quickfix_ruby 1.14.3
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- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
data/spec/FIX40.xml
ADDED
@@ -0,0 +1,862 @@
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1
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+
<fix major='4' type='FIX' servicepack='0' minor='0'>
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2
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+
<header>
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3
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+
<field name='BeginString' required='Y' />
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4
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+
<field name='BodyLength' required='Y' />
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5
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+
<field name='MsgType' required='Y' />
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6
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+
<field name='SenderCompID' required='Y' />
|
7
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+
<field name='TargetCompID' required='Y' />
|
8
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+
<field name='OnBehalfOfCompID' required='N' />
|
9
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+
<field name='DeliverToCompID' required='N' />
|
10
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+
<field name='SecureDataLen' required='N' />
|
11
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+
<field name='SecureData' required='N' />
|
12
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+
<field name='MsgSeqNum' required='Y' />
|
13
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+
<field name='SenderSubID' required='N' />
|
14
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+
<field name='TargetSubID' required='N' />
|
15
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+
<field name='OnBehalfOfSubID' required='N' />
|
16
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+
<field name='DeliverToSubID' required='N' />
|
17
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+
<field name='PossDupFlag' required='N' />
|
18
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+
<field name='PossResend' required='N' />
|
19
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+
<field name='SendingTime' required='Y' />
|
20
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+
<field name='OrigSendingTime' required='N' />
|
21
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+
</header>
|
22
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+
<messages>
|
23
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+
<message name='Heartbeat' msgcat='admin' msgtype='0'>
|
24
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+
<field name='TestReqID' required='N' />
|
25
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+
</message>
|
26
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+
<message name='TestRequest' msgcat='admin' msgtype='1'>
|
27
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+
<field name='TestReqID' required='Y' />
|
28
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+
</message>
|
29
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+
<message name='ResendRequest' msgcat='admin' msgtype='2'>
|
30
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+
<field name='BeginSeqNo' required='Y' />
|
31
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+
<field name='EndSeqNo' required='Y' />
|
32
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+
</message>
|
33
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+
<message name='Reject' msgcat='admin' msgtype='3'>
|
34
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+
<field name='RefSeqNum' required='Y' />
|
35
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+
<field name='Text' required='N' />
|
36
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+
</message>
|
37
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+
<message name='SequenceReset' msgcat='admin' msgtype='4'>
|
38
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+
<field name='GapFillFlag' required='N' />
|
39
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+
<field name='NewSeqNo' required='Y' />
|
40
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+
</message>
|
41
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+
<message name='Logout' msgcat='admin' msgtype='5'>
|
42
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+
<field name='Text' required='N' />
|
43
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+
</message>
|
44
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+
<message name='IOI' msgcat='app' msgtype='6'>
|
45
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+
<field name='IOIid' required='Y' />
|
46
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+
<field name='IOITransType' required='Y' />
|
47
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+
<field name='IOIRefID' required='N' />
|
48
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+
<field name='Symbol' required='Y' />
|
49
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+
<field name='SymbolSfx' required='N' />
|
50
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+
<field name='SecurityID' required='N' />
|
51
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+
<field name='IDSource' required='N' />
|
52
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+
<field name='Issuer' required='N' />
|
53
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+
<field name='SecurityDesc' required='N' />
|
54
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+
<field name='Side' required='Y' />
|
55
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+
<field name='IOIShares' required='Y' />
|
56
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+
<field name='Price' required='N' />
|
57
|
+
<field name='Currency' required='N' />
|
58
|
+
<field name='ValidUntilTime' required='N' />
|
59
|
+
<field name='IOIQltyInd' required='N' />
|
60
|
+
<field name='IOIOthSvc' required='N' />
|
61
|
+
<field name='IOINaturalFlag' required='N' />
|
62
|
+
<field name='IOIQualifier' required='N' />
|
63
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+
<field name='Text' required='N' />
|
64
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+
</message>
|
65
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+
<message name='Advertisement' msgcat='app' msgtype='7'>
|
66
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+
<field name='AdvId' required='Y' />
|
67
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+
<field name='AdvTransType' required='Y' />
|
68
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+
<field name='AdvRefID' required='N' />
|
69
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+
<field name='Symbol' required='Y' />
|
70
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+
<field name='SymbolSfx' required='N' />
|
71
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+
<field name='SecurityID' required='N' />
|
72
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+
<field name='IDSource' required='N' />
|
73
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+
<field name='Issuer' required='N' />
|
74
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+
<field name='SecurityDesc' required='N' />
|
75
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+
<field name='AdvSide' required='Y' />
|
76
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+
<field name='Shares' required='Y' />
|
77
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+
<field name='Price' required='N' />
|
78
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+
<field name='Currency' required='N' />
|
79
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+
<field name='TransactTime' required='N' />
|
80
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+
<field name='Text' required='N' />
|
81
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+
</message>
|
82
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+
<message name='ExecutionReport' msgcat='app' msgtype='8'>
|
83
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+
<field name='OrderID' required='Y' />
|
84
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+
<field name='ClOrdID' required='N' />
|
85
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+
<field name='ClientID' required='N' />
|
86
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+
<field name='ExecBroker' required='N' />
|
87
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+
<field name='ListID' required='N' />
|
88
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+
<field name='ExecID' required='Y' />
|
89
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+
<field name='ExecTransType' required='Y' />
|
90
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+
<field name='ExecRefID' required='N' />
|
91
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+
<field name='OrdStatus' required='Y' />
|
92
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+
<field name='OrdRejReason' required='N' />
|
93
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+
<field name='Account' required='N' />
|
94
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+
<field name='SettlmntTyp' required='N' />
|
95
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+
<field name='FutSettDate' required='N' />
|
96
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+
<field name='Symbol' required='Y' />
|
97
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+
<field name='SymbolSfx' required='N' />
|
98
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+
<field name='SecurityID' required='N' />
|
99
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+
<field name='IDSource' required='N' />
|
100
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+
<field name='Issuer' required='N' />
|
101
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+
<field name='SecurityDesc' required='N' />
|
102
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+
<field name='Side' required='Y' />
|
103
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+
<field name='OrderQty' required='Y' />
|
104
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+
<field name='OrdType' required='N' />
|
105
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+
<field name='Price' required='N' />
|
106
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+
<field name='StopPx' required='N' />
|
107
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+
<field name='Currency' required='N' />
|
108
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+
<field name='TimeInForce' required='N' />
|
109
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+
<field name='ExpireTime' required='N' />
|
110
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+
<field name='ExecInst' required='N' />
|
111
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+
<field name='Rule80A' required='N' />
|
112
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+
<field name='LastShares' required='Y' />
|
113
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+
<field name='LastPx' required='Y' />
|
114
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+
<field name='LastMkt' required='N' />
|
115
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+
<field name='LastCapacity' required='N' />
|
116
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+
<field name='CumQty' required='Y' />
|
117
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+
<field name='AvgPx' required='Y' />
|
118
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+
<field name='TradeDate' required='N' />
|
119
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+
<field name='TransactTime' required='N' />
|
120
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+
<field name='ReportToExch' required='N' />
|
121
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+
<field name='Commission' required='N' />
|
122
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+
<field name='CommType' required='N' />
|
123
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+
<group name='NoMiscFees' required='N'>
|
124
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+
<field name='MiscFeeAmt' required='N' />
|
125
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+
<field name='MiscFeeCurr' required='N' />
|
126
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+
<field name='MiscFeeType' required='N' />
|
127
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+
</group>
|
128
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+
<field name='NetMoney' required='N' />
|
129
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+
<field name='SettlCurrAmt' required='N' />
|
130
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+
<field name='SettlCurrency' required='N' />
|
131
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+
<field name='Text' required='N' />
|
132
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+
</message>
|
133
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+
<message name='OrderCancelReject' msgcat='app' msgtype='9'>
|
134
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+
<field name='OrderID' required='Y' />
|
135
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+
<field name='ClOrdID' required='Y' />
|
136
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+
<field name='ClientID' required='N' />
|
137
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+
<field name='ExecBroker' required='N' />
|
138
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+
<field name='ListID' required='N' />
|
139
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+
<field name='CxlRejReason' required='N' />
|
140
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+
<field name='Text' required='N' />
|
141
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+
</message>
|
142
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+
<message name='Logon' msgcat='admin' msgtype='A'>
|
143
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+
<field name='EncryptMethod' required='Y' />
|
144
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+
<field name='HeartBtInt' required='Y' />
|
145
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+
<field name='RawDataLength' required='N' />
|
146
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+
<field name='RawData' required='N' />
|
147
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+
</message>
|
148
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+
<message name='News' msgcat='app' msgtype='B'>
|
149
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+
<field name='OrigTime' required='N' />
|
150
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+
<field name='Urgency' required='N' />
|
151
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+
<field name='RelatdSym' required='N' />
|
152
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+
<field name='LinesOfText' required='Y' />
|
153
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+
<field name='Text' required='Y' />
|
154
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+
<field name='RawDataLength' required='N' />
|
155
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+
<field name='RawData' required='N' />
|
156
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+
</message>
|
157
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+
<message name='Email' msgcat='app' msgtype='C'>
|
158
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+
<field name='EmailType' required='Y' />
|
159
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+
<field name='OrigTime' required='N' />
|
160
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+
<field name='RelatdSym' required='N' />
|
161
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+
<field name='OrderID' required='N' />
|
162
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+
<field name='ClOrdID' required='N' />
|
163
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+
<field name='LinesOfText' required='Y' />
|
164
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+
<field name='Text' required='Y' />
|
165
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+
<field name='RawDataLength' required='N' />
|
166
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+
<field name='RawData' required='N' />
|
167
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+
</message>
|
168
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+
<message name='NewOrderSingle' msgcat='app' msgtype='D'>
|
169
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+
<field name='ClOrdID' required='Y' />
|
170
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+
<field name='ClientID' required='N' />
|
171
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+
<field name='ExecBroker' required='N' />
|
172
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+
<field name='Account' required='N' />
|
173
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+
<field name='SettlmntTyp' required='N' />
|
174
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+
<field name='FutSettDate' required='N' />
|
175
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+
<field name='HandlInst' required='Y' />
|
176
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+
<field name='ExecInst' required='N' />
|
177
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+
<field name='MinQty' required='N' />
|
178
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+
<field name='MaxFloor' required='N' />
|
179
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+
<field name='ExDestination' required='N' />
|
180
|
+
<field name='ProcessCode' required='N' />
|
181
|
+
<field name='Symbol' required='Y' />
|
182
|
+
<field name='SymbolSfx' required='N' />
|
183
|
+
<field name='SecurityID' required='N' />
|
184
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+
<field name='IDSource' required='N' />
|
185
|
+
<field name='Issuer' required='N' />
|
186
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+
<field name='SecurityDesc' required='N' />
|
187
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+
<field name='PrevClosePx' required='N' />
|
188
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+
<field name='Side' required='Y' />
|
189
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+
<field name='LocateReqd' required='N' />
|
190
|
+
<field name='OrderQty' required='Y' />
|
191
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+
<field name='OrdType' required='Y' />
|
192
|
+
<field name='Price' required='N' />
|
193
|
+
<field name='StopPx' required='N' />
|
194
|
+
<field name='Currency' required='N' />
|
195
|
+
<field name='IOIid' required='N' />
|
196
|
+
<field name='QuoteID' required='N' />
|
197
|
+
<field name='TimeInForce' required='N' />
|
198
|
+
<field name='ExpireTime' required='N' />
|
199
|
+
<field name='Commission' required='N' />
|
200
|
+
<field name='CommType' required='N' />
|
201
|
+
<field name='Rule80A' required='N' />
|
202
|
+
<field name='ForexReq' required='N' />
|
203
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+
<field name='SettlCurrency' required='N' />
|
204
|
+
<field name='Text' required='N' />
|
205
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+
</message>
|
206
|
+
<message name='NewOrderList' msgcat='app' msgtype='E'>
|
207
|
+
<field name='ListID' required='Y' />
|
208
|
+
<field name='WaveNo' required='N' />
|
209
|
+
<field name='ListSeqNo' required='Y' />
|
210
|
+
<field name='ListNoOrds' required='Y' />
|
211
|
+
<field name='ListExecInst' required='N' />
|
212
|
+
<field name='ClOrdID' required='Y' />
|
213
|
+
<field name='ClientID' required='N' />
|
214
|
+
<field name='ExecBroker' required='N' />
|
215
|
+
<field name='Account' required='N' />
|
216
|
+
<field name='SettlmntTyp' required='N' />
|
217
|
+
<field name='FutSettDate' required='N' />
|
218
|
+
<field name='HandlInst' required='Y' />
|
219
|
+
<field name='ExecInst' required='N' />
|
220
|
+
<field name='MinQty' required='N' />
|
221
|
+
<field name='MaxFloor' required='N' />
|
222
|
+
<field name='ExDestination' required='N' />
|
223
|
+
<field name='ProcessCode' required='N' />
|
224
|
+
<field name='Symbol' required='Y' />
|
225
|
+
<field name='SymbolSfx' required='N' />
|
226
|
+
<field name='SecurityID' required='N' />
|
227
|
+
<field name='IDSource' required='N' />
|
228
|
+
<field name='Issuer' required='N' />
|
229
|
+
<field name='SecurityDesc' required='N' />
|
230
|
+
<field name='PrevClosePx' required='N' />
|
231
|
+
<field name='Side' required='Y' />
|
232
|
+
<field name='LocateReqd' required='N' />
|
233
|
+
<field name='OrderQty' required='Y' />
|
234
|
+
<field name='OrdType' required='Y' />
|
235
|
+
<field name='Price' required='N' />
|
236
|
+
<field name='StopPx' required='N' />
|
237
|
+
<field name='Currency' required='N' />
|
238
|
+
<field name='TimeInForce' required='N' />
|
239
|
+
<field name='ExpireTime' required='N' />
|
240
|
+
<field name='Commission' required='N' />
|
241
|
+
<field name='CommType' required='N' />
|
242
|
+
<field name='Rule80A' required='N' />
|
243
|
+
<field name='ForexReq' required='N' />
|
244
|
+
<field name='SettlCurrency' required='N' />
|
245
|
+
<field name='Text' required='N' />
|
246
|
+
</message>
|
247
|
+
<message name='OrderCancelRequest' msgcat='app' msgtype='F'>
|
248
|
+
<field name='OrigClOrdID' required='Y' />
|
249
|
+
<field name='OrderID' required='N' />
|
250
|
+
<field name='ClOrdID' required='Y' />
|
251
|
+
<field name='ListID' required='N' />
|
252
|
+
<field name='CxlType' required='Y' />
|
253
|
+
<field name='ClientID' required='N' />
|
254
|
+
<field name='ExecBroker' required='N' />
|
255
|
+
<field name='Symbol' required='Y' />
|
256
|
+
<field name='SymbolSfx' required='N' />
|
257
|
+
<field name='SecurityID' required='N' />
|
258
|
+
<field name='IDSource' required='N' />
|
259
|
+
<field name='Issuer' required='N' />
|
260
|
+
<field name='SecurityDesc' required='N' />
|
261
|
+
<field name='Side' required='Y' />
|
262
|
+
<field name='OrderQty' required='Y' />
|
263
|
+
<field name='Text' required='N' />
|
264
|
+
</message>
|
265
|
+
<message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
|
266
|
+
<field name='OrderID' required='N' />
|
267
|
+
<field name='ClientID' required='N' />
|
268
|
+
<field name='ExecBroker' required='N' />
|
269
|
+
<field name='OrigClOrdID' required='Y' />
|
270
|
+
<field name='ClOrdID' required='Y' />
|
271
|
+
<field name='ListID' required='N' />
|
272
|
+
<field name='Account' required='N' />
|
273
|
+
<field name='SettlmntTyp' required='N' />
|
274
|
+
<field name='FutSettDate' required='N' />
|
275
|
+
<field name='HandlInst' required='Y' />
|
276
|
+
<field name='ExecInst' required='N' />
|
277
|
+
<field name='MinQty' required='N' />
|
278
|
+
<field name='MaxFloor' required='N' />
|
279
|
+
<field name='ExDestination' required='N' />
|
280
|
+
<field name='Symbol' required='Y' />
|
281
|
+
<field name='SymbolSfx' required='N' />
|
282
|
+
<field name='SecurityID' required='N' />
|
283
|
+
<field name='IDSource' required='N' />
|
284
|
+
<field name='Issuer' required='N' />
|
285
|
+
<field name='SecurityDesc' required='N' />
|
286
|
+
<field name='Side' required='Y' />
|
287
|
+
<field name='OrderQty' required='Y' />
|
288
|
+
<field name='OrdType' required='Y' />
|
289
|
+
<field name='Price' required='N' />
|
290
|
+
<field name='StopPx' required='N' />
|
291
|
+
<field name='Currency' required='N' />
|
292
|
+
<field name='TimeInForce' required='N' />
|
293
|
+
<field name='ExpireTime' required='N' />
|
294
|
+
<field name='Commission' required='N' />
|
295
|
+
<field name='CommType' required='N' />
|
296
|
+
<field name='Rule80A' required='N' />
|
297
|
+
<field name='ForexReq' required='N' />
|
298
|
+
<field name='SettlCurrency' required='N' />
|
299
|
+
<field name='Text' required='N' />
|
300
|
+
</message>
|
301
|
+
<message name='OrderStatusRequest' msgcat='app' msgtype='H'>
|
302
|
+
<field name='OrderID' required='N' />
|
303
|
+
<field name='ClOrdID' required='Y' />
|
304
|
+
<field name='ClientID' required='N' />
|
305
|
+
<field name='ExecBroker' required='N' />
|
306
|
+
<field name='Symbol' required='Y' />
|
307
|
+
<field name='SymbolSfx' required='N' />
|
308
|
+
<field name='Issuer' required='N' />
|
309
|
+
<field name='SecurityDesc' required='N' />
|
310
|
+
<field name='Side' required='Y' />
|
311
|
+
</message>
|
312
|
+
<message name='Allocation' msgcat='app' msgtype='J'>
|
313
|
+
<field name='AllocID' required='Y' />
|
314
|
+
<field name='AllocTransType' required='Y' />
|
315
|
+
<field name='RefAllocID' required='N' />
|
316
|
+
<group name='NoOrders' required='Y'>
|
317
|
+
<field name='ClOrdID' required='Y' />
|
318
|
+
<field name='OrderID' required='N' />
|
319
|
+
<field name='ListID' required='N' />
|
320
|
+
<field name='WaveNo' required='N' />
|
321
|
+
</group>
|
322
|
+
<group name='NoExecs' required='N'>
|
323
|
+
<field name='ExecID' required='N' />
|
324
|
+
<field name='LastShares' required='N' />
|
325
|
+
<field name='LastPx' required='N' />
|
326
|
+
<field name='LastMkt' required='N' />
|
327
|
+
</group>
|
328
|
+
<field name='Side' required='Y' />
|
329
|
+
<field name='Symbol' required='Y' />
|
330
|
+
<field name='SymbolSfx' required='N' />
|
331
|
+
<field name='SecurityID' required='N' />
|
332
|
+
<field name='IDSource' required='N' />
|
333
|
+
<field name='Issuer' required='N' />
|
334
|
+
<field name='SecurityDesc' required='N' />
|
335
|
+
<field name='Shares' required='Y' />
|
336
|
+
<field name='AvgPx' required='Y' />
|
337
|
+
<field name='Currency' required='N' />
|
338
|
+
<field name='AvgPrxPrecision' required='N' />
|
339
|
+
<field name='TradeDate' required='Y' />
|
340
|
+
<field name='TransactTime' required='N' />
|
341
|
+
<field name='SettlmntTyp' required='N' />
|
342
|
+
<field name='FutSettDate' required='N' />
|
343
|
+
<field name='NetMoney' required='N' />
|
344
|
+
<group name='NoMiscFees' required='N'>
|
345
|
+
<field name='MiscFeeAmt' required='N' />
|
346
|
+
<field name='MiscFeeCurr' required='N' />
|
347
|
+
<field name='MiscFeeType' required='N' />
|
348
|
+
</group>
|
349
|
+
<field name='SettlCurrAmt' required='N' />
|
350
|
+
<field name='SettlCurrency' required='N' />
|
351
|
+
<field name='OpenClose' required='N' />
|
352
|
+
<field name='Text' required='N' />
|
353
|
+
<group name='NoAllocs' required='Y'>
|
354
|
+
<field name='AllocAccount' required='Y' />
|
355
|
+
<field name='AllocShares' required='Y' />
|
356
|
+
<field name='ProcessCode' required='N' />
|
357
|
+
<field name='ExecBroker' required='N' />
|
358
|
+
<field name='ClientID' required='N' />
|
359
|
+
<field name='Commission' required='N' />
|
360
|
+
<field name='CommType' required='N' />
|
361
|
+
<field name='NoDlvyInst' required='N' />
|
362
|
+
<field name='BrokerOfCredit' required='N' />
|
363
|
+
<field name='DlvyInst' required='N' />
|
364
|
+
</group>
|
365
|
+
</message>
|
366
|
+
<message name='ListCancelRequest' msgcat='app' msgtype='K'>
|
367
|
+
<field name='ListID' required='Y' />
|
368
|
+
<field name='WaveNo' required='N' />
|
369
|
+
<field name='Text' required='N' />
|
370
|
+
</message>
|
371
|
+
<message name='ListExecute' msgcat='app' msgtype='L'>
|
372
|
+
<field name='ListID' required='Y' />
|
373
|
+
<field name='WaveNo' required='N' />
|
374
|
+
<field name='Text' required='N' />
|
375
|
+
</message>
|
376
|
+
<message name='ListStatusRequest' msgcat='app' msgtype='M'>
|
377
|
+
<field name='ListID' required='Y' />
|
378
|
+
<field name='WaveNo' required='N' />
|
379
|
+
<field name='Text' required='N' />
|
380
|
+
</message>
|
381
|
+
<message name='ListStatus' msgcat='app' msgtype='N'>
|
382
|
+
<field name='ListID' required='Y' />
|
383
|
+
<field name='WaveNo' required='N' />
|
384
|
+
<field name='NoRpts' required='Y' />
|
385
|
+
<field name='RptSeq' required='Y' />
|
386
|
+
<group name='NoOrders' required='Y'>
|
387
|
+
<field name='ClOrdID' required='Y' />
|
388
|
+
<field name='CumQty' required='Y' />
|
389
|
+
<field name='CxlQty' required='Y' />
|
390
|
+
<field name='AvgPx' required='Y' />
|
391
|
+
</group>
|
392
|
+
</message>
|
393
|
+
<message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
|
394
|
+
<field name='ClientID' required='N' />
|
395
|
+
<field name='ExecBroker' required='N' />
|
396
|
+
<field name='AllocID' required='Y' />
|
397
|
+
<field name='TradeDate' required='Y' />
|
398
|
+
<field name='TransactTime' required='N' />
|
399
|
+
<field name='AllocStatus' required='Y' />
|
400
|
+
<field name='AllocRejCode' required='N' />
|
401
|
+
<field name='Text' required='N' />
|
402
|
+
</message>
|
403
|
+
<message name='DontKnowTrade' msgcat='app' msgtype='Q'>
|
404
|
+
<field name='OrderID' required='N' />
|
405
|
+
<field name='ExecID' required='N' />
|
406
|
+
<field name='DKReason' required='Y' />
|
407
|
+
<field name='Symbol' required='Y' />
|
408
|
+
<field name='Side' required='Y' />
|
409
|
+
<field name='OrderQty' required='Y' />
|
410
|
+
<field name='LastShares' required='Y' />
|
411
|
+
<field name='LastPx' required='Y' />
|
412
|
+
<field name='Text' required='N' />
|
413
|
+
</message>
|
414
|
+
<message name='QuoteRequest' msgcat='app' msgtype='R'>
|
415
|
+
<field name='QuoteReqID' required='Y' />
|
416
|
+
<field name='Symbol' required='Y' />
|
417
|
+
<field name='SymbolSfx' required='N' />
|
418
|
+
<field name='SecurityID' required='N' />
|
419
|
+
<field name='IDSource' required='N' />
|
420
|
+
<field name='Issuer' required='N' />
|
421
|
+
<field name='SecurityDesc' required='N' />
|
422
|
+
<field name='PrevClosePx' required='N' />
|
423
|
+
<field name='Side' required='N' />
|
424
|
+
<field name='OrderQty' required='N' />
|
425
|
+
</message>
|
426
|
+
<message name='Quote' msgcat='app' msgtype='S'>
|
427
|
+
<field name='QuoteReqID' required='N' />
|
428
|
+
<field name='QuoteID' required='Y' />
|
429
|
+
<field name='Symbol' required='Y' />
|
430
|
+
<field name='SymbolSfx' required='N' />
|
431
|
+
<field name='SecurityID' required='N' />
|
432
|
+
<field name='IDSource' required='N' />
|
433
|
+
<field name='Issuer' required='N' />
|
434
|
+
<field name='SecurityDesc' required='N' />
|
435
|
+
<field name='BidPx' required='Y' />
|
436
|
+
<field name='OfferPx' required='N' />
|
437
|
+
<field name='BidSize' required='N' />
|
438
|
+
<field name='OfferSize' required='N' />
|
439
|
+
<field name='ValidUntilTime' required='N' />
|
440
|
+
</message>
|
441
|
+
</messages>
|
442
|
+
<trailer>
|
443
|
+
<field name='SignatureLength' required='N' />
|
444
|
+
<field name='Signature' required='N' />
|
445
|
+
<field name='CheckSum' required='Y' />
|
446
|
+
</trailer>
|
447
|
+
<components />
|
448
|
+
<fields>
|
449
|
+
<field number='1' name='Account' type='CHAR' />
|
450
|
+
<field number='2' name='AdvId' type='INT' />
|
451
|
+
<field number='3' name='AdvRefID' type='INT' />
|
452
|
+
<field number='4' name='AdvSide' type='CHAR'>
|
453
|
+
<value enum='B' description='BUY' />
|
454
|
+
<value enum='S' description='SELL' />
|
455
|
+
<value enum='T' description='TRADE' />
|
456
|
+
<value enum='X' description='CROSS' />
|
457
|
+
</field>
|
458
|
+
<field number='5' name='AdvTransType' type='CHAR'>
|
459
|
+
<value enum='C' description='CANCEL' />
|
460
|
+
<value enum='N' description='NEW' />
|
461
|
+
<value enum='R' description='REPLACE' />
|
462
|
+
</field>
|
463
|
+
<field number='6' name='AvgPx' type='FLOAT' />
|
464
|
+
<field number='7' name='BeginSeqNo' type='INT' />
|
465
|
+
<field number='8' name='BeginString' type='CHAR' />
|
466
|
+
<field number='9' name='BodyLength' type='INT' />
|
467
|
+
<field number='10' name='CheckSum' type='CHAR' />
|
468
|
+
<field number='11' name='ClOrdID' type='CHAR' />
|
469
|
+
<field number='12' name='Commission' type='FLOAT' />
|
470
|
+
<field number='13' name='CommType' type='CHAR'>
|
471
|
+
<value enum='1' description='PER_SHARE' />
|
472
|
+
<value enum='2' description='PERCENTAGE' />
|
473
|
+
<value enum='3' description='ABSOLUTE' />
|
474
|
+
</field>
|
475
|
+
<field number='14' name='CumQty' type='INT' />
|
476
|
+
<field number='15' name='Currency' type='CHAR' />
|
477
|
+
<field number='16' name='EndSeqNo' type='INT' />
|
478
|
+
<field number='17' name='ExecID' type='INT' />
|
479
|
+
<field number='18' name='ExecInst' type='CHAR'>
|
480
|
+
<value enum='0' description='STAY_ON_OFFERSIDE' />
|
481
|
+
<value enum='1' description='NOT_HELD' />
|
482
|
+
<value enum='2' description='WORK' />
|
483
|
+
<value enum='3' description='GO_ALONG' />
|
484
|
+
<value enum='4' description='OVER_THE_DAY' />
|
485
|
+
<value enum='5' description='HELD' />
|
486
|
+
<value enum='6' description='PARTICIPATE_DONT_INITIATE' />
|
487
|
+
<value enum='7' description='STRICT_SCALE' />
|
488
|
+
<value enum='8' description='TRY_TO_SCALE' />
|
489
|
+
<value enum='9' description='STAY_ON_BIDSIDE' />
|
490
|
+
<value enum='A' description='NO_CROSS' />
|
491
|
+
<value enum='B' description='OK_TO_CROSS' />
|
492
|
+
<value enum='C' description='CALL_FIRST' />
|
493
|
+
<value enum='D' description='PERCENT_OF_VOLUME' />
|
494
|
+
<value enum='E' description='DO_NOT_INCREASE' />
|
495
|
+
<value enum='F' description='DO_NOT_REDUCE' />
|
496
|
+
<value enum='G' description='ALL_OR_NONE' />
|
497
|
+
<value enum='I' description='INSTITUTIONS_ONLY' />
|
498
|
+
<value enum='L' description='LAST_PEG' />
|
499
|
+
<value enum='M' description='MID_PRICE_PEG' />
|
500
|
+
<value enum='N' description='NON_NEGOTIABLE' />
|
501
|
+
<value enum='O' description='OPENING_PEG' />
|
502
|
+
<value enum='P' description='MARKET_PEG' />
|
503
|
+
<value enum='R' description='PRIMARY_PEG' />
|
504
|
+
<value enum='S' description='SUSPEND' />
|
505
|
+
</field>
|
506
|
+
<field number='19' name='ExecRefID' type='INT' />
|
507
|
+
<field number='20' name='ExecTransType' type='CHAR'>
|
508
|
+
<value enum='0' description='NEW' />
|
509
|
+
<value enum='1' description='CANCEL' />
|
510
|
+
<value enum='2' description='CORRECT' />
|
511
|
+
<value enum='3' description='STATUS' />
|
512
|
+
</field>
|
513
|
+
<field number='21' name='HandlInst' type='CHAR'>
|
514
|
+
<value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
|
515
|
+
<value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
|
516
|
+
<value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
|
517
|
+
</field>
|
518
|
+
<field number='22' name='IDSource' type='CHAR'>
|
519
|
+
<value enum='1' description='CUSIP' />
|
520
|
+
<value enum='2' description='SEDOL' />
|
521
|
+
<value enum='3' description='QUIK' />
|
522
|
+
<value enum='4' description='ISIN_NUMBER' />
|
523
|
+
<value enum='5' description='RIC_CODE' />
|
524
|
+
</field>
|
525
|
+
<field number='23' name='IOIid' type='INT' />
|
526
|
+
<field number='24' name='IOIOthSvc' type='CHAR'>
|
527
|
+
<value enum='A' description='AUTEX' />
|
528
|
+
<value enum='B' description='BRIDGE' />
|
529
|
+
</field>
|
530
|
+
<field number='25' name='IOIQltyInd' type='CHAR'>
|
531
|
+
<value enum='H' description='HIGH' />
|
532
|
+
<value enum='L' description='LOW' />
|
533
|
+
<value enum='M' description='MEDIUM' />
|
534
|
+
</field>
|
535
|
+
<field number='26' name='IOIRefID' type='INT' />
|
536
|
+
<field number='27' name='IOIShares' type='CHAR'>
|
537
|
+
<value enum='L' description='LARGE' />
|
538
|
+
<value enum='M' description='MEDIUM' />
|
539
|
+
<value enum='S' description='SMALL' />
|
540
|
+
</field>
|
541
|
+
<field number='28' name='IOITransType' type='CHAR'>
|
542
|
+
<value enum='C' description='CANCEL' />
|
543
|
+
<value enum='N' description='NEW' />
|
544
|
+
<value enum='R' description='REPLACE' />
|
545
|
+
</field>
|
546
|
+
<field number='29' name='LastCapacity' type='CHAR'>
|
547
|
+
<value enum='1' description='AGENT' />
|
548
|
+
<value enum='2' description='CROSS_AS_AGENT' />
|
549
|
+
<value enum='3' description='CROSS_AS_PRINCIPAL' />
|
550
|
+
<value enum='4' description='PRINCIPAL' />
|
551
|
+
</field>
|
552
|
+
<field number='30' name='LastMkt' type='CHAR' />
|
553
|
+
<field number='31' name='LastPx' type='FLOAT' />
|
554
|
+
<field number='32' name='LastShares' type='INT' />
|
555
|
+
<field number='33' name='LinesOfText' type='INT' />
|
556
|
+
<field number='34' name='MsgSeqNum' type='INT' />
|
557
|
+
<field number='35' name='MsgType' type='CHAR'>
|
558
|
+
<value enum='0' description='HEARTBEAT' />
|
559
|
+
<value enum='1' description='TEST_REQUEST' />
|
560
|
+
<value enum='2' description='RESEND_REQUEST' />
|
561
|
+
<value enum='3' description='REJECT' />
|
562
|
+
<value enum='4' description='SEQUENCE_RESET' />
|
563
|
+
<value enum='5' description='LOGOUT' />
|
564
|
+
<value enum='6' description='INDICATION_OF_INTEREST' />
|
565
|
+
<value enum='7' description='ADVERTISEMENT' />
|
566
|
+
<value enum='8' description='EXECUTION_REPORT' />
|
567
|
+
<value enum='9' description='ORDER_CANCEL_REJECT' />
|
568
|
+
<value enum='A' description='LOGON' />
|
569
|
+
<value enum='B' description='NEWS' />
|
570
|
+
<value enum='C' description='EMAIL' />
|
571
|
+
<value enum='D' description='ORDER_D' />
|
572
|
+
<value enum='E' description='ORDER_E' />
|
573
|
+
<value enum='F' description='ORDER_CANCEL_REQUEST' />
|
574
|
+
<value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
|
575
|
+
<value enum='H' description='ORDER_STATUS_REQUEST' />
|
576
|
+
<value enum='J' description='ALLOCATION' />
|
577
|
+
<value enum='K' description='LIST_CANCEL_REQUEST' />
|
578
|
+
<value enum='L' description='LIST_EXECUTE' />
|
579
|
+
<value enum='M' description='LIST_STATUS_REQUEST' />
|
580
|
+
<value enum='N' description='LIST_STATUS' />
|
581
|
+
<value enum='P' description='ALLOCATION_ACK' />
|
582
|
+
<value enum='Q' description='DONT_KNOW_TRADE' />
|
583
|
+
<value enum='R' description='QUOTE_REQUEST' />
|
584
|
+
<value enum='S' description='QUOTE' />
|
585
|
+
</field>
|
586
|
+
<field number='36' name='NewSeqNo' type='INT' />
|
587
|
+
<field number='37' name='OrderID' type='CHAR' />
|
588
|
+
<field number='38' name='OrderQty' type='INT' />
|
589
|
+
<field number='39' name='OrdStatus' type='CHAR'>
|
590
|
+
<value enum='0' description='NEW' />
|
591
|
+
<value enum='1' description='PARTIALLY_FILLED' />
|
592
|
+
<value enum='2' description='FILLED' />
|
593
|
+
<value enum='3' description='DONE_FOR_DAY' />
|
594
|
+
<value enum='4' description='CANCELED' />
|
595
|
+
<value enum='5' description='REPLACED' />
|
596
|
+
<value enum='6' description='PENDING_CANCEL_REPLACE' />
|
597
|
+
<value enum='7' description='STOPPED' />
|
598
|
+
<value enum='8' description='REJECTED' />
|
599
|
+
<value enum='9' description='SUSPENDED' />
|
600
|
+
<value enum='A' description='PENDING_NEW' />
|
601
|
+
<value enum='B' description='CALCULATED' />
|
602
|
+
<value enum='C' description='EXPIRED' />
|
603
|
+
</field>
|
604
|
+
<field number='40' name='OrdType' type='CHAR'>
|
605
|
+
<value enum='1' description='MARKET' />
|
606
|
+
<value enum='2' description='LIMIT' />
|
607
|
+
<value enum='3' description='STOP' />
|
608
|
+
<value enum='4' description='STOP_LIMIT' />
|
609
|
+
<value enum='5' description='MARKET_ON_CLOSE' />
|
610
|
+
<value enum='6' description='WITH_OR_WITHOUT' />
|
611
|
+
<value enum='7' description='LIMIT_OR_BETTER' />
|
612
|
+
<value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
|
613
|
+
<value enum='9' description='ON_BASIS' />
|
614
|
+
<value enum='A' description='ON_CLOSE' />
|
615
|
+
<value enum='B' description='LIMIT_ON_CLOSE' />
|
616
|
+
<value enum='C' description='FOREX' />
|
617
|
+
<value enum='D' description='PREVIOUSLY_QUOTED' />
|
618
|
+
<value enum='E' description='PREVIOUSLY_INDICATED' />
|
619
|
+
<value enum='P' description='PEGGED' />
|
620
|
+
</field>
|
621
|
+
<field number='41' name='OrigClOrdID' type='CHAR' />
|
622
|
+
<field number='42' name='OrigTime' type='TIME' />
|
623
|
+
<field number='43' name='PossDupFlag' type='CHAR'>
|
624
|
+
<value enum='N' description='NO' />
|
625
|
+
<value enum='Y' description='YES' />
|
626
|
+
</field>
|
627
|
+
<field number='44' name='Price' type='FLOAT' />
|
628
|
+
<field number='45' name='RefSeqNum' type='INT' />
|
629
|
+
<field number='46' name='RelatdSym' type='CHAR' />
|
630
|
+
<field number='47' name='Rule80A' type='CHAR'>
|
631
|
+
<value enum='A' description='AGENCY_SINGLE_ORDER' />
|
632
|
+
<value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
|
633
|
+
<value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
|
634
|
+
<value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
|
635
|
+
<value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
|
636
|
+
<value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
|
637
|
+
<value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
|
638
|
+
<value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
|
639
|
+
<value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
|
640
|
+
<value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
|
641
|
+
<value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
|
642
|
+
</field>
|
643
|
+
<field number='48' name='SecurityID' type='CHAR' />
|
644
|
+
<field number='49' name='SenderCompID' type='CHAR' />
|
645
|
+
<field number='50' name='SenderSubID' type='CHAR' />
|
646
|
+
<field number='52' name='SendingTime' type='TIME' />
|
647
|
+
<field number='53' name='Shares' type='INT' />
|
648
|
+
<field number='54' name='Side' type='CHAR'>
|
649
|
+
<value enum='1' description='BUY' />
|
650
|
+
<value enum='2' description='SELL' />
|
651
|
+
<value enum='3' description='BUY_MINUS' />
|
652
|
+
<value enum='4' description='SELL_PLUS' />
|
653
|
+
<value enum='5' description='SELL_SHORT' />
|
654
|
+
<value enum='6' description='SELL_SHORT_EXEMPT' />
|
655
|
+
</field>
|
656
|
+
<field number='55' name='Symbol' type='CHAR' />
|
657
|
+
<field number='56' name='TargetCompID' type='CHAR' />
|
658
|
+
<field number='57' name='TargetSubID' type='CHAR' />
|
659
|
+
<field number='58' name='Text' type='CHAR' />
|
660
|
+
<field number='59' name='TimeInForce' type='CHAR'>
|
661
|
+
<value enum='0' description='DAY' />
|
662
|
+
<value enum='1' description='GOOD_TILL_CANCEL' />
|
663
|
+
<value enum='2' description='AT_THE_OPENING' />
|
664
|
+
<value enum='3' description='IMMEDIATE_OR_CANCEL' />
|
665
|
+
<value enum='4' description='FILL_OR_KILL' />
|
666
|
+
<value enum='5' description='GOOD_TILL_CROSSING' />
|
667
|
+
<value enum='6' description='GOOD_TILL_DATE' />
|
668
|
+
</field>
|
669
|
+
<field number='60' name='TransactTime' type='TIME' />
|
670
|
+
<field number='61' name='Urgency' type='CHAR'>
|
671
|
+
<value enum='0' description='NORMAL' />
|
672
|
+
<value enum='1' description='FLASH' />
|
673
|
+
<value enum='2' description='BACKGROUND' />
|
674
|
+
</field>
|
675
|
+
<field number='62' name='ValidUntilTime' type='TIME' />
|
676
|
+
<field number='63' name='SettlmntTyp' type='CHAR'>
|
677
|
+
<value enum='0' description='REGULAR' />
|
678
|
+
<value enum='1' description='CASH' />
|
679
|
+
<value enum='2' description='NEXT_DAY' />
|
680
|
+
<value enum='3' description='T_PLUS_2' />
|
681
|
+
<value enum='4' description='T_PLUS_3' />
|
682
|
+
<value enum='5' description='T_PLUS_4' />
|
683
|
+
<value enum='6' description='FUTURE' />
|
684
|
+
<value enum='7' description='WHEN_ISSUED' />
|
685
|
+
<value enum='8' description='SELLERS_OPTION' />
|
686
|
+
<value enum='9' description='T_PLUS_5' />
|
687
|
+
</field>
|
688
|
+
<field number='64' name='FutSettDate' type='DATE' />
|
689
|
+
<field number='65' name='SymbolSfx' type='CHAR' />
|
690
|
+
<field number='66' name='ListID' type='CHAR' />
|
691
|
+
<field number='67' name='ListSeqNo' type='INT' />
|
692
|
+
<field number='68' name='ListNoOrds' type='INT' />
|
693
|
+
<field number='69' name='ListExecInst' type='CHAR' />
|
694
|
+
<field number='70' name='AllocID' type='INT' />
|
695
|
+
<field number='71' name='AllocTransType' type='CHAR'>
|
696
|
+
<value enum='0' description='NEW' />
|
697
|
+
<value enum='1' description='REPLACE' />
|
698
|
+
<value enum='2' description='CANCEL' />
|
699
|
+
</field>
|
700
|
+
<field number='72' name='RefAllocID' type='INT' />
|
701
|
+
<field number='73' name='NoOrders' type='INT' />
|
702
|
+
<field number='74' name='AvgPrxPrecision' type='INT' />
|
703
|
+
<field number='75' name='TradeDate' type='DATE' />
|
704
|
+
<field number='76' name='ExecBroker' type='CHAR' />
|
705
|
+
<field number='77' name='OpenClose' type='CHAR' />
|
706
|
+
<field number='78' name='NoAllocs' type='INT' />
|
707
|
+
<field number='79' name='AllocAccount' type='CHAR' />
|
708
|
+
<field number='80' name='AllocShares' type='INT' />
|
709
|
+
<field number='81' name='ProcessCode' type='CHAR'>
|
710
|
+
<value enum='0' description='REGULAR' />
|
711
|
+
<value enum='1' description='SOFT_DOLLAR' />
|
712
|
+
<value enum='2' description='STEP_IN' />
|
713
|
+
<value enum='3' description='STEP_OUT' />
|
714
|
+
<value enum='4' description='SOFT_DOLLAR_STEP_IN' />
|
715
|
+
<value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
|
716
|
+
<value enum='6' description='PLAN_SPONSOR' />
|
717
|
+
</field>
|
718
|
+
<field number='82' name='NoRpts' type='INT' />
|
719
|
+
<field number='83' name='RptSeq' type='INT' />
|
720
|
+
<field number='84' name='CxlQty' type='INT' />
|
721
|
+
<field number='85' name='NoDlvyInst' type='INT' />
|
722
|
+
<field number='86' name='DlvyInst' type='CHAR' />
|
723
|
+
<field number='87' name='AllocStatus' type='INT'>
|
724
|
+
<value enum='0' description='ACCEPTED' />
|
725
|
+
<value enum='1' description='REJECTED' />
|
726
|
+
<value enum='2' description='PARTIAL_ACCEPT' />
|
727
|
+
<value enum='3' description='RECEIVED' />
|
728
|
+
</field>
|
729
|
+
<field number='88' name='AllocRejCode' type='INT'>
|
730
|
+
<value enum='0' description='UNKNOWN_ACCOUNT' />
|
731
|
+
<value enum='1' description='INCORRECT_QUANTITY' />
|
732
|
+
<value enum='2' description='INCORRECT_AVERAGE_PRICE' />
|
733
|
+
<value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
|
734
|
+
<value enum='4' description='COMMISSION_DIFFERENCE' />
|
735
|
+
<value enum='5' description='UNKNOWN_ORDERID' />
|
736
|
+
<value enum='6' description='UNKNOWN_LISTID' />
|
737
|
+
<value enum='7' description='OTHER' />
|
738
|
+
</field>
|
739
|
+
<field number='89' name='Signature' type='DATA' />
|
740
|
+
<field number='90' name='SecureDataLen' type='LENGTH' />
|
741
|
+
<field number='91' name='SecureData' type='DATA' />
|
742
|
+
<field number='92' name='BrokerOfCredit' type='CHAR' />
|
743
|
+
<field number='93' name='SignatureLength' type='LENGTH' />
|
744
|
+
<field number='94' name='EmailType' type='CHAR'>
|
745
|
+
<value enum='0' description='NEW' />
|
746
|
+
<value enum='1' description='REPLY' />
|
747
|
+
<value enum='2' description='ADMIN_REPLY' />
|
748
|
+
</field>
|
749
|
+
<field number='95' name='RawDataLength' type='LENGTH' />
|
750
|
+
<field number='96' name='RawData' type='DATA' />
|
751
|
+
<field number='97' name='PossResend' type='CHAR' />
|
752
|
+
<field number='98' name='EncryptMethod' type='INT'>
|
753
|
+
<value enum='0' description='NONE' />
|
754
|
+
<value enum='1' description='PKCS' />
|
755
|
+
<value enum='2' description='DES' />
|
756
|
+
<value enum='3' description='PKCS_DES' />
|
757
|
+
<value enum='4' description='PGP_DES' />
|
758
|
+
<value enum='5' description='PGP_DES_MD5' />
|
759
|
+
<value enum='6' description='PEM_DES_MD5' />
|
760
|
+
</field>
|
761
|
+
<field number='99' name='StopPx' type='FLOAT' />
|
762
|
+
<field number='100' name='ExDestination' type='CHAR'>
|
763
|
+
<value enum='0' description='NONE' />
|
764
|
+
<value enum='4' description='POSIT' />
|
765
|
+
</field>
|
766
|
+
<field number='102' name='CxlRejReason' type='INT'>
|
767
|
+
<value enum='0' description='TOO_LATE_TO_CANCEL' />
|
768
|
+
<value enum='1' description='UNKNOWN_ORDER' />
|
769
|
+
</field>
|
770
|
+
<field number='103' name='OrdRejReason' type='INT'>
|
771
|
+
<value enum='0' description='BROKER_OPTION' />
|
772
|
+
<value enum='1' description='UNKNOWN_SYMBOL' />
|
773
|
+
<value enum='2' description='EXCHANGE_CLOSED' />
|
774
|
+
<value enum='3' description='ORDER_EXCEEDS_LIMIT' />
|
775
|
+
<value enum='4' description='TOO_LATE_TO_ENTER' />
|
776
|
+
</field>
|
777
|
+
<field number='104' name='IOIQualifier' type='CHAR'>
|
778
|
+
<value enum='A' description='ALL_OR_NONE' />
|
779
|
+
<value enum='C' description='AT_THE_CLOSE' />
|
780
|
+
<value enum='I' description='IN_TOUCH_WITH' />
|
781
|
+
<value enum='L' description='LIMIT' />
|
782
|
+
<value enum='M' description='MORE_BEHIND' />
|
783
|
+
<value enum='O' description='AT_THE_OPEN' />
|
784
|
+
<value enum='P' description='TAKING_A_POSITION' />
|
785
|
+
<value enum='Q' description='CURRENT_QUOTE' />
|
786
|
+
<value enum='S' description='PORTFOLIO_SHOW_N' />
|
787
|
+
<value enum='T' description='THROUGH_THE_DAY' />
|
788
|
+
<value enum='V' description='VERSUS' />
|
789
|
+
<value enum='W' description='INDICATION' />
|
790
|
+
<value enum='X' description='CROSSING_OPPORTUNITY' />
|
791
|
+
</field>
|
792
|
+
<field number='105' name='WaveNo' type='CHAR' />
|
793
|
+
<field number='106' name='Issuer' type='CHAR' />
|
794
|
+
<field number='107' name='SecurityDesc' type='CHAR' />
|
795
|
+
<field number='108' name='HeartBtInt' type='INT' />
|
796
|
+
<field number='109' name='ClientID' type='CHAR' />
|
797
|
+
<field number='110' name='MinQty' type='INT' />
|
798
|
+
<field number='111' name='MaxFloor' type='INT' />
|
799
|
+
<field number='112' name='TestReqID' type='CHAR' />
|
800
|
+
<field number='113' name='ReportToExch' type='CHAR'>
|
801
|
+
<value enum='N' description='NO' />
|
802
|
+
<value enum='Y' description='YES' />
|
803
|
+
</field>
|
804
|
+
<field number='114' name='LocateReqd' type='CHAR'>
|
805
|
+
<value enum='N' description='NO' />
|
806
|
+
<value enum='Y' description='YES' />
|
807
|
+
</field>
|
808
|
+
<field number='115' name='OnBehalfOfCompID' type='CHAR' />
|
809
|
+
<field number='116' name='OnBehalfOfSubID' type='CHAR' />
|
810
|
+
<field number='117' name='QuoteID' type='CHAR' />
|
811
|
+
<field number='118' name='NetMoney' type='FLOAT' />
|
812
|
+
<field number='119' name='SettlCurrAmt' type='FLOAT' />
|
813
|
+
<field number='120' name='SettlCurrency' type='CHAR' />
|
814
|
+
<field number='121' name='ForexReq' type='CHAR'>
|
815
|
+
<value enum='N' description='NO' />
|
816
|
+
<value enum='Y' description='YES' />
|
817
|
+
</field>
|
818
|
+
<field number='122' name='OrigSendingTime' type='TIME' />
|
819
|
+
<field number='123' name='GapFillFlag' type='CHAR'>
|
820
|
+
<value enum='N' description='NO' />
|
821
|
+
<value enum='Y' description='YES' />
|
822
|
+
</field>
|
823
|
+
<field number='124' name='NoExecs' type='INT' />
|
824
|
+
<field number='125' name='CxlType' type='CHAR'>
|
825
|
+
<value enum='F' description='FULL_REMAINING_QUANTITY' />
|
826
|
+
<value enum='P' description='PARTIAL_CANCEL' />
|
827
|
+
</field>
|
828
|
+
<field number='126' name='ExpireTime' type='TIME' />
|
829
|
+
<field number='127' name='DKReason' type='CHAR'>
|
830
|
+
<value enum='A' description='UNKNOWN_SYMBOL' />
|
831
|
+
<value enum='B' description='WRONG_SIDE' />
|
832
|
+
<value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
|
833
|
+
<value enum='D' description='NO_MATCHING_ORDER' />
|
834
|
+
<value enum='E' description='PRICE_EXCEEDS_LIMIT' />
|
835
|
+
<value enum='Z' description='OTHER' />
|
836
|
+
</field>
|
837
|
+
<field number='128' name='DeliverToCompID' type='CHAR' />
|
838
|
+
<field number='129' name='DeliverToSubID' type='CHAR' />
|
839
|
+
<field number='130' name='IOINaturalFlag' type='CHAR'>
|
840
|
+
<value enum='N' description='NO' />
|
841
|
+
<value enum='Y' description='YES' />
|
842
|
+
</field>
|
843
|
+
<field number='131' name='QuoteReqID' type='CHAR' />
|
844
|
+
<field number='132' name='BidPx' type='FLOAT' />
|
845
|
+
<field number='133' name='OfferPx' type='FLOAT' />
|
846
|
+
<field number='134' name='BidSize' type='INT' />
|
847
|
+
<field number='135' name='OfferSize' type='INT' />
|
848
|
+
<field number='136' name='NoMiscFees' type='INT' />
|
849
|
+
<field number='137' name='MiscFeeAmt' type='FLOAT' />
|
850
|
+
<field number='138' name='MiscFeeCurr' type='CHAR' />
|
851
|
+
<field number='139' name='MiscFeeType' type='CHAR'>
|
852
|
+
<value enum='1' description='REGULATORY' />
|
853
|
+
<value enum='2' description='TAX' />
|
854
|
+
<value enum='3' description='LOCAL_COMMISSION' />
|
855
|
+
<value enum='4' description='EXCHANGE_FEES' />
|
856
|
+
<value enum='5' description='STAMP' />
|
857
|
+
<value enum='6' description='LEVY' />
|
858
|
+
<value enum='7' description='OTHER' />
|
859
|
+
</field>
|
860
|
+
<field number='140' name='PrevClosePx' type='FLOAT' />
|
861
|
+
</fields>
|
862
|
+
</fix>
|