quickfix_ruby 1.14.3

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Files changed (149) hide show
  1. checksums.yaml +7 -0
  2. data/ext/quickfix/Acceptor.cpp +248 -0
  3. data/ext/quickfix/Acceptor.h +127 -0
  4. data/ext/quickfix/Allocator.h +9 -0
  5. data/ext/quickfix/Application.h +127 -0
  6. data/ext/quickfix/AtomicCount.h +109 -0
  7. data/ext/quickfix/DOMDocument.h +74 -0
  8. data/ext/quickfix/DataDictionary.cpp +618 -0
  9. data/ext/quickfix/DataDictionary.h +539 -0
  10. data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
  11. data/ext/quickfix/DataDictionaryProvider.h +70 -0
  12. data/ext/quickfix/DatabaseConnectionID.h +105 -0
  13. data/ext/quickfix/DatabaseConnectionPool.h +91 -0
  14. data/ext/quickfix/Dictionary.cpp +162 -0
  15. data/ext/quickfix/Dictionary.h +94 -0
  16. data/ext/quickfix/Event.h +95 -0
  17. data/ext/quickfix/Exceptions.h +299 -0
  18. data/ext/quickfix/Field.h +672 -0
  19. data/ext/quickfix/FieldConvertors.h +863 -0
  20. data/ext/quickfix/FieldMap.cpp +238 -0
  21. data/ext/quickfix/FieldMap.h +244 -0
  22. data/ext/quickfix/FieldNumbers.h +46 -0
  23. data/ext/quickfix/FieldTypes.cpp +64 -0
  24. data/ext/quickfix/FieldTypes.h +698 -0
  25. data/ext/quickfix/Fields.h +31 -0
  26. data/ext/quickfix/FileLog.cpp +200 -0
  27. data/ext/quickfix/FileLog.h +112 -0
  28. data/ext/quickfix/FileStore.cpp +332 -0
  29. data/ext/quickfix/FileStore.h +129 -0
  30. data/ext/quickfix/FixFieldNumbers.h +1537 -0
  31. data/ext/quickfix/FixFields.h +1538 -0
  32. data/ext/quickfix/FixValues.h +3281 -0
  33. data/ext/quickfix/FlexLexer.h +188 -0
  34. data/ext/quickfix/Group.cpp +64 -0
  35. data/ext/quickfix/Group.h +73 -0
  36. data/ext/quickfix/HtmlBuilder.h +186 -0
  37. data/ext/quickfix/HttpConnection.cpp +739 -0
  38. data/ext/quickfix/HttpConnection.h +78 -0
  39. data/ext/quickfix/HttpMessage.cpp +149 -0
  40. data/ext/quickfix/HttpMessage.h +133 -0
  41. data/ext/quickfix/HttpParser.cpp +49 -0
  42. data/ext/quickfix/HttpParser.h +54 -0
  43. data/ext/quickfix/HttpServer.cpp +169 -0
  44. data/ext/quickfix/HttpServer.h +78 -0
  45. data/ext/quickfix/Initiator.cpp +289 -0
  46. data/ext/quickfix/Initiator.h +149 -0
  47. data/ext/quickfix/Log.cpp +77 -0
  48. data/ext/quickfix/Log.h +179 -0
  49. data/ext/quickfix/Message.cpp +580 -0
  50. data/ext/quickfix/Message.h +370 -0
  51. data/ext/quickfix/MessageCracker.h +188 -0
  52. data/ext/quickfix/MessageSorters.cpp +105 -0
  53. data/ext/quickfix/MessageSorters.h +156 -0
  54. data/ext/quickfix/MessageStore.cpp +146 -0
  55. data/ext/quickfix/MessageStore.h +174 -0
  56. data/ext/quickfix/Mutex.h +131 -0
  57. data/ext/quickfix/MySQLConnection.h +194 -0
  58. data/ext/quickfix/MySQLLog.cpp +275 -0
  59. data/ext/quickfix/MySQLLog.h +145 -0
  60. data/ext/quickfix/MySQLStore.cpp +331 -0
  61. data/ext/quickfix/MySQLStore.h +142 -0
  62. data/ext/quickfix/NullStore.cpp +54 -0
  63. data/ext/quickfix/NullStore.h +99 -0
  64. data/ext/quickfix/OdbcConnection.h +266 -0
  65. data/ext/quickfix/OdbcLog.cpp +252 -0
  66. data/ext/quickfix/OdbcLog.h +117 -0
  67. data/ext/quickfix/OdbcStore.cpp +338 -0
  68. data/ext/quickfix/OdbcStore.h +113 -0
  69. data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
  70. data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
  71. data/ext/quickfix/Parser.cpp +103 -0
  72. data/ext/quickfix/Parser.h +57 -0
  73. data/ext/quickfix/PostgreSQLConnection.h +176 -0
  74. data/ext/quickfix/PostgreSQLLog.cpp +276 -0
  75. data/ext/quickfix/PostgreSQLLog.h +144 -0
  76. data/ext/quickfix/PostgreSQLStore.cpp +334 -0
  77. data/ext/quickfix/PostgreSQLStore.h +141 -0
  78. data/ext/quickfix/Queue.h +75 -0
  79. data/ext/quickfix/QuickfixRuby.cpp +252066 -0
  80. data/ext/quickfix/QuickfixRuby.h +34 -0
  81. data/ext/quickfix/Responder.h +43 -0
  82. data/ext/quickfix/Session.cpp +1487 -0
  83. data/ext/quickfix/Session.h +335 -0
  84. data/ext/quickfix/SessionFactory.cpp +274 -0
  85. data/ext/quickfix/SessionFactory.h +86 -0
  86. data/ext/quickfix/SessionID.h +170 -0
  87. data/ext/quickfix/SessionSettings.cpp +189 -0
  88. data/ext/quickfix/SessionSettings.h +171 -0
  89. data/ext/quickfix/SessionState.h +231 -0
  90. data/ext/quickfix/Settings.cpp +100 -0
  91. data/ext/quickfix/Settings.h +53 -0
  92. data/ext/quickfix/SharedArray.h +150 -0
  93. data/ext/quickfix/SocketAcceptor.cpp +222 -0
  94. data/ext/quickfix/SocketAcceptor.h +75 -0
  95. data/ext/quickfix/SocketConnection.cpp +238 -0
  96. data/ext/quickfix/SocketConnection.h +103 -0
  97. data/ext/quickfix/SocketConnector.cpp +116 -0
  98. data/ext/quickfix/SocketConnector.h +67 -0
  99. data/ext/quickfix/SocketInitiator.cpp +260 -0
  100. data/ext/quickfix/SocketInitiator.h +81 -0
  101. data/ext/quickfix/SocketMonitor.cpp +335 -0
  102. data/ext/quickfix/SocketMonitor.h +111 -0
  103. data/ext/quickfix/SocketServer.cpp +177 -0
  104. data/ext/quickfix/SocketServer.h +100 -0
  105. data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
  106. data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
  107. data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
  108. data/ext/quickfix/ThreadedSocketConnection.h +82 -0
  109. data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
  110. data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
  111. data/ext/quickfix/TimeRange.cpp +173 -0
  112. data/ext/quickfix/TimeRange.h +258 -0
  113. data/ext/quickfix/Utility.cpp +537 -0
  114. data/ext/quickfix/Utility.h +219 -0
  115. data/ext/quickfix/Values.h +62 -0
  116. data/ext/quickfix/config.h +0 -0
  117. data/ext/quickfix/config_windows.h +0 -0
  118. data/ext/quickfix/extconf.rb +12 -0
  119. data/ext/quickfix/index.h +37 -0
  120. data/ext/quickfix/pugiconfig.hpp +72 -0
  121. data/ext/quickfix/pugixml.cpp +10765 -0
  122. data/ext/quickfix/pugixml.hpp +1341 -0
  123. data/ext/quickfix/strptime.h +7 -0
  124. data/lib/quickfix40.rb +274 -0
  125. data/lib/quickfix41.rb +351 -0
  126. data/lib/quickfix42.rb +1184 -0
  127. data/lib/quickfix43.rb +3504 -0
  128. data/lib/quickfix44.rb +10721 -0
  129. data/lib/quickfix50.rb +13426 -0
  130. data/lib/quickfix50sp1.rb +15629 -0
  131. data/lib/quickfix50sp2.rb +17068 -0
  132. data/lib/quickfix_fields.rb +19853 -0
  133. data/lib/quickfix_ruby.rb +82 -0
  134. data/lib/quickfixt11.rb +70 -0
  135. data/spec/FIX40.xml +862 -0
  136. data/spec/FIX41.xml +1285 -0
  137. data/spec/FIX42.xml +2746 -0
  138. data/spec/FIX43.xml +4229 -0
  139. data/spec/FIX44.xml +6596 -0
  140. data/spec/FIX50.xml +8137 -0
  141. data/spec/FIX50SP1.xml +9496 -0
  142. data/spec/FIX50SP2.xml +10011 -0
  143. data/spec/FIXT11.xml +313 -0
  144. data/test/test_DataDictionaryTestCase.rb +268 -0
  145. data/test/test_DictionaryTestCase.rb +112 -0
  146. data/test/test_FieldBaseTestCase.rb +24 -0
  147. data/test/test_MessageTestCase.rb +368 -0
  148. data/test/test_SessionSettingsTestCase.rb +41 -0
  149. metadata +193 -0
data/spec/FIX43.xml ADDED
@@ -0,0 +1,4229 @@
1
+ <fix major='4' type='FIX' servicepack='0' minor='3'>
2
+ <header>
3
+ <field name='BeginString' required='Y' />
4
+ <field name='BodyLength' required='Y' />
5
+ <field name='MsgType' required='Y' />
6
+ <field name='SenderCompID' required='Y' />
7
+ <field name='TargetCompID' required='Y' />
8
+ <field name='OnBehalfOfCompID' required='N' />
9
+ <field name='DeliverToCompID' required='N' />
10
+ <field name='SecureDataLen' required='N' />
11
+ <field name='SecureData' required='N' />
12
+ <field name='MsgSeqNum' required='Y' />
13
+ <field name='SenderSubID' required='N' />
14
+ <field name='SenderLocationID' required='N' />
15
+ <field name='TargetSubID' required='N' />
16
+ <field name='TargetLocationID' required='N' />
17
+ <field name='OnBehalfOfSubID' required='N' />
18
+ <field name='OnBehalfOfLocationID' required='N' />
19
+ <field name='DeliverToSubID' required='N' />
20
+ <field name='DeliverToLocationID' required='N' />
21
+ <field name='PossDupFlag' required='N' />
22
+ <field name='PossResend' required='N' />
23
+ <field name='SendingTime' required='Y' />
24
+ <field name='OrigSendingTime' required='N' />
25
+ <field name='XmlDataLen' required='N' />
26
+ <field name='XmlData' required='N' />
27
+ <field name='MessageEncoding' required='N' />
28
+ <field name='LastMsgSeqNumProcessed' required='N' />
29
+ <field name='OnBehalfOfSendingTime' required='N' />
30
+ <group name='NoHops' required='N'>
31
+ <field name='HopCompID' required='N' />
32
+ <field name='HopSendingTime' required='N' />
33
+ <field name='HopRefID' required='N' />
34
+ </group>
35
+ </header>
36
+ <messages>
37
+ <message name='Heartbeat' msgcat='admin' msgtype='0'>
38
+ <field name='TestReqID' required='N' />
39
+ </message>
40
+ <message name='TestRequest' msgcat='admin' msgtype='1'>
41
+ <field name='TestReqID' required='Y' />
42
+ </message>
43
+ <message name='ResendRequest' msgcat='admin' msgtype='2'>
44
+ <field name='BeginSeqNo' required='Y' />
45
+ <field name='EndSeqNo' required='Y' />
46
+ </message>
47
+ <message name='Reject' msgcat='admin' msgtype='3'>
48
+ <field name='RefSeqNum' required='Y' />
49
+ <field name='RefTagID' required='N' />
50
+ <field name='RefMsgType' required='N' />
51
+ <field name='SessionRejectReason' required='N' />
52
+ <field name='Text' required='N' />
53
+ <field name='EncodedTextLen' required='N' />
54
+ <field name='EncodedText' required='N' />
55
+ </message>
56
+ <message name='SequenceReset' msgcat='admin' msgtype='4'>
57
+ <field name='GapFillFlag' required='N' />
58
+ <field name='NewSeqNo' required='Y' />
59
+ </message>
60
+ <message name='Logout' msgcat='admin' msgtype='5'>
61
+ <field name='Text' required='N' />
62
+ <field name='EncodedTextLen' required='N' />
63
+ <field name='EncodedText' required='N' />
64
+ </message>
65
+ <message name='IOI' msgcat='app' msgtype='6'>
66
+ <field name='IOIid' required='Y' />
67
+ <field name='IOITransType' required='Y' />
68
+ <field name='IOIRefID' required='N' />
69
+ <component name='Instrument' required='Y' />
70
+ <field name='Side' required='Y' />
71
+ <field name='QuantityType' required='N' />
72
+ <field name='IOIQty' required='Y' />
73
+ <field name='PriceType' required='N' />
74
+ <field name='Price' required='N' />
75
+ <field name='Currency' required='N' />
76
+ <field name='ValidUntilTime' required='N' />
77
+ <field name='IOIQltyInd' required='N' />
78
+ <field name='IOINaturalFlag' required='N' />
79
+ <group name='NoIOIQualifiers' required='N'>
80
+ <field name='IOIQualifier' required='N' />
81
+ </group>
82
+ <field name='Text' required='N' />
83
+ <field name='EncodedTextLen' required='N' />
84
+ <field name='EncodedText' required='N' />
85
+ <field name='TransactTime' required='N' />
86
+ <field name='URLLink' required='N' />
87
+ <group name='NoRoutingIDs' required='N'>
88
+ <field name='RoutingType' required='N' />
89
+ <field name='RoutingID' required='N' />
90
+ </group>
91
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
92
+ <field name='Benchmark' required='N' />
93
+ </message>
94
+ <message name='Advertisement' msgcat='app' msgtype='7'>
95
+ <field name='AdvId' required='Y' />
96
+ <field name='AdvTransType' required='Y' />
97
+ <field name='AdvRefID' required='N' />
98
+ <component name='Instrument' required='Y' />
99
+ <field name='AdvSide' required='Y' />
100
+ <field name='Quantity' required='Y' />
101
+ <field name='Price' required='N' />
102
+ <field name='Currency' required='N' />
103
+ <field name='TradeDate' required='N' />
104
+ <field name='TransactTime' required='N' />
105
+ <field name='Text' required='N' />
106
+ <field name='EncodedTextLen' required='N' />
107
+ <field name='EncodedText' required='N' />
108
+ <field name='URLLink' required='N' />
109
+ <field name='LastMkt' required='N' />
110
+ <field name='TradingSessionID' required='N' />
111
+ <field name='TradingSessionSubID' required='N' />
112
+ </message>
113
+ <message name='ExecutionReport' msgcat='app' msgtype='8'>
114
+ <field name='OrderID' required='Y' />
115
+ <field name='SecondaryOrderID' required='N' />
116
+ <field name='SecondaryClOrdID' required='N' />
117
+ <field name='SecondaryExecID' required='N' />
118
+ <field name='ClOrdID' required='N' />
119
+ <field name='OrigClOrdID' required='N' />
120
+ <field name='ClOrdLinkID' required='N' />
121
+ <component name='Parties' required='N' />
122
+ <field name='TradeOriginationDate' required='N' />
123
+ <group name='NoContraBrokers' required='N'>
124
+ <field name='ContraBroker' required='N' />
125
+ <field name='ContraTrader' required='N' />
126
+ <field name='ContraTradeQty' required='N' />
127
+ <field name='ContraTradeTime' required='N' />
128
+ <field name='ContraLegRefID' required='N' />
129
+ </group>
130
+ <field name='ListID' required='N' />
131
+ <field name='CrossID' required='N' />
132
+ <field name='OrigCrossID' required='N' />
133
+ <field name='CrossType' required='N' />
134
+ <field name='ExecID' required='Y' />
135
+ <field name='ExecRefID' required='N' />
136
+ <field name='ExecType' required='Y' />
137
+ <field name='OrdStatus' required='Y' />
138
+ <field name='WorkingIndicator' required='N' />
139
+ <field name='OrdRejReason' required='N' />
140
+ <field name='ExecRestatementReason' required='N' />
141
+ <field name='Account' required='N' />
142
+ <field name='AccountType' required='N' />
143
+ <field name='DayBookingInst' required='N' />
144
+ <field name='BookingUnit' required='N' />
145
+ <field name='PreallocMethod' required='N' />
146
+ <field name='SettlmntTyp' required='N' />
147
+ <field name='FutSettDate' required='N' />
148
+ <field name='CashMargin' required='N' />
149
+ <field name='ClearingFeeIndicator' required='N' />
150
+ <component name='Instrument' required='Y' />
151
+ <field name='Side' required='Y' />
152
+ <component name='Stipulations' required='N' />
153
+ <field name='QuantityType' required='N' />
154
+ <component name='OrderQtyData' required='Y' />
155
+ <field name='OrdType' required='N' />
156
+ <field name='PriceType' required='N' />
157
+ <field name='Price' required='N' />
158
+ <field name='StopPx' required='N' />
159
+ <field name='PegDifference' required='N' />
160
+ <field name='DiscretionInst' required='N' />
161
+ <field name='DiscretionOffset' required='N' />
162
+ <field name='Currency' required='N' />
163
+ <field name='ComplianceID' required='N' />
164
+ <field name='SolicitedFlag' required='N' />
165
+ <field name='TimeInForce' required='N' />
166
+ <field name='EffectiveTime' required='N' />
167
+ <field name='ExpireDate' required='N' />
168
+ <field name='ExpireTime' required='N' />
169
+ <field name='ExecInst' required='N' />
170
+ <field name='OrderCapacity' required='N' />
171
+ <field name='OrderRestrictions' required='N' />
172
+ <field name='CustOrderCapacity' required='N' />
173
+ <field name='Rule80A' required='N' />
174
+ <field name='LastQty' required='N' />
175
+ <field name='UnderlyingLastQty' required='N' />
176
+ <field name='LastPx' required='N' />
177
+ <field name='UnderlyingLastPx' required='N' />
178
+ <field name='LastSpotRate' required='N' />
179
+ <field name='LastForwardPoints' required='N' />
180
+ <field name='LastMkt' required='N' />
181
+ <field name='TradingSessionID' required='N' />
182
+ <field name='TradingSessionSubID' required='N' />
183
+ <field name='LastCapacity' required='N' />
184
+ <field name='LeavesQty' required='Y' />
185
+ <field name='CumQty' required='Y' />
186
+ <field name='AvgPx' required='Y' />
187
+ <field name='DayOrderQty' required='N' />
188
+ <field name='DayCumQty' required='N' />
189
+ <field name='DayAvgPx' required='N' />
190
+ <field name='GTBookingInst' required='N' />
191
+ <field name='TradeDate' required='N' />
192
+ <field name='TransactTime' required='N' />
193
+ <field name='ReportToExch' required='N' />
194
+ <component name='CommissionData' required='N' />
195
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
196
+ <component name='YieldData' required='N' />
197
+ <field name='GrossTradeAmt' required='N' />
198
+ <field name='NumDaysInterest' required='N' />
199
+ <field name='ExDate' required='N' />
200
+ <field name='AccruedInterestRate' required='N' />
201
+ <field name='AccruedInterestAmt' required='N' />
202
+ <field name='TradedFlatSwitch' required='N' />
203
+ <field name='BasisFeatureDate' required='N' />
204
+ <field name='BasisFeaturePrice' required='N' />
205
+ <field name='Concession' required='N' />
206
+ <field name='TotalTakedown' required='N' />
207
+ <field name='NetMoney' required='N' />
208
+ <field name='SettlCurrAmt' required='N' />
209
+ <field name='SettlCurrency' required='N' />
210
+ <field name='SettlCurrFxRate' required='N' />
211
+ <field name='SettlCurrFxRateCalc' required='N' />
212
+ <field name='HandlInst' required='N' />
213
+ <field name='MinQty' required='N' />
214
+ <field name='MaxFloor' required='N' />
215
+ <field name='PositionEffect' required='N' />
216
+ <field name='MaxShow' required='N' />
217
+ <field name='Text' required='N' />
218
+ <field name='EncodedTextLen' required='N' />
219
+ <field name='EncodedText' required='N' />
220
+ <field name='FutSettDate2' required='N' />
221
+ <field name='OrderQty2' required='N' />
222
+ <field name='LastForwardPoints2' required='N' />
223
+ <field name='MultiLegReportingType' required='N' />
224
+ <field name='CancellationRights' required='N' />
225
+ <field name='MoneyLaunderingStatus' required='N' />
226
+ <field name='RegistID' required='N' />
227
+ <field name='Designation' required='N' />
228
+ <field name='TransBkdTime' required='N' />
229
+ <field name='ExecValuationPoint' required='N' />
230
+ <field name='ExecPriceType' required='N' />
231
+ <field name='ExecPriceAdjustment' required='N' />
232
+ <field name='PriorityIndicator' required='N' />
233
+ <field name='PriceImprovement' required='N' />
234
+ <group name='NoContAmts' required='N'>
235
+ <field name='ContAmtType' required='N' />
236
+ <field name='ContAmtValue' required='N' />
237
+ <field name='ContAmtCurr' required='N' />
238
+ </group>
239
+ <group name='NoLegs' required='N'>
240
+ <component name='InstrumentLeg' required='N' />
241
+ <field name='LegPositionEffect' required='N' />
242
+ <field name='LegCoveredOrUncovered' required='N' />
243
+ <component name='NestedParties' required='N' />
244
+ <field name='LegRefID' required='N' />
245
+ <field name='LegPrice' required='N' />
246
+ <field name='LegSettlmntTyp' required='N' />
247
+ <field name='LegFutSettDate' required='N' />
248
+ <field name='LegLastPx' required='N' />
249
+ </group>
250
+ </message>
251
+ <message name='OrderCancelReject' msgcat='app' msgtype='9'>
252
+ <field name='OrderID' required='Y' />
253
+ <field name='SecondaryOrderID' required='N' />
254
+ <field name='SecondaryClOrdID' required='N' />
255
+ <field name='ClOrdID' required='Y' />
256
+ <field name='ClOrdLinkID' required='N' />
257
+ <field name='OrigClOrdID' required='Y' />
258
+ <field name='OrdStatus' required='Y' />
259
+ <field name='WorkingIndicator' required='N' />
260
+ <field name='OrigOrdModTime' required='N' />
261
+ <field name='ListID' required='N' />
262
+ <field name='Account' required='N' />
263
+ <field name='AccountType' required='N' />
264
+ <field name='TradeOriginationDate' required='N' />
265
+ <field name='TransactTime' required='N' />
266
+ <field name='CxlRejResponseTo' required='Y' />
267
+ <field name='CxlRejReason' required='N' />
268
+ <field name='Text' required='N' />
269
+ <field name='EncodedTextLen' required='N' />
270
+ <field name='EncodedText' required='N' />
271
+ </message>
272
+ <message name='Logon' msgcat='admin' msgtype='A'>
273
+ <field name='EncryptMethod' required='Y' />
274
+ <field name='HeartBtInt' required='Y' />
275
+ <field name='RawDataLength' required='N' />
276
+ <field name='RawData' required='N' />
277
+ <field name='ResetSeqNumFlag' required='N' />
278
+ <field name='MaxMessageSize' required='N' />
279
+ <group name='NoMsgTypes' required='N'>
280
+ <field name='RefMsgType' required='N' />
281
+ <field name='MsgDirection' required='N' />
282
+ </group>
283
+ <field name='TestMessageIndicator' required='N' />
284
+ <field name='Username' required='N' />
285
+ <field name='Password' required='N' />
286
+ </message>
287
+ <message name='News' msgcat='app' msgtype='B'>
288
+ <field name='OrigTime' required='N' />
289
+ <field name='Urgency' required='N' />
290
+ <field name='Headline' required='Y' />
291
+ <field name='EncodedHeadlineLen' required='N' />
292
+ <field name='EncodedHeadline' required='N' />
293
+ <group name='NoRoutingIDs' required='N'>
294
+ <field name='RoutingType' required='N' />
295
+ <field name='RoutingID' required='N' />
296
+ </group>
297
+ <group name='NoRelatedSym' required='N'>
298
+ <component name='Instrument' 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
+ <component name='Instrument' required='N' />
322
+ </group>
323
+ <field name='OrderID' required='N' />
324
+ <field name='ClOrdID' required='N' />
325
+ <group name='LinesOfText' required='Y'>
326
+ <field name='Text' required='Y' />
327
+ <field name='EncodedTextLen' required='N' />
328
+ <field name='EncodedText' required='N' />
329
+ </group>
330
+ <field name='RawDataLength' required='N' />
331
+ <field name='RawData' required='N' />
332
+ </message>
333
+ <message name='NewOrderSingle' msgcat='app' msgtype='D'>
334
+ <field name='ClOrdID' required='Y' />
335
+ <field name='SecondaryClOrdID' required='N' />
336
+ <field name='ClOrdLinkID' required='N' />
337
+ <component name='Parties' required='N' />
338
+ <field name='TradeOriginationDate' required='N' />
339
+ <field name='Account' required='N' />
340
+ <field name='AccountType' required='N' />
341
+ <field name='DayBookingInst' required='N' />
342
+ <field name='BookingUnit' required='N' />
343
+ <field name='PreallocMethod' required='N' />
344
+ <group name='NoAllocs' required='N'>
345
+ <field name='AllocAccount' required='N' />
346
+ <field name='IndividualAllocID' required='N' />
347
+ <component name='NestedParties' required='N' />
348
+ <field name='AllocQty' required='N' />
349
+ </group>
350
+ <field name='SettlmntTyp' required='N' />
351
+ <field name='FutSettDate' required='N' />
352
+ <field name='CashMargin' required='N' />
353
+ <field name='ClearingFeeIndicator' required='N' />
354
+ <field name='HandlInst' required='Y' />
355
+ <field name='ExecInst' required='N' />
356
+ <field name='MinQty' required='N' />
357
+ <field name='MaxFloor' required='N' />
358
+ <field name='ExDestination' required='N' />
359
+ <group name='NoTradingSessions' required='N'>
360
+ <field name='TradingSessionID' required='N' />
361
+ <field name='TradingSessionSubID' required='N' />
362
+ </group>
363
+ <field name='ProcessCode' required='N' />
364
+ <component name='Instrument' required='Y' />
365
+ <field name='PrevClosePx' required='N' />
366
+ <field name='Side' required='Y' />
367
+ <field name='LocateReqd' required='N' />
368
+ <field name='TransactTime' required='Y' />
369
+ <component name='Stipulations' required='N' />
370
+ <field name='QuantityType' required='N' />
371
+ <component name='OrderQtyData' required='Y' />
372
+ <field name='OrdType' required='Y' />
373
+ <field name='PriceType' required='N' />
374
+ <field name='Price' required='N' />
375
+ <field name='StopPx' required='N' />
376
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
377
+ <component name='YieldData' required='N' />
378
+ <field name='Currency' required='N' />
379
+ <field name='ComplianceID' required='N' />
380
+ <field name='SolicitedFlag' required='N' />
381
+ <field name='IOIid' required='N' />
382
+ <field name='QuoteID' required='N' />
383
+ <field name='TimeInForce' required='N' />
384
+ <field name='EffectiveTime' required='N' />
385
+ <field name='ExpireDate' required='N' />
386
+ <field name='ExpireTime' required='N' />
387
+ <field name='GTBookingInst' required='N' />
388
+ <component name='CommissionData' required='N' />
389
+ <field name='OrderCapacity' required='N' />
390
+ <field name='OrderRestrictions' required='N' />
391
+ <field name='CustOrderCapacity' required='N' />
392
+ <field name='Rule80A' required='N' />
393
+ <field name='ForexReq' required='N' />
394
+ <field name='SettlCurrency' required='N' />
395
+ <field name='Text' required='N' />
396
+ <field name='EncodedTextLen' required='N' />
397
+ <field name='EncodedText' required='N' />
398
+ <field name='FutSettDate2' required='N' />
399
+ <field name='OrderQty2' required='N' />
400
+ <field name='Price2' required='N' />
401
+ <field name='PositionEffect' required='N' />
402
+ <field name='CoveredOrUncovered' required='N' />
403
+ <field name='MaxShow' required='N' />
404
+ <field name='PegDifference' required='N' />
405
+ <field name='DiscretionInst' required='N' />
406
+ <field name='DiscretionOffset' required='N' />
407
+ <field name='CancellationRights' required='N' />
408
+ <field name='MoneyLaunderingStatus' required='N' />
409
+ <field name='RegistID' required='N' />
410
+ <field name='Designation' required='N' />
411
+ <field name='AccruedInterestRate' required='N' />
412
+ <field name='AccruedInterestAmt' required='N' />
413
+ <field name='NetMoney' required='N' />
414
+ </message>
415
+ <message name='NewOrderList' msgcat='app' msgtype='E'>
416
+ <field name='ListID' required='Y' />
417
+ <field name='BidID' required='N' />
418
+ <field name='ClientBidID' required='N' />
419
+ <field name='ProgRptReqs' required='N' />
420
+ <field name='BidType' required='Y' />
421
+ <field name='ProgPeriodInterval' required='N' />
422
+ <field name='CancellationRights' required='N' />
423
+ <field name='MoneyLaunderingStatus' required='N' />
424
+ <field name='RegistID' required='N' />
425
+ <field name='ListExecInstType' required='N' />
426
+ <field name='ListExecInst' required='N' />
427
+ <field name='EncodedListExecInstLen' required='N' />
428
+ <field name='EncodedListExecInst' required='N' />
429
+ <field name='TotNoOrders' required='Y' />
430
+ <group name='NoOrders' required='Y'>
431
+ <field name='ClOrdID' required='Y' />
432
+ <field name='SecondaryClOrdID' required='N' />
433
+ <field name='ListSeqNo' required='Y' />
434
+ <field name='ClOrdLinkID' required='N' />
435
+ <field name='SettlInstMode' required='N' />
436
+ <component name='Parties' required='N' />
437
+ <field name='TradeOriginationDate' required='N' />
438
+ <field name='Account' required='N' />
439
+ <field name='AccountType' required='N' />
440
+ <field name='DayBookingInst' required='N' />
441
+ <field name='BookingUnit' required='N' />
442
+ <field name='PreallocMethod' required='N' />
443
+ <group name='NoAllocs' required='N'>
444
+ <field name='AllocAccount' required='N' />
445
+ <field name='IndividualAllocID' required='N' />
446
+ <component name='NestedParties' required='N' />
447
+ <field name='AllocQty' required='N' />
448
+ </group>
449
+ <field name='SettlmntTyp' required='N' />
450
+ <field name='FutSettDate' required='N' />
451
+ <field name='CashMargin' required='N' />
452
+ <field name='ClearingFeeIndicator' required='N' />
453
+ <field name='HandlInst' required='N' />
454
+ <field name='ExecInst' required='N' />
455
+ <field name='MinQty' required='N' />
456
+ <field name='MaxFloor' required='N' />
457
+ <field name='ExDestination' required='N' />
458
+ <group name='NoTradingSessions' required='N'>
459
+ <field name='TradingSessionID' required='N' />
460
+ <field name='TradingSessionSubID' required='N' />
461
+ </group>
462
+ <field name='ProcessCode' required='N' />
463
+ <component name='Instrument' required='Y' />
464
+ <field name='PrevClosePx' required='N' />
465
+ <field name='Side' required='Y' />
466
+ <field name='SideValueInd' required='N' />
467
+ <field name='LocateReqd' required='N' />
468
+ <field name='TransactTime' required='N' />
469
+ <component name='Stipulations' required='N' />
470
+ <field name='QuantityType' required='N' />
471
+ <component name='OrderQtyData' required='Y' />
472
+ <field name='OrdType' required='N' />
473
+ <field name='PriceType' required='N' />
474
+ <field name='Price' required='N' />
475
+ <field name='StopPx' required='N' />
476
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
477
+ <component name='YieldData' required='N' />
478
+ <field name='Currency' required='N' />
479
+ <field name='ComplianceID' required='N' />
480
+ <field name='SolicitedFlag' required='N' />
481
+ <field name='IOIid' required='N' />
482
+ <field name='QuoteID' required='N' />
483
+ <field name='TimeInForce' required='N' />
484
+ <field name='EffectiveTime' required='N' />
485
+ <field name='ExpireDate' required='N' />
486
+ <field name='ExpireTime' required='N' />
487
+ <field name='GTBookingInst' required='N' />
488
+ <component name='CommissionData' required='N' />
489
+ <field name='OrderCapacity' required='N' />
490
+ <field name='OrderRestrictions' required='N' />
491
+ <field name='CustOrderCapacity' required='N' />
492
+ <field name='Rule80A' required='N' />
493
+ <field name='ForexReq' required='N' />
494
+ <field name='SettlCurrency' required='N' />
495
+ <field name='Text' required='N' />
496
+ <field name='EncodedTextLen' required='N' />
497
+ <field name='EncodedText' required='N' />
498
+ <field name='FutSettDate2' required='N' />
499
+ <field name='OrderQty2' required='N' />
500
+ <field name='Price2' required='N' />
501
+ <field name='PositionEffect' required='N' />
502
+ <field name='CoveredOrUncovered' required='N' />
503
+ <field name='MaxShow' required='N' />
504
+ <field name='PegDifference' required='N' />
505
+ <field name='DiscretionInst' required='N' />
506
+ <field name='DiscretionOffset' required='N' />
507
+ <field name='Designation' required='N' />
508
+ <field name='AccruedInterestRate' required='N' />
509
+ <field name='AccruedInterestAmt' required='N' />
510
+ <field name='NetMoney' required='N' />
511
+ </group>
512
+ </message>
513
+ <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
514
+ <field name='OrigClOrdID' required='Y' />
515
+ <field name='OrderID' required='N' />
516
+ <field name='ClOrdID' required='Y' />
517
+ <field name='SecondaryClOrdID' required='N' />
518
+ <field name='ClOrdLinkID' required='N' />
519
+ <field name='ListID' required='N' />
520
+ <field name='OrigOrdModTime' required='N' />
521
+ <field name='Account' required='N' />
522
+ <field name='AccountType' required='N' />
523
+ <component name='Parties' required='N' />
524
+ <component name='Instrument' required='Y' />
525
+ <field name='Side' required='Y' />
526
+ <field name='TransactTime' required='Y' />
527
+ <component name='OrderQtyData' required='Y' />
528
+ <field name='ComplianceID' required='N' />
529
+ <field name='Text' required='N' />
530
+ <field name='EncodedTextLen' required='N' />
531
+ <field name='EncodedText' required='N' />
532
+ </message>
533
+ <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
534
+ <field name='OrderID' required='N' />
535
+ <component name='Parties' required='N' />
536
+ <field name='TradeOriginationDate' required='N' />
537
+ <field name='OrigClOrdID' required='Y' />
538
+ <field name='ClOrdID' required='Y' />
539
+ <field name='SecondaryClOrdID' required='N' />
540
+ <field name='ClOrdLinkID' required='N' />
541
+ <field name='ListID' required='N' />
542
+ <field name='OrigOrdModTime' required='N' />
543
+ <field name='Account' required='N' />
544
+ <field name='AccountType' required='N' />
545
+ <field name='DayBookingInst' required='N' />
546
+ <field name='BookingUnit' required='N' />
547
+ <field name='PreallocMethod' required='N' />
548
+ <group name='NoAllocs' required='N'>
549
+ <field name='AllocAccount' required='N' />
550
+ <field name='IndividualAllocID' required='N' />
551
+ <component name='NestedParties' required='N' />
552
+ <field name='AllocQty' required='N' />
553
+ </group>
554
+ <field name='SettlmntTyp' required='N' />
555
+ <field name='FutSettDate' required='N' />
556
+ <field name='CashMargin' required='N' />
557
+ <field name='ClearingFeeIndicator' required='N' />
558
+ <field name='HandlInst' required='Y' />
559
+ <field name='ExecInst' required='N' />
560
+ <field name='MinQty' required='N' />
561
+ <field name='MaxFloor' required='N' />
562
+ <field name='ExDestination' required='N' />
563
+ <group name='NoTradingSessions' required='N'>
564
+ <field name='TradingSessionID' required='N' />
565
+ <field name='TradingSessionSubID' required='N' />
566
+ </group>
567
+ <component name='Instrument' required='Y' />
568
+ <field name='Side' required='Y' />
569
+ <field name='TransactTime' required='Y' />
570
+ <field name='QuantityType' required='N' />
571
+ <component name='OrderQtyData' required='Y' />
572
+ <field name='OrdType' required='Y' />
573
+ <field name='PriceType' required='N' />
574
+ <field name='Price' required='N' />
575
+ <field name='StopPx' required='N' />
576
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
577
+ <component name='YieldData' required='N' />
578
+ <field name='PegDifference' required='N' />
579
+ <field name='DiscretionInst' required='N' />
580
+ <field name='DiscretionOffset' required='N' />
581
+ <field name='ComplianceID' required='N' />
582
+ <field name='SolicitedFlag' required='N' />
583
+ <field name='Currency' required='N' />
584
+ <field name='TimeInForce' required='N' />
585
+ <field name='EffectiveTime' required='N' />
586
+ <field name='ExpireDate' required='N' />
587
+ <field name='ExpireTime' required='N' />
588
+ <field name='GTBookingInst' required='N' />
589
+ <component name='CommissionData' required='N' />
590
+ <field name='OrderCapacity' required='N' />
591
+ <field name='OrderRestrictions' required='N' />
592
+ <field name='CustOrderCapacity' required='N' />
593
+ <field name='Rule80A' required='N' />
594
+ <field name='ForexReq' required='N' />
595
+ <field name='SettlCurrency' required='N' />
596
+ <field name='Text' required='N' />
597
+ <field name='EncodedTextLen' required='N' />
598
+ <field name='EncodedText' required='N' />
599
+ <field name='FutSettDate2' required='N' />
600
+ <field name='OrderQty2' required='N' />
601
+ <field name='Price2' required='N' />
602
+ <field name='PositionEffect' required='N' />
603
+ <field name='CoveredOrUncovered' required='N' />
604
+ <field name='MaxShow' required='N' />
605
+ <field name='LocateReqd' required='N' />
606
+ <field name='CancellationRights' required='N' />
607
+ <field name='MoneyLaunderingStatus' required='N' />
608
+ <field name='RegistID' required='N' />
609
+ <field name='Designation' required='N' />
610
+ <field name='AccruedInterestRate' required='N' />
611
+ <field name='AccruedInterestAmt' required='N' />
612
+ <field name='NetMoney' required='N' />
613
+ </message>
614
+ <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
615
+ <field name='OrderID' required='N' />
616
+ <field name='ClOrdID' required='Y' />
617
+ <field name='SecondaryClOrdID' required='N' />
618
+ <field name='ClOrdLinkID' required='N' />
619
+ <component name='Parties' required='N' />
620
+ <field name='Account' required='N' />
621
+ <component name='Instrument' required='Y' />
622
+ <field name='Side' required='Y' />
623
+ </message>
624
+ <message name='Allocation' msgcat='app' msgtype='J'>
625
+ <field name='AllocID' required='Y' />
626
+ <field name='AllocTransType' required='Y' />
627
+ <field name='AllocType' required='Y' />
628
+ <field name='RefAllocID' required='N' />
629
+ <field name='AllocLinkID' required='N' />
630
+ <field name='AllocLinkType' required='N' />
631
+ <field name='BookingRefID' required='N' />
632
+ <group name='NoOrders' required='N'>
633
+ <field name='ClOrdID' required='N' />
634
+ <field name='OrderID' required='N' />
635
+ <field name='SecondaryOrderID' required='N' />
636
+ <field name='SecondaryClOrdID' required='N' />
637
+ <field name='ListID' required='N' />
638
+ </group>
639
+ <group name='NoExecs' required='N'>
640
+ <field name='LastQty' required='N' />
641
+ <field name='ExecID' required='N' />
642
+ <field name='SecondaryExecID' required='N' />
643
+ <field name='LastPx' required='N' />
644
+ <field name='LastCapacity' required='N' />
645
+ </group>
646
+ <field name='Side' required='Y' />
647
+ <component name='Instrument' required='Y' />
648
+ <field name='Quantity' required='Y' />
649
+ <field name='LastMkt' required='N' />
650
+ <field name='TradeOriginationDate' required='N' />
651
+ <field name='TradingSessionID' required='N' />
652
+ <field name='TradingSessionSubID' required='N' />
653
+ <field name='PriceType' required='N' />
654
+ <field name='AvgPx' required='Y' />
655
+ <field name='Currency' required='N' />
656
+ <field name='AvgPrxPrecision' required='N' />
657
+ <component name='Parties' required='N' />
658
+ <field name='TradeDate' required='Y' />
659
+ <field name='TransactTime' required='N' />
660
+ <field name='SettlmntTyp' required='N' />
661
+ <field name='FutSettDate' required='N' />
662
+ <field name='GrossTradeAmt' required='N' />
663
+ <field name='Concession' required='N' />
664
+ <field name='TotalTakedown' required='N' />
665
+ <field name='NetMoney' required='N' />
666
+ <field name='PositionEffect' required='N' />
667
+ <field name='Text' required='N' />
668
+ <field name='EncodedTextLen' required='N' />
669
+ <field name='EncodedText' required='N' />
670
+ <field name='NumDaysInterest' required='N' />
671
+ <field name='AccruedInterestRate' required='N' />
672
+ <field name='TotalAccruedInterestAmt' required='N' />
673
+ <field name='LegalConfirm' required='N' />
674
+ <group name='NoAllocs' required='N'>
675
+ <field name='AllocAccount' required='N' />
676
+ <field name='AllocPrice' required='N' />
677
+ <field name='AllocQty' required='N' />
678
+ <field name='IndividualAllocID' required='N' />
679
+ <field name='ProcessCode' required='N' />
680
+ <component name='NestedParties' required='N' />
681
+ <field name='NotifyBrokerOfCredit' required='N' />
682
+ <field name='AllocHandlInst' required='N' />
683
+ <field name='AllocText' required='N' />
684
+ <field name='EncodedAllocTextLen' required='N' />
685
+ <field name='EncodedAllocText' required='N' />
686
+ <component name='CommissionData' required='N' />
687
+ <field name='AllocAvgPx' required='N' />
688
+ <field name='AllocNetMoney' required='N' />
689
+ <field name='SettlCurrAmt' required='N' />
690
+ <field name='SettlCurrency' required='N' />
691
+ <field name='SettlCurrFxRate' required='N' />
692
+ <field name='SettlCurrFxRateCalc' required='N' />
693
+ <field name='AccruedInterestAmt' required='N' />
694
+ <field name='SettlInstMode' required='N' />
695
+ <group name='NoMiscFees' required='N'>
696
+ <field name='MiscFeeAmt' required='N' />
697
+ <field name='MiscFeeCurr' required='N' />
698
+ <field name='MiscFeeType' required='N' />
699
+ </group>
700
+ </group>
701
+ </message>
702
+ <message name='ListCancelRequest' msgcat='app' msgtype='K'>
703
+ <field name='ListID' required='Y' />
704
+ <field name='TransactTime' required='Y' />
705
+ <field name='TradeOriginationDate' required='N' />
706
+ <field name='Text' required='N' />
707
+ <field name='EncodedTextLen' required='N' />
708
+ <field name='EncodedText' required='N' />
709
+ </message>
710
+ <message name='ListExecute' msgcat='app' msgtype='L'>
711
+ <field name='ListID' required='Y' />
712
+ <field name='ClientBidID' required='N' />
713
+ <field name='BidID' required='N' />
714
+ <field name='TransactTime' required='Y' />
715
+ <field name='Text' required='N' />
716
+ <field name='EncodedTextLen' required='N' />
717
+ <field name='EncodedText' required='N' />
718
+ </message>
719
+ <message name='ListStatusRequest' msgcat='app' msgtype='M'>
720
+ <field name='ListID' required='Y' />
721
+ <field name='Text' required='N' />
722
+ <field name='EncodedTextLen' required='N' />
723
+ <field name='EncodedText' required='N' />
724
+ </message>
725
+ <message name='ListStatus' msgcat='app' msgtype='N'>
726
+ <field name='ListID' required='Y' />
727
+ <field name='ListStatusType' required='Y' />
728
+ <field name='NoRpts' required='Y' />
729
+ <field name='ListOrderStatus' required='Y' />
730
+ <field name='RptSeq' required='Y' />
731
+ <field name='ListStatusText' required='N' />
732
+ <field name='EncodedListStatusTextLen' required='N' />
733
+ <field name='EncodedListStatusText' required='N' />
734
+ <field name='TransactTime' required='N' />
735
+ <field name='TotNoOrders' required='Y' />
736
+ <group name='NoOrders' required='Y'>
737
+ <field name='ClOrdID' required='Y' />
738
+ <field name='SecondaryClOrdID' required='N' />
739
+ <field name='CumQty' required='Y' />
740
+ <field name='OrdStatus' required='Y' />
741
+ <field name='WorkingIndicator' required='N' />
742
+ <field name='LeavesQty' required='Y' />
743
+ <field name='CxlQty' required='Y' />
744
+ <field name='AvgPx' required='Y' />
745
+ <field name='OrdRejReason' required='N' />
746
+ <field name='Text' required='N' />
747
+ <field name='EncodedTextLen' required='N' />
748
+ <field name='EncodedText' required='N' />
749
+ </group>
750
+ </message>
751
+ <message name='AllocationAck' msgcat='app' msgtype='P'>
752
+ <component name='Parties' required='N' />
753
+ <field name='AllocID' required='Y' />
754
+ <field name='TradeDate' required='Y' />
755
+ <field name='TransactTime' required='N' />
756
+ <field name='AllocStatus' required='Y' />
757
+ <field name='AllocRejCode' required='N' />
758
+ <field name='Text' required='N' />
759
+ <field name='EncodedTextLen' required='N' />
760
+ <field name='EncodedText' required='N' />
761
+ <field name='LegalConfirm' required='N' />
762
+ </message>
763
+ <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
764
+ <field name='OrderID' required='Y' />
765
+ <field name='ExecID' required='Y' />
766
+ <field name='DKReason' required='Y' />
767
+ <component name='Instrument' required='Y' />
768
+ <field name='Side' required='Y' />
769
+ <component name='OrderQtyData' required='Y' />
770
+ <field name='LastQty' required='N' />
771
+ <field name='LastPx' required='N' />
772
+ <field name='Text' required='N' />
773
+ <field name='EncodedTextLen' required='N' />
774
+ <field name='EncodedText' required='N' />
775
+ </message>
776
+ <message name='QuoteRequest' msgcat='app' msgtype='R'>
777
+ <field name='QuoteReqID' required='Y' />
778
+ <field name='RFQReqID' required='N' />
779
+ <group name='NoRelatedSym' required='Y'>
780
+ <component name='Instrument' required='Y' />
781
+ <field name='PrevClosePx' required='N' />
782
+ <field name='QuoteRequestType' required='N' />
783
+ <field name='QuoteType' required='N' />
784
+ <field name='TradingSessionID' required='N' />
785
+ <field name='TradingSessionSubID' required='N' />
786
+ <field name='TradeOriginationDate' required='N' />
787
+ <component name='Stipulations' required='N' />
788
+ <field name='Side' required='N' />
789
+ <field name='QuantityType' required='N' />
790
+ <field name='OrderQty' required='N' />
791
+ <field name='CashOrderQty' required='N' />
792
+ <field name='SettlmntTyp' required='N' />
793
+ <field name='FutSettDate' required='N' />
794
+ <field name='OrdType' required='N' />
795
+ <field name='FutSettDate2' required='N' />
796
+ <field name='OrderQty2' required='N' />
797
+ <field name='ExpireTime' required='N' />
798
+ <field name='TransactTime' required='N' />
799
+ <field name='Currency' required='N' />
800
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
801
+ <field name='PriceType' required='N' />
802
+ <field name='Price' required='N' />
803
+ <field name='Price2' required='N' />
804
+ <component name='YieldData' required='N' />
805
+ </group>
806
+ <field name='Text' required='N' />
807
+ <field name='EncodedTextLen' required='N' />
808
+ <field name='EncodedText' required='N' />
809
+ </message>
810
+ <message name='Quote' msgcat='app' msgtype='S'>
811
+ <field name='QuoteReqID' required='N' />
812
+ <field name='QuoteID' required='Y' />
813
+ <field name='QuoteType' required='N' />
814
+ <field name='QuoteResponseLevel' required='N' />
815
+ <component name='Parties' required='N' />
816
+ <field name='Account' required='N' />
817
+ <field name='AccountType' required='N' />
818
+ <field name='TradingSessionID' required='N' />
819
+ <field name='TradingSessionSubID' required='N' />
820
+ <component name='Instrument' required='Y' />
821
+ <field name='BidPx' required='N' />
822
+ <field name='OfferPx' required='N' />
823
+ <field name='MktBidPx' required='N' />
824
+ <field name='MktOfferPx' required='N' />
825
+ <field name='MinBidSize' required='N' />
826
+ <field name='BidSize' required='N' />
827
+ <field name='MinOfferSize' required='N' />
828
+ <field name='OfferSize' required='N' />
829
+ <field name='ValidUntilTime' required='N' />
830
+ <field name='BidSpotRate' required='N' />
831
+ <field name='OfferSpotRate' required='N' />
832
+ <field name='BidForwardPoints' required='N' />
833
+ <field name='OfferForwardPoints' required='N' />
834
+ <field name='MidPx' required='N' />
835
+ <field name='BidYield' required='N' />
836
+ <field name='MidYield' required='N' />
837
+ <field name='OfferYield' required='N' />
838
+ <field name='TransactTime' required='N' />
839
+ <field name='SettlmntTyp' required='N' />
840
+ <field name='FutSettDate' required='N' />
841
+ <field name='OrdType' required='N' />
842
+ <field name='FutSettDate2' required='N' />
843
+ <field name='OrderQty2' required='N' />
844
+ <field name='BidForwardPoints2' required='N' />
845
+ <field name='OfferForwardPoints2' required='N' />
846
+ <field name='Currency' required='N' />
847
+ <field name='SettlCurrBidFxRate' required='N' />
848
+ <field name='SettlCurrOfferFxRate' required='N' />
849
+ <field name='SettlCurrFxRateCalc' required='N' />
850
+ <field name='Commission' required='N' />
851
+ <field name='CommType' required='N' />
852
+ <field name='CustOrderCapacity' required='N' />
853
+ <field name='ExDestination' required='N' />
854
+ <field name='Text' required='N' />
855
+ <field name='EncodedTextLen' required='N' />
856
+ <field name='EncodedText' required='N' />
857
+ </message>
858
+ <message name='SettlementInstructions' msgcat='app' msgtype='T'>
859
+ <field name='SettlInstID' required='Y' />
860
+ <field name='SettlInstTransType' required='Y' />
861
+ <field name='SettlInstRefID' required='Y' />
862
+ <field name='SettlInstMode' required='Y' />
863
+ <field name='SettlInstSource' required='Y' />
864
+ <field name='AllocAccount' required='Y' />
865
+ <field name='IndividualAllocID' required='N' />
866
+ <field name='ClOrdID' required='N' />
867
+ <field name='TradeDate' required='N' />
868
+ <field name='AllocID' required='N' />
869
+ <field name='LastMkt' required='N' />
870
+ <field name='TradingSessionID' required='N' />
871
+ <field name='TradingSessionSubID' required='N' />
872
+ <field name='Side' required='N' />
873
+ <field name='SecurityType' required='N' />
874
+ <field name='EffectiveTime' required='N' />
875
+ <field name='TransactTime' required='Y' />
876
+ <component name='Parties' required='N' />
877
+ <field name='StandInstDbType' required='N' />
878
+ <field name='StandInstDbName' required='N' />
879
+ <field name='StandInstDbID' required='N' />
880
+ <field name='SettlDeliveryType' required='N' />
881
+ <field name='SettlDepositoryCode' required='N' />
882
+ <field name='SettlBrkrCode' required='N' />
883
+ <field name='SettlInstCode' required='N' />
884
+ <field name='SecuritySettlAgentName' required='N' />
885
+ <field name='SecuritySettlAgentCode' required='N' />
886
+ <field name='SecuritySettlAgentAcctNum' required='N' />
887
+ <field name='SecuritySettlAgentAcctName' required='N' />
888
+ <field name='SecuritySettlAgentContactName' required='N' />
889
+ <field name='SecuritySettlAgentContactPhone' required='N' />
890
+ <field name='CashSettlAgentName' required='N' />
891
+ <field name='CashSettlAgentCode' required='N' />
892
+ <field name='CashSettlAgentAcctNum' required='N' />
893
+ <field name='CashSettlAgentAcctName' required='N' />
894
+ <field name='CashSettlAgentContactName' required='N' />
895
+ <field name='CashSettlAgentContactPhone' required='N' />
896
+ <field name='PaymentMethod' required='N' />
897
+ <field name='PaymentRef' required='N' />
898
+ <field name='CardHolderName' required='N' />
899
+ <field name='CardNumber' required='N' />
900
+ <field name='CardStartDate' required='N' />
901
+ <field name='CardExpDate' required='N' />
902
+ <field name='CardIssNo' required='N' />
903
+ <field name='PaymentDate' required='N' />
904
+ <field name='PaymentRemitterID' required='N' />
905
+ </message>
906
+ <message name='MarketDataRequest' msgcat='app' msgtype='V'>
907
+ <field name='MDReqID' required='Y' />
908
+ <field name='SubscriptionRequestType' required='Y' />
909
+ <field name='MarketDepth' required='Y' />
910
+ <field name='MDUpdateType' required='N' />
911
+ <field name='AggregatedBook' required='N' />
912
+ <field name='OpenCloseSettleFlag' required='N' />
913
+ <field name='Scope' required='N' />
914
+ <field name='MDImplicitDelete' required='N' />
915
+ <group name='NoMDEntryTypes' required='Y'>
916
+ <field name='MDEntryType' required='Y' />
917
+ </group>
918
+ <group name='NoRelatedSym' required='Y'>
919
+ <component name='Instrument' required='Y' />
920
+ </group>
921
+ <group name='NoTradingSessions' required='N'>
922
+ <field name='TradingSessionID' required='N' />
923
+ <field name='TradingSessionSubID' required='N' />
924
+ </group>
925
+ </message>
926
+ <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
927
+ <field name='MDReqID' required='N' />
928
+ <component name='Instrument' required='Y' />
929
+ <field name='FinancialStatus' required='N' />
930
+ <field name='CorporateAction' required='N' />
931
+ <field name='TotalVolumeTraded' required='N' />
932
+ <field name='TotalVolumeTradedDate' required='N' />
933
+ <field name='TotalVolumeTradedTime' required='N' />
934
+ <field name='NetChgPrevDay' required='N' />
935
+ <group name='NoMDEntries' required='Y'>
936
+ <field name='MDEntryType' required='Y' />
937
+ <field name='MDEntryPx' required='N' />
938
+ <field name='Currency' required='N' />
939
+ <field name='MDEntrySize' required='N' />
940
+ <field name='MDEntryDate' required='N' />
941
+ <field name='MDEntryTime' required='N' />
942
+ <field name='TickDirection' required='N' />
943
+ <field name='MDMkt' required='N' />
944
+ <field name='TradingSessionID' required='N' />
945
+ <field name='TradingSessionSubID' required='N' />
946
+ <field name='QuoteCondition' required='N' />
947
+ <field name='TradeCondition' required='N' />
948
+ <field name='MDEntryOriginator' required='N' />
949
+ <field name='LocationID' required='N' />
950
+ <field name='DeskID' required='N' />
951
+ <field name='OpenCloseSettleFlag' required='N' />
952
+ <field name='TimeInForce' required='N' />
953
+ <field name='ExpireDate' required='N' />
954
+ <field name='ExpireTime' required='N' />
955
+ <field name='MinQty' required='N' />
956
+ <field name='ExecInst' required='N' />
957
+ <field name='SellerDays' required='N' />
958
+ <field name='OrderID' required='N' />
959
+ <field name='QuoteEntryID' required='N' />
960
+ <field name='MDEntryBuyer' required='N' />
961
+ <field name='MDEntrySeller' required='N' />
962
+ <field name='NumberOfOrders' required='N' />
963
+ <field name='MDEntryPositionNo' required='N' />
964
+ <field name='Scope' required='N' />
965
+ <field name='Text' required='N' />
966
+ <field name='EncodedTextLen' required='N' />
967
+ <field name='EncodedText' required='N' />
968
+ </group>
969
+ </message>
970
+ <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
971
+ <field name='MDReqID' required='N' />
972
+ <group name='NoMDEntries' required='Y'>
973
+ <field name='MDUpdateAction' required='Y' />
974
+ <field name='DeleteReason' required='N' />
975
+ <field name='MDEntryType' required='N' />
976
+ <field name='MDEntryID' required='N' />
977
+ <field name='MDEntryRefID' required='N' />
978
+ <component name='Instrument' required='N' />
979
+ <field name='FinancialStatus' required='N' />
980
+ <field name='CorporateAction' required='N' />
981
+ <field name='MDEntryPx' required='N' />
982
+ <field name='Currency' required='N' />
983
+ <field name='MDEntrySize' required='N' />
984
+ <field name='MDEntryDate' required='N' />
985
+ <field name='MDEntryTime' required='N' />
986
+ <field name='TickDirection' required='N' />
987
+ <field name='MDMkt' required='N' />
988
+ <field name='TradingSessionID' required='N' />
989
+ <field name='TradingSessionSubID' required='N' />
990
+ <field name='QuoteCondition' required='N' />
991
+ <field name='TradeCondition' required='N' />
992
+ <field name='MDEntryOriginator' required='N' />
993
+ <field name='LocationID' required='N' />
994
+ <field name='DeskID' required='N' />
995
+ <field name='OpenCloseSettleFlag' required='N' />
996
+ <field name='TimeInForce' required='N' />
997
+ <field name='ExpireDate' required='N' />
998
+ <field name='ExpireTime' required='N' />
999
+ <field name='MinQty' required='N' />
1000
+ <field name='ExecInst' required='N' />
1001
+ <field name='SellerDays' required='N' />
1002
+ <field name='OrderID' required='N' />
1003
+ <field name='QuoteEntryID' required='N' />
1004
+ <field name='MDEntryBuyer' required='N' />
1005
+ <field name='MDEntrySeller' required='N' />
1006
+ <field name='NumberOfOrders' required='N' />
1007
+ <field name='MDEntryPositionNo' required='N' />
1008
+ <field name='Scope' required='N' />
1009
+ <field name='TotalVolumeTraded' required='N' />
1010
+ <field name='TotalVolumeTradedDate' required='N' />
1011
+ <field name='TotalVolumeTradedTime' required='N' />
1012
+ <field name='NetChgPrevDay' required='N' />
1013
+ <field name='Text' required='N' />
1014
+ <field name='EncodedTextLen' required='N' />
1015
+ <field name='EncodedText' required='N' />
1016
+ </group>
1017
+ </message>
1018
+ <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
1019
+ <field name='MDReqID' required='Y' />
1020
+ <field name='MDReqRejReason' required='N' />
1021
+ <field name='Text' required='N' />
1022
+ <field name='EncodedTextLen' required='N' />
1023
+ <field name='EncodedText' required='N' />
1024
+ </message>
1025
+ <message name='QuoteCancel' msgcat='app' msgtype='Z'>
1026
+ <field name='QuoteReqID' required='N' />
1027
+ <field name='QuoteID' required='Y' />
1028
+ <field name='QuoteCancelType' required='Y' />
1029
+ <field name='QuoteResponseLevel' required='N' />
1030
+ <component name='Parties' required='N' />
1031
+ <field name='Account' required='N' />
1032
+ <field name='AccountType' required='N' />
1033
+ <field name='TradingSessionID' required='N' />
1034
+ <field name='TradingSessionSubID' required='N' />
1035
+ <group name='NoQuoteEntries' required='N'>
1036
+ <component name='Instrument' required='N' />
1037
+ </group>
1038
+ </message>
1039
+ <message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
1040
+ <field name='QuoteStatusReqID' required='N' />
1041
+ <field name='QuoteID' required='N' />
1042
+ <component name='Instrument' required='Y' />
1043
+ <component name='Parties' required='N' />
1044
+ <field name='Account' required='N' />
1045
+ <field name='AccountType' required='N' />
1046
+ <field name='TradingSessionID' required='N' />
1047
+ <field name='TradingSessionSubID' required='N' />
1048
+ <field name='SubscriptionRequestType' required='N' />
1049
+ </message>
1050
+ <message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
1051
+ <field name='QuoteReqID' required='N' />
1052
+ <field name='QuoteID' required='N' />
1053
+ <field name='QuoteStatus' required='Y' />
1054
+ <field name='QuoteRejectReason' required='N' />
1055
+ <field name='QuoteResponseLevel' required='N' />
1056
+ <field name='QuoteType' required='N' />
1057
+ <component name='Parties' required='N' />
1058
+ <field name='Account' required='N' />
1059
+ <field name='AccountType' required='N' />
1060
+ <field name='Text' required='N' />
1061
+ <group name='NoQuoteSets' required='N'>
1062
+ <field name='QuoteSetID' required='N' />
1063
+ <component name='UnderlyingInstrument' required='N' />
1064
+ <field name='TotQuoteEntries' required='N' />
1065
+ <group name='NoQuoteEntries' required='N'>
1066
+ <field name='QuoteEntryID' required='N' />
1067
+ <component name='Instrument' required='N' />
1068
+ <field name='BidPx' required='N' />
1069
+ <field name='OfferPx' required='N' />
1070
+ <field name='BidSize' required='N' />
1071
+ <field name='OfferSize' required='N' />
1072
+ <field name='ValidUntilTime' required='N' />
1073
+ <field name='BidSpotRate' required='N' />
1074
+ <field name='OfferSpotRate' required='N' />
1075
+ <field name='BidForwardPoints' required='N' />
1076
+ <field name='OfferForwardPoints' required='N' />
1077
+ <field name='MidPx' required='N' />
1078
+ <field name='BidYield' required='N' />
1079
+ <field name='MidYield' required='N' />
1080
+ <field name='OfferYield' required='N' />
1081
+ <field name='TransactTime' required='N' />
1082
+ <field name='TradingSessionID' required='N' />
1083
+ <field name='TradingSessionSubID' required='N' />
1084
+ <field name='FutSettDate' required='N' />
1085
+ <field name='OrdType' required='N' />
1086
+ <field name='FutSettDate2' required='N' />
1087
+ <field name='OrderQty2' required='N' />
1088
+ <field name='BidForwardPoints2' required='N' />
1089
+ <field name='OfferForwardPoints2' required='N' />
1090
+ <field name='Currency' required='N' />
1091
+ <field name='QuoteEntryRejectReason' required='N' />
1092
+ </group>
1093
+ </group>
1094
+ </message>
1095
+ <message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
1096
+ <field name='SecurityReqID' required='Y' />
1097
+ <field name='SecurityRequestType' required='Y' />
1098
+ <component name='Instrument' required='N' />
1099
+ <field name='Currency' required='N' />
1100
+ <field name='Text' required='N' />
1101
+ <field name='EncodedTextLen' required='N' />
1102
+ <field name='EncodedText' required='N' />
1103
+ <field name='TradingSessionID' required='N' />
1104
+ <field name='TradingSessionSubID' required='N' />
1105
+ <group name='NoLegs' required='N'>
1106
+ <component name='InstrumentLeg' required='N' />
1107
+ <field name='LegCurrency' required='N' />
1108
+ </group>
1109
+ <field name='SubscriptionRequestType' required='N' />
1110
+ </message>
1111
+ <message name='SecurityDefinition' msgcat='app' msgtype='d'>
1112
+ <field name='SecurityReqID' required='Y' />
1113
+ <field name='SecurityResponseID' required='Y' />
1114
+ <field name='SecurityResponseType' required='Y' />
1115
+ <component name='Instrument' required='N' />
1116
+ <field name='Currency' required='N' />
1117
+ <field name='TradingSessionID' required='N' />
1118
+ <field name='TradingSessionSubID' required='N' />
1119
+ <field name='Text' required='N' />
1120
+ <field name='EncodedTextLen' required='N' />
1121
+ <field name='EncodedText' required='N' />
1122
+ <group name='NoLegs' required='N'>
1123
+ <component name='InstrumentLeg' required='N' />
1124
+ <field name='LegCurrency' required='N' />
1125
+ </group>
1126
+ <field name='RoundLot' required='N' />
1127
+ <field name='MinTradeVol' required='N' />
1128
+ </message>
1129
+ <message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
1130
+ <field name='SecurityStatusReqID' required='Y' />
1131
+ <component name='Instrument' required='Y' />
1132
+ <field name='Currency' required='N' />
1133
+ <field name='SubscriptionRequestType' required='Y' />
1134
+ <field name='TradingSessionID' required='N' />
1135
+ <field name='TradingSessionSubID' required='N' />
1136
+ </message>
1137
+ <message name='SecurityStatus' msgcat='app' msgtype='f'>
1138
+ <field name='SecurityStatusReqID' required='N' />
1139
+ <component name='Instrument' required='Y' />
1140
+ <field name='Currency' required='N' />
1141
+ <field name='TradingSessionID' required='N' />
1142
+ <field name='TradingSessionSubID' required='N' />
1143
+ <field name='UnsolicitedIndicator' required='N' />
1144
+ <field name='SecurityTradingStatus' required='N' />
1145
+ <field name='FinancialStatus' required='N' />
1146
+ <field name='CorporateAction' required='N' />
1147
+ <field name='HaltReasonChar' required='N' />
1148
+ <field name='InViewOfCommon' required='N' />
1149
+ <field name='DueToRelated' required='N' />
1150
+ <field name='BuyVolume' required='N' />
1151
+ <field name='SellVolume' required='N' />
1152
+ <field name='HighPx' required='N' />
1153
+ <field name='LowPx' required='N' />
1154
+ <field name='LastPx' required='N' />
1155
+ <field name='TransactTime' required='N' />
1156
+ <field name='Adjustment' required='N' />
1157
+ <field name='Text' required='N' />
1158
+ <field name='EncodedTextLen' required='N' />
1159
+ <field name='EncodedText' required='N' />
1160
+ </message>
1161
+ <message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
1162
+ <field name='TradSesReqID' required='Y' />
1163
+ <field name='TradingSessionID' required='N' />
1164
+ <field name='TradingSessionSubID' required='N' />
1165
+ <field name='TradSesMethod' required='N' />
1166
+ <field name='TradSesMode' required='N' />
1167
+ <field name='SubscriptionRequestType' required='Y' />
1168
+ </message>
1169
+ <message name='TradingSessionStatus' msgcat='app' msgtype='h'>
1170
+ <field name='TradSesReqID' required='N' />
1171
+ <field name='TradingSessionID' required='Y' />
1172
+ <field name='TradingSessionSubID' required='N' />
1173
+ <field name='TradSesMethod' required='N' />
1174
+ <field name='TradSesMode' required='N' />
1175
+ <field name='UnsolicitedIndicator' required='N' />
1176
+ <field name='TradSesStatus' required='Y' />
1177
+ <field name='TradSesStatusRejReason' required='N' />
1178
+ <field name='TradSesStartTime' required='N' />
1179
+ <field name='TradSesOpenTime' required='N' />
1180
+ <field name='TradSesPreCloseTime' required='N' />
1181
+ <field name='TradSesCloseTime' required='N' />
1182
+ <field name='TradSesEndTime' required='N' />
1183
+ <field name='TotalVolumeTraded' required='N' />
1184
+ <field name='Text' required='N' />
1185
+ <field name='EncodedTextLen' required='N' />
1186
+ <field name='EncodedText' required='N' />
1187
+ </message>
1188
+ <message name='MassQuote' msgcat='app' msgtype='i'>
1189
+ <field name='QuoteReqID' required='N' />
1190
+ <field name='QuoteID' required='Y' />
1191
+ <field name='QuoteType' required='N' />
1192
+ <field name='QuoteResponseLevel' required='N' />
1193
+ <component name='Parties' required='N' />
1194
+ <field name='Account' required='N' />
1195
+ <field name='AccountType' required='N' />
1196
+ <field name='DefBidSize' required='N' />
1197
+ <field name='DefOfferSize' required='N' />
1198
+ <group name='NoQuoteSets' required='Y'>
1199
+ <field name='QuoteSetID' required='Y' />
1200
+ <component name='UnderlyingInstrument' required='N' />
1201
+ <field name='QuoteSetValidUntilTime' required='N' />
1202
+ <field name='TotQuoteEntries' required='Y' />
1203
+ <group name='NoQuoteEntries' required='Y'>
1204
+ <field name='QuoteEntryID' required='Y' />
1205
+ <component name='Instrument' required='N' />
1206
+ <field name='BidPx' required='N' />
1207
+ <field name='OfferPx' required='N' />
1208
+ <field name='BidSize' required='N' />
1209
+ <field name='OfferSize' required='N' />
1210
+ <field name='ValidUntilTime' required='N' />
1211
+ <field name='BidSpotRate' required='N' />
1212
+ <field name='OfferSpotRate' required='N' />
1213
+ <field name='BidForwardPoints' required='N' />
1214
+ <field name='OfferForwardPoints' required='N' />
1215
+ <field name='MidPx' required='N' />
1216
+ <field name='BidYield' required='N' />
1217
+ <field name='MidYield' required='N' />
1218
+ <field name='OfferYield' required='N' />
1219
+ <field name='TransactTime' required='N' />
1220
+ <field name='TradingSessionID' required='N' />
1221
+ <field name='TradingSessionSubID' required='N' />
1222
+ <field name='FutSettDate' required='N' />
1223
+ <field name='OrdType' required='N' />
1224
+ <field name='FutSettDate2' required='N' />
1225
+ <field name='OrderQty2' required='N' />
1226
+ <field name='BidForwardPoints2' required='N' />
1227
+ <field name='OfferForwardPoints2' required='N' />
1228
+ <field name='Currency' required='N' />
1229
+ </group>
1230
+ </group>
1231
+ </message>
1232
+ <message name='BusinessMessageReject' msgcat='app' msgtype='j'>
1233
+ <field name='RefSeqNum' required='N' />
1234
+ <field name='RefMsgType' required='Y' />
1235
+ <field name='BusinessRejectRefID' required='N' />
1236
+ <field name='BusinessRejectReason' required='Y' />
1237
+ <field name='Text' required='N' />
1238
+ <field name='EncodedTextLen' required='N' />
1239
+ <field name='EncodedText' required='N' />
1240
+ </message>
1241
+ <message name='BidRequest' msgcat='app' msgtype='k'>
1242
+ <field name='BidID' required='N' />
1243
+ <field name='ClientBidID' required='Y' />
1244
+ <field name='BidRequestTransType' required='Y' />
1245
+ <field name='ListName' required='N' />
1246
+ <field name='TotalNumSecurities' required='Y' />
1247
+ <field name='BidType' required='Y' />
1248
+ <field name='NumTickets' required='N' />
1249
+ <field name='Currency' required='N' />
1250
+ <field name='SideValue1' required='N' />
1251
+ <field name='SideValue2' required='N' />
1252
+ <group name='NoBidDescriptors' required='N'>
1253
+ <field name='BidDescriptorType' required='N' />
1254
+ <field name='BidDescriptor' required='N' />
1255
+ <field name='SideValueInd' required='N' />
1256
+ <field name='LiquidityValue' required='N' />
1257
+ <field name='LiquidityNumSecurities' required='N' />
1258
+ <field name='LiquidityPctLow' required='N' />
1259
+ <field name='LiquidityPctHigh' required='N' />
1260
+ <field name='EFPTrackingError' required='N' />
1261
+ <field name='FairValue' required='N' />
1262
+ <field name='OutsideIndexPct' required='N' />
1263
+ <field name='ValueOfFutures' required='N' />
1264
+ </group>
1265
+ <group name='NoBidComponents' required='N'>
1266
+ <field name='ListID' required='N' />
1267
+ <field name='Side' required='N' />
1268
+ <field name='TradingSessionID' required='N' />
1269
+ <field name='TradingSessionSubID' required='N' />
1270
+ <field name='NetGrossInd' required='N' />
1271
+ <field name='SettlmntTyp' required='N' />
1272
+ <field name='FutSettDate' required='N' />
1273
+ <field name='Account' required='N' />
1274
+ </group>
1275
+ <field name='LiquidityIndType' required='N' />
1276
+ <field name='WtAverageLiquidity' required='N' />
1277
+ <field name='ExchangeForPhysical' required='N' />
1278
+ <field name='OutMainCntryUIndex' required='N' />
1279
+ <field name='CrossPercent' required='N' />
1280
+ <field name='ProgRptReqs' required='N' />
1281
+ <field name='ProgPeriodInterval' required='N' />
1282
+ <field name='IncTaxInd' required='N' />
1283
+ <field name='ForexReq' required='N' />
1284
+ <field name='NumBidders' required='N' />
1285
+ <field name='TradeDate' required='N' />
1286
+ <field name='TradeType' required='Y' />
1287
+ <field name='BasisPxType' required='Y' />
1288
+ <field name='StrikeTime' required='N' />
1289
+ <field name='Text' required='N' />
1290
+ <field name='EncodedTextLen' required='N' />
1291
+ <field name='EncodedText' required='N' />
1292
+ </message>
1293
+ <message name='BidResponse' msgcat='app' msgtype='l'>
1294
+ <field name='BidID' required='N' />
1295
+ <field name='ClientBidID' required='N' />
1296
+ <group name='NoBidComponents' required='Y'>
1297
+ <component name='CommissionData' required='Y' />
1298
+ <field name='ListID' required='N' />
1299
+ <field name='Country' required='N' />
1300
+ <field name='Side' required='N' />
1301
+ <field name='Price' required='N' />
1302
+ <field name='PriceType' required='N' />
1303
+ <field name='FairValue' required='N' />
1304
+ <field name='NetGrossInd' required='N' />
1305
+ <field name='SettlmntTyp' required='N' />
1306
+ <field name='FutSettDate' required='N' />
1307
+ <field name='TradingSessionID' required='N' />
1308
+ <field name='TradingSessionSubID' required='N' />
1309
+ <field name='Text' required='N' />
1310
+ <field name='EncodedTextLen' required='N' />
1311
+ <field name='EncodedText' required='N' />
1312
+ </group>
1313
+ </message>
1314
+ <message name='ListStrikePrice' msgcat='app' msgtype='m'>
1315
+ <field name='ListID' required='Y' />
1316
+ <field name='TotNoStrikes' required='Y' />
1317
+ <group name='NoStrikes' required='Y'>
1318
+ <component name='Instrument' required='Y' />
1319
+ <field name='PrevClosePx' required='N' />
1320
+ <field name='ClOrdID' required='N' />
1321
+ <field name='SecondaryClOrdID' required='N' />
1322
+ <field name='Side' required='N' />
1323
+ <field name='Price' required='Y' />
1324
+ <field name='Currency' required='N' />
1325
+ <field name='Text' required='N' />
1326
+ <field name='EncodedTextLen' required='N' />
1327
+ <field name='EncodedText' required='N' />
1328
+ </group>
1329
+ </message>
1330
+ <message name='XMLnonFIX' msgcat='admin' msgtype='n' />
1331
+ <message name='RegistrationInstructions' msgcat='app' msgtype='o'>
1332
+ <field name='RegistID' required='Y' />
1333
+ <field name='RegistTransType' required='Y' />
1334
+ <field name='RegistRefID' required='Y' />
1335
+ <field name='ClOrdID' required='N' />
1336
+ <component name='Parties' required='N' />
1337
+ <field name='Account' required='N' />
1338
+ <field name='RegistAcctType' required='N' />
1339
+ <field name='TaxAdvantageType' required='N' />
1340
+ <field name='OwnershipType' required='N' />
1341
+ <group name='NoRegistDtls' required='N'>
1342
+ <field name='RegistDetls' required='N' />
1343
+ <field name='RegistEmail' required='N' />
1344
+ <field name='MailingDtls' required='N' />
1345
+ <field name='MailingInst' required='N' />
1346
+ <component name='NestedParties' required='N' />
1347
+ <field name='OwnerType' required='N' />
1348
+ <field name='DateOfBirth' required='N' />
1349
+ <field name='InvestorCountryOfResidence' required='N' />
1350
+ </group>
1351
+ <group name='NoDistribInsts' required='N'>
1352
+ <field name='DistribPaymentMethod' required='N' />
1353
+ <field name='DistribPercentage' required='N' />
1354
+ <field name='CashDistribCurr' required='N' />
1355
+ <field name='CashDistribAgentName' required='N' />
1356
+ <field name='CashDistribAgentCode' required='N' />
1357
+ <field name='CashDistribAgentAcctNumber' required='N' />
1358
+ <field name='CashDistribPayRef' required='N' />
1359
+ </group>
1360
+ </message>
1361
+ <message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
1362
+ <field name='RegistID' required='Y' />
1363
+ <field name='RegistTransType' required='Y' />
1364
+ <field name='RegistRefID' required='Y' />
1365
+ <field name='ClOrdID' required='N' />
1366
+ <component name='Parties' required='N' />
1367
+ <field name='Account' required='N' />
1368
+ <field name='RegistStatus' required='Y' />
1369
+ <field name='RegistRejReasonCode' required='N' />
1370
+ <field name='RegistRejReasonText' required='N' />
1371
+ </message>
1372
+ <message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
1373
+ <field name='ClOrdID' required='Y' />
1374
+ <field name='SecondaryClOrdID' required='N' />
1375
+ <field name='MassCancelRequestType' required='Y' />
1376
+ <field name='TradingSessionID' required='N' />
1377
+ <field name='TradingSessionSubID' required='N' />
1378
+ <component name='Instrument' required='N' />
1379
+ <component name='UnderlyingInstrument' required='N' />
1380
+ <field name='Side' required='N' />
1381
+ <field name='TransactTime' required='Y' />
1382
+ <field name='Text' required='N' />
1383
+ <field name='EncodedTextLen' required='N' />
1384
+ <field name='EncodedText' required='N' />
1385
+ </message>
1386
+ <message name='OrderMassCancelReport' msgcat='app' msgtype='r'>
1387
+ <field name='ClOrdID' required='N' />
1388
+ <field name='SecondaryClOrdID' required='N' />
1389
+ <field name='OrderID' required='Y' />
1390
+ <field name='SecondaryOrderID' required='N' />
1391
+ <field name='MassCancelRequestType' required='Y' />
1392
+ <field name='MassCancelResponse' required='Y' />
1393
+ <field name='MassCancelRejectReason' required='N' />
1394
+ <field name='TotalAffectedOrders' required='N' />
1395
+ <group name='NoAffectedOrders' required='N'>
1396
+ <field name='OrigClOrdID' required='N' />
1397
+ <field name='AffectedOrderID' required='N' />
1398
+ <field name='AffectedSecondaryOrderID' required='N' />
1399
+ </group>
1400
+ <field name='TradingSessionID' required='N' />
1401
+ <field name='TradingSessionSubID' required='N' />
1402
+ <component name='Instrument' required='N' />
1403
+ <component name='UnderlyingInstrument' required='N' />
1404
+ <field name='Side' required='N' />
1405
+ <field name='TransactTime' required='N' />
1406
+ <field name='Text' required='N' />
1407
+ <field name='EncodedTextLen' required='N' />
1408
+ <field name='EncodedText' required='N' />
1409
+ </message>
1410
+ <message name='NewOrderCross' msgcat='app' msgtype='s'>
1411
+ <field name='CrossID' required='Y' />
1412
+ <field name='CrossType' required='Y' />
1413
+ <field name='CrossPrioritization' required='Y' />
1414
+ <group name='NoSides' required='Y'>
1415
+ <field name='Side' required='Y' />
1416
+ <field name='ClOrdID' required='Y' />
1417
+ <field name='SecondaryClOrdID' required='N' />
1418
+ <field name='ClOrdLinkID' required='N' />
1419
+ <component name='Parties' required='N' />
1420
+ <field name='TradeOriginationDate' required='N' />
1421
+ <field name='Account' required='N' />
1422
+ <field name='AccountType' required='N' />
1423
+ <field name='DayBookingInst' required='N' />
1424
+ <field name='BookingUnit' required='N' />
1425
+ <field name='PreallocMethod' required='N' />
1426
+ <group name='NoAllocs' required='N'>
1427
+ <field name='AllocAccount' required='N' />
1428
+ <field name='IndividualAllocID' required='N' />
1429
+ <component name='NestedParties' required='N' />
1430
+ <field name='AllocQty' required='N' />
1431
+ </group>
1432
+ <field name='QuantityType' required='N' />
1433
+ <component name='OrderQtyData' required='Y' />
1434
+ <component name='CommissionData' required='N' />
1435
+ <field name='OrderCapacity' required='N' />
1436
+ <field name='OrderRestrictions' required='N' />
1437
+ <field name='CustOrderCapacity' required='N' />
1438
+ <field name='ForexReq' required='N' />
1439
+ <field name='SettlCurrency' required='N' />
1440
+ <field name='Text' required='N' />
1441
+ <field name='EncodedTextLen' required='N' />
1442
+ <field name='EncodedText' required='N' />
1443
+ <field name='PositionEffect' required='N' />
1444
+ <field name='CoveredOrUncovered' required='N' />
1445
+ <field name='CashMargin' required='N' />
1446
+ <field name='ClearingFeeIndicator' required='N' />
1447
+ <field name='SolicitedFlag' required='N' />
1448
+ <field name='SideComplianceID' required='N' />
1449
+ </group>
1450
+ <component name='Instrument' required='Y' />
1451
+ <field name='SettlmntTyp' required='N' />
1452
+ <field name='FutSettDate' required='N' />
1453
+ <field name='HandlInst' required='Y' />
1454
+ <field name='ExecInst' required='N' />
1455
+ <field name='MinQty' required='N' />
1456
+ <field name='MaxFloor' required='N' />
1457
+ <field name='ExDestination' required='N' />
1458
+ <group name='NoTradingSessions' required='N'>
1459
+ <field name='TradingSessionID' required='N' />
1460
+ <field name='TradingSessionSubID' required='N' />
1461
+ </group>
1462
+ <field name='ProcessCode' required='N' />
1463
+ <field name='PrevClosePx' required='N' />
1464
+ <field name='LocateReqd' required='N' />
1465
+ <field name='TransactTime' required='Y' />
1466
+ <component name='Stipulations' required='N' />
1467
+ <field name='OrdType' required='Y' />
1468
+ <field name='PriceType' required='N' />
1469
+ <field name='Price' required='N' />
1470
+ <field name='StopPx' required='N' />
1471
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
1472
+ <component name='YieldData' required='N' />
1473
+ <field name='Currency' required='N' />
1474
+ <field name='ComplianceID' required='N' />
1475
+ <field name='IOIid' required='N' />
1476
+ <field name='QuoteID' required='N' />
1477
+ <field name='TimeInForce' required='N' />
1478
+ <field name='EffectiveTime' required='N' />
1479
+ <field name='ExpireDate' required='N' />
1480
+ <field name='ExpireTime' required='N' />
1481
+ <field name='GTBookingInst' required='N' />
1482
+ <field name='MaxShow' required='N' />
1483
+ <field name='PegDifference' required='N' />
1484
+ <field name='DiscretionInst' required='N' />
1485
+ <field name='DiscretionOffset' required='N' />
1486
+ <field name='CancellationRights' required='N' />
1487
+ <field name='MoneyLaunderingStatus' required='N' />
1488
+ <field name='RegistID' required='N' />
1489
+ <field name='Designation' required='N' />
1490
+ <field name='AccruedInterestRate' required='N' />
1491
+ <field name='AccruedInterestAmt' required='N' />
1492
+ <field name='NetMoney' required='N' />
1493
+ </message>
1494
+ <message name='CrossOrderCancelRequest' msgcat='app' msgtype='u'>
1495
+ <field name='OrderID' required='N' />
1496
+ <field name='CrossID' required='Y' />
1497
+ <field name='OrigCrossID' required='Y' />
1498
+ <field name='CrossType' required='Y' />
1499
+ <field name='CrossPrioritization' required='Y' />
1500
+ <group name='NoSides' required='Y'>
1501
+ <field name='Side' required='Y' />
1502
+ <field name='OrigClOrdID' required='Y' />
1503
+ <field name='ClOrdID' required='Y' />
1504
+ <field name='SecondaryClOrdID' required='N' />
1505
+ <field name='ClOrdLinkID' required='N' />
1506
+ <field name='OrigOrdModTime' required='N' />
1507
+ <component name='Parties' required='N' />
1508
+ <field name='TradeOriginationDate' required='N' />
1509
+ <component name='OrderQtyData' required='Y' />
1510
+ <field name='ComplianceID' required='N' />
1511
+ <field name='Text' required='N' />
1512
+ <field name='EncodedTextLen' required='N' />
1513
+ <field name='EncodedText' required='N' />
1514
+ </group>
1515
+ <component name='Instrument' required='Y' />
1516
+ <field name='TransactTime' required='Y' />
1517
+ </message>
1518
+ <message name='CrossOrderCancelReplaceRequest' msgcat='app' msgtype='t'>
1519
+ <field name='OrderID' required='N' />
1520
+ <field name='CrossID' required='Y' />
1521
+ <field name='OrigCrossID' required='Y' />
1522
+ <field name='CrossType' required='Y' />
1523
+ <field name='CrossPrioritization' required='Y' />
1524
+ <group name='NoSides' required='Y'>
1525
+ <field name='Side' required='Y' />
1526
+ <field name='OrigClOrdID' required='Y' />
1527
+ <field name='ClOrdID' required='Y' />
1528
+ <field name='SecondaryClOrdID' required='N' />
1529
+ <field name='ClOrdLinkID' required='N' />
1530
+ <field name='OrigOrdModTime' required='N' />
1531
+ <component name='Parties' required='N' />
1532
+ <field name='TradeOriginationDate' required='N' />
1533
+ <field name='Account' required='N' />
1534
+ <field name='AccountType' required='N' />
1535
+ <field name='DayBookingInst' required='N' />
1536
+ <field name='BookingUnit' required='N' />
1537
+ <field name='PreallocMethod' required='N' />
1538
+ <group name='NoAllocs' required='N'>
1539
+ <field name='AllocAccount' required='N' />
1540
+ <field name='IndividualAllocID' required='N' />
1541
+ <component name='NestedParties' required='N' />
1542
+ <field name='AllocQty' required='N' />
1543
+ </group>
1544
+ <field name='QuantityType' required='N' />
1545
+ <component name='OrderQtyData' required='Y' />
1546
+ <component name='CommissionData' required='N' />
1547
+ <field name='OrderCapacity' required='N' />
1548
+ <field name='OrderRestrictions' required='N' />
1549
+ <field name='CustOrderCapacity' required='N' />
1550
+ <field name='ForexReq' required='N' />
1551
+ <field name='SettlCurrency' required='N' />
1552
+ <field name='Text' required='N' />
1553
+ <field name='EncodedTextLen' required='N' />
1554
+ <field name='EncodedText' required='N' />
1555
+ <field name='PositionEffect' required='N' />
1556
+ <field name='CoveredOrUncovered' required='N' />
1557
+ <field name='CashMargin' required='N' />
1558
+ <field name='ClearingFeeIndicator' required='N' />
1559
+ <field name='SolicitedFlag' required='N' />
1560
+ <field name='SideComplianceID' required='N' />
1561
+ </group>
1562
+ <component name='Instrument' required='Y' />
1563
+ <field name='SettlmntTyp' required='N' />
1564
+ <field name='FutSettDate' required='N' />
1565
+ <field name='HandlInst' required='Y' />
1566
+ <field name='ExecInst' required='N' />
1567
+ <field name='MinQty' required='N' />
1568
+ <field name='MaxFloor' required='N' />
1569
+ <field name='ExDestination' required='N' />
1570
+ <group name='NoTradingSessions' required='N'>
1571
+ <field name='TradingSessionID' required='N' />
1572
+ <field name='TradingSessionSubID' required='N' />
1573
+ </group>
1574
+ <field name='ProcessCode' required='N' />
1575
+ <field name='PrevClosePx' required='N' />
1576
+ <field name='LocateReqd' required='N' />
1577
+ <field name='TransactTime' required='Y' />
1578
+ <component name='Stipulations' required='N' />
1579
+ <field name='OrdType' required='Y' />
1580
+ <field name='PriceType' required='N' />
1581
+ <field name='Price' required='N' />
1582
+ <field name='StopPx' required='N' />
1583
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
1584
+ <component name='YieldData' required='N' />
1585
+ <field name='Currency' required='N' />
1586
+ <field name='ComplianceID' required='N' />
1587
+ <field name='IOIid' required='N' />
1588
+ <field name='QuoteID' required='N' />
1589
+ <field name='TimeInForce' required='N' />
1590
+ <field name='EffectiveTime' required='N' />
1591
+ <field name='ExpireDate' required='N' />
1592
+ <field name='ExpireTime' required='N' />
1593
+ <field name='GTBookingInst' required='N' />
1594
+ <field name='MaxShow' required='N' />
1595
+ <field name='PegDifference' required='N' />
1596
+ <field name='DiscretionInst' required='N' />
1597
+ <field name='DiscretionOffset' required='N' />
1598
+ <field name='CancellationRights' required='N' />
1599
+ <field name='MoneyLaunderingStatus' required='N' />
1600
+ <field name='RegistID' required='N' />
1601
+ <field name='Designation' required='N' />
1602
+ <field name='AccruedInterestRate' required='N' />
1603
+ <field name='AccruedInterestAmt' required='N' />
1604
+ <field name='NetMoney' required='N' />
1605
+ </message>
1606
+ <message name='SecurityTypeRequest' msgcat='app' msgtype='v'>
1607
+ <field name='SecurityReqID' required='Y' />
1608
+ <field name='Text' required='N' />
1609
+ <field name='EncodedTextLen' required='N' />
1610
+ <field name='EncodedText' required='N' />
1611
+ <field name='TradingSessionID' required='N' />
1612
+ <field name='TradingSessionSubID' required='N' />
1613
+ </message>
1614
+ <message name='SecurityTypes' msgcat='app' msgtype='w'>
1615
+ <field name='SecurityReqID' required='Y' />
1616
+ <field name='SecurityResponseID' required='Y' />
1617
+ <field name='SecurityResponseType' required='Y' />
1618
+ <field name='TotalNumSecurityTypes' required='N' />
1619
+ <group name='NoSecurityTypes' required='N'>
1620
+ <field name='SecurityType' required='N' />
1621
+ <field name='Product' required='N' />
1622
+ <field name='CFICode' required='N' />
1623
+ </group>
1624
+ <field name='Text' required='N' />
1625
+ <field name='EncodedTextLen' required='N' />
1626
+ <field name='EncodedText' required='N' />
1627
+ <field name='TradingSessionID' required='N' />
1628
+ <field name='TradingSessionSubID' required='N' />
1629
+ <field name='SubscriptionRequestType' required='N' />
1630
+ </message>
1631
+ <message name='SecurityListRequest' msgcat='app' msgtype='x'>
1632
+ <field name='SecurityReqID' required='Y' />
1633
+ <field name='SecurityListRequestType' required='Y' />
1634
+ <component name='Instrument' required='N' />
1635
+ <field name='Currency' required='N' />
1636
+ <field name='Text' required='N' />
1637
+ <field name='EncodedTextLen' required='N' />
1638
+ <field name='EncodedText' required='N' />
1639
+ <field name='TradingSessionID' required='N' />
1640
+ <field name='TradingSessionSubID' required='N' />
1641
+ <field name='SubscriptionRequestType' required='N' />
1642
+ </message>
1643
+ <message name='SecurityList' msgcat='app' msgtype='y'>
1644
+ <field name='SecurityReqID' required='Y' />
1645
+ <field name='SecurityResponseID' required='Y' />
1646
+ <field name='SecurityRequestResult' required='Y' />
1647
+ <field name='TotalNumSecurities' required='N' />
1648
+ <group name='NoRelatedSym' required='N'>
1649
+ <component name='Instrument' required='N' />
1650
+ <field name='Currency' required='N' />
1651
+ <group name='NoLegs' required='N'>
1652
+ <component name='InstrumentLeg' required='N' />
1653
+ <field name='LegCurrency' required='N' />
1654
+ </group>
1655
+ <field name='RoundLot' required='N' />
1656
+ <field name='MinTradeVol' required='N' />
1657
+ <field name='TradingSessionID' required='N' />
1658
+ <field name='TradingSessionSubID' required='N' />
1659
+ <field name='Text' required='N' />
1660
+ <field name='EncodedTextLen' required='N' />
1661
+ <field name='EncodedText' required='N' />
1662
+ </group>
1663
+ </message>
1664
+ <message name='DerivativeSecurityListRequest' msgcat='app' msgtype='z'>
1665
+ <field name='SecurityReqID' required='Y' />
1666
+ <field name='SecurityListRequestType' required='Y' />
1667
+ <component name='UnderlyingInstrument' required='N' />
1668
+ <field name='Currency' required='N' />
1669
+ <field name='Text' required='N' />
1670
+ <field name='EncodedTextLen' required='N' />
1671
+ <field name='EncodedText' required='N' />
1672
+ <field name='TradingSessionID' required='N' />
1673
+ <field name='TradingSessionSubID' required='N' />
1674
+ <field name='SubscriptionRequestType' required='N' />
1675
+ </message>
1676
+ <message name='DerivativeSecurityList' msgcat='app' msgtype='AA'>
1677
+ <field name='SecurityReqID' required='Y' />
1678
+ <field name='SecurityResponseID' required='Y' />
1679
+ <field name='SecurityRequestResult' required='Y' />
1680
+ <component name='UnderlyingInstrument' required='N' />
1681
+ <field name='TotalNumSecurities' required='N' />
1682
+ <group name='NoRelatedSym' required='N'>
1683
+ <component name='Instrument' required='N' />
1684
+ <field name='Currency' required='N' />
1685
+ <group name='NoLegs' required='N'>
1686
+ <component name='InstrumentLeg' required='N' />
1687
+ <field name='LegCurrency' required='N' />
1688
+ </group>
1689
+ <field name='TradingSessionID' required='N' />
1690
+ <field name='TradingSessionSubID' required='N' />
1691
+ <field name='Text' required='N' />
1692
+ <field name='EncodedTextLen' required='N' />
1693
+ <field name='EncodedText' required='N' />
1694
+ </group>
1695
+ </message>
1696
+ <message name='NewOrderMultileg' msgcat='app' msgtype='AB'>
1697
+ <field name='ClOrdID' required='Y' />
1698
+ <field name='SecondaryClOrdID' required='N' />
1699
+ <field name='ClOrdLinkID' required='N' />
1700
+ <component name='Parties' required='N' />
1701
+ <field name='Account' required='N' />
1702
+ <field name='AccountType' required='N' />
1703
+ <field name='DayBookingInst' required='N' />
1704
+ <field name='BookingUnit' required='N' />
1705
+ <field name='PreallocMethod' required='N' />
1706
+ <group name='NoAllocs' required='N'>
1707
+ <field name='AllocAccount' required='N' />
1708
+ <field name='IndividualAllocID' required='N' />
1709
+ <field name='AllocQty' required='N' />
1710
+ </group>
1711
+ <field name='SettlmntTyp' required='N' />
1712
+ <field name='FutSettDate' required='N' />
1713
+ <field name='CashMargin' required='N' />
1714
+ <field name='ClearingFeeIndicator' required='N' />
1715
+ <field name='HandlInst' required='Y' />
1716
+ <field name='ExecInst' required='N' />
1717
+ <field name='MinQty' required='N' />
1718
+ <field name='MaxFloor' required='N' />
1719
+ <field name='ExDestination' required='N' />
1720
+ <group name='NoTradingSessions' required='N'>
1721
+ <field name='TradingSessionID' required='N' />
1722
+ <field name='TradingSessionSubID' required='N' />
1723
+ </group>
1724
+ <field name='ProcessCode' required='N' />
1725
+ <field name='Side' required='Y' />
1726
+ <component name='Instrument' required='Y' />
1727
+ <field name='PrevClosePx' required='N' />
1728
+ <group name='NoLegs' required='Y'>
1729
+ <component name='InstrumentLeg' required='N' />
1730
+ <field name='LegPositionEffect' required='N' />
1731
+ <field name='LegCoveredOrUncovered' required='N' />
1732
+ <component name='NestedParties' required='N' />
1733
+ <field name='LegRefID' required='N' />
1734
+ <field name='LegPrice' required='N' />
1735
+ <field name='LegSettlmntTyp' required='N' />
1736
+ <field name='LegFutSettDate' required='N' />
1737
+ </group>
1738
+ <field name='LocateReqd' required='N' />
1739
+ <field name='TransactTime' required='Y' />
1740
+ <field name='QuantityType' required='N' />
1741
+ <component name='OrderQtyData' required='Y' />
1742
+ <field name='OrdType' required='Y' />
1743
+ <field name='PriceType' required='N' />
1744
+ <field name='Price' required='N' />
1745
+ <field name='StopPx' required='N' />
1746
+ <field name='Currency' required='N' />
1747
+ <field name='ComplianceID' required='N' />
1748
+ <field name='SolicitedFlag' required='N' />
1749
+ <field name='IOIid' required='N' />
1750
+ <field name='QuoteID' required='N' />
1751
+ <field name='TimeInForce' required='N' />
1752
+ <field name='EffectiveTime' required='N' />
1753
+ <field name='ExpireDate' required='N' />
1754
+ <field name='ExpireTime' required='N' />
1755
+ <field name='GTBookingInst' required='N' />
1756
+ <component name='CommissionData' required='N' />
1757
+ <field name='OrderCapacity' required='N' />
1758
+ <field name='OrderRestrictions' required='N' />
1759
+ <field name='CustOrderCapacity' required='N' />
1760
+ <field name='ForexReq' required='N' />
1761
+ <field name='SettlCurrency' required='N' />
1762
+ <field name='Text' required='N' />
1763
+ <field name='EncodedTextLen' required='N' />
1764
+ <field name='EncodedText' required='N' />
1765
+ <field name='PositionEffect' required='N' />
1766
+ <field name='CoveredOrUncovered' required='N' />
1767
+ <field name='MaxShow' required='N' />
1768
+ <field name='PegDifference' required='N' />
1769
+ <field name='DiscretionInst' required='N' />
1770
+ <field name='DiscretionOffset' required='N' />
1771
+ <field name='CancellationRights' required='N' />
1772
+ <field name='MoneyLaunderingStatus' required='N' />
1773
+ <field name='RegistID' required='N' />
1774
+ <field name='Designation' required='N' />
1775
+ <field name='MultiLegRptTypeReq' required='N' />
1776
+ <field name='NetMoney' required='N' />
1777
+ </message>
1778
+ <message name='MultilegOrderCancelReplaceRequest' msgcat='app' msgtype='AC'>
1779
+ <field name='OrderID' required='N' />
1780
+ <field name='OrigClOrdID' required='Y' />
1781
+ <field name='ClOrdID' required='Y' />
1782
+ <field name='SecondaryClOrdID' required='N' />
1783
+ <field name='ClOrdLinkID' required='N' />
1784
+ <field name='OrigOrdModTime' required='N' />
1785
+ <component name='Parties' required='N' />
1786
+ <field name='Account' required='N' />
1787
+ <field name='AccountType' required='N' />
1788
+ <field name='DayBookingInst' required='N' />
1789
+ <field name='BookingUnit' required='N' />
1790
+ <field name='PreallocMethod' required='N' />
1791
+ <group name='NoAllocs' required='N'>
1792
+ <field name='AllocAccount' required='N' />
1793
+ <field name='IndividualAllocID' required='N' />
1794
+ <field name='AllocQty' required='N' />
1795
+ </group>
1796
+ <field name='SettlmntTyp' required='N' />
1797
+ <field name='FutSettDate' required='N' />
1798
+ <field name='CashMargin' required='N' />
1799
+ <field name='ClearingFeeIndicator' required='N' />
1800
+ <field name='HandlInst' required='Y' />
1801
+ <field name='ExecInst' required='N' />
1802
+ <field name='MinQty' required='N' />
1803
+ <field name='MaxFloor' required='N' />
1804
+ <field name='ExDestination' required='N' />
1805
+ <group name='NoTradingSessions' required='N'>
1806
+ <field name='TradingSessionID' required='N' />
1807
+ <field name='TradingSessionSubID' required='N' />
1808
+ </group>
1809
+ <field name='ProcessCode' required='N' />
1810
+ <field name='Side' required='Y' />
1811
+ <component name='Instrument' required='Y' />
1812
+ <field name='PrevClosePx' required='N' />
1813
+ <group name='NoLegs' required='Y'>
1814
+ <component name='InstrumentLeg' required='N' />
1815
+ <field name='LegPositionEffect' required='N' />
1816
+ <field name='LegCoveredOrUncovered' required='N' />
1817
+ <component name='NestedParties' required='N' />
1818
+ <field name='LegRefID' required='N' />
1819
+ <field name='LegPrice' required='N' />
1820
+ <field name='LegSettlmntTyp' required='N' />
1821
+ <field name='LegFutSettDate' required='N' />
1822
+ </group>
1823
+ <field name='LocateReqd' required='N' />
1824
+ <field name='TransactTime' required='Y' />
1825
+ <field name='QuantityType' required='N' />
1826
+ <component name='OrderQtyData' required='Y' />
1827
+ <field name='OrdType' required='Y' />
1828
+ <field name='PriceType' required='N' />
1829
+ <field name='Price' required='N' />
1830
+ <field name='StopPx' required='N' />
1831
+ <field name='Currency' required='N' />
1832
+ <field name='ComplianceID' required='N' />
1833
+ <field name='SolicitedFlag' required='N' />
1834
+ <field name='IOIid' required='N' />
1835
+ <field name='QuoteID' required='N' />
1836
+ <field name='TimeInForce' required='N' />
1837
+ <field name='EffectiveTime' required='N' />
1838
+ <field name='ExpireDate' required='N' />
1839
+ <field name='ExpireTime' required='N' />
1840
+ <field name='GTBookingInst' required='N' />
1841
+ <component name='CommissionData' required='N' />
1842
+ <field name='OrderCapacity' required='N' />
1843
+ <field name='OrderRestrictions' required='N' />
1844
+ <field name='CustOrderCapacity' required='N' />
1845
+ <field name='ForexReq' required='N' />
1846
+ <field name='SettlCurrency' required='N' />
1847
+ <field name='Text' required='N' />
1848
+ <field name='EncodedTextLen' required='N' />
1849
+ <field name='EncodedText' required='N' />
1850
+ <field name='PositionEffect' required='N' />
1851
+ <field name='CoveredOrUncovered' required='N' />
1852
+ <field name='MaxShow' required='N' />
1853
+ <field name='PegDifference' required='N' />
1854
+ <field name='DiscretionInst' required='N' />
1855
+ <field name='DiscretionOffset' required='N' />
1856
+ <field name='CancellationRights' required='N' />
1857
+ <field name='MoneyLaunderingStatus' required='N' />
1858
+ <field name='RegistID' required='N' />
1859
+ <field name='Designation' required='N' />
1860
+ <field name='MultiLegRptTypeReq' required='N' />
1861
+ <field name='NetMoney' required='N' />
1862
+ </message>
1863
+ <message name='TradeCaptureReportRequest' msgcat='app' msgtype='AD'>
1864
+ <field name='TradeRequestID' required='Y' />
1865
+ <field name='TradeRequestType' required='Y' />
1866
+ <field name='SubscriptionRequestType' required='N' />
1867
+ <field name='ExecID' required='N' />
1868
+ <field name='OrderID' required='N' />
1869
+ <field name='ClOrdID' required='N' />
1870
+ <field name='MatchStatus' required='N' />
1871
+ <component name='Parties' required='N' />
1872
+ <component name='Instrument' required='N' />
1873
+ <group name='NoDates' required='N'>
1874
+ <field name='TradeDate' required='N' />
1875
+ <field name='TransactTime' required='N' />
1876
+ </group>
1877
+ <field name='Side' required='N' />
1878
+ <field name='Text' required='N' />
1879
+ <field name='EncodedTextLen' required='N' />
1880
+ <field name='EncodedText' required='N' />
1881
+ <field name='TradeInputSource' required='N' />
1882
+ <field name='TradeInputDevice' required='N' />
1883
+ </message>
1884
+ <message name='TradeCaptureReport' msgcat='app' msgtype='AE'>
1885
+ <field name='TradeReportID' required='Y' />
1886
+ <field name='TradeReportTransType' required='N' />
1887
+ <field name='TradeRequestID' required='N' />
1888
+ <field name='ExecType' required='Y' />
1889
+ <field name='TradeReportRefID' required='N' />
1890
+ <field name='ExecID' required='N' />
1891
+ <field name='SecondaryExecID' required='N' />
1892
+ <field name='ExecRestatementReason' required='N' />
1893
+ <field name='PreviouslyReported' required='Y' />
1894
+ <component name='Instrument' required='Y' />
1895
+ <component name='OrderQtyData' required='N' />
1896
+ <field name='LastQty' required='Y' />
1897
+ <field name='LastPx' required='Y' />
1898
+ <field name='LastSpotRate' required='N' />
1899
+ <field name='LastForwardPoints' required='N' />
1900
+ <field name='LastMkt' required='N' />
1901
+ <field name='TradeDate' required='Y' />
1902
+ <field name='TransactTime' required='Y' />
1903
+ <field name='SettlmntTyp' required='N' />
1904
+ <field name='FutSettDate' required='N' />
1905
+ <field name='MatchStatus' required='N' />
1906
+ <field name='MatchType' required='N' />
1907
+ <group name='NoSides' required='Y'>
1908
+ <field name='Side' required='Y' />
1909
+ <field name='OrderID' required='Y' />
1910
+ <field name='SecondaryOrderID' required='N' />
1911
+ <field name='ClOrdID' required='N' />
1912
+ <component name='Parties' required='N' />
1913
+ <field name='Account' required='N' />
1914
+ <field name='AccountType' required='N' />
1915
+ <field name='ProcessCode' required='N' />
1916
+ <field name='OddLot' required='N' />
1917
+ <group name='NoClearingInstructions' required='N'>
1918
+ <field name='ClearingInstruction' required='N' />
1919
+ </group>
1920
+ <field name='ClearingFeeIndicator' required='N' />
1921
+ <field name='TradeInputSource' required='N' />
1922
+ <field name='TradeInputDevice' required='N' />
1923
+ <field name='Currency' required='N' />
1924
+ <field name='ComplianceID' required='N' />
1925
+ <field name='SolicitedFlag' required='N' />
1926
+ <field name='OrderCapacity' required='N' />
1927
+ <field name='OrderRestrictions' required='N' />
1928
+ <field name='CustOrderCapacity' required='N' />
1929
+ <field name='TransBkdTime' required='N' />
1930
+ <field name='TradingSessionID' required='N' />
1931
+ <field name='TradingSessionSubID' required='N' />
1932
+ <component name='CommissionData' required='N' />
1933
+ <field name='GrossTradeAmt' required='N' />
1934
+ <field name='NumDaysInterest' required='N' />
1935
+ <field name='ExDate' required='N' />
1936
+ <field name='AccruedInterestRate' required='N' />
1937
+ <field name='AccruedInterestAmt' required='N' />
1938
+ <field name='Concession' required='N' />
1939
+ <field name='TotalTakedown' required='N' />
1940
+ <field name='NetMoney' required='N' />
1941
+ <field name='SettlCurrAmt' required='N' />
1942
+ <field name='SettlCurrency' required='N' />
1943
+ <field name='SettlCurrFxRate' required='N' />
1944
+ <field name='SettlCurrFxRateCalc' required='N' />
1945
+ <field name='PositionEffect' required='N' />
1946
+ <field name='Text' required='N' />
1947
+ <field name='EncodedTextLen' required='N' />
1948
+ <field name='EncodedText' required='N' />
1949
+ <field name='MultiLegReportingType' required='N' />
1950
+ <group name='NoContAmts' required='N'>
1951
+ <field name='ContAmtType' required='N' />
1952
+ <field name='ContAmtValue' required='N' />
1953
+ <field name='ContAmtCurr' required='N' />
1954
+ </group>
1955
+ <group name='NoMiscFees' required='N'>
1956
+ <field name='MiscFeeAmt' required='N' />
1957
+ <field name='MiscFeeCurr' required='N' />
1958
+ <field name='MiscFeeType' required='N' />
1959
+ </group>
1960
+ </group>
1961
+ </message>
1962
+ <message name='OrderMassStatusRequest' msgcat='app' msgtype='AF'>
1963
+ <field name='MassStatusReqID' required='Y' />
1964
+ <field name='MassStatusReqType' required='Y' />
1965
+ <component name='Parties' required='N' />
1966
+ <field name='Account' required='N' />
1967
+ <field name='TradingSessionID' required='N' />
1968
+ <field name='TradingSessionSubID' required='N' />
1969
+ <component name='Instrument' required='N' />
1970
+ <component name='UnderlyingInstrument' required='N' />
1971
+ <field name='Side' required='N' />
1972
+ </message>
1973
+ <message name='QuoteRequestReject' msgcat='app' msgtype='AG'>
1974
+ <field name='QuoteReqID' required='Y' />
1975
+ <field name='RFQReqID' required='N' />
1976
+ <field name='QuoteRequestRejectReason' required='Y' />
1977
+ <group name='NoRelatedSym' required='Y'>
1978
+ <component name='Instrument' required='Y' />
1979
+ <field name='PrevClosePx' required='N' />
1980
+ <field name='QuoteRequestType' required='N' />
1981
+ <field name='QuoteType' required='N' />
1982
+ <field name='TradingSessionID' required='N' />
1983
+ <field name='TradingSessionSubID' required='N' />
1984
+ <field name='TradeOriginationDate' required='N' />
1985
+ <component name='Stipulations' required='N' />
1986
+ <field name='Side' required='N' />
1987
+ <field name='QuantityType' required='N' />
1988
+ <field name='OrderQty' required='N' />
1989
+ <field name='CashOrderQty' required='N' />
1990
+ <field name='SettlmntTyp' required='N' />
1991
+ <field name='FutSettDate' required='N' />
1992
+ <field name='OrdType' required='N' />
1993
+ <field name='FutSettDate2' required='N' />
1994
+ <field name='OrderQty2' required='N' />
1995
+ <field name='ExpireTime' required='N' />
1996
+ <field name='TransactTime' required='N' />
1997
+ <field name='Currency' required='N' />
1998
+ <component name='SpreadOrBenchmarkCurveData' required='N' />
1999
+ <field name='PriceType' required='N' />
2000
+ <field name='Price' required='N' />
2001
+ <field name='Price2' required='N' />
2002
+ <component name='YieldData' required='N' />
2003
+ </group>
2004
+ <field name='Text' required='N' />
2005
+ <field name='EncodedTextLen' required='N' />
2006
+ <field name='EncodedText' required='N' />
2007
+ </message>
2008
+ <message name='RFQRequest' msgcat='app' msgtype='AH'>
2009
+ <field name='RFQReqID' required='Y' />
2010
+ <group name='NoRelatedSym' required='Y'>
2011
+ <component name='Instrument' required='Y' />
2012
+ <field name='PrevClosePx' required='N' />
2013
+ <field name='QuoteRequestType' required='N' />
2014
+ <field name='QuoteType' required='N' />
2015
+ <field name='TradingSessionID' required='N' />
2016
+ <field name='TradingSessionSubID' required='N' />
2017
+ </group>
2018
+ <field name='SubscriptionRequestType' required='N' />
2019
+ </message>
2020
+ <message name='QuoteStatusReport' msgcat='app' msgtype='AI'>
2021
+ <field name='QuoteStatusReqID' required='N' />
2022
+ <field name='QuoteReqID' required='N' />
2023
+ <field name='QuoteID' required='Y' />
2024
+ <field name='QuoteType' required='N' />
2025
+ <component name='Parties' required='N' />
2026
+ <field name='Account' required='N' />
2027
+ <field name='AccountType' required='N' />
2028
+ <field name='TradingSessionID' required='N' />
2029
+ <field name='TradingSessionSubID' required='N' />
2030
+ <component name='Instrument' required='Y' />
2031
+ <field name='BidPx' required='N' />
2032
+ <field name='OfferPx' required='N' />
2033
+ <field name='MktBidPx' required='N' />
2034
+ <field name='MktOfferPx' required='N' />
2035
+ <field name='MinBidSize' required='N' />
2036
+ <field name='BidSize' required='N' />
2037
+ <field name='MinOfferSize' required='N' />
2038
+ <field name='OfferSize' required='N' />
2039
+ <field name='ValidUntilTime' required='N' />
2040
+ <field name='BidSpotRate' required='N' />
2041
+ <field name='OfferSpotRate' required='N' />
2042
+ <field name='BidForwardPoints' required='N' />
2043
+ <field name='OfferForwardPoints' required='N' />
2044
+ <field name='MidPx' required='N' />
2045
+ <field name='BidYield' required='N' />
2046
+ <field name='MidYield' required='N' />
2047
+ <field name='OfferYield' required='N' />
2048
+ <field name='TransactTime' required='N' />
2049
+ <field name='FutSettDate' required='N' />
2050
+ <field name='OrdType' required='N' />
2051
+ <field name='FutSettDate2' required='N' />
2052
+ <field name='OrderQty2' required='N' />
2053
+ <field name='BidForwardPoints2' required='N' />
2054
+ <field name='OfferForwardPoints2' required='N' />
2055
+ <field name='Currency' required='N' />
2056
+ <field name='SettlCurrBidFxRate' required='N' />
2057
+ <field name='SettlCurrOfferFxRate' required='N' />
2058
+ <field name='SettlCurrFxRateCalc' required='N' />
2059
+ <field name='Commission' required='N' />
2060
+ <field name='CommType' required='N' />
2061
+ <field name='CustOrderCapacity' required='N' />
2062
+ <field name='ExDestination' required='N' />
2063
+ <field name='QuoteStatus' required='N' />
2064
+ </message>
2065
+ </messages>
2066
+ <trailer>
2067
+ <field name='SignatureLength' required='N' />
2068
+ <field name='Signature' required='N' />
2069
+ <field name='CheckSum' required='Y' />
2070
+ </trailer>
2071
+ <components>
2072
+ <component name='SpreadOrBenchmarkCurveData'>
2073
+ <field name='Spread' required='N' />
2074
+ <field name='BenchmarkCurveCurrency' required='N' />
2075
+ <field name='BenchmarkCurveName' required='N' />
2076
+ <field name='BenchmarkCurvePoint' required='N' />
2077
+ </component>
2078
+ <component name='YieldData'>
2079
+ <field name='YieldType' required='N' />
2080
+ <field name='Yield' required='N' />
2081
+ </component>
2082
+ <component name='CommissionData'>
2083
+ <field name='Commission' required='N' />
2084
+ <field name='CommType' required='N' />
2085
+ <field name='CommCurrency' required='N' />
2086
+ <field name='FundRenewWaiv' required='N' />
2087
+ </component>
2088
+ <component name='UnderlyingInstrument'>
2089
+ <field name='UnderlyingSymbol' required='N' />
2090
+ <field name='UnderlyingSymbolSfx' required='N' />
2091
+ <field name='UnderlyingSecurityID' required='N' />
2092
+ <field name='UnderlyingSecurityIDSource' required='N' />
2093
+ <group name='NoUnderlyingSecurityAltID' required='N'>
2094
+ <field name='UnderlyingSecurityAltID' required='N' />
2095
+ <field name='UnderlyingSecurityAltIDSource' required='N' />
2096
+ </group>
2097
+ <field name='UnderlyingProduct' required='N' />
2098
+ <field name='UnderlyingCFICode' required='N' />
2099
+ <field name='UnderlyingSecurityType' required='N' />
2100
+ <field name='UnderlyingMaturityMonthYear' required='N' />
2101
+ <field name='UnderlyingMaturityDate' required='N' />
2102
+ <field name='UnderlyingPutOrCall' required='N' />
2103
+ <field name='UnderlyingCouponPaymentDate' required='N' />
2104
+ <field name='UnderlyingIssueDate' required='N' />
2105
+ <field name='UnderlyingRepoCollateralSecurityType' required='N' />
2106
+ <field name='UnderlyingRepurchaseTerm' required='N' />
2107
+ <field name='UnderlyingRepurchaseRate' required='N' />
2108
+ <field name='UnderlyingFactor' required='N' />
2109
+ <field name='UnderlyingCreditRating' required='N' />
2110
+ <field name='UnderlyingInstrRegistry' required='N' />
2111
+ <field name='UnderlyingCountryOfIssue' required='N' />
2112
+ <field name='UnderlyingStateOrProvinceOfIssue' required='N' />
2113
+ <field name='UnderlyingLocaleOfIssue' required='N' />
2114
+ <field name='UnderlyingRedemptionDate' required='N' />
2115
+ <field name='UnderlyingStrikePrice' required='N' />
2116
+ <field name='UnderlyingOptAttribute' required='N' />
2117
+ <field name='UnderlyingContractMultiplier' required='N' />
2118
+ <field name='UnderlyingCouponRate' required='N' />
2119
+ <field name='UnderlyingSecurityExchange' required='N' />
2120
+ <field name='UnderlyingIssuer' required='N' />
2121
+ <field name='EncodedUnderlyingIssuerLen' required='N' />
2122
+ <field name='EncodedUnderlyingIssuer' required='N' />
2123
+ <field name='UnderlyingSecurityDesc' required='N' />
2124
+ <field name='EncodedUnderlyingSecurityDescLen' required='N' />
2125
+ <field name='EncodedUnderlyingSecurityDesc' required='N' />
2126
+ </component>
2127
+ <component name='Instrument'>
2128
+ <field name='Symbol' required='N' />
2129
+ <field name='SymbolSfx' required='N' />
2130
+ <field name='SecurityID' required='N' />
2131
+ <field name='SecurityIDSource' required='N' />
2132
+ <group name='NoSecurityAltID' required='N'>
2133
+ <field name='SecurityAltID' required='N' />
2134
+ <field name='SecurityAltIDSource' required='N' />
2135
+ </group>
2136
+ <field name='Product' required='N' />
2137
+ <field name='CFICode' required='N' />
2138
+ <field name='SecurityType' required='N' />
2139
+ <field name='MaturityMonthYear' required='N' />
2140
+ <field name='MaturityDate' required='N' />
2141
+ <field name='CouponPaymentDate' required='N' />
2142
+ <field name='IssueDate' required='N' />
2143
+ <field name='RepoCollateralSecurityType' required='N' />
2144
+ <field name='RepurchaseTerm' required='N' />
2145
+ <field name='RepurchaseRate' required='N' />
2146
+ <field name='Factor' required='N' />
2147
+ <field name='CreditRating' required='N' />
2148
+ <field name='InstrRegistry' required='N' />
2149
+ <field name='CountryOfIssue' required='N' />
2150
+ <field name='StateOrProvinceOfIssue' required='N' />
2151
+ <field name='LocaleOfIssue' required='N' />
2152
+ <field name='RedemptionDate' required='N' />
2153
+ <field name='StrikePrice' required='N' />
2154
+ <field name='OptAttribute' required='N' />
2155
+ <field name='ContractMultiplier' required='N' />
2156
+ <field name='CouponRate' required='N' />
2157
+ <field name='SecurityExchange' required='N' />
2158
+ <field name='Issuer' required='N' />
2159
+ <field name='EncodedIssuerLen' required='N' />
2160
+ <field name='EncodedIssuer' required='N' />
2161
+ <field name='SecurityDesc' required='N' />
2162
+ <field name='EncodedSecurityDescLen' required='N' />
2163
+ <field name='EncodedSecurityDesc' required='N' />
2164
+ </component>
2165
+ <component name='NestedParties'>
2166
+ <group name='NoNestedPartyIDs' required='N'>
2167
+ <field name='NestedPartyID' required='N' />
2168
+ <field name='NestedPartyIDSource' required='N' />
2169
+ <field name='NestedPartyRole' required='N' />
2170
+ <field name='NestedPartySubID' required='N' />
2171
+ </group>
2172
+ </component>
2173
+ <component name='Stipulations'>
2174
+ <group name='NoStipulations' required='N'>
2175
+ <field name='StipulationType' required='N' />
2176
+ <field name='StipulationValue' required='N' />
2177
+ </group>
2178
+ </component>
2179
+ <component name='Parties'>
2180
+ <group name='NoPartyIDs' required='N'>
2181
+ <field name='PartyID' required='N' />
2182
+ <field name='PartyIDSource' required='N' />
2183
+ <field name='PartyRole' required='N' />
2184
+ <field name='PartySubID' required='N' />
2185
+ </group>
2186
+ </component>
2187
+ <component name='OrderQtyData'>
2188
+ <field name='OrderQty' required='N' />
2189
+ <field name='CashOrderQty' required='N' />
2190
+ <field name='OrderPercent' required='N' />
2191
+ <field name='RoundingDirection' required='N' />
2192
+ <field name='RoundingModulus' required='N' />
2193
+ </component>
2194
+ <component name='InstrumentLeg'>
2195
+ <field name='LegSymbol' required='N' />
2196
+ <field name='LegSymbolSfx' required='N' />
2197
+ <field name='LegSecurityID' required='N' />
2198
+ <field name='LegSecurityIDSource' required='N' />
2199
+ <group name='NoLegSecurityAltID' required='N'>
2200
+ <field name='LegSecurityAltID' required='N' />
2201
+ <field name='LegSecurityAltIDSource' required='N' />
2202
+ </group>
2203
+ <field name='LegProduct' required='N' />
2204
+ <field name='LegCFICode' required='N' />
2205
+ <field name='LegSecurityType' required='N' />
2206
+ <field name='LegMaturityMonthYear' required='N' />
2207
+ <field name='LegMaturityDate' required='N' />
2208
+ <field name='LegCouponPaymentDate' required='N' />
2209
+ <field name='LegIssueDate' required='N' />
2210
+ <field name='LegRepoCollateralSecurityType' required='N' />
2211
+ <field name='LegRepurchaseTerm' required='N' />
2212
+ <field name='LegRepurchaseRate' required='N' />
2213
+ <field name='LegFactor' required='N' />
2214
+ <field name='LegCreditRating' required='N' />
2215
+ <field name='LegInstrRegistry' required='N' />
2216
+ <field name='LegCountryOfIssue' required='N' />
2217
+ <field name='LegStateOrProvinceOfIssue' required='N' />
2218
+ <field name='LegLocaleOfIssue' required='N' />
2219
+ <field name='LegRedemptionDate' required='N' />
2220
+ <field name='LegStrikePrice' required='N' />
2221
+ <field name='LegOptAttribute' required='N' />
2222
+ <field name='LegContractMultiplier' required='N' />
2223
+ <field name='LegCouponRate' required='N' />
2224
+ <field name='LegSecurityExchange' required='N' />
2225
+ <field name='LegIssuer' required='N' />
2226
+ <field name='EncodedLegIssuerLen' required='N' />
2227
+ <field name='EncodedLegIssuer' required='N' />
2228
+ <field name='LegSecurityDesc' required='N' />
2229
+ <field name='EncodedLegSecurityDescLen' required='N' />
2230
+ <field name='EncodedLegSecurityDesc' required='N' />
2231
+ <field name='LegRatioQty' required='N' />
2232
+ <field name='LegSide' required='N' />
2233
+ </component>
2234
+ </components>
2235
+ <fields>
2236
+ <field number='1' name='Account' type='STRING' />
2237
+ <field number='2' name='AdvId' type='STRING' />
2238
+ <field number='3' name='AdvRefID' type='STRING' />
2239
+ <field number='4' name='AdvSide' type='CHAR'>
2240
+ <value enum='B' description='BUY' />
2241
+ <value enum='S' description='SELL' />
2242
+ <value enum='X' description='CROSS' />
2243
+ <value enum='T' description='TRADE' />
2244
+ </field>
2245
+ <field number='5' name='AdvTransType' type='STRING'>
2246
+ <value enum='N' description='NEW' />
2247
+ <value enum='C' description='CANCEL' />
2248
+ <value enum='R' description='REPLACE' />
2249
+ </field>
2250
+ <field number='6' name='AvgPx' type='PRICE' />
2251
+ <field number='7' name='BeginSeqNo' type='SEQNUM' />
2252
+ <field number='8' name='BeginString' type='STRING' />
2253
+ <field number='9' name='BodyLength' type='LENGTH' />
2254
+ <field number='10' name='CheckSum' type='STRING' />
2255
+ <field number='11' name='ClOrdID' type='STRING' />
2256
+ <field number='12' name='Commission' type='AMT' />
2257
+ <field number='13' name='CommType' type='CHAR'>
2258
+ <value enum='6' description='PER_BOND' />
2259
+ <value enum='1' description='PER_SHARE' />
2260
+ <value enum='2' description='PERCENTAGE' />
2261
+ <value enum='3' description='ABSOLUTE' />
2262
+ <value enum='5' description='5' />
2263
+ <value enum='4' description='4' />
2264
+ </field>
2265
+ <field number='14' name='CumQty' type='QTY' />
2266
+ <field number='15' name='Currency' type='CURRENCY' />
2267
+ <field number='16' name='EndSeqNo' type='SEQNUM' />
2268
+ <field number='17' name='ExecID' type='STRING' />
2269
+ <field number='18' name='ExecInst' type='MULTIPLEVALUESTRING'>
2270
+ <value enum='Y' description='TRYTOSTOP' />
2271
+ <value enum='M' description='MIDPRCPEG' />
2272
+ <value enum='P' description='MARKPEG' />
2273
+ <value enum='Q' description='CANCELONSYSFAIL' />
2274
+ <value enum='R' description='PRIMPEG' />
2275
+ <value enum='S' description='SUSPEND' />
2276
+ <value enum='U' description='CUSTDISPINST' />
2277
+ <value enum='V' description='NETTING' />
2278
+ <value enum='W' description='PEGVWAP' />
2279
+ <value enum='X' description='TRADEALONG' />
2280
+ <value enum='D' description='PERCVOL' />
2281
+ <value enum='0' description='STAYOFFER' />
2282
+ <value enum='2' description='WORK' />
2283
+ <value enum='4' description='OVERDAY' />
2284
+ <value enum='5' description='HELD' />
2285
+ <value enum='6' description='PARTNOTINIT' />
2286
+ <value enum='7' description='STRICTSCALE' />
2287
+ <value enum='8' description='TRYTOSCALE' />
2288
+ <value enum='9' description='STAYBID' />
2289
+ <value enum='A' description='NOCROSS' />
2290
+ <value enum='O' description='OPENPEG' />
2291
+ <value enum='C' description='CALLFIRST' />
2292
+ <value enum='N' description='NONNEGO' />
2293
+ <value enum='E' description='DNI' />
2294
+ <value enum='F' description='DNR' />
2295
+ <value enum='G' description='AON' />
2296
+ <value enum='H' description='RESTATEONSYSFAIL' />
2297
+ <value enum='I' description='INSTITONLY' />
2298
+ <value enum='J' description='RESTATEONTRADINGHALT' />
2299
+ <value enum='K' description='CANCELONTRADINGHALT' />
2300
+ <value enum='L' description='LASTPEG' />
2301
+ <value enum='3' description='GOALONG' />
2302
+ <value enum='B' description='OKCROSS' />
2303
+ <value enum='1' description='NOTHELD' />
2304
+ </field>
2305
+ <field number='19' name='ExecRefID' type='STRING' />
2306
+ <field number='21' name='HandlInst' type='CHAR'>
2307
+ <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
2308
+ <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
2309
+ <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
2310
+ </field>
2311
+ <field number='22' name='SecurityIDSource' type='STRING'>
2312
+ <value enum='E' description='SICOVAM' />
2313
+ <value enum='2' description='SEDOL' />
2314
+ <value enum='1' description='CUSIP' />
2315
+ <value enum='3' description='QUIK' />
2316
+ <value enum='F' description='BELGIAN' />
2317
+ <value enum='D' description='VALOREN' />
2318
+ <value enum='C' description='DUTCH' />
2319
+ <value enum='B' description='WERTPAPIER' />
2320
+ <value enum='A' description='BLOOMBERG_SYMBOL' />
2321
+ <value enum='9' description='CONSOLIDATED_TAPE_ASSOCIATION' />
2322
+ <value enum='8' description='EXCHANGE_SYMBOL' />
2323
+ <value enum='7' description='ISO_COUNTRY_CODE' />
2324
+ <value enum='6' description='ISO_CURRENCY_CODE' />
2325
+ <value enum='5' description='RIC_CODE' />
2326
+ <value enum='4' description='ISIN_NUMBER' />
2327
+ <value enum='G' description='COMMON' />
2328
+ </field>
2329
+ <field number='23' name='IOIid' type='STRING' />
2330
+ <field number='25' name='IOIQltyInd' type='CHAR'>
2331
+ <value enum='M' description='MEDIUM' />
2332
+ <value enum='H' description='HIGH' />
2333
+ <value enum='L' description='LOW' />
2334
+ </field>
2335
+ <field number='26' name='IOIRefID' type='STRING' />
2336
+ <field number='27' name='IOIQty' type='STRING'>
2337
+ <value enum='L' description='LARGE' />
2338
+ <value enum='M' description='MEDIUM' />
2339
+ <value enum='S' description='SMALL' />
2340
+ </field>
2341
+ <field number='28' name='IOITransType' type='CHAR'>
2342
+ <value enum='C' description='CANCEL' />
2343
+ <value enum='N' description='NEW' />
2344
+ <value enum='R' description='REPLACE' />
2345
+ </field>
2346
+ <field number='29' name='LastCapacity' type='CHAR'>
2347
+ <value enum='4' description='PRINCIPAL' />
2348
+ <value enum='3' description='CROSS_AS_PRINCIPAL' />
2349
+ <value enum='1' description='AGENT' />
2350
+ <value enum='2' description='CROSS_AS_AGENT' />
2351
+ </field>
2352
+ <field number='30' name='LastMkt' type='EXCHANGE' />
2353
+ <field number='31' name='LastPx' type='PRICE' />
2354
+ <field number='32' name='LastQty' type='QTY' />
2355
+ <field number='33' name='LinesOfText' type='NUMINGROUP' />
2356
+ <field number='34' name='MsgSeqNum' type='SEQNUM' />
2357
+ <field number='35' name='MsgType' type='STRING'>
2358
+ <value enum='0' description='HEARTBEAT' />
2359
+ <value enum='1' description='TEST_REQUEST' />
2360
+ <value enum='2' description='RESEND_REQUEST' />
2361
+ <value enum='3' description='REJECT' />
2362
+ <value enum='4' description='SEQUENCE_RESET' />
2363
+ <value enum='5' description='LOGOUT' />
2364
+ <value enum='6' description='INDICATION_OF_INTEREST' />
2365
+ <value enum='7' description='ADVERTISEMENT' />
2366
+ <value enum='8' description='EXECUTION_REPORT' />
2367
+ <value enum='9' description='ORDER_CANCEL_REJECT' />
2368
+ <value enum='a' description='QUOTE_STATUS_REQUEST' />
2369
+ <value enum='A' description='LOGON' />
2370
+ <value enum='AA' description='DERIVATIVE_SECURITY_LIST' />
2371
+ <value enum='AB' description='NEW_ORDER_AB' />
2372
+ <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE' />
2373
+ <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST' />
2374
+ <value enum='AE' description='TRADE_CAPTURE_REPORT' />
2375
+ <value enum='AF' description='ORDER_MASS_STATUS_REQUEST' />
2376
+ <value enum='AG' description='QUOTE_REQUEST_REJECT' />
2377
+ <value enum='AH' description='RFQ_REQUEST' />
2378
+ <value enum='AI' description='QUOTE_STATUS_REPORT' />
2379
+ <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT' />
2380
+ <value enum='B' description='NEWS' />
2381
+ <value enum='c' description='SECURITY_DEFINITION_REQUEST' />
2382
+ <value enum='C' description='EMAIL' />
2383
+ <value enum='d' description='SECURITY_DEFINITION' />
2384
+ <value enum='D' description='ORDER_SINGLE' />
2385
+ <value enum='e' description='SECURITY_STATUS_REQUEST' />
2386
+ <value enum='E' description='ORDER_LIST' />
2387
+ <value enum='f' description='SECURITY_STATUS' />
2388
+ <value enum='F' description='ORDER_CANCEL_REQUEST' />
2389
+ <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
2390
+ <value enum='g' description='TRADING_SESSION_STATUS_REQUEST' />
2391
+ <value enum='h' description='TRADING_SESSION_STATUS' />
2392
+ <value enum='H' description='ORDER_STATUS_REQUEST' />
2393
+ <value enum='i' description='MASS_QUOTE' />
2394
+ <value enum='j' description='BUSINESS_MESSAGE_REJECT' />
2395
+ <value enum='J' description='ALLOCATION' />
2396
+ <value enum='K' description='LIST_CANCEL_REQUEST' />
2397
+ <value enum='k' description='BID_REQUEST' />
2398
+ <value enum='l' description='BID_RESPONSE' />
2399
+ <value enum='L' description='LIST_EXECUTE' />
2400
+ <value enum='m' description='LIST_STRIKE_PRICE' />
2401
+ <value enum='M' description='LIST_STATUS_REQUEST' />
2402
+ <value enum='N' description='LIST_STATUS' />
2403
+ <value enum='n' description='XML_MESSAGE' />
2404
+ <value enum='o' description='REGISTRATION_INSTRUCTIONS' />
2405
+ <value enum='P' description='ALLOCATION_ACK' />
2406
+ <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE' />
2407
+ <value enum='q' description='ORDER_MASS_CANCEL_REQUEST' />
2408
+ <value enum='Q' description='DONT_KNOW_TRADE' />
2409
+ <value enum='r' description='ORDER_MASS_CANCEL_REPORT' />
2410
+ <value enum='R' description='QUOTE_REQUEST' />
2411
+ <value enum='s' description='NEW_ORDER_s' />
2412
+ <value enum='S' description='QUOTE' />
2413
+ <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST' />
2414
+ <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
2415
+ <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST' />
2416
+ <value enum='v' description='SECURITY_TYPE_REQUEST' />
2417
+ <value enum='V' description='MARKET_DATA_REQUEST' />
2418
+ <value enum='w' description='SECURITY_TYPES' />
2419
+ <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH' />
2420
+ <value enum='x' description='SECURITY_LIST_REQUEST' />
2421
+ <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH' />
2422
+ <value enum='y' description='SECURITY_LIST' />
2423
+ <value enum='Y' description='MARKET_DATA_REQUEST_REJECT' />
2424
+ <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST' />
2425
+ <value enum='Z' description='QUOTE_CANCEL' />
2426
+ </field>
2427
+ <field number='36' name='NewSeqNo' type='SEQNUM' />
2428
+ <field number='37' name='OrderID' type='STRING' />
2429
+ <field number='38' name='OrderQty' type='QTY' />
2430
+ <field number='39' name='OrdStatus' type='CHAR'>
2431
+ <value enum='0' description='NEW' />
2432
+ <value enum='1' description='PARTIALLY_FILLED' />
2433
+ <value enum='5' description='REPLACED' />
2434
+ <value enum='2' description='FILLED' />
2435
+ <value enum='6' description='PENDING_CANCEL' />
2436
+ <value enum='7' description='STOPPED' />
2437
+ <value enum='8' description='REJECTED' />
2438
+ <value enum='9' description='SUSPENDED' />
2439
+ <value enum='A' description='PENDING_NEW' />
2440
+ <value enum='B' description='CALCULATED' />
2441
+ <value enum='C' description='EXPIRED' />
2442
+ <value enum='D' description='ACCEPTED_FOR_BIDDING' />
2443
+ <value enum='E' description='PENDING_REPLACE' />
2444
+ <value enum='3' description='DONE_FOR_DAY' />
2445
+ <value enum='4' description='CANCELED' />
2446
+ </field>
2447
+ <field number='40' name='OrdType' type='CHAR'>
2448
+ <value enum='D' description='PREVIOUSLY_QUOTED' />
2449
+ <value enum='2' description='LIMIT' />
2450
+ <value enum='3' description='STOP' />
2451
+ <value enum='4' description='STOP_LIMIT' />
2452
+ <value enum='5' description='MARKET_ON_CLOSE' />
2453
+ <value enum='6' description='WITH_OR_WITHOUT' />
2454
+ <value enum='7' description='LIMIT_OR_BETTER' />
2455
+ <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
2456
+ <value enum='9' description='ON_BASIS' />
2457
+ <value enum='A' description='ON_CLOSE' />
2458
+ <value enum='1' description='MARKET' />
2459
+ <value enum='C' description='FOREX_C' />
2460
+ <value enum='F' description='FOREX_F' />
2461
+ <value enum='E' description='PREVIOUSLY_INDICATED' />
2462
+ <value enum='G' description='FOREX_G' />
2463
+ <value enum='I' description='FUNARI' />
2464
+ <value enum='J' description='MARKET_IF_TOUCHED' />
2465
+ <value enum='K' description='MARKET_WITH_LEFTOVER_AS_LIMIT' />
2466
+ <value enum='L' description='PREVIOUS_FUND_VALUATION_POINT' />
2467
+ <value enum='M' description='NEXT_FUND_VALUATION_POINT' />
2468
+ <value enum='P' description='PEGGED' />
2469
+ <value enum='B' description='LIMIT_ON_CLOSE' />
2470
+ <value enum='H' description='FOREX_H' />
2471
+ </field>
2472
+ <field number='41' name='OrigClOrdID' type='STRING' />
2473
+ <field number='42' name='OrigTime' type='UTCTIMESTAMP' />
2474
+ <field number='43' name='PossDupFlag' type='BOOLEAN'>
2475
+ <value enum='N' description='NO' />
2476
+ <value enum='Y' description='YES' />
2477
+ </field>
2478
+ <field number='44' name='Price' type='PRICE' />
2479
+ <field number='45' name='RefSeqNum' type='SEQNUM' />
2480
+ <field number='47' name='Rule80A' type='CHAR'>
2481
+ <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
2482
+ <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
2483
+ <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
2484
+ <value enum='E' description='SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL' />
2485
+ <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
2486
+ <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
2487
+ <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
2488
+ <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
2489
+ <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
2490
+ <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
2491
+ <value enum='A' description='AGENCY_SINGLE_ORDER' />
2492
+ <value enum='O' description='PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER' />
2493
+ <value enum='P' description='PRINCIPAL' />
2494
+ <value enum='R' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPETING_MARKET_MAKER' />
2495
+ <value enum='S' description='SPECIALIST_TRADES' />
2496
+ <value enum='T' description='TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER' />
2497
+ <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
2498
+ <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
2499
+ <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
2500
+ <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
2501
+ <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
2502
+ <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
2503
+ <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
2504
+ </field>
2505
+ <field number='48' name='SecurityID' type='STRING' />
2506
+ <field number='49' name='SenderCompID' type='STRING' />
2507
+ <field number='50' name='SenderSubID' type='STRING' />
2508
+ <field number='52' name='SendingTime' type='UTCTIMESTAMP' />
2509
+ <field number='53' name='Quantity' type='QTY' />
2510
+ <field number='54' name='Side' type='CHAR'>
2511
+ <value enum='6' description='SELL_SHORT_EXEMPT' />
2512
+ <value enum='B' description='AS_DEFINED' />
2513
+ <value enum='C' description='OPPOSITE' />
2514
+ <value enum='8' description='CROSS' />
2515
+ <value enum='9' description='CROSS_SHORT' />
2516
+ <value enum='1' description='BUY' />
2517
+ <value enum='2' description='SELL' />
2518
+ <value enum='3' description='BUY_MINUS' />
2519
+ <value enum='4' description='SELL_PLUS' />
2520
+ <value enum='A' description='CROSS_SHORT_EXEMPT' />
2521
+ <value enum='5' description='SELL_SHORT' />
2522
+ <value enum='7' description='UNDISCLOSED' />
2523
+ </field>
2524
+ <field number='55' name='Symbol' type='STRING' />
2525
+ <field number='56' name='TargetCompID' type='STRING' />
2526
+ <field number='57' name='TargetSubID' type='STRING' />
2527
+ <field number='58' name='Text' type='STRING' />
2528
+ <field number='59' name='TimeInForce' type='CHAR'>
2529
+ <value enum='7' description='AT_THE_CLOSE' />
2530
+ <value enum='0' description='DAY' />
2531
+ <value enum='1' description='GOOD_TILL_CANCEL' />
2532
+ <value enum='2' description='AT_THE_OPENING' />
2533
+ <value enum='3' description='IMMEDIATE_OR_CANCEL' />
2534
+ <value enum='4' description='FILL_OR_KILL' />
2535
+ <value enum='5' description='GOOD_TILL_CROSSING' />
2536
+ <value enum='6' description='GOOD_TILL_DATE' />
2537
+ </field>
2538
+ <field number='60' name='TransactTime' type='UTCTIMESTAMP' />
2539
+ <field number='61' name='Urgency' type='CHAR'>
2540
+ <value enum='1' description='FLASH' />
2541
+ <value enum='2' description='BACKGROUND' />
2542
+ <value enum='0' description='NORMAL' />
2543
+ </field>
2544
+ <field number='62' name='ValidUntilTime' type='UTCTIMESTAMP' />
2545
+ <field number='63' name='SettlmntTyp' type='CHAR'>
2546
+ <value enum='5' description='T_PLUS_4' />
2547
+ <value enum='A' description='T_PLUS_1' />
2548
+ <value enum='6' description='FUTURE' />
2549
+ <value enum='3' description='T_PLUS_2' />
2550
+ <value enum='2' description='NEXT_DAY' />
2551
+ <value enum='8' description='SELLERS_OPTION' />
2552
+ <value enum='1' description='CASH' />
2553
+ <value enum='7' description='WHEN_AND_IF_ISSUED' />
2554
+ <value enum='0' description='REGULAR' />
2555
+ <value enum='9' description='T_PLUS_5' />
2556
+ <value enum='4' description='T_PLUS_3' />
2557
+ </field>
2558
+ <field number='64' name='FutSettDate' type='LOCALMKTDATE' />
2559
+ <field number='65' name='SymbolSfx' type='STRING' />
2560
+ <field number='66' name='ListID' type='STRING' />
2561
+ <field number='67' name='ListSeqNo' type='INT' />
2562
+ <field number='68' name='TotNoOrders' type='INT' />
2563
+ <field number='69' name='ListExecInst' type='STRING' />
2564
+ <field number='70' name='AllocID' type='STRING' />
2565
+ <field number='71' name='AllocTransType' type='CHAR'>
2566
+ <value enum='5' description='CALCULATED_WITHOUT_PRELIMINARY' />
2567
+ <value enum='4' description='CALCULATED' />
2568
+ <value enum='3' description='PRELIMINARY' />
2569
+ <value enum='2' description='CANCEL' />
2570
+ <value enum='1' description='REPLACE' />
2571
+ <value enum='0' description='NEW' />
2572
+ </field>
2573
+ <field number='72' name='RefAllocID' type='STRING' />
2574
+ <field number='73' name='NoOrders' type='NUMINGROUP' />
2575
+ <field number='74' name='AvgPrxPrecision' type='INT' />
2576
+ <field number='75' name='TradeDate' type='LOCALMKTDATE' />
2577
+ <field number='77' name='PositionEffect' type='CHAR'>
2578
+ <value enum='F' description='FIFO' />
2579
+ <value enum='R' description='ROLLED' />
2580
+ <value enum='C' description='CLOSE' />
2581
+ <value enum='O' description='OPEN' />
2582
+ </field>
2583
+ <field number='78' name='NoAllocs' type='NUMINGROUP' />
2584
+ <field number='79' name='AllocAccount' type='STRING' />
2585
+ <field number='80' name='AllocQty' type='QTY' />
2586
+ <field number='81' name='ProcessCode' type='CHAR'>
2587
+ <value enum='6' description='PLAN_SPONSOR' />
2588
+ <value enum='0' description='REGULAR' />
2589
+ <value enum='1' description='SOFT_DOLLAR' />
2590
+ <value enum='2' description='STEP_IN' />
2591
+ <value enum='3' description='STEP_OUT' />
2592
+ <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
2593
+ <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
2594
+ </field>
2595
+ <field number='82' name='NoRpts' type='NUMINGROUP' />
2596
+ <field number='83' name='RptSeq' type='INT' />
2597
+ <field number='84' name='CxlQty' type='QTY' />
2598
+ <field number='87' name='AllocStatus' type='INT'>
2599
+ <value enum='1' description='REJECTED' />
2600
+ <value enum='2' description='PARTIAL_ACCEPT' />
2601
+ <value enum='3' description='RECEIVED' />
2602
+ <value enum='0' description='ACCEPTED' />
2603
+ </field>
2604
+ <field number='88' name='AllocRejCode' type='INT'>
2605
+ <value enum='0' description='UNKNOWN_ACCOUNT' />
2606
+ <value enum='6' description='UNKNOWN_LISTID' />
2607
+ <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
2608
+ <value enum='5' description='UNKNOWN_ORDERID' />
2609
+ <value enum='7' description='OTHER' />
2610
+ <value enum='4' description='COMMISSION_DIFFERENCE' />
2611
+ <value enum='1' description='INCORRECT_QUANTITY' />
2612
+ <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
2613
+ </field>
2614
+ <field number='89' name='Signature' type='DATA' />
2615
+ <field number='90' name='SecureDataLen' type='LENGTH' />
2616
+ <field number='91' name='SecureData' type='DATA' />
2617
+ <field number='93' name='SignatureLength' type='LENGTH' />
2618
+ <field number='94' name='EmailType' type='CHAR'>
2619
+ <value enum='0' description='NEW' />
2620
+ <value enum='1' description='REPLY' />
2621
+ <value enum='2' description='ADMIN_REPLY' />
2622
+ </field>
2623
+ <field number='95' name='RawDataLength' type='LENGTH' />
2624
+ <field number='96' name='RawData' type='DATA' />
2625
+ <field number='97' name='PossResend' type='BOOLEAN'>
2626
+ <value enum='N' description='NO' />
2627
+ <value enum='Y' description='YES' />
2628
+ </field>
2629
+ <field number='98' name='EncryptMethod' type='INT'>
2630
+ <value enum='2' description='DES' />
2631
+ <value enum='6' description='PEM_DES_MD5' />
2632
+ <value enum='5' description='PGP_DES_MD5' />
2633
+ <value enum='3' description='PKCS_DES' />
2634
+ <value enum='0' description='NONE' />
2635
+ <value enum='1' description='PKCS' />
2636
+ <value enum='4' description='PGP_DES' />
2637
+ </field>
2638
+ <field number='99' name='StopPx' type='PRICE' />
2639
+ <field number='100' name='ExDestination' type='EXCHANGE' />
2640
+ <field number='102' name='CxlRejReason' type='INT'>
2641
+ <value enum='1' description='UNKNOWN_ORDER' />
2642
+ <value enum='0' description='TOO_LATE_TO_CANCEL' />
2643
+ <value enum='6' description='DUPLICATE_CLORDID_RECEIVED' />
2644
+ <value enum='5' description='ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER' />
2645
+ <value enum='4' description='UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST' />
2646
+ <value enum='3' description='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS' />
2647
+ <value enum='2' description='BROKER' />
2648
+ </field>
2649
+ <field number='103' name='OrdRejReason' type='INT'>
2650
+ <value enum='2' description='EXCHANGE_CLOSED' />
2651
+ <value enum='1' description='UNKNOWN_SYMBOL' />
2652
+ <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
2653
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
2654
+ <value enum='5' description='UNKNOWN_ORDER' />
2655
+ <value enum='7' description='DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER' />
2656
+ <value enum='9' description='TRADE_ALONG_REQUIRED' />
2657
+ <value enum='10' description='INVALID_INVESTOR_ID' />
2658
+ <value enum='6' description='DUPLICATE_ORDER' />
2659
+ <value enum='11' description='UNSUPPORTED_ORDER_CHARACTERISTIC' />
2660
+ <value enum='12' description='SURVEILLENCE_OPTION' />
2661
+ <value enum='0' description='BROKER' />
2662
+ <value enum='8' description='STALE_ORDER' />
2663
+ </field>
2664
+ <field number='104' name='IOIQualifier' type='CHAR'>
2665
+ <value enum='O' description='AT_THE_OPEN' />
2666
+ <value enum='X' description='CROSSING_OPPORTUNITY' />
2667
+ <value enum='W' description='INDICATION' />
2668
+ <value enum='V' description='VERSUS' />
2669
+ <value enum='T' description='THROUGH_THE_DAY' />
2670
+ <value enum='S' description='PORTFOLIO_SHOWN' />
2671
+ <value enum='R' description='READY_TO_TRADE' />
2672
+ <value enum='A' description='ALL_OR_NONE' />
2673
+ <value enum='P' description='TAKING_A_POSITION' />
2674
+ <value enum='M' description='MORE_BEHIND' />
2675
+ <value enum='L' description='LIMIT' />
2676
+ <value enum='I' description='IN_TOUCH_WITH' />
2677
+ <value enum='D' description='VWAP' />
2678
+ <value enum='C' description='AT_THE_CLOSE' />
2679
+ <value enum='B' description='MARKET_ON_CLOSE' />
2680
+ <value enum='Q' description='AT_THE_MARKET' />
2681
+ <value enum='Y' description='AT_THE_MIDPOINT' />
2682
+ <value enum='Z' description='PRE_OPEN' />
2683
+ </field>
2684
+ <field number='106' name='Issuer' type='STRING' />
2685
+ <field number='107' name='SecurityDesc' type='STRING' />
2686
+ <field number='108' name='HeartBtInt' type='INT' />
2687
+ <field number='110' name='MinQty' type='QTY' />
2688
+ <field number='111' name='MaxFloor' type='QTY' />
2689
+ <field number='112' name='TestReqID' type='STRING' />
2690
+ <field number='113' name='ReportToExch' type='BOOLEAN'>
2691
+ <value enum='Y' description='YES' />
2692
+ <value enum='N' description='NO' />
2693
+ </field>
2694
+ <field number='114' name='LocateReqd' type='BOOLEAN'>
2695
+ <value enum='Y' description='YES' />
2696
+ <value enum='N' description='NO' />
2697
+ </field>
2698
+ <field number='115' name='OnBehalfOfCompID' type='STRING' />
2699
+ <field number='116' name='OnBehalfOfSubID' type='STRING' />
2700
+ <field number='117' name='QuoteID' type='STRING' />
2701
+ <field number='118' name='NetMoney' type='AMT' />
2702
+ <field number='119' name='SettlCurrAmt' type='AMT' />
2703
+ <field number='120' name='SettlCurrency' type='CURRENCY' />
2704
+ <field number='121' name='ForexReq' type='BOOLEAN'>
2705
+ <value enum='Y' description='YES' />
2706
+ <value enum='N' description='NO' />
2707
+ </field>
2708
+ <field number='122' name='OrigSendingTime' type='UTCTIMESTAMP' />
2709
+ <field number='123' name='GapFillFlag' type='BOOLEAN'>
2710
+ <value enum='Y' description='YES' />
2711
+ <value enum='N' description='NO' />
2712
+ </field>
2713
+ <field number='124' name='NoExecs' type='NUMINGROUP' />
2714
+ <field number='126' name='ExpireTime' type='UTCTIMESTAMP' />
2715
+ <field number='127' name='DKReason' type='CHAR'>
2716
+ <value enum='B' description='WRONG_SIDE' />
2717
+ <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
2718
+ <value enum='D' description='NO_MATCHING_ORDER' />
2719
+ <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
2720
+ <value enum='Z' description='OTHER' />
2721
+ <value enum='A' description='UNKNOWN_SYMBOL' />
2722
+ </field>
2723
+ <field number='128' name='DeliverToCompID' type='STRING' />
2724
+ <field number='129' name='DeliverToSubID' type='STRING' />
2725
+ <field number='130' name='IOINaturalFlag' type='BOOLEAN'>
2726
+ <value enum='Y' description='YES' />
2727
+ <value enum='N' description='NO' />
2728
+ </field>
2729
+ <field number='131' name='QuoteReqID' type='STRING' />
2730
+ <field number='132' name='BidPx' type='PRICE' />
2731
+ <field number='133' name='OfferPx' type='PRICE' />
2732
+ <field number='134' name='BidSize' type='QTY' />
2733
+ <field number='135' name='OfferSize' type='QTY' />
2734
+ <field number='136' name='NoMiscFees' type='NUMINGROUP' />
2735
+ <field number='137' name='MiscFeeAmt' type='AMT' />
2736
+ <field number='138' name='MiscFeeCurr' type='CURRENCY' />
2737
+ <field number='139' name='MiscFeeType' type='CHAR'>
2738
+ <value enum='3' description='LOCAL_COMMISSION' />
2739
+ <value enum='4' description='EXCHANGE_FEES' />
2740
+ <value enum='5' description='STAMP' />
2741
+ <value enum='6' description='LEVY' />
2742
+ <value enum='7' description='OTHER' />
2743
+ <value enum='8' description='MARKUP' />
2744
+ <value enum='9' description='CONSUMPTION_TAX' />
2745
+ <value enum='1' description='REGULATORY' />
2746
+ <value enum='2' description='TAX' />
2747
+ </field>
2748
+ <field number='140' name='PrevClosePx' type='PRICE' />
2749
+ <field number='141' name='ResetSeqNumFlag' type='BOOLEAN'>
2750
+ <value enum='Y' description='YES' />
2751
+ <value enum='N' description='NO' />
2752
+ </field>
2753
+ <field number='142' name='SenderLocationID' type='STRING' />
2754
+ <field number='143' name='TargetLocationID' type='STRING' />
2755
+ <field number='144' name='OnBehalfOfLocationID' type='STRING' />
2756
+ <field number='145' name='DeliverToLocationID' type='STRING' />
2757
+ <field number='146' name='NoRelatedSym' type='NUMINGROUP' />
2758
+ <field number='147' name='Subject' type='STRING' />
2759
+ <field number='148' name='Headline' type='STRING' />
2760
+ <field number='149' name='URLLink' type='STRING' />
2761
+ <field number='150' name='ExecType' type='CHAR'>
2762
+ <value enum='6' description='PENDING_CANCEL' />
2763
+ <value enum='0' description='NEW' />
2764
+ <value enum='1' description='PARTIAL_FILL' />
2765
+ <value enum='2' description='FILL' />
2766
+ <value enum='4' description='CANCELED' />
2767
+ <value enum='5' description='REPLACE' />
2768
+ <value enum='8' description='REJECTED' />
2769
+ <value enum='9' description='SUSPENDED' />
2770
+ <value enum='A' description='PENDING_NEW' />
2771
+ <value enum='B' description='CALCULATED' />
2772
+ <value enum='C' description='EXPIRED' />
2773
+ <value enum='D' description='RESTATED' />
2774
+ <value enum='E' description='PENDING_REPLACE' />
2775
+ <value enum='F' description='TRADE' />
2776
+ <value enum='G' description='TRADE_CORRECT' />
2777
+ <value enum='H' description='TRADE_CANCEL' />
2778
+ <value enum='I' description='ORDER_STATUS' />
2779
+ <value enum='3' description='DONE_FOR_DAY' />
2780
+ <value enum='7' description='STOPPED' />
2781
+ </field>
2782
+ <field number='151' name='LeavesQty' type='QTY' />
2783
+ <field number='152' name='CashOrderQty' type='QTY' />
2784
+ <field number='153' name='AllocAvgPx' type='PRICE' />
2785
+ <field number='154' name='AllocNetMoney' type='AMT' />
2786
+ <field number='155' name='SettlCurrFxRate' type='FLOAT' />
2787
+ <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
2788
+ <value enum='D' description='DIVIDE' />
2789
+ <value enum='M' description='MULTIPLY' />
2790
+ </field>
2791
+ <field number='157' name='NumDaysInterest' type='INT' />
2792
+ <field number='158' name='AccruedInterestRate' type='PERCENTAGE' />
2793
+ <field number='159' name='AccruedInterestAmt' type='AMT' />
2794
+ <field number='160' name='SettlInstMode' type='CHAR'>
2795
+ <value enum='0' description='DEFAULT' />
2796
+ <value enum='4' description='SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT' />
2797
+ <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
2798
+ <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
2799
+ <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
2800
+ </field>
2801
+ <field number='161' name='AllocText' type='STRING' />
2802
+ <field number='162' name='SettlInstID' type='STRING' />
2803
+ <field number='163' name='SettlInstTransType' type='CHAR'>
2804
+ <value enum='N' description='NEW' />
2805
+ <value enum='R' description='REPLACE' />
2806
+ <value enum='C' description='CANCEL' />
2807
+ </field>
2808
+ <field number='164' name='EmailThreadID' type='STRING' />
2809
+ <field number='165' name='SettlInstSource' type='CHAR'>
2810
+ <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
2811
+ <value enum='3' description='INVESTOR' />
2812
+ <value enum='1' description='BROKERS_INSTRUCTIONS' />
2813
+ </field>
2814
+ <field number='167' name='SecurityType' type='STRING'>
2815
+ <value enum='CP' description='COMMERCIAL_PAPER' />
2816
+ <value enum='VRDN' description='VARIABLE_RATE_DEMAND_NOTE' />
2817
+ <value enum='PZFJ' description='PLAZOS_FIJOS' />
2818
+ <value enum='PN' description='PROMISSORY_NOTE' />
2819
+ <value enum='ONITE' description='OVERNIGHT' />
2820
+ <value enum='MTN' description='MEDIUM_TERM_NOTES' />
2821
+ <value enum='TECP' description='TAX_EXEMPT_COMMERCIAL_PAPER' />
2822
+ <value enum='AMENDED' description='AMENDED_RESTATED' />
2823
+ <value enum='BRIDGE' description='BRIDGE_LOAN' />
2824
+ <value enum='LOFC' description='LETTER_OF_CREDIT' />
2825
+ <value enum='SWING' description='SWING_LINE_FACILITY' />
2826
+ <value enum='DINP' description='DEBTOR_IN_POSSESSION' />
2827
+ <value enum='DEFLTED' description='DEFAULTED' />
2828
+ <value enum='WITHDRN' description='WITHDRAWN' />
2829
+ <value enum='LQN' description='LIQUIDITY_NOTE' />
2830
+ <value enum='MATURED' description='MATURED' />
2831
+ <value enum='DN' description='DEPOSIT_NOTES' />
2832
+ <value enum='RETIRED' description='RETIRED' />
2833
+ <value enum='BA' description='BANKERS_ACCEPTANCE' />
2834
+ <value enum='BN' description='BANK_NOTES' />
2835
+ <value enum='BOX' description='BILL_OF_EXCHANGES' />
2836
+ <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
2837
+ <value enum='CL' description='CALL_LOANS' />
2838
+ <value enum='REPLACD' description='REPLACED' />
2839
+ <value enum='MT' description='MANDATORY_TENDER' />
2840
+ <value enum='RVLVTRM' description='REVOLVER_TERM_LOAN' />
2841
+ <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
2842
+ <value enum='STN' description='SHORT_TERM_LOAN_NOTE' />
2843
+ <value enum='MPT' description='MISCELLANEOUS_PASS_THROUGH' />
2844
+ <value enum='TBA' description='TO_BE_ANNOUNCED' />
2845
+ <value enum='AN' description='OTHER_ANTICIPATION_NOTES_BAN_GAN_ETC' />
2846
+ <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
2847
+ <value enum='COFP' description='CERTIFICATE_OF_PARTICIPATION' />
2848
+ <value enum='MBS' description='MORTGAGE_BACKED_SECURITIES' />
2849
+ <value enum='REV' description='REVENUE_BONDS' />
2850
+ <value enum='SPCLA' description='SPECIAL_ASSESSMENT' />
2851
+ <value enum='SPCLO' description='SPECIAL_OBLIGATION' />
2852
+ <value enum='SPCLT' description='SPECIAL_TAX' />
2853
+ <value enum='TAN' description='TAX_ANTICIPATION_NOTE' />
2854
+ <value enum='TAXA' description='TAX_ALLOCATION' />
2855
+ <value enum='COFO' description='CERTIFICATE_OF_OBLIGATION' />
2856
+ <value enum='TD' description='TIME_DEPOSIT' />
2857
+ <value enum='GO' description='GENERAL_OBLIGATION_BONDS' />
2858
+ <value enum='?' description='WILDCARD_ENTRY' />
2859
+ <value enum='WAR' description='WARRANT' />
2860
+ <value enum='MF' description='MUTUAL_FUND' />
2861
+ <value enum='MLEG' description='MULTI_LEG_INSTRUMENT' />
2862
+ <value enum='TRAN' description='TAX_REVENUE_ANTICIPATION_NOTE' />
2863
+ <value enum='MPO' description='MORTGAGE_PRINCIPAL_ONLY' />
2864
+ <value enum='RP' description='REPURCHASE_AGREEMENT' />
2865
+ <value enum='NONE' description='NO_SECURITY_TYPE' />
2866
+ <value enum='XCN' description='EXTENDED_COMM_NOTE' />
2867
+ <value enum='POOL' description='AGENCY_POOLS' />
2868
+ <value enum='ABS' description='ASSET_BACKED_SECURITIES' />
2869
+ <value enum='CMBS' description='CORP_MORTGAGE_BACKED_SECURITIES' />
2870
+ <value enum='CMO' description='COLLATERALIZED_MORTGAGE_OBLIGATION' />
2871
+ <value enum='IET' description='IOETTE_MORTGAGE' />
2872
+ <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
2873
+ <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
2874
+ <value enum='RAN' description='REVENUE_ANTICIPATION_NOTE' />
2875
+ <value enum='RVLV' description='REVOLVER_LOAN' />
2876
+ <value enum='FAC' description='FEDERAL_AGENCY_COUPON' />
2877
+ <value enum='FADN' description='FEDERAL_AGENCY_DISCOUNT_NOTE' />
2878
+ <value enum='PEF' description='PRIVATE_EXPORT_FUNDING' />
2879
+ <value enum='CORP' description='CORPORATE_BOND' />
2880
+ <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
2881
+ <value enum='CB' description='CONVERTIBLE_BOND' />
2882
+ <value enum='DUAL' description='DUAL_CURRENCY' />
2883
+ <value enum='XLINKD' description='INDEXED_LINKED' />
2884
+ <value enum='YANK' description='YANKEE_CORPORATE_BOND' />
2885
+ <value enum='CS' description='COMMON_STOCK' />
2886
+ <value enum='PS' description='PREFERRED_STOCK' />
2887
+ <value enum='BRADY' description='BRADY_BOND' />
2888
+ <value enum='TBOND' description='US_TREASURY_BOND' />
2889
+ <value enum='TINT' description='INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE' />
2890
+ <value enum='TIPS' description='TREASURY_INFLATION_PROTECTED_SECURITIES' />
2891
+ <value enum='TCAL' description='PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE' />
2892
+ <value enum='TPRN' description='PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE' />
2893
+ <value enum='UST' description='US_TREASURY_NOTE_BOND' />
2894
+ <value enum='USTB' description='US_TREASURY_BILL' />
2895
+ <value enum='TERM' description='TERM_LOAN' />
2896
+ <value enum='STRUCT' description='STRUCTURED_NOTES' />
2897
+ </field>
2898
+ <field number='168' name='EffectiveTime' type='UTCTIMESTAMP' />
2899
+ <field number='169' name='StandInstDbType' type='INT'>
2900
+ <value enum='0' description='OTHER' />
2901
+ <value enum='1' description='DTC_SID' />
2902
+ <value enum='3' description='A_GLOBAL_CUSTODIAN' />
2903
+ <value enum='2' description='THOMSON_ALERT' />
2904
+ </field>
2905
+ <field number='170' name='StandInstDbName' type='STRING' />
2906
+ <field number='171' name='StandInstDbID' type='STRING' />
2907
+ <field number='172' name='SettlDeliveryType' type='INT'>
2908
+ <value enum='1' description='FREE' />
2909
+ <value enum='0' description='VERSUS_PAYMENT' />
2910
+ </field>
2911
+ <field number='173' name='SettlDepositoryCode' type='STRING' />
2912
+ <field number='174' name='SettlBrkrCode' type='STRING' />
2913
+ <field number='175' name='SettlInstCode' type='STRING' />
2914
+ <field number='176' name='SecuritySettlAgentName' type='STRING' />
2915
+ <field number='177' name='SecuritySettlAgentCode' type='STRING' />
2916
+ <field number='178' name='SecuritySettlAgentAcctNum' type='STRING' />
2917
+ <field number='179' name='SecuritySettlAgentAcctName' type='STRING' />
2918
+ <field number='180' name='SecuritySettlAgentContactName' type='STRING' />
2919
+ <field number='181' name='SecuritySettlAgentContactPhone' type='STRING' />
2920
+ <field number='182' name='CashSettlAgentName' type='STRING' />
2921
+ <field number='183' name='CashSettlAgentCode' type='STRING' />
2922
+ <field number='184' name='CashSettlAgentAcctNum' type='STRING' />
2923
+ <field number='185' name='CashSettlAgentAcctName' type='STRING' />
2924
+ <field number='186' name='CashSettlAgentContactName' type='STRING' />
2925
+ <field number='187' name='CashSettlAgentContactPhone' type='STRING' />
2926
+ <field number='188' name='BidSpotRate' type='PRICE' />
2927
+ <field number='189' name='BidForwardPoints' type='PRICEOFFSET' />
2928
+ <field number='190' name='OfferSpotRate' type='PRICE' />
2929
+ <field number='191' name='OfferForwardPoints' type='PRICEOFFSET' />
2930
+ <field number='192' name='OrderQty2' type='QTY' />
2931
+ <field number='193' name='FutSettDate2' type='LOCALMKTDATE' />
2932
+ <field number='194' name='LastSpotRate' type='PRICE' />
2933
+ <field number='195' name='LastForwardPoints' type='PRICEOFFSET' />
2934
+ <field number='196' name='AllocLinkID' type='STRING' />
2935
+ <field number='197' name='AllocLinkType' type='INT'>
2936
+ <value enum='0' description='F_X_NETTING' />
2937
+ <value enum='1' description='F_X_SWAP' />
2938
+ </field>
2939
+ <field number='198' name='SecondaryOrderID' type='STRING' />
2940
+ <field number='199' name='NoIOIQualifiers' type='NUMINGROUP' />
2941
+ <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
2942
+ <field number='202' name='StrikePrice' type='PRICE' />
2943
+ <field number='203' name='CoveredOrUncovered' type='INT'>
2944
+ <value enum='1' description='UNCOVERED' />
2945
+ <value enum='0' description='COVERED' />
2946
+ </field>
2947
+ <field number='206' name='OptAttribute' type='CHAR' />
2948
+ <field number='207' name='SecurityExchange' type='EXCHANGE' />
2949
+ <field number='208' name='NotifyBrokerOfCredit' type='BOOLEAN'>
2950
+ <value enum='N' description='NO' />
2951
+ <value enum='Y' description='YES' />
2952
+ </field>
2953
+ <field number='209' name='AllocHandlInst' type='INT'>
2954
+ <value enum='3' description='FORWARD_AND_MATCH' />
2955
+ <value enum='2' description='FORWARD' />
2956
+ <value enum='1' description='MATCH' />
2957
+ </field>
2958
+ <field number='210' name='MaxShow' type='QTY' />
2959
+ <field number='211' name='PegDifference' type='PRICEOFFSET' />
2960
+ <field number='212' name='XmlDataLen' type='LENGTH' />
2961
+ <field number='213' name='XmlData' type='DATA' />
2962
+ <field number='214' name='SettlInstRefID' type='STRING' />
2963
+ <field number='215' name='NoRoutingIDs' type='NUMINGROUP' />
2964
+ <field number='216' name='RoutingType' type='INT'>
2965
+ <value enum='1' description='TARGET_FIRM' />
2966
+ <value enum='2' description='TARGET_LIST' />
2967
+ <value enum='3' description='BLOCK_FIRM' />
2968
+ <value enum='4' description='BLOCK_LIST' />
2969
+ </field>
2970
+ <field number='217' name='RoutingID' type='STRING' />
2971
+ <field number='218' name='Spread' type='PRICEOFFSET' />
2972
+ <field number='219' name='Benchmark' type='CHAR'>
2973
+ <value enum='5' description='OLD_10' />
2974
+ <value enum='1' description='CURVE' />
2975
+ <value enum='2' description='5_YR' />
2976
+ <value enum='4' description='10_YR' />
2977
+ <value enum='6' description='30_YR' />
2978
+ <value enum='7' description='OLD_30' />
2979
+ <value enum='8' description='3_MO_LIBOR' />
2980
+ <value enum='9' description='6_MO_LIBOR' />
2981
+ <value enum='3' description='OLD_5' />
2982
+ </field>
2983
+ <field number='220' name='BenchmarkCurveCurrency' type='CURRENCY' />
2984
+ <field number='221' name='BenchmarkCurveName' type='STRING'>
2985
+ <value enum='SWAP' description='SWAP' />
2986
+ <value enum='LIBID' description='LIBID' />
2987
+ <value enum='OTHER' description='OTHER' />
2988
+ <value enum='Treasury' description='TREASURY' />
2989
+ <value enum='Euribor' description='EURIBOR' />
2990
+ <value enum='Pfandbriefe' description='PFANDBRIEFE' />
2991
+ <value enum='FutureSWAP' description='FUTURESWAP' />
2992
+ <value enum='MuniAAA' description='MUNIAAA' />
2993
+ <value enum='LIBOR' description='LIBOR' />
2994
+ </field>
2995
+ <field number='222' name='BenchmarkCurvePoint' type='STRING' />
2996
+ <field number='223' name='CouponRate' type='PERCENTAGE' />
2997
+ <field number='224' name='CouponPaymentDate' type='UTCDATE' />
2998
+ <field number='225' name='IssueDate' type='UTCDATE' />
2999
+ <field number='226' name='RepurchaseTerm' type='INT' />
3000
+ <field number='227' name='RepurchaseRate' type='PERCENTAGE' />
3001
+ <field number='228' name='Factor' type='FLOAT' />
3002
+ <field number='229' name='TradeOriginationDate' type='UTCDATE' />
3003
+ <field number='230' name='ExDate' type='UTCDATE' />
3004
+ <field number='231' name='ContractMultiplier' type='FLOAT' />
3005
+ <field number='232' name='NoStipulations' type='NUMINGROUP' />
3006
+ <field number='233' name='StipulationType' type='STRING'>
3007
+ <value enum='ABS' description='ABSOLUTE_PREPAYMENT_SPEED' />
3008
+ <value enum='WALA' description='WEIGHTED_AVERAGE_LOAN_AGE' />
3009
+ <value enum='WAM' description='WEIGHTED_AVERAGE_MATURITY' />
3010
+ <value enum='CPR' description='CONSTANT_PREPAYMENT_RATE' />
3011
+ <value enum='HEP' description='FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE' />
3012
+ <value enum='WAL' description='WEIGHTED_AVERAGE_LIFE' />
3013
+ <value enum='MHP' description='OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE' />
3014
+ <value enum='SMM' description='SINGLE_MONTHLY_MORTALITY' />
3015
+ <value enum='MPR' description='MONTHLY_PREPAYMENT_RATE' />
3016
+ <value enum='PSA' description='OF_BMA_PREPAYMENT_CURVE' />
3017
+ <value enum='PPC' description='OF_PROSPECTUS_PREPAYMENT_CURVE' />
3018
+ <value enum='CPP' description='CONSTANT_PREPAYMENT_PENALTY' />
3019
+ <value enum='LOTVAR' description='LOT_VARIANCE' />
3020
+ <value enum='CPY' description='CONSTANT_PREPAYMENT_YIELD' />
3021
+ <value enum='WAC' description='WEIGHTED_AVERAGE_COUPON' />
3022
+ <value enum='ISSUE' description='YEAR_OF_ISSUE' />
3023
+ <value enum='MAT' description='MATURITY_YEAR' />
3024
+ <value enum='PIECES' description='NUMBER_OF_PIECES' />
3025
+ <value enum='PMAX' description='POOLS_MAXIMUM' />
3026
+ <value enum='PPM' description='POOLS_PER_MILLION' />
3027
+ <value enum='PPL' description='POOLS_PER_LOT' />
3028
+ <value enum='PPT' description='POOLS_PER_TRADE' />
3029
+ <value enum='PROD' description='PRODUCTION_YEAR' />
3030
+ <value enum='TRDVAR' description='TRADE_VARIANCE' />
3031
+ <value enum='GEOG' description='GEOGRAPHICS' />
3032
+ </field>
3033
+ <field number='234' name='StipulationValue' type='STRING' />
3034
+ <field number='235' name='YieldType' type='STRING'>
3035
+ <value enum='TRUE' description='TRUE_YIELD_THE_YIELD_CALCULATED_WITH_COUPON_DATES_MOVED_FROM_A_WEEKEND_OR_HOLIDAY_TO_THE_NEXT_VALID_SETTLEMENT_DATE' />
3036
+ <value enum='PREVCLOSE' description='PREVIOUS_CLOSE_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_1_DAY_AGO' />
3037
+ <value enum='LONGEST' description='YIELD_TO_LONGEST_AVERAGE' />
3038
+ <value enum='LONGAVGLIFE' description='YIELD_TO_LONGEST_AVERAGE_LIFE_THE_YIELD_ASSUMING_ONLY_MANDATORY_SINKS_ARE_TAKEN_THIS_RESULTS_IN_A_LOWER_PAYDOWN_OF_DEBT_THE_YIELD_IS_THEN_CALCULATED_TO_THE_FINAL_PAYMENT_DATE' />
3039
+ <value enum='MATURITY' description='YIELD_TO_MATURITY_THE_YIELD_OF_A_BOND_TO_ITS_MATURITY_DATE' />
3040
+ <value enum='MARK' description='MARK_TO_MARKET_YIELD_AN_ADJUSTMENT_IN_THE_VALUATION_OF_A_SECURITIES_PORTFOLIO_TO_REFLECT_THE_CURRENT_MARKET_VALUES_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO' />
3041
+ <value enum='OPENAVG' description='OPEN_AVERAGE_YIELD_THE_AVERAGE_YIELD_OF_THE_RESPECTIVE_SECURITIES_IN_THE_PORTFOLIO' />
3042
+ <value enum='PUT' description='YIELD_TO_NEXT_PUT_THE_YIELD_TO_THE_DATE_AT_WHICH_THE_BOND_HOLDER_CAN_NEXT_PUT_THE_BOND_TO_THE_ISSUER' />
3043
+ <value enum='PROCEEDS' description='PROCEEDS_YIELD_THE_CD_EQUIVALENT_YIELD_WHEN_THE_REMAINING_TIME_TO_MATURITY_IS_LESS_THAN_TWO_YEARS' />
3044
+ <value enum='SEMIANNUAL' description='SEMI_ANNUAL_YIELD_THE_YIELD_OF_A_BOND_WHOSE_COUPON_PAYMENTS_ARE_REINVESTED_SEMI_ANNUALLY' />
3045
+ <value enum='SHORTAVGLIFE' description='YIELD_TO_SHORTEST_AVERAGE_LIFE_SAME_AS_AVGLIFE_ABOVE' />
3046
+ <value enum='SHORTEST' description='YIELD_TO_SHORTEST_AVERAGE' />
3047
+ <value enum='SIMPLE' description='SIMPLE_YIELD_THE_YIELD_OF_A_BOND_ASSUMING_NO_REINVESTMENT_OF_COUPON_PAYMENTS' />
3048
+ <value enum='TENDER' description='YIELD_TO_TENDER_DATE_THE_YIELD_ON_A_MUNICIPAL_BOND_TO_ITS_MANDATORY_TENDER_DATE' />
3049
+ <value enum='VALUE1/32' description='YIELD_VALUE_OF_1_32_THE_AMOUNT_THAT_THE_YIELD_WILL_CHANGE_FOR_A_1_32ND_CHANGE_IN_PRICE' />
3050
+ <value enum='WORST' description='YIELD_TO_WORST_CONVENTION_THE_LOWEST_YIELD_TO_ALL_POSSIBLE_REDEMPTION_DATE_SCENARIOS' />
3051
+ <value enum='TAXEQUIV' description='TAX_EQUIVALENT_YIELD_THE_AFTER_TAX_YIELD_GROSSED_UP_BY_THE_MAXIMUM_FEDERAL_TAX_RATE_OF_396_FOR_COMPARISON_TO_TAXABLE_YIELDS' />
3052
+ <value enum='ANNUAL' description='ANNUAL_YIELD_THE_ANNUAL_INTEREST_OR_DIVIDEND_INCOME_AN_INVESTMENT_EARNS_EXPRESSED_AS_A_PERCENTAGE_OF_THE_INVESTMENTS_TOTAL_VALUE' />
3053
+ <value enum='LASTYEAR' description='CLOSING_YIELD_MOST_RECENT_YEAR_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_YEARS_END' />
3054
+ <value enum='NEXTREFUND' description='YIELD_TO_NEXT_REFUND' />
3055
+ <value enum='AFTERTAX' description='AFTER_TAX_YIELD' />
3056
+ <value enum='ATISSUE' description='YIELD_AT_ISSUE' />
3057
+ <value enum='AVGLIFE' description='YIELD_TO_AVERAGE_LIFE_THE_YIELD_ASSUMING_THAT_ALL_SINKS' />
3058
+ <value enum='AVGMATURITY' description='YIELD_TO_AVERAGE_MATURITY_THE_YIELD_ACHIEVED_BY_SUBSTITUTING_A_BONDS_AVERAGE_MATURITY_FOR_THE_ISSUES_FINAL_MATURITY_DATE' />
3059
+ <value enum='BOOK' description='BOOK_YIELD_THE_YIELD_OF_A_SECURITY_CALCULATED_BY_USING_ITS_BOOK_VALUE_INSTEAD_OF_THE_CURRENT_MARKET_PRICE_THIS_TERM_IS_TYPICALLY_USED_IN_THE_US_DOMESTIC_MARKET' />
3060
+ <value enum='CALL' description='YIELD_TO_NEXT_CALL_THE_YIELD_OF_A_BOND_TO_THE_NEXT_POSSIBLE_CALL_DATE' />
3061
+ <value enum='CHANGE' description='YIELD_CHANGE_SINCE_CLOSE_THE_CHANGE_IN_THE_YIELD_SINCE_THE_PREVIOUS_DAYS_CLOSING_YIELD' />
3062
+ <value enum='COMPOUND' description='COMPOUND_YIELD_THE_YIELD_OF_CERTAIN_JAPANESE_BONDS_BASED_ON_ITS_PRICE_CERTAIN_JAPANESE_BONDS_HAVE_IRREGULAR_FIRST_OR_LAST_COUPONS_AND_THE_YIELD_IS_CALCULATED_COMPOUND_FOR_THESE_IRREGULAR_PERIODS' />
3063
+ <value enum='CURRENT' description='CURRENT_YIELD_ANNUAL_INTEREST_ON_A_BOND_DIVIDED_BY_THE_MARKET_VALUE_THE_ACTUAL_INCOME_RATE_OF_RETURN_AS_OPPOSED_TO_THE_COUPON_RATE_EXPRESSED_AS_A_PERCENTAGE' />
3064
+ <value enum='GROSS' description='TRUE_GROSS_YIELD_YIELD_CALCULATED_USING_THE_PRICE_INCLUDING_ACCRUED_INTEREST_WHERE_COUPON_DATES_ARE_MOVED_FROM_HOLIDAYS_AND_WEEKENDS_TO_THE_NEXT_TRADING_DAY' />
3065
+ <value enum='GOVTEQUIV' description='GOVERNMENT_EQUIVALENT_YIELD_ASK_YIELD_BASED_ON_SEMI_ANNUAL_COUPONS_COMPOUNDING_IN_ALL_PERIODS_AND_ACTUAL_ACTUAL_CALENDAR' />
3066
+ <value enum='INFLATION' description='YIELD_WITH_INFLATION_ASSUMPTION_BASED_ON_PRICE_THE_RETURN_AN_INVESTOR_WOULD_REQUIRE_ON_A_NORMAL_BOND_THAT_WOULD_MAKE_THE_REAL_RETURN_EQUAL_TO_THAT_OF_THE_INFLATION_INDEXED_BOND_ASSUMING_A_CONSTANT_INFLATION_RATE' />
3067
+ <value enum='INVERSEFLOATER' description='INVERSE_FLOATER_BOND_YIELD_INVERSE_FLOATER_SEMI_ANNUAL_BOND_EQUIVALENT_RATE' />
3068
+ <value enum='LASTQUARTER' description='CLOSING_YIELD_MOST_RECENT_QUARTER_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_QUARTERS_END' />
3069
+ <value enum='LASTCLOSE' description='MOST_RECENT_CLOSING_YIELD_THE_LAST_AVAILABLE_YIELD_STORED_IN_HISTORY_COMPUTED_USING_PRICE' />
3070
+ <value enum='LASTMONTH' description='CLOSING_YIELD_MOST_RECENT_MONTH_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE_AS_OF_THE_MOST_RECENT_MONTHS_END' />
3071
+ <value enum='CLOSE' description='CLOSING_YIELD_THE_YIELD_OF_A_BOND_BASED_ON_THE_CLOSING_PRICE' />
3072
+ </field>
3073
+ <field number='236' name='Yield' type='PERCENTAGE' />
3074
+ <field number='237' name='TotalTakedown' type='AMT' />
3075
+ <field number='238' name='Concession' type='AMT' />
3076
+ <field number='239' name='RepoCollateralSecurityType' type='STRING' />
3077
+ <field number='240' name='RedemptionDate' type='UTCDATE' />
3078
+ <field number='241' name='UnderlyingCouponPaymentDate' type='UTCDATE' />
3079
+ <field number='242' name='UnderlyingIssueDate' type='UTCDATE' />
3080
+ <field number='243' name='UnderlyingRepoCollateralSecurityType' type='STRING' />
3081
+ <field number='244' name='UnderlyingRepurchaseTerm' type='INT' />
3082
+ <field number='245' name='UnderlyingRepurchaseRate' type='PERCENTAGE' />
3083
+ <field number='246' name='UnderlyingFactor' type='FLOAT' />
3084
+ <field number='247' name='UnderlyingRedemptionDate' type='UTCDATE' />
3085
+ <field number='248' name='LegCouponPaymentDate' type='UTCDATE' />
3086
+ <field number='249' name='LegIssueDate' type='UTCDATE' />
3087
+ <field number='250' name='LegRepoCollateralSecurityType' type='STRING' />
3088
+ <field number='251' name='LegRepurchaseTerm' type='INT' />
3089
+ <field number='252' name='LegRepurchaseRate' type='PERCENTAGE' />
3090
+ <field number='253' name='LegFactor' type='FLOAT' />
3091
+ <field number='254' name='LegRedemptionDate' type='UTCDATE' />
3092
+ <field number='255' name='CreditRating' type='STRING' />
3093
+ <field number='256' name='UnderlyingCreditRating' type='STRING' />
3094
+ <field number='257' name='LegCreditRating' type='STRING' />
3095
+ <field number='258' name='TradedFlatSwitch' type='BOOLEAN'>
3096
+ <value enum='N' description='NO' />
3097
+ <value enum='Y' description='YES' />
3098
+ </field>
3099
+ <field number='259' name='BasisFeatureDate' type='UTCDATE' />
3100
+ <field number='260' name='BasisFeaturePrice' type='PRICE' />
3101
+ <field number='262' name='MDReqID' type='STRING' />
3102
+ <field number='263' name='SubscriptionRequestType' type='CHAR'>
3103
+ <value enum='1' description='SNAPSHOT_PLUS_UPDATES' />
3104
+ <value enum='2' description='DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST' />
3105
+ <value enum='0' description='SNAPSHOT' />
3106
+ </field>
3107
+ <field number='264' name='MarketDepth' type='INT' />
3108
+ <field number='265' name='MDUpdateType' type='INT'>
3109
+ <value enum='0' description='FULL_REFRESH' />
3110
+ <value enum='1' description='INCREMENTAL_REFRESH' />
3111
+ </field>
3112
+ <field number='266' name='AggregatedBook' type='BOOLEAN'>
3113
+ <value enum='Y' description='YES' />
3114
+ <value enum='N' description='NO' />
3115
+ </field>
3116
+ <field number='267' name='NoMDEntryTypes' type='NUMINGROUP' />
3117
+ <field number='268' name='NoMDEntries' type='NUMINGROUP' />
3118
+ <field number='269' name='MDEntryType' type='CHAR'>
3119
+ <value enum='7' description='TRADING_SESSION_HIGH_PRICE' />
3120
+ <value enum='1' description='OFFER' />
3121
+ <value enum='A' description='IMBALANCE' />
3122
+ <value enum='9' description='TRADING_SESSION_VWAP_PRICE' />
3123
+ <value enum='8' description='TRADING_SESSION_LOW_PRICE' />
3124
+ <value enum='5' description='CLOSING_PRICE' />
3125
+ <value enum='4' description='OPENING_PRICE' />
3126
+ <value enum='0' description='BID' />
3127
+ <value enum='2' description='TRADE' />
3128
+ <value enum='3' description='INDEX_VALUE' />
3129
+ <value enum='6' description='SETTLEMENT_PRICE' />
3130
+ </field>
3131
+ <field number='270' name='MDEntryPx' type='PRICE' />
3132
+ <field number='271' name='MDEntrySize' type='QTY' />
3133
+ <field number='272' name='MDEntryDate' type='UTCDATE' />
3134
+ <field number='273' name='MDEntryTime' type='UTCTIMEONLY' />
3135
+ <field number='274' name='TickDirection' type='CHAR'>
3136
+ <value enum='0' description='PLUS_TICK' />
3137
+ <value enum='1' description='ZERO_PLUS_TICK' />
3138
+ <value enum='2' description='MINUS_TICK' />
3139
+ <value enum='3' description='ZERO_MINUS_TICK' />
3140
+ </field>
3141
+ <field number='275' name='MDMkt' type='EXCHANGE' />
3142
+ <field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
3143
+ <value enum='E' description='LOCKED' />
3144
+ <value enum='I' description='NON_FIRM' />
3145
+ <value enum='H' description='FAST_TRADING' />
3146
+ <value enum='F' description='CROSSED' />
3147
+ <value enum='D' description='CONSOLIDATED_BEST' />
3148
+ <value enum='C' description='EXCHANGE_BEST' />
3149
+ <value enum='B' description='CLOSED' />
3150
+ <value enum='A' description='OPEN' />
3151
+ <value enum='G' description='DEPTH' />
3152
+ </field>
3153
+ <field number='277' name='TradeCondition' type='MULTIPLEVALUESTRING'>
3154
+ <value enum='J' description='NEXT_DAY_TRADE' />
3155
+ <value enum='K' description='OPENED' />
3156
+ <value enum='L' description='SELLER' />
3157
+ <value enum='B' description='AVERAGE_PRICE_TRADE' />
3158
+ <value enum='M' description='SOLD' />
3159
+ <value enum='H' description='RULE_155_TRADE' />
3160
+ <value enum='N' description='STOPPED_STOCK' />
3161
+ <value enum='P' description='IMBALANCE_MORE_BUYERS' />
3162
+ <value enum='Q' description='IMBALANCE_MORE_SELLERS' />
3163
+ <value enum='R' description='OPENING_PRICE' />
3164
+ <value enum='I' description='SOLD_LAST' />
3165
+ <value enum='A' description='CASH' />
3166
+ <value enum='C' description='CASH_TRADE' />
3167
+ <value enum='E' description='OPENING' />
3168
+ <value enum='F' description='INTRADAY_TRADE_DETAIL' />
3169
+ <value enum='G' description='RULE_127_TRADE' />
3170
+ <value enum='D' description='NEXT_DAY' />
3171
+ </field>
3172
+ <field number='278' name='MDEntryID' type='STRING' />
3173
+ <field number='279' name='MDUpdateAction' type='CHAR'>
3174
+ <value enum='0' description='NEW' />
3175
+ <value enum='1' description='CHANGE' />
3176
+ <value enum='2' description='DELETE' />
3177
+ </field>
3178
+ <field number='280' name='MDEntryRefID' type='STRING' />
3179
+ <field number='281' name='MDReqRejReason' type='CHAR'>
3180
+ <value enum='7' description='UNSUPPORTED_AGGREGATEDBOOK' />
3181
+ <value enum='1' description='DUPLICATE_MDREQID' />
3182
+ <value enum='C' description='UNSUPPORTED_MDIMPLICITDELETE' />
3183
+ <value enum='B' description='UNSUPPORTED_OPENCLOSESETTLEFLAG' />
3184
+ <value enum='A' description='UNSUPPORTED_SCOPE' />
3185
+ <value enum='9' description='UNSUPPORTED_TRADINGSESSIONID' />
3186
+ <value enum='8' description='UNSUPPORTED_MDENTRYTYPE' />
3187
+ <value enum='6' description='UNSUPPORTED_MDUPDATETYPE' />
3188
+ <value enum='5' description='UNSUPPORTED_MARKETDEPTH' />
3189
+ <value enum='4' description='UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE' />
3190
+ <value enum='2' description='INSUFFICIENT_BANDWIDTH' />
3191
+ <value enum='0' description='UNKNOWN_SYMBOL' />
3192
+ <value enum='3' description='INSUFFICIENT_PERMISSIONS' />
3193
+ </field>
3194
+ <field number='282' name='MDEntryOriginator' type='STRING' />
3195
+ <field number='283' name='LocationID' type='STRING' />
3196
+ <field number='284' name='DeskID' type='STRING' />
3197
+ <field number='285' name='DeleteReason' type='CHAR'>
3198
+ <value enum='0' description='CANCELATION' />
3199
+ <value enum='1' description='ERROR' />
3200
+ </field>
3201
+ <field number='286' name='OpenCloseSettleFlag' type='MULTIPLEVALUESTRING'>
3202
+ <value enum='1' description='SESSION_OPEN' />
3203
+ <value enum='2' description='DELIVERY_SETTLEMENT_PRICE' />
3204
+ <value enum='3' description='EXPECTED_PRICE' />
3205
+ <value enum='4' description='PRICE_FROM_PREVIOUS_BUSINESS_DAY' />
3206
+ <value enum='0' description='DAILY_OPEN' />
3207
+ </field>
3208
+ <field number='287' name='SellerDays' type='INT' />
3209
+ <field number='288' name='MDEntryBuyer' type='STRING' />
3210
+ <field number='289' name='MDEntrySeller' type='STRING' />
3211
+ <field number='290' name='MDEntryPositionNo' type='INT' />
3212
+ <field number='291' name='FinancialStatus' type='MULTIPLEVALUESTRING'>
3213
+ <value enum='1' description='BANKRUPT' />
3214
+ <value enum='2' description='PENDING_DELISTING' />
3215
+ </field>
3216
+ <field number='292' name='CorporateAction' type='MULTIPLEVALUESTRING'>
3217
+ <value enum='B' description='EX_DISTRIBUTION' />
3218
+ <value enum='E' description='EX_INTEREST' />
3219
+ <value enum='C' description='EX_RIGHTS' />
3220
+ <value enum='A' description='EX_DIVIDEND' />
3221
+ <value enum='D' description='NEW' />
3222
+ </field>
3223
+ <field number='293' name='DefBidSize' type='QTY' />
3224
+ <field number='294' name='DefOfferSize' type='QTY' />
3225
+ <field number='295' name='NoQuoteEntries' type='NUMINGROUP' />
3226
+ <field number='296' name='NoQuoteSets' type='NUMINGROUP' />
3227
+ <field number='297' name='QuoteStatus' type='INT'>
3228
+ <value enum='6' description='REMOVED_FROM_MARKET' />
3229
+ <value enum='1' description='CANCELED_FOR_SYMBOL' />
3230
+ <value enum='10' description='PENDING' />
3231
+ <value enum='9' description='QUOTE_NOT_FOUND' />
3232
+ <value enum='8' description='QUERY' />
3233
+ <value enum='7' description='EXPIRED' />
3234
+ <value enum='5' description='REJECTED' />
3235
+ <value enum='4' description='CANCELED_ALL' />
3236
+ <value enum='3' description='CANCELED_FOR_UNDERLYING' />
3237
+ <value enum='2' description='CANCELED_FOR_SECURITY_TYPE' />
3238
+ <value enum='0' description='ACCEPTED' />
3239
+ </field>
3240
+ <field number='298' name='QuoteCancelType' type='INT'>
3241
+ <value enum='4' description='CANCEL_ALL_QUOTES' />
3242
+ <value enum='2' description='CANCEL_FOR_SECURITY_TYPE' />
3243
+ <value enum='1' description='CANCEL_FOR_SYMBOL' />
3244
+ <value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL' />
3245
+ </field>
3246
+ <field number='299' name='QuoteEntryID' type='STRING' />
3247
+ <field number='300' name='QuoteRejectReason' type='INT'>
3248
+ <value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY' />
3249
+ <value enum='1' description='UNKNOWN_SYMBOL' />
3250
+ <value enum='2' description='EXCHANGE' />
3251
+ <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' />
3252
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
3253
+ <value enum='5' description='UNKNOWN_QUOTE' />
3254
+ <value enum='6' description='DUPLICATE_QUOTE' />
3255
+ <value enum='7' description='INVALID_BID_ASK_SPREAD' />
3256
+ <value enum='8' description='INVALID_PRICE' />
3257
+ </field>
3258
+ <field number='301' name='QuoteResponseLevel' type='INT'>
3259
+ <value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES' />
3260
+ <value enum='0' description='NO_ACKNOWLEDGEMENT' />
3261
+ <value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGES' />
3262
+ </field>
3263
+ <field number='302' name='QuoteSetID' type='STRING' />
3264
+ <field number='303' name='QuoteRequestType' type='INT'>
3265
+ <value enum='2' description='AUTOMATIC' />
3266
+ <value enum='1' description='MANUAL' />
3267
+ </field>
3268
+ <field number='304' name='TotQuoteEntries' type='INT' />
3269
+ <field number='305' name='UnderlyingSecurityIDSource' type='STRING' />
3270
+ <field number='306' name='UnderlyingIssuer' type='STRING' />
3271
+ <field number='307' name='UnderlyingSecurityDesc' type='STRING' />
3272
+ <field number='308' name='UnderlyingSecurityExchange' type='EXCHANGE' />
3273
+ <field number='309' name='UnderlyingSecurityID' type='STRING' />
3274
+ <field number='310' name='UnderlyingSecurityType' type='STRING' />
3275
+ <field number='311' name='UnderlyingSymbol' type='STRING' />
3276
+ <field number='312' name='UnderlyingSymbolSfx' type='STRING' />
3277
+ <field number='313' name='UnderlyingMaturityMonthYear' type='MONTHYEAR' />
3278
+ <field number='315' name='UnderlyingPutOrCall' type='INT' />
3279
+ <field number='316' name='UnderlyingStrikePrice' type='PRICE' />
3280
+ <field number='317' name='UnderlyingOptAttribute' type='CHAR' />
3281
+ <field number='320' name='SecurityReqID' type='STRING' />
3282
+ <field number='321' name='SecurityRequestType' type='INT'>
3283
+ <value enum='0' description='REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS' />
3284
+ <value enum='1' description='REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED' />
3285
+ <value enum='2' description='REQUEST_LIST_SECURITY_TYPES' />
3286
+ <value enum='3' description='REQUEST_LIST_SECURITIES' />
3287
+ </field>
3288
+ <field number='322' name='SecurityResponseID' type='STRING' />
3289
+ <field number='323' name='SecurityResponseType' type='INT'>
3290
+ <value enum='5' description='REJECT_SECURITY_PROPOSAL' />
3291
+ <value enum='1' description='ACCEPT_SECURITY_PROPOSAL_AS_IS' />
3292
+ <value enum='6' description='CAN_NOT_MATCH_SELECTION_CRITERIA' />
3293
+ <value enum='2' description='ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE' />
3294
+ <value enum='4' description='LIST_OF_SECURITIES_RETURNED_PER_REQUEST' />
3295
+ <value enum='3' description='LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST' />
3296
+ </field>
3297
+ <field number='324' name='SecurityStatusReqID' type='STRING' />
3298
+ <field number='325' name='UnsolicitedIndicator' type='BOOLEAN'>
3299
+ <value enum='Y' description='YES' />
3300
+ <value enum='N' description='NO' />
3301
+ </field>
3302
+ <field number='326' name='SecurityTradingStatus' type='INT'>
3303
+ <value enum='20' description='UNKNOWN_OR_INVALID' />
3304
+ <value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE' />
3305
+ <value enum='14' description='ITS_PRE_OPENING' />
3306
+ <value enum='15' description='NEW_PRICE_INDICATION' />
3307
+ <value enum='16' description='TRADE_DISSEMINATION_TIME' />
3308
+ <value enum='17' description='READY_TO_TRADE' />
3309
+ <value enum='19' description='NOT_TRADED_ON_THIS_MARKET' />
3310
+ <value enum='22' description='OPENING_ROTATION' />
3311
+ <value enum='21' description='PRE_OPEN' />
3312
+ <value enum='12' description='NO_MARKET_IMBALANCE' />
3313
+ <value enum='18' description='NOT_AVAILABLE_FOR_TRADING' />
3314
+ <value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL' />
3315
+ <value enum='9' description='MARKET_ON_CLOSE_IMBALANCE_BUY' />
3316
+ <value enum='8' description='MARKET_IMBALANCE_SELL' />
3317
+ <value enum='7' description='MARKET_IMBALANCE_BUY' />
3318
+ <value enum='6' description='TRADING_RANGE_INDICATION' />
3319
+ <value enum='5' description='PRICE_INDICATION' />
3320
+ <value enum='4' description='NO_OPEN_NO_RESUME' />
3321
+ <value enum='3' description='RESUME' />
3322
+ <value enum='1' description='OPENING_DELAY' />
3323
+ <value enum='2' description='TRADING_HALT' />
3324
+ <value enum='23' description='FAST_MARKET' />
3325
+ </field>
3326
+ <field number='327' name='HaltReasonChar' type='CHAR'>
3327
+ <value enum='X' description='EQUIPMENT_CHANGEOVER' />
3328
+ <value enum='M' description='ADDITIONAL_INFORMATION' />
3329
+ <value enum='E' description='ORDER_INFLUX' />
3330
+ <value enum='P' description='NEWS_PENDING' />
3331
+ <value enum='I' description='ORDER_IMBALANCE' />
3332
+ <value enum='D' description='NEWS_DISSEMINATION' />
3333
+ </field>
3334
+ <field number='328' name='InViewOfCommon' type='BOOLEAN'>
3335
+ <value enum='Y' description='YES' />
3336
+ <value enum='N' description='NO' />
3337
+ </field>
3338
+ <field number='329' name='DueToRelated' type='BOOLEAN'>
3339
+ <value enum='Y' description='YES' />
3340
+ <value enum='N' description='NO' />
3341
+ </field>
3342
+ <field number='330' name='BuyVolume' type='QTY' />
3343
+ <field number='331' name='SellVolume' type='QTY' />
3344
+ <field number='332' name='HighPx' type='PRICE' />
3345
+ <field number='333' name='LowPx' type='PRICE' />
3346
+ <field number='334' name='Adjustment' type='INT'>
3347
+ <value enum='1' description='CANCEL' />
3348
+ <value enum='2' description='ERROR' />
3349
+ <value enum='3' description='CORRECTION' />
3350
+ </field>
3351
+ <field number='335' name='TradSesReqID' type='STRING' />
3352
+ <field number='336' name='TradingSessionID' type='STRING' />
3353
+ <field number='337' name='ContraTrader' type='STRING' />
3354
+ <field number='338' name='TradSesMethod' type='INT'>
3355
+ <value enum='3' description='TWO_PARTY' />
3356
+ <value enum='1' description='ELECTRONIC' />
3357
+ <value enum='2' description='OPEN_OUTCRY' />
3358
+ </field>
3359
+ <field number='339' name='TradSesMode' type='INT'>
3360
+ <value enum='3' description='PRODUCTION' />
3361
+ <value enum='1' description='TESTING' />
3362
+ <value enum='2' description='SIMULATED' />
3363
+ </field>
3364
+ <field number='340' name='TradSesStatus' type='INT'>
3365
+ <value enum='5' description='PRE_CLOSE' />
3366
+ <value enum='6' description='REQUEST_REJECTED' />
3367
+ <value enum='4' description='PRE_OPEN' />
3368
+ <value enum='3' description='CLOSED' />
3369
+ <value enum='2' description='OPEN' />
3370
+ <value enum='1' description='HALTED' />
3371
+ <value enum='0' description='UNKNOWN' />
3372
+ </field>
3373
+ <field number='341' name='TradSesStartTime' type='UTCTIMESTAMP' />
3374
+ <field number='342' name='TradSesOpenTime' type='UTCTIMESTAMP' />
3375
+ <field number='343' name='TradSesPreCloseTime' type='UTCTIMESTAMP' />
3376
+ <field number='344' name='TradSesCloseTime' type='UTCTIMESTAMP' />
3377
+ <field number='345' name='TradSesEndTime' type='UTCTIMESTAMP' />
3378
+ <field number='346' name='NumberOfOrders' type='INT' />
3379
+ <field number='347' name='MessageEncoding' type='STRING'>
3380
+ <value enum='UTF-8' description='UTF_8' />
3381
+ <value enum='ISO-2022-JP' description='ISO_2022_JP' />
3382
+ <value enum='EUC-JP' description='EUC_JP' />
3383
+ <value enum='SHIFT_JIS' description='SHIFT_JIS' />
3384
+ </field>
3385
+ <field number='348' name='EncodedIssuerLen' type='LENGTH' />
3386
+ <field number='349' name='EncodedIssuer' type='DATA' />
3387
+ <field number='350' name='EncodedSecurityDescLen' type='LENGTH' />
3388
+ <field number='351' name='EncodedSecurityDesc' type='DATA' />
3389
+ <field number='352' name='EncodedListExecInstLen' type='LENGTH' />
3390
+ <field number='353' name='EncodedListExecInst' type='DATA' />
3391
+ <field number='354' name='EncodedTextLen' type='LENGTH' />
3392
+ <field number='355' name='EncodedText' type='DATA' />
3393
+ <field number='356' name='EncodedSubjectLen' type='LENGTH' />
3394
+ <field number='357' name='EncodedSubject' type='DATA' />
3395
+ <field number='358' name='EncodedHeadlineLen' type='LENGTH' />
3396
+ <field number='359' name='EncodedHeadline' type='DATA' />
3397
+ <field number='360' name='EncodedAllocTextLen' type='LENGTH' />
3398
+ <field number='361' name='EncodedAllocText' type='DATA' />
3399
+ <field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH' />
3400
+ <field number='363' name='EncodedUnderlyingIssuer' type='DATA' />
3401
+ <field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH' />
3402
+ <field number='365' name='EncodedUnderlyingSecurityDesc' type='DATA' />
3403
+ <field number='366' name='AllocPrice' type='PRICE' />
3404
+ <field number='367' name='QuoteSetValidUntilTime' type='UTCTIMESTAMP' />
3405
+ <field number='368' name='QuoteEntryRejectReason' type='INT' />
3406
+ <field number='369' name='LastMsgSeqNumProcessed' type='SEQNUM' />
3407
+ <field number='370' name='OnBehalfOfSendingTime' type='UTCTIMESTAMP' />
3408
+ <field number='371' name='RefTagID' type='INT' />
3409
+ <field number='372' name='RefMsgType' type='STRING' />
3410
+ <field number='373' name='SessionRejectReason' type='INT'>
3411
+ <value enum='12' description='XML_VALIDATION_ERROR' />
3412
+ <value enum='17' description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' />
3413
+ <value enum='16' description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' />
3414
+ <value enum='15' description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' />
3415
+ <value enum='14' description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' />
3416
+ <value enum='11' description='INVALID_MSGTYPE' />
3417
+ <value enum='0' description='INVALID_TAG_NUMBER' />
3418
+ <value enum='9' description='COMPID_PROBLEM' />
3419
+ <value enum='8' description='SIGNATURE_PROBLEM' />
3420
+ <value enum='7' description='DECRYPTION_PROBLEM' />
3421
+ <value enum='6' description='INCORRECT_DATA_FORMAT_FOR_VALUE' />
3422
+ <value enum='5' description='VALUE_IS_INCORRECT' />
3423
+ <value enum='4' description='TAG_SPECIFIED_WITHOUT_A_VALUE' />
3424
+ <value enum='3' description='UNDEFINED_TAG' />
3425
+ <value enum='10' description='SENDINGTIME_ACCURACY_PROBLEM' />
3426
+ <value enum='13' description='TAG_APPEARS_MORE_THAN_ONCE' />
3427
+ <value enum='2' description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' />
3428
+ <value enum='1' description='REQUIRED_TAG_MISSING' />
3429
+ </field>
3430
+ <field number='374' name='BidRequestTransType' type='CHAR'>
3431
+ <value enum='N' description='NEW' />
3432
+ <value enum='C' description='CANCEL' />
3433
+ </field>
3434
+ <field number='375' name='ContraBroker' type='STRING' />
3435
+ <field number='376' name='ComplianceID' type='STRING' />
3436
+ <field number='377' name='SolicitedFlag' type='BOOLEAN'>
3437
+ <value enum='N' description='NO' />
3438
+ <value enum='Y' description='YES' />
3439
+ </field>
3440
+ <field number='378' name='ExecRestatementReason' type='INT'>
3441
+ <value enum='7' description='CANCEL_ON_SYSTEM_FAILURE' />
3442
+ <value enum='0' description='GT_CORPORATE_ACTION' />
3443
+ <value enum='8' description='MARKET' />
3444
+ <value enum='6' description='CANCEL_ON_TRADING_HALT' />
3445
+ <value enum='5' description='PARTIAL_DECLINE_OF_ORDERQTY' />
3446
+ <value enum='4' description='BROKER_OPTION' />
3447
+ <value enum='3' description='REPRICING_OF_ORDER' />
3448
+ <value enum='1' description='GT_RENEWAL' />
3449
+ <value enum='2' description='VERBAL_CHANGE' />
3450
+ </field>
3451
+ <field number='379' name='BusinessRejectRefID' type='STRING' />
3452
+ <field number='380' name='BusinessRejectReason' type='INT'>
3453
+ <value enum='3' description='UNSUPPORTED_MESSAGE_TYPE' />
3454
+ <value enum='7' description='DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME' />
3455
+ <value enum='4' description='APPLICATION_NOT_AVAILABLE' />
3456
+ <value enum='6' description='NOT_AUTHORIZED' />
3457
+ <value enum='0' description='OTHER' />
3458
+ <value enum='5' description='CONDITIONALLY_REQUIRED_FIELD_MISSING' />
3459
+ <value enum='1' description='UNKOWN_ID' />
3460
+ <value enum='2' description='UNKNOWN_SECURITY' />
3461
+ </field>
3462
+ <field number='381' name='GrossTradeAmt' type='AMT' />
3463
+ <field number='382' name='NoContraBrokers' type='NUMINGROUP' />
3464
+ <field number='383' name='MaxMessageSize' type='LENGTH' />
3465
+ <field number='384' name='NoMsgTypes' type='NUMINGROUP' />
3466
+ <field number='385' name='MsgDirection' type='CHAR'>
3467
+ <value enum='S' description='SEND' />
3468
+ <value enum='R' description='RECEIVE' />
3469
+ </field>
3470
+ <field number='386' name='NoTradingSessions' type='NUMINGROUP' />
3471
+ <field number='387' name='TotalVolumeTraded' type='QTY' />
3472
+ <field number='388' name='DiscretionInst' type='CHAR'>
3473
+ <value enum='0' description='RELATED_TO_DISPLAYED_PRICE' />
3474
+ <value enum='1' description='RELATED_TO_MARKET_PRICE' />
3475
+ <value enum='2' description='RELATED_TO_PRIMARY_PRICE' />
3476
+ <value enum='3' description='RELATED_TO_LOCAL_PRIMARY_PRICE' />
3477
+ <value enum='4' description='RELATED_TO_MIDPOINT_PRICE' />
3478
+ <value enum='5' description='RELATED_TO_LAST_TRADE_PRICE' />
3479
+ </field>
3480
+ <field number='389' name='DiscretionOffset' type='PRICEOFFSET' />
3481
+ <field number='390' name='BidID' type='STRING' />
3482
+ <field number='391' name='ClientBidID' type='STRING' />
3483
+ <field number='392' name='ListName' type='STRING' />
3484
+ <field number='393' name='TotalNumSecurities' type='INT' />
3485
+ <field number='394' name='BidType' type='INT'>
3486
+ <value enum='1' description='NON_DISCLOSED_STYLE' />
3487
+ <value enum='2' description='DISCLOSED_STYLE' />
3488
+ <value enum='3' description='NO_BIDDING_PROCESS' />
3489
+ </field>
3490
+ <field number='395' name='NumTickets' type='INT' />
3491
+ <field number='396' name='SideValue1' type='AMT' />
3492
+ <field number='397' name='SideValue2' type='AMT' />
3493
+ <field number='398' name='NoBidDescriptors' type='NUMINGROUP' />
3494
+ <field number='399' name='BidDescriptorType' type='INT'>
3495
+ <value enum='3' description='INDEX' />
3496
+ <value enum='2' description='COUNTRY' />
3497
+ <value enum='1' description='SECTOR' />
3498
+ </field>
3499
+ <field number='400' name='BidDescriptor' type='STRING' />
3500
+ <field number='401' name='SideValueInd' type='INT'>
3501
+ <value enum='1' description='SIDEVALUE1' />
3502
+ <value enum='2' description='SIDEVALUE_2' />
3503
+ </field>
3504
+ <field number='402' name='LiquidityPctLow' type='PERCENTAGE' />
3505
+ <field number='403' name='LiquidityPctHigh' type='PERCENTAGE' />
3506
+ <field number='404' name='LiquidityValue' type='AMT' />
3507
+ <field number='405' name='EFPTrackingError' type='PERCENTAGE' />
3508
+ <field number='406' name='FairValue' type='AMT' />
3509
+ <field number='407' name='OutsideIndexPct' type='PERCENTAGE' />
3510
+ <field number='408' name='ValueOfFutures' type='AMT' />
3511
+ <field number='409' name='LiquidityIndType' type='INT'>
3512
+ <value enum='3' description='NORMAL_MARKET_SIZE' />
3513
+ <value enum='4' description='OTHER' />
3514
+ <value enum='2' description='20_DAY_MOVING_AVERAGE' />
3515
+ <value enum='1' description='5DAY_MOVING_AVERAGE' />
3516
+ </field>
3517
+ <field number='410' name='WtAverageLiquidity' type='PERCENTAGE' />
3518
+ <field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
3519
+ <value enum='N' description='NO' />
3520
+ <value enum='Y' description='YES' />
3521
+ </field>
3522
+ <field number='412' name='OutMainCntryUIndex' type='AMT' />
3523
+ <field number='413' name='CrossPercent' type='PERCENTAGE' />
3524
+ <field number='414' name='ProgRptReqs' type='INT'>
3525
+ <value enum='3' description='REAL_TIME_EXECUTION_REPORTS' />
3526
+ <value enum='2' description='SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD' />
3527
+ <value enum='1' description='BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST' />
3528
+ </field>
3529
+ <field number='415' name='ProgPeriodInterval' type='INT' />
3530
+ <field number='416' name='IncTaxInd' type='INT'>
3531
+ <value enum='2' description='GROSS' />
3532
+ <value enum='1' description='NET' />
3533
+ </field>
3534
+ <field number='417' name='NumBidders' type='INT' />
3535
+ <field number='418' name='TradeType' type='CHAR'>
3536
+ <value enum='G' description='VWAP_GUARANTEE' />
3537
+ <value enum='A' description='AGENCY' />
3538
+ <value enum='J' description='GUARANTEED_CLOSE' />
3539
+ <value enum='R' description='RISK_TRADE' />
3540
+ </field>
3541
+ <field number='419' name='BasisPxType' type='CHAR'>
3542
+ <value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION' />
3543
+ <value enum='D' description='OPEN' />
3544
+ <value enum='Z' description='OTHERS' />
3545
+ <value enum='C' description='STRIKE' />
3546
+ <value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI' />
3547
+ <value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI' />
3548
+ <value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION' />
3549
+ <value enum='6' description='VWAP_THROUGH_A_DAY' />
3550
+ <value enum='5' description='SQ' />
3551
+ <value enum='4' description='CURRENT_PRICE' />
3552
+ <value enum='3' description='CLOSING_PRICE' />
3553
+ <value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION' />
3554
+ <value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI' />
3555
+ </field>
3556
+ <field number='420' name='NoBidComponents' type='NUMINGROUP' />
3557
+ <field number='421' name='Country' type='COUNTRY' />
3558
+ <field number='422' name='TotNoStrikes' type='INT' />
3559
+ <field number='423' name='PriceType' type='INT'>
3560
+ <value enum='3' description='FIXED_AMOUNT' />
3561
+ <value enum='1' description='PERCENTAGE' />
3562
+ <value enum='4' description='DISCOUNT' />
3563
+ <value enum='6' description='BASIS_POINTS_RELATIVE_TO_BENCHMARK' />
3564
+ <value enum='7' description='TED_PRICE' />
3565
+ <value enum='8' description='TED_YIELD' />
3566
+ <value enum='5' description='PREMIUM' />
3567
+ <value enum='2' description='PER_SHARE' />
3568
+ </field>
3569
+ <field number='424' name='DayOrderQty' type='QTY' />
3570
+ <field number='425' name='DayCumQty' type='QTY' />
3571
+ <field number='426' name='DayAvgPx' type='PRICE' />
3572
+ <field number='427' name='GTBookingInst' type='INT'>
3573
+ <value enum='0' description='BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION' />
3574
+ <value enum='2' description='ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE' />
3575
+ <value enum='1' description='ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES' />
3576
+ </field>
3577
+ <field number='428' name='NoStrikes' type='NUMINGROUP' />
3578
+ <field number='429' name='ListStatusType' type='INT'>
3579
+ <value enum='6' description='ALERT' />
3580
+ <value enum='4' description='EXECSTARTED' />
3581
+ <value enum='3' description='TIMED' />
3582
+ <value enum='2' description='RESPONSE' />
3583
+ <value enum='1' description='ACK' />
3584
+ <value enum='5' description='ALLDONE' />
3585
+ </field>
3586
+ <field number='430' name='NetGrossInd' type='INT'>
3587
+ <value enum='1' description='NET' />
3588
+ <value enum='2' description='GROSS' />
3589
+ </field>
3590
+ <field number='431' name='ListOrderStatus' type='INT'>
3591
+ <value enum='4' description='CANCELING' />
3592
+ <value enum='3' description='EXECUTING' />
3593
+ <value enum='7' description='REJECT' />
3594
+ <value enum='6' description='ALL_DONE' />
3595
+ <value enum='5' description='ALERT' />
3596
+ <value enum='2' description='RECEIVEDFOREXECUTION' />
3597
+ <value enum='1' description='INBIDDINGPROCESS' />
3598
+ </field>
3599
+ <field number='432' name='ExpireDate' type='LOCALMKTDATE' />
3600
+ <field number='433' name='ListExecInstType' type='CHAR'>
3601
+ <value enum='5' description='EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW' />
3602
+ <value enum='4' description='EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP' />
3603
+ <value enum='2' description='WAIT_FOR_EXECUTE_INSTRUCTION' />
3604
+ <value enum='1' description='IMMEDIATE' />
3605
+ <value enum='3' description='EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN' />
3606
+ </field>
3607
+ <field number='434' name='CxlRejResponseTo' type='CHAR'>
3608
+ <value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST' />
3609
+ <value enum='1' description='ORDER_CANCEL_REQUEST' />
3610
+ </field>
3611
+ <field number='435' name='UnderlyingCouponRate' type='PERCENTAGE' />
3612
+ <field number='436' name='UnderlyingContractMultiplier' type='FLOAT' />
3613
+ <field number='437' name='ContraTradeQty' type='QTY' />
3614
+ <field number='438' name='ContraTradeTime' type='UTCTIMESTAMP' />
3615
+ <field number='441' name='LiquidityNumSecurities' type='INT' />
3616
+ <field number='442' name='MultiLegReportingType' type='CHAR'>
3617
+ <value enum='1' description='SINGLE_SECURITY' />
3618
+ <value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY' />
3619
+ <value enum='3' description='MULTI_LEG_SECURITY' />
3620
+ </field>
3621
+ <field number='443' name='StrikeTime' type='UTCTIMESTAMP' />
3622
+ <field number='444' name='ListStatusText' type='STRING' />
3623
+ <field number='445' name='EncodedListStatusTextLen' type='LENGTH' />
3624
+ <field number='446' name='EncodedListStatusText' type='DATA' />
3625
+ <field number='447' name='PartyIDSource' type='CHAR'>
3626
+ <value enum='5' description='CHINESE_B_SHARE' />
3627
+ <value enum='8' description='US_EMPLOYER_IDENTIFICATION_NUMBER' />
3628
+ <value enum='A' description='AUSTRALIAN_TAX_FILE_NUMBER' />
3629
+ <value enum='9' description='AUSTRALIAN_BUSINESS_NUMBER' />
3630
+ <value enum='E' description='ISO_COUNTRY_CODE' />
3631
+ <value enum='B' description='BIC' />
3632
+ <value enum='7' description='US_SOCIAL_SECURITY_NUMBER' />
3633
+ <value enum='D' description='PROPRIETARY_CUSTOM_CODE' />
3634
+ <value enum='F' description='SETTLEMENT_ENTITY_LOCATION' />
3635
+ <value enum='1' description='KOREAN_INVESTOR_ID' />
3636
+ <value enum='2' description='TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII' />
3637
+ <value enum='3' description='TAIWANESE_TRADING_ACCOUNT' />
3638
+ <value enum='4' description='MALAYSIAN_CENTRAL_DEPOSITORY' />
3639
+ <value enum='6' description='UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER' />
3640
+ <value enum='C' description='GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER' />
3641
+ </field>
3642
+ <field number='448' name='PartyID' type='STRING' />
3643
+ <field number='449' name='TotalVolumeTradedDate' type='UTCDATE' />
3644
+ <field number='450' name='TotalVolumeTradedTime' type='UTCTIMEONLY' />
3645
+ <field number='451' name='NetChgPrevDay' type='PRICEOFFSET' />
3646
+ <field number='452' name='PartyRole' type='INT'>
3647
+ <value enum='15' description='CORRESPONDANT_CLEARING_FIRM' />
3648
+ <value enum='3' description='CLIENT_ID' />
3649
+ <value enum='20' description='UNDERLYING_CONTRA_FIRM' />
3650
+ <value enum='19' description='SPONSORING_FIRM' />
3651
+ <value enum='18' description='CONTRA_CLEARING_FIRM' />
3652
+ <value enum='17' description='CONTRA_FIRM' />
3653
+ <value enum='16' description='EXECUTING_SYSTEM' />
3654
+ <value enum='7' description='ENTERING_FIRM' />
3655
+ <value enum='1' description='EXECUTING_FIRM' />
3656
+ <value enum='2' description='BROKER_OF_CREDIT' />
3657
+ <value enum='5' description='INVESTOR_ID' />
3658
+ <value enum='6' description='INTRODUCING_FIRM' />
3659
+ <value enum='14' description='GIVEUP_CLEARING_FIRM' />
3660
+ <value enum='8' description='LOCATE_LENDING_FIRM' />
3661
+ <value enum='9' description='FUND_MANAGER_CLIENT_ID' />
3662
+ <value enum='10' description='SETTLEMENT_LOCATION' />
3663
+ <value enum='11' description='ORDER_ORIGINATION_TRADER' />
3664
+ <value enum='12' description='EXECUTING_TRADER' />
3665
+ <value enum='13' description='ORDER_ORIGINATION_FIRM' />
3666
+ <value enum='4' description='CLEARING_FIRM' />
3667
+ </field>
3668
+ <field number='453' name='NoPartyIDs' type='NUMINGROUP' />
3669
+ <field number='454' name='NoSecurityAltID' type='NUMINGROUP' />
3670
+ <field number='455' name='SecurityAltID' type='STRING' />
3671
+ <field number='456' name='SecurityAltIDSource' type='STRING' />
3672
+ <field number='457' name='NoUnderlyingSecurityAltID' type='NUMINGROUP' />
3673
+ <field number='458' name='UnderlyingSecurityAltID' type='STRING' />
3674
+ <field number='459' name='UnderlyingSecurityAltIDSource' type='STRING' />
3675
+ <field number='460' name='Product' type='INT'>
3676
+ <value enum='8' description='LOAN' />
3677
+ <value enum='12' description='OTHER' />
3678
+ <value enum='11' description='MUNICIPAL' />
3679
+ <value enum='1' description='AGENCY' />
3680
+ <value enum='3' description='CORPORATE' />
3681
+ <value enum='4' description='CURRENCY' />
3682
+ <value enum='2' description='COMMODITY' />
3683
+ <value enum='6' description='GOVERNMENT' />
3684
+ <value enum='10' description='MORTGAGE' />
3685
+ <value enum='7' description='INDEX' />
3686
+ <value enum='9' description='MONEYMARKET' />
3687
+ <value enum='5' description='EQUITY' />
3688
+ </field>
3689
+ <field number='461' name='CFICode' type='STRING' />
3690
+ <field number='462' name='UnderlyingProduct' type='INT' />
3691
+ <field number='463' name='UnderlyingCFICode' type='STRING' />
3692
+ <field number='464' name='TestMessageIndicator' type='BOOLEAN'>
3693
+ <value enum='Y' description='YES' />
3694
+ <value enum='N' description='NO' />
3695
+ </field>
3696
+ <field number='465' name='QuantityType' type='INT'>
3697
+ <value enum='6' description='CONTRACTS' />
3698
+ <value enum='7' description='OTHER' />
3699
+ <value enum='5' description='CURRENCY' />
3700
+ <value enum='4' description='ORIGINALFACE' />
3701
+ <value enum='3' description='CURRENTFACE' />
3702
+ <value enum='2' description='BONDS' />
3703
+ <value enum='1' description='SHARES' />
3704
+ <value enum='8' description='PAR' />
3705
+ </field>
3706
+ <field number='466' name='BookingRefID' type='STRING' />
3707
+ <field number='467' name='IndividualAllocID' type='STRING' />
3708
+ <field number='468' name='RoundingDirection' type='CHAR'>
3709
+ <value enum='0' description='ROUND_TO_NEAREST' />
3710
+ <value enum='1' description='ROUND_DOWN' />
3711
+ <value enum='2' description='ROUND_UP' />
3712
+ </field>
3713
+ <field number='469' name='RoundingModulus' type='FLOAT' />
3714
+ <field number='470' name='CountryOfIssue' type='COUNTRY' />
3715
+ <field number='471' name='StateOrProvinceOfIssue' type='STRING' />
3716
+ <field number='472' name='LocaleOfIssue' type='STRING' />
3717
+ <field number='473' name='NoRegistDtls' type='NUMINGROUP' />
3718
+ <field number='474' name='MailingDtls' type='STRING' />
3719
+ <field number='475' name='InvestorCountryOfResidence' type='COUNTRY' />
3720
+ <field number='476' name='PaymentRef' type='STRING' />
3721
+ <field number='477' name='DistribPaymentMethod' type='INT' />
3722
+ <field number='478' name='CashDistribCurr' type='CURRENCY' />
3723
+ <field number='479' name='CommCurrency' type='CURRENCY' />
3724
+ <field number='480' name='CancellationRights' type='CHAR'>
3725
+ <value enum='M' description='NO_WAIVER_AGREEMENT' />
3726
+ <value enum='N' description='NO_EXECUTION_ONLY' />
3727
+ <value enum='Y' description='YES' />
3728
+ <value enum='O' description='NO_INSTITUTIONAL' />
3729
+ </field>
3730
+ <field number='481' name='MoneyLaunderingStatus' type='CHAR'>
3731
+ <value enum='3' description='EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION' />
3732
+ <value enum='2' description='EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION' />
3733
+ <value enum='1' description='EXEMPT_BELOW_THE_LIMIT' />
3734
+ <value enum='Y' description='PASSED' />
3735
+ <value enum='N' description='NOT_CHECKED' />
3736
+ </field>
3737
+ <field number='482' name='MailingInst' type='STRING' />
3738
+ <field number='483' name='TransBkdTime' type='UTCTIMESTAMP' />
3739
+ <field number='484' name='ExecPriceType' type='CHAR'>
3740
+ <value enum='S' description='SINGLE_PRICE' />
3741
+ <value enum='Q' description='OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT' />
3742
+ <value enum='P' description='OFFER_PRICE_MINUS_ADJUSTMENT' />
3743
+ <value enum='O' description='OFFER_PRICE' />
3744
+ <value enum='E' description='CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT' />
3745
+ <value enum='D' description='CREATION_PRICE_PLUS_ADJUSTMENT' />
3746
+ <value enum='C' description='CREATION_PRICE' />
3747
+ <value enum='B' description='BID_PRICE' />
3748
+ </field>
3749
+ <field number='485' name='ExecPriceAdjustment' type='FLOAT' />
3750
+ <field number='486' name='DateOfBirth' type='LOCALMKTDATE' />
3751
+ <field number='487' name='TradeReportTransType' type='CHAR'>
3752
+ <value enum='N' description='NEW' />
3753
+ <value enum='R' description='REPLACE' />
3754
+ <value enum='C' description='CANCEL' />
3755
+ </field>
3756
+ <field number='488' name='CardHolderName' type='STRING' />
3757
+ <field number='489' name='CardNumber' type='STRING' />
3758
+ <field number='490' name='CardExpDate' type='LOCALMKTDATE' />
3759
+ <field number='491' name='CardIssNo' type='STRING' />
3760
+ <field number='492' name='PaymentMethod' type='INT'>
3761
+ <value enum='14' description='BPAY' />
3762
+ <value enum='13' description='ACH_CREDIT' />
3763
+ <value enum='12' description='ACH_DEBIT' />
3764
+ <value enum='11' description='CREDIT_CARD' />
3765
+ <value enum='10' description='DIRECT_CREDIT' />
3766
+ <value enum='9' description='DIRECT_DEBIT' />
3767
+ <value enum='8' description='DEBIT_CARD' />
3768
+ <value enum='7' description='FEDWIRE' />
3769
+ <value enum='15' description='HIGH_VALUE_CLEARING_SYSTEM' />
3770
+ <value enum='3' description='EUROCLEAR' />
3771
+ <value enum='6' description='TELEGRAPHIC_TRANSFER' />
3772
+ <value enum='4' description='CLEARSTREAM' />
3773
+ <value enum='1' description='CREST' />
3774
+ <value enum='2' description='NSCC' />
3775
+ <value enum='5' description='CHEQUE' />
3776
+ </field>
3777
+ <field number='493' name='RegistAcctType' type='STRING' />
3778
+ <field number='494' name='Designation' type='STRING' />
3779
+ <field number='495' name='TaxAdvantageType' type='INT'>
3780
+ <value enum='19' description='PROFIT_SHARING_PLAN' />
3781
+ <value enum='11' description='EMPLOYER' />
3782
+ <value enum='12' description='EMPLOYER_CURRENT_YEAR' />
3783
+ <value enum='13' description='NON_FUND_PROTOTYPE_IRA' />
3784
+ <value enum='14' description='NON_FUND_QUALIFIED_PLAN' />
3785
+ <value enum='15' description='DEFINED_CONTRIBUTION_PLAN' />
3786
+ <value enum='10' description='EMPLOYEE_CURRENT_YEAR' />
3787
+ <value enum='17' description='INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER' />
3788
+ <value enum='5' description='MINI_INSURANCE_ISA' />
3789
+ <value enum='16' description='INDIVIDUAL_RETIREMENT_ACCOUNT' />
3790
+ <value enum='9' description='EMPLOYEE' />
3791
+ <value enum='8' description='ASSET_TRANSFER' />
3792
+ <value enum='21' description='SELF_DIRECTED_IRA' />
3793
+ <value enum='6' description='CURRENT_YEAR_PAYMENT' />
3794
+ <value enum='20' description='401K' />
3795
+ <value enum='4' description='MINI_STOCKS_AND_SHARES_ISA' />
3796
+ <value enum='3' description='MINI_CASH_ISA' />
3797
+ <value enum='2' description='TESSA' />
3798
+ <value enum='1' description='MAXI_ISA' />
3799
+ <value enum='0' description='NONE_NOT_APPLICABLE' />
3800
+ <value enum='7' description='PRIOR_YEAR_PAYMENT' />
3801
+ <value enum='23' description='457' />
3802
+ <value enum='24' description='ROTH_IRA_24' />
3803
+ <value enum='25' description='ROTH_IRA_25' />
3804
+ <value enum='26' description='ROTH_CONVERSION_IRA_26' />
3805
+ <value enum='27' description='ROTH_CONVERSION_IRA_27' />
3806
+ <value enum='28' description='EDUCATION_IRA_28' />
3807
+ <value enum='29' description='EDUCATION_IRA_29' />
3808
+ <value enum='18' description='KEOGH' />
3809
+ <value enum='22' description='403' />
3810
+ </field>
3811
+ <field number='496' name='RegistRejReasonText' type='STRING' />
3812
+ <field number='497' name='FundRenewWaiv' type='CHAR'>
3813
+ <value enum='N' description='NO' />
3814
+ <value enum='Y' description='YES' />
3815
+ </field>
3816
+ <field number='498' name='CashDistribAgentName' type='STRING' />
3817
+ <field number='499' name='CashDistribAgentCode' type='STRING' />
3818
+ <field number='500' name='CashDistribAgentAcctNumber' type='STRING' />
3819
+ <field number='501' name='CashDistribPayRef' type='STRING' />
3820
+ <field number='503' name='CardStartDate' type='LOCALMKTDATE' />
3821
+ <field number='504' name='PaymentDate' type='LOCALMKTDATE' />
3822
+ <field number='505' name='PaymentRemitterID' type='STRING' />
3823
+ <field number='506' name='RegistStatus' type='CHAR'>
3824
+ <value enum='A' description='ACCEPT' />
3825
+ <value enum='N' description='REMINDER' />
3826
+ <value enum='R' description='REJECT' />
3827
+ <value enum='H' description='HELD' />
3828
+ </field>
3829
+ <field number='507' name='RegistRejReasonCode' type='INT'>
3830
+ <value enum='13' description='INVALID_UNACCEPTABLE_NODISTRIBINSTNS' />
3831
+ <value enum='17' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE' />
3832
+ <value enum='16' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME' />
3833
+ <value enum='4' description='INVALID_UNACCEPTABLE_NO_REG_DETLS' />
3834
+ <value enum='15' description='INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD' />
3835
+ <value enum='14' description='INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE' />
3836
+ <value enum='3' description='INVALID_UNACCEPTABLE_OWNERSHIP_TYPE' />
3837
+ <value enum='2' description='INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE' />
3838
+ <value enum='12' description='INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE' />
3839
+ <value enum='11' description='INVALID_UNACCEPTABLE_DATE_OF_BIRTH' />
3840
+ <value enum='10' description='INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE' />
3841
+ <value enum='9' description='INVALID_UNACCEPTABLE_INVESTOR_ID' />
3842
+ <value enum='8' description='INVALID_UNACCEPTABLE_MAILING_INST' />
3843
+ <value enum='7' description='INVALID_UNACCEPTABLE_MAILING_DTLS' />
3844
+ <value enum='5' description='INVALID_UNACCEPTABLE_REG_SEQ_NO' />
3845
+ <value enum='1' description='INVALID_UNACCEPTABLE_ACCOUNT_TYPE' />
3846
+ <value enum='18' description='INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM' />
3847
+ <value enum='6' description='INVALID_UNACCEPTABLE_REG_DTLS' />
3848
+ </field>
3849
+ <field number='508' name='RegistRefID' type='STRING' />
3850
+ <field number='509' name='RegistDetls' type='STRING' />
3851
+ <field number='510' name='NoDistribInsts' type='NUMINGROUP' />
3852
+ <field number='511' name='RegistEmail' type='STRING' />
3853
+ <field number='512' name='DistribPercentage' type='PERCENTAGE' />
3854
+ <field number='513' name='RegistID' type='STRING' />
3855
+ <field number='514' name='RegistTransType' type='CHAR'>
3856
+ <value enum='2' description='CANCEL' />
3857
+ <value enum='0' description='NEW' />
3858
+ <value enum='1' description='REPLACE' />
3859
+ </field>
3860
+ <field number='515' name='ExecValuationPoint' type='UTCTIMESTAMP' />
3861
+ <field number='516' name='OrderPercent' type='PERCENTAGE' />
3862
+ <field number='517' name='OwnershipType' type='CHAR' />
3863
+ <field number='518' name='NoContAmts' type='NUMINGROUP' />
3864
+ <field number='519' name='ContAmtType' type='INT'>
3865
+ <value enum='15' description='NET_SETTLEMENT_AMOUNT' />
3866
+ <value enum='1' description='COMMISSION_AMOUNT' />
3867
+ <value enum='2' description='COMMISSION' />
3868
+ <value enum='3' description='INITIAL_CHARGE_AMOUNT' />
3869
+ <value enum='4' description='INITIAL_CHARGE' />
3870
+ <value enum='5' description='DISCOUNT_AMOUNT' />
3871
+ <value enum='6' description='DISCOUNT' />
3872
+ <value enum='7' description='DILUTION_LEVY_AMOUNT' />
3873
+ <value enum='8' description='DILUTION_LEVY' />
3874
+ <value enum='9' description='EXIT_CHARGE_AMOUNT' />
3875
+ <value enum='10' description='EXIT_CHARGE' />
3876
+ <value enum='11' description='FUND_BASED_RENEWAL_COMMISSION' />
3877
+ <value enum='12' description='PROJECTED_FUND_VALUE' />
3878
+ <value enum='14' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14' />
3879
+ <value enum='13' description='FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13' />
3880
+ </field>
3881
+ <field number='520' name='ContAmtValue' type='FLOAT' />
3882
+ <field number='521' name='ContAmtCurr' type='CURRENCY' />
3883
+ <field number='522' name='OwnerType' type='INT'>
3884
+ <value enum='5' description='COMPANY_TRUSTEE' />
3885
+ <value enum='13' description='NOMINEE' />
3886
+ <value enum='12' description='CORPORATE_BODY' />
3887
+ <value enum='11' description='NON_PROFIT_ORGANIZATION' />
3888
+ <value enum='10' description='NETWORKING_SUB_ACCOUNT' />
3889
+ <value enum='9' description='FIDUCIARIES' />
3890
+ <value enum='8' description='TRUSTS' />
3891
+ <value enum='6' description='PENSION_PLAN' />
3892
+ <value enum='4' description='INDIVIDUAL_TRUSTEE' />
3893
+ <value enum='2' description='PUBLIC_COMPANY' />
3894
+ <value enum='3' description='PRIVATE_COMPANY' />
3895
+ <value enum='1' description='INDIVIDUAL_INVESTOR' />
3896
+ <value enum='7' description='CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT' />
3897
+ </field>
3898
+ <field number='523' name='PartySubID' type='STRING' />
3899
+ <field number='524' name='NestedPartyID' type='STRING' />
3900
+ <field number='525' name='NestedPartyIDSource' type='CHAR' />
3901
+ <field number='526' name='SecondaryClOrdID' type='STRING' />
3902
+ <field number='527' name='SecondaryExecID' type='STRING' />
3903
+ <field number='528' name='OrderCapacity' type='CHAR'>
3904
+ <value enum='R' description='RISKLESS_PRINCIPAL' />
3905
+ <value enum='I' description='INDIVIDUAL' />
3906
+ <value enum='P' description='PRINCIPAL' />
3907
+ <value enum='W' description='AGENT_FOR_OTHER_MEMBER' />
3908
+ <value enum='A' description='AGENCY' />
3909
+ <value enum='G' description='PROPRIETARY' />
3910
+ </field>
3911
+ <field number='529' name='OrderRestrictions' type='MULTIPLEVALUESTRING'>
3912
+ <value enum='7' description='FOREIGN_ENTITY' />
3913
+ <value enum='A' description='RISKLESS_ARBITRAGE' />
3914
+ <value enum='1' description='PROGRAM_TRADE' />
3915
+ <value enum='8' description='EXTERNAL_MARKET_PARTICIPANT' />
3916
+ <value enum='6' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY' />
3917
+ <value enum='5' description='ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY' />
3918
+ <value enum='3' description='NON_INDEX_ARBITRAGE' />
3919
+ <value enum='2' description='INDEX_ARBITRAGE' />
3920
+ <value enum='4' description='COMPETING_MARKET_MAKER' />
3921
+ <value enum='9' description='EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE' />
3922
+ </field>
3923
+ <field number='530' name='MassCancelRequestType' type='CHAR'>
3924
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
3925
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
3926
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
3927
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
3928
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
3929
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
3930
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
3931
+ </field>
3932
+ <field number='531' name='MassCancelResponse' type='CHAR'>
3933
+ <value enum='6' description='CANCEL_ORDERS_FOR_A_TRADING_SESSION' />
3934
+ <value enum='0' description='CANCEL_REQUEST_REJECTED' />
3935
+ <value enum='7' description='CANCEL_ALL_ORDERS' />
3936
+ <value enum='3' description='CANCEL_ORDERS_FOR_A_PRODUCT' />
3937
+ <value enum='5' description='CANCEL_ORDERS_FOR_A_SECURITYTYPE' />
3938
+ <value enum='4' description='CANCEL_ORDERS_FOR_A_CFICODE' />
3939
+ <value enum='1' description='CANCEL_ORDERS_FOR_A_SECURITY' />
3940
+ <value enum='2' description='CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
3941
+ </field>
3942
+ <field number='532' name='MassCancelRejectReason' type='CHAR'>
3943
+ <value enum='2' description='INVALID_OR_UNKNOWN_UNDERLYING' />
3944
+ <value enum='6' description='INVALID_OR_UNKNOWN_TRADING_SESSION' />
3945
+ <value enum='5' description='INVALID_OR_UNKNOWN_SECURITY_TYPE' />
3946
+ <value enum='3' description='INVALID_OR_UNKNOWN_PRODUCT' />
3947
+ <value enum='1' description='INVALID_OR_UNKNOWN_SECURITY' />
3948
+ <value enum='0' description='MASS_CANCEL_NOT_SUPPORTED' />
3949
+ <value enum='4' description='INVALID_OR_UNKNOWN_CFICODE' />
3950
+ </field>
3951
+ <field number='533' name='TotalAffectedOrders' type='INT' />
3952
+ <field number='534' name='NoAffectedOrders' type='NUMINGROUP' />
3953
+ <field number='535' name='AffectedOrderID' type='STRING' />
3954
+ <field number='536' name='AffectedSecondaryOrderID' type='STIRNG' />
3955
+ <field number='537' name='QuoteType' type='INT'>
3956
+ <value enum='0' description='INDICATIVE' />
3957
+ <value enum='1' description='TRADEABLE' />
3958
+ <value enum='2' description='RESTRICTED_TRADEABLE' />
3959
+ </field>
3960
+ <field number='538' name='NestedPartyRole' type='INT' />
3961
+ <field number='539' name='NoNestedPartyIDs' type='NUMINGROUP' />
3962
+ <field number='540' name='TotalAccruedInterestAmt' type='AMT' />
3963
+ <field number='541' name='MaturityDate' type='LOCALMKTDATE' />
3964
+ <field number='542' name='UnderlyingMaturityDate' type='LOCALMKTDATE' />
3965
+ <field number='543' name='InstrRegistry' type='STRING' />
3966
+ <field number='544' name='CashMargin' type='CHAR'>
3967
+ <value enum='2' description='MARGIN_OPEN' />
3968
+ <value enum='3' description='MARGIN_CLOSE' />
3969
+ <value enum='1' description='CASH' />
3970
+ </field>
3971
+ <field number='545' name='NestedPartySubID' type='STRING' />
3972
+ <field number='546' name='Scope' type='MULTIPLEVALUESTRING'>
3973
+ <value enum='1' description='LOCAL' />
3974
+ <value enum='2' description='NATIONAL' />
3975
+ <value enum='3' description='GLOBAL' />
3976
+ </field>
3977
+ <field number='547' name='MDImplicitDelete' type='BOOLEAN'>
3978
+ <value enum='Y' description='YES' />
3979
+ <value enum='N' description='NO' />
3980
+ </field>
3981
+ <field number='548' name='CrossID' type='STRING' />
3982
+ <field number='549' name='CrossType' type='INT'>
3983
+ <value enum='1' description='CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE' />
3984
+ <value enum='2' description='CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IMMEDIATE_OR_CANCEL_ON_THE_OTHER_SIDE' />
3985
+ <value enum='3' description='CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CROSS_IS_FULLY_EXECUTED' />
3986
+ <value enum='4' description='CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE' />
3987
+ </field>
3988
+ <field number='550' name='CrossPrioritization' type='INT'>
3989
+ <value enum='2' description='SELLSIDE_PRIORITIZED' />
3990
+ <value enum='0' description='NONE' />
3991
+ <value enum='1' description='BUYSIDE_PRIORITIZED' />
3992
+ </field>
3993
+ <field number='551' name='OrigCrossID' type='STRING' />
3994
+ <field number='552' name='NoSides' type='NUMINGROUP'>
3995
+ <value enum='1' description='ONE_SIDE' />
3996
+ <value enum='2' description='BOTH_SIDES' />
3997
+ </field>
3998
+ <field number='553' name='Username' type='STRING' />
3999
+ <field number='554' name='Password' type='STRING' />
4000
+ <field number='555' name='NoLegs' type='NUMINGROUP' />
4001
+ <field number='556' name='LegCurrency' type='CURRENCY' />
4002
+ <field number='557' name='TotalNumSecurityTypes' type='INT' />
4003
+ <field number='558' name='NoSecurityTypes' type='NUMINGROUP' />
4004
+ <field number='559' name='SecurityListRequestType' type='INT'>
4005
+ <value enum='1' description='SECURITYTYPE_AND_OR_CFICODE' />
4006
+ <value enum='2' description='PRODUCT' />
4007
+ <value enum='3' description='TRADINGSESSIONID' />
4008
+ <value enum='4' description='ALL_SECURITIES' />
4009
+ <value enum='0' description='SYMBOL' />
4010
+ </field>
4011
+ <field number='560' name='SecurityRequestResult' type='INT'>
4012
+ <value enum='4' description='INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE' />
4013
+ <value enum='0' description='VALID_REQUEST' />
4014
+ <value enum='1' description='INVALID_OR_UNSUPPORTED_REQUEST' />
4015
+ <value enum='5' description='REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED' />
4016
+ <value enum='3' description='NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA' />
4017
+ <value enum='2' description='NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA' />
4018
+ </field>
4019
+ <field number='561' name='RoundLot' type='QTY' />
4020
+ <field number='562' name='MinTradeVol' type='QTY' />
4021
+ <field number='563' name='MultiLegRptTypeReq' type='INT' />
4022
+ <field number='564' name='LegPositionEffect' type='CHAR' />
4023
+ <field number='565' name='LegCoveredOrUncovered' type='INT' />
4024
+ <field number='566' name='LegPrice' type='PRICE' />
4025
+ <field number='567' name='TradSesStatusRejReason' type='INT'>
4026
+ <value enum='1' description='UNKNOWN_OR_INVALID_TRADINGSESSIONID' />
4027
+ </field>
4028
+ <field number='568' name='TradeRequestID' type='STRING' />
4029
+ <field number='569' name='TradeRequestType' type='INT'>
4030
+ <value enum='4' description='ADVISORIES_THAT_MATCH_CRITERIA' />
4031
+ <value enum='3' description='UNREPORTED_TRADES_THAT_MATCH_CRITERIA' />
4032
+ <value enum='2' description='UNMATCHED_TRADES_THAT_MATCH_CRITERIA' />
4033
+ <value enum='1' description='MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST' />
4034
+ <value enum='0' description='ALL_TRADES' />
4035
+ </field>
4036
+ <field number='570' name='PreviouslyReported' type='BOOLEAN'>
4037
+ <value enum='N' description='NO' />
4038
+ <value enum='Y' description='YES' />
4039
+ </field>
4040
+ <field number='571' name='TradeReportID' type='STRING' />
4041
+ <field number='572' name='TradeReportRefID' type='STRING' />
4042
+ <field number='573' name='MatchStatus' type='CHAR'>
4043
+ <value enum='0' description='COMPARED_MATCHED_OR_AFFIRMED' />
4044
+ <value enum='1' description='UNCOMPARED_UNMATCHED_OR_UNAFFIRMED' />
4045
+ <value enum='2' description='ADVISORY_OR_ALERT' />
4046
+ </field>
4047
+ <field number='574' name='MatchType' type='STRING'>
4048
+ <value enum='S5' description='SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S5' />
4049
+ <value enum='M1' description='ACT_M1_MATCH' />
4050
+ <value enum='M6' description='ACT_M6_MATCH' />
4051
+ <value enum='M5' description='ACT_DEFAULT_AFTER_M2' />
4052
+ <value enum='M3' description='ACT_ACCEPTED_TRADE' />
4053
+ <value enum='S2' description='SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S2' />
4054
+ <value enum='S3' description='SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S3' />
4055
+ <value enum='S4' description='SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S4' />
4056
+ <value enum='M2' description='ACT_M2_MATCH' />
4057
+ <value enum='A2' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES' />
4058
+ <value enum='A3' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME' />
4059
+ <value enum='A4' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND' />
4060
+ <value enum='AQ' description='COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST' />
4061
+ <value enum='MT' description='NON_ACT' />
4062
+ <value enum='M4' description='ACT_DEFAULT_TRADE' />
4063
+ <value enum='A1' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME' />
4064
+ <value enum='S1' description='SUMMARIZED_MATCH_USING_A1_TO_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED_S1' />
4065
+ <value enum='A5' description='EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME' />
4066
+ </field>
4067
+ <field number='575' name='OddLot' type='BOOLEAN' />
4068
+ <field number='576' name='NoClearingInstructions' type='INT' />
4069
+ <field number='577' name='ClearingInstruction' type='INT'>
4070
+ <value enum='8' description='MANUAL_MODE' />
4071
+ <value enum='5' description='MULTILATERAL_NETTING' />
4072
+ <value enum='9' description='AUTOMATIC_POSTING_MODE' />
4073
+ <value enum='2' description='BILATERAL_NETTING_ONLY' />
4074
+ <value enum='6' description='CLEAR_AGAINST_CENTRAL_COUNTERPARTY' />
4075
+ <value enum='10' description='AUTOMATIC_GIVE_UP_MODE' />
4076
+ <value enum='4' description='SPECIAL_TRADE' />
4077
+ <value enum='3' description='EX_CLEARING' />
4078
+ <value enum='0' description='PROCESS_NORMALLY' />
4079
+ <value enum='7' description='EXCLUDE_FROM_CENTRAL_COUNTERPARTY' />
4080
+ <value enum='1' description='EXCLUDE_FROM_ALL_NETTING' />
4081
+ </field>
4082
+ <field number='578' name='TradeInputSource' type='STRING' />
4083
+ <field number='579' name='TradeInputDevice' type='STRING' />
4084
+ <field number='580' name='NoDates' type='NUMINGROUP' />
4085
+ <field number='581' name='AccountType' type='INT'>
4086
+ <value enum='3' description='HOUSE_TRADER' />
4087
+ <value enum='7' description='ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED' />
4088
+ <value enum='6' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED' />
4089
+ <value enum='4' description='FLOOR_TRADER' />
4090
+ <value enum='2' description='ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS' />
4091
+ <value enum='1' description='ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS' />
4092
+ <value enum='8' description='JOINT_BACKOFFICE_ACCOUNT' />
4093
+ </field>
4094
+ <field number='582' name='CustOrderCapacity' type='INT' />
4095
+ <field number='583' name='ClOrdLinkID' type='STRING' />
4096
+ <field number='584' name='MassStatusReqID' type='STRING' />
4097
+ <field number='585' name='MassStatusReqType' type='INT'>
4098
+ <value enum='1' description='STATUS_FOR_ORDERS_FOR_A_SECURITY' />
4099
+ <value enum='2' description='STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY' />
4100
+ <value enum='3' description='STATUS_FOR_ORDERS_FOR_A_PRODUCT' />
4101
+ <value enum='4' description='STATUS_FOR_ORDERS_FOR_A_CFICODE' />
4102
+ <value enum='5' description='STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE' />
4103
+ <value enum='6' description='STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION' />
4104
+ <value enum='8' description='STATUS_FOR_ORDERS_FOR_A_PARTYID' />
4105
+ <value enum='7' description='STATUS_FOR_ALL_ORDERS' />
4106
+ </field>
4107
+ <field number='586' name='OrigOrdModTime' type='UTCTIMESTAMP' />
4108
+ <field number='587' name='LegSettlmntTyp' type='CHAR' />
4109
+ <field number='588' name='LegFutSettDate' type='LOCALMKTDATE' />
4110
+ <field number='589' name='DayBookingInst' type='CHAR'>
4111
+ <value enum='0' description='CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR' />
4112
+ <value enum='1' description='SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING' />
4113
+ </field>
4114
+ <field number='590' name='BookingUnit' type='CHAR'>
4115
+ <value enum='1' description='AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER' />
4116
+ <value enum='2' description='AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE' />
4117
+ <value enum='0' description='EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT' />
4118
+ </field>
4119
+ <field number='591' name='PreallocMethod' type='CHAR'>
4120
+ <value enum='0' description='PRO_RATA' />
4121
+ <value enum='1' description='DO_NOT_PRO_RATA_DISCUSS_FIRST' />
4122
+ </field>
4123
+ <field number='592' name='UnderlyingCountryOfIssue' type='COUNTRY' />
4124
+ <field number='593' name='UnderlyingStateOrProvinceOfIssue' type='STRING' />
4125
+ <field number='594' name='UnderlyingLocaleOfIssue' type='STRING' />
4126
+ <field number='595' name='UnderlyingInstrRegistry' type='STRING' />
4127
+ <field number='596' name='LegCountryOfIssue' type='COUNTRY' />
4128
+ <field number='597' name='LegStateOrProvinceOfIssue' type='STRING' />
4129
+ <field number='598' name='LegLocaleOfIssue' type='STRING' />
4130
+ <field number='599' name='LegInstrRegistry' type='STRING' />
4131
+ <field number='600' name='LegSymbol' type='STRING' />
4132
+ <field number='601' name='LegSymbolSfx' type='STRING' />
4133
+ <field number='602' name='LegSecurityID' type='STRING' />
4134
+ <field number='603' name='LegSecurityIDSource' type='STRING' />
4135
+ <field number='604' name='NoLegSecurityAltID' type='NUMINGROUP' />
4136
+ <field number='605' name='LegSecurityAltID' type='STRING' />
4137
+ <field number='606' name='LegSecurityAltIDSource' type='STRING' />
4138
+ <field number='607' name='LegProduct' type='INT' />
4139
+ <field number='608' name='LegCFICode' type='STRING' />
4140
+ <field number='609' name='LegSecurityType' type='STRING' />
4141
+ <field number='610' name='LegMaturityMonthYear' type='MONTHYEAR' />
4142
+ <field number='611' name='LegMaturityDate' type='LOCALMKTDATE' />
4143
+ <field number='612' name='LegStrikePrice' type='PRICE' />
4144
+ <field number='613' name='LegOptAttribute' type='CHAR' />
4145
+ <field number='614' name='LegContractMultiplier' type='FLOAT' />
4146
+ <field number='615' name='LegCouponRate' type='PERCENTAGE' />
4147
+ <field number='616' name='LegSecurityExchange' type='EXCHANGE' />
4148
+ <field number='617' name='LegIssuer' type='STRING' />
4149
+ <field number='618' name='EncodedLegIssuerLen' type='LENGTH' />
4150
+ <field number='619' name='EncodedLegIssuer' type='DATA' />
4151
+ <field number='620' name='LegSecurityDesc' type='STRING' />
4152
+ <field number='621' name='EncodedLegSecurityDescLen' type='LENGTH' />
4153
+ <field number='622' name='EncodedLegSecurityDesc' type='DATA' />
4154
+ <field number='623' name='LegRatioQty' type='FLOAT' />
4155
+ <field number='624' name='LegSide' type='CHAR' />
4156
+ <field number='625' name='TradingSessionSubID' type='STRING' />
4157
+ <field number='626' name='AllocType' type='INT'>
4158
+ <value enum='6' description='BUYSIDE_READY_TO_BOOK_6' />
4159
+ <value enum='2' description='BUYSIDE_PRELIMINARY' />
4160
+ <value enum='3' description='SELLSIDE_CALCULATED_USING_PRELIMINARY' />
4161
+ <value enum='5' description='BUYSIDE_READY_TO_BOOK_5' />
4162
+ <value enum='1' description='BUYSIDE_CALCULATED' />
4163
+ <value enum='4' description='SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY' />
4164
+ </field>
4165
+ <field number='627' name='NoHops' type='NUMINGROUP' />
4166
+ <field number='628' name='HopCompID' type='STRING' />
4167
+ <field number='629' name='HopSendingTime' type='UTCTIMESTAMP' />
4168
+ <field number='630' name='HopRefID' type='SEQNUM' />
4169
+ <field number='631' name='MidPx' type='PRICE' />
4170
+ <field number='632' name='BidYield' type='PERCENTAGE' />
4171
+ <field number='633' name='MidYield' type='PERCENTAGE' />
4172
+ <field number='634' name='OfferYield' type='PERCENTAGE' />
4173
+ <field number='635' name='ClearingFeeIndicator' type='STRING'>
4174
+ <value enum='H' description='106H_AND_106J_FIRMS' />
4175
+ <value enum='5' description='5TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4176
+ <value enum='4' description='4TH_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4177
+ <value enum='3' description='3RD_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4178
+ <value enum='2' description='2ND_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4179
+ <value enum='1' description='1ST_YEAR_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4180
+ <value enum='M' description='ALL_OTHER_OWNERSHIP_TYPES' />
4181
+ <value enum='I' description='GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS' />
4182
+ <value enum='9' description='6TH_YEAR_AND_BEYOND_DELEGATE_TRADING_FOR_HIS_OWN_ACCOUNT' />
4183
+ <value enum='F' description='FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR' />
4184
+ <value enum='E' description='EQUITY_MEMBER_AND_CLEARING_MEMBER' />
4185
+ <value enum='C' description='NON_MEMBER_AND_CUSTOMER' />
4186
+ <value enum='B' description='CBOE_MEMBER' />
4187
+ <value enum='L' description='LESSEE_AND_106F_EMPLOYEES' />
4188
+ </field>
4189
+ <field number='636' name='WorkingIndicator' type='BOOLEAN'>
4190
+ <value enum='N' description='NO' />
4191
+ <value enum='Y' description='YES' />
4192
+ </field>
4193
+ <field number='637' name='LegLastPx' type='PRICE' />
4194
+ <field number='638' name='PriorityIndicator' type='INT'>
4195
+ <value enum='0' description='PRIORITY_UNCHANGED' />
4196
+ <value enum='1' description='LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE' />
4197
+ </field>
4198
+ <field number='639' name='PriceImprovement' type='PRICEOFFSET' />
4199
+ <field number='640' name='Price2' type='PRICE' />
4200
+ <field number='641' name='LastForwardPoints2' type='PRICEOFFSET' />
4201
+ <field number='642' name='BidForwardPoints2' type='PRICEOFFSET' />
4202
+ <field number='643' name='OfferForwardPoints2' type='PRICEOFFSET' />
4203
+ <field number='644' name='RFQReqID' type='STRING' />
4204
+ <field number='645' name='MktBidPx' type='PRICE' />
4205
+ <field number='646' name='MktOfferPx' type='PRICE' />
4206
+ <field number='647' name='MinBidSize' type='QTY' />
4207
+ <field number='648' name='MinOfferSize' type='QTY' />
4208
+ <field number='649' name='QuoteStatusReqID' type='STRING' />
4209
+ <field number='650' name='LegalConfirm' type='BOOLEAN'>
4210
+ <value enum='Y' description='YES' />
4211
+ <value enum='N' description='NO' />
4212
+ </field>
4213
+ <field number='651' name='UnderlyingLastPx' type='PRICE' />
4214
+ <field number='652' name='UnderlyingLastQty' type='QTY' />
4215
+ <field number='654' name='LegRefID' type='STRING' />
4216
+ <field number='655' name='ContraLegRefID' type='STRING' />
4217
+ <field number='656' name='SettlCurrBidFxRate' type='FLOAT' />
4218
+ <field number='657' name='SettlCurrOfferFxRate' type='FLOAT' />
4219
+ <field number='658' name='QuoteRequestRejectReason' type='INT'>
4220
+ <value enum='1' description='UNKNOWN_SYMBOL' />
4221
+ <value enum='2' description='EXCHANGE' />
4222
+ <value enum='3' description='QUOTE_REQUEST_EXCEEDS_LIMIT' />
4223
+ <value enum='4' description='TOO_LATE_TO_ENTER' />
4224
+ <value enum='5' description='INVALID_PRICE' />
4225
+ <value enum='6' description='NOT_AUTHORIZED_TO_REQUEST_QUOTE' />
4226
+ </field>
4227
+ <field number='659' name='SideComplianceID' type='STRING' />
4228
+ </fields>
4229
+ </fix>