quickfix_ruby 1.14.3
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- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
data/spec/FIX42.xml
ADDED
@@ -0,0 +1,2746 @@
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1
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+
<fix major='4' type='FIX' servicepack='0' minor='2'>
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2
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+
<header>
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3
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+
<field name='BeginString' required='Y' />
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4
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+
<field name='BodyLength' required='Y' />
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5
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+
<field name='MsgType' required='Y' />
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6
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+
<field name='SenderCompID' required='Y' />
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7
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+
<field name='TargetCompID' required='Y' />
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8
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+
<field name='OnBehalfOfCompID' required='N' />
|
9
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+
<field name='DeliverToCompID' required='N' />
|
10
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+
<field name='SecureDataLen' required='N' />
|
11
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+
<field name='SecureData' required='N' />
|
12
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+
<field name='MsgSeqNum' required='Y' />
|
13
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+
<field name='SenderSubID' required='N' />
|
14
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+
<field name='SenderLocationID' required='N' />
|
15
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+
<field name='TargetSubID' required='N' />
|
16
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+
<field name='TargetLocationID' required='N' />
|
17
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+
<field name='OnBehalfOfSubID' required='N' />
|
18
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+
<field name='OnBehalfOfLocationID' required='N' />
|
19
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+
<field name='DeliverToSubID' required='N' />
|
20
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+
<field name='DeliverToLocationID' required='N' />
|
21
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+
<field name='PossDupFlag' required='N' />
|
22
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+
<field name='PossResend' required='N' />
|
23
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+
<field name='SendingTime' required='Y' />
|
24
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+
<field name='OrigSendingTime' required='N' />
|
25
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+
<field name='XmlDataLen' required='N' />
|
26
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+
<field name='XmlData' required='N' />
|
27
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+
<field name='MessageEncoding' required='N' />
|
28
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+
<field name='LastMsgSeqNumProcessed' required='N' />
|
29
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+
<field name='OnBehalfOfSendingTime' required='N' />
|
30
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+
</header>
|
31
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+
<messages>
|
32
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+
<message name='Heartbeat' msgcat='admin' msgtype='0'>
|
33
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+
<field name='TestReqID' required='N' />
|
34
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+
</message>
|
35
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+
<message name='TestRequest' msgcat='admin' msgtype='1'>
|
36
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+
<field name='TestReqID' required='Y' />
|
37
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+
</message>
|
38
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+
<message name='ResendRequest' msgcat='admin' msgtype='2'>
|
39
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+
<field name='BeginSeqNo' required='Y' />
|
40
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+
<field name='EndSeqNo' required='Y' />
|
41
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+
</message>
|
42
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+
<message name='Reject' msgcat='admin' msgtype='3'>
|
43
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+
<field name='RefSeqNum' required='Y' />
|
44
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+
<field name='RefTagID' required='N' />
|
45
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+
<field name='RefMsgType' required='N' />
|
46
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+
<field name='SessionRejectReason' required='N' />
|
47
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+
<field name='Text' required='N' />
|
48
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+
<field name='EncodedTextLen' required='N' />
|
49
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+
<field name='EncodedText' required='N' />
|
50
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+
</message>
|
51
|
+
<message name='SequenceReset' msgcat='admin' msgtype='4'>
|
52
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+
<field name='GapFillFlag' required='N' />
|
53
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+
<field name='NewSeqNo' required='Y' />
|
54
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+
</message>
|
55
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+
<message name='Logout' msgcat='admin' msgtype='5'>
|
56
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+
<field name='Text' required='N' />
|
57
|
+
<field name='EncodedTextLen' required='N' />
|
58
|
+
<field name='EncodedText' required='N' />
|
59
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+
</message>
|
60
|
+
<message name='IOI' msgcat='app' msgtype='6'>
|
61
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+
<field name='IOIid' required='Y' />
|
62
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+
<field name='IOITransType' required='Y' />
|
63
|
+
<field name='IOIRefID' required='N' />
|
64
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+
<field name='Symbol' required='Y' />
|
65
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+
<field name='SymbolSfx' required='N' />
|
66
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+
<field name='SecurityID' required='N' />
|
67
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+
<field name='IDSource' required='N' />
|
68
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+
<field name='SecurityType' required='N' />
|
69
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+
<field name='MaturityMonthYear' required='N' />
|
70
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+
<field name='MaturityDay' required='N' />
|
71
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+
<field name='PutOrCall' required='N' />
|
72
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+
<field name='StrikePrice' required='N' />
|
73
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+
<field name='OptAttribute' required='N' />
|
74
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+
<field name='ContractMultiplier' required='N' />
|
75
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+
<field name='CouponRate' required='N' />
|
76
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+
<field name='SecurityExchange' required='N' />
|
77
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+
<field name='Issuer' required='N' />
|
78
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+
<field name='EncodedIssuerLen' required='N' />
|
79
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+
<field name='EncodedIssuer' required='N' />
|
80
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+
<field name='SecurityDesc' required='N' />
|
81
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+
<field name='EncodedSecurityDescLen' required='N' />
|
82
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+
<field name='EncodedSecurityDesc' required='N' />
|
83
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+
<field name='Side' required='Y' />
|
84
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+
<field name='IOIShares' required='Y' />
|
85
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+
<field name='Price' required='N' />
|
86
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+
<field name='Currency' required='N' />
|
87
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+
<field name='ValidUntilTime' required='N' />
|
88
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+
<field name='IOIQltyInd' required='N' />
|
89
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+
<field name='IOINaturalFlag' required='N' />
|
90
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+
<group name='NoIOIQualifiers' required='N'>
|
91
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+
<field name='IOIQualifier' required='N' />
|
92
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+
</group>
|
93
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+
<field name='Text' required='N' />
|
94
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+
<field name='EncodedTextLen' required='N' />
|
95
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+
<field name='EncodedText' required='N' />
|
96
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+
<field name='TransactTime' required='N' />
|
97
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+
<field name='URLLink' required='N' />
|
98
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+
<group name='NoRoutingIDs' required='N'>
|
99
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+
<field name='RoutingType' required='N' />
|
100
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+
<field name='RoutingID' required='N' />
|
101
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+
</group>
|
102
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+
<field name='SpreadToBenchmark' required='N' />
|
103
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+
<field name='Benchmark' required='N' />
|
104
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+
</message>
|
105
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+
<message name='Advertisement' msgcat='app' msgtype='7'>
|
106
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+
<field name='AdvId' required='Y' />
|
107
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+
<field name='AdvTransType' required='Y' />
|
108
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+
<field name='AdvRefID' required='N' />
|
109
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+
<field name='Symbol' required='Y' />
|
110
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+
<field name='SymbolSfx' required='N' />
|
111
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+
<field name='SecurityID' required='N' />
|
112
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+
<field name='IDSource' required='N' />
|
113
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+
<field name='SecurityType' required='N' />
|
114
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+
<field name='MaturityMonthYear' required='N' />
|
115
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+
<field name='MaturityDay' required='N' />
|
116
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+
<field name='PutOrCall' required='N' />
|
117
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+
<field name='StrikePrice' required='N' />
|
118
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+
<field name='OptAttribute' required='N' />
|
119
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+
<field name='ContractMultiplier' required='N' />
|
120
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+
<field name='CouponRate' required='N' />
|
121
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+
<field name='SecurityExchange' required='N' />
|
122
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+
<field name='Issuer' required='N' />
|
123
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+
<field name='EncodedIssuerLen' required='N' />
|
124
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+
<field name='EncodedIssuer' required='N' />
|
125
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+
<field name='SecurityDesc' required='N' />
|
126
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+
<field name='EncodedSecurityDescLen' required='N' />
|
127
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+
<field name='EncodedSecurityDesc' required='N' />
|
128
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+
<field name='AdvSide' required='Y' />
|
129
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+
<field name='Shares' required='Y' />
|
130
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+
<field name='Price' required='N' />
|
131
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+
<field name='Currency' required='N' />
|
132
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+
<field name='TradeDate' required='N' />
|
133
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+
<field name='TransactTime' required='N' />
|
134
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+
<field name='Text' required='N' />
|
135
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+
<field name='EncodedTextLen' required='N' />
|
136
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+
<field name='EncodedText' required='N' />
|
137
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+
<field name='URLLink' required='N' />
|
138
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+
<field name='LastMkt' required='N' />
|
139
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+
<field name='TradingSessionID' required='N' />
|
140
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+
</message>
|
141
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+
<message name='ExecutionReport' msgcat='app' msgtype='8'>
|
142
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+
<field name='OrderID' required='Y' />
|
143
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+
<field name='SecondaryOrderID' required='N' />
|
144
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+
<field name='ClOrdID' required='N' />
|
145
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+
<field name='OrigClOrdID' required='N' />
|
146
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+
<field name='ClientID' required='N' />
|
147
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+
<field name='ExecBroker' required='N' />
|
148
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+
<group name='NoContraBrokers' required='N'>
|
149
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+
<field name='ContraBroker' required='N' />
|
150
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+
<field name='ContraTrader' required='N' />
|
151
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+
<field name='ContraTradeQty' required='N' />
|
152
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+
<field name='ContraTradeTime' required='N' />
|
153
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+
</group>
|
154
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+
<field name='ListID' required='N' />
|
155
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+
<field name='ExecID' required='Y' />
|
156
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+
<field name='ExecTransType' required='Y' />
|
157
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+
<field name='ExecRefID' required='N' />
|
158
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+
<field name='ExecType' required='Y' />
|
159
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+
<field name='OrdStatus' required='Y' />
|
160
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+
<field name='OrdRejReason' required='N' />
|
161
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+
<field name='ExecRestatementReason' required='N' />
|
162
|
+
<field name='Account' required='N' />
|
163
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+
<field name='SettlmntTyp' required='N' />
|
164
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+
<field name='FutSettDate' required='N' />
|
165
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+
<field name='Symbol' required='Y' />
|
166
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+
<field name='SymbolSfx' required='N' />
|
167
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+
<field name='SecurityID' required='N' />
|
168
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+
<field name='IDSource' required='N' />
|
169
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+
<field name='SecurityType' required='N' />
|
170
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+
<field name='MaturityMonthYear' required='N' />
|
171
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+
<field name='MaturityDay' required='N' />
|
172
|
+
<field name='PutOrCall' required='N' />
|
173
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+
<field name='StrikePrice' required='N' />
|
174
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+
<field name='OptAttribute' required='N' />
|
175
|
+
<field name='ContractMultiplier' required='N' />
|
176
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+
<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
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+
<field name='EncodedSecurityDescLen' required='N' />
|
183
|
+
<field name='EncodedSecurityDesc' required='N' />
|
184
|
+
<field name='Side' required='Y' />
|
185
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+
<field name='OrderQty' required='N' />
|
186
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+
<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>
|