N' />
|
3936
|
-
<field name='LastPx' required='N' />
|
3937
|
-
<field name='LastParPx' required='N' />
|
3938
|
-
<field name='LastCapacity' required='N' />
|
3939
|
-
<field name='TradeID' required='N' />
|
3940
|
-
<field name='FirmTradeID' required='N' />
|
3941
3753
|
</group>
|
3942
3754
|
</component>
|
3943
|
-
<component name='
|
3944
|
-
<group name='
|
3945
|
-
<
|
3946
|
-
<
|
3755
|
+
<component name='QuotReqRjctGrp'>
|
3756
|
+
<group name='NoRelatedSym' required='Y'>
|
3757
|
+
<component name='Instrument' required='Y' />
|
3758
|
+
<component name='FinancingDetails' required='N' />
|
3759
|
+
<component name='UndInstrmtGrp' required='N' />
|
3760
|
+
<field name='PrevClosePx' required='N' />
|
3761
|
+
<field name='QuoteRequestType' required='N' />
|
3762
|
+
<field name='QuoteType' required='N' />
|
3763
|
+
<field name='TradingSessionID' required='N' />
|
3764
|
+
<field name='TradingSessionSubID' required='N' />
|
3765
|
+
<field name='TradeOriginationDate' required='N' />
|
3766
|
+
<field name='Side' required='N' />
|
3767
|
+
<field name='QtyType' required='N' />
|
3768
|
+
<component name='OrderQtyData' required='N' />
|
3769
|
+
<field name='SettlType' required='N' />
|
3770
|
+
<field name='SettlDate' required='N' />
|
3771
|
+
<field name='SettlDate2' required='N' />
|
3772
|
+
<field name='OrderQty2' required='N' />
|
3773
|
+
<field name='Currency' required='N' />
|
3774
|
+
<component name='Stipulations' required='N' />
|
3775
|
+
<field name='Account' required='N' />
|
3776
|
+
<field name='AcctIDSource' required='N' />
|
3777
|
+
<field name='AccountType' required='N' />
|
3778
|
+
<component name='QuotReqLegsGrp' required='N' />
|
3779
|
+
<component name='QuotQualGrp' required='N' />
|
3780
|
+
<field name='QuotePriceType' required='N' />
|
3781
|
+
<field name='OrdType' required='N' />
|
3782
|
+
<field name='ExpireTime' required='N' />
|
3947
3783
|
<field name='TransactTime' required='N' />
|
3784
|
+
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
3785
|
+
<field name='PriceType' required='N' />
|
3786
|
+
<field name='Price' required='N' />
|
3787
|
+
<field name='Price2' required='N' />
|
3788
|
+
<component name='YieldData' required='N' />
|
3789
|
+
<component name='Parties' required='N' />
|
3948
3790
|
</group>
|
3949
3791
|
</component>
|
3950
|
-
<component name='
|
3951
|
-
<
|
3952
|
-
|
3953
|
-
<field name='TriggerPrice' required='N' />
|
3954
|
-
<field name='TriggerSymbol' required='N' />
|
3955
|
-
<field name='TriggerSecurityID' required='N' />
|
3956
|
-
<field name='TriggerSecurityIDSource' required='N' />
|
3957
|
-
<field name='TriggerSecurityDesc' required='N' />
|
3958
|
-
<field name='TriggerPriceType' required='N' />
|
3959
|
-
<field name='TriggerPriceTypeScope' required='N' />
|
3960
|
-
<field name='TriggerPriceDirection' required='N' />
|
3961
|
-
<field name='TriggerNewPrice' required='N' />
|
3962
|
-
<field name='TriggerOrderType' required='N' />
|
3963
|
-
<field name='TriggerNewQty' required='N' />
|
3964
|
-
<field name='TriggerTradingSessionID' required='N' />
|
3965
|
-
<field name='TriggerTradingSessionSubID' required='N' />
|
3966
|
-
</component>
|
3967
|
-
<component name='IOIQualGrp'>
|
3968
|
-
<group name='NoIOIQualifiers' required='N'>
|
3969
|
-
<field name='IOIQualifier' required='N' />
|
3970
|
-
</group>
|
3971
|
-
</component>
|
3972
|
-
<component name='NstdPtysSubGrp'>
|
3973
|
-
<group name='NoNestedPartySubIDs' required='N'>
|
3974
|
-
<field name='NestedPartySubID' required='N' />
|
3975
|
-
<field name='NestedPartySubIDType' required='N' />
|
3976
|
-
</group>
|
3977
|
-
</component>
|
3978
|
-
<component name='PositionQty'>
|
3979
|
-
<group name='NoPositions' required='N'>
|
3980
|
-
<field name='PosType' required='N' />
|
3981
|
-
<field name='LongQty' required='N' />
|
3982
|
-
<field name='ShortQty' required='N' />
|
3983
|
-
<field name='PosQtyStatus' required='N' />
|
3984
|
-
<field name='QuantityDate' required='N' />
|
3985
|
-
<component name='NestedParties' required='N' />
|
3986
|
-
</group>
|
3987
|
-
</component>
|
3988
|
-
<component name='NstdPtys2SubGrp'>
|
3989
|
-
<group name='NoNested2PartySubIDs' required='N'>
|
3990
|
-
<field name='Nested2PartySubID' required='N' />
|
3991
|
-
<field name='Nested2PartySubIDType' required='N' />
|
3992
|
-
</group>
|
3993
|
-
</component>
|
3994
|
-
<component name='PosUndInstrmtGrp'>
|
3995
|
-
<group name='NoUnderlyings' required='N'>
|
3792
|
+
<component name='QuotSetAckGrp'>
|
3793
|
+
<group name='NoQuoteSets' required='N'>
|
3794
|
+
<field name='QuoteSetID' required='N' />
|
3996
3795
|
<component name='UnderlyingInstrument' required='N' />
|
3997
|
-
<field name='
|
3998
|
-
<field name='
|
3999
|
-
<
|
4000
|
-
<component name='UnderlyingAmount' required='N' />
|
4001
|
-
</group>
|
4002
|
-
</component>
|
4003
|
-
<component name='SettlInstructionsData'>
|
4004
|
-
<field name='SettlDeliveryType' required='N' />
|
4005
|
-
<field name='StandInstDbType' required='N' />
|
4006
|
-
<field name='StandInstDbName' required='N' />
|
4007
|
-
<field name='StandInstDbID' required='N' />
|
4008
|
-
<component name='DlvyInstGrp' required='N' />
|
4009
|
-
</component>
|
4010
|
-
<component name='SideTrdRegTS'>
|
4011
|
-
<group name='NoSideTrdRegTS' required='N'>
|
4012
|
-
<field name='SideTrdRegTimestamp' required='N' />
|
4013
|
-
<field name='SideTrdRegTimestampType' required='N' />
|
4014
|
-
<field name='SideTrdRegTimestampSrc' required='N' />
|
4015
|
-
</group>
|
4016
|
-
</component>
|
4017
|
-
<component name='MsgTypeGrp'>
|
4018
|
-
<group name='NoMsgTypes' required='N'>
|
4019
|
-
<field name='RefMsgType' required='N' />
|
4020
|
-
<field name='MsgDirection' required='N' />
|
4021
|
-
<field name='RefApplVerID' required='N' />
|
4022
|
-
<field name='RefCstmApplVerID' required='N' />
|
3796
|
+
<field name='TotNoQuoteEntries' required='N' />
|
3797
|
+
<field name='LastFragment' required='N' />
|
3798
|
+
<component name='QuotEntryAckGrp' required='N' />
|
4023
3799
|
</group>
|
4024
3800
|
</component>
|
4025
|
-
<component name='
|
4026
|
-
<group name='
|
4027
|
-
<field name='
|
4028
|
-
<
|
3801
|
+
<component name='QuotSetGrp'>
|
3802
|
+
<group name='NoQuoteSets' required='Y'>
|
3803
|
+
<field name='QuoteSetID' required='Y' />
|
3804
|
+
<component name='UnderlyingInstrument' required='N' />
|
3805
|
+
<field name='QuoteSetValidUntilTime' required='N' />
|
3806
|
+
<field name='TotNoQuoteEntries' required='Y' />
|
3807
|
+
<field name='LastFragment' required='N' />
|
3808
|
+
<component name='QuotEntryGrp' required='Y' />
|
4029
3809
|
</group>
|
4030
3810
|
</component>
|
4031
|
-
<component name='
|
4032
|
-
<group name='
|
4033
|
-
<
|
3811
|
+
<component name='RelSymDerivSecGrp'>
|
3812
|
+
<group name='NoRelatedSym' required='N'>
|
3813
|
+
<component name='Instrument' required='N' />
|
3814
|
+
<field name='Currency' required='N' />
|
3815
|
+
<field name='ExpirationCycle' required='N' />
|
3816
|
+
<component name='InstrumentExtension' required='N' />
|
3817
|
+
<component name='InstrmtLegGrp' required='N' />
|
3818
|
+
<field name='TradingSessionID' required='N' />
|
3819
|
+
<field name='TradingSessionSubID' required='N' />
|
3820
|
+
<field name='Text' required='N' />
|
3821
|
+
<field name='EncodedTextLen' required='N' />
|
3822
|
+
<field name='EncodedText' required='N' />
|
4034
3823
|
</group>
|
4035
3824
|
</component>
|
4036
|
-
<component name='
|
4037
|
-
<
|
4038
|
-
|
4039
|
-
|
4040
|
-
<field name='DisplayMethod' required='N' />
|
4041
|
-
<field name='DisplayLowQty' required='N' />
|
4042
|
-
<field name='DisplayHighQty' required='N' />
|
4043
|
-
<field name='DisplayMinIncr' required='N' />
|
4044
|
-
<field name='RefreshQty' required='N' />
|
4045
|
-
</component>
|
4046
|
-
<component name='QuotEntryGrp'>
|
4047
|
-
<group name='NoQuoteEntries' required='Y'>
|
4048
|
-
<field name='QuoteEntryID' required='Y' />
|
4049
|
-
<component name='Instrument' required='N' />
|
3825
|
+
<component name='RFQReqGrp'>
|
3826
|
+
<group name='NoRelatedSym' required='Y'>
|
3827
|
+
<component name='Instrument' required='Y' />
|
3828
|
+
<component name='UndInstrmtGrp' required='N' />
|
4050
3829
|
<component name='InstrmtLegGrp' required='N' />
|
4051
|
-
<field name='
|
4052
|
-
<field name='
|
4053
|
-
<field name='
|
4054
|
-
<field name='OfferSize' required='N' />
|
4055
|
-
<field name='ValidUntilTime' required='N' />
|
4056
|
-
<field name='BidSpotRate' required='N' />
|
4057
|
-
<field name='OfferSpotRate' required='N' />
|
4058
|
-
<field name='BidForwardPoints' required='N' />
|
4059
|
-
<field name='OfferForwardPoints' required='N' />
|
4060
|
-
<field name='MidPx' required='N' />
|
4061
|
-
<field name='BidYield' required='N' />
|
4062
|
-
<field name='MidYield' required='N' />
|
4063
|
-
<field name='OfferYield' required='N' />
|
4064
|
-
<field name='TransactTime' required='N' />
|
3830
|
+
<field name='PrevClosePx' required='N' />
|
3831
|
+
<field name='QuoteRequestType' required='N' />
|
3832
|
+
<field name='QuoteType' required='N' />
|
4065
3833
|
<field name='TradingSessionID' required='N' />
|
4066
3834
|
<field name='TradingSessionSubID' required='N' />
|
4067
|
-
|
4068
|
-
|
4069
|
-
|
4070
|
-
|
4071
|
-
<field name='
|
4072
|
-
<field name='
|
4073
|
-
<field name='
|
3835
|
+
</group>
|
3836
|
+
</component>
|
3837
|
+
<component name='RgstDistInstGrp'>
|
3838
|
+
<group name='NoDistribInsts' required='N'>
|
3839
|
+
<field name='DistribPaymentMethod' required='N' />
|
3840
|
+
<field name='DistribPercentage' required='N' />
|
3841
|
+
<field name='CashDistribCurr' required='N' />
|
3842
|
+
<field name='CashDistribAgentName' required='N' />
|
3843
|
+
<field name='CashDistribAgentCode' required='N' />
|
3844
|
+
<field name='CashDistribAgentAcctNumber' required='N' />
|
3845
|
+
<field name='CashDistribPayRef' required='N' />
|
3846
|
+
<field name='CashDistribAgentAcctName' required='N' />
|
4074
3847
|
</group>
|
4075
3848
|
</component>
|
4076
3849
|
<component name='RgstDtlsGrp'>
|
@@ -4085,26 +3858,31 @@
|
|
4085
3858
|
<field name='InvestorCountryOfResidence' required='N' />
|
4086
3859
|
</group>
|
4087
3860
|
</component>
|
4088
|
-
<component name='
|
4089
|
-
<group name='
|
4090
|
-
<field name='
|
4091
|
-
<field name='
|
4092
|
-
</group>
|
4093
|
-
</component>
|
4094
|
-
<component name='EvntGrp'>
|
4095
|
-
<group name='NoEvents' required='N'>
|
4096
|
-
<field name='EventType' required='N' />
|
4097
|
-
<field name='EventDate' required='N' />
|
4098
|
-
<field name='EventPx' required='N' />
|
4099
|
-
<field name='EventText' required='N' />
|
3861
|
+
<component name='RoutingGrp'>
|
3862
|
+
<group name='NoRoutingIDs' required='N'>
|
3863
|
+
<field name='RoutingType' required='N' />
|
3864
|
+
<field name='RoutingID' required='N' />
|
4100
3865
|
</group>
|
4101
3866
|
</component>
|
4102
|
-
<component name='
|
4103
|
-
<group name='
|
4104
|
-
<
|
4105
|
-
<
|
4106
|
-
<
|
4107
|
-
<
|
3867
|
+
<component name='SecListGrp'>
|
3868
|
+
<group name='NoRelatedSym' required='N'>
|
3869
|
+
<component name='Instrument' required='N' />
|
3870
|
+
<component name='InstrumentExtension' required='N' />
|
3871
|
+
<component name='FinancingDetails' required='N' />
|
3872
|
+
<component name='UndInstrmtGrp' required='N' />
|
3873
|
+
<field name='Currency' required='N' />
|
3874
|
+
<component name='Stipulations' required='N' />
|
3875
|
+
<component name='InstrmtLegSecListGrp' required='N' />
|
3876
|
+
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
3877
|
+
<component name='YieldData' required='N' />
|
3878
|
+
<field name='RoundLot' required='N' />
|
3879
|
+
<field name='MinTradeVol' required='N' />
|
3880
|
+
<field name='TradingSessionID' required='N' />
|
3881
|
+
<field name='TradingSessionSubID' required='N' />
|
3882
|
+
<field name='ExpirationCycle' required='N' />
|
3883
|
+
<field name='Text' required='N' />
|
3884
|
+
<field name='EncodedTextLen' required='N' />
|
3885
|
+
<field name='EncodedText' required='N' />
|
4108
3886
|
</group>
|
4109
3887
|
</component>
|
4110
3888
|
<component name='SecTypesGrp'>
|
@@ -4115,58 +3893,56 @@
|
|
4115
3893
|
<field name='CFICode' required='N' />
|
4116
3894
|
</group>
|
4117
3895
|
</component>
|
4118
|
-
<component name='
|
4119
|
-
<group name='
|
4120
|
-
<field name='
|
4121
|
-
<field name='
|
4122
|
-
|
4123
|
-
|
4124
|
-
|
4125
|
-
|
4126
|
-
<field name='
|
4127
|
-
<field name='
|
4128
|
-
|
4129
|
-
|
4130
|
-
|
4131
|
-
|
4132
|
-
<
|
4133
|
-
<field name='
|
4134
|
-
<field name='
|
4135
|
-
<field name='
|
4136
|
-
|
4137
|
-
|
4138
|
-
|
4139
|
-
|
4140
|
-
<field name='
|
4141
|
-
<field name='
|
3896
|
+
<component name='SettlInstGrp'>
|
3897
|
+
<group name='NoSettlInst' required='N'>
|
3898
|
+
<field name='SettlInstID' required='N' />
|
3899
|
+
<field name='SettlInstTransType' required='N' />
|
3900
|
+
<field name='SettlInstRefID' required='N' />
|
3901
|
+
<component name='Parties' required='N' />
|
3902
|
+
<field name='Side' required='N' />
|
3903
|
+
<field name='Product' required='N' />
|
3904
|
+
<field name='SecurityType' required='N' />
|
3905
|
+
<field name='CFICode' required='N' />
|
3906
|
+
<field name='SettlCurrency' required='N' />
|
3907
|
+
<field name='EffectiveTime' required='N' />
|
3908
|
+
<field name='ExpireTime' required='N' />
|
3909
|
+
<field name='LastUpdateTime' required='N' />
|
3910
|
+
<component name='SettlInstructionsData' required='N' />
|
3911
|
+
<field name='PaymentMethod' required='N' />
|
3912
|
+
<field name='PaymentRef' required='N' />
|
3913
|
+
<field name='CardHolderName' required='N' />
|
3914
|
+
<field name='CardNumber' required='N' />
|
3915
|
+
<field name='CardStartDate' required='N' />
|
3916
|
+
<field name='CardExpDate' required='N' />
|
3917
|
+
<field name='CardIssNum' required='N' />
|
3918
|
+
<field name='PaymentDate' required='N' />
|
3919
|
+
<field name='PaymentRemitterID' required='N' />
|
4142
3920
|
</group>
|
4143
3921
|
</component>
|
4144
|
-
<component name='
|
4145
|
-
<group name='
|
4146
|
-
<field name='
|
4147
|
-
<field name='
|
4148
|
-
<field name='
|
4149
|
-
<field name='
|
4150
|
-
<field name='
|
4151
|
-
<field name='
|
4152
|
-
<
|
4153
|
-
<field name='
|
3922
|
+
<component name='SideCrossOrdCxlGrp'>
|
3923
|
+
<group name='NoSides' required='Y'>
|
3924
|
+
<field name='Side' required='Y' />
|
3925
|
+
<field name='OrigClOrdID' required='Y' />
|
3926
|
+
<field name='ClOrdID' required='Y' />
|
3927
|
+
<field name='SecondaryClOrdID' required='N' />
|
3928
|
+
<field name='ClOrdLinkID' required='N' />
|
3929
|
+
<field name='OrigOrdModTime' required='N' />
|
3930
|
+
<component name='Parties' required='N' />
|
3931
|
+
<field name='TradeOriginationDate' required='N' />
|
3932
|
+
<field name='TradeDate' required='N' />
|
3933
|
+
<component name='OrderQtyData' required='Y' />
|
3934
|
+
<field name='ComplianceID' required='N' />
|
3935
|
+
<field name='Text' required='N' />
|
3936
|
+
<field name='EncodedTextLen' required='N' />
|
3937
|
+
<field name='EncodedText' required='N' />
|
4154
3938
|
</group>
|
4155
3939
|
</component>
|
4156
|
-
<component name='
|
4157
|
-
<
|
4158
|
-
|
4159
|
-
<field name='OrderPercent' required='N' />
|
4160
|
-
<field name='RoundingDirection' required='N' />
|
4161
|
-
<field name='RoundingModulus' required='N' />
|
4162
|
-
</component>
|
4163
|
-
<component name='ListOrdGrp'>
|
4164
|
-
<group name='NoOrders' required='Y'>
|
3940
|
+
<component name='SideCrossOrdModGrp'>
|
3941
|
+
<group name='NoSides' required='Y'>
|
3942
|
+
<field name='Side' required='Y' />
|
4165
3943
|
<field name='ClOrdID' required='Y' />
|
4166
3944
|
<field name='SecondaryClOrdID' required='N' />
|
4167
|
-
<field name='ListSeqNo' required='Y' />
|
4168
3945
|
<field name='ClOrdLinkID' required='N' />
|
4169
|
-
<field name='SettlInstMode' required='N' />
|
4170
3946
|
<component name='Parties' required='N' />
|
4171
3947
|
<field name='TradeOriginationDate' required='N' />
|
4172
3948
|
<field name='TradeDate' required='N' />
|
@@ -4175,84 +3951,122 @@
|
|
4175
3951
|
<field name='AccountType' required='N' />
|
4176
3952
|
<field name='DayBookingInst' required='N' />
|
4177
3953
|
<field name='BookingUnit' required='N' />
|
4178
|
-
<field name='AllocID' required='N' />
|
4179
3954
|
<field name='PreallocMethod' required='N' />
|
3955
|
+
<field name='AllocID' required='N' />
|
4180
3956
|
<component name='PreAllocGrp' required='N' />
|
4181
|
-
<field name='
|
4182
|
-
<
|
3957
|
+
<field name='QtyType' required='N' />
|
3958
|
+
<component name='OrderQtyData' required='Y' />
|
3959
|
+
<component name='CommissionData' required='N' />
|
3960
|
+
<field name='OrderCapacity' required='N' />
|
3961
|
+
<field name='OrderRestrictions' required='N' />
|
3962
|
+
<field name='PreTradeAnonymity' required='N' />
|
3963
|
+
<field name='CustOrderCapacity' required='N' />
|
3964
|
+
<field name='ForexReq' required='N' />
|
3965
|
+
<field name='SettlCurrency' required='N' />
|
3966
|
+
<field name='BookingType' required='N' />
|
3967
|
+
<field name='Text' required='N' />
|
3968
|
+
<field name='EncodedTextLen' required='N' />
|
3969
|
+
<field name='EncodedText' required='N' />
|
3970
|
+
<field name='PositionEffect' required='N' />
|
3971
|
+
<field name='CoveredOrUncovered' required='N' />
|
4183
3972
|
<field name='CashMargin' required='N' />
|
4184
3973
|
<field name='ClearingFeeIndicator' required='N' />
|
4185
|
-
<field name='
|
4186
|
-
<field name='
|
4187
|
-
<field name='
|
4188
|
-
|
4189
|
-
|
4190
|
-
|
4191
|
-
|
4192
|
-
<field name='
|
4193
|
-
<field name='
|
4194
|
-
<
|
3974
|
+
<field name='SolicitedFlag' required='N' />
|
3975
|
+
<field name='SideComplianceID' required='N' />
|
3976
|
+
<field name='SideTimeInForce' required='N' />
|
3977
|
+
</group>
|
3978
|
+
</component>
|
3979
|
+
<component name='TrdAllocGrp'>
|
3980
|
+
<group name='NoAllocs' required='N'>
|
3981
|
+
<field name='AllocAccount' required='N' />
|
3982
|
+
<field name='AllocAcctIDSource' required='N' />
|
3983
|
+
<field name='AllocSettlCurrency' required='N' />
|
3984
|
+
<field name='IndividualAllocID' required='N' />
|
3985
|
+
<component name='NestedParties2' required='N' />
|
3986
|
+
<field name='AllocQty' required='N' />
|
3987
|
+
<field name='AllocCustomerCapacity' required='N' />
|
3988
|
+
<field name='AllocMethod' required='N' />
|
3989
|
+
<field name='SecondaryIndividualAllocID' required='N' />
|
3990
|
+
<field name='AllocClearingFeeIndicator' required='N' />
|
3991
|
+
</group>
|
3992
|
+
</component>
|
3993
|
+
<component name='TrdCapRptSideGrp'>
|
3994
|
+
<group name='NoSides' required='Y'>
|
3995
|
+
<field name='Side' required='Y' />
|
3996
|
+
<field name='OrderID' required='N' />
|
3997
|
+
<field name='SecondaryOrderID' required='N' />
|
3998
|
+
<field name='ClOrdID' required='N' />
|
3999
|
+
<field name='ExecRefID' required='N' />
|
4000
|
+
<field name='SecondaryClOrdID' required='N' />
|
4001
|
+
<field name='ListID' required='N' />
|
4002
|
+
<field name='SideQty' required='N' />
|
4003
|
+
<field name='SideTradeReportID' required='N' />
|
4004
|
+
<field name='SideFillStationCd' required='N' />
|
4005
|
+
<field name='SideReasonCd' required='N' />
|
4006
|
+
<field name='RptSeq' required='N' />
|
4007
|
+
<field name='SideTrdSubTyp' required='N' />
|
4008
|
+
<component name='Parties' required='N' />
|
4009
|
+
<field name='Account' required='N' />
|
4010
|
+
<field name='AcctIDSource' required='N' />
|
4011
|
+
<field name='AccountType' required='N' />
|
4195
4012
|
<field name='ProcessCode' required='N' />
|
4196
|
-
<
|
4197
|
-
<
|
4198
|
-
<
|
4199
|
-
<field name='
|
4200
|
-
<field name='
|
4201
|
-
<field name='
|
4202
|
-
<field name='TransactTime' required='N' />
|
4203
|
-
<component name='Stipulations' required='N' />
|
4204
|
-
<field name='QtyType' required='N' />
|
4205
|
-
<component name='OrderQtyData' required='Y' />
|
4206
|
-
<field name='OrdType' required='N' />
|
4207
|
-
<field name='PriceType' required='N' />
|
4208
|
-
<field name='Price' required='N' />
|
4209
|
-
<field name='PriceProtectionScope' required='N' />
|
4210
|
-
<field name='StopPx' required='N' />
|
4211
|
-
<component name='TriggeringInstruction' required='N' />
|
4212
|
-
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
4213
|
-
<component name='YieldData' required='N' />
|
4013
|
+
<field name='LotType' required='N' />
|
4014
|
+
<field name='OddLot' required='N' />
|
4015
|
+
<component name='ClrInstGrp' required='N' />
|
4016
|
+
<field name='TradeInputSource' required='N' />
|
4017
|
+
<field name='TradeInputDevice' required='N' />
|
4018
|
+
<field name='OrderInputDevice' required='N' />
|
4214
4019
|
<field name='Currency' required='N' />
|
4215
4020
|
<field name='ComplianceID' required='N' />
|
4216
4021
|
<field name='SolicitedFlag' required='N' />
|
4217
|
-
<field name='IOIID' required='N' />
|
4218
|
-
<field name='QuoteID' required='N' />
|
4219
|
-
<field name='RefOrderID' required='N' />
|
4220
|
-
<field name='RefOrderIDSource' required='N' />
|
4221
|
-
<field name='TimeInForce' required='N' />
|
4222
|
-
<field name='EffectiveTime' required='N' />
|
4223
|
-
<field name='ExpireDate' required='N' />
|
4224
|
-
<field name='ExpireTime' required='N' />
|
4225
|
-
<field name='GTBookingInst' required='N' />
|
4226
|
-
<component name='CommissionData' required='N' />
|
4227
4022
|
<field name='OrderCapacity' required='N' />
|
4228
4023
|
<field name='OrderRestrictions' required='N' />
|
4229
|
-
<field name='PreTradeAnonymity' required='N' />
|
4230
4024
|
<field name='CustOrderCapacity' required='N' />
|
4231
|
-
<field name='
|
4025
|
+
<field name='OrdType' required='N' />
|
4026
|
+
<field name='ExecInst' required='N' />
|
4027
|
+
<field name='TransBkdTime' required='N' />
|
4028
|
+
<field name='TradingSessionID' required='N' />
|
4029
|
+
<field name='TradingSessionSubID' required='N' />
|
4030
|
+
<field name='TimeBracket' required='N' />
|
4031
|
+
<component name='CommissionData' required='N' />
|
4032
|
+
<field name='NumDaysInterest' required='N' />
|
4033
|
+
<field name='ExDate' required='N' />
|
4034
|
+
<field name='AccruedInterestRate' required='N' />
|
4035
|
+
<field name='AccruedInterestAmt' required='N' />
|
4036
|
+
<field name='InterestAtMaturity' required='N' />
|
4037
|
+
<field name='EndAccruedInterestAmt' required='N' />
|
4038
|
+
<field name='StartCash' required='N' />
|
4039
|
+
<field name='EndCash' required='N' />
|
4040
|
+
<field name='Concession' required='N' />
|
4041
|
+
<field name='TotalTakedown' required='N' />
|
4042
|
+
<field name='NetMoney' required='N' />
|
4043
|
+
<field name='SettlCurrAmt' required='N' />
|
4232
4044
|
<field name='SettlCurrency' required='N' />
|
4233
|
-
<field name='
|
4045
|
+
<field name='SettlCurrFxRate' required='N' />
|
4046
|
+
<field name='SettlCurrFxRateCalc' required='N' />
|
4047
|
+
<field name='PositionEffect' required='N' />
|
4234
4048
|
<field name='Text' required='N' />
|
4235
4049
|
<field name='EncodedTextLen' required='N' />
|
4236
4050
|
<field name='EncodedText' required='N' />
|
4237
|
-
<field name='
|
4238
|
-
<
|
4239
|
-
<
|
4240
|
-
<
|
4241
|
-
<field name='
|
4242
|
-
<field name='
|
4243
|
-
<
|
4244
|
-
<
|
4245
|
-
<
|
4246
|
-
<component name='
|
4247
|
-
<field name='
|
4248
|
-
<field name='
|
4249
|
-
<field name='
|
4051
|
+
<field name='SideMultiLegReportingType' required='N' />
|
4052
|
+
<component name='ContAmtGrp' required='N' />
|
4053
|
+
<component name='Stipulations' required='N' />
|
4054
|
+
<component name='MiscFeesGrp' required='N' />
|
4055
|
+
<field name='ExchangeRule' required='N' />
|
4056
|
+
<field name='TradeAllocIndicator' required='N' />
|
4057
|
+
<field name='PreallocMethod' required='N' />
|
4058
|
+
<field name='AllocID' required='N' />
|
4059
|
+
<component name='TrdAllocGrp' required='N' />
|
4060
|
+
<component name='SideTrdRegTS' required='N' />
|
4061
|
+
<field name='SideGrossTradeAmt' required='N' />
|
4062
|
+
<field name='AggressorIndicator' required='N' />
|
4063
|
+
<field name='ExchangeSpecialInstructions' required='N' />
|
4250
4064
|
</group>
|
4251
4065
|
</component>
|
4252
|
-
<component name='
|
4253
|
-
<group name='
|
4254
|
-
<field name='
|
4255
|
-
<field name='
|
4066
|
+
<component name='TrdCollGrp'>
|
4067
|
+
<group name='NoTrades' required='N'>
|
4068
|
+
<field name='TradeReportID' required='N' />
|
4069
|
+
<field name='SecondaryTradeReportID' required='N' />
|
4256
4070
|
</group>
|
4257
4071
|
</component>
|
4258
4072
|
<component name='TrdInstrmtLegGrp'>
|
@@ -4276,96 +4090,163 @@
|
|
4276
4090
|
<field name='LegGrossTradeAmt' required='N' />
|
4277
4091
|
</group>
|
4278
4092
|
</component>
|
4279
|
-
<component name='
|
4280
|
-
<group name='
|
4281
|
-
<field name='
|
4282
|
-
<field name='
|
4283
|
-
<field name='AllocSettlCurrency' required='N' />
|
4284
|
-
<field name='IndividualAllocID' required='N' />
|
4285
|
-
<component name='NestedParties2' required='N' />
|
4286
|
-
<field name='AllocQty' required='N' />
|
4287
|
-
<field name='AllocCustomerCapacity' required='N' />
|
4288
|
-
<field name='AllocMethod' required='N' />
|
4289
|
-
<field name='SecondaryIndividualAllocID' required='N' />
|
4290
|
-
<field name='AllocClearingFeeIndicator' required='N' />
|
4093
|
+
<component name='TrdgSesGrp'>
|
4094
|
+
<group name='NoTradingSessions' required='N'>
|
4095
|
+
<field name='TradingSessionID' required='N' />
|
4096
|
+
<field name='TradingSessionSubID' required='N' />
|
4291
4097
|
</group>
|
4292
4098
|
</component>
|
4293
|
-
<component name='
|
4294
|
-
<
|
4295
|
-
|
4296
|
-
|
4297
|
-
<field name='LegBenchmarkPrice' required='N' />
|
4298
|
-
<field name='LegBenchmarkPriceType' required='N' />
|
4299
|
-
</component>
|
4300
|
-
<component name='ClrInstGrp'>
|
4301
|
-
<group name='NoClearingInstructions' required='N'>
|
4302
|
-
<field name='ClearingInstruction' required='N' />
|
4099
|
+
<component name='UndInstrmtCollGrp'>
|
4100
|
+
<group name='NoUnderlyings' required='N'>
|
4101
|
+
<component name='UnderlyingInstrument' required='N' />
|
4102
|
+
<field name='CollAction' required='N' />
|
4303
4103
|
</group>
|
4304
4104
|
</component>
|
4305
|
-
<component name='
|
4306
|
-
<group name='
|
4307
|
-
<
|
4308
|
-
<field name='OrderID' required='N' />
|
4309
|
-
<field name='SecondaryOrderID' required='N' />
|
4310
|
-
<field name='SecondaryClOrdID' required='N' />
|
4311
|
-
<field name='ListID' required='N' />
|
4312
|
-
<component name='NestedParties2' required='N' />
|
4313
|
-
<field name='OrderQty' required='N' />
|
4314
|
-
<field name='OrderAvgPx' required='N' />
|
4315
|
-
<field name='OrderBookingQty' required='N' />
|
4105
|
+
<component name='UndInstrmtGrp'>
|
4106
|
+
<group name='NoUnderlyings' required='N'>
|
4107
|
+
<component name='UnderlyingInstrument' required='N' />
|
4316
4108
|
</group>
|
4317
4109
|
</component>
|
4318
|
-
<component name='
|
4319
|
-
<group name='
|
4320
|
-
<
|
4110
|
+
<component name='UndInstrmtStrkPxGrp'>
|
4111
|
+
<group name='NoUnderlyings' required='N'>
|
4112
|
+
<component name='UnderlyingInstrument' required='N' />
|
4113
|
+
<field name='PrevClosePx' required='N' />
|
4114
|
+
<field name='ClOrdID' required='N' />
|
4321
4115
|
<field name='SecondaryClOrdID' required='N' />
|
4322
|
-
<field name='
|
4323
|
-
<field name='
|
4324
|
-
<field name='
|
4325
|
-
<field name='LeavesQty' required='Y' />
|
4326
|
-
<field name='CxlQty' required='Y' />
|
4327
|
-
<field name='AvgPx' required='Y' />
|
4328
|
-
<field name='OrdRejReason' required='N' />
|
4116
|
+
<field name='Side' required='N' />
|
4117
|
+
<field name='Price' required='Y' />
|
4118
|
+
<field name='Currency' required='N' />
|
4329
4119
|
<field name='Text' required='N' />
|
4330
4120
|
<field name='EncodedTextLen' required='N' />
|
4331
4121
|
<field name='EncodedText' required='N' />
|
4332
4122
|
</group>
|
4333
4123
|
</component>
|
4334
|
-
<component name='
|
4335
|
-
<group name='
|
4336
|
-
<
|
4337
|
-
<field name='
|
4338
|
-
<field name='
|
4339
|
-
|
4340
|
-
|
4341
|
-
|
4342
|
-
|
4343
|
-
<field name='
|
4344
|
-
<field name='
|
4345
|
-
<field name='
|
4124
|
+
<component name='TrdCapDtGrp'>
|
4125
|
+
<group name='NoDates' required='N'>
|
4126
|
+
<field name='TradeDate' required='N' />
|
4127
|
+
<field name='LastUpdateTime' required='N' />
|
4128
|
+
<field name='TransactTime' required='N' />
|
4129
|
+
</group>
|
4130
|
+
</component>
|
4131
|
+
<component name='EvntGrp'>
|
4132
|
+
<group name='NoEvents' required='N'>
|
4133
|
+
<field name='EventType' required='N' />
|
4134
|
+
<field name='EventDate' required='N' />
|
4135
|
+
<field name='EventPx' required='N' />
|
4136
|
+
<field name='EventText' required='N' />
|
4137
|
+
</group>
|
4138
|
+
</component>
|
4139
|
+
<component name='SecAltIDGrp'>
|
4140
|
+
<group name='NoSecurityAltID' required='N'>
|
4141
|
+
<field name='SecurityAltID' required='N' />
|
4142
|
+
<field name='SecurityAltIDSource' required='N' />
|
4143
|
+
</group>
|
4144
|
+
</component>
|
4145
|
+
<component name='LegSecAltIDGrp'>
|
4146
|
+
<group name='NoLegSecurityAltID' required='N'>
|
4147
|
+
<field name='LegSecurityAltID' required='N' />
|
4148
|
+
<field name='LegSecurityAltIDSource' required='N' />
|
4149
|
+
</group>
|
4150
|
+
</component>
|
4151
|
+
<component name='UndSecAltIDGrp'>
|
4152
|
+
<group name='NoUnderlyingSecurityAltID' required='N'>
|
4153
|
+
<field name='UnderlyingSecurityAltID' required='N' />
|
4154
|
+
<field name='UnderlyingSecurityAltIDSource' required='N' />
|
4155
|
+
</group>
|
4156
|
+
</component>
|
4157
|
+
<component name='AttrbGrp'>
|
4158
|
+
<group name='NoInstrAttrib' required='N'>
|
4159
|
+
<field name='InstrAttribType' required='N' />
|
4160
|
+
<field name='InstrAttribValue' required='N' />
|
4161
|
+
</group>
|
4162
|
+
</component>
|
4163
|
+
<component name='DlvyInstGrp'>
|
4164
|
+
<group name='NoDlvyInst' required='N'>
|
4165
|
+
<field name='SettlInstSource' required='N' />
|
4166
|
+
<field name='DlvyInstType' required='N' />
|
4167
|
+
<component name='SettlParties' required='N' />
|
4168
|
+
</group>
|
4169
|
+
</component>
|
4170
|
+
<component name='SettlPtysSubGrp'>
|
4171
|
+
<group name='NoSettlPartySubIDs' required='N'>
|
4172
|
+
<field name='SettlPartySubID' required='N' />
|
4173
|
+
<field name='SettlPartySubIDType' required='N' />
|
4174
|
+
</group>
|
4175
|
+
</component>
|
4176
|
+
<component name='PtysSubGrp'>
|
4177
|
+
<group name='NoPartySubIDs' required='N'>
|
4178
|
+
<field name='PartySubID' required='N' />
|
4179
|
+
<field name='PartySubIDType' required='N' />
|
4180
|
+
</group>
|
4181
|
+
</component>
|
4182
|
+
<component name='NstdPtysSubGrp'>
|
4183
|
+
<group name='NoNestedPartySubIDs' required='N'>
|
4184
|
+
<field name='NestedPartySubID' required='N' />
|
4185
|
+
<field name='NestedPartySubIDType' required='N' />
|
4186
|
+
</group>
|
4187
|
+
</component>
|
4188
|
+
<component name='HopGrp'>
|
4189
|
+
<group name='NoHops' required='N'>
|
4190
|
+
<field name='HopCompID' required='N' />
|
4191
|
+
<field name='HopSendingTime' required='N' />
|
4192
|
+
<field name='HopRefID' required='N' />
|
4193
|
+
</group>
|
4194
|
+
</component>
|
4195
|
+
<component name='NstdPtys2SubGrp'>
|
4196
|
+
<group name='NoNested2PartySubIDs' required='N'>
|
4197
|
+
<field name='Nested2PartySubID' required='N' />
|
4198
|
+
<field name='Nested2PartySubIDType' required='N' />
|
4199
|
+
</group>
|
4200
|
+
</component>
|
4201
|
+
<component name='NstdPtys3SubGrp'>
|
4202
|
+
<group name='NoNested3PartySubIDs' required='N'>
|
4203
|
+
<field name='Nested3PartySubID' required='N' />
|
4204
|
+
<field name='Nested3PartySubIDType' required='N' />
|
4205
|
+
</group>
|
4206
|
+
</component>
|
4207
|
+
<component name='StrategyParametersGrp'>
|
4208
|
+
<group name='NoStrategyParameters' required='N'>
|
4209
|
+
<field name='StrategyParameterName' required='N' />
|
4210
|
+
<field name='StrategyParameterType' required='N' />
|
4211
|
+
<field name='StrategyParameterValue' required='N' />
|
4212
|
+
</group>
|
4213
|
+
</component>
|
4214
|
+
<component name='SecLstUpdRelSymGrp'>
|
4215
|
+
<group name='NoRelatedSym' required='N'>
|
4216
|
+
<component name='Instrument' required='N' />
|
4217
|
+
<component name='InstrumentExtension' required='N' />
|
4218
|
+
<component name='FinancingDetails' required='N' />
|
4219
|
+
<component name='UnderlyingInstrument' required='N' />
|
4220
|
+
<field name='Currency' required='N' />
|
4221
|
+
<component name='Stipulations' required='N' />
|
4222
|
+
<component name='SecLstUpdRelSymsLegGrp' required='N' />
|
4223
|
+
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
4224
|
+
<component name='YieldData' required='N' />
|
4225
|
+
<field name='RoundLot' required='N' />
|
4226
|
+
<field name='MinTradeVol' required='N' />
|
4346
4227
|
<field name='TradingSessionID' required='N' />
|
4347
4228
|
<field name='TradingSessionSubID' required='N' />
|
4229
|
+
<field name='ExpirationCycle' required='N' />
|
4348
4230
|
<field name='Text' required='N' />
|
4349
4231
|
<field name='EncodedTextLen' required='N' />
|
4350
4232
|
<field name='EncodedText' required='N' />
|
4351
4233
|
</group>
|
4352
4234
|
</component>
|
4353
|
-
<component name='
|
4354
|
-
<group name='
|
4355
|
-
<
|
4356
|
-
<field name='
|
4357
|
-
<field name='
|
4358
|
-
<
|
4359
|
-
<
|
4360
|
-
|
4361
|
-
|
4362
|
-
|
4363
|
-
|
4364
|
-
<
|
4365
|
-
<field name='
|
4366
|
-
<field name='
|
4367
|
-
<field name='
|
4368
|
-
<field name='EncodedText' required='N' />
|
4235
|
+
<component name='SecLstUpdRelSymsLegGrp'>
|
4236
|
+
<group name='NoLegs' required='N'>
|
4237
|
+
<component name='InstrumentLeg' required='N' />
|
4238
|
+
<field name='LegSwapType' required='N' />
|
4239
|
+
<field name='LegSettlType' required='N' />
|
4240
|
+
<component name='LegStipulations' required='N' />
|
4241
|
+
<component name='LegBenchmarkCurveData' required='N' />
|
4242
|
+
</group>
|
4243
|
+
</component>
|
4244
|
+
<component name='UnderlyingAmount'>
|
4245
|
+
<group name='NoUnderlyingAmounts' required='N'>
|
4246
|
+
<field name='UnderlyingPayAmount' required='N' />
|
4247
|
+
<field name='UnderlyingCollectAmount' required='N' />
|
4248
|
+
<field name='UnderlyingSettlementDate' required='N' />
|
4249
|
+
<field name='UnderlyingSettlementStatus' required='N' />
|
4369
4250
|
</group>
|
4370
4251
|
</component>
|
4371
4252
|
<component name='ExpirationQty'>
|
@@ -4374,41 +4255,93 @@
|
|
4374
4255
|
<field name='ExpQty' required='N' />
|
4375
4256
|
</group>
|
4376
4257
|
</component>
|
4377
|
-
<component name='
|
4378
|
-
<group name='
|
4379
|
-
<field name='
|
4380
|
-
<
|
4381
|
-
<
|
4382
|
-
<
|
4383
|
-
<field name='OfferPx' required='N' />
|
4384
|
-
<field name='BidSize' required='N' />
|
4385
|
-
<field name='OfferSize' required='N' />
|
4386
|
-
<field name='ValidUntilTime' required='N' />
|
4387
|
-
<field name='BidSpotRate' required='N' />
|
4388
|
-
<field name='OfferSpotRate' required='N' />
|
4389
|
-
<field name='BidForwardPoints' required='N' />
|
4390
|
-
<field name='OfferForwardPoints' required='N' />
|
4391
|
-
<field name='MidPx' required='N' />
|
4392
|
-
<field name='BidYield' required='N' />
|
4393
|
-
<field name='MidYield' required='N' />
|
4394
|
-
<field name='OfferYield' required='N' />
|
4395
|
-
<field name='TransactTime' required='N' />
|
4396
|
-
<field name='TradingSessionID' required='N' />
|
4397
|
-
<field name='TradingSessionSubID' required='N' />
|
4398
|
-
<field name='SettlDate' required='N' />
|
4399
|
-
<field name='OrdType' required='N' />
|
4400
|
-
<field name='SettlDate2' required='N' />
|
4401
|
-
<field name='OrderQty2' required='N' />
|
4402
|
-
<field name='BidForwardPoints2' required='N' />
|
4403
|
-
<field name='OfferForwardPoints2' required='N' />
|
4404
|
-
<field name='Currency' required='N' />
|
4405
|
-
<field name='QuoteEntryRejectReason' required='N' />
|
4258
|
+
<component name='InstrumentParties'>
|
4259
|
+
<group name='NoInstrumentParties' required='N'>
|
4260
|
+
<field name='InstrumentPartyID' required='N' />
|
4261
|
+
<field name='InstrumentPartyIDSource' required='N' />
|
4262
|
+
<field name='InstrumentPartyRole' required='N' />
|
4263
|
+
<component name='InstrumentPtysSubGrp' required='N' />
|
4406
4264
|
</group>
|
4407
4265
|
</component>
|
4408
|
-
<component name='
|
4409
|
-
<group name='
|
4410
|
-
<field name='
|
4411
|
-
<field name='
|
4266
|
+
<component name='InstrumentPtysSubGrp'>
|
4267
|
+
<group name='NoInstrumentPartySubIDs' required='N'>
|
4268
|
+
<field name='InstrumentPartySubID' required='N' />
|
4269
|
+
<field name='InstrumentPartySubIDType' required='N' />
|
4270
|
+
</group>
|
4271
|
+
</component>
|
4272
|
+
<component name='SideTrdRegTS'>
|
4273
|
+
<group name='NoSideTrdRegTS' required='N'>
|
4274
|
+
<field name='SideTrdRegTimestamp' required='N' />
|
4275
|
+
<field name='SideTrdRegTimestampType' required='N' />
|
4276
|
+
<field name='SideTrdRegTimestampSrc' required='N' />
|
4277
|
+
</group>
|
4278
|
+
</component>
|
4279
|
+
<component name='TrdCapRptAckSideGrp'>
|
4280
|
+
<group name='NoSides' required='Y'>
|
4281
|
+
<field name='Side' required='Y' />
|
4282
|
+
<field name='OrderID' required='N' />
|
4283
|
+
<field name='SecondaryOrderID' required='N' />
|
4284
|
+
<field name='ClOrdID' required='N' />
|
4285
|
+
<field name='SecondaryClOrdID' required='N' />
|
4286
|
+
<field name='ListID' required='N' />
|
4287
|
+
<component name='Parties' required='N' />
|
4288
|
+
<field name='Account' required='N' />
|
4289
|
+
<field name='AcctIDSource' required='N' />
|
4290
|
+
<field name='AccountType' required='N' />
|
4291
|
+
<field name='ProcessCode' required='N' />
|
4292
|
+
<field name='OddLot' required='N' />
|
4293
|
+
<field name='LotType' required='N' />
|
4294
|
+
<component name='ClrInstGrp' required='N' />
|
4295
|
+
<field name='TradeInputSource' required='N' />
|
4296
|
+
<field name='TradeInputDevice' required='N' />
|
4297
|
+
<field name='OrderInputDevice' required='N' />
|
4298
|
+
<field name='Currency' required='N' />
|
4299
|
+
<field name='ComplianceID' required='N' />
|
4300
|
+
<field name='SolicitedFlag' required='N' />
|
4301
|
+
<field name='OrderCapacity' required='N' />
|
4302
|
+
<field name='OrderRestrictions' required='N' />
|
4303
|
+
<field name='CustOrderCapacity' required='N' />
|
4304
|
+
<field name='OrdType' required='N' />
|
4305
|
+
<field name='ExecInst' required='N' />
|
4306
|
+
<field name='TransBkdTime' required='N' />
|
4307
|
+
<field name='TradingSessionID' required='N' />
|
4308
|
+
<field name='TradingSessionSubID' required='N' />
|
4309
|
+
<field name='TimeBracket' required='N' />
|
4310
|
+
<component name='CommissionData' required='N' />
|
4311
|
+
<field name='NumDaysInterest' required='N' />
|
4312
|
+
<field name='ExDate' required='N' />
|
4313
|
+
<field name='AccruedInterestRate' required='N' />
|
4314
|
+
<field name='AccruedInterestAmt' required='N' />
|
4315
|
+
<field name='InterestAtMaturity' required='N' />
|
4316
|
+
<field name='EndAccruedInterestAmt' required='N' />
|
4317
|
+
<field name='StartCash' required='N' />
|
4318
|
+
<field name='EndCash' required='N' />
|
4319
|
+
<field name='Concession' required='N' />
|
4320
|
+
<field name='TotalTakedown' required='N' />
|
4321
|
+
<field name='NetMoney' required='N' />
|
4322
|
+
<field name='SettlCurrAmt' required='N' />
|
4323
|
+
<field name='SettlCurrency' required='N' />
|
4324
|
+
<field name='SettlCurrFxRate' required='N' />
|
4325
|
+
<field name='SettlCurrFxRateCalc' required='N' />
|
4326
|
+
<field name='PositionEffect' required='N' />
|
4327
|
+
<field name='SideMultiLegReportingType' required='N' />
|
4328
|
+
<component name='ContAmtGrp' required='N' />
|
4329
|
+
<component name='Stipulations' required='N' />
|
4330
|
+
<component name='MiscFeesGrp' required='N' />
|
4331
|
+
<field name='ExchangeRule' required='N' />
|
4332
|
+
<field name='TradeAllocIndicator' required='N' />
|
4333
|
+
<field name='PreallocMethod' required='N' />
|
4334
|
+
<field name='AllocID' required='N' />
|
4335
|
+
<component name='TrdAllocGrp' required='N' />
|
4336
|
+
<field name='SideGrossTradeAmt' required='N' />
|
4337
|
+
<field name='AggressorIndicator' required='N' />
|
4338
|
+
<field name='SideQty' required='N' />
|
4339
|
+
<field name='SideTradeReportID' required='N' />
|
4340
|
+
<field name='SideFillStationCd' required='N' />
|
4341
|
+
<field name='SideReasonCd' required='N' />
|
4342
|
+
<field name='RptSeq' required='N' />
|
4343
|
+
<field name='SideTrdSubTyp' required='N' />
|
4344
|
+
<component name='SideTrdRegTS' required='N' />
|
4412
4345
|
</group>
|
4413
4346
|
</component>
|
4414
4347
|
<component name='UndlyInstrumentParties'>
|
@@ -4419,13 +4352,80 @@
|
|
4419
4352
|
<component name='UndlyInstrumentPtysSubGrp' required='N' />
|
4420
4353
|
</group>
|
4421
4354
|
</component>
|
4422
|
-
<component name='
|
4423
|
-
<group name='
|
4424
|
-
<
|
4425
|
-
<field name='
|
4426
|
-
|
4427
|
-
|
4428
|
-
|
4355
|
+
<component name='UndlyInstrumentPtysSubGrp'>
|
4356
|
+
<group name='NoUndlyInstrumentPartySubIDs' required='N'>
|
4357
|
+
<field name='UndlyInstrumentPartySubID' required='N' />
|
4358
|
+
<field name='UndlyInstrumentPartySubIDType' required='N' />
|
4359
|
+
</group>
|
4360
|
+
</component>
|
4361
|
+
<component name='DisplayInstruction'>
|
4362
|
+
<field name='DisplayQty' required='N' />
|
4363
|
+
<field name='SecondaryDisplayQty' required='N' />
|
4364
|
+
<field name='DisplayWhen' required='N' />
|
4365
|
+
<field name='DisplayMethod' required='N' />
|
4366
|
+
<field name='DisplayLowQty' required='N' />
|
4367
|
+
<field name='DisplayHighQty' required='N' />
|
4368
|
+
<field name='DisplayMinIncr' required='N' />
|
4369
|
+
<field name='RefreshQty' required='N' />
|
4370
|
+
</component>
|
4371
|
+
<component name='TriggeringInstruction'>
|
4372
|
+
<field name='TriggerType' required='N' />
|
4373
|
+
<field name='TriggerAction' required='N' />
|
4374
|
+
<field name='TriggerPrice' required='N' />
|
4375
|
+
<field name='TriggerSymbol' required='N' />
|
4376
|
+
<field name='TriggerSecurityID' required='N' />
|
4377
|
+
<field name='TriggerSecurityIDSource' required='N' />
|
4378
|
+
<field name='TriggerSecurityDesc' required='N' />
|
4379
|
+
<field name='TriggerPriceType' required='N' />
|
4380
|
+
<field name='TriggerPriceTypeScope' required='N' />
|
4381
|
+
<field name='TriggerPriceDirection' required='N' />
|
4382
|
+
<field name='TriggerNewPrice' required='N' />
|
4383
|
+
<field name='TriggerOrderType' required='N' />
|
4384
|
+
<field name='TriggerNewQty' required='N' />
|
4385
|
+
<field name='TriggerTradingSessionID' required='N' />
|
4386
|
+
<field name='TriggerTradingSessionSubID' required='N' />
|
4387
|
+
</component>
|
4388
|
+
<component name='RootParties'>
|
4389
|
+
<group name='NoRootPartyIDs' required='N'>
|
4390
|
+
<field name='RootPartyID' required='N' />
|
4391
|
+
<field name='RootPartyIDSource' required='N' />
|
4392
|
+
<field name='RootPartyRole' required='N' />
|
4393
|
+
<component name='RootSubParties' required='N' />
|
4394
|
+
</group>
|
4395
|
+
</component>
|
4396
|
+
<component name='RootSubParties'>
|
4397
|
+
<group name='NoRootPartySubIDs' required='N'>
|
4398
|
+
<field name='RootPartySubID' required='N' />
|
4399
|
+
<field name='RootPartySubIDType' required='N' />
|
4400
|
+
</group>
|
4401
|
+
</component>
|
4402
|
+
<component name='TrdSessLstGrp'>
|
4403
|
+
<group name='NoTradingSessions' required='Y'>
|
4404
|
+
<field name='TradingSessionID' required='Y' />
|
4405
|
+
<field name='TradingSessionSubID' required='N' />
|
4406
|
+
<field name='SecurityExchange' required='N' />
|
4407
|
+
<field name='TradSesMethod' required='N' />
|
4408
|
+
<field name='TradSesMode' required='N' />
|
4409
|
+
<field name='UnsolicitedIndicator' required='N' />
|
4410
|
+
<field name='TradSesStatus' required='Y' />
|
4411
|
+
<field name='TradSesStatusRejReason' required='N' />
|
4412
|
+
<field name='TradSesStartTime' required='N' />
|
4413
|
+
<field name='TradSesOpenTime' required='N' />
|
4414
|
+
<field name='TradSesPreCloseTime' required='N' />
|
4415
|
+
<field name='TradSesCloseTime' required='N' />
|
4416
|
+
<field name='TradSesEndTime' required='N' />
|
4417
|
+
<field name='TotalVolumeTraded' required='N' />
|
4418
|
+
<field name='Text' required='N' />
|
4419
|
+
<field name='EncodedTextLen' required='N' />
|
4420
|
+
<field name='EncodedText' required='N' />
|
4421
|
+
</group>
|
4422
|
+
</component>
|
4423
|
+
<component name='MsgTypeGrp'>
|
4424
|
+
<group name='NoMsgTypes' required='N'>
|
4425
|
+
<field name='RefMsgType' required='N' />
|
4426
|
+
<field name='MsgDirection' required='N' />
|
4427
|
+
<field name='RefApplVerID' required='N' />
|
4428
|
+
<field name='RefCstmApplVerID' required='N' />
|
4429
4429
|
</group>
|
4430
4430
|
</component>
|
4431
4431
|
</components>
|
@@ -6023,8 +6023,8 @@
|
|
6023
6023
|
<field number='426' name='DayAvgPx' type='PRICE' />
|
6024
6024
|
<field number='427' name='GTBookingInst' type='INT'>
|
6025
6025
|
<value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' />
|
6026
|
-
<value enum='1' description='
|
6027
|
-
<value enum='2' description='
|
6026
|
+
<value enum='1' description='ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES' />
|
6027
|
+
<value enum='2' description='ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE' />
|
6028
6028
|
</field>
|
6029
6029
|
<field number='428' name='NoStrikes' type='NUMINGROUP' />
|
6030
6030
|
<field number='429' name='ListStatusType' type='INT'>
|
@@ -7948,7 +7948,10 @@
|
|
7948
7948
|
<value enum='F' description='FIFO' />
|
7949
7949
|
</field>
|
7950
7950
|
<field number='1048' name='DealingCapacity' type='PRICEOFFSET' />
|
7951
|
-
<field number='1049' name='InstrmtAssignmentMethod' type='CHAR'
|
7951
|
+
<field number='1049' name='InstrmtAssignmentMethod' type='CHAR'>
|
7952
|
+
<value enum='R' description='RANDOM' />
|
7953
|
+
<value enum='P' description='PRORATA' />
|
7954
|
+
</field>
|
7952
7955
|
<field number='1050' name='InstrumentPartyIDSource' type='CHAR' />
|
7953
7956
|
<field number='1051' name='InstrumentPartyRole' type='INT' />
|
7954
7957
|
<field number='1052' name='NoInstrumentPartySubIDs' type='NUMINGROUP' />
|