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/FIX42.xml ADDED
@@ -0,0 +1,2746 @@
1
+ <fix major='4' type='FIX' servicepack='0' minor='2'>
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
+ <field name='XmlDataLen' required='N' />
26
+ <field name='XmlData' required='N' />
27
+ <field name='MessageEncoding' required='N' />
28
+ <field name='LastMsgSeqNumProcessed' required='N' />
29
+ <field name='OnBehalfOfSendingTime' required='N' />
30
+ </header>
31
+ <messages>
32
+ <message name='Heartbeat' msgcat='admin' msgtype='0'>
33
+ <field name='TestReqID' required='N' />
34
+ </message>
35
+ <message name='TestRequest' msgcat='admin' msgtype='1'>
36
+ <field name='TestReqID' required='Y' />
37
+ </message>
38
+ <message name='ResendRequest' msgcat='admin' msgtype='2'>
39
+ <field name='BeginSeqNo' required='Y' />
40
+ <field name='EndSeqNo' required='Y' />
41
+ </message>
42
+ <message name='Reject' msgcat='admin' msgtype='3'>
43
+ <field name='RefSeqNum' required='Y' />
44
+ <field name='RefTagID' required='N' />
45
+ <field name='RefMsgType' required='N' />
46
+ <field name='SessionRejectReason' required='N' />
47
+ <field name='Text' required='N' />
48
+ <field name='EncodedTextLen' required='N' />
49
+ <field name='EncodedText' required='N' />
50
+ </message>
51
+ <message name='SequenceReset' msgcat='admin' msgtype='4'>
52
+ <field name='GapFillFlag' required='N' />
53
+ <field name='NewSeqNo' required='Y' />
54
+ </message>
55
+ <message name='Logout' msgcat='admin' msgtype='5'>
56
+ <field name='Text' required='N' />
57
+ <field name='EncodedTextLen' required='N' />
58
+ <field name='EncodedText' required='N' />
59
+ </message>
60
+ <message name='IOI' msgcat='app' msgtype='6'>
61
+ <field name='IOIid' required='Y' />
62
+ <field name='IOITransType' required='Y' />
63
+ <field name='IOIRefID' required='N' />
64
+ <field name='Symbol' required='Y' />
65
+ <field name='SymbolSfx' required='N' />
66
+ <field name='SecurityID' required='N' />
67
+ <field name='IDSource' required='N' />
68
+ <field name='SecurityType' required='N' />
69
+ <field name='MaturityMonthYear' required='N' />
70
+ <field name='MaturityDay' required='N' />
71
+ <field name='PutOrCall' required='N' />
72
+ <field name='StrikePrice' required='N' />
73
+ <field name='OptAttribute' required='N' />
74
+ <field name='ContractMultiplier' required='N' />
75
+ <field name='CouponRate' required='N' />
76
+ <field name='SecurityExchange' required='N' />
77
+ <field name='Issuer' required='N' />
78
+ <field name='EncodedIssuerLen' required='N' />
79
+ <field name='EncodedIssuer' required='N' />
80
+ <field name='SecurityDesc' required='N' />
81
+ <field name='EncodedSecurityDescLen' required='N' />
82
+ <field name='EncodedSecurityDesc' required='N' />
83
+ <field name='Side' required='Y' />
84
+ <field name='IOIShares' required='Y' />
85
+ <field name='Price' required='N' />
86
+ <field name='Currency' required='N' />
87
+ <field name='ValidUntilTime' required='N' />
88
+ <field name='IOIQltyInd' required='N' />
89
+ <field name='IOINaturalFlag' required='N' />
90
+ <group name='NoIOIQualifiers' required='N'>
91
+ <field name='IOIQualifier' required='N' />
92
+ </group>
93
+ <field name='Text' required='N' />
94
+ <field name='EncodedTextLen' required='N' />
95
+ <field name='EncodedText' required='N' />
96
+ <field name='TransactTime' required='N' />
97
+ <field name='URLLink' required='N' />
98
+ <group name='NoRoutingIDs' required='N'>
99
+ <field name='RoutingType' required='N' />
100
+ <field name='RoutingID' required='N' />
101
+ </group>
102
+ <field name='SpreadToBenchmark' required='N' />
103
+ <field name='Benchmark' required='N' />
104
+ </message>
105
+ <message name='Advertisement' msgcat='app' msgtype='7'>
106
+ <field name='AdvId' required='Y' />
107
+ <field name='AdvTransType' required='Y' />
108
+ <field name='AdvRefID' required='N' />
109
+ <field name='Symbol' required='Y' />
110
+ <field name='SymbolSfx' required='N' />
111
+ <field name='SecurityID' required='N' />
112
+ <field name='IDSource' required='N' />
113
+ <field name='SecurityType' required='N' />
114
+ <field name='MaturityMonthYear' required='N' />
115
+ <field name='MaturityDay' required='N' />
116
+ <field name='PutOrCall' required='N' />
117
+ <field name='StrikePrice' required='N' />
118
+ <field name='OptAttribute' required='N' />
119
+ <field name='ContractMultiplier' required='N' />
120
+ <field name='CouponRate' required='N' />
121
+ <field name='SecurityExchange' required='N' />
122
+ <field name='Issuer' required='N' />
123
+ <field name='EncodedIssuerLen' required='N' />
124
+ <field name='EncodedIssuer' required='N' />
125
+ <field name='SecurityDesc' required='N' />
126
+ <field name='EncodedSecurityDescLen' required='N' />
127
+ <field name='EncodedSecurityDesc' required='N' />
128
+ <field name='AdvSide' required='Y' />
129
+ <field name='Shares' required='Y' />
130
+ <field name='Price' required='N' />
131
+ <field name='Currency' required='N' />
132
+ <field name='TradeDate' required='N' />
133
+ <field name='TransactTime' required='N' />
134
+ <field name='Text' required='N' />
135
+ <field name='EncodedTextLen' required='N' />
136
+ <field name='EncodedText' required='N' />
137
+ <field name='URLLink' required='N' />
138
+ <field name='LastMkt' required='N' />
139
+ <field name='TradingSessionID' required='N' />
140
+ </message>
141
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
142
+ <field name='OrderID' required='Y' />
143
+ <field name='SecondaryOrderID' required='N' />
144
+ <field name='ClOrdID' required='N' />
145
+ <field name='OrigClOrdID' required='N' />
146
+ <field name='ClientID' required='N' />
147
+ <field name='ExecBroker' required='N' />
148
+ <group name='NoContraBrokers' required='N'>
149
+ <field name='ContraBroker' required='N' />
150
+ <field name='ContraTrader' required='N' />
151
+ <field name='ContraTradeQty' required='N' />
152
+ <field name='ContraTradeTime' required='N' />
153
+ </group>
154
+ <field name='ListID' required='N' />
155
+ <field name='ExecID' required='Y' />
156
+ <field name='ExecTransType' required='Y' />
157
+ <field name='ExecRefID' required='N' />
158
+ <field name='ExecType' required='Y' />
159
+ <field name='OrdStatus' required='Y' />
160
+ <field name='OrdRejReason' required='N' />
161
+ <field name='ExecRestatementReason' required='N' />
162
+ <field name='Account' required='N' />
163
+ <field name='SettlmntTyp' required='N' />
164
+ <field name='FutSettDate' required='N' />
165
+ <field name='Symbol' required='Y' />
166
+ <field name='SymbolSfx' required='N' />
167
+ <field name='SecurityID' required='N' />
168
+ <field name='IDSource' required='N' />
169
+ <field name='SecurityType' required='N' />
170
+ <field name='MaturityMonthYear' required='N' />
171
+ <field name='MaturityDay' required='N' />
172
+ <field name='PutOrCall' required='N' />
173
+ <field name='StrikePrice' required='N' />
174
+ <field name='OptAttribute' required='N' />
175
+ <field name='ContractMultiplier' required='N' />
176
+ <field name='CouponRate' required='N' />
177
+ <field name='SecurityExchange' required='N' />
178
+ <field name='Issuer' required='N' />
179
+ <field name='EncodedIssuerLen' required='N' />
180
+ <field name='EncodedIssuer' required='N' />
181
+ <field name='SecurityDesc' required='N' />
182
+ <field name='EncodedSecurityDescLen' required='N' />
183
+ <field name='EncodedSecurityDesc' required='N' />
184
+ <field name='Side' required='Y' />
185
+ <field name='OrderQty' required='N' />
186
+ <field name='CashOrderQty' required='N' />
187
+ <field name='OrdType' required='N' />
188
+ <field name='Price' required='N' />
189
+ <field name='StopPx' required='N' />
190
+ <field name='PegDifference' required='N' />
191
+ <field name='DiscretionInst' required='N' />
192
+ <field name='DiscretionOffset' required='N' />
193
+ <field name='Currency' required='N' />
194
+ <field name='ComplianceID' required='N' />
195
+ <field name='SolicitedFlag' required='N' />
196
+ <field name='TimeInForce' required='N' />
197
+ <field name='EffectiveTime' required='N' />
198
+ <field name='ExpireDate' required='N' />
199
+ <field name='ExpireTime' required='N' />
200
+ <field name='ExecInst' required='N' />
201
+ <field name='Rule80A' required='N' />
202
+ <field name='LastShares' required='N' />
203
+ <field name='LastPx' required='N' />
204
+ <field name='LastSpotRate' required='N' />
205
+ <field name='LastForwardPoints' required='N' />
206
+ <field name='LastMkt' required='N' />
207
+ <field name='TradingSessionID' required='N' />
208
+ <field name='LastCapacity' required='N' />
209
+ <field name='LeavesQty' required='Y' />
210
+ <field name='CumQty' required='Y' />
211
+ <field name='AvgPx' required='Y' />
212
+ <field name='DayOrderQty' required='N' />
213
+ <field name='DayCumQty' required='N' />
214
+ <field name='DayAvgPx' required='N' />
215
+ <field name='GTBookingInst' required='N' />
216
+ <field name='TradeDate' required='N' />
217
+ <field name='TransactTime' required='N' />
218
+ <field name='ReportToExch' required='N' />
219
+ <field name='Commission' required='N' />
220
+ <field name='CommType' required='N' />
221
+ <field name='GrossTradeAmt' required='N' />
222
+ <field name='SettlCurrAmt' required='N' />
223
+ <field name='SettlCurrency' required='N' />
224
+ <field name='SettlCurrFxRate' required='N' />
225
+ <field name='SettlCurrFxRateCalc' required='N' />
226
+ <field name='HandlInst' required='N' />
227
+ <field name='MinQty' required='N' />
228
+ <field name='MaxFloor' required='N' />
229
+ <field name='OpenClose' required='N' />
230
+ <field name='MaxShow' required='N' />
231
+ <field name='Text' required='N' />
232
+ <field name='EncodedTextLen' required='N' />
233
+ <field name='EncodedText' required='N' />
234
+ <field name='FutSettDate2' required='N' />
235
+ <field name='OrderQty2' required='N' />
236
+ <field name='ClearingFirm' required='N' />
237
+ <field name='ClearingAccount' required='N' />
238
+ <field name='MultiLegReportingType' required='N' />
239
+ </message>
240
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
241
+ <field name='OrderID' required='Y' />
242
+ <field name='SecondaryOrderID' required='N' />
243
+ <field name='ClOrdID' required='Y' />
244
+ <field name='OrigClOrdID' required='Y' />
245
+ <field name='OrdStatus' required='Y' />
246
+ <field name='ClientID' required='N' />
247
+ <field name='ExecBroker' required='N' />
248
+ <field name='ListID' required='N' />
249
+ <field name='Account' required='N' />
250
+ <field name='TransactTime' required='N' />
251
+ <field name='CxlRejResponseTo' required='Y' />
252
+ <field name='CxlRejReason' required='N' />
253
+ <field name='Text' required='N' />
254
+ <field name='EncodedTextLen' required='N' />
255
+ <field name='EncodedText' required='N' />
256
+ </message>
257
+ <message name='Logon' msgcat='admin' msgtype='A'>
258
+ <field name='EncryptMethod' required='Y' />
259
+ <field name='HeartBtInt' required='Y' />
260
+ <field name='RawDataLength' required='N' />
261
+ <field name='RawData' required='N' />
262
+ <field name='ResetSeqNumFlag' required='N' />
263
+ <field name='MaxMessageSize' required='N' />
264
+ <group name='NoMsgTypes' required='N'>
265
+ <field name='RefMsgType' required='N' />
266
+ <field name='MsgDirection' required='N' />
267
+ </group>
268
+ </message>
269
+ <message name='News' msgcat='app' msgtype='B'>
270
+ <field name='OrigTime' required='N' />
271
+ <field name='Urgency' required='N' />
272
+ <field name='Headline' required='Y' />
273
+ <field name='EncodedHeadlineLen' required='N' />
274
+ <field name='EncodedHeadline' required='N' />
275
+ <group name='NoRoutingIDs' required='N'>
276
+ <field name='RoutingType' required='N' />
277
+ <field name='RoutingID' required='N' />
278
+ </group>
279
+ <group name='NoRelatedSym' required='N'>
280
+ <field name='RelatdSym' required='N' />
281
+ <field name='SymbolSfx' required='N' />
282
+ <field name='SecurityID' required='N' />
283
+ <field name='IDSource' required='N' />
284
+ <field name='SecurityType' required='N' />
285
+ <field name='MaturityMonthYear' required='N' />
286
+ <field name='MaturityDay' required='N' />
287
+ <field name='PutOrCall' required='N' />
288
+ <field name='StrikePrice' required='N' />
289
+ <field name='OptAttribute' required='N' />
290
+ <field name='ContractMultiplier' required='N' />
291
+ <field name='CouponRate' required='N' />
292
+ <field name='SecurityExchange' required='N' />
293
+ <field name='Issuer' required='N' />
294
+ <field name='EncodedIssuerLen' required='N' />
295
+ <field name='EncodedIssuer' required='N' />
296
+ <field name='SecurityDesc' required='N' />
297
+ <field name='EncodedSecurityDescLen' required='N' />
298
+ <field name='EncodedSecurityDesc' required='N' />
299
+ </group>
300
+ <group name='LinesOfText' required='Y'>
301
+ <field name='Text' required='Y' />
302
+ <field name='EncodedTextLen' required='N' />
303
+ <field name='EncodedText' required='N' />
304
+ </group>
305
+ <field name='URLLink' required='N' />
306
+ <field name='RawDataLength' required='N' />
307
+ <field name='RawData' required='N' />
308
+ </message>
309
+ <message name='Email' msgcat='app' msgtype='C'>
310
+ <field name='EmailThreadID' required='Y' />
311
+ <field name='EmailType' required='Y' />
312
+ <field name='OrigTime' required='N' />
313
+ <field name='Subject' required='Y' />
314
+ <field name='EncodedSubjectLen' required='N' />
315
+ <field name='EncodedSubject' required='N' />
316
+ <group name='NoRoutingIDs' required='N'>
317
+ <field name='RoutingType' required='N' />
318
+ <field name='RoutingID' required='N' />
319
+ </group>
320
+ <group name='NoRelatedSym' required='N'>
321
+ <field name='RelatdSym' required='N' />
322
+ <field name='SymbolSfx' required='N' />
323
+ <field name='SecurityID' required='N' />
324
+ <field name='IDSource' required='N' />
325
+ <field name='SecurityType' required='N' />
326
+ <field name='MaturityMonthYear' required='N' />
327
+ <field name='MaturityDay' required='N' />
328
+ <field name='PutOrCall' required='N' />
329
+ <field name='StrikePrice' required='N' />
330
+ <field name='OptAttribute' required='N' />
331
+ <field name='ContractMultiplier' required='N' />
332
+ <field name='CouponRate' required='N' />
333
+ <field name='SecurityExchange' required='N' />
334
+ <field name='Issuer' required='N' />
335
+ <field name='EncodedIssuerLen' required='N' />
336
+ <field name='EncodedIssuer' required='N' />
337
+ <field name='SecurityDesc' required='N' />
338
+ <field name='EncodedSecurityDescLen' required='N' />
339
+ <field name='EncodedSecurityDesc' required='N' />
340
+ </group>
341
+ <field name='OrderID' required='N' />
342
+ <field name='ClOrdID' required='N' />
343
+ <group name='LinesOfText' required='Y'>
344
+ <field name='Text' required='Y' />
345
+ <field name='EncodedTextLen' required='N' />
346
+ <field name='EncodedText' required='N' />
347
+ </group>
348
+ <field name='RawDataLength' required='N' />
349
+ <field name='RawData' required='N' />
350
+ </message>
351
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
352
+ <field name='ClOrdID' required='Y' />
353
+ <field name='ClientID' required='N' />
354
+ <field name='ExecBroker' required='N' />
355
+ <field name='Account' required='N' />
356
+ <group name='NoAllocs' required='N'>
357
+ <field name='AllocAccount' required='N' />
358
+ <field name='AllocShares' required='N' />
359
+ </group>
360
+ <field name='SettlmntTyp' required='N' />
361
+ <field name='FutSettDate' required='N' />
362
+ <field name='HandlInst' required='Y' />
363
+ <field name='ExecInst' required='N' />
364
+ <field name='MinQty' required='N' />
365
+ <field name='MaxFloor' required='N' />
366
+ <field name='ExDestination' required='N' />
367
+ <group name='NoTradingSessions' required='N'>
368
+ <field name='TradingSessionID' required='N' />
369
+ </group>
370
+ <field name='ProcessCode' required='N' />
371
+ <field name='Symbol' required='Y' />
372
+ <field name='SymbolSfx' required='N' />
373
+ <field name='SecurityID' required='N' />
374
+ <field name='IDSource' required='N' />
375
+ <field name='SecurityType' required='N' />
376
+ <field name='MaturityMonthYear' required='N' />
377
+ <field name='MaturityDay' required='N' />
378
+ <field name='PutOrCall' required='N' />
379
+ <field name='StrikePrice' required='N' />
380
+ <field name='OptAttribute' required='N' />
381
+ <field name='ContractMultiplier' required='N' />
382
+ <field name='CouponRate' required='N' />
383
+ <field name='SecurityExchange' required='N' />
384
+ <field name='Issuer' required='N' />
385
+ <field name='EncodedIssuerLen' required='N' />
386
+ <field name='EncodedIssuer' required='N' />
387
+ <field name='SecurityDesc' required='N' />
388
+ <field name='EncodedSecurityDescLen' required='N' />
389
+ <field name='EncodedSecurityDesc' required='N' />
390
+ <field name='PrevClosePx' required='N' />
391
+ <field name='Side' required='Y' />
392
+ <field name='LocateReqd' required='N' />
393
+ <field name='TransactTime' required='Y' />
394
+ <field name='OrderQty' required='N' />
395
+ <field name='CashOrderQty' required='N' />
396
+ <field name='OrdType' required='Y' />
397
+ <field name='Price' required='N' />
398
+ <field name='StopPx' required='N' />
399
+ <field name='Currency' required='N' />
400
+ <field name='ComplianceID' required='N' />
401
+ <field name='SolicitedFlag' required='N' />
402
+ <field name='IOIid' required='N' />
403
+ <field name='QuoteID' required='N' />
404
+ <field name='TimeInForce' required='N' />
405
+ <field name='EffectiveTime' required='N' />
406
+ <field name='ExpireDate' required='N' />
407
+ <field name='ExpireTime' required='N' />
408
+ <field name='GTBookingInst' required='N' />
409
+ <field name='Commission' required='N' />
410
+ <field name='CommType' required='N' />
411
+ <field name='Rule80A' required='N' />
412
+ <field name='ForexReq' required='N' />
413
+ <field name='SettlCurrency' required='N' />
414
+ <field name='Text' required='N' />
415
+ <field name='EncodedTextLen' required='N' />
416
+ <field name='EncodedText' required='N' />
417
+ <field name='FutSettDate2' required='N' />
418
+ <field name='OrderQty2' required='N' />
419
+ <field name='OpenClose' required='N' />
420
+ <field name='CoveredOrUncovered' required='N' />
421
+ <field name='CustomerOrFirm' required='N' />
422
+ <field name='MaxShow' required='N' />
423
+ <field name='PegDifference' required='N' />
424
+ <field name='DiscretionInst' required='N' />
425
+ <field name='DiscretionOffset' required='N' />
426
+ <field name='ClearingFirm' required='N' />
427
+ <field name='ClearingAccount' required='N' />
428
+ </message>
429
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
430
+ <field name='ListID' required='Y' />
431
+ <field name='BidID' required='N' />
432
+ <field name='ClientBidID' required='N' />
433
+ <field name='ProgRptReqs' required='N' />
434
+ <field name='BidType' required='Y' />
435
+ <field name='ProgPeriodInterval' required='N' />
436
+ <field name='ListExecInstType' required='N' />
437
+ <field name='ListExecInst' required='N' />
438
+ <field name='EncodedListExecInstLen' required='N' />
439
+ <field name='EncodedListExecInst' required='N' />
440
+ <field name='TotNoOrders' required='Y' />
441
+ <group name='NoOrders' required='Y'>
442
+ <field name='ClOrdID' required='Y' />
443
+ <field name='ListSeqNo' required='Y' />
444
+ <field name='SettlInstMode' required='N' />
445
+ <field name='ClientID' required='N' />
446
+ <field name='ExecBroker' required='N' />
447
+ <field name='Account' required='N' />
448
+ <group name='NoAllocs' required='N'>
449
+ <field name='AllocAccount' required='N' />
450
+ <field name='AllocShares' required='N' />
451
+ </group>
452
+ <field name='SettlmntTyp' required='N' />
453
+ <field name='FutSettDate' required='N' />
454
+ <field name='HandlInst' required='N' />
455
+ <field name='ExecInst' required='N' />
456
+ <field name='MinQty' required='N' />
457
+ <field name='MaxFloor' required='N' />
458
+ <field name='ExDestination' required='N' />
459
+ <group name='NoTradingSessions' required='N'>
460
+ <field name='TradingSessionID' required='N' />
461
+ </group>
462
+ <field name='ProcessCode' required='N' />
463
+ <field name='Symbol' required='Y' />
464
+ <field name='SymbolSfx' required='N' />
465
+ <field name='SecurityID' required='N' />
466
+ <field name='IDSource' required='N' />
467
+ <field name='SecurityType' required='N' />
468
+ <field name='MaturityMonthYear' required='N' />
469
+ <field name='MaturityDay' required='N' />
470
+ <field name='PutOrCall' required='N' />
471
+ <field name='StrikePrice' required='N' />
472
+ <field name='OptAttribute' required='N' />
473
+ <field name='ContractMultiplier' required='N' />
474
+ <field name='CouponRate' required='N' />
475
+ <field name='SecurityExchange' required='N' />
476
+ <field name='Issuer' required='N' />
477
+ <field name='EncodedIssuerLen' required='N' />
478
+ <field name='EncodedIssuer' required='N' />
479
+ <field name='SecurityDesc' required='N' />
480
+ <field name='EncodedSecurityDescLen' required='N' />
481
+ <field name='EncodedSecurityDesc' required='N' />
482
+ <field name='PrevClosePx' required='N' />
483
+ <field name='Side' required='Y' />
484
+ <field name='SideValueInd' required='N' />
485
+ <field name='LocateReqd' required='N' />
486
+ <field name='TransactTime' required='N' />
487
+ <field name='OrderQty' required='N' />
488
+ <field name='CashOrderQty' required='N' />
489
+ <field name='OrdType' required='N' />
490
+ <field name='Price' required='N' />
491
+ <field name='StopPx' required='N' />
492
+ <field name='Currency' required='N' />
493
+ <field name='ComplianceID' required='N' />
494
+ <field name='SolicitedFlag' required='N' />
495
+ <field name='IOIid' required='N' />
496
+ <field name='QuoteID' required='N' />
497
+ <field name='TimeInForce' required='N' />
498
+ <field name='EffectiveTime' required='N' />
499
+ <field name='ExpireDate' required='N' />
500
+ <field name='ExpireTime' required='N' />
501
+ <field name='GTBookingInst' required='N' />
502
+ <field name='Commission' required='N' />
503
+ <field name='CommType' required='N' />
504
+ <field name='Rule80A' required='N' />
505
+ <field name='ForexReq' required='N' />
506
+ <field name='SettlCurrency' required='N' />
507
+ <field name='Text' required='N' />
508
+ <field name='EncodedTextLen' required='N' />
509
+ <field name='EncodedText' required='N' />
510
+ <field name='FutSettDate2' required='N' />
511
+ <field name='OrderQty2' required='N' />
512
+ <field name='OpenClose' required='N' />
513
+ <field name='CoveredOrUncovered' required='N' />
514
+ <field name='CustomerOrFirm' required='N' />
515
+ <field name='MaxShow' required='N' />
516
+ <field name='PegDifference' required='N' />
517
+ <field name='DiscretionInst' required='N' />
518
+ <field name='DiscretionOffset' required='N' />
519
+ <field name='ClearingFirm' required='N' />
520
+ <field name='ClearingAccount' required='N' />
521
+ </group>
522
+ </message>
523
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
524
+ <field name='OrigClOrdID' required='Y' />
525
+ <field name='OrderID' required='N' />
526
+ <field name='ClOrdID' required='Y' />
527
+ <field name='ListID' required='N' />
528
+ <field name='Account' required='N' />
529
+ <field name='ClientID' required='N' />
530
+ <field name='ExecBroker' required='N' />
531
+ <field name='Symbol' required='Y' />
532
+ <field name='SymbolSfx' required='N' />
533
+ <field name='SecurityID' required='N' />
534
+ <field name='IDSource' required='N' />
535
+ <field name='SecurityType' required='N' />
536
+ <field name='MaturityMonthYear' required='N' />
537
+ <field name='MaturityDay' required='N' />
538
+ <field name='PutOrCall' required='N' />
539
+ <field name='StrikePrice' required='N' />
540
+ <field name='OptAttribute' required='N' />
541
+ <field name='ContractMultiplier' required='N' />
542
+ <field name='CouponRate' required='N' />
543
+ <field name='SecurityExchange' required='N' />
544
+ <field name='Issuer' required='N' />
545
+ <field name='EncodedIssuerLen' required='N' />
546
+ <field name='EncodedIssuer' required='N' />
547
+ <field name='SecurityDesc' required='N' />
548
+ <field name='EncodedSecurityDescLen' required='N' />
549
+ <field name='EncodedSecurityDesc' required='N' />
550
+ <field name='Side' required='Y' />
551
+ <field name='TransactTime' required='Y' />
552
+ <field name='OrderQty' required='N' />
553
+ <field name='CashOrderQty' required='N' />
554
+ <field name='ComplianceID' required='N' />
555
+ <field name='SolicitedFlag' required='N' />
556
+ <field name='Text' required='N' />
557
+ <field name='EncodedTextLen' required='N' />
558
+ <field name='EncodedText' required='N' />
559
+ </message>
560
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
561
+ <field name='OrderID' required='N' />
562
+ <field name='ClientID' required='N' />
563
+ <field name='ExecBroker' required='N' />
564
+ <field name='OrigClOrdID' required='Y' />
565
+ <field name='ClOrdID' required='Y' />
566
+ <field name='ListID' required='N' />
567
+ <field name='Account' required='N' />
568
+ <group name='NoAllocs' required='N'>
569
+ <field name='AllocAccount' required='N' />
570
+ <field name='AllocShares' required='N' />
571
+ </group>
572
+ <field name='SettlmntTyp' required='N' />
573
+ <field name='FutSettDate' required='N' />
574
+ <field name='HandlInst' required='Y' />
575
+ <field name='ExecInst' required='N' />
576
+ <field name='MinQty' required='N' />
577
+ <field name='MaxFloor' required='N' />
578
+ <field name='ExDestination' required='N' />
579
+ <group name='NoTradingSessions' required='N'>
580
+ <field name='TradingSessionID' required='N' />
581
+ </group>
582
+ <field name='Symbol' required='Y' />
583
+ <field name='SymbolSfx' required='N' />
584
+ <field name='SecurityID' required='N' />
585
+ <field name='IDSource' required='N' />
586
+ <field name='SecurityType' required='N' />
587
+ <field name='MaturityMonthYear' required='N' />
588
+ <field name='MaturityDay' required='N' />
589
+ <field name='PutOrCall' required='N' />
590
+ <field name='StrikePrice' required='N' />
591
+ <field name='OptAttribute' required='N' />
592
+ <field name='ContractMultiplier' required='N' />
593
+ <field name='CouponRate' required='N' />
594
+ <field name='SecurityExchange' required='N' />
595
+ <field name='Issuer' required='N' />
596
+ <field name='EncodedIssuerLen' required='N' />
597
+ <field name='EncodedIssuer' required='N' />
598
+ <field name='SecurityDesc' required='N' />
599
+ <field name='EncodedSecurityDescLen' required='N' />
600
+ <field name='EncodedSecurityDesc' required='N' />
601
+ <field name='Side' required='Y' />
602
+ <field name='TransactTime' required='Y' />
603
+ <field name='OrderQty' required='N' />
604
+ <field name='CashOrderQty' required='N' />
605
+ <field name='OrdType' required='Y' />
606
+ <field name='Price' required='N' />
607
+ <field name='StopPx' required='N' />
608
+ <field name='PegDifference' required='N' />
609
+ <field name='DiscretionInst' required='N' />
610
+ <field name='DiscretionOffset' required='N' />
611
+ <field name='ComplianceID' required='N' />
612
+ <field name='SolicitedFlag' required='N' />
613
+ <field name='Currency' required='N' />
614
+ <field name='TimeInForce' required='N' />
615
+ <field name='EffectiveTime' required='N' />
616
+ <field name='ExpireDate' required='N' />
617
+ <field name='ExpireTime' required='N' />
618
+ <field name='GTBookingInst' required='N' />
619
+ <field name='Commission' required='N' />
620
+ <field name='CommType' required='N' />
621
+ <field name='Rule80A' required='N' />
622
+ <field name='ForexReq' required='N' />
623
+ <field name='SettlCurrency' required='N' />
624
+ <field name='Text' required='N' />
625
+ <field name='EncodedTextLen' required='N' />
626
+ <field name='EncodedText' required='N' />
627
+ <field name='FutSettDate2' required='N' />
628
+ <field name='OrderQty2' required='N' />
629
+ <field name='OpenClose' required='N' />
630
+ <field name='CoveredOrUncovered' required='N' />
631
+ <field name='CustomerOrFirm' required='N' />
632
+ <field name='MaxShow' required='N' />
633
+ <field name='LocateReqd' required='N' />
634
+ <field name='ClearingFirm' required='N' />
635
+ <field name='ClearingAccount' required='N' />
636
+ </message>
637
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
638
+ <field name='OrderID' required='N' />
639
+ <field name='ClOrdID' required='Y' />
640
+ <field name='ClientID' required='N' />
641
+ <field name='Account' required='N' />
642
+ <field name='ExecBroker' required='N' />
643
+ <field name='Symbol' required='Y' />
644
+ <field name='SymbolSfx' required='N' />
645
+ <field name='SecurityID' required='N' />
646
+ <field name='IDSource' required='N' />
647
+ <field name='SecurityType' required='N' />
648
+ <field name='MaturityMonthYear' required='N' />
649
+ <field name='MaturityDay' required='N' />
650
+ <field name='PutOrCall' required='N' />
651
+ <field name='StrikePrice' required='N' />
652
+ <field name='OptAttribute' required='N' />
653
+ <field name='ContractMultiplier' required='N' />
654
+ <field name='CouponRate' required='N' />
655
+ <field name='SecurityExchange' required='N' />
656
+ <field name='Issuer' required='N' />
657
+ <field name='EncodedIssuerLen' required='N' />
658
+ <field name='EncodedIssuer' required='N' />
659
+ <field name='SecurityDesc' required='N' />
660
+ <field name='EncodedSecurityDescLen' required='N' />
661
+ <field name='EncodedSecurityDesc' required='N' />
662
+ <field name='Side' required='Y' />
663
+ </message>
664
+ <message name='Allocation' msgcat='app' msgtype='J'>
665
+ <field name='AllocID' required='Y' />
666
+ <field name='AllocTransType' required='Y' />
667
+ <field name='RefAllocID' required='N' />
668
+ <field name='AllocLinkID' required='N' />
669
+ <field name='AllocLinkType' required='N' />
670
+ <group name='NoOrders' required='N'>
671
+ <field name='ClOrdID' required='N' />
672
+ <field name='OrderID' required='N' />
673
+ <field name='SecondaryOrderID' required='N' />
674
+ <field name='ListID' required='N' />
675
+ <field name='WaveNo' required='N' />
676
+ </group>
677
+ <group name='NoExecs' required='N'>
678
+ <field name='LastShares' required='N' />
679
+ <field name='ExecID' required='N' />
680
+ <field name='LastPx' required='N' />
681
+ <field name='LastCapacity' required='N' />
682
+ </group>
683
+ <field name='Side' required='Y' />
684
+ <field name='Symbol' required='Y' />
685
+ <field name='SymbolSfx' required='N' />
686
+ <field name='SecurityID' required='N' />
687
+ <field name='IDSource' required='N' />
688
+ <field name='SecurityType' required='N' />
689
+ <field name='MaturityMonthYear' required='N' />
690
+ <field name='MaturityDay' required='N' />
691
+ <field name='PutOrCall' required='N' />
692
+ <field name='StrikePrice' required='N' />
693
+ <field name='OptAttribute' required='N' />
694
+ <field name='ContractMultiplier' required='N' />
695
+ <field name='CouponRate' required='N' />
696
+ <field name='SecurityExchange' required='N' />
697
+ <field name='Issuer' required='N' />
698
+ <field name='EncodedIssuerLen' required='N' />
699
+ <field name='EncodedIssuer' required='N' />
700
+ <field name='SecurityDesc' required='N' />
701
+ <field name='EncodedSecurityDescLen' required='N' />
702
+ <field name='EncodedSecurityDesc' required='N' />
703
+ <field name='Shares' required='Y' />
704
+ <field name='LastMkt' required='N' />
705
+ <field name='TradingSessionID' required='N' />
706
+ <field name='AvgPx' required='Y' />
707
+ <field name='Currency' required='N' />
708
+ <field name='AvgPrxPrecision' required='N' />
709
+ <field name='TradeDate' required='Y' />
710
+ <field name='TransactTime' required='N' />
711
+ <field name='SettlmntTyp' required='N' />
712
+ <field name='FutSettDate' required='N' />
713
+ <field name='GrossTradeAmt' required='N' />
714
+ <field name='NetMoney' required='N' />
715
+ <field name='OpenClose' required='N' />
716
+ <field name='Text' required='N' />
717
+ <field name='EncodedTextLen' required='N' />
718
+ <field name='EncodedText' required='N' />
719
+ <field name='NumDaysInterest' required='N' />
720
+ <field name='AccruedInterestRate' required='N' />
721
+ <group name='NoAllocs' required='N'>
722
+ <field name='AllocAccount' required='N' />
723
+ <field name='AllocPrice' required='N' />
724
+ <field name='AllocShares' required='Y' />
725
+ <field name='ProcessCode' required='N' />
726
+ <field name='BrokerOfCredit' required='N' />
727
+ <field name='NotifyBrokerOfCredit' required='N' />
728
+ <field name='AllocHandlInst' required='N' />
729
+ <field name='AllocText' required='N' />
730
+ <field name='EncodedAllocTextLen' required='N' />
731
+ <field name='EncodedAllocText' required='N' />
732
+ <field name='ExecBroker' required='N' />
733
+ <field name='ClientID' required='N' />
734
+ <field name='Commission' required='N' />
735
+ <field name='CommType' required='N' />
736
+ <field name='AllocAvgPx' required='N' />
737
+ <field name='AllocNetMoney' required='N' />
738
+ <field name='SettlCurrAmt' required='N' />
739
+ <field name='SettlCurrency' required='N' />
740
+ <field name='SettlCurrFxRate' required='N' />
741
+ <field name='SettlCurrFxRateCalc' required='N' />
742
+ <field name='AccruedInterestAmt' required='N' />
743
+ <field name='SettlInstMode' required='N' />
744
+ <group name='NoMiscFees' required='N'>
745
+ <field name='MiscFeeAmt' required='N' />
746
+ <field name='MiscFeeCurr' required='N' />
747
+ <field name='MiscFeeType' required='N' />
748
+ </group>
749
+ </group>
750
+ </message>
751
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
752
+ <field name='ListID' required='Y' />
753
+ <field name='TransactTime' required='Y' />
754
+ <field name='Text' required='N' />
755
+ <field name='EncodedTextLen' required='N' />
756
+ <field name='EncodedText' required='N' />
757
+ </message>
758
+ <message name='ListExecute' msgcat='app' msgtype='L'>
759
+ <field name='ListID' required='Y' />
760
+ <field name='ClientBidID' required='N' />
761
+ <field name='BidID' required='N' />
762
+ <field name='TransactTime' required='Y' />
763
+ <field name='Text' required='N' />
764
+ <field name='EncodedTextLen' required='N' />
765
+ <field name='EncodedText' required='N' />
766
+ </message>
767
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
768
+ <field name='ListID' required='Y' />
769
+ <field name='Text' required='N' />
770
+ <field name='EncodedTextLen' required='N' />
771
+ <field name='EncodedText' required='N' />
772
+ </message>
773
+ <message name='ListStatus' msgcat='app' msgtype='N'>
774
+ <field name='ListID' required='Y' />
775
+ <field name='ListStatusType' required='Y' />
776
+ <field name='NoRpts' required='Y' />
777
+ <field name='ListOrderStatus' required='Y' />
778
+ <field name='RptSeq' required='Y' />
779
+ <field name='ListStatusText' required='N' />
780
+ <field name='EncodedListStatusTextLen' required='N' />
781
+ <field name='EncodedListStatusText' required='N' />
782
+ <field name='TransactTime' required='N' />
783
+ <field name='TotNoOrders' required='Y' />
784
+ <group name='NoOrders' required='Y'>
785
+ <field name='ClOrdID' required='Y' />
786
+ <field name='CumQty' required='Y' />
787
+ <field name='OrdStatus' required='Y' />
788
+ <field name='LeavesQty' required='Y' />
789
+ <field name='CxlQty' required='Y' />
790
+ <field name='AvgPx' required='Y' />
791
+ <field name='OrdRejReason' required='N' />
792
+ <field name='Text' required='N' />
793
+ <field name='EncodedTextLen' required='N' />
794
+ <field name='EncodedText' required='N' />
795
+ </group>
796
+ </message>
797
+ <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
798
+ <field name='ClientID' required='N' />
799
+ <field name='ExecBroker' required='N' />
800
+ <field name='AllocID' required='Y' />
801
+ <field name='TradeDate' required='Y' />
802
+ <field name='TransactTime' required='N' />
803
+ <field name='AllocStatus' required='Y' />
804
+ <field name='AllocRejCode' required='N' />
805
+ <field name='Text' required='N' />
806
+ <field name='EncodedTextLen' required='N' />
807
+ <field name='EncodedText' required='N' />
808
+ </message>
809
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
810
+ <field name='OrderID' required='Y' />
811
+ <field name='ExecID' required='Y' />
812
+ <field name='DKReason' required='Y' />
813
+ <field name='Symbol' required='Y' />
814
+ <field name='SymbolSfx' required='N' />
815
+ <field name='SecurityID' required='N' />
816
+ <field name='IDSource' required='N' />
817
+ <field name='SecurityType' required='N' />
818
+ <field name='MaturityMonthYear' required='N' />
819
+ <field name='MaturityDay' required='N' />
820
+ <field name='PutOrCall' required='N' />
821
+ <field name='StrikePrice' required='N' />
822
+ <field name='OptAttribute' required='N' />
823
+ <field name='ContractMultiplier' required='N' />
824
+ <field name='CouponRate' required='N' />
825
+ <field name='SecurityExchange' required='N' />
826
+ <field name='Issuer' required='N' />
827
+ <field name='EncodedIssuerLen' required='N' />
828
+ <field name='EncodedIssuer' required='N' />
829
+ <field name='SecurityDesc' required='N' />
830
+ <field name='EncodedSecurityDescLen' required='N' />
831
+ <field name='EncodedSecurityDesc' required='N' />
832
+ <field name='Side' required='Y' />
833
+ <field name='OrderQty' required='N' />
834
+ <field name='CashOrderQty' required='N' />
835
+ <field name='LastShares' required='N' />
836
+ <field name='LastPx' required='N' />
837
+ <field name='Text' required='N' />
838
+ <field name='EncodedTextLen' required='N' />
839
+ <field name='EncodedText' required='N' />
840
+ </message>
841
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
842
+ <field name='QuoteReqID' required='Y' />
843
+ <group name='NoRelatedSym' required='Y'>
844
+ <field name='Symbol' required='Y' />
845
+ <field name='SymbolSfx' required='N' />
846
+ <field name='SecurityID' required='N' />
847
+ <field name='IDSource' required='N' />
848
+ <field name='SecurityType' required='N' />
849
+ <field name='MaturityMonthYear' required='N' />
850
+ <field name='MaturityDay' required='N' />
851
+ <field name='PutOrCall' required='N' />
852
+ <field name='StrikePrice' required='N' />
853
+ <field name='OptAttribute' required='N' />
854
+ <field name='ContractMultiplier' required='N' />
855
+ <field name='CouponRate' required='N' />
856
+ <field name='SecurityExchange' required='N' />
857
+ <field name='Issuer' required='N' />
858
+ <field name='EncodedIssuerLen' required='N' />
859
+ <field name='EncodedIssuer' required='N' />
860
+ <field name='SecurityDesc' required='N' />
861
+ <field name='EncodedSecurityDescLen' required='N' />
862
+ <field name='EncodedSecurityDesc' required='N' />
863
+ <field name='PrevClosePx' required='N' />
864
+ <field name='QuoteRequestType' required='N' />
865
+ <field name='TradingSessionID' required='N' />
866
+ <field name='Side' required='N' />
867
+ <field name='OrderQty' required='N' />
868
+ <field name='FutSettDate' required='N' />
869
+ <field name='OrdType' required='N' />
870
+ <field name='FutSettDate2' required='N' />
871
+ <field name='OrderQty2' required='N' />
872
+ <field name='ExpireTime' required='N' />
873
+ <field name='TransactTime' required='N' />
874
+ <field name='Currency' required='N' />
875
+ </group>
876
+ </message>
877
+ <message name='Quote' msgcat='app' msgtype='S'>
878
+ <field name='QuoteReqID' required='N' />
879
+ <field name='QuoteID' required='Y' />
880
+ <field name='QuoteResponseLevel' required='N' />
881
+ <field name='TradingSessionID' required='N' />
882
+ <field name='Symbol' required='Y' />
883
+ <field name='SymbolSfx' required='N' />
884
+ <field name='SecurityID' required='N' />
885
+ <field name='IDSource' required='N' />
886
+ <field name='SecurityType' required='N' />
887
+ <field name='MaturityMonthYear' required='N' />
888
+ <field name='MaturityDay' required='N' />
889
+ <field name='PutOrCall' required='N' />
890
+ <field name='StrikePrice' required='N' />
891
+ <field name='OptAttribute' required='N' />
892
+ <field name='ContractMultiplier' required='N' />
893
+ <field name='CouponRate' required='N' />
894
+ <field name='SecurityExchange' required='N' />
895
+ <field name='Issuer' required='N' />
896
+ <field name='EncodedIssuerLen' required='N' />
897
+ <field name='EncodedIssuer' required='N' />
898
+ <field name='SecurityDesc' required='N' />
899
+ <field name='EncodedSecurityDescLen' required='N' />
900
+ <field name='EncodedSecurityDesc' required='N' />
901
+ <field name='BidPx' required='N' />
902
+ <field name='OfferPx' required='N' />
903
+ <field name='BidSize' required='N' />
904
+ <field name='OfferSize' required='N' />
905
+ <field name='ValidUntilTime' required='N' />
906
+ <field name='BidSpotRate' required='N' />
907
+ <field name='OfferSpotRate' required='N' />
908
+ <field name='BidForwardPoints' required='N' />
909
+ <field name='OfferForwardPoints' required='N' />
910
+ <field name='TransactTime' required='N' />
911
+ <field name='FutSettDate' required='N' />
912
+ <field name='OrdType' required='N' />
913
+ <field name='FutSettDate2' required='N' />
914
+ <field name='OrderQty2' required='N' />
915
+ <field name='Currency' required='N' />
916
+ </message>
917
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
918
+ <field name='SettlInstID' required='Y' />
919
+ <field name='SettlInstTransType' required='Y' />
920
+ <field name='SettlInstRefID' required='Y' />
921
+ <field name='SettlInstMode' required='Y' />
922
+ <field name='SettlInstSource' required='Y' />
923
+ <field name='AllocAccount' required='Y' />
924
+ <field name='SettlLocation' required='N' />
925
+ <field name='TradeDate' required='N' />
926
+ <field name='AllocID' required='N' />
927
+ <field name='LastMkt' required='N' />
928
+ <field name='TradingSessionID' required='N' />
929
+ <field name='Side' required='N' />
930
+ <field name='SecurityType' required='N' />
931
+ <field name='EffectiveTime' required='N' />
932
+ <field name='TransactTime' required='Y' />
933
+ <field name='ClientID' required='N' />
934
+ <field name='ExecBroker' required='N' />
935
+ <field name='StandInstDbType' required='N' />
936
+ <field name='StandInstDbName' required='N' />
937
+ <field name='StandInstDbID' required='N' />
938
+ <field name='SettlDeliveryType' required='N' />
939
+ <field name='SettlDepositoryCode' required='N' />
940
+ <field name='SettlBrkrCode' required='N' />
941
+ <field name='SettlInstCode' required='N' />
942
+ <field name='SecuritySettlAgentName' required='N' />
943
+ <field name='SecuritySettlAgentCode' required='N' />
944
+ <field name='SecuritySettlAgentAcctNum' required='N' />
945
+ <field name='SecuritySettlAgentAcctName' required='N' />
946
+ <field name='SecuritySettlAgentContactName' required='N' />
947
+ <field name='SecuritySettlAgentContactPhone' required='N' />
948
+ <field name='CashSettlAgentName' required='N' />
949
+ <field name='CashSettlAgentCode' required='N' />
950
+ <field name='CashSettlAgentAcctNum' required='N' />
951
+ <field name='CashSettlAgentAcctName' required='N' />
952
+ <field name='CashSettlAgentContactName' required='N' />
953
+ <field name='CashSettlAgentContactPhone' required='N' />
954
+ </message>
955
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
956
+ <field name='MDReqID' required='Y' />
957
+ <field name='SubscriptionRequestType' required='Y' />
958
+ <field name='MarketDepth' required='Y' />
959
+ <field name='MDUpdateType' required='N' />
960
+ <field name='AggregatedBook' required='N' />
961
+ <group name='NoMDEntryTypes' required='Y'>
962
+ <field name='MDEntryType' required='Y' />
963
+ </group>
964
+ <group name='NoRelatedSym' required='Y'>
965
+ <field name='Symbol' required='Y' />
966
+ <field name='SymbolSfx' required='N' />
967
+ <field name='SecurityID' required='N' />
968
+ <field name='IDSource' required='N' />
969
+ <field name='SecurityType' required='N' />
970
+ <field name='MaturityMonthYear' required='N' />
971
+ <field name='MaturityDay' required='N' />
972
+ <field name='PutOrCall' required='N' />
973
+ <field name='StrikePrice' required='N' />
974
+ <field name='OptAttribute' required='N' />
975
+ <field name='ContractMultiplier' required='N' />
976
+ <field name='CouponRate' required='N' />
977
+ <field name='SecurityExchange' required='N' />
978
+ <field name='Issuer' required='N' />
979
+ <field name='EncodedIssuerLen' required='N' />
980
+ <field name='EncodedIssuer' required='N' />
981
+ <field name='SecurityDesc' required='N' />
982
+ <field name='EncodedSecurityDescLen' required='N' />
983
+ <field name='EncodedSecurityDesc' required='N' />
984
+ <field name='TradingSessionID' required='N' />
985
+ </group>
986
+ </message>
987
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
988
+ <field name='MDReqID' required='N' />
989
+ <field name='Symbol' required='Y' />
990
+ <field name='SymbolSfx' required='N' />
991
+ <field name='SecurityID' required='N' />
992
+ <field name='IDSource' required='N' />
993
+ <field name='SecurityType' required='N' />
994
+ <field name='MaturityMonthYear' required='N' />
995
+ <field name='MaturityDay' required='N' />
996
+ <field name='PutOrCall' required='N' />
997
+ <field name='StrikePrice' required='N' />
998
+ <field name='OptAttribute' required='N' />
999
+ <field name='ContractMultiplier' required='N' />
1000
+ <field name='CouponRate' required='N' />
1001
+ <field name='SecurityExchange' required='N' />
1002
+ <field name='Issuer' required='N' />
1003
+ <field name='EncodedIssuerLen' required='N' />
1004
+ <field name='EncodedIssuer' required='N' />
1005
+ <field name='SecurityDesc' required='N' />
1006
+ <field name='EncodedSecurityDescLen' required='N' />
1007
+ <field name='EncodedSecurityDesc' required='N' />
1008
+ <field name='FinancialStatus' required='N' />
1009
+ <field name='CorporateAction' required='N' />
1010
+ <field name='TotalVolumeTraded' required='N' />
1011
+ <group name='NoMDEntries' required='Y'>
1012
+ <field name='MDEntryType' required='Y' />
1013
+ <field name='MDEntryPx' required='Y' />
1014
+ <field name='Currency' required='N' />
1015
+ <field name='MDEntrySize' required='N' />
1016
+ <field name='MDEntryDate' required='N' />
1017
+ <field name='MDEntryTime' required='N' />
1018
+ <field name='TickDirection' required='N' />
1019
+ <field name='MDMkt' required='N' />
1020
+ <field name='TradingSessionID' required='N' />
1021
+ <field name='QuoteCondition' required='N' />
1022
+ <field name='TradeCondition' required='N' />
1023
+ <field name='MDEntryOriginator' required='N' />
1024
+ <field name='LocationID' required='N' />
1025
+ <field name='DeskID' required='N' />
1026
+ <field name='OpenCloseSettleFlag' required='N' />
1027
+ <field name='TimeInForce' required='N' />
1028
+ <field name='ExpireDate' required='N' />
1029
+ <field name='ExpireTime' required='N' />
1030
+ <field name='MinQty' required='N' />
1031
+ <field name='ExecInst' required='N' />
1032
+ <field name='SellerDays' required='N' />
1033
+ <field name='OrderID' required='N' />
1034
+ <field name='QuoteEntryID' required='N' />
1035
+ <field name='MDEntryBuyer' required='N' />
1036
+ <field name='MDEntrySeller' required='N' />
1037
+ <field name='NumberOfOrders' required='N' />
1038
+ <field name='MDEntryPositionNo' required='N' />
1039
+ <field name='Text' required='N' />
1040
+ <field name='EncodedTextLen' required='N' />
1041
+ <field name='EncodedText' required='N' />
1042
+ </group>
1043
+ </message>
1044
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
1045
+ <field name='MDReqID' required='N' />
1046
+ <group name='NoMDEntries' required='Y'>
1047
+ <field name='MDUpdateAction' required='Y' />
1048
+ <field name='DeleteReason' required='N' />
1049
+ <field name='MDEntryType' required='N' />
1050
+ <field name='MDEntryID' required='N' />
1051
+ <field name='MDEntryRefID' required='N' />
1052
+ <field name='Symbol' required='N' />
1053
+ <field name='SymbolSfx' required='N' />
1054
+ <field name='SecurityID' required='N' />
1055
+ <field name='IDSource' required='N' />
1056
+ <field name='SecurityType' required='N' />
1057
+ <field name='MaturityMonthYear' required='N' />
1058
+ <field name='MaturityDay' required='N' />
1059
+ <field name='PutOrCall' required='N' />
1060
+ <field name='StrikePrice' required='N' />
1061
+ <field name='OptAttribute' required='N' />
1062
+ <field name='ContractMultiplier' required='N' />
1063
+ <field name='CouponRate' required='N' />
1064
+ <field name='SecurityExchange' required='N' />
1065
+ <field name='Issuer' required='N' />
1066
+ <field name='EncodedIssuerLen' required='N' />
1067
+ <field name='EncodedIssuer' required='N' />
1068
+ <field name='SecurityDesc' required='N' />
1069
+ <field name='EncodedSecurityDescLen' required='N' />
1070
+ <field name='EncodedSecurityDesc' required='N' />
1071
+ <field name='FinancialStatus' required='N' />
1072
+ <field name='CorporateAction' required='N' />
1073
+ <field name='MDEntryPx' required='N' />
1074
+ <field name='Currency' required='N' />
1075
+ <field name='MDEntrySize' required='N' />
1076
+ <field name='MDEntryDate' required='N' />
1077
+ <field name='MDEntryTime' required='N' />
1078
+ <field name='TickDirection' required='N' />
1079
+ <field name='MDMkt' required='N' />
1080
+ <field name='TradingSessionID' required='N' />
1081
+ <field name='QuoteCondition' required='N' />
1082
+ <field name='TradeCondition' required='N' />
1083
+ <field name='MDEntryOriginator' required='N' />
1084
+ <field name='LocationID' required='N' />
1085
+ <field name='DeskID' required='N' />
1086
+ <field name='OpenCloseSettleFlag' required='N' />
1087
+ <field name='TimeInForce' required='N' />
1088
+ <field name='ExpireDate' required='N' />
1089
+ <field name='ExpireTime' required='N' />
1090
+ <field name='MinQty' required='N' />
1091
+ <field name='ExecInst' required='N' />
1092
+ <field name='SellerDays' required='N' />
1093
+ <field name='OrderID' required='N' />
1094
+ <field name='QuoteEntryID' required='N' />
1095
+ <field name='MDEntryBuyer' required='N' />
1096
+ <field name='MDEntrySeller' required='N' />
1097
+ <field name='NumberOfOrders' required='N' />
1098
+ <field name='MDEntryPositionNo' required='N' />
1099
+ <field name='TotalVolumeTraded' required='N' />
1100
+ <field name='Text' required='N' />
1101
+ <field name='EncodedTextLen' required='N' />
1102
+ <field name='EncodedText' required='N' />
1103
+ </group>
1104
+ </message>
1105
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
1106
+ <field name='MDReqID' required='Y' />
1107
+ <field name='MDReqRejReason' required='N' />
1108
+ <field name='Text' required='N' />
1109
+ <field name='EncodedTextLen' required='N' />
1110
+ <field name='EncodedText' required='N' />
1111
+ </message>
1112
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
1113
+ <field name='QuoteReqID' required='N' />
1114
+ <field name='QuoteID' required='Y' />
1115
+ <field name='QuoteCancelType' required='Y' />
1116
+ <field name='QuoteResponseLevel' required='N' />
1117
+ <field name='TradingSessionID' required='N' />
1118
+ <group name='NoQuoteEntries' required='Y'>
1119
+ <field name='Symbol' required='Y' />
1120
+ <field name='SymbolSfx' required='N' />
1121
+ <field name='SecurityID' required='N' />
1122
+ <field name='IDSource' required='N' />
1123
+ <field name='SecurityType' required='N' />
1124
+ <field name='MaturityMonthYear' required='N' />
1125
+ <field name='MaturityDay' required='N' />
1126
+ <field name='PutOrCall' required='N' />
1127
+ <field name='StrikePrice' required='N' />
1128
+ <field name='OptAttribute' required='N' />
1129
+ <field name='ContractMultiplier' required='N' />
1130
+ <field name='CouponRate' required='N' />
1131
+ <field name='SecurityExchange' required='N' />
1132
+ <field name='Issuer' required='N' />
1133
+ <field name='EncodedIssuerLen' required='N' />
1134
+ <field name='EncodedIssuer' required='N' />
1135
+ <field name='SecurityDesc' required='N' />
1136
+ <field name='EncodedSecurityDescLen' required='N' />
1137
+ <field name='EncodedSecurityDesc' required='N' />
1138
+ <field name='UnderlyingSymbol' required='N' />
1139
+ </group>
1140
+ </message>
1141
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
1142
+ <field name='QuoteID' required='N' />
1143
+ <field name='Symbol' required='Y' />
1144
+ <field name='SymbolSfx' required='N' />
1145
+ <field name='SecurityID' required='N' />
1146
+ <field name='IDSource' required='N' />
1147
+ <field name='SecurityType' required='N' />
1148
+ <field name='MaturityMonthYear' required='N' />
1149
+ <field name='MaturityDay' required='N' />
1150
+ <field name='PutOrCall' required='N' />
1151
+ <field name='StrikePrice' required='N' />
1152
+ <field name='OptAttribute' required='N' />
1153
+ <field name='ContractMultiplier' required='N' />
1154
+ <field name='CouponRate' required='N' />
1155
+ <field name='SecurityExchange' required='N' />
1156
+ <field name='Issuer' required='N' />
1157
+ <field name='EncodedIssuerLen' required='N' />
1158
+ <field name='EncodedIssuer' required='N' />
1159
+ <field name='SecurityDesc' required='N' />
1160
+ <field name='EncodedSecurityDescLen' required='N' />
1161
+ <field name='EncodedSecurityDesc' required='N' />
1162
+ <field name='Side' required='N' />
1163
+ <field name='TradingSessionID' required='N' />
1164
+ </message>
1165
+ <message name='QuoteAcknowledgement' msgcat='app' msgtype='b'>
1166
+ <field name='QuoteReqID' required='N' />
1167
+ <field name='QuoteID' required='N' />
1168
+ <field name='QuoteAckStatus' required='Y' />
1169
+ <field name='QuoteRejectReason' required='N' />
1170
+ <field name='QuoteResponseLevel' required='N' />
1171
+ <field name='TradingSessionID' required='N' />
1172
+ <field name='Text' required='N' />
1173
+ <group name='NoQuoteSets' required='N'>
1174
+ <field name='QuoteSetID' required='N' />
1175
+ <field name='UnderlyingSymbol' required='N' />
1176
+ <field name='UnderlyingSymbolSfx' required='N' />
1177
+ <field name='UnderlyingSecurityID' required='N' />
1178
+ <field name='UnderlyingIDSource' required='N' />
1179
+ <field name='UnderlyingSecurityType' required='N' />
1180
+ <field name='UnderlyingMaturityMonthYear' required='N' />
1181
+ <field name='UnderlyingMaturityDay' required='N' />
1182
+ <field name='UnderlyingPutOrCall' required='N' />
1183
+ <field name='UnderlyingStrikePrice' required='N' />
1184
+ <field name='UnderlyingOptAttribute' required='N' />
1185
+ <field name='UnderlyingContractMultiplier' required='N' />
1186
+ <field name='UnderlyingCouponRate' required='N' />
1187
+ <field name='UnderlyingSecurityExchange' required='N' />
1188
+ <field name='UnderlyingIssuer' required='N' />
1189
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
1190
+ <field name='EncodedUnderlyingIssuer' required='N' />
1191
+ <field name='UnderlyingSecurityDesc' required='N' />
1192
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
1193
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
1194
+ <field name='TotQuoteEntries' required='N' />
1195
+ <group name='NoQuoteEntries' required='N'>
1196
+ <field name='QuoteEntryID' required='N' />
1197
+ <field name='Symbol' required='N' />
1198
+ <field name='SymbolSfx' required='N' />
1199
+ <field name='SecurityID' required='N' />
1200
+ <field name='IDSource' required='N' />
1201
+ <field name='SecurityType' required='N' />
1202
+ <field name='MaturityMonthYear' required='N' />
1203
+ <field name='MaturityDay' required='N' />
1204
+ <field name='PutOrCall' required='N' />
1205
+ <field name='StrikePrice' required='N' />
1206
+ <field name='OptAttribute' required='N' />
1207
+ <field name='ContractMultiplier' required='N' />
1208
+ <field name='CouponRate' required='N' />
1209
+ <field name='SecurityExchange' required='N' />
1210
+ <field name='Issuer' required='N' />
1211
+ <field name='EncodedIssuerLen' required='N' />
1212
+ <field name='EncodedIssuer' required='N' />
1213
+ <field name='SecurityDesc' required='N' />
1214
+ <field name='EncodedSecurityDescLen' required='N' />
1215
+ <field name='EncodedSecurityDesc' required='N' />
1216
+ <field name='QuoteEntryRejectReason' required='N' />
1217
+ </group>
1218
+ </group>
1219
+ </message>
1220
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
1221
+ <field name='SecurityReqID' required='Y' />
1222
+ <field name='SecurityRequestType' required='Y' />
1223
+ <field name='Symbol' required='N' />
1224
+ <field name='SymbolSfx' required='N' />
1225
+ <field name='SecurityID' required='N' />
1226
+ <field name='IDSource' required='N' />
1227
+ <field name='SecurityType' required='N' />
1228
+ <field name='MaturityMonthYear' required='N' />
1229
+ <field name='MaturityDay' required='N' />
1230
+ <field name='PutOrCall' required='N' />
1231
+ <field name='StrikePrice' required='N' />
1232
+ <field name='OptAttribute' required='N' />
1233
+ <field name='ContractMultiplier' required='N' />
1234
+ <field name='CouponRate' required='N' />
1235
+ <field name='SecurityExchange' required='N' />
1236
+ <field name='Issuer' required='N' />
1237
+ <field name='EncodedIssuerLen' required='N' />
1238
+ <field name='EncodedIssuer' required='N' />
1239
+ <field name='SecurityDesc' required='N' />
1240
+ <field name='EncodedSecurityDescLen' required='N' />
1241
+ <field name='EncodedSecurityDesc' required='N' />
1242
+ <field name='Currency' required='N' />
1243
+ <field name='Text' required='N' />
1244
+ <field name='EncodedTextLen' required='N' />
1245
+ <field name='EncodedText' required='N' />
1246
+ <field name='TradingSessionID' required='N' />
1247
+ <group name='NoRelatedSym' required='N'>
1248
+ <field name='UnderlyingSymbol' required='N' />
1249
+ <field name='UnderlyingSymbolSfx' required='N' />
1250
+ <field name='UnderlyingSecurityID' required='N' />
1251
+ <field name='UnderlyingIDSource' required='N' />
1252
+ <field name='UnderlyingSecurityType' required='N' />
1253
+ <field name='UnderlyingMaturityMonthYear' required='N' />
1254
+ <field name='UnderlyingMaturityDay' required='N' />
1255
+ <field name='UnderlyingPutOrCall' required='N' />
1256
+ <field name='UnderlyingStrikePrice' required='N' />
1257
+ <field name='UnderlyingOptAttribute' required='N' />
1258
+ <field name='UnderlyingContractMultiplier' required='N' />
1259
+ <field name='UnderlyingCouponRate' required='N' />
1260
+ <field name='UnderlyingSecurityExchange' required='N' />
1261
+ <field name='UnderlyingIssuer' required='N' />
1262
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
1263
+ <field name='EncodedUnderlyingIssuer' required='N' />
1264
+ <field name='UnderlyingSecurityDesc' required='N' />
1265
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
1266
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
1267
+ <field name='RatioQty' required='N' />
1268
+ <field name='Side' required='N' />
1269
+ <field name='UnderlyingCurrency' required='N' />
1270
+ </group>
1271
+ </message>
1272
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
1273
+ <field name='SecurityReqID' required='Y' />
1274
+ <field name='SecurityResponseID' required='Y' />
1275
+ <field name='SecurityResponseType' required='N' />
1276
+ <field name='TotalNumSecurities' required='Y' />
1277
+ <field name='Symbol' required='N' />
1278
+ <field name='SymbolSfx' required='N' />
1279
+ <field name='SecurityID' required='N' />
1280
+ <field name='IDSource' required='N' />
1281
+ <field name='SecurityType' required='N' />
1282
+ <field name='MaturityMonthYear' required='N' />
1283
+ <field name='MaturityDay' required='N' />
1284
+ <field name='PutOrCall' required='N' />
1285
+ <field name='StrikePrice' required='N' />
1286
+ <field name='OptAttribute' required='N' />
1287
+ <field name='ContractMultiplier' required='N' />
1288
+ <field name='CouponRate' required='N' />
1289
+ <field name='SecurityExchange' required='N' />
1290
+ <field name='Issuer' required='N' />
1291
+ <field name='EncodedIssuerLen' required='N' />
1292
+ <field name='EncodedIssuer' required='N' />
1293
+ <field name='SecurityDesc' required='N' />
1294
+ <field name='EncodedSecurityDescLen' required='N' />
1295
+ <field name='EncodedSecurityDesc' required='N' />
1296
+ <field name='Currency' required='N' />
1297
+ <field name='TradingSessionID' required='N' />
1298
+ <field name='Text' required='N' />
1299
+ <field name='EncodedTextLen' required='N' />
1300
+ <field name='EncodedText' required='N' />
1301
+ <group name='NoRelatedSym' required='N'>
1302
+ <field name='UnderlyingSymbol' required='N' />
1303
+ <field name='UnderlyingSymbolSfx' required='N' />
1304
+ <field name='UnderlyingSecurityID' required='N' />
1305
+ <field name='UnderlyingIDSource' required='N' />
1306
+ <field name='UnderlyingSecurityType' required='N' />
1307
+ <field name='UnderlyingMaturityMonthYear' required='N' />
1308
+ <field name='UnderlyingMaturityDay' required='N' />
1309
+ <field name='UnderlyingPutOrCall' required='N' />
1310
+ <field name='UnderlyingStrikePrice' required='N' />
1311
+ <field name='UnderlyingOptAttribute' required='N' />
1312
+ <field name='UnderlyingContractMultiplier' required='N' />
1313
+ <field name='UnderlyingCouponRate' required='N' />
1314
+ <field name='UnderlyingSecurityExchange' required='N' />
1315
+ <field name='UnderlyingIssuer' required='N' />
1316
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
1317
+ <field name='EncodedUnderlyingIssuer' required='N' />
1318
+ <field name='UnderlyingSecurityDesc' required='N' />
1319
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
1320
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
1321
+ <field name='RatioQty' required='N' />
1322
+ <field name='Side' required='N' />
1323
+ <field name='UnderlyingCurrency' required='N' />
1324
+ </group>
1325
+ </message>
1326
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
1327
+ <field name='SecurityStatusReqID' required='Y' />
1328
+ <field name='Symbol' required='Y' />
1329
+ <field name='SymbolSfx' required='N' />
1330
+ <field name='SecurityID' required='N' />
1331
+ <field name='IDSource' required='N' />
1332
+ <field name='SecurityType' required='N' />
1333
+ <field name='MaturityMonthYear' required='N' />
1334
+ <field name='MaturityDay' required='N' />
1335
+ <field name='PutOrCall' required='N' />
1336
+ <field name='StrikePrice' required='N' />
1337
+ <field name='OptAttribute' required='N' />
1338
+ <field name='ContractMultiplier' required='N' />
1339
+ <field name='CouponRate' required='N' />
1340
+ <field name='SecurityExchange' required='N' />
1341
+ <field name='Issuer' required='N' />
1342
+ <field name='EncodedIssuerLen' required='N' />
1343
+ <field name='EncodedIssuer' required='N' />
1344
+ <field name='SecurityDesc' required='N' />
1345
+ <field name='EncodedSecurityDescLen' required='N' />
1346
+ <field name='EncodedSecurityDesc' required='N' />
1347
+ <field name='Currency' required='N' />
1348
+ <field name='SubscriptionRequestType' required='Y' />
1349
+ <field name='TradingSessionID' required='N' />
1350
+ </message>
1351
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
1352
+ <field name='SecurityStatusReqID' required='N' />
1353
+ <field name='Symbol' required='Y' />
1354
+ <field name='SymbolSfx' required='N' />
1355
+ <field name='SecurityID' required='N' />
1356
+ <field name='IDSource' required='N' />
1357
+ <field name='SecurityType' required='N' />
1358
+ <field name='MaturityMonthYear' required='N' />
1359
+ <field name='MaturityDay' required='N' />
1360
+ <field name='PutOrCall' required='N' />
1361
+ <field name='StrikePrice' required='N' />
1362
+ <field name='OptAttribute' required='N' />
1363
+ <field name='ContractMultiplier' required='N' />
1364
+ <field name='CouponRate' required='N' />
1365
+ <field name='SecurityExchange' required='N' />
1366
+ <field name='Issuer' required='N' />
1367
+ <field name='EncodedIssuerLen' required='N' />
1368
+ <field name='EncodedIssuer' required='N' />
1369
+ <field name='SecurityDesc' required='N' />
1370
+ <field name='EncodedSecurityDescLen' required='N' />
1371
+ <field name='EncodedSecurityDesc' required='N' />
1372
+ <field name='Currency' required='N' />
1373
+ <field name='TradingSessionID' required='N' />
1374
+ <field name='UnsolicitedIndicator' required='N' />
1375
+ <field name='SecurityTradingStatus' required='N' />
1376
+ <field name='FinancialStatus' required='N' />
1377
+ <field name='CorporateAction' required='N' />
1378
+ <field name='HaltReasonChar' required='N' />
1379
+ <field name='InViewOfCommon' required='N' />
1380
+ <field name='DueToRelated' required='N' />
1381
+ <field name='BuyVolume' required='N' />
1382
+ <field name='SellVolume' required='N' />
1383
+ <field name='HighPx' required='N' />
1384
+ <field name='LowPx' required='N' />
1385
+ <field name='LastPx' required='N' />
1386
+ <field name='TransactTime' required='N' />
1387
+ <field name='Adjustment' required='N' />
1388
+ </message>
1389
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
1390
+ <field name='TradSesReqID' required='Y' />
1391
+ <field name='TradingSessionID' required='N' />
1392
+ <field name='TradSesMethod' required='N' />
1393
+ <field name='TradSesMode' required='N' />
1394
+ <field name='SubscriptionRequestType' required='Y' />
1395
+ </message>
1396
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
1397
+ <field name='TradSesReqID' required='N' />
1398
+ <field name='TradingSessionID' required='Y' />
1399
+ <field name='TradSesMethod' required='N' />
1400
+ <field name='TradSesMode' required='N' />
1401
+ <field name='UnsolicitedIndicator' required='N' />
1402
+ <field name='TradSesStatus' required='Y' />
1403
+ <field name='TradSesStartTime' required='N' />
1404
+ <field name='TradSesOpenTime' required='N' />
1405
+ <field name='TradSesPreCloseTime' required='N' />
1406
+ <field name='TradSesCloseTime' required='N' />
1407
+ <field name='TradSesEndTime' required='N' />
1408
+ <field name='TotalVolumeTraded' required='N' />
1409
+ <field name='Text' required='N' />
1410
+ <field name='EncodedTextLen' required='N' />
1411
+ <field name='EncodedText' required='N' />
1412
+ </message>
1413
+ <message name='MassQuote' msgcat='app' msgtype='i'>
1414
+ <field name='QuoteReqID' required='N' />
1415
+ <field name='QuoteID' required='Y' />
1416
+ <field name='QuoteResponseLevel' required='N' />
1417
+ <field name='DefBidSize' required='N' />
1418
+ <field name='DefOfferSize' required='N' />
1419
+ <group name='NoQuoteSets' required='Y'>
1420
+ <field name='QuoteSetID' required='Y' />
1421
+ <field name='UnderlyingSymbol' required='Y' />
1422
+ <field name='UnderlyingSymbolSfx' required='N' />
1423
+ <field name='UnderlyingSecurityID' required='N' />
1424
+ <field name='UnderlyingIDSource' required='N' />
1425
+ <field name='UnderlyingSecurityType' required='N' />
1426
+ <field name='UnderlyingMaturityMonthYear' required='N' />
1427
+ <field name='UnderlyingMaturityDay' required='N' />
1428
+ <field name='UnderlyingPutOrCall' required='N' />
1429
+ <field name='UnderlyingStrikePrice' required='N' />
1430
+ <field name='UnderlyingOptAttribute' required='N' />
1431
+ <field name='UnderlyingContractMultiplier' required='N' />
1432
+ <field name='UnderlyingCouponRate' required='N' />
1433
+ <field name='UnderlyingSecurityExchange' required='N' />
1434
+ <field name='UnderlyingIssuer' required='N' />
1435
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
1436
+ <field name='EncodedUnderlyingIssuer' required='N' />
1437
+ <field name='UnderlyingSecurityDesc' required='N' />
1438
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
1439
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
1440
+ <field name='QuoteSetValidUntilTime' required='N' />
1441
+ <field name='TotQuoteEntries' required='Y' />
1442
+ <group name='NoQuoteEntries' required='Y'>
1443
+ <field name='QuoteEntryID' required='Y' />
1444
+ <field name='Symbol' required='N' />
1445
+ <field name='SymbolSfx' required='N' />
1446
+ <field name='SecurityID' required='N' />
1447
+ <field name='IDSource' required='N' />
1448
+ <field name='SecurityType' required='N' />
1449
+ <field name='MaturityMonthYear' required='N' />
1450
+ <field name='MaturityDay' required='N' />
1451
+ <field name='PutOrCall' required='N' />
1452
+ <field name='StrikePrice' required='N' />
1453
+ <field name='OptAttribute' required='N' />
1454
+ <field name='ContractMultiplier' required='N' />
1455
+ <field name='CouponRate' required='N' />
1456
+ <field name='SecurityExchange' required='N' />
1457
+ <field name='Issuer' required='N' />
1458
+ <field name='EncodedIssuerLen' required='N' />
1459
+ <field name='EncodedIssuer' required='N' />
1460
+ <field name='SecurityDesc' required='N' />
1461
+ <field name='EncodedSecurityDescLen' required='N' />
1462
+ <field name='EncodedSecurityDesc' required='N' />
1463
+ <field name='BidPx' required='N' />
1464
+ <field name='OfferPx' required='N' />
1465
+ <field name='BidSize' required='N' />
1466
+ <field name='OfferSize' required='N' />
1467
+ <field name='ValidUntilTime' required='N' />
1468
+ <field name='BidSpotRate' required='N' />
1469
+ <field name='OfferSpotRate' required='N' />
1470
+ <field name='BidForwardPoints' required='N' />
1471
+ <field name='OfferForwardPoints' required='N' />
1472
+ <field name='TransactTime' required='N' />
1473
+ <field name='TradingSessionID' required='N' />
1474
+ <field name='FutSettDate' required='N' />
1475
+ <field name='OrdType' required='N' />
1476
+ <field name='FutSettDate2' required='N' />
1477
+ <field name='OrderQty2' required='N' />
1478
+ <field name='Currency' required='N' />
1479
+ </group>
1480
+ </group>
1481
+ </message>
1482
+ <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
1483
+ <field name='RefSeqNum' required='N' />
1484
+ <field name='RefMsgType' required='Y' />
1485
+ <field name='BusinessRejectRefID' required='N' />
1486
+ <field name='BusinessRejectReason' required='Y' />
1487
+ <field name='Text' required='N' />
1488
+ <field name='EncodedTextLen' required='N' />
1489
+ <field name='EncodedText' required='N' />
1490
+ </message>
1491
+ <message name='BidRequest' msgcat='app' msgtype='k'>
1492
+ <field name='BidID' required='N' />
1493
+ <field name='ClientBidID' required='Y' />
1494
+ <field name='BidRequestTransType' required='Y' />
1495
+ <field name='ListName' required='N' />
1496
+ <field name='TotalNumSecurities' required='Y' />
1497
+ <field name='BidType' required='Y' />
1498
+ <field name='NumTickets' required='N' />
1499
+ <field name='Currency' required='N' />
1500
+ <field name='SideValue1' required='N' />
1501
+ <field name='SideValue2' required='N' />
1502
+ <group name='NoBidDescriptors' required='N'>
1503
+ <field name='BidDescriptorType' required='N' />
1504
+ <field name='BidDescriptor' required='N' />
1505
+ <field name='SideValueInd' required='N' />
1506
+ <field name='LiquidityValue' required='N' />
1507
+ <field name='LiquidityNumSecurities' required='N' />
1508
+ <field name='LiquidityPctLow' required='N' />
1509
+ <field name='LiquidityPctHigh' required='N' />
1510
+ <field name='EFPTrackingError' required='N' />
1511
+ <field name='FairValue' required='N' />
1512
+ <field name='OutsideIndexPct' required='N' />
1513
+ <field name='ValueOfFutures' required='N' />
1514
+ </group>
1515
+ <group name='NoBidComponents' required='N'>
1516
+ <field name='ListID' required='N' />
1517
+ <field name='Side' required='N' />
1518
+ <field name='TradingSessionID' required='N' />
1519
+ <field name='NetGrossInd' required='N' />
1520
+ <field name='SettlmntTyp' required='N' />
1521
+ <field name='FutSettDate' required='N' />
1522
+ <field name='Account' required='N' />
1523
+ </group>
1524
+ <field name='LiquidityIndType' required='N' />
1525
+ <field name='WtAverageLiquidity' required='N' />
1526
+ <field name='ExchangeForPhysical' required='N' />
1527
+ <field name='OutMainCntryUIndex' required='N' />
1528
+ <field name='CrossPercent' required='N' />
1529
+ <field name='ProgRptReqs' required='N' />
1530
+ <field name='ProgPeriodInterval' required='N' />
1531
+ <field name='IncTaxInd' required='N' />
1532
+ <field name='ForexReq' required='N' />
1533
+ <field name='NumBidders' required='N' />
1534
+ <field name='TradeDate' required='N' />
1535
+ <field name='TradeType' required='Y' />
1536
+ <field name='BasisPxType' required='Y' />
1537
+ <field name='StrikeTime' required='N' />
1538
+ <field name='Text' required='N' />
1539
+ <field name='EncodedTextLen' required='N' />
1540
+ <field name='EncodedText' required='N' />
1541
+ </message>
1542
+ <message name='BidResponse' msgcat='app' msgtype='l'>
1543
+ <field name='BidID' required='N' />
1544
+ <field name='ClientBidID' required='N' />
1545
+ <group name='NoBidComponents' required='Y'>
1546
+ <field name='Commission' required='Y' />
1547
+ <field name='CommType' required='Y' />
1548
+ <field name='ListID' required='N' />
1549
+ <field name='Country' required='N' />
1550
+ <field name='Side' required='N' />
1551
+ <field name='Price' required='N' />
1552
+ <field name='PriceType' required='N' />
1553
+ <field name='FairValue' required='N' />
1554
+ <field name='NetGrossInd' required='N' />
1555
+ <field name='SettlmntTyp' required='N' />
1556
+ <field name='FutSettDate' required='N' />
1557
+ <field name='TradingSessionID' required='N' />
1558
+ <field name='Text' required='N' />
1559
+ <field name='EncodedTextLen' required='N' />
1560
+ <field name='EncodedText' required='N' />
1561
+ </group>
1562
+ </message>
1563
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
1564
+ <field name='ListID' required='Y' />
1565
+ <field name='TotNoStrikes' required='Y' />
1566
+ <group name='NoStrikes' required='Y'>
1567
+ <field name='Symbol' required='Y' />
1568
+ <field name='SymbolSfx' required='N' />
1569
+ <field name='SecurityID' required='N' />
1570
+ <field name='IDSource' required='N' />
1571
+ <field name='SecurityType' required='N' />
1572
+ <field name='MaturityMonthYear' required='N' />
1573
+ <field name='MaturityDay' required='N' />
1574
+ <field name='PutOrCall' required='N' />
1575
+ <field name='StrikePrice' required='N' />
1576
+ <field name='OptAttribute' required='N' />
1577
+ <field name='ContractMultiplier' required='N' />
1578
+ <field name='CouponRate' required='N' />
1579
+ <field name='SecurityExchange' required='N' />
1580
+ <field name='Issuer' required='N' />
1581
+ <field name='EncodedIssuerLen' required='N' />
1582
+ <field name='EncodedIssuer' required='N' />
1583
+ <field name='SecurityDesc' required='N' />
1584
+ <field name='EncodedSecurityDescLen' required='N' />
1585
+ <field name='EncodedSecurityDesc' required='N' />
1586
+ <field name='PrevClosePx' required='N' />
1587
+ <field name='ClOrdID' required='N' />
1588
+ <field name='Side' required='N' />
1589
+ <field name='Price' required='Y' />
1590
+ <field name='Currency' required='N' />
1591
+ <field name='Text' required='N' />
1592
+ <field name='EncodedTextLen' required='N' />
1593
+ <field name='EncodedText' required='N' />
1594
+ </group>
1595
+ </message>
1596
+ </messages>
1597
+ <trailer>
1598
+ <field name='SignatureLength' required='N' />
1599
+ <field name='Signature' required='N' />
1600
+ <field name='CheckSum' required='Y' />
1601
+ </trailer>
1602
+ <components />
1603
+ <fields>
1604
+ <field number='1' name='Account' type='STRING' />
1605
+ <field number='2' name='AdvId' type='STRING' />
1606
+ <field number='3' name='AdvRefID' type='STRING' />
1607
+ <field number='4' name='AdvSide' type='CHAR'>
1608
+ <value enum='B' description='BUY' />
1609
+ <value enum='S' description='SELL' />
1610
+ <value enum='T' description='TRADE' />
1611
+ <value enum='X' description='CROSS' />
1612
+ </field>
1613
+ <field number='5' name='AdvTransType' type='STRING'>
1614
+ <value enum='C' description='CANCEL' />
1615
+ <value enum='N' description='NEW' />
1616
+ <value enum='R' description='REPLACE' />
1617
+ </field>
1618
+ <field number='6' name='AvgPx' type='PRICE' />
1619
+ <field number='7' name='BeginSeqNo' type='INT' />
1620
+ <field number='8' name='BeginString' type='STRING' />
1621
+ <field number='9' name='BodyLength' type='INT' />
1622
+ <field number='10' name='CheckSum' type='STRING' />
1623
+ <field number='11' name='ClOrdID' type='STRING' />
1624
+ <field number='12' name='Commission' type='AMT' />
1625
+ <field number='13' name='CommType' type='CHAR'>
1626
+ <value enum='1' description='PER_SHARE' />
1627
+ <value enum='2' description='PERCENTAGE' />
1628
+ <value enum='3' description='ABSOLUTE' />
1629
+ </field>
1630
+ <field number='14' name='CumQty' type='QTY' />
1631
+ <field number='15' name='Currency' type='CURRENCY' />
1632
+ <field number='16' name='EndSeqNo' type='INT' />
1633
+ <field number='17' name='ExecID' type='STRING' />
1634
+ <field number='18' name='ExecInst' type='MULTIPLEVALUESTRING'>
1635
+ <value enum='0' description='STAY_ON_OFFERSIDE' />
1636
+ <value enum='1' description='NOT_HELD' />
1637
+ <value enum='2' description='WORK' />
1638
+ <value enum='3' description='GO_ALONG' />
1639
+ <value enum='4' description='OVER_THE_DAY' />
1640
+ <value enum='5' description='HELD' />
1641
+ <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
1642
+ <value enum='7' description='STRICT_SCALE' />
1643
+ <value enum='8' description='TRY_TO_SCALE' />
1644
+ <value enum='9' description='STAY_ON_BIDSIDE' />
1645
+ <value enum='A' description='NO_CROSS' />
1646
+ <value enum='B' description='OK_TO_CROSS' />
1647
+ <value enum='C' description='CALL_FIRST' />
1648
+ <value enum='D' description='PERCENT_OF_VOLUME' />
1649
+ <value enum='E' description='DO_NOT_INCREASE' />
1650
+ <value enum='F' description='DO_NOT_REDUCE' />
1651
+ <value enum='G' description='ALL_OR_NONE' />
1652
+ <value enum='I' description='INSTITUTIONS_ONLY' />
1653
+ <value enum='L' description='LAST_PEG' />
1654
+ <value enum='M' description='MID_PRICE_PEG' />
1655
+ <value enum='N' description='NON_NEGOTIABLE' />
1656
+ <value enum='O' description='OPENING_PEG' />
1657
+ <value enum='P' description='MARKET_PEG' />
1658
+ <value enum='R' description='PRIMARY_PEG' />
1659
+ <value enum='S' description='SUSPEND' />
1660
+ <value enum='T' description='FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER' />
1661
+ <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
1662
+ <value enum='V' description='NETTING' />
1663
+ <value enum='W' description='PEG_TO_VWAP' />
1664
+ </field>
1665
+ <field number='19' name='ExecRefID' type='STRING' />
1666
+ <field number='20' name='ExecTransType' type='CHAR'>
1667
+ <value enum='0' description='NEW' />
1668
+ <value enum='1' description='CANCEL' />
1669
+ <value enum='2' description='CORRECT' />
1670
+ <value enum='3' description='STATUS' />
1671
+ </field>
1672
+ <field number='21' name='HandlInst' type='CHAR'>
1673
+ <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
1674
+ <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
1675
+ <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
1676
+ </field>
1677
+ <field number='22' name='IDSource' type='STRING'>
1678
+ <value enum='1' description='CUSIP' />
1679
+ <value enum='2' description='SEDOL' />
1680
+ <value enum='3' description='QUIK' />
1681
+ <value enum='4' description='ISIN_NUMBER' />
1682
+ <value enum='5' description='RIC_CODE' />
1683
+ <value enum='6' description='ISO_CURRENCY_CODE' />
1684
+ <value enum='7' description='ISO_COUNTRY_CODE' />
1685
+ <value enum='8' description='EXCHANGE_SYMBOL' />
1686
+ <value enum='9' description='CONSOLIDATED_TAPE_ASSOCIATION' />
1687
+ </field>
1688
+ <field number='23' name='IOIid' type='STRING' />
1689
+ <field number='24' name='IOIOthSvc' type='CHAR' />
1690
+ <field number='25' name='IOIQltyInd' type='CHAR'>
1691
+ <value enum='H' description='HIGH' />
1692
+ <value enum='L' description='LOW' />
1693
+ <value enum='M' description='MEDIUM' />
1694
+ </field>
1695
+ <field number='26' name='IOIRefID' type='STRING' />
1696
+ <field number='27' name='IOIShares' type='STRING'>
1697
+ <value enum='L' description='LARGE' />
1698
+ <value enum='M' description='MEDIUM' />
1699
+ <value enum='S' description='SMALL' />
1700
+ </field>
1701
+ <field number='28' name='IOITransType' type='CHAR'>
1702
+ <value enum='C' description='CANCEL' />
1703
+ <value enum='N' description='NEW' />
1704
+ <value enum='R' description='REPLACE' />
1705
+ </field>
1706
+ <field number='29' name='LastCapacity' type='CHAR'>
1707
+ <value enum='1' description='AGENT' />
1708
+ <value enum='2' description='CROSS_AS_AGENT' />
1709
+ <value enum='3' description='CROSS_AS_PRINCIPAL' />
1710
+ <value enum='4' description='PRINCIPAL' />
1711
+ </field>
1712
+ <field number='30' name='LastMkt' type='EXCHANGE' />
1713
+ <field number='31' name='LastPx' type='PRICE' />
1714
+ <field number='32' name='LastShares' type='QTY' />
1715
+ <field number='33' name='LinesOfText' type='INT' />
1716
+ <field number='34' name='MsgSeqNum' type='INT' />
1717
+ <field number='35' name='MsgType' type='STRING'>
1718
+ <value enum='0' description='HEARTBEAT' />
1719
+ <value enum='1' description='TEST_REQUEST' />
1720
+ <value enum='2' description='RESEND_REQUEST' />
1721
+ <value enum='3' description='REJECT' />
1722
+ <value enum='4' description='SEQUENCE_RESET' />
1723
+ <value enum='5' description='LOGOUT' />
1724
+ <value enum='6' description='INDICATION_OF_INTEREST' />
1725
+ <value enum='7' description='ADVERTISEMENT' />
1726
+ <value enum='8' description='EXECUTION_REPORT' />
1727
+ <value enum='9' description='ORDER_CANCEL_REJECT' />
1728
+ <value enum='a' description='QUOTE_STATUS_REQUEST' />
1729
+ <value enum='A' description='LOGON' />
1730
+ <value enum='B' description='NEWS' />
1731
+ <value enum='b' description='QUOTE_ACKNOWLEDGEMENT' />
1732
+ <value enum='C' description='EMAIL' />
1733
+ <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
1734
+ <value enum='D' description='ORDER_SINGLE' />
1735
+ <value enum='d' description='SECURITY_DEFINITION' />
1736
+ <value enum='E' description='ORDER_LIST' />
1737
+ <value enum='e' description='SECURITY_STATUS_REQUEST' />
1738
+ <value enum='f' description='SECURITY_STATUS' />
1739
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
1740
+ <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
1741
+ <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' />
1742
+ <value enum='H' description='ORDER_STATUS_REQUEST' />
1743
+ <value enum='h' description='TRADING_SESSION_STATUS' />
1744
+ <value enum='i' description='MASS_QUOTE' />
1745
+ <value enum='j' description='BUSINESS_MESSAGE_REJECT' />
1746
+ <value enum='J' description='ALLOCATION' />
1747
+ <value enum='K' description='LIST_CANCEL_REQUEST' />
1748
+ <value enum='k' description='BID_REQUEST' />
1749
+ <value enum='l' description='BID_RESPONSE' />
1750
+ <value enum='L' description='LIST_EXECUTE' />
1751
+ <value enum='m' description='LIST_STRIKE_PRICE' />
1752
+ <value enum='M' description='LIST_STATUS_REQUEST' />
1753
+ <value enum='N' description='LIST_STATUS' />
1754
+ <value enum='P' description='ALLOCATION_ACK' />
1755
+ <value enum='Q' description='DONT_KNOW_TRADE' />
1756
+ <value enum='R' description='QUOTE_REQUEST' />
1757
+ <value enum='S' description='QUOTE' />
1758
+ <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
1759
+ <value enum='V' description='MARKET_DATA_REQUEST' />
1760
+ <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH' />
1761
+ <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH' />
1762
+ <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
1763
+ <value enum='Z' description='QUOTE_CANCEL' />
1764
+ </field>
1765
+ <field number='36' name='NewSeqNo' type='INT' />
1766
+ <field number='37' name='OrderID' type='STRING' />
1767
+ <field number='38' name='OrderQty' type='QTY' />
1768
+ <field number='39' name='OrdStatus' type='CHAR'>
1769
+ <value enum='0' description='NEW' />
1770
+ <value enum='1' description='PARTIALLY_FILLED' />
1771
+ <value enum='2' description='FILLED' />
1772
+ <value enum='3' description='DONE_FOR_DAY' />
1773
+ <value enum='4' description='CANCELED' />
1774
+ <value enum='5' description='REPLACED' />
1775
+ <value enum='6' description='PENDING_CANCEL' />
1776
+ <value enum='7' description='STOPPED' />
1777
+ <value enum='8' description='REJECTED' />
1778
+ <value enum='9' description='SUSPENDED' />
1779
+ <value enum='A' description='PENDING_NEW' />
1780
+ <value enum='B' description='CALCULATED' />
1781
+ <value enum='C' description='EXPIRED' />
1782
+ <value enum='D' description='ACCEPTED_FOR_BIDDING' />
1783
+ <value enum='E' description='PENDING_REPLACE' />
1784
+ </field>
1785
+ <field number='40' name='OrdType' type='CHAR'>
1786
+ <value enum='1' description='MARKET' />
1787
+ <value enum='2' description='LIMIT' />
1788
+ <value enum='3' description='STOP' />
1789
+ <value enum='4' description='STOP_LIMIT' />
1790
+ <value enum='5' description='MARKET_ON_CLOSE' />
1791
+ <value enum='6' description='WITH_OR_WITHOUT' />
1792
+ <value enum='7' description='LIMIT_OR_BETTER' />
1793
+ <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
1794
+ <value enum='9' description='ON_BASIS' />
1795
+ <value enum='A' description='ON_CLOSE' />
1796
+ <value enum='B' description='LIMIT_ON_CLOSE' />
1797
+ <value enum='C' description='FOREX_C' />
1798
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
1799
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
1800
+ <value enum='F' description='FOREX_F' />
1801
+ <value enum='G' description='FOREX_G' />
1802
+ <value enum='H' description='FOREX_H' />
1803
+ <value enum='I' description='FUNARI' />
1804
+ <value enum='P' description='PEGGED' />
1805
+ </field>
1806
+ <field number='41' name='OrigClOrdID' type='STRING' />
1807
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
1808
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
1809
+ <value enum='N' description='NO' />
1810
+ <value enum='Y' description='YES' />
1811
+ </field>
1812
+ <field number='44' name='Price' type='PRICE' />
1813
+ <field number='45' name='RefSeqNum' type='INT' />
1814
+ <field number='46' name='RelatdSym' type='STRING' />
1815
+ <field number='47' name='Rule80A' type='CHAR'>
1816
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
1817
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
1818
+ <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
1819
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
1820
+ <value enum='E' description='REGISTERED_EQUITY_MARKET_MAKER_TRADES' />
1821
+ <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
1822
+ <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
1823
+ <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
1824
+ <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
1825
+ <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
1826
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
1827
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
1828
+ <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
1829
+ <value enum='O' description='COMPETING_DEALER_TRADES_O' />
1830
+ <value enum='P' description='PRINCIPAL' />
1831
+ <value enum='R' description='COMPETING_DEALER_TRADES_R' />
1832
+ <value enum='S' description='SPECIALIST_TRADES' />
1833
+ <value enum='T' description='COMPETING_DEALER_TRADES_T' />
1834
+ <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
1835
+ <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
1836
+ <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
1837
+ <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
1838
+ <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
1839
+ </field>
1840
+ <field number='48' name='SecurityID' type='STRING' />
1841
+ <field number='49' name='SenderCompID' type='STRING' />
1842
+ <field number='50' name='SenderSubID' type='STRING' />
1843
+ <field number='51' name='SendingDate' type='LOCALMKTDATE' />
1844
+ <field number='52' name='SendingTime' type='UTCTIMESTAMP' />
1845
+ <field number='53' name='Shares' type='QTY' />
1846
+ <field number='54' name='Side' type='CHAR'>
1847
+ <value enum='1' description='BUY' />
1848
+ <value enum='2' description='SELL' />
1849
+ <value enum='3' description='BUY_MINUS' />
1850
+ <value enum='4' description='SELL_PLUS' />
1851
+ <value enum='5' description='SELL_SHORT' />
1852
+ <value enum='6' description='SELL_SHORT_EXEMPT' />
1853
+ <value enum='7' description='UNDISCLOSED' />
1854
+ <value enum='8' description='CROSS' />
1855
+ <value enum='9' description='CROSS_SHORT' />
1856
+ </field>
1857
+ <field number='55' name='Symbol' type='STRING' />
1858
+ <field number='56' name='TargetCompID' type='STRING' />
1859
+ <field number='57' name='TargetSubID' type='STRING' />
1860
+ <field number='58' name='Text' type='STRING' />
1861
+ <field number='59' name='TimeInForce' type='CHAR'>
1862
+ <value enum='0' description='DAY' />
1863
+ <value enum='1' description='GOOD_TILL_CANCEL' />
1864
+ <value enum='2' description='AT_THE_OPENING' />
1865
+ <value enum='3' description='IMMEDIATE_OR_CANCEL' />
1866
+ <value enum='4' description='FILL_OR_KILL' />
1867
+ <value enum='5' description='GOOD_TILL_CROSSING' />
1868
+ <value enum='6' description='GOOD_TILL_DATE' />
1869
+ </field>
1870
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
1871
+ <field number='61' name='Urgency' type='CHAR'>
1872
+ <value enum='0' description='NORMAL' />
1873
+ <value enum='1' description='FLASH' />
1874
+ <value enum='2' description='BACKGROUND' />
1875
+ </field>
1876
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
1877
+ <field number='63' name='SettlmntTyp' type='CHAR'>
1878
+ <value enum='0' description='REGULAR' />
1879
+ <value enum='1' description='CASH' />
1880
+ <value enum='2' description='NEXT_DAY' />
1881
+ <value enum='3' description='T_PLUS_2' />
1882
+ <value enum='4' description='T_PLUS_3' />
1883
+ <value enum='5' description='T_PLUS_4' />
1884
+ <value enum='6' description='FUTURE' />
1885
+ <value enum='7' description='WHEN_ISSUED' />
1886
+ <value enum='8' description='SELLERS_OPTION' />
1887
+ <value enum='9' description='T_PLUS_5' />
1888
+ </field>
1889
+ <field number='64' name='FutSettDate' type='LOCALMKTDATE' />
1890
+ <field number='65' name='SymbolSfx' type='STRING' />
1891
+ <field number='66' name='ListID' type='STRING' />
1892
+ <field number='67' name='ListSeqNo' type='INT' />
1893
+ <field number='68' name='TotNoOrders' type='INT' />
1894
+ <field number='69' name='ListExecInst' type='STRING' />
1895
+ <field number='70' name='AllocID' type='STRING' />
1896
+ <field number='71' name='AllocTransType' type='CHAR'>
1897
+ <value enum='0' description='NEW' />
1898
+ <value enum='1' description='REPLACE' />
1899
+ <value enum='2' description='CANCEL' />
1900
+ <value enum='3' description='PRELIMINARY' />
1901
+ <value enum='4' description='CALCULATED' />
1902
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
1903
+ </field>
1904
+ <field number='72' name='RefAllocID' type='STRING' />
1905
+ <field number='73' name='NoOrders' type='INT' />
1906
+ <field number='74' name='AvgPrxPrecision' type='INT' />
1907
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
1908
+ <field number='76' name='ExecBroker' type='STRING' />
1909
+ <field number='77' name='OpenClose' type='CHAR'>
1910
+ <value enum='C' description='CLOSE' />
1911
+ <value enum='O' description='OPEN' />
1912
+ </field>
1913
+ <field number='78' name='NoAllocs' type='INT' />
1914
+ <field number='79' name='AllocAccount' type='STRING' />
1915
+ <field number='80' name='AllocShares' type='QTY' />
1916
+ <field number='81' name='ProcessCode' type='CHAR'>
1917
+ <value enum='0' description='REGULAR' />
1918
+ <value enum='1' description='SOFT_DOLLAR' />
1919
+ <value enum='2' description='STEP_IN' />
1920
+ <value enum='3' description='STEP_OUT' />
1921
+ <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
1922
+ <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
1923
+ <value enum='6' description='PLAN_SPONSOR' />
1924
+ </field>
1925
+ <field number='82' name='NoRpts' type='INT' />
1926
+ <field number='83' name='RptSeq' type='INT' />
1927
+ <field number='84' name='CxlQty' type='QTY' />
1928
+ <field number='85' name='NoDlvyInst' type='INT' />
1929
+ <field number='86' name='DlvyInst' type='STRING' />
1930
+ <field number='87' name='AllocStatus' type='INT'>
1931
+ <value enum='0' description='ACCEPTED' />
1932
+ <value enum='1' description='REJECTED' />
1933
+ <value enum='2' description='PARTIAL_ACCEPT' />
1934
+ <value enum='3' description='RECEIVED' />
1935
+ </field>
1936
+ <field number='88' name='AllocRejCode' type='INT'>
1937
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
1938
+ <value enum='1' description='INCORRECT_QUANTITY' />
1939
+ <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
1940
+ <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
1941
+ <value enum='4' description='COMMISSION_DIFFERENCE' />
1942
+ <value enum='5' description='UNKNOWN_ORDERID' />
1943
+ <value enum='6' description='UNKNOWN_LISTID' />
1944
+ <value enum='7' description='OTHER' />
1945
+ </field>
1946
+ <field number='89' name='Signature' type='DATA' />
1947
+ <field number='90' name='SecureDataLen' type='LENGTH' />
1948
+ <field number='91' name='SecureData' type='DATA' />
1949
+ <field number='92' name='BrokerOfCredit' type='STRING' />
1950
+ <field number='93' name='SignatureLength' type='LENGTH' />
1951
+ <field number='94' name='EmailType' type='CHAR'>
1952
+ <value enum='0' description='NEW' />
1953
+ <value enum='1' description='REPLY' />
1954
+ <value enum='2' description='ADMIN_REPLY' />
1955
+ </field>
1956
+ <field number='95' name='RawDataLength' type='LENGTH' />
1957
+ <field number='96' name='RawData' type='DATA' />
1958
+ <field number='97' name='PossResend' type='BOOLEAN'>
1959
+ <value enum='N' description='NO' />
1960
+ <value enum='Y' description='YES' />
1961
+ </field>
1962
+ <field number='98' name='EncryptMethod' type='INT'>
1963
+ <value enum='0' description='NONE' />
1964
+ <value enum='1' description='PKCS' />
1965
+ <value enum='2' description='DES' />
1966
+ <value enum='3' description='PKCS_DES' />
1967
+ <value enum='4' description='PGP_DES' />
1968
+ <value enum='5' description='PGP_DES_MD5' />
1969
+ <value enum='6' description='PEM_DES_MD5' />
1970
+ </field>
1971
+ <field number='99' name='StopPx' type='PRICE' />
1972
+ <field number='100' name='ExDestination' type='EXCHANGE' />
1973
+ <field number='102' name='CxlRejReason' type='INT'>
1974
+ <value enum='0' description='TOO_LATE_TO_CANCEL' />
1975
+ <value enum='1' description='UNKNOWN_ORDER' />
1976
+ <value enum='2' description='BROKER_OPTION' />
1977
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
1978
+ </field>
1979
+ <field number='103' name='OrdRejReason' type='INT'>
1980
+ <value enum='0' description='BROKER_OPTION' />
1981
+ <value enum='1' description='UNKNOWN_SYMBOL' />
1982
+ <value enum='2' description='EXCHANGE_CLOSED' />
1983
+ <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
1984
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
1985
+ <value enum='5' description='UNKNOWN_ORDER' />
1986
+ <value enum='6' description='DUPLICATE_ORDER' />
1987
+ <value enum='7' description='DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER' />
1988
+ <value enum='8' description='STALE_ORDER' />
1989
+ </field>
1990
+ <field number='104' name='IOIQualifier' type='CHAR'>
1991
+ <value enum='A' description='ALL_OR_NONE' />
1992
+ <value enum='C' description='AT_THE_CLOSE' />
1993
+ <value enum='I' description='IN_TOUCH_WITH' />
1994
+ <value enum='L' description='LIMIT' />
1995
+ <value enum='M' description='MORE_BEHIND' />
1996
+ <value enum='O' description='AT_THE_OPEN' />
1997
+ <value enum='P' description='TAKING_A_POSITION' />
1998
+ <value enum='Q' description='AT_THE_MARKET' />
1999
+ <value enum='R' description='READY_TO_TRADE' />
2000
+ <value enum='S' description='PORTFOLIO_SHOW_N' />
2001
+ <value enum='T' description='THROUGH_THE_DAY' />
2002
+ <value enum='V' description='VERSUS' />
2003
+ <value enum='W' description='INDICATION' />
2004
+ <value enum='X' description='CROSSING_OPPORTUNITY' />
2005
+ <value enum='Y' description='AT_THE_MIDPOINT' />
2006
+ <value enum='Z' description='PRE_OPEN' />
2007
+ </field>
2008
+ <field number='105' name='WaveNo' type='STRING' />
2009
+ <field number='106' name='Issuer' type='STRING' />
2010
+ <field number='107' name='SecurityDesc' type='STRING' />
2011
+ <field number='108' name='HeartBtInt' type='INT' />
2012
+ <field number='109' name='ClientID' type='STRING' />
2013
+ <field number='110' name='MinQty' type='QTY' />
2014
+ <field number='111' name='MaxFloor' type='QTY' />
2015
+ <field number='112' name='TestReqID' type='STRING' />
2016
+ <field number='113' name='ReportToExch' type='BOOLEAN'>
2017
+ <value enum='N' description='NO' />
2018
+ <value enum='Y' description='YES' />
2019
+ </field>
2020
+ <field number='114' name='LocateReqd' type='BOOLEAN'>
2021
+ <value enum='N' description='NO' />
2022
+ <value enum='Y' description='YES' />
2023
+ </field>
2024
+ <field number='115' name='OnBehalfOfCompID' type='STRING' />
2025
+ <field number='116' name='OnBehalfOfSubID' type='STRING' />
2026
+ <field number='117' name='QuoteID' type='STRING' />
2027
+ <field number='118' name='NetMoney' type='AMT' />
2028
+ <field number='119' name='SettlCurrAmt' type='AMT' />
2029
+ <field number='120' name='SettlCurrency' type='CURRENCY' />
2030
+ <field number='121' name='ForexReq' type='BOOLEAN'>
2031
+ <value enum='N' description='NO' />
2032
+ <value enum='Y' description='YES' />
2033
+ </field>
2034
+ <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' />
2035
+ <field number='123' name='GapFillFlag' type='BOOLEAN'>
2036
+ <value enum='N' description='NO' />
2037
+ <value enum='Y' description='YES' />
2038
+ </field>
2039
+ <field number='124' name='NoExecs' type='INT' />
2040
+ <field number='125' name='CxlType' type='CHAR' />
2041
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
2042
+ <field number='127' name='DKReason' type='CHAR'>
2043
+ <value enum='A' description='UNKNOWN_SYMBOL' />
2044
+ <value enum='B' description='WRONG_SIDE' />
2045
+ <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
2046
+ <value enum='D' description='NO_MATCHING_ORDER' />
2047
+ <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
2048
+ <value enum='Z' description='OTHER' />
2049
+ </field>
2050
+ <field number='128' name='DeliverToCompID' type='STRING' />
2051
+ <field number='129' name='DeliverToSubID' type='STRING' />
2052
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
2053
+ <value enum='N' description='NO' />
2054
+ <value enum='Y' description='YES' />
2055
+ </field>
2056
+ <field number='131' name='QuoteReqID' type='STRING' />
2057
+ <field number='132' name='BidPx' type='PRICE' />
2058
+ <field number='133' name='OfferPx' type='PRICE' />
2059
+ <field number='134' name='BidSize' type='QTY' />
2060
+ <field number='135' name='OfferSize' type='QTY' />
2061
+ <field number='136' name='NoMiscFees' type='INT' />
2062
+ <field number='137' name='MiscFeeAmt' type='AMT' />
2063
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
2064
+ <field number='139' name='MiscFeeType' type='CHAR'>
2065
+ <value enum='1' description='REGULATORY' />
2066
+ <value enum='2' description='TAX' />
2067
+ <value enum='3' description='LOCAL_COMMISSION' />
2068
+ <value enum='4' description='EXCHANGE_FEES' />
2069
+ <value enum='5' description='STAMP' />
2070
+ <value enum='6' description='LEVY' />
2071
+ <value enum='7' description='OTHER' />
2072
+ <value enum='8' description='MARKUP' />
2073
+ <value enum='9' description='CONSUMPTION_TAX' />
2074
+ </field>
2075
+ <field number='140' name='PrevClosePx' type='PRICE' />
2076
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
2077
+ <value enum='N' description='NO' />
2078
+ <value enum='Y' description='YES' />
2079
+ </field>
2080
+ <field number='142' name='SenderLocationID' type='STRING' />
2081
+ <field number='143' name='TargetLocationID' type='STRING' />
2082
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
2083
+ <field number='145' name='DeliverToLocationID' type='STRING' />
2084
+ <field number='146' name='NoRelatedSym' type='INT' />
2085
+ <field number='147' name='Subject' type='STRING' />
2086
+ <field number='148' name='Headline' type='STRING' />
2087
+ <field number='149' name='URLLink' type='STRING' />
2088
+ <field number='150' name='ExecType' type='CHAR'>
2089
+ <value enum='0' description='NEW' />
2090
+ <value enum='1' description='PARTIAL_FILL' />
2091
+ <value enum='2' description='FILL' />
2092
+ <value enum='3' description='DONE_FOR_DAY' />
2093
+ <value enum='4' description='CANCELED' />
2094
+ <value enum='5' description='REPLACE' />
2095
+ <value enum='6' description='PENDING_CANCEL' />
2096
+ <value enum='7' description='STOPPED' />
2097
+ <value enum='8' description='REJECTED' />
2098
+ <value enum='9' description='SUSPENDED' />
2099
+ <value enum='A' description='PENDING_NEW' />
2100
+ <value enum='B' description='CALCULATED' />
2101
+ <value enum='C' description='EXPIRED' />
2102
+ <value enum='D' description='RESTATED' />
2103
+ <value enum='E' description='PENDING_REPLACE' />
2104
+ </field>
2105
+ <field number='151' name='LeavesQty' type='QTY' />
2106
+ <field number='152' name='CashOrderQty' type='QTY' />
2107
+ <field number='153' name='AllocAvgPx' type='PRICE' />
2108
+ <field number='154' name='AllocNetMoney' type='AMT' />
2109
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
2110
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
2111
+ <value enum='M' description='MULTIPLY' />
2112
+ <value enum='D' description='DIVIDE' />
2113
+ </field>
2114
+ <field number='157' name='NumDaysInterest' type='INT' />
2115
+ <field number='158' name='AccruedInterestRate' type='FLOAT' />
2116
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
2117
+ <field number='160' name='SettlInstMode' type='CHAR'>
2118
+ <value enum='0' description='DEFAULT' />
2119
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
2120
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
2121
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
2122
+ </field>
2123
+ <field number='161' name='AllocText' type='STRING' />
2124
+ <field number='162' name='SettlInstID' type='STRING' />
2125
+ <field number='163' name='SettlInstTransType' type='CHAR'>
2126
+ <value enum='C' description='CANCEL' />
2127
+ <value enum='N' description='NEW' />
2128
+ <value enum='R' description='REPLACE' />
2129
+ </field>
2130
+ <field number='164' name='EmailThreadID' type='STRING' />
2131
+ <field number='165' name='SettlInstSource' type='CHAR'>
2132
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
2133
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
2134
+ </field>
2135
+ <field number='166' name='SettlLocation' type='STRING'>
2136
+ <value enum='CED' description='CEDEL' />
2137
+ <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
2138
+ <value enum='EUR' description='EUROCLEAR' />
2139
+ <value enum='FED' description='FEDERAL_BOOK_ENTRY' />
2140
+ <value enum='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION' />
2141
+ <value enum='PNY' description='PHYSICAL' />
2142
+ <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' />
2143
+ </field>
2144
+ <field number='167' name='SecurityType' type='STRING'>
2145
+ <value enum='?' description='WILDCARD_ENTRY' />
2146
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
2147
+ <value enum='CB' description='CONVERTIBLE_BOND' />
2148
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
2149
+ <value enum='CMO' description='COLLATERALIZE_MORTGAGE_OBLIGATION' />
2150
+ <value enum='CORP' description='CORPORATE_BOND' />
2151
+ <value enum='CP' description='COMMERCIAL_PAPER' />
2152
+ <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
2153
+ <value enum='CS' description='COMMON_STOCK' />
2154
+ <value enum='FHA' description='FEDERAL_HOUSING_AUTHORITY' />
2155
+ <value enum='FHL' description='FEDERAL_HOME_LOAN' />
2156
+ <value enum='FN' description='FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION' />
2157
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
2158
+ <value enum='FUT' description='FUTURE' />
2159
+ <value enum='GN' description='GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION' />
2160
+ <value enum='GOVT' description='TREASURIES_PLUS_AGENCY_DEBENTURE' />
2161
+ <value enum='IET' description='MORTGAGE_IOETTE' />
2162
+ <value enum='MF' description='MUTUAL_FUND' />
2163
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
2164
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
2165
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
2166
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THRU' />
2167
+ <value enum='MUNI' description='MUNICIPAL_BOND' />
2168
+ <value enum='NONE' description='NO_ISITC_SECURITY_TYPE' />
2169
+ <value enum='OPT' description='OPTION' />
2170
+ <value enum='PS' description='PREFERRED_STOCK' />
2171
+ <value enum='RP' description='REPURCHASE_AGREEMENT' />
2172
+ <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
2173
+ <value enum='SL' description='STUDENT_LOAN_MARKETING_ASSOCIATION' />
2174
+ <value enum='TD' description='TIME_DEPOSIT' />
2175
+ <value enum='USTB' description='US_TREASURY_BILL' />
2176
+ <value enum='WAR' description='WARRANT' />
2177
+ <value enum='ZOO' description='CATS_TIGERS_LIONS' />
2178
+ </field>
2179
+ <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
2180
+ <field number='169' name='StandInstDbType' type='INT'>
2181
+ <value enum='0' description='OTHER' />
2182
+ <value enum='1' description='DTC_SID' />
2183
+ <value enum='2' description='THOMSON_ALERT' />
2184
+ <value enum='3' description='A_GLOBAL_CUSTODIAN' />
2185
+ </field>
2186
+ <field number='170' name='StandInstDbName' type='STRING' />
2187
+ <field number='171' name='StandInstDbID' type='STRING' />
2188
+ <field number='172' name='SettlDeliveryType' type='INT' />
2189
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
2190
+ <field number='174' name='SettlBrkrCode' type='STRING' />
2191
+ <field number='175' name='SettlInstCode' type='STRING' />
2192
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
2193
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
2194
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
2195
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
2196
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
2197
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
2198
+ <field number='182' name='CashSettlAgentName' type='STRING' />
2199
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
2200
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
2201
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
2202
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
2203
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
2204
+ <field number='188' name='BidSpotRate' type='PRICE' />
2205
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
2206
+ <field number='190' name='OfferSpotRate' type='PRICE' />
2207
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
2208
+ <field number='192' name='OrderQty2' type='QTY' />
2209
+ <field number='193' name='FutSettDate2' type='LOCALMKTDATE' />
2210
+ <field number='194' name='LastSpotRate' type='PRICE' />
2211
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
2212
+ <field number='196' name='AllocLinkID' type='STRING' />
2213
+ <field number='197' name='AllocLinkType' type='INT'>
2214
+ <value enum='0' description='F_X_NETTING' />
2215
+ <value enum='1' description='F_X_SWAP' />
2216
+ </field>
2217
+ <field number='198' name='SecondaryOrderID' type='STRING' />
2218
+ <field number='199' name='NoIOIQualifiers' type='INT' />
2219
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
2220
+ <field number='201' name='PutOrCall' type='INT'>
2221
+ <value enum='0' description='PUT' />
2222
+ <value enum='1' description='CALL' />
2223
+ </field>
2224
+ <field number='202' name='StrikePrice' type='PRICE' />
2225
+ <field number='203' name='CoveredOrUncovered' type='INT'>
2226
+ <value enum='0' description='COVERED' />
2227
+ <value enum='1' description='UNCOVERED' />
2228
+ </field>
2229
+ <field number='204' name='CustomerOrFirm' type='INT'>
2230
+ <value enum='0' description='CUSTOMER' />
2231
+ <value enum='1' description='FIRM' />
2232
+ </field>
2233
+ <field number='205' name='MaturityDay' type='DAYOFMONTH' />
2234
+ <field number='206' name='OptAttribute' type='CHAR' />
2235
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
2236
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
2237
+ <value enum='N' description='NO' />
2238
+ <value enum='Y' description='YES' />
2239
+ </field>
2240
+ <field number='209' name='AllocHandlInst' type='INT'>
2241
+ <value enum='1' description='MATCH' />
2242
+ <value enum='2' description='FORWARD' />
2243
+ <value enum='3' description='FORWARD_AND_MATCH' />
2244
+ </field>
2245
+ <field number='210' name='MaxShow' type='QTY' />
2246
+ <field number='211' name='PegDifference' type='PRICEOFFSET' />
2247
+ <field number='212' name='XmlDataLen' type='LENGTH' />
2248
+ <field number='213' name='XmlData' type='DATA' />
2249
+ <field number='214' name='SettlInstRefID' type='STRING' />
2250
+ <field number='215' name='NoRoutingIDs' type='INT' />
2251
+ <field number='216' name='RoutingType' type='INT'>
2252
+ <value enum='1' description='TARGET_FIRM' />
2253
+ <value enum='2' description='TARGET_LIST' />
2254
+ <value enum='3' description='BLOCK_FIRM' />
2255
+ <value enum='4' description='BLOCK_LIST' />
2256
+ </field>
2257
+ <field number='217' name='RoutingID' type='STRING' />
2258
+ <field number='218' name='SpreadToBenchmark' type='PRICEOFFSET' />
2259
+ <field number='219' name='Benchmark' type='CHAR'>
2260
+ <value enum='1' description='CURVE' />
2261
+ <value enum='2' description='5_YR' />
2262
+ <value enum='3' description='OLD_5' />
2263
+ <value enum='4' description='10_YR' />
2264
+ <value enum='5' description='OLD_10' />
2265
+ <value enum='6' description='30_YR' />
2266
+ <value enum='7' description='OLD_30' />
2267
+ <value enum='8' description='3_MO_LIBOR' />
2268
+ <value enum='9' description='6_MO_LIBOR' />
2269
+ </field>
2270
+ <field number='223' name='CouponRate' type='FLOAT' />
2271
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
2272
+ <field number='262' name='MDReqID' type='STRING' />
2273
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
2274
+ <value enum='0' description='SNAPSHOT' />
2275
+ <value enum='1' description='SNAPSHOT_PLUS_UPDATES' />
2276
+ <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' />
2277
+ </field>
2278
+ <field number='264' name='MarketDepth' type='INT' />
2279
+ <field number='265' name='MDUpdateType' type='INT'>
2280
+ <value enum='0' description='FULL_REFRESH' />
2281
+ <value enum='1' description='INCREMENTAL_REFRESH' />
2282
+ </field>
2283
+ <field number='266' name='AggregatedBook' type='BOOLEAN'>
2284
+ <value enum='N' description='NO' />
2285
+ <value enum='Y' description='YES' />
2286
+ </field>
2287
+ <field number='267' name='NoMDEntryTypes' type='INT' />
2288
+ <field number='268' name='NoMDEntries' type='INT' />
2289
+ <field number='269' name='MDEntryType' type='CHAR'>
2290
+ <value enum='0' description='BID' />
2291
+ <value enum='1' description='OFFER' />
2292
+ <value enum='2' description='TRADE' />
2293
+ <value enum='3' description='INDEX_VALUE' />
2294
+ <value enum='4' description='OPENING_PRICE' />
2295
+ <value enum='5' description='CLOSING_PRICE' />
2296
+ <value enum='6' description='SETTLEMENT_PRICE' />
2297
+ <value enum='7' description='TRADING_SESSION_HIGH_PRICE' />
2298
+ <value enum='8' description='TRADING_SESSION_LOW_PRICE' />
2299
+ <value enum='9' description='TRADING_SESSION_VWAP_PRICE' />
2300
+ </field>
2301
+ <field number='270' name='MDEntryPx' type='PRICE' />
2302
+ <field number='271' name='MDEntrySize' type='QTY' />
2303
+ <field number='272' name='MDEntryDate' type='UTCDATE' />
2304
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
2305
+ <field number='274' name='TickDirection' type='CHAR'>
2306
+ <value enum='0' description='PLUS_TICK' />
2307
+ <value enum='1' description='ZERO_PLUS_TICK' />
2308
+ <value enum='2' description='MINUS_TICK' />
2309
+ <value enum='3' description='ZERO_MINUS_TICK' />
2310
+ </field>
2311
+ <field number='275' name='MDMkt' type='EXCHANGE' />
2312
+ <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
2313
+ <value enum='A' description='OPEN' />
2314
+ <value enum='B' description='CLOSED' />
2315
+ <value enum='C' description='EXCHANGE_BEST' />
2316
+ <value enum='D' description='CONSOLIDATED_BEST' />
2317
+ <value enum='E' description='LOCKED' />
2318
+ <value enum='F' description='CROSSED' />
2319
+ <value enum='G' description='DEPTH' />
2320
+ <value enum='H' description='FAST_TRADING' />
2321
+ <value enum='I' description='NON_FIRM' />
2322
+ </field>
2323
+ <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
2324
+ <value enum='A' description='CASH' />
2325
+ <value enum='B' description='AVERAGE_PRICE_TRADE' />
2326
+ <value enum='C' description='CASH_TRADE' />
2327
+ <value enum='D' description='NEXT_DAY' />
2328
+ <value enum='E' description='OPENING' />
2329
+ <value enum='F' description='INTRADAY_TRADE_DETAIL' />
2330
+ <value enum='G' description='RULE_127_TRADE' />
2331
+ <value enum='H' description='RULE_155_TRADE' />
2332
+ <value enum='I' description='SOLD_LAST' />
2333
+ <value enum='J' description='NEXT_DAY_TRADE' />
2334
+ <value enum='K' description='OPENED' />
2335
+ <value enum='L' description='SELLER' />
2336
+ <value enum='M' description='SOLD' />
2337
+ <value enum='N' description='STOPPED_STOCK' />
2338
+ </field>
2339
+ <field number='278' name='MDEntryID' type='STRING' />
2340
+ <field number='279' name='MDUpdateAction' type='CHAR'>
2341
+ <value enum='0' description='NEW' />
2342
+ <value enum='1' description='CHANGE' />
2343
+ <value enum='2' description='DELETE' />
2344
+ </field>
2345
+ <field number='280' name='MDEntryRefID' type='STRING' />
2346
+ <field number='281' name='MDReqRejReason' type='CHAR'>
2347
+ <value enum='0' description='UNKNOWN_SYMBOL' />
2348
+ <value enum='1' description='DUPLICATE_MDREQID' />
2349
+ <value enum='2' description='INSUFFICIENT_BANDWIDTH' />
2350
+ <value enum='3' description='INSUFFICIENT_PERMISSIONS' />
2351
+ <value enum='4' description='UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE' />
2352
+ <value enum='5' description='UNSUPPORTED_MARKETDEPTH' />
2353
+ <value enum='6' description='UNSUPPORTED_MDUPDATETYPE' />
2354
+ <value enum='7' description='UNSUPPORTED_AGGREGATEDBOOK' />
2355
+ <value enum='8' description='UNSUPPORTED_MDENTRYTYPE' />
2356
+ </field>
2357
+ <field number='282' name='MDEntryOriginator' type='STRING' />
2358
+ <field number='283' name='LocationID' type='STRING' />
2359
+ <field number='284' name='DeskID' type='STRING' />
2360
+ <field number='285' name='DeleteReason' type='CHAR'>
2361
+ <value enum='0' description='CANCELATION' />
2362
+ <value enum='1' description='ERROR' />
2363
+ </field>
2364
+ <field number='286' name='OpenCloseSettleFlag' type='CHAR'>
2365
+ <value enum='0' description='DAILY_OPEN' />
2366
+ <value enum='1' description='SESSION_OPEN' />
2367
+ <value enum='2' description='DELIVERY_SETTLEMENT_PRICE' />
2368
+ </field>
2369
+ <field number='287' name='SellerDays' type='INT' />
2370
+ <field number='288' name='MDEntryBuyer' type='STRING' />
2371
+ <field number='289' name='MDEntrySeller' type='STRING' />
2372
+ <field number='290' name='MDEntryPositionNo' type='INT' />
2373
+ <field number='291' name='FinancialStatus' type='CHAR'>
2374
+ <value enum='1' description='BANKRUPT' />
2375
+ </field>
2376
+ <field number='292' name='CorporateAction' type='CHAR'>
2377
+ <value enum='A' description='EX_DIVIDEND' />
2378
+ <value enum='B' description='EX_DISTRIBUTION' />
2379
+ <value enum='C' description='EX_RIGHTS' />
2380
+ <value enum='D' description='NEW' />
2381
+ <value enum='E' description='EX_INTEREST' />
2382
+ </field>
2383
+ <field number='293' name='DefBidSize' type='QTY' />
2384
+ <field number='294' name='DefOfferSize' type='QTY' />
2385
+ <field number='295' name='NoQuoteEntries' type='INT' />
2386
+ <field number='296' name='NoQuoteSets' type='INT' />
2387
+ <field number='297' name='QuoteAckStatus' type='INT'>
2388
+ <value enum='0' description='ACCEPTED' />
2389
+ <value enum='1' description='CANCELED_FOR_SYMBOL' />
2390
+ <value enum='2' description='CANCELED_FOR_SECURITY_TYPE' />
2391
+ <value enum='3' description='CANCELED_FOR_UNDERLYING' />
2392
+ <value enum='4' description='CANCELED_ALL' />
2393
+ <value enum='5' description='REJECTED' />
2394
+ </field>
2395
+ <field number='298' name='QuoteCancelType' type='INT'>
2396
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
2397
+ <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
2398
+ <value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL' />
2399
+ <value enum='4' description='CANCEL_FOR_ALL_QUOTES' />
2400
+ </field>
2401
+ <field number='299' name='QuoteEntryID' type='STRING' />
2402
+ <field number='300' name='QuoteRejectReason' type='INT'>
2403
+ <value enum='1' description='UNKNOWN_SYMBOL' />
2404
+ <value enum='2' description='EXCHANGE' />
2405
+ <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' />
2406
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
2407
+ <value enum='5' description='UNKNOWN_QUOTE' />
2408
+ <value enum='6' description='DUPLICATE_QUOTE' />
2409
+ <value enum='7' description='INVALID_BID_ASK_SPREAD' />
2410
+ <value enum='8' description='INVALID_PRICE' />
2411
+ <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
2412
+ </field>
2413
+ <field number='301' name='QuoteResponseLevel' type='INT'>
2414
+ <value enum='0' description='NO_ACKNOWLEDGEMENT' />
2415
+ <value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES' />
2416
+ <value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGES' />
2417
+ </field>
2418
+ <field number='302' name='QuoteSetID' type='STRING' />
2419
+ <field number='303' name='QuoteRequestType' type='INT'>
2420
+ <value enum='1' description='MANUAL' />
2421
+ <value enum='2' description='AUTOMATIC' />
2422
+ </field>
2423
+ <field number='304' name='TotQuoteEntries' type='INT' />
2424
+ <field number='305' name='UnderlyingIDSource' type='STRING' />
2425
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
2426
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
2427
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
2428
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
2429
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
2430
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
2431
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
2432
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
2433
+ <field number='314' name='UnderlyingMaturityDay' type='DAYOFMONTH' />
2434
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
2435
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
2436
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
2437
+ <field number='318' name='UnderlyingCurrency' type='CURRENCY' />
2438
+ <field number='319' name='RatioQty' type='QTY' />
2439
+ <field number='320' name='SecurityReqID' type='STRING' />
2440
+ <field number='321' name='SecurityRequestType' type='INT'>
2441
+ <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' />
2442
+ <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' />
2443
+ <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' />
2444
+ <value enum='3' description='REQUEST_LIST_SECURITIES' />
2445
+ </field>
2446
+ <field number='322' name='SecurityResponseID' type='STRING' />
2447
+ <field number='323' name='SecurityResponseType' type='INT'>
2448
+ <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' />
2449
+ <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' />
2450
+ <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' />
2451
+ <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' />
2452
+ <value enum='5' description='REJECT_SECURITY_PROPOSAL' />
2453
+ <value enum='6' description='CAN_NOT_MATCH_SELECTION_CRITERIA' />
2454
+ </field>
2455
+ <field number='324' name='SecurityStatusReqID' type='STRING' />
2456
+ <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'>
2457
+ <value enum='N' description='NO' />
2458
+ <value enum='Y' description='YES' />
2459
+ </field>
2460
+ <field number='326' name='SecurityTradingStatus' type='INT'>
2461
+ <value enum='1' description='OPENING_DELAY' />
2462
+ <value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL' />
2463
+ <value enum='12' description='NO_MARKET_IMBALANCE' />
2464
+ <value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE' />
2465
+ <value enum='14' description='ITS_PRE_OPENING' />
2466
+ <value enum='15' description='NEW_PRICE_INDICATION' />
2467
+ <value enum='16' description='TRADE_DISSEMINATION_TIME' />
2468
+ <value enum='17' description='READY_TO_TRADE' />
2469
+ <value enum='18' description='NOT_AVAILABLE_FOR_TRADING' />
2470
+ <value enum='19' description='NOT_TRADED_ON_THIS_MARKET' />
2471
+ <value enum='2' description='TRADING_HALT' />
2472
+ <value enum='20' description='UNKNOWN_OR_INVALID' />
2473
+ <value enum='3' description='RESUME' />
2474
+ <value enum='4' description='NO_OPEN_NO_RESUME' />
2475
+ <value enum='5' description='PRICE_INDICATION' />
2476
+ <value enum='6' description='TRADING_RANGE_INDICATION' />
2477
+ <value enum='7' description='MARKET_IMBALANCE_BUY' />
2478
+ <value enum='8' description='MARKET_IMBALANCE_SELL' />
2479
+ <value enum='9' description='MARKET_ON_CLOSE_IMBALANCE_BUY' />
2480
+ </field>
2481
+ <field number='327' name='HaltReasonChar' type='CHAR'>
2482
+ <value enum='D' description='NEWS_DISSEMINATION' />
2483
+ <value enum='E' description='ORDER_INFLUX' />
2484
+ <value enum='I' description='ORDER_IMBALANCE' />
2485
+ <value enum='M' description='ADDITIONAL_INFORMATION' />
2486
+ <value enum='P' description='NEWS_PENDING' />
2487
+ <value enum='X' description='EQUIPMENT_CHANGEOVER' />
2488
+ </field>
2489
+ <field number='328' name='InViewOfCommon' type='BOOLEAN'>
2490
+ <value enum='N' description='NO' />
2491
+ <value enum='Y' description='YES' />
2492
+ </field>
2493
+ <field number='329' name='DueToRelated' type='BOOLEAN'>
2494
+ <value enum='N' description='NO' />
2495
+ <value enum='Y' description='YES' />
2496
+ </field>
2497
+ <field number='330' name='BuyVolume' type='QTY' />
2498
+ <field number='331' name='SellVolume' type='QTY' />
2499
+ <field number='332' name='HighPx' type='PRICE' />
2500
+ <field number='333' name='LowPx' type='PRICE' />
2501
+ <field number='334' name='Adjustment' type='INT'>
2502
+ <value enum='1' description='CANCEL' />
2503
+ <value enum='2' description='ERROR' />
2504
+ <value enum='3' description='CORRECTION' />
2505
+ </field>
2506
+ <field number='335' name='TradSesReqID' type='STRING' />
2507
+ <field number='336' name='TradingSessionID' type='STRING' />
2508
+ <field number='337' name='ContraTrader' type='STRING' />
2509
+ <field number='338' name='TradSesMethod' type='INT'>
2510
+ <value enum='1' description='ELECTRONIC' />
2511
+ <value enum='2' description='OPEN_OUTCRY' />
2512
+ <value enum='3' description='TWO_PARTY' />
2513
+ </field>
2514
+ <field number='339' name='TradSesMode' type='INT'>
2515
+ <value enum='1' description='TESTING' />
2516
+ <value enum='2' description='SIMULATED' />
2517
+ <value enum='3' description='PRODUCTION' />
2518
+ </field>
2519
+ <field number='340' name='TradSesStatus' type='INT'>
2520
+ <value enum='1' description='HALTED' />
2521
+ <value enum='2' description='OPEN' />
2522
+ <value enum='3' description='CLOSED' />
2523
+ <value enum='4' description='PRE_OPEN' />
2524
+ <value enum='5' description='PRE_CLOSE' />
2525
+ </field>
2526
+ <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
2527
+ <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
2528
+ <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
2529
+ <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
2530
+ <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
2531
+ <field number='346' name='NumberOfOrders' type='INT' />
2532
+ <field number='347' name='MessageEncoding' type='STRING'>
2533
+ <value enum='EUC-JP' description='EUC_JP' />
2534
+ <value enum='ISO-2022-JP' description='ISO_2022_JP' />
2535
+ <value enum='SHIFT_JIS' description='SHIFT_JIS' />
2536
+ <value enum='UTF-8' description='UTF_8' />
2537
+ </field>
2538
+ <field number='348' name='EncodedIssuerLen' type='LENGTH' />
2539
+ <field number='349' name='EncodedIssuer' type='DATA' />
2540
+ <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
2541
+ <field number='351' name='EncodedSecurityDesc' type='DATA' />
2542
+ <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
2543
+ <field number='353' name='EncodedListExecInst' type='DATA' />
2544
+ <field number='354' name='EncodedTextLen' type='LENGTH' />
2545
+ <field number='355' name='EncodedText' type='DATA' />
2546
+ <field number='356' name='EncodedSubjectLen' type='LENGTH' />
2547
+ <field number='357' name='EncodedSubject' type='DATA' />
2548
+ <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
2549
+ <field number='359' name='EncodedHeadline' type='DATA' />
2550
+ <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
2551
+ <field number='361' name='EncodedAllocText' type='DATA' />
2552
+ <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
2553
+ <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
2554
+ <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
2555
+ <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
2556
+ <field number='366' name='AllocPrice' type='PRICE' />
2557
+ <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
2558
+ <field number='368' name='QuoteEntryRejectReason' type='INT'>
2559
+ <value enum='1' description='UNKNOWN_SYMBOL' />
2560
+ <value enum='2' description='EXCHANGE' />
2561
+ <value enum='3' description='QUOTE_EXCEEDS_LIMIT' />
2562
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
2563
+ <value enum='5' description='UNKNOWN_QUOTE' />
2564
+ <value enum='6' description='DUPLICATE_QUOTE' />
2565
+ <value enum='7' description='INVALID_BID_ASK_SPREAD' />
2566
+ <value enum='8' description='INVALID_PRICE' />
2567
+ <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
2568
+ </field>
2569
+ <field number='369' name='LastMsgSeqNumProcessed' type='INT' />
2570
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
2571
+ <field number='371' name='RefTagID' type='INT' />
2572
+ <field number='372' name='RefMsgType' type='STRING' />
2573
+ <field number='373' name='SessionRejectReason' type='INT'>
2574
+ <value enum='0' description='INVALID_TAG_NUMBER' />
2575
+ <value enum='1' description='REQUIRED_TAG_MISSING' />
2576
+ <value enum='10' description='SENDINGTIME_ACCURACY_PROBLEM' />
2577
+ <value enum='11' description='INVALID_MSGTYPE' />
2578
+ <value enum='2' description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' />
2579
+ <value enum='3' description='UNDEFINED_TAG' />
2580
+ <value enum='4' description='TAG_SPECIFIED_WITHOUT_A_VALUE' />
2581
+ <value enum='5' description='VALUE_IS_INCORRECT' />
2582
+ <value enum='6' description='INCORRECT_DATA_FORMAT_FOR_VALUE' />
2583
+ <value enum='7' description='DECRYPTION_PROBLEM' />
2584
+ <value enum='8' description='SIGNATURE_PROBLEM' />
2585
+ <value enum='9' description='COMPID_PROBLEM' />
2586
+ </field>
2587
+ <field number='374' name='BidRequestTransType' type='CHAR'>
2588
+ <value enum='C' description='CANCEL' />
2589
+ <value enum='N' description='NO' />
2590
+ </field>
2591
+ <field number='375' name='ContraBroker' type='STRING' />
2592
+ <field number='376' name='ComplianceID' type='STRING' />
2593
+ <field number='377' name='SolicitedFlag' type='BOOLEAN'>
2594
+ <value enum='N' description='NO' />
2595
+ <value enum='Y' description='YES' />
2596
+ </field>
2597
+ <field number='378' name='ExecRestatementReason' type='INT'>
2598
+ <value enum='0' description='GT_CORPORATE_ACTION' />
2599
+ <value enum='1' description='GT_RENEWAL' />
2600
+ <value enum='2' description='VERBAL_CHANGE' />
2601
+ <value enum='3' description='REPRICING_OF_ORDER' />
2602
+ <value enum='4' description='BROKER_OPTION' />
2603
+ <value enum='5' description='PARTIAL_DECLINE_OF_ORDERQTY' />
2604
+ </field>
2605
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
2606
+ <field number='380' name='BusinessRejectReason' type='INT'>
2607
+ <value enum='0' description='OTHER' />
2608
+ <value enum='1' description='UNKOWN_ID' />
2609
+ <value enum='2' description='UNKNOWN_SECURITY' />
2610
+ <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' />
2611
+ <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
2612
+ <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
2613
+ </field>
2614
+ <field number='381' name='GrossTradeAmt' type='AMT' />
2615
+ <field number='382' name='NoContraBrokers' type='INT' />
2616
+ <field number='383' name='MaxMessageSize' type='INT' />
2617
+ <field number='384' name='NoMsgTypes' type='INT' />
2618
+ <field number='385' name='MsgDirection' type='CHAR'>
2619
+ <value enum='R' description='RECEIVE' />
2620
+ <value enum='S' description='SEND' />
2621
+ </field>
2622
+ <field number='386' name='NoTradingSessions' type='INT' />
2623
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
2624
+ <field number='388' name='DiscretionInst' type='CHAR'>
2625
+ <value enum='0' description='RELATED_TO_DISPLAYED_PRICE' />
2626
+ <value enum='1' description='RELATED_TO_MARKET_PRICE' />
2627
+ <value enum='2' description='RELATED_TO_PRIMARY_PRICE' />
2628
+ <value enum='3' description='RELATED_TO_LOCAL_PRIMARY_PRICE' />
2629
+ <value enum='4' description='RELATED_TO_MIDPOINT_PRICE' />
2630
+ <value enum='5' description='RELATED_TO_LAST_TRADE_PRICE' />
2631
+ </field>
2632
+ <field number='389' name='DiscretionOffset' type='PRICEOFFSET' />
2633
+ <field number='390' name='BidID' type='STRING' />
2634
+ <field number='391' name='ClientBidID' type='STRING' />
2635
+ <field number='392' name='ListName' type='STRING' />
2636
+ <field number='393' name='TotalNumSecurities' type='INT' />
2637
+ <field number='394' name='BidType' type='INT' />
2638
+ <field number='395' name='NumTickets' type='INT' />
2639
+ <field number='396' name='SideValue1' type='AMT' />
2640
+ <field number='397' name='SideValue2' type='AMT' />
2641
+ <field number='398' name='NoBidDescriptors' type='INT' />
2642
+ <field number='399' name='BidDescriptorType' type='INT' />
2643
+ <field number='400' name='BidDescriptor' type='STRING' />
2644
+ <field number='401' name='SideValueInd' type='INT' />
2645
+ <field number='402' name='LiquidityPctLow' type='FLOAT' />
2646
+ <field number='403' name='LiquidityPctHigh' type='FLOAT' />
2647
+ <field number='404' name='LiquidityValue' type='AMT' />
2648
+ <field number='405' name='EFPTrackingError' type='FLOAT' />
2649
+ <field number='406' name='FairValue' type='AMT' />
2650
+ <field number='407' name='OutsideIndexPct' type='FLOAT' />
2651
+ <field number='408' name='ValueOfFutures' type='AMT' />
2652
+ <field number='409' name='LiquidityIndType' type='INT'>
2653
+ <value enum='1' description='5_DAY_MOVING_AVERAGE' />
2654
+ <value enum='2' description='20_DAY_MOVING_AVERAGE' />
2655
+ <value enum='3' description='NORMAL_MARKET_SIZE' />
2656
+ <value enum='4' description='OTHER' />
2657
+ </field>
2658
+ <field number='410' name='WtAverageLiquidity' type='FLOAT' />
2659
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
2660
+ <value enum='N' description='NO' />
2661
+ <value enum='Y' description='YES' />
2662
+ </field>
2663
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
2664
+ <field number='413' name='CrossPercent' type='FLOAT' />
2665
+ <field number='414' name='ProgRptReqs' type='INT'>
2666
+ <value enum='1' description='BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST' />
2667
+ <value enum='2' description='SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD' />
2668
+ <value enum='3' description='REAL_TIME_EXECUTION_REPORTS' />
2669
+ </field>
2670
+ <field number='415' name='ProgPeriodInterval' type='INT' />
2671
+ <field number='416' name='IncTaxInd' type='INT'>
2672
+ <value enum='1' description='NET' />
2673
+ <value enum='2' description='GROSS' />
2674
+ </field>
2675
+ <field number='417' name='NumBidders' type='INT' />
2676
+ <field number='418' name='TradeType' type='CHAR'>
2677
+ <value enum='A' description='AGENCY' />
2678
+ <value enum='G' description='VWAP_GUARANTEE' />
2679
+ <value enum='J' description='GUARANTEED_CLOSE' />
2680
+ <value enum='R' description='RISK_TRADE' />
2681
+ </field>
2682
+ <field number='419' name='BasisPxType' type='CHAR'>
2683
+ <value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION' />
2684
+ <value enum='3' description='CLOSING_PRICE' />
2685
+ <value enum='4' description='CURRENT_PRICE' />
2686
+ <value enum='5' description='SQ' />
2687
+ <value enum='6' description='VWAP_THROUGH_A_DAY' />
2688
+ <value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION' />
2689
+ <value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION' />
2690
+ <value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI' />
2691
+ <value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI' />
2692
+ <value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI' />
2693
+ <value enum='C' description='STRIKE' />
2694
+ <value enum='D' description='OPEN' />
2695
+ <value enum='Z' description='OTHERS' />
2696
+ </field>
2697
+ <field number='420' name='NoBidComponents' type='INT' />
2698
+ <field number='421' name='Country' type='STRING' />
2699
+ <field number='422' name='TotNoStrikes' type='INT' />
2700
+ <field number='423' name='PriceType' type='INT'>
2701
+ <value enum='1' description='PERCENTAGE' />
2702
+ <value enum='2' description='PER_SHARE' />
2703
+ <value enum='3' description='FIXED_AMOUNT' />
2704
+ </field>
2705
+ <field number='424' name='DayOrderQty' type='QTY' />
2706
+ <field number='425' name='DayCumQty' type='QTY' />
2707
+ <field number='426' name='DayAvgPx' type='PRICE' />
2708
+ <field number='427' name='GTBookingInst' type='INT'>
2709
+ <value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' />
2710
+ <value enum='1' description='ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES' />
2711
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE' />
2712
+ </field>
2713
+ <field number='428' name='NoStrikes' type='INT' />
2714
+ <field number='429' name='ListStatusType' type='INT' />
2715
+ <field number='430' name='NetGrossInd' type='INT'>
2716
+ <value enum='1' description='NET' />
2717
+ <value enum='2' description='GROSS' />
2718
+ </field>
2719
+ <field number='431' name='ListOrderStatus' type='INT' />
2720
+ <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
2721
+ <field number='433' name='ListExecInstType' type='CHAR'>
2722
+ <value enum='1' description='IMMEDIATE' />
2723
+ <value enum='2' description='WAIT_FOR_EXECUTE_INSTRUCTION' />
2724
+ </field>
2725
+ <field number='434' name='CxlRejResponseTo' type='CHAR'>
2726
+ <value enum='1' description='ORDER_CANCEL_REQUEST' />
2727
+ <value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST' />
2728
+ </field>
2729
+ <field number='435' name='UnderlyingCouponRate' type='FLOAT' />
2730
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
2731
+ <field number='437' name='ContraTradeQty' type='QTY' />
2732
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
2733
+ <field number='439' name='ClearingFirm' type='STRING' />
2734
+ <field number='440' name='ClearingAccount' type='STRING' />
2735
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
2736
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
2737
+ <value enum='1' description='SINGLE_SECURITY' />
2738
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY' />
2739
+ <value enum='3' description='MULTI_LEG_SECURITY' />
2740
+ </field>
2741
+ <field number='443' name='StrikeTime' type='UTCTIMESTAMP' />
2742
+ <field number='444' name='ListStatusText' type='STRING' />
2743
+ <field number='445' name='EncodedListStatusTextLen' type='LENGTH' />
2744
+ <field number='446' name='EncodedListStatusText' type='DATA' />
2745
+ </fields>
2746
+ </fix>