quickfix_ruby 1.14.3.1 → 1.15.1

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Files changed (105) hide show
  1. checksums.yaml +4 -4
  2. data/ext/quickfix/Acceptor.h +2 -0
  3. data/ext/quickfix/AtomicCount.h +82 -12
  4. data/ext/quickfix/DOMDocument.h +9 -7
  5. data/ext/quickfix/DataDictionary.cpp +77 -14
  6. data/ext/quickfix/DataDictionary.h +90 -16
  7. data/ext/quickfix/Dictionary.cpp +1 -2
  8. data/ext/quickfix/Exceptions.h +3 -5
  9. data/ext/quickfix/Field.h +83 -32
  10. data/ext/quickfix/FieldConvertors.cpp +93 -0
  11. data/ext/quickfix/FieldConvertors.h +129 -275
  12. data/ext/quickfix/FieldMap.cpp +53 -13
  13. data/ext/quickfix/FieldMap.h +200 -62
  14. data/ext/quickfix/FieldTypes.cpp +10 -10
  15. data/ext/quickfix/FieldTypes.h +293 -44
  16. data/ext/quickfix/FileLog.cpp +6 -10
  17. data/ext/quickfix/FileLog.h +4 -10
  18. data/ext/quickfix/FileStore.cpp +19 -6
  19. data/ext/quickfix/FileStore.h +4 -0
  20. data/ext/quickfix/FixFieldNumbers.h +1462 -1461
  21. data/ext/quickfix/FixFields.h +1462 -1461
  22. data/ext/quickfix/FixValues.h +3230 -3227
  23. data/ext/quickfix/HttpConnection.cpp +1 -1
  24. data/ext/quickfix/Initiator.cpp +7 -1
  25. data/ext/quickfix/Initiator.h +2 -0
  26. data/ext/quickfix/Log.h +6 -12
  27. data/ext/quickfix/Message.cpp +186 -57
  28. data/ext/quickfix/Message.h +109 -47
  29. data/ext/quickfix/MySQLConnection.h +1 -1
  30. data/ext/quickfix/PostgreSQLConnection.h +1 -1
  31. data/ext/quickfix/QuickfixRuby.cpp +79141 -77959
  32. data/ext/quickfix/QuickfixRuby.h +1 -1
  33. data/ext/quickfix/SSLSocketAcceptor.cpp +410 -0
  34. data/ext/quickfix/SSLSocketAcceptor.h +185 -0
  35. data/ext/quickfix/SSLSocketConnection.cpp +427 -0
  36. data/ext/quickfix/SSLSocketConnection.h +206 -0
  37. data/ext/quickfix/SSLSocketInitiator.cpp +485 -0
  38. data/ext/quickfix/SSLSocketInitiator.h +196 -0
  39. data/ext/quickfix/Session.cpp +113 -20
  40. data/ext/quickfix/Session.h +18 -4
  41. data/ext/quickfix/SessionFactory.cpp +10 -3
  42. data/ext/quickfix/SessionSettings.cpp +5 -3
  43. data/ext/quickfix/SessionSettings.h +97 -5
  44. data/ext/quickfix/Settings.cpp +72 -2
  45. data/ext/quickfix/Settings.h +3 -0
  46. data/ext/quickfix/SharedArray.h +140 -6
  47. data/ext/quickfix/SocketConnection.cpp +2 -2
  48. data/ext/quickfix/SocketConnector.cpp +5 -2
  49. data/ext/quickfix/SocketConnector.h +3 -2
  50. data/ext/quickfix/SocketInitiator.cpp +28 -4
  51. data/ext/quickfix/SocketInitiator.h +1 -1
  52. data/ext/quickfix/SocketMonitor.cpp +5 -5
  53. data/ext/quickfix/ThreadedSSLSocketAcceptor.cpp +455 -0
  54. data/ext/quickfix/ThreadedSSLSocketAcceptor.h +217 -0
  55. data/ext/quickfix/ThreadedSSLSocketConnection.cpp +404 -0
  56. data/ext/quickfix/ThreadedSSLSocketConnection.h +189 -0
  57. data/ext/quickfix/ThreadedSSLSocketInitiator.cpp +469 -0
  58. data/ext/quickfix/ThreadedSSLSocketInitiator.h +201 -0
  59. data/ext/quickfix/ThreadedSocketAcceptor.cpp +5 -1
  60. data/ext/quickfix/ThreadedSocketConnection.cpp +8 -2
  61. data/ext/quickfix/ThreadedSocketConnection.h +4 -1
  62. data/ext/quickfix/ThreadedSocketInitiator.cpp +24 -4
  63. data/ext/quickfix/ThreadedSocketInitiator.h +1 -1
  64. data/ext/quickfix/Utility.cpp +23 -1
  65. data/ext/quickfix/Utility.h +28 -2
  66. data/ext/quickfix/UtilitySSL.cpp +1733 -0
  67. data/ext/quickfix/UtilitySSL.h +277 -0
  68. data/ext/quickfix/config-all.h +10 -0
  69. data/ext/quickfix/dirent_windows.h +838 -0
  70. data/ext/quickfix/double-conversion/bignum-dtoa.cc +641 -0
  71. data/ext/quickfix/double-conversion/bignum-dtoa.h +84 -0
  72. data/ext/quickfix/double-conversion/bignum.cc +766 -0
  73. data/ext/quickfix/double-conversion/bignum.h +144 -0
  74. data/ext/quickfix/double-conversion/cached-powers.cc +176 -0
  75. data/ext/quickfix/double-conversion/cached-powers.h +64 -0
  76. data/ext/quickfix/double-conversion/diy-fp.cc +57 -0
  77. data/ext/quickfix/double-conversion/diy-fp.h +118 -0
  78. data/ext/quickfix/double-conversion/double-conversion.cc +994 -0
  79. data/ext/quickfix/double-conversion/double-conversion.h +543 -0
  80. data/ext/quickfix/double-conversion/fast-dtoa.cc +665 -0
  81. data/ext/quickfix/double-conversion/fast-dtoa.h +88 -0
  82. data/ext/quickfix/double-conversion/fixed-dtoa.cc +404 -0
  83. data/ext/quickfix/double-conversion/fixed-dtoa.h +56 -0
  84. data/ext/quickfix/double-conversion/ieee.h +402 -0
  85. data/ext/quickfix/double-conversion/strtod.cc +557 -0
  86. data/ext/quickfix/double-conversion/strtod.h +45 -0
  87. data/ext/quickfix/double-conversion/utils.h +372 -0
  88. data/ext/quickfix/stdint_msvc.h +254 -0
  89. data/lib/quickfix44.rb +3329 -10
  90. data/lib/quickfix50.rb +6649 -81
  91. data/lib/quickfix50sp1.rb +8054 -142
  92. data/lib/quickfix50sp2.rb +10900 -234
  93. data/lib/quickfix_fields.rb +7662 -7649
  94. data/spec/FIX40.xml +28 -28
  95. data/spec/FIX41.xml +29 -29
  96. data/spec/FIX42.xml +47 -47
  97. data/spec/FIX43.xml +148 -148
  98. data/spec/FIX44.xml +1078 -1081
  99. data/spec/FIX50.xml +1292 -1289
  100. data/spec/FIX50SP1.xml +1811 -1802
  101. data/spec/FIX50SP2.xml +1948 -1939
  102. data/spec/FIXT11.xml +5 -8
  103. data/test/test_FieldBaseTestCase.rb +1 -1
  104. data/test/test_MessageTestCase.rb +2 -2
  105. metadata +42 -6
data/spec/FIX50.xml CHANGED
@@ -1,7 +1,7 @@
1
- <fix major='5' type='FIX' servicepack='0' minor='0'>
1
+ <fix type='FIX' major='5' minor='0' servicepack='0'>
2
2
  <header />
3
3
  <messages>
4
- <message name='IOI' msgcat='app' msgtype='6'>
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' msgcat='app' msgtype='7'>
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' msgcat='app' msgtype='8'>
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' msgcat='app' msgtype='9'>
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' msgcat='app' msgtype='B'>
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' msgcat='app' msgtype='C'>
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' msgcat='app' msgtype='D'>
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' msgcat='app' msgtype='E'>
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' msgcat='app' msgtype='F'>
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' msgcat='app' msgtype='G'>
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' msgcat='app' msgtype='H'>
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' msgcat='app' msgtype='J'>
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' msgcat='app' msgtype='K'>
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' msgcat='app' msgtype='L'>
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' msgcat='app' msgtype='M'>
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' msgcat='app' msgtype='N'>
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' msgcat='app' msgtype='P'>
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' msgcat='app' msgtype='Q'>
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' msgcat='app' msgtype='R'>
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' msgcat='app' msgtype='S'>
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' msgcat='app' msgtype='T'>
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' msgcat='app' msgtype='V'>
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' msgcat='app' msgtype='W'>
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' msgcat='app' msgtype='X'>
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' msgcat='app' msgtype='Y'>
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' msgcat='app' msgtype='Z'>
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' msgcat='app' msgtype='a'>
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' msgcat='app' msgtype='b'>
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' msgcat='app' msgtype='c'>
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' msgcat='app' msgtype='d'>
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' msgcat='app' msgtype='e'>
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' msgcat='app' msgtype='f'>
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' msgcat='app' msgtype='g'>
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' msgcat='app' msgtype='h'>
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' msgcat='app' msgtype='i'>
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' msgcat='app' msgtype='j'>
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' msgcat='app' msgtype='k'>
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' msgcat='app' msgtype='l'>
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' msgcat='app' msgtype='m'>
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' msgcat='app' msgtype='o'>
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' msgcat='app' msgtype='p'>
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' msgcat='app' msgtype='q'>
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' msgcat='app' msgtype='r'>
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' msgcat='app' msgtype='s'>
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' msgcat='app' msgtype='t'>
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' msgcat='app' msgtype='u'>
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' msgcat='app' msgtype='v'>
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' msgcat='app' msgtype='w'>
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' msgcat='app' msgtype='x'>
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' msgcat='app' msgtype='y'>
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' msgcat='app' msgtype='z'>
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' msgcat='app' msgtype='AA'>
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' msgcat='app' msgtype='AB'>
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' msgcat='app' msgtype='AC'>
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' msgcat='app' msgtype='AD'>
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' msgcat='app' msgtype='AE'>
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' msgcat='app' msgtype='AF'>
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' msgcat='app' msgtype='AG'>
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' msgcat='app' msgtype='AH'>
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' msgcat='app' msgtype='AI'>
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' msgcat='app' msgtype='AJ'>
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' msgcat='app' msgtype='AK'>
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' msgcat='app' msgtype='AL'>
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' msgcat='app' msgtype='AM'>
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' msgcat='app' msgtype='AN'>
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' msgcat='app' msgtype='AO'>
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' msgcat='app' msgtype='AP'>
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' msgcat='app' msgtype='AQ'>
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' msgcat='app' msgtype='AR'>
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' msgcat='app' msgtype='AS'>
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' msgcat='app' msgtype='AT'>
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' msgcat='app' msgtype='AU'>
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' msgcat='app' msgtype='AV'>
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' msgcat='app' msgtype='AW'>
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' msgcat='app' msgtype='AX'>
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' msgcat='app' msgtype='AY'>
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' msgcat='app' msgtype='AZ'>
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' msgcat='app' msgtype='BA'>
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' msgcat='app' msgtype='BB'>
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' msgcat='app' msgtype='BC'>
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' msgcat='app' msgtype='BD'>
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' msgcat='app' msgtype='BE'>
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' msgcat='app' msgtype='BF'>
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' msgcat='app' msgtype='BG'>
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' msgcat='app' msgtype='BH'>
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' msgcat='app' msgtype='BO'>
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' msgcat='app' msgtype='BP'>
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' msgcat='app' msgtype='BK'>
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' msgcat='app' msgtype='BL'>
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' msgcat='app' msgtype='BM'>
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' msgcat='app' msgtype='BN'>
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' msgcat='app' msgtype='BJ'>
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' msgcat='app' msgtype='BI'>
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='InstrmtLegExecGrp'>
2744
- <group name='NoLegs' required='N'>
2745
- <component name='InstrumentLeg' required='N' />
2746
- <field name='LegQty' required='N' />
2747
- <field name='LegOrderQty' required='N' />
2748
- <field name='LegSwapType' required='N' />
2749
- <component name='LegStipulations' required='N' />
2750
- <field name='LegPositionEffect' required='N' />
2751
- <field name='LegCoveredOrUncovered' required='N' />
2752
- <component name='NestedParties' required='N' />
2753
- <field name='LegRefID' required='N' />
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='TrdCapRptSideGrp'>
2765
- <group name='NoSides' required='Y'>
2766
- <field name='Side' required='Y' />
2767
- <field name='OrderID' required='N' />
2768
- <field name='SecondaryOrderID' required='N' />
2769
- <field name='ClOrdID' required='N' />
2770
- <field name='ExecRefID' required='N' />
2771
- <field name='SecondaryClOrdID' required='N' />
2772
- <field name='ListID' required='N' />
2773
- <field name='SideQty' required='N' />
2774
- <field name='SideTradeReportID' required='N' />
2775
- <field name='SideFillStationCd' required='N' />
2776
- <field name='SideReasonCd' required='N' />
2777
- <field name='RptSeq' required='N' />
2778
- <field name='SideTrdSubTyp' required='N' />
2779
- <component name='Parties' required='N' />
2780
- <field name='Account' required='N' />
2781
- <field name='AcctIDSource' required='N' />
2782
- <field name='AccountType' required='N' />
2783
- <field name='ProcessCode' required='N' />
2784
- <field name='LotType' required='N' />
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='Stipulations'>
2845
- <group name='NoStipulations' required='N'>
2846
- <field name='StipulationType' required='N' />
2847
- <field name='StipulationValue' required='N' />
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='MDReqGrp'>
2851
- <group name='NoMDEntryTypes' required='Y'>
2852
- <field name='MDEntryType' required='Y' />
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='TrdCapRptAckSideGrp'>
2856
- <group name='NoSides' required='Y'>
2857
- <field name='Side' required='Y' />
2858
- <field name='OrderID' required='N' />
2859
- <field name='SecondaryOrderID' required='N' />
2860
- <field name='ClOrdID' required='N' />
2861
- <field name='SecondaryClOrdID' required='N' />
2862
- <field name='ListID' required='N' />
2863
- <component name='Parties' required='N' />
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='StrategyParametersGrp'>
3316
- <group name='NoStrategyParameters' required='N'>
3317
- <field name='StrategyParameterName' required='N' />
3318
- <field name='StrategyParameterType' required='N' />
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='RootParties'>
3323
- <group name='NoRootPartyIDs' required='N'>
3324
- <field name='RootPartyID' required='N' />
3325
- <field name='RootPartyIDSource' required='N' />
3326
- <field name='RootPartyRole' required='N' />
3327
- <component name='RootSubParties' required='N' />
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='QuotSetGrp'>
3392
- <group name='NoQuoteSets' required='Y'>
3393
- <field name='QuoteSetID' required='Y' />
3394
- <component name='UnderlyingInstrument' required='N' />
3395
- <field name='QuoteSetValidUntilTime' required='N' />
3396
- <field name='TotNoQuoteEntries' required='Y' />
3397
- <field name='LastFragment' required='N' />
3398
- <component name='QuotEntryGrp' required='Y' />
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='SettlPtysSubGrp'>
3440
- <group name='NoSettlPartySubIDs' required='N'>
3441
- <field name='SettlPartySubID' required='N' />
3442
- <field name='SettlPartySubIDType' required='N' />
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='InstrumentPtysSubGrp'>
3446
- <group name='NoInstrumentPartySubIDs' required='N'>
3447
- <field name='InstrumentPartySubID' required='N' />
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='SecLstUpdRelSymsLegGrp'>
3452
- <group name='NoLegs' required='N'>
3453
- <component name='InstrumentLeg' required='N' />
3454
- <field name='LegSwapType' required='N' />
3455
- <field name='LegSettlType' required='N' />
3456
- <component name='LegStipulations' required='N' />
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='QuotReqGrp'>
3461
- <group name='NoRelatedSym' required='Y'>
3462
- <component name='Instrument' required='Y' />
3463
- <component name='FinancingDetails' required='N' />
3464
- <component name='UndInstrmtGrp' required='N' />
3465
- <field name='PrevClosePx' required='N' />
3466
- <field name='QuoteRequestType' required='N' />
3467
- <field name='QuoteType' required='N' />
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='QuotSetAckGrp'>
3499
- <group name='NoQuoteSets' required='N'>
3500
- <field name='QuoteSetID' required='N' />
3501
- <component name='UnderlyingInstrument' required='N' />
3502
- <field name='TotNoQuoteEntries' required='N' />
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='RFQReqGrp'>
3508
- <group name='NoRelatedSym' required='Y'>
3509
- <component name='Instrument' required='Y' />
3510
- <component name='UndInstrmtGrp' required='N' />
3511
- <component name='InstrmtLegGrp' required='N' />
3512
- <field name='PrevClosePx' required='N' />
3513
- <field name='QuoteRequestType' required='N' />
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='UndInstrmtGrp'>
3527
- <group name='NoUnderlyings' required='N'>
3528
- <component name='UnderlyingInstrument' required='N' />
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='Parties'>
3532
- <group name='NoPartyIDs' required='N'>
3533
- <field name='PartyID' required='N' />
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='UndlyInstrumentPtysSubGrp'>
3540
- <group name='NoUndlyInstrumentPartySubIDs' required='N'>
3541
- <field name='UndlyInstrumentPartySubID' required='N' />
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='NestedParties'>
3546
- <group name='NoNestedPartyIDs' required='N'>
3547
- <field name='NestedPartyID' required='N' />
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='TrdgSesGrp'>
3554
- <group name='NoTradingSessions' required='N'>
3555
- <field name='TradingSessionID' required='N' />
3556
- <field name='TradingSessionSubID' required='N' />
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='AffectedOrdGrp'>
3560
- <group name='NoAffectedOrders' required='N'>
3561
- <field name='OrigClOrdID' required='N' />
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='CommissionData'>
3567
- <field name='Commission' required='N' />
3568
- <field name='CommType' required='N' />
3569
- <field name='CommCurrency' required='N' />
3570
- <field name='FundRenewWaiv' required='N' />
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='RelSymDerivSecGrp'>
3590
- <group name='NoRelatedSym' required='N'>
3591
- <component name='Instrument' required='N' />
3592
- <field name='Currency' required='N' />
3593
- <field name='ExpirationCycle' required='N' />
3594
- <component name='InstrumentExtension' required='N' />
3595
- <component name='InstrmtLegGrp' required='N' />
3596
- <field name='TradingSessionID' required='N' />
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='InstrmtStrkPxGrp'>
3611
- <group name='NoStrikes' required='Y'>
3612
- <component name='Instrument' required='Y' />
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='ContraGrp'>
3616
- <group name='NoContraBrokers' required='N'>
3617
- <field name='ContraBroker' required='N' />
3618
- <field name='ContraTrader' required='N' />
3619
- <field name='ContraTradeQty' required='N' />
3620
- <field name='ContraTradeTime' required='N' />
3621
- <field name='ContraLegRefID' required='N' />
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='InstrmtGrp'>
3625
- <group name='NoRelatedSym' required='N'>
3626
- <component name='Instrument' required='N' />
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='SecListGrp'>
3630
- <group name='NoRelatedSym' required='N'>
3631
- <component name='Instrument' required='N' />
3632
- <component name='InstrumentExtension' required='N' />
3633
- <component name='FinancingDetails' required='N' />
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='Currency' required='N' />
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
- <component name='InstrmtLegSecListGrp' required='N' />
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='RoundLot' required='N' />
3641
- <field name='MinTradeVol' required='N' />
3642
- <field name='TradingSessionID' required='N' />
3643
- <field name='TradingSessionSubID' required='N' />
3644
- <field name='ExpirationCycle' required='N' />
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
- </group>
3649
- </component>
3650
- <component name='UndInstrmtCollGrp'>
3651
- <group name='NoUnderlyings' required='N'>
3652
- <component name='UnderlyingInstrument' required='N' />
3653
- <field name='CollAction' required='N' />
3654
- </group>
3655
- </component>
3656
- <component name='CollInqQualGrp'>
3657
- <group name='NoCollInquiryQualifier' required='N'>
3658
- <field name='CollInquiryQualifier' required='N' />
3659
- </group>
3660
- </component>
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='UnderlyingAmount'>
3820
- <group name='NoUnderlyingAmounts' required='N'>
3821
- <field name='UnderlyingPayAmount' required='N' />
3822
- <field name='UnderlyingCollectAmount' required='N' />
3823
- <field name='UnderlyingSettlementDate' required='N' />
3824
- <field name='UnderlyingSettlementStatus' required='N' />
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='TrdRegTimestamps'>
3828
- <group name='NoTrdRegTimestamps' required='N'>
3829
- <field name='TrdRegTimestamp' required='N' />
3830
- <field name='TrdRegTimestampType' required='N' />
3831
- <field name='TrdRegTimestampOrigin' required='N' />
3832
- <field name='DeskType' required='N' />
3833
- <field name='DeskTypeSource' required='N' />
3834
- <field name='DeskOrderHandlingInst' required='N' />
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='LegQuotStatGrp'>
3838
- <group name='NoLegs' required='N'>
3839
- <component name='InstrumentLeg' required='N' />
3840
- <field name='LegQty' required='N' />
3841
- <field name='LegOrderQty' required='N' />
3842
- <field name='LegSwapType' required='N' />
3843
- <field name='LegSettlType' required='N' />
3844
- <field name='LegSettlDate' required='N' />
3845
- <component name='LegStipulations' required='N' />
3846
- <component name='NestedParties' required='N' />
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='InstrmtLegGrp'>
3850
- <group name='NoLegs' required='N'>
3851
- <component name='InstrumentLeg' required='N' />
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='QuotReqRjctGrp'>
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='PegInstructions'>
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='TrdCapDtGrp'>
3944
- <group name='NoDates' required='N'>
3945
- <field name='TradeDate' required='N' />
3946
- <field name='LastUpdateTime' required='N' />
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='TriggeringInstruction'>
3951
- <field name='TriggerType' required='N' />
3952
- <field name='TriggerAction' required='N' />
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='UnderlyingSettlPrice' required='N' />
3998
- <field name='UnderlyingSettlPriceType' required='N' />
3999
- <field name='UnderlyingDeliveryAmount' required='N' />
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='UndSecAltIDGrp'>
4026
- <group name='NoUnderlyingSecurityAltID' required='N'>
4027
- <field name='UnderlyingSecurityAltID' required='N' />
4028
- <field name='UnderlyingSecurityAltIDSource' required='N' />
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='ExecCollGrp'>
4032
- <group name='NoExecs' required='N'>
4033
- <field name='ExecID' required='N' />
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='DisplayInstruction'>
4037
- <field name='DisplayQty' required='N' />
4038
- <field name='SecondaryDisplayQty' required='N' />
4039
- <field name='DisplayWhen' required='N' />
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='BidPx' required='N' />
4052
- <field name='OfferPx' required='N' />
4053
- <field name='BidSize' required='N' />
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
- <field name='SettlDate' required='N' />
4068
- <field name='OrdType' required='N' />
4069
- <field name='SettlDate2' required='N' />
4070
- <field name='OrderQty2' required='N' />
4071
- <field name='BidForwardPoints2' required='N' />
4072
- <field name='OfferForwardPoints2' required='N' />
4073
- <field name='Currency' required='N' />
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='NstdPtys3SubGrp'>
4089
- <group name='NoNested3PartySubIDs' required='N'>
4090
- <field name='Nested3PartySubID' required='N' />
4091
- <field name='Nested3PartySubIDType' required='N' />
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='CompIDReqGrp'>
4103
- <group name='NoCompIDs' required='N'>
4104
- <field name='RefCompID' required='N' />
4105
- <field name='RefSubID' required='N' />
4106
- <field name='LocationID' required='N' />
4107
- <field name='DeskID' required='N' />
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='AttrbGrp'>
4119
- <group name='NoInstrAttrib' required='N'>
4120
- <field name='InstrAttribType' required='N' />
4121
- <field name='InstrAttribValue' required='N' />
4122
- </group>
4123
- </component>
4124
- <component name='UnderlyingStipulations'>
4125
- <group name='NoUnderlyingStips' required='N'>
4126
- <field name='UnderlyingStipType' required='N' />
4127
- <field name='UnderlyingStipValue' required='N' />
4128
- </group>
4129
- </component>
4130
- <component name='MiscFeesGrp'>
4131
- <group name='NoMiscFees' required='N'>
4132
- <field name='MiscFeeAmt' required='N' />
4133
- <field name='MiscFeeCurr' required='N' />
4134
- <field name='MiscFeeType' required='N' />
4135
- <field name='MiscFeeBasis' required='N' />
4136
- </group>
4137
- </component>
4138
- <component name='RoutingGrp'>
4139
- <group name='NoRoutingIDs' required='N'>
4140
- <field name='RoutingType' required='N' />
4141
- <field name='RoutingID' required='N' />
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='RgstDistInstGrp'>
4145
- <group name='NoDistribInsts' required='N'>
4146
- <field name='DistribPaymentMethod' required='N' />
4147
- <field name='DistribPercentage' required='N' />
4148
- <field name='CashDistribCurr' required='N' />
4149
- <field name='CashDistribAgentName' required='N' />
4150
- <field name='CashDistribAgentCode' required='N' />
4151
- <field name='CashDistribAgentAcctNumber' required='N' />
4152
- <field name='CashDistribPayRef' required='N' />
4153
- <field name='CashDistribAgentAcctName' required='N' />
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='OrderQtyData'>
4157
- <field name='OrderQty' required='N' />
4158
- <field name='CashOrderQty' required='N' />
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='SettlType' required='N' />
4182
- <field name='SettlDate' required='N' />
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='HandlInst' required='N' />
4186
- <field name='ExecInst' required='N' />
4187
- <field name='MinQty' required='N' />
4188
- <field name='MatchIncrement' required='N' />
4189
- <field name='MaxPriceLevels' required='N' />
4190
- <component name='DisplayInstruction' required='N' />
4191
- <field name='MaxFloor' required='N' />
4192
- <field name='ExDestination' required='N' />
4193
- <field name='ExDestinationIDSource' required='N' />
4194
- <component name='TrdgSesGrp' required='N' />
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
- <component name='Instrument' required='Y' />
4197
- <component name='UndInstrmtGrp' required='N' />
4198
- <field name='PrevClosePx' required='N' />
4199
- <field name='Side' required='Y' />
4200
- <field name='SideValueInd' required='N' />
4201
- <field name='LocateReqd' required='N' />
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='ForexReq' required='N' />
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='BookingType' required='N' />
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='SettlDate2' required='N' />
4238
- <field name='OrderQty2' required='N' />
4239
- <field name='Price2' required='N' />
4240
- <field name='PositionEffect' required='N' />
4241
- <field name='CoveredOrUncovered' required='N' />
4242
- <field name='MaxShow' required='N' />
4243
- <component name='PegInstructions' required='N' />
4244
- <component name='DiscretionInstructions' required='N' />
4245
- <field name='TargetStrategy' required='N' />
4246
- <component name='StrategyParametersGrp' required='N' />
4247
- <field name='TargetStrategyParameters' required='N' />
4248
- <field name='ParticipationRate' required='N' />
4249
- <field name='Designation' required='N' />
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='PtysSubGrp'>
4253
- <group name='NoPartySubIDs' required='N'>
4254
- <field name='PartySubID' required='N' />
4255
- <field name='PartySubIDType' required='N' />
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='TrdAllocGrp'>
4280
- <group name='NoAllocs' required='N'>
4281
- <field name='AllocAccount' required='N' />
4282
- <field name='AllocAcctIDSource' required='N' />
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='LegBenchmarkCurveData'>
4294
- <field name='LegBenchmarkCurveCurrency' required='N' />
4295
- <field name='LegBenchmarkCurveName' required='N' />
4296
- <field name='LegBenchmarkCurvePoint' required='N' />
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='OrdAllocGrp'>
4306
- <group name='NoOrders' required='N'>
4307
- <field name='ClOrdID' required='N' />
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='OrdListStatGrp'>
4319
- <group name='NoOrders' required='Y'>
4320
- <field name='ClOrdID' required='Y' />
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='CumQty' required='Y' />
4323
- <field name='OrdStatus' required='Y' />
4324
- <field name='WorkingIndicator' required='N' />
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='BidCompRspGrp'>
4335
- <group name='NoBidComponents' required='Y'>
4336
- <component name='CommissionData' required='Y' />
4337
- <field name='ListID' required='N' />
4338
- <field name='Country' required='N' />
4339
- <field name='Side' required='N' />
4340
- <field name='Price' required='N' />
4341
- <field name='PriceType' required='N' />
4342
- <field name='FairValue' required='N' />
4343
- <field name='NetGrossInd' required='N' />
4344
- <field name='SettlType' required='N' />
4345
- <field name='SettlDate' required='N' />
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='SideCrossOrdCxlGrp'>
4354
- <group name='NoSides' required='Y'>
4355
- <field name='Side' required='Y' />
4356
- <field name='OrigClOrdID' required='Y' />
4357
- <field name='ClOrdID' required='Y' />
4358
- <field name='SecondaryClOrdID' required='N' />
4359
- <field name='ClOrdLinkID' required='N' />
4360
- <field name='OrigOrdModTime' required='N' />
4361
- <component name='Parties' required='N' />
4362
- <field name='TradeOriginationDate' required='N' />
4363
- <field name='TradeDate' required='N' />
4364
- <component name='OrderQtyData' required='Y' />
4365
- <field name='ComplianceID' required='N' />
4366
- <field name='Text' required='N' />
4367
- <field name='EncodedTextLen' required='N' />
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='QuotEntryAckGrp'>
4378
- <group name='NoQuoteEntries' required='N'>
4379
- <field name='QuoteEntryID' required='N' />
4380
- <component name='Instrument' required='N' />
4381
- <component name='InstrmtLegGrp' required='N' />
4382
- <field name='BidPx' required='N' />
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='LegSecAltIDGrp'>
4409
- <group name='NoLegSecurityAltID' required='N'>
4410
- <field name='LegSecurityAltID' required='N' />
4411
- <field name='LegSecurityAltIDSource' required='N' />
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='InstrmtLegSecListGrp'>
4423
- <group name='NoLegs' required='N'>
4424
- <component name='InstrumentLeg' required='N' />
4425
- <field name='LegSwapType' required='N' />
4426
- <field name='LegSettlType' required='N' />
4427
- <component name='LegStipulations' required='N' />
4428
- <component name='LegBenchmarkCurveData' required='N' />
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='ACCUMULATE_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES' />
6027
- <value enum='2' description='ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE' />
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' />