quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
data/spec/FIX41.xml ADDED
@@ -0,0 +1,1285 @@
1
+ <fix major='4' type='FIX' servicepack='0' minor='1'>
2
+ <header>
3
+ <field name='BeginString' required='Y' />
4
+ <field name='BodyLength' required='Y' />
5
+ <field name='MsgType' required='Y' />
6
+ <field name='SenderCompID' required='Y' />
7
+ <field name='TargetCompID' required='Y' />
8
+ <field name='OnBehalfOfCompID' required='N' />
9
+ <field name='DeliverToCompID' required='N' />
10
+ <field name='SecureDataLen' required='N' />
11
+ <field name='SecureData' required='N' />
12
+ <field name='MsgSeqNum' required='Y' />
13
+ <field name='SenderSubID' required='N' />
14
+ <field name='SenderLocationID' required='N' />
15
+ <field name='TargetSubID' required='N' />
16
+ <field name='TargetLocationID' required='N' />
17
+ <field name='OnBehalfOfSubID' required='N' />
18
+ <field name='OnBehalfOfLocationID' required='N' />
19
+ <field name='DeliverToSubID' required='N' />
20
+ <field name='DeliverToLocationID' required='N' />
21
+ <field name='PossDupFlag' required='N' />
22
+ <field name='PossResend' required='N' />
23
+ <field name='SendingTime' required='Y' />
24
+ <field name='OrigSendingTime' required='N' />
25
+ </header>
26
+ <messages>
27
+ <message name='Heartbeat' msgcat='admin' msgtype='0'>
28
+ <field name='TestReqID' required='N' />
29
+ </message>
30
+ <message name='TestRequest' msgcat='admin' msgtype='1'>
31
+ <field name='TestReqID' required='Y' />
32
+ </message>
33
+ <message name='ResendRequest' msgcat='admin' msgtype='2'>
34
+ <field name='BeginSeqNo' required='Y' />
35
+ <field name='EndSeqNo' required='Y' />
36
+ </message>
37
+ <message name='Reject' msgcat='admin' msgtype='3'>
38
+ <field name='RefSeqNum' required='Y' />
39
+ <field name='Text' required='N' />
40
+ </message>
41
+ <message name='SequenceReset' msgcat='admin' msgtype='4'>
42
+ <field name='GapFillFlag' required='N' />
43
+ <field name='NewSeqNo' required='Y' />
44
+ </message>
45
+ <message name='Logout' msgcat='admin' msgtype='5'>
46
+ <field name='Text' required='N' />
47
+ </message>
48
+ <message name='IOI' msgcat='app' msgtype='6'>
49
+ <field name='IOIid' required='Y' />
50
+ <field name='IOITransType' required='Y' />
51
+ <field name='IOIRefID' required='N' />
52
+ <field name='Symbol' required='Y' />
53
+ <field name='SymbolSfx' required='N' />
54
+ <field name='SecurityID' required='N' />
55
+ <field name='IDSource' required='N' />
56
+ <field name='SecurityType' required='N' />
57
+ <field name='MaturityMonthYear' required='N' />
58
+ <field name='MaturityDay' required='N' />
59
+ <field name='PutOrCall' required='N' />
60
+ <field name='StrikePrice' required='N' />
61
+ <field name='OptAttribute' required='N' />
62
+ <field name='SecurityExchange' required='N' />
63
+ <field name='Issuer' required='N' />
64
+ <field name='SecurityDesc' required='N' />
65
+ <field name='Side' required='Y' />
66
+ <field name='IOIShares' required='Y' />
67
+ <field name='Price' required='N' />
68
+ <field name='Currency' required='N' />
69
+ <field name='ValidUntilTime' required='N' />
70
+ <field name='IOIQltyInd' required='N' />
71
+ <field name='IOIOthSvc' required='N' />
72
+ <field name='IOINaturalFlag' required='N' />
73
+ <group name='NoIOIQualifiers' required='N'>
74
+ <field name='IOIQualifier' required='N' />
75
+ </group>
76
+ <field name='Text' required='N' />
77
+ <field name='TransactTime' required='N' />
78
+ <field name='URLLink' required='N' />
79
+ </message>
80
+ <message name='Advertisement' msgcat='app' msgtype='7'>
81
+ <field name='AdvId' required='Y' />
82
+ <field name='AdvTransType' required='Y' />
83
+ <field name='AdvRefID' required='N' />
84
+ <field name='Symbol' required='Y' />
85
+ <field name='SymbolSfx' required='N' />
86
+ <field name='SecurityID' required='N' />
87
+ <field name='IDSource' required='N' />
88
+ <field name='SecurityType' required='N' />
89
+ <field name='MaturityMonthYear' required='N' />
90
+ <field name='MaturityDay' required='N' />
91
+ <field name='PutOrCall' required='N' />
92
+ <field name='StrikePrice' required='N' />
93
+ <field name='OptAttribute' required='N' />
94
+ <field name='SecurityExchange' required='N' />
95
+ <field name='Issuer' required='N' />
96
+ <field name='SecurityDesc' required='N' />
97
+ <field name='AdvSide' required='Y' />
98
+ <field name='Shares' required='Y' />
99
+ <field name='Price' required='N' />
100
+ <field name='Currency' required='N' />
101
+ <field name='TradeDate' required='N' />
102
+ <field name='TransactTime' required='N' />
103
+ <field name='Text' required='N' />
104
+ <field name='URLLink' required='N' />
105
+ <field name='LastMkt' required='N' />
106
+ </message>
107
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
108
+ <field name='OrderID' required='Y' />
109
+ <field name='SecondaryOrderID' required='N' />
110
+ <field name='ClOrdID' required='N' />
111
+ <field name='OrigClOrdID' required='N' />
112
+ <field name='ClientID' required='N' />
113
+ <field name='ExecBroker' required='N' />
114
+ <field name='ListID' required='N' />
115
+ <field name='ExecID' required='Y' />
116
+ <field name='ExecTransType' required='Y' />
117
+ <field name='ExecRefID' required='N' />
118
+ <field name='ExecType' required='Y' />
119
+ <field name='OrdStatus' required='Y' />
120
+ <field name='OrdRejReason' required='N' />
121
+ <field name='Account' required='N' />
122
+ <field name='SettlmntTyp' required='N' />
123
+ <field name='FutSettDate' required='N' />
124
+ <field name='Symbol' required='Y' />
125
+ <field name='SymbolSfx' required='N' />
126
+ <field name='SecurityID' required='N' />
127
+ <field name='IDSource' required='N' />
128
+ <field name='SecurityType' required='N' />
129
+ <field name='MaturityMonthYear' required='N' />
130
+ <field name='MaturityDay' required='N' />
131
+ <field name='PutOrCall' required='N' />
132
+ <field name='StrikePrice' required='N' />
133
+ <field name='OptAttribute' required='N' />
134
+ <field name='SecurityExchange' required='N' />
135
+ <field name='Issuer' required='N' />
136
+ <field name='SecurityDesc' required='N' />
137
+ <field name='Side' required='Y' />
138
+ <field name='OrderQty' required='Y' />
139
+ <field name='OrdType' required='N' />
140
+ <field name='Price' required='N' />
141
+ <field name='StopPx' required='N' />
142
+ <field name='PegDifference' required='N' />
143
+ <field name='Currency' required='N' />
144
+ <field name='TimeInForce' required='N' />
145
+ <field name='ExpireTime' required='N' />
146
+ <field name='ExecInst' required='N' />
147
+ <field name='Rule80A' required='N' />
148
+ <field name='LastShares' required='Y' />
149
+ <field name='LastPx' required='Y' />
150
+ <field name='LastSpotRate' required='N' />
151
+ <field name='LastForwardPoints' required='N' />
152
+ <field name='LastMkt' required='N' />
153
+ <field name='LastCapacity' required='N' />
154
+ <field name='LeavesQty' required='Y' />
155
+ <field name='CumQty' required='Y' />
156
+ <field name='AvgPx' required='Y' />
157
+ <field name='TradeDate' required='N' />
158
+ <field name='TransactTime' required='N' />
159
+ <field name='ReportToExch' required='N' />
160
+ <field name='Commission' required='N' />
161
+ <field name='CommType' required='N' />
162
+ <field name='SettlCurrAmt' required='N' />
163
+ <field name='SettlCurrency' required='N' />
164
+ <field name='SettlCurrFxRate' required='N' />
165
+ <field name='SettlCurrFxRateCalc' required='N' />
166
+ <field name='Text' required='N' />
167
+ </message>
168
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
169
+ <field name='OrderID' required='Y' />
170
+ <field name='SecondaryOrderID' required='N' />
171
+ <field name='ClOrdID' required='Y' />
172
+ <field name='OrigClOrdID' required='Y' />
173
+ <field name='OrdStatus' required='Y' />
174
+ <field name='ClientID' required='N' />
175
+ <field name='ExecBroker' required='N' />
176
+ <field name='ListID' required='N' />
177
+ <field name='CxlRejReason' required='N' />
178
+ <field name='Text' required='N' />
179
+ </message>
180
+ <message name='Logon' msgcat='admin' msgtype='A'>
181
+ <field name='EncryptMethod' required='Y' />
182
+ <field name='HeartBtInt' required='Y' />
183
+ <field name='RawDataLength' required='N' />
184
+ <field name='RawData' required='N' />
185
+ <field name='ResetSeqNumFlag' required='N' />
186
+ </message>
187
+ <message name='News' msgcat='app' msgtype='B'>
188
+ <field name='OrigTime' required='N' />
189
+ <field name='Urgency' required='N' />
190
+ <field name='Headline' required='Y' />
191
+ <group name='NoRelatedSym' required='N'>
192
+ <field name='RelatdSym' required='N' />
193
+ <field name='SymbolSfx' required='N' />
194
+ <field name='SecurityID' required='N' />
195
+ <field name='IDSource' required='N' />
196
+ <field name='SecurityType' required='N' />
197
+ <field name='MaturityMonthYear' required='N' />
198
+ <field name='MaturityDay' required='N' />
199
+ <field name='PutOrCall' required='N' />
200
+ <field name='StrikePrice' required='N' />
201
+ <field name='OptAttribute' required='N' />
202
+ <field name='SecurityExchange' required='N' />
203
+ <field name='Issuer' required='N' />
204
+ <field name='SecurityDesc' required='N' />
205
+ </group>
206
+ <group name='LinesOfText' required='Y'>
207
+ <field name='Text' required='Y' />
208
+ </group>
209
+ <field name='URLLink' required='N' />
210
+ <field name='RawDataLength' required='N' />
211
+ <field name='RawData' required='N' />
212
+ </message>
213
+ <message name='Email' msgcat='app' msgtype='C'>
214
+ <field name='EmailThreadID' required='Y' />
215
+ <field name='EmailType' required='Y' />
216
+ <field name='OrigTime' required='N' />
217
+ <field name='Subject' required='Y' />
218
+ <group name='NoRelatedSym' required='N'>
219
+ <field name='RelatdSym' required='N' />
220
+ <field name='SymbolSfx' required='N' />
221
+ <field name='SecurityID' required='N' />
222
+ <field name='IDSource' required='N' />
223
+ <field name='SecurityType' required='N' />
224
+ <field name='MaturityMonthYear' required='N' />
225
+ <field name='MaturityDay' required='N' />
226
+ <field name='PutOrCall' required='N' />
227
+ <field name='StrikePrice' required='N' />
228
+ <field name='OptAttribute' required='N' />
229
+ <field name='SecurityExchange' required='N' />
230
+ <field name='Issuer' required='N' />
231
+ <field name='SecurityDesc' required='N' />
232
+ </group>
233
+ <field name='OrderID' required='N' />
234
+ <field name='ClOrdID' required='N' />
235
+ <group name='LinesOfText' required='Y'>
236
+ <field name='Text' required='Y' />
237
+ </group>
238
+ <field name='RawDataLength' required='N' />
239
+ <field name='RawData' required='N' />
240
+ </message>
241
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
242
+ <field name='ClOrdID' required='Y' />
243
+ <field name='ClientID' required='N' />
244
+ <field name='ExecBroker' required='N' />
245
+ <field name='Account' required='N' />
246
+ <field name='SettlmntTyp' required='N' />
247
+ <field name='FutSettDate' required='N' />
248
+ <field name='HandlInst' required='Y' />
249
+ <field name='ExecInst' required='N' />
250
+ <field name='MinQty' required='N' />
251
+ <field name='MaxFloor' required='N' />
252
+ <field name='ExDestination' required='N' />
253
+ <field name='ProcessCode' required='N' />
254
+ <field name='Symbol' required='Y' />
255
+ <field name='SymbolSfx' required='N' />
256
+ <field name='SecurityID' required='N' />
257
+ <field name='IDSource' required='N' />
258
+ <field name='SecurityType' required='N' />
259
+ <field name='MaturityMonthYear' required='N' />
260
+ <field name='MaturityDay' required='N' />
261
+ <field name='PutOrCall' required='N' />
262
+ <field name='StrikePrice' required='N' />
263
+ <field name='OptAttribute' required='N' />
264
+ <field name='SecurityExchange' required='N' />
265
+ <field name='Issuer' required='N' />
266
+ <field name='SecurityDesc' required='N' />
267
+ <field name='PrevClosePx' required='N' />
268
+ <field name='Side' required='Y' />
269
+ <field name='LocateReqd' required='N' />
270
+ <field name='OrderQty' required='N' />
271
+ <field name='CashOrderQty' required='N' />
272
+ <field name='OrdType' required='Y' />
273
+ <field name='Price' required='N' />
274
+ <field name='StopPx' required='N' />
275
+ <field name='Currency' required='N' />
276
+ <field name='IOIid' required='N' />
277
+ <field name='QuoteID' required='N' />
278
+ <field name='TimeInForce' required='N' />
279
+ <field name='ExpireTime' required='N' />
280
+ <field name='Commission' required='N' />
281
+ <field name='CommType' required='N' />
282
+ <field name='Rule80A' required='N' />
283
+ <field name='ForexReq' required='N' />
284
+ <field name='SettlCurrency' required='N' />
285
+ <field name='Text' required='N' />
286
+ <field name='FutSettDate2' required='N' />
287
+ <field name='OrderQty2' required='N' />
288
+ <field name='OpenClose' required='N' />
289
+ <field name='CoveredOrUncovered' required='N' />
290
+ <field name='CustomerOrFirm' required='N' />
291
+ <field name='MaxShow' required='N' />
292
+ <field name='PegDifference' required='N' />
293
+ </message>
294
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
295
+ <field name='ListID' required='Y' />
296
+ <field name='WaveNo' required='N' />
297
+ <field name='ListSeqNo' required='Y' />
298
+ <field name='ListNoOrds' required='Y' />
299
+ <field name='ListExecInst' required='N' />
300
+ <field name='ClOrdID' required='Y' />
301
+ <field name='ClientID' required='N' />
302
+ <field name='ExecBroker' required='N' />
303
+ <field name='Account' required='N' />
304
+ <field name='SettlmntTyp' required='N' />
305
+ <field name='FutSettDate' required='N' />
306
+ <field name='HandlInst' required='Y' />
307
+ <field name='ExecInst' required='N' />
308
+ <field name='MinQty' required='N' />
309
+ <field name='MaxFloor' required='N' />
310
+ <field name='ExDestination' required='N' />
311
+ <field name='ProcessCode' required='N' />
312
+ <field name='Symbol' required='Y' />
313
+ <field name='SymbolSfx' required='N' />
314
+ <field name='SecurityID' required='N' />
315
+ <field name='IDSource' required='N' />
316
+ <field name='SecurityType' required='N' />
317
+ <field name='MaturityMonthYear' required='N' />
318
+ <field name='MaturityDay' required='N' />
319
+ <field name='PutOrCall' required='N' />
320
+ <field name='StrikePrice' required='N' />
321
+ <field name='OptAttribute' required='N' />
322
+ <field name='SecurityExchange' required='N' />
323
+ <field name='Issuer' required='N' />
324
+ <field name='SecurityDesc' required='N' />
325
+ <field name='PrevClosePx' required='N' />
326
+ <field name='Side' required='Y' />
327
+ <field name='LocateReqd' required='N' />
328
+ <field name='OrderQty' required='Y' />
329
+ <field name='OrdType' required='Y' />
330
+ <field name='Price' required='N' />
331
+ <field name='StopPx' required='N' />
332
+ <field name='PegDifference' required='N' />
333
+ <field name='Currency' required='N' />
334
+ <field name='TimeInForce' required='N' />
335
+ <field name='ExpireTime' required='N' />
336
+ <field name='Commission' required='N' />
337
+ <field name='CommType' required='N' />
338
+ <field name='Rule80A' required='N' />
339
+ <field name='ForexReq' required='N' />
340
+ <field name='SettlCurrency' required='N' />
341
+ <field name='Text' required='N' />
342
+ <field name='FutSettDate2' required='N' />
343
+ <field name='OrderQty2' required='N' />
344
+ <field name='OpenClose' required='N' />
345
+ <field name='CoveredOrUncovered' required='N' />
346
+ <field name='CustomerOrFirm' required='N' />
347
+ <field name='MaxShow' required='N' />
348
+ </message>
349
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
350
+ <field name='OrigClOrdID' required='Y' />
351
+ <field name='OrderID' required='N' />
352
+ <field name='ClOrdID' required='Y' />
353
+ <field name='ListID' required='N' />
354
+ <field name='ClientID' required='N' />
355
+ <field name='ExecBroker' required='N' />
356
+ <field name='Symbol' required='Y' />
357
+ <field name='SymbolSfx' required='N' />
358
+ <field name='SecurityID' required='N' />
359
+ <field name='IDSource' required='N' />
360
+ <field name='SecurityType' required='N' />
361
+ <field name='MaturityMonthYear' required='N' />
362
+ <field name='MaturityDay' required='N' />
363
+ <field name='PutOrCall' required='N' />
364
+ <field name='StrikePrice' required='N' />
365
+ <field name='OptAttribute' required='N' />
366
+ <field name='SecurityExchange' required='N' />
367
+ <field name='Issuer' required='N' />
368
+ <field name='SecurityDesc' required='N' />
369
+ <field name='Side' required='Y' />
370
+ <field name='OrderQty' required='N' />
371
+ <field name='CashOrderQty' required='N' />
372
+ <field name='Text' required='N' />
373
+ </message>
374
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
375
+ <field name='OrderID' required='N' />
376
+ <field name='ClientID' required='N' />
377
+ <field name='ExecBroker' required='N' />
378
+ <field name='OrigClOrdID' required='Y' />
379
+ <field name='ClOrdID' required='Y' />
380
+ <field name='ListID' required='N' />
381
+ <field name='Account' required='N' />
382
+ <field name='SettlmntTyp' required='N' />
383
+ <field name='FutSettDate' required='N' />
384
+ <field name='HandlInst' required='Y' />
385
+ <field name='ExecInst' required='N' />
386
+ <field name='MinQty' required='N' />
387
+ <field name='MaxFloor' required='N' />
388
+ <field name='ExDestination' required='N' />
389
+ <field name='Symbol' required='Y' />
390
+ <field name='SymbolSfx' required='N' />
391
+ <field name='SecurityID' required='N' />
392
+ <field name='IDSource' required='N' />
393
+ <field name='SecurityType' required='N' />
394
+ <field name='MaturityMonthYear' required='N' />
395
+ <field name='MaturityDay' required='N' />
396
+ <field name='PutOrCall' required='N' />
397
+ <field name='StrikePrice' required='N' />
398
+ <field name='OptAttribute' required='N' />
399
+ <field name='SecurityExchange' required='N' />
400
+ <field name='Issuer' required='N' />
401
+ <field name='SecurityDesc' required='N' />
402
+ <field name='Side' required='Y' />
403
+ <field name='OrderQty' required='N' />
404
+ <field name='CashOrderQty' required='N' />
405
+ <field name='OrdType' required='Y' />
406
+ <field name='Price' required='N' />
407
+ <field name='StopPx' required='N' />
408
+ <field name='PegDifference' required='N' />
409
+ <field name='Currency' required='N' />
410
+ <field name='TimeInForce' required='N' />
411
+ <field name='ExpireTime' required='N' />
412
+ <field name='Commission' required='N' />
413
+ <field name='CommType' required='N' />
414
+ <field name='Rule80A' required='N' />
415
+ <field name='ForexReq' required='N' />
416
+ <field name='SettlCurrency' required='N' />
417
+ <field name='Text' required='N' />
418
+ <field name='FutSettDate2' required='N' />
419
+ <field name='OrderQty2' required='N' />
420
+ <field name='OpenClose' required='N' />
421
+ <field name='CoveredOrUncovered' required='N' />
422
+ <field name='CustomerOrFirm' required='N' />
423
+ <field name='MaxShow' required='N' />
424
+ <field name='LocateReqd' required='N' />
425
+ </message>
426
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
427
+ <field name='OrderID' required='N' />
428
+ <field name='ClOrdID' required='Y' />
429
+ <field name='ClientID' required='N' />
430
+ <field name='ExecBroker' required='N' />
431
+ <field name='Symbol' required='Y' />
432
+ <field name='SymbolSfx' required='N' />
433
+ <field name='SecurityID' required='N' />
434
+ <field name='IDSource' required='N' />
435
+ <field name='SecurityType' required='N' />
436
+ <field name='MaturityMonthYear' required='N' />
437
+ <field name='MaturityDay' required='N' />
438
+ <field name='PutOrCall' required='N' />
439
+ <field name='StrikePrice' required='N' />
440
+ <field name='OptAttribute' required='N' />
441
+ <field name='SecurityExchange' required='N' />
442
+ <field name='Issuer' required='N' />
443
+ <field name='SecurityDesc' required='N' />
444
+ <field name='Side' required='Y' />
445
+ </message>
446
+ <message name='Allocation' msgcat='app' msgtype='J'>
447
+ <field name='AllocID' required='Y' />
448
+ <field name='AllocTransType' required='Y' />
449
+ <field name='RefAllocID' required='N' />
450
+ <field name='AllocLinkID' required='N' />
451
+ <field name='AllocLinkType' required='N' />
452
+ <group name='NoOrders' required='N'>
453
+ <field name='ClOrdID' required='N' />
454
+ <field name='OrderID' required='N' />
455
+ <field name='SecondaryOrderID' required='N' />
456
+ <field name='ListID' required='N' />
457
+ <field name='WaveNo' required='N' />
458
+ </group>
459
+ <group name='NoExecs' required='N'>
460
+ <field name='LastShares' required='N' />
461
+ <field name='ExecID' required='N' />
462
+ <field name='LastPx' required='N' />
463
+ <field name='LastCapacity' required='N' />
464
+ </group>
465
+ <field name='Side' required='Y' />
466
+ <field name='Symbol' required='Y' />
467
+ <field name='SymbolSfx' required='N' />
468
+ <field name='SecurityID' required='N' />
469
+ <field name='IDSource' required='N' />
470
+ <field name='SecurityType' required='N' />
471
+ <field name='MaturityMonthYear' required='N' />
472
+ <field name='MaturityDay' required='N' />
473
+ <field name='PutOrCall' required='N' />
474
+ <field name='StrikePrice' required='N' />
475
+ <field name='OptAttribute' required='N' />
476
+ <field name='SecurityExchange' required='N' />
477
+ <field name='Issuer' required='N' />
478
+ <field name='SecurityDesc' required='N' />
479
+ <field name='Shares' required='Y' />
480
+ <field name='LastMkt' required='N' />
481
+ <field name='AvgPx' required='Y' />
482
+ <field name='Currency' required='N' />
483
+ <field name='AvgPrxPrecision' required='N' />
484
+ <field name='TradeDate' required='Y' />
485
+ <field name='TransactTime' required='N' />
486
+ <field name='SettlmntTyp' required='N' />
487
+ <field name='FutSettDate' required='N' />
488
+ <field name='NetMoney' required='N' />
489
+ <field name='OpenClose' required='N' />
490
+ <field name='Text' required='N' />
491
+ <field name='NumDaysInterest' required='N' />
492
+ <field name='AccruedInterestRate' required='N' />
493
+ <group name='NoAllocs' required='N'>
494
+ <field name='AllocAccount' required='N' />
495
+ <field name='AllocShares' required='Y' />
496
+ <field name='ProcessCode' required='N' />
497
+ <field name='BrokerOfCredit' required='N' />
498
+ <field name='NotifyBrokerOfCredit' required='N' />
499
+ <field name='AllocHandlInst' required='N' />
500
+ <field name='AllocText' required='N' />
501
+ <field name='ExecBroker' required='N' />
502
+ <field name='ClientID' required='N' />
503
+ <field name='Commission' required='N' />
504
+ <field name='CommType' required='N' />
505
+ <field name='AllocAvgPx' required='N' />
506
+ <field name='AllocNetMoney' required='N' />
507
+ <field name='SettlCurrAmt' required='N' />
508
+ <field name='SettlCurrency' required='N' />
509
+ <field name='SettlCurrFxRate' required='N' />
510
+ <field name='SettlCurrFxRateCalc' required='N' />
511
+ <field name='AccruedInterestAmt' required='N' />
512
+ <field name='SettlInstMode' required='N' />
513
+ <group name='NoMiscFees' required='N'>
514
+ <field name='MiscFeeAmt' required='N' />
515
+ <field name='MiscFeeCurr' required='N' />
516
+ <field name='MiscFeeType' required='N' />
517
+ </group>
518
+ </group>
519
+ </message>
520
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
521
+ <field name='ListID' required='Y' />
522
+ <field name='WaveNo' required='N' />
523
+ <field name='Text' required='N' />
524
+ </message>
525
+ <message name='ListExecute' msgcat='app' msgtype='L'>
526
+ <field name='ListID' required='Y' />
527
+ <field name='WaveNo' required='N' />
528
+ <field name='Text' required='N' />
529
+ </message>
530
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
531
+ <field name='ListID' required='Y' />
532
+ <field name='WaveNo' required='N' />
533
+ <field name='Text' required='N' />
534
+ </message>
535
+ <message name='ListStatus' msgcat='app' msgtype='N'>
536
+ <field name='ListID' required='Y' />
537
+ <field name='WaveNo' required='N' />
538
+ <field name='NoRpts' required='Y' />
539
+ <field name='RptSeq' required='Y' />
540
+ <group name='NoOrders' required='Y'>
541
+ <field name='ClOrdID' required='Y' />
542
+ <field name='CumQty' required='Y' />
543
+ <field name='LeavesQty' required='Y' />
544
+ <field name='CxlQty' required='Y' />
545
+ <field name='AvgPx' required='Y' />
546
+ </group>
547
+ </message>
548
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
549
+ <field name='ClientID' required='N' />
550
+ <field name='ExecBroker' required='N' />
551
+ <field name='AllocID' required='Y' />
552
+ <field name='TradeDate' required='Y' />
553
+ <field name='TransactTime' required='N' />
554
+ <field name='AllocStatus' required='Y' />
555
+ <field name='AllocRejCode' required='N' />
556
+ <field name='Text' required='N' />
557
+ </message>
558
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
559
+ <field name='OrderID' required='N' />
560
+ <field name='ExecID' required='N' />
561
+ <field name='DKReason' required='Y' />
562
+ <field name='Symbol' required='Y' />
563
+ <field name='SymbolSfx' required='N' />
564
+ <field name='SecurityID' required='N' />
565
+ <field name='IDSource' required='N' />
566
+ <field name='SecurityType' required='N' />
567
+ <field name='MaturityMonthYear' required='N' />
568
+ <field name='MaturityDay' required='N' />
569
+ <field name='PutOrCall' required='N' />
570
+ <field name='StrikePrice' required='N' />
571
+ <field name='OptAttribute' required='N' />
572
+ <field name='SecurityExchange' required='N' />
573
+ <field name='Issuer' required='N' />
574
+ <field name='SecurityDesc' required='N' />
575
+ <field name='Side' required='Y' />
576
+ <field name='OrderQty' required='N' />
577
+ <field name='CashOrderQty' required='N' />
578
+ <field name='LastShares' required='N' />
579
+ <field name='LastPx' required='N' />
580
+ <field name='Text' required='N' />
581
+ </message>
582
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
583
+ <field name='QuoteReqID' required='Y' />
584
+ <field name='Symbol' required='Y' />
585
+ <field name='SymbolSfx' required='N' />
586
+ <field name='SecurityID' required='N' />
587
+ <field name='IDSource' required='N' />
588
+ <field name='SecurityType' required='N' />
589
+ <field name='MaturityMonthYear' required='N' />
590
+ <field name='MaturityDay' required='N' />
591
+ <field name='PutOrCall' required='N' />
592
+ <field name='StrikePrice' required='N' />
593
+ <field name='OptAttribute' required='N' />
594
+ <field name='SecurityExchange' required='N' />
595
+ <field name='Issuer' required='N' />
596
+ <field name='SecurityDesc' required='N' />
597
+ <field name='PrevClosePx' required='N' />
598
+ <field name='Side' required='N' />
599
+ <field name='OrderQty' required='N' />
600
+ <field name='FutSettDate' required='N' />
601
+ <field name='OrdType' required='N' />
602
+ <field name='FutSettDate2' required='N' />
603
+ <field name='OrderQty2' required='N' />
604
+ </message>
605
+ <message name='Quote' msgcat='app' msgtype='S'>
606
+ <field name='QuoteReqID' required='N' />
607
+ <field name='QuoteID' required='Y' />
608
+ <field name='Symbol' required='Y' />
609
+ <field name='SymbolSfx' required='N' />
610
+ <field name='SecurityID' required='N' />
611
+ <field name='IDSource' required='N' />
612
+ <field name='SecurityType' required='N' />
613
+ <field name='MaturityMonthYear' required='N' />
614
+ <field name='MaturityDay' required='N' />
615
+ <field name='PutOrCall' required='N' />
616
+ <field name='StrikePrice' required='N' />
617
+ <field name='OptAttribute' required='N' />
618
+ <field name='SecurityExchange' required='N' />
619
+ <field name='Issuer' required='N' />
620
+ <field name='SecurityDesc' required='N' />
621
+ <field name='BidPx' required='N' />
622
+ <field name='OfferPx' required='N' />
623
+ <field name='BidSize' required='N' />
624
+ <field name='OfferSize' required='N' />
625
+ <field name='ValidUntilTime' required='N' />
626
+ <field name='BidSpotRate' required='N' />
627
+ <field name='OfferSpotRate' required='N' />
628
+ <field name='BidForwardPoints' required='N' />
629
+ <field name='OfferForwardPoints' required='N' />
630
+ <field name='TransactTime' required='N' />
631
+ <field name='FutSettDate' required='N' />
632
+ <field name='OrdType' required='N' />
633
+ <field name='FutSettDate2' required='N' />
634
+ <field name='OrderQty2' required='N' />
635
+ </message>
636
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
637
+ <field name='SettlInstID' required='Y' />
638
+ <field name='SettlInstTransType' required='Y' />
639
+ <field name='SettlInstMode' required='Y' />
640
+ <field name='SettlInstSource' required='Y' />
641
+ <field name='AllocAccount' required='Y' />
642
+ <field name='SettlLocation' required='N' />
643
+ <field name='TradeDate' required='N' />
644
+ <field name='AllocID' required='N' />
645
+ <field name='LastMkt' required='N' />
646
+ <field name='Side' required='N' />
647
+ <field name='SecurityType' required='N' />
648
+ <field name='EffectiveTime' required='N' />
649
+ <field name='TransactTime' required='Y' />
650
+ <field name='ClientID' required='N' />
651
+ <field name='ExecBroker' required='N' />
652
+ <field name='StandInstDbType' required='N' />
653
+ <field name='StandInstDbName' required='N' />
654
+ <field name='StandInstDbID' required='N' />
655
+ <field name='SettlDeliveryType' required='N' />
656
+ <field name='SettlDepositoryCode' required='N' />
657
+ <field name='SettlBrkrCode' required='N' />
658
+ <field name='SettlInstCode' required='N' />
659
+ <field name='SecuritySettlAgentName' required='N' />
660
+ <field name='SecuritySettlAgentCode' required='N' />
661
+ <field name='SecuritySettlAgentAcctNum' required='N' />
662
+ <field name='SecuritySettlAgentAcctName' required='N' />
663
+ <field name='SecuritySettlAgentContactName' required='N' />
664
+ <field name='SecuritySettlAgentContactPhone' required='N' />
665
+ <field name='CashSettlAgentName' required='N' />
666
+ <field name='CashSettlAgentCode' required='N' />
667
+ <field name='CashSettlAgentAcctNum' required='N' />
668
+ <field name='CashSettlAgentAcctName' required='N' />
669
+ <field name='CashSettlAgentContactName' required='N' />
670
+ <field name='CashSettlAgentContactPhone' required='N' />
671
+ </message>
672
+ </messages>
673
+ <trailer>
674
+ <field name='SignatureLength' required='N' />
675
+ <field name='Signature' required='N' />
676
+ <field name='CheckSum' required='Y' />
677
+ </trailer>
678
+ <components />
679
+ <fields>
680
+ <field number='1' name='Account' type='CHAR' />
681
+ <field number='2' name='AdvId' type='CHAR' />
682
+ <field number='3' name='AdvRefID' type='CHAR' />
683
+ <field number='4' name='AdvSide' type='CHAR'>
684
+ <value enum='B' description='BUY' />
685
+ <value enum='S' description='SELL' />
686
+ <value enum='T' description='TRADE' />
687
+ <value enum='X' description='CROSS' />
688
+ </field>
689
+ <field number='5' name='AdvTransType' type='CHAR'>
690
+ <value enum='C' description='CANCEL' />
691
+ <value enum='N' description='NEW' />
692
+ <value enum='R' description='REPLACE' />
693
+ </field>
694
+ <field number='6' name='AvgPx' type='FLOAT' />
695
+ <field number='7' name='BeginSeqNo' type='INT' />
696
+ <field number='8' name='BeginString' type='CHAR' />
697
+ <field number='9' name='BodyLength' type='INT' />
698
+ <field number='10' name='CheckSum' type='CHAR' />
699
+ <field number='11' name='ClOrdID' type='CHAR' />
700
+ <field number='12' name='Commission' type='FLOAT' />
701
+ <field number='13' name='CommType' type='CHAR'>
702
+ <value enum='1' description='PER_SHARE' />
703
+ <value enum='2' description='PERCENTAGE' />
704
+ <value enum='3' description='ABSOLUTE' />
705
+ </field>
706
+ <field number='14' name='CumQty' type='INT' />
707
+ <field number='15' name='Currency' type='CHAR' />
708
+ <field number='16' name='EndSeqNo' type='INT' />
709
+ <field number='17' name='ExecID' type='CHAR' />
710
+ <field number='18' name='ExecInst' type='CHAR'>
711
+ <value enum='0' description='STAY_ON_OFFERSIDE' />
712
+ <value enum='1' description='NOT_HELD' />
713
+ <value enum='2' description='WORK' />
714
+ <value enum='3' description='GO_ALONG' />
715
+ <value enum='4' description='OVER_THE_DAY' />
716
+ <value enum='5' description='HELD' />
717
+ <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
718
+ <value enum='7' description='STRICT_SCALE' />
719
+ <value enum='8' description='TRY_TO_SCALE' />
720
+ <value enum='9' description='STAY_ON_BIDSIDE' />
721
+ <value enum='A' description='NO_CROSS' />
722
+ <value enum='B' description='OK_TO_CROSS' />
723
+ <value enum='C' description='CALL_FIRST' />
724
+ <value enum='D' description='PERCENT_OF_VOLUME' />
725
+ <value enum='E' description='DO_NOT_INCREASE' />
726
+ <value enum='F' description='DO_NOT_REDUCE' />
727
+ <value enum='G' description='ALL_OR_NONE' />
728
+ <value enum='I' description='INSTITUTIONS_ONLY' />
729
+ <value enum='L' description='LAST_PEG' />
730
+ <value enum='M' description='MID_PRICE_PEG' />
731
+ <value enum='N' description='NON_NEGOTIABLE' />
732
+ <value enum='O' description='OPENING_PEG' />
733
+ <value enum='P' description='MARKET_PEG' />
734
+ <value enum='R' description='PRIMARY_PEG' />
735
+ <value enum='S' description='SUSPEND' />
736
+ <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
737
+ <value enum='V' description='NETTING' />
738
+ </field>
739
+ <field number='19' name='ExecRefID' type='CHAR' />
740
+ <field number='20' name='ExecTransType' type='CHAR'>
741
+ <value enum='0' description='NEW' />
742
+ <value enum='1' description='CANCEL' />
743
+ <value enum='2' description='CORRECT' />
744
+ <value enum='3' description='STATUS' />
745
+ </field>
746
+ <field number='21' name='HandlInst' type='CHAR'>
747
+ <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
748
+ <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
749
+ <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
750
+ </field>
751
+ <field number='22' name='IDSource' type='CHAR'>
752
+ <value enum='1' description='CUSIP' />
753
+ <value enum='2' description='SEDOL' />
754
+ <value enum='3' description='QUIK' />
755
+ <value enum='4' description='ISIN_NUMBER' />
756
+ <value enum='5' description='RIC_CODE' />
757
+ <value enum='6' description='ISO_CURRENCY_CODE' />
758
+ <value enum='7' description='ISO_COUNTRY_CODE' />
759
+ </field>
760
+ <field number='23' name='IOIid' type='CHAR' />
761
+ <field number='24' name='IOIOthSvc' type='CHAR'>
762
+ <value enum='A' description='AUTEX' />
763
+ <value enum='B' description='BRIDGE' />
764
+ </field>
765
+ <field number='25' name='IOIQltyInd' type='CHAR'>
766
+ <value enum='H' description='HIGH' />
767
+ <value enum='L' description='LOW' />
768
+ <value enum='M' description='MEDIUM' />
769
+ </field>
770
+ <field number='26' name='IOIRefID' type='CHAR' />
771
+ <field number='27' name='IOIShares' type='CHAR'>
772
+ <value enum='L' description='LARGE' />
773
+ <value enum='M' description='MEDIUM' />
774
+ <value enum='S' description='SMALL' />
775
+ </field>
776
+ <field number='28' name='IOITransType' type='CHAR'>
777
+ <value enum='C' description='CANCEL' />
778
+ <value enum='N' description='NEW' />
779
+ <value enum='R' description='REPLACE' />
780
+ </field>
781
+ <field number='29' name='LastCapacity' type='CHAR'>
782
+ <value enum='1' description='AGENT' />
783
+ <value enum='2' description='CROSS_AS_AGENT' />
784
+ <value enum='3' description='CROSS_AS_PRINCIPAL' />
785
+ <value enum='4' description='PRINCIPAL' />
786
+ </field>
787
+ <field number='30' name='LastMkt' type='CHAR' />
788
+ <field number='31' name='LastPx' type='FLOAT' />
789
+ <field number='32' name='LastShares' type='INT' />
790
+ <field number='33' name='LinesOfText' type='INT' />
791
+ <field number='34' name='MsgSeqNum' type='INT' />
792
+ <field number='35' name='MsgType' type='CHAR'>
793
+ <value enum='0' description='HEARTBEAT' />
794
+ <value enum='1' description='TEST_REQUEST' />
795
+ <value enum='2' description='RESEND_REQUEST' />
796
+ <value enum='3' description='REJECT' />
797
+ <value enum='4' description='SEQUENCE_RESET' />
798
+ <value enum='5' description='LOGOUT' />
799
+ <value enum='6' description='INDICATION_OF_INTEREST' />
800
+ <value enum='7' description='ADVERTISEMENT' />
801
+ <value enum='8' description='EXECUTION_REPORT' />
802
+ <value enum='9' description='ORDER_CANCEL_REJECT' />
803
+ <value enum='A' description='LOGON' />
804
+ <value enum='B' description='NEWS' />
805
+ <value enum='C' description='EMAIL' />
806
+ <value enum='D' description='ORDER_D' />
807
+ <value enum='E' description='ORDER_E' />
808
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
809
+ <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
810
+ <value enum='H' description='ORDER_STATUS_REQUEST' />
811
+ <value enum='J' description='ALLOCATION' />
812
+ <value enum='K' description='LIST_CANCEL_REQUEST' />
813
+ <value enum='L' description='LIST_EXECUTE' />
814
+ <value enum='M' description='LIST_STATUS_REQUEST' />
815
+ <value enum='N' description='LIST_STATUS' />
816
+ <value enum='P' description='ALLOCATION_ACK' />
817
+ <value enum='Q' description='DONT_KNOW_TRADE' />
818
+ <value enum='R' description='QUOTE_REQUEST' />
819
+ <value enum='S' description='QUOTE' />
820
+ <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
821
+ </field>
822
+ <field number='36' name='NewSeqNo' type='INT' />
823
+ <field number='37' name='OrderID' type='CHAR' />
824
+ <field number='38' name='OrderQty' type='INT' />
825
+ <field number='39' name='OrdStatus' type='CHAR'>
826
+ <value enum='0' description='NEW' />
827
+ <value enum='1' description='PARTIALLY_FILLED' />
828
+ <value enum='2' description='FILLED' />
829
+ <value enum='3' description='DONE_FOR_DAY' />
830
+ <value enum='4' description='CANCELED' />
831
+ <value enum='5' description='REPLACED' />
832
+ <value enum='6' description='PENDING_CANCEL_REPLACE' />
833
+ <value enum='7' description='STOPPED' />
834
+ <value enum='8' description='REJECTED' />
835
+ <value enum='9' description='SUSPENDED' />
836
+ <value enum='A' description='PENDING_NEW' />
837
+ <value enum='B' description='CALCULATED' />
838
+ <value enum='C' description='EXPIRED' />
839
+ </field>
840
+ <field number='40' name='OrdType' type='CHAR'>
841
+ <value enum='1' description='MARKET' />
842
+ <value enum='2' description='LIMIT' />
843
+ <value enum='3' description='STOP' />
844
+ <value enum='4' description='STOP_LIMIT' />
845
+ <value enum='5' description='MARKET_ON_CLOSE' />
846
+ <value enum='6' description='WITH_OR_WITHOUT' />
847
+ <value enum='7' description='LIMIT_OR_BETTER' />
848
+ <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
849
+ <value enum='9' description='ON_BASIS' />
850
+ <value enum='A' description='ON_CLOSE' />
851
+ <value enum='B' description='LIMIT_ON_CLOSE' />
852
+ <value enum='C' description='FOREX_C' />
853
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
854
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
855
+ <value enum='F' description='FOREX_F' />
856
+ <value enum='G' description='FOREX_G' />
857
+ <value enum='H' description='FOREX_H' />
858
+ <value enum='P' description='PEGGED' />
859
+ </field>
860
+ <field number='41' name='OrigClOrdID' type='CHAR' />
861
+ <field number='42' name='OrigTime' type='TIME' />
862
+ <field number='43' name='PossDupFlag' type='CHAR'>
863
+ <value enum='N' description='NO' />
864
+ <value enum='Y' description='YES' />
865
+ </field>
866
+ <field number='44' name='Price' type='FLOAT' />
867
+ <field number='45' name='RefSeqNum' type='INT' />
868
+ <field number='46' name='RelatdSym' type='CHAR' />
869
+ <field number='47' name='Rule80A' type='CHAR'>
870
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
871
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
872
+ <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
873
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
874
+ <value enum='E' description='REGISTERED_EQUITY_MARKET_MAKER_TRADES' />
875
+ <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
876
+ <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
877
+ <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
878
+ <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
879
+ <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
880
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
881
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
882
+ <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
883
+ <value enum='O' description='COMPETING_DEALER_TRADES_O' />
884
+ <value enum='P' description='PRINCIPAL' />
885
+ <value enum='R' description='COMPETING_DEALER_TRADES_R' />
886
+ <value enum='S' description='SPECIALIST_TRADES' />
887
+ <value enum='T' description='COMPETING_DEALER_TRADES_T' />
888
+ <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
889
+ <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
890
+ <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
891
+ <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
892
+ <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
893
+ </field>
894
+ <field number='48' name='SecurityID' type='CHAR' />
895
+ <field number='49' name='SenderCompID' type='CHAR' />
896
+ <field number='50' name='SenderSubID' type='CHAR' />
897
+ <field number='52' name='SendingTime' type='TIME' />
898
+ <field number='53' name='Shares' type='INT' />
899
+ <field number='54' name='Side' type='CHAR'>
900
+ <value enum='1' description='BUY' />
901
+ <value enum='2' description='SELL' />
902
+ <value enum='3' description='BUY_MINUS' />
903
+ <value enum='4' description='SELL_PLUS' />
904
+ <value enum='5' description='SELL_SHORT' />
905
+ <value enum='6' description='SELL_SHORT_EXEMPT' />
906
+ <value enum='7' description='UNDISCLOSED' />
907
+ <value enum='8' description='CROSS' />
908
+ </field>
909
+ <field number='55' name='Symbol' type='CHAR' />
910
+ <field number='56' name='TargetCompID' type='CHAR' />
911
+ <field number='57' name='TargetSubID' type='CHAR' />
912
+ <field number='58' name='Text' type='CHAR' />
913
+ <field number='59' name='TimeInForce' type='CHAR'>
914
+ <value enum='0' description='DAY' />
915
+ <value enum='1' description='GOOD_TILL_CANCEL' />
916
+ <value enum='2' description='AT_THE_OPENING' />
917
+ <value enum='3' description='IMMEDIATE_OR_CANCEL' />
918
+ <value enum='4' description='FILL_OR_KILL' />
919
+ <value enum='5' description='GOOD_TILL_CROSSING' />
920
+ <value enum='6' description='GOOD_TILL_DATE' />
921
+ </field>
922
+ <field number='60' name='TransactTime' type='TIME' />
923
+ <field number='61' name='Urgency' type='CHAR'>
924
+ <value enum='0' description='NORMAL' />
925
+ <value enum='1' description='FLASH' />
926
+ <value enum='2' description='BACKGROUND' />
927
+ </field>
928
+ <field number='62' name='ValidUntilTime' type='TIME' />
929
+ <field number='63' name='SettlmntTyp' type='CHAR'>
930
+ <value enum='0' description='REGULAR' />
931
+ <value enum='1' description='CASH' />
932
+ <value enum='2' description='NEXT_DAY' />
933
+ <value enum='3' description='T_PLUS_2' />
934
+ <value enum='4' description='T_PLUS_3' />
935
+ <value enum='5' description='T_PLUS_4' />
936
+ <value enum='6' description='FUTURE' />
937
+ <value enum='7' description='WHEN_ISSUED' />
938
+ <value enum='8' description='SELLERS_OPTION' />
939
+ <value enum='9' description='T_PLUS_5' />
940
+ </field>
941
+ <field number='64' name='FutSettDate' type='DATE' />
942
+ <field number='65' name='SymbolSfx' type='CHAR' />
943
+ <field number='66' name='ListID' type='CHAR' />
944
+ <field number='67' name='ListSeqNo' type='INT' />
945
+ <field number='68' name='ListNoOrds' type='INT' />
946
+ <field number='69' name='ListExecInst' type='CHAR' />
947
+ <field number='70' name='AllocID' type='CHAR' />
948
+ <field number='71' name='AllocTransType' type='CHAR'>
949
+ <value enum='0' description='NEW' />
950
+ <value enum='1' description='REPLACE' />
951
+ <value enum='2' description='CANCEL' />
952
+ <value enum='3' description='PRELIMINARY' />
953
+ <value enum='4' description='CALCULATED' />
954
+ </field>
955
+ <field number='72' name='RefAllocID' type='CHAR' />
956
+ <field number='73' name='NoOrders' type='INT' />
957
+ <field number='74' name='AvgPrxPrecision' type='INT' />
958
+ <field number='75' name='TradeDate' type='DATE' />
959
+ <field number='76' name='ExecBroker' type='CHAR' />
960
+ <field number='77' name='OpenClose' type='CHAR'>
961
+ <value enum='C' description='CLOSE' />
962
+ <value enum='O' description='OPEN' />
963
+ </field>
964
+ <field number='78' name='NoAllocs' type='INT' />
965
+ <field number='79' name='AllocAccount' type='CHAR' />
966
+ <field number='80' name='AllocShares' type='INT' />
967
+ <field number='81' name='ProcessCode' type='CHAR'>
968
+ <value enum='0' description='REGULAR' />
969
+ <value enum='1' description='SOFT_DOLLAR' />
970
+ <value enum='2' description='STEP_IN' />
971
+ <value enum='3' description='STEP_OUT' />
972
+ <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
973
+ <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
974
+ <value enum='6' description='PLAN_SPONSOR' />
975
+ </field>
976
+ <field number='82' name='NoRpts' type='INT' />
977
+ <field number='83' name='RptSeq' type='INT' />
978
+ <field number='84' name='CxlQty' type='INT' />
979
+ <field number='87' name='AllocStatus' type='INT'>
980
+ <value enum='0' description='ACCEPTED' />
981
+ <value enum='1' description='REJECTED' />
982
+ <value enum='2' description='PARTIAL_ACCEPT' />
983
+ <value enum='3' description='RECEIVED' />
984
+ </field>
985
+ <field number='88' name='AllocRejCode' type='INT'>
986
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
987
+ <value enum='1' description='INCORRECT_QUANTITY' />
988
+ <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
989
+ <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
990
+ <value enum='4' description='COMMISSION_DIFFERENCE' />
991
+ <value enum='5' description='UNKNOWN_ORDERID' />
992
+ <value enum='6' description='UNKNOWN_LISTID' />
993
+ <value enum='7' description='OTHER' />
994
+ </field>
995
+ <field number='89' name='Signature' type='DATA' />
996
+ <field number='90' name='SecureDataLen' type='LENGTH' />
997
+ <field number='91' name='SecureData' type='DATA' />
998
+ <field number='92' name='BrokerOfCredit' type='CHAR' />
999
+ <field number='93' name='SignatureLength' type='LENGTH' />
1000
+ <field number='94' name='EmailType' type='CHAR'>
1001
+ <value enum='0' description='NEW' />
1002
+ <value enum='1' description='REPLY' />
1003
+ <value enum='2' description='ADMIN_REPLY' />
1004
+ </field>
1005
+ <field number='95' name='RawDataLength' type='LENGTH' />
1006
+ <field number='96' name='RawData' type='DATA' />
1007
+ <field number='97' name='PossResend' type='CHAR'>
1008
+ <value enum='N' description='NO' />
1009
+ <value enum='Y' description='YES' />
1010
+ </field>
1011
+ <field number='98' name='EncryptMethod' type='INT'>
1012
+ <value enum='0' description='NONE' />
1013
+ <value enum='1' description='PKCS' />
1014
+ <value enum='2' description='DES' />
1015
+ <value enum='3' description='PKCS_DES' />
1016
+ <value enum='4' description='PGP_DES' />
1017
+ <value enum='5' description='PGP_DES_MD5' />
1018
+ <value enum='6' description='PEM_DES_MD5' />
1019
+ </field>
1020
+ <field number='99' name='StopPx' type='FLOAT' />
1021
+ <field number='100' name='ExDestination' type='CHAR' />
1022
+ <field number='102' name='CxlRejReason' type='INT'>
1023
+ <value enum='0' description='TOO_LATE_TO_CANCEL' />
1024
+ <value enum='1' description='UNKNOWN_ORDER' />
1025
+ </field>
1026
+ <field number='103' name='OrdRejReason' type='INT'>
1027
+ <value enum='0' description='BROKER_OPTION' />
1028
+ <value enum='1' description='UNKNOWN_SYMBOL' />
1029
+ <value enum='2' description='EXCHANGE_CLOSED' />
1030
+ <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
1031
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
1032
+ <value enum='5' description='UNKNOWN_ORDER' />
1033
+ <value enum='6' description='DUPLICATE_ORDER' />
1034
+ </field>
1035
+ <field number='104' name='IOIQualifier' type='CHAR'>
1036
+ <value enum='A' description='ALL_OR_NONE' />
1037
+ <value enum='C' description='AT_THE_CLOSE' />
1038
+ <value enum='I' description='IN_TOUCH_WITH' />
1039
+ <value enum='L' description='LIMIT' />
1040
+ <value enum='M' description='MORE_BEHIND' />
1041
+ <value enum='O' description='AT_THE_OPEN' />
1042
+ <value enum='P' description='TAKING_A_POSITION' />
1043
+ <value enum='Q' description='AT_THE_MARKET' />
1044
+ <value enum='S' description='PORTFOLIO_SHOW_N' />
1045
+ <value enum='T' description='THROUGH_THE_DAY' />
1046
+ <value enum='V' description='VERSUS' />
1047
+ <value enum='W' description='INDICATION' />
1048
+ <value enum='X' description='CROSSING_OPPORTUNITY' />
1049
+ <value enum='Y' description='AT_THE_MIDPOINT' />
1050
+ <value enum='Z' description='PRE_OPEN' />
1051
+ </field>
1052
+ <field number='105' name='WaveNo' type='CHAR' />
1053
+ <field number='106' name='Issuer' type='CHAR' />
1054
+ <field number='107' name='SecurityDesc' type='CHAR' />
1055
+ <field number='108' name='HeartBtInt' type='INT' />
1056
+ <field number='109' name='ClientID' type='CHAR' />
1057
+ <field number='110' name='MinQty' type='INT' />
1058
+ <field number='111' name='MaxFloor' type='INT' />
1059
+ <field number='112' name='TestReqID' type='CHAR' />
1060
+ <field number='113' name='ReportToExch' type='CHAR'>
1061
+ <value enum='N' description='NO' />
1062
+ <value enum='Y' description='YES' />
1063
+ </field>
1064
+ <field number='114' name='LocateReqd' type='CHAR'>
1065
+ <value enum='N' description='NO' />
1066
+ <value enum='Y' description='YES' />
1067
+ </field>
1068
+ <field number='115' name='OnBehalfOfCompID' type='CHAR' />
1069
+ <field number='116' name='OnBehalfOfSubID' type='CHAR' />
1070
+ <field number='117' name='QuoteID' type='CHAR' />
1071
+ <field number='118' name='NetMoney' type='FLOAT' />
1072
+ <field number='119' name='SettlCurrAmt' type='FLOAT' />
1073
+ <field number='120' name='SettlCurrency' type='CHAR' />
1074
+ <field number='121' name='ForexReq' type='CHAR'>
1075
+ <value enum='N' description='NO' />
1076
+ <value enum='Y' description='YES' />
1077
+ </field>
1078
+ <field number='122' name='OrigSendingTime' type='TIME' />
1079
+ <field number='123' name='GapFillFlag' type='CHAR'>
1080
+ <value enum='N' description='NO' />
1081
+ <value enum='Y' description='YES' />
1082
+ </field>
1083
+ <field number='124' name='NoExecs' type='INT' />
1084
+ <field number='126' name='ExpireTime' type='TIME' />
1085
+ <field number='127' name='DKReason' type='CHAR'>
1086
+ <value enum='A' description='UNKNOWN_SYMBOL' />
1087
+ <value enum='B' description='WRONG_SIDE' />
1088
+ <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
1089
+ <value enum='D' description='NO_MATCHING_ORDER' />
1090
+ <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
1091
+ <value enum='Z' description='OTHER' />
1092
+ </field>
1093
+ <field number='128' name='DeliverToCompID' type='CHAR' />
1094
+ <field number='129' name='DeliverToSubID' type='CHAR' />
1095
+ <field number='130' name='IOINaturalFlag' type='CHAR'>
1096
+ <value enum='N' description='NO' />
1097
+ <value enum='Y' description='YES' />
1098
+ </field>
1099
+ <field number='131' name='QuoteReqID' type='CHAR' />
1100
+ <field number='132' name='BidPx' type='FLOAT' />
1101
+ <field number='133' name='OfferPx' type='FLOAT' />
1102
+ <field number='134' name='BidSize' type='INT' />
1103
+ <field number='135' name='OfferSize' type='INT' />
1104
+ <field number='136' name='NoMiscFees' type='INT' />
1105
+ <field number='137' name='MiscFeeAmt' type='FLOAT' />
1106
+ <field number='138' name='MiscFeeCurr' type='CHAR' />
1107
+ <field number='139' name='MiscFeeType' type='CHAR'>
1108
+ <value enum='1' description='REGULATORY' />
1109
+ <value enum='2' description='TAX' />
1110
+ <value enum='3' description='LOCAL_COMMISSION' />
1111
+ <value enum='4' description='EXCHANGE_FEES' />
1112
+ <value enum='5' description='STAMP' />
1113
+ <value enum='6' description='LEVY' />
1114
+ <value enum='7' description='OTHER' />
1115
+ <value enum='8' description='MARKUP' />
1116
+ </field>
1117
+ <field number='140' name='PrevClosePx' type='FLOAT' />
1118
+ <field number='141' name='ResetSeqNumFlag' type='CHAR'>
1119
+ <value enum='N' description='NO' />
1120
+ <value enum='Y' description='YES' />
1121
+ </field>
1122
+ <field number='142' name='SenderLocationID' type='CHAR' />
1123
+ <field number='143' name='TargetLocationID' type='CHAR' />
1124
+ <field number='144' name='OnBehalfOfLocationID' type='CHAR' />
1125
+ <field number='145' name='DeliverToLocationID' type='CHAR' />
1126
+ <field number='146' name='NoRelatedSym' type='INT' />
1127
+ <field number='147' name='Subject' type='CHAR' />
1128
+ <field number='148' name='Headline' type='CHAR' />
1129
+ <field number='149' name='URLLink' type='CHAR' />
1130
+ <field number='150' name='ExecType' type='CHAR'>
1131
+ <value enum='0' description='NEW' />
1132
+ <value enum='1' description='PARTIAL_FILL' />
1133
+ <value enum='2' description='FILL' />
1134
+ <value enum='3' description='DONE_FOR_DAY' />
1135
+ <value enum='4' description='CANCELLED' />
1136
+ <value enum='5' description='REPLACE' />
1137
+ <value enum='6' description='PENDING_CANCEL_REPLACE' />
1138
+ <value enum='7' description='STOPPED' />
1139
+ <value enum='8' description='REJECTED' />
1140
+ <value enum='9' description='SUSPENDED' />
1141
+ <value enum='A' description='PENDING_NEW' />
1142
+ <value enum='B' description='CALCULATED' />
1143
+ <value enum='C' description='EXPIRED' />
1144
+ </field>
1145
+ <field number='151' name='LeavesQty' type='INT' />
1146
+ <field number='152' name='CashOrderQty' type='FLOAT' />
1147
+ <field number='153' name='AllocAvgPx' type='FLOAT' />
1148
+ <field number='154' name='AllocNetMoney' type='FLOAT' />
1149
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
1150
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
1151
+ <value enum='M' description='MULTIPLY' />
1152
+ <value enum='D' description='DIVIDE' />
1153
+ </field>
1154
+ <field number='157' name='NumDaysInterest' type='INT' />
1155
+ <field number='158' name='AccruedInterestRate' type='FLOAT' />
1156
+ <field number='159' name='AccruedInterestAmt' type='FLOAT' />
1157
+ <field number='160' name='SettlInstMode' type='CHAR'>
1158
+ <value enum='0' description='DEFAULT' />
1159
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
1160
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
1161
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
1162
+ </field>
1163
+ <field number='161' name='AllocText' type='CHAR' />
1164
+ <field number='162' name='SettlInstID' type='CHAR' />
1165
+ <field number='163' name='SettlInstTransType' type='CHAR'>
1166
+ <value enum='C' description='CANCEL' />
1167
+ <value enum='N' description='NEW' />
1168
+ <value enum='R' description='REPLACE' />
1169
+ </field>
1170
+ <field number='164' name='EmailThreadID' type='CHAR' />
1171
+ <field number='165' name='SettlInstSource' type='CHAR'>
1172
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
1173
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
1174
+ </field>
1175
+ <field number='166' name='SettlLocation' type='CHAR'>
1176
+ <value enum='CED' description='CEDEL' />
1177
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
1178
+ <value enum='EUR' description='EUROCLEAR' />
1179
+ <value enum='FED' description='FEDERAL_BOOK_ENTRY' />
1180
+ <value enum='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION' />
1181
+ <value enum='PNY' description='PHYSICAL' />
1182
+ <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' />
1183
+ </field>
1184
+ <field number='167' name='SecurityType' type='CHAR'>
1185
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
1186
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
1187
+ <value enum='CMO' description='COLLATERALIZE_MORTGAGE_OBLIGATION' />
1188
+ <value enum='CORP' description='CORPORATE_BOND' />
1189
+ <value enum='CP' description='COMMERCIAL_PAPER' />
1190
+ <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
1191
+ <value enum='CS' description='COMMON_STOCK' />
1192
+ <value enum='FHA' description='FEDERAL_HOUSING_AUTHORITY' />
1193
+ <value enum='FHL' description='FEDERAL_HOME_LOAN' />
1194
+ <value enum='FN' description='FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION' />
1195
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
1196
+ <value enum='FUT' description='FUTURE' />
1197
+ <value enum='GN' description='GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION' />
1198
+ <value enum='GOVT' description='TREASURIES_PLUS_AGENCY_DEBENTURE' />
1199
+ <value enum='MF' description='MUTUAL_FUND' />
1200
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
1201
+ <value enum='MPO' description='MORTGAGE_PRINCIPLE_ONLY' />
1202
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
1203
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THRU' />
1204
+ <value enum='MUNI' description='MUNICIPAL_BOND' />
1205
+ <value enum='NONE' description='NO_ISITC_SECURITY_TYPE' />
1206
+ <value enum='OPT' description='OPTION' />
1207
+ <value enum='PS' description='PREFERRED_STOCK' />
1208
+ <value enum='RP' description='REPURCHASE_AGREEMENT' />
1209
+ <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
1210
+ <value enum='SL' description='STUDENT_LOAN_MARKETING_ASSOCIATION' />
1211
+ <value enum='TD' description='TIME_DEPOSIT' />
1212
+ <value enum='USTB' description='US_TREASURY_BILL' />
1213
+ <value enum='WAR' description='WARRANT' />
1214
+ <value enum='ZOO' description='CATS_TIGERS_LIONS' />
1215
+ </field>
1216
+ <field number='168' name='EffectiveTime' type='TIME' />
1217
+ <field number='169' name='StandInstDbType' type='INT'>
1218
+ <value enum='0' description='OTHER' />
1219
+ <value enum='1' description='DTC_SID' />
1220
+ <value enum='2' description='THOMSON_ALERT' />
1221
+ <value enum='3' description='A_GLOBAL_CUSTODIAN' />
1222
+ </field>
1223
+ <field number='170' name='StandInstDbName' type='CHAR' />
1224
+ <field number='171' name='StandInstDbID' type='CHAR' />
1225
+ <field number='172' name='SettlDeliveryType' type='INT' />
1226
+ <field number='173' name='SettlDepositoryCode' type='CHAR' />
1227
+ <field number='174' name='SettlBrkrCode' type='CHAR' />
1228
+ <field number='175' name='SettlInstCode' type='CHAR' />
1229
+ <field number='176' name='SecuritySettlAgentName' type='CHAR' />
1230
+ <field number='177' name='SecuritySettlAgentCode' type='CHAR' />
1231
+ <field number='178' name='SecuritySettlAgentAcctNum' type='CHAR' />
1232
+ <field number='179' name='SecuritySettlAgentAcctName' type='CHAR' />
1233
+ <field number='180' name='SecuritySettlAgentContactName' type='CHAR' />
1234
+ <field number='181' name='SecuritySettlAgentContactPhone' type='CHAR' />
1235
+ <field number='182' name='CashSettlAgentName' type='CHAR' />
1236
+ <field number='183' name='CashSettlAgentCode' type='CHAR' />
1237
+ <field number='184' name='CashSettlAgentAcctNum' type='CHAR' />
1238
+ <field number='185' name='CashSettlAgentAcctName' type='CHAR' />
1239
+ <field number='186' name='CashSettlAgentContactName' type='CHAR' />
1240
+ <field number='187' name='CashSettlAgentContactPhone' type='CHAR' />
1241
+ <field number='188' name='BidSpotRate' type='FLOAT' />
1242
+ <field number='189' name='BidForwardPoints' type='FLOAT' />
1243
+ <field number='190' name='OfferSpotRate' type='FLOAT' />
1244
+ <field number='191' name='OfferForwardPoints' type='FLOAT' />
1245
+ <field number='192' name='OrderQty2' type='FLOAT' />
1246
+ <field number='193' name='FutSettDate2' type='DATE' />
1247
+ <field number='194' name='LastSpotRate' type='FLOAT' />
1248
+ <field number='195' name='LastForwardPoints' type='FLOAT' />
1249
+ <field number='196' name='AllocLinkID' type='CHAR' />
1250
+ <field number='197' name='AllocLinkType' type='INT'>
1251
+ <value enum='0' description='F_X_NETTING' />
1252
+ <value enum='1' description='F_X_SWAP' />
1253
+ </field>
1254
+ <field number='198' name='SecondaryOrderID' type='CHAR' />
1255
+ <field number='199' name='NoIOIQualifiers' type='INT' />
1256
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
1257
+ <field number='201' name='PutOrCall' type='INT'>
1258
+ <value enum='0' description='PUT' />
1259
+ <value enum='1' description='CALL' />
1260
+ </field>
1261
+ <field number='202' name='StrikePrice' type='FLOAT' />
1262
+ <field number='203' name='CoveredOrUncovered' type='INT'>
1263
+ <value enum='0' description='COVERED' />
1264
+ <value enum='1' description='UNCOVERED' />
1265
+ </field>
1266
+ <field number='204' name='CustomerOrFirm' type='INT'>
1267
+ <value enum='0' description='CUSTOMER' />
1268
+ <value enum='1' description='FIRM' />
1269
+ </field>
1270
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
1271
+ <field number='206' name='OptAttribute' type='CHAR' />
1272
+ <field number='207' name='SecurityExchange' type='CHAR' />
1273
+ <field number='208' name='NotifyBrokerOfCredit' type='CHAR'>
1274
+ <value enum='N' description='NO' />
1275
+ <value enum='Y' description='YES' />
1276
+ </field>
1277
+ <field number='209' name='AllocHandlInst' type='INT'>
1278
+ <value enum='1' description='MATCH' />
1279
+ <value enum='2' description='FORWARD' />
1280
+ <value enum='3' description='FORWARD_AND_MATCH' />
1281
+ </field>
1282
+ <field number='210' name='MaxShow' type='INT' />
1283
+ <field number='211' name='PegDifference' type='FLOAT' />
1284
+ </fields>
1285
+ </fix>