quickfix_ruby 1.14.3
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- checksums.yaml +7 -0
- data/ext/quickfix/Acceptor.cpp +248 -0
- data/ext/quickfix/Acceptor.h +127 -0
- data/ext/quickfix/Allocator.h +9 -0
- data/ext/quickfix/Application.h +127 -0
- data/ext/quickfix/AtomicCount.h +109 -0
- data/ext/quickfix/DOMDocument.h +74 -0
- data/ext/quickfix/DataDictionary.cpp +618 -0
- data/ext/quickfix/DataDictionary.h +539 -0
- data/ext/quickfix/DataDictionaryProvider.cpp +71 -0
- data/ext/quickfix/DataDictionaryProvider.h +70 -0
- data/ext/quickfix/DatabaseConnectionID.h +105 -0
- data/ext/quickfix/DatabaseConnectionPool.h +91 -0
- data/ext/quickfix/Dictionary.cpp +162 -0
- data/ext/quickfix/Dictionary.h +94 -0
- data/ext/quickfix/Event.h +95 -0
- data/ext/quickfix/Exceptions.h +299 -0
- data/ext/quickfix/Field.h +672 -0
- data/ext/quickfix/FieldConvertors.h +863 -0
- data/ext/quickfix/FieldMap.cpp +238 -0
- data/ext/quickfix/FieldMap.h +244 -0
- data/ext/quickfix/FieldNumbers.h +46 -0
- data/ext/quickfix/FieldTypes.cpp +64 -0
- data/ext/quickfix/FieldTypes.h +698 -0
- data/ext/quickfix/Fields.h +31 -0
- data/ext/quickfix/FileLog.cpp +200 -0
- data/ext/quickfix/FileLog.h +112 -0
- data/ext/quickfix/FileStore.cpp +332 -0
- data/ext/quickfix/FileStore.h +129 -0
- data/ext/quickfix/FixFieldNumbers.h +1537 -0
- data/ext/quickfix/FixFields.h +1538 -0
- data/ext/quickfix/FixValues.h +3281 -0
- data/ext/quickfix/FlexLexer.h +188 -0
- data/ext/quickfix/Group.cpp +64 -0
- data/ext/quickfix/Group.h +73 -0
- data/ext/quickfix/HtmlBuilder.h +186 -0
- data/ext/quickfix/HttpConnection.cpp +739 -0
- data/ext/quickfix/HttpConnection.h +78 -0
- data/ext/quickfix/HttpMessage.cpp +149 -0
- data/ext/quickfix/HttpMessage.h +133 -0
- data/ext/quickfix/HttpParser.cpp +49 -0
- data/ext/quickfix/HttpParser.h +54 -0
- data/ext/quickfix/HttpServer.cpp +169 -0
- data/ext/quickfix/HttpServer.h +78 -0
- data/ext/quickfix/Initiator.cpp +289 -0
- data/ext/quickfix/Initiator.h +149 -0
- data/ext/quickfix/Log.cpp +77 -0
- data/ext/quickfix/Log.h +179 -0
- data/ext/quickfix/Message.cpp +580 -0
- data/ext/quickfix/Message.h +370 -0
- data/ext/quickfix/MessageCracker.h +188 -0
- data/ext/quickfix/MessageSorters.cpp +105 -0
- data/ext/quickfix/MessageSorters.h +156 -0
- data/ext/quickfix/MessageStore.cpp +146 -0
- data/ext/quickfix/MessageStore.h +174 -0
- data/ext/quickfix/Mutex.h +131 -0
- data/ext/quickfix/MySQLConnection.h +194 -0
- data/ext/quickfix/MySQLLog.cpp +275 -0
- data/ext/quickfix/MySQLLog.h +145 -0
- data/ext/quickfix/MySQLStore.cpp +331 -0
- data/ext/quickfix/MySQLStore.h +142 -0
- data/ext/quickfix/NullStore.cpp +54 -0
- data/ext/quickfix/NullStore.h +99 -0
- data/ext/quickfix/OdbcConnection.h +266 -0
- data/ext/quickfix/OdbcLog.cpp +252 -0
- data/ext/quickfix/OdbcLog.h +117 -0
- data/ext/quickfix/OdbcStore.cpp +338 -0
- data/ext/quickfix/OdbcStore.h +113 -0
- data/ext/quickfix/PUGIXML_DOMDocument.cpp +112 -0
- data/ext/quickfix/PUGIXML_DOMDocument.h +81 -0
- data/ext/quickfix/Parser.cpp +103 -0
- data/ext/quickfix/Parser.h +57 -0
- data/ext/quickfix/PostgreSQLConnection.h +176 -0
- data/ext/quickfix/PostgreSQLLog.cpp +276 -0
- data/ext/quickfix/PostgreSQLLog.h +144 -0
- data/ext/quickfix/PostgreSQLStore.cpp +334 -0
- data/ext/quickfix/PostgreSQLStore.h +141 -0
- data/ext/quickfix/Queue.h +75 -0
- data/ext/quickfix/QuickfixRuby.cpp +252066 -0
- data/ext/quickfix/QuickfixRuby.h +34 -0
- data/ext/quickfix/Responder.h +43 -0
- data/ext/quickfix/Session.cpp +1487 -0
- data/ext/quickfix/Session.h +335 -0
- data/ext/quickfix/SessionFactory.cpp +274 -0
- data/ext/quickfix/SessionFactory.h +86 -0
- data/ext/quickfix/SessionID.h +170 -0
- data/ext/quickfix/SessionSettings.cpp +189 -0
- data/ext/quickfix/SessionSettings.h +171 -0
- data/ext/quickfix/SessionState.h +231 -0
- data/ext/quickfix/Settings.cpp +100 -0
- data/ext/quickfix/Settings.h +53 -0
- data/ext/quickfix/SharedArray.h +150 -0
- data/ext/quickfix/SocketAcceptor.cpp +222 -0
- data/ext/quickfix/SocketAcceptor.h +75 -0
- data/ext/quickfix/SocketConnection.cpp +238 -0
- data/ext/quickfix/SocketConnection.h +103 -0
- data/ext/quickfix/SocketConnector.cpp +116 -0
- data/ext/quickfix/SocketConnector.h +67 -0
- data/ext/quickfix/SocketInitiator.cpp +260 -0
- data/ext/quickfix/SocketInitiator.h +81 -0
- data/ext/quickfix/SocketMonitor.cpp +335 -0
- data/ext/quickfix/SocketMonitor.h +111 -0
- data/ext/quickfix/SocketServer.cpp +177 -0
- data/ext/quickfix/SocketServer.h +100 -0
- data/ext/quickfix/ThreadedSocketAcceptor.cpp +258 -0
- data/ext/quickfix/ThreadedSocketAcceptor.h +98 -0
- data/ext/quickfix/ThreadedSocketConnection.cpp +209 -0
- data/ext/quickfix/ThreadedSocketConnection.h +82 -0
- data/ext/quickfix/ThreadedSocketInitiator.cpp +268 -0
- data/ext/quickfix/ThreadedSocketInitiator.h +84 -0
- data/ext/quickfix/TimeRange.cpp +173 -0
- data/ext/quickfix/TimeRange.h +258 -0
- data/ext/quickfix/Utility.cpp +537 -0
- data/ext/quickfix/Utility.h +219 -0
- data/ext/quickfix/Values.h +62 -0
- data/ext/quickfix/config.h +0 -0
- data/ext/quickfix/config_windows.h +0 -0
- data/ext/quickfix/extconf.rb +12 -0
- data/ext/quickfix/index.h +37 -0
- data/ext/quickfix/pugiconfig.hpp +72 -0
- data/ext/quickfix/pugixml.cpp +10765 -0
- data/ext/quickfix/pugixml.hpp +1341 -0
- data/ext/quickfix/strptime.h +7 -0
- data/lib/quickfix40.rb +274 -0
- data/lib/quickfix41.rb +351 -0
- data/lib/quickfix42.rb +1184 -0
- data/lib/quickfix43.rb +3504 -0
- data/lib/quickfix44.rb +10721 -0
- data/lib/quickfix50.rb +13426 -0
- data/lib/quickfix50sp1.rb +15629 -0
- data/lib/quickfix50sp2.rb +17068 -0
- data/lib/quickfix_fields.rb +19853 -0
- data/lib/quickfix_ruby.rb +82 -0
- data/lib/quickfixt11.rb +70 -0
- data/spec/FIX40.xml +862 -0
- data/spec/FIX41.xml +1285 -0
- data/spec/FIX42.xml +2746 -0
- data/spec/FIX43.xml +4229 -0
- data/spec/FIX44.xml +6596 -0
- data/spec/FIX50.xml +8137 -0
- data/spec/FIX50SP1.xml +9496 -0
- data/spec/FIX50SP2.xml +10011 -0
- data/spec/FIXT11.xml +313 -0
- data/test/test_DataDictionaryTestCase.rb +268 -0
- data/test/test_DictionaryTestCase.rb +112 -0
- data/test/test_FieldBaseTestCase.rb +24 -0
- data/test/test_MessageTestCase.rb +368 -0
- data/test/test_SessionSettingsTestCase.rb +41 -0
- metadata +193 -0
data/spec/FIX43.xml
ADDED
@@ -0,0 +1,4229 @@
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1
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+
<fix major='4' type='FIX' servicepack='0' minor='3'>
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2
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+
<header>
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3
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+
<field name='BeginString' required='Y' />
|
4
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+
<field name='BodyLength' required='Y' />
|
5
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+
<field name='MsgType' required='Y' />
|
6
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+
<field name='SenderCompID' required='Y' />
|
7
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+
<field name='TargetCompID' required='Y' />
|
8
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+
<field name='OnBehalfOfCompID' required='N' />
|
9
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+
<field name='DeliverToCompID' required='N' />
|
10
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+
<field name='SecureDataLen' required='N' />
|
11
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+
<field name='SecureData' required='N' />
|
12
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+
<field name='MsgSeqNum' required='Y' />
|
13
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+
<field name='SenderSubID' required='N' />
|
14
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+
<field name='SenderLocationID' required='N' />
|
15
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+
<field name='TargetSubID' required='N' />
|
16
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+
<field name='TargetLocationID' required='N' />
|
17
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+
<field name='OnBehalfOfSubID' required='N' />
|
18
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+
<field name='OnBehalfOfLocationID' required='N' />
|
19
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+
<field name='DeliverToSubID' required='N' />
|
20
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+
<field name='DeliverToLocationID' required='N' />
|
21
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+
<field name='PossDupFlag' required='N' />
|
22
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+
<field name='PossResend' required='N' />
|
23
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+
<field name='SendingTime' required='Y' />
|
24
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+
<field name='OrigSendingTime' required='N' />
|
25
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+
<field name='XmlDataLen' required='N' />
|
26
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+
<field name='XmlData' required='N' />
|
27
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+
<field name='MessageEncoding' required='N' />
|
28
|
+
<field name='LastMsgSeqNumProcessed' required='N' />
|
29
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+
<field name='OnBehalfOfSendingTime' required='N' />
|
30
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+
<group name='NoHops' required='N'>
|
31
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+
<field name='HopCompID' required='N' />
|
32
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+
<field name='HopSendingTime' required='N' />
|
33
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+
<field name='HopRefID' required='N' />
|
34
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+
</group>
|
35
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+
</header>
|
36
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+
<messages>
|
37
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+
<message name='Heartbeat' msgcat='admin' msgtype='0'>
|
38
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+
<field name='TestReqID' required='N' />
|
39
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+
</message>
|
40
|
+
<message name='TestRequest' msgcat='admin' msgtype='1'>
|
41
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+
<field name='TestReqID' required='Y' />
|
42
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+
</message>
|
43
|
+
<message name='ResendRequest' msgcat='admin' msgtype='2'>
|
44
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+
<field name='BeginSeqNo' required='Y' />
|
45
|
+
<field name='EndSeqNo' required='Y' />
|
46
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+
</message>
|
47
|
+
<message name='Reject' msgcat='admin' msgtype='3'>
|
48
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+
<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
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+
<field name='EncodedTextLen' required='N' />
|
54
|
+
<field name='EncodedText' required='N' />
|
55
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+
</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
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+
<message name='IOI' msgcat='app' msgtype='6'>
|
66
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+
<field name='IOIid' required='Y' />
|
67
|
+
<field name='IOITransType' required='Y' />
|
68
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+
<field name='IOIRefID' required='N' />
|
69
|
+
<component name='Instrument' required='Y' />
|
70
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+
<field name='Side' required='Y' />
|
71
|
+
<field name='QuantityType' required='N' />
|
72
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+
<field name='IOIQty' required='Y' />
|
73
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+
<field name='PriceType' required='N' />
|
74
|
+
<field name='Price' required='N' />
|
75
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+
<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
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+
</group>
|
82
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+
<field name='Text' required='N' />
|
83
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+
<field name='EncodedTextLen' required='N' />
|
84
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+
<field name='EncodedText' required='N' />
|
85
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+
<field name='TransactTime' required='N' />
|
86
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+
<field name='URLLink' required='N' />
|
87
|
+
<group name='NoRoutingIDs' required='N'>
|
88
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+
<field name='RoutingType' required='N' />
|
89
|
+
<field name='RoutingID' required='N' />
|
90
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+
</group>
|
91
|
+
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
92
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+
<field name='Benchmark' required='N' />
|
93
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+
</message>
|
94
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+
<message name='Advertisement' msgcat='app' msgtype='7'>
|
95
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+
<field name='AdvId' required='Y' />
|
96
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+
<field name='AdvTransType' required='Y' />
|
97
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+
<field name='AdvRefID' required='N' />
|
98
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+
<component name='Instrument' required='Y' />
|
99
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+
<field name='AdvSide' required='Y' />
|
100
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+
<field name='Quantity' required='Y' />
|
101
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+
<field name='Price' required='N' />
|
102
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+
<field name='Currency' required='N' />
|
103
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+
<field name='TradeDate' required='N' />
|
104
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+
<field name='TransactTime' required='N' />
|
105
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+
<field name='Text' required='N' />
|
106
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+
<field name='EncodedTextLen' required='N' />
|
107
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+
<field name='EncodedText' required='N' />
|
108
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+
<field name='URLLink' required='N' />
|
109
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+
<field name='LastMkt' required='N' />
|
110
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+
<field name='TradingSessionID' required='N' />
|
111
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+
<field name='TradingSessionSubID' required='N' />
|
112
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+
</message>
|
113
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+
<message name='ExecutionReport' msgcat='app' msgtype='8'>
|
114
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+
<field name='OrderID' required='Y' />
|
115
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+
<field name='SecondaryOrderID' required='N' />
|
116
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+
<field name='SecondaryClOrdID' required='N' />
|
117
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+
<field name='SecondaryExecID' required='N' />
|
118
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+
<field name='ClOrdID' required='N' />
|
119
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+
<field name='OrigClOrdID' required='N' />
|
120
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+
<field name='ClOrdLinkID' required='N' />
|
121
|
+
<component name='Parties' required='N' />
|
122
|
+
<field name='TradeOriginationDate' required='N' />
|
123
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+
<group name='NoContraBrokers' required='N'>
|
124
|
+
<field name='ContraBroker' required='N' />
|
125
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+
<field name='ContraTrader' required='N' />
|
126
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+
<field name='ContraTradeQty' required='N' />
|
127
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+
<field name='ContraTradeTime' required='N' />
|
128
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+
<field name='ContraLegRefID' required='N' />
|
129
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+
</group>
|
130
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+
<field name='ListID' required='N' />
|
131
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+
<field name='CrossID' required='N' />
|
132
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+
<field name='OrigCrossID' required='N' />
|
133
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+
<field name='CrossType' required='N' />
|
134
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+
<field name='ExecID' required='Y' />
|
135
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+
<field name='ExecRefID' required='N' />
|
136
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+
<field name='ExecType' required='Y' />
|
137
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+
<field name='OrdStatus' required='Y' />
|
138
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+
<field name='WorkingIndicator' required='N' />
|
139
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+
<field name='OrdRejReason' required='N' />
|
140
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+
<field name='ExecRestatementReason' required='N' />
|
141
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+
<field name='Account' required='N' />
|
142
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+
<field name='AccountType' required='N' />
|
143
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+
<field name='DayBookingInst' required='N' />
|
144
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+
<field name='BookingUnit' required='N' />
|
145
|
+
<field name='PreallocMethod' required='N' />
|
146
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+
<field name='SettlmntTyp' required='N' />
|
147
|
+
<field name='FutSettDate' required='N' />
|
148
|
+
<field name='CashMargin' required='N' />
|
149
|
+
<field name='ClearingFeeIndicator' required='N' />
|
150
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+
<component name='Instrument' required='Y' />
|
151
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+
<field name='Side' required='Y' />
|
152
|
+
<component name='Stipulations' required='N' />
|
153
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+
<field name='QuantityType' required='N' />
|
154
|
+
<component name='OrderQtyData' required='Y' />
|
155
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+
<field name='OrdType' required='N' />
|
156
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+
<field name='PriceType' required='N' />
|
157
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+
<field name='Price' required='N' />
|
158
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+
<field name='StopPx' required='N' />
|
159
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+
<field name='PegDifference' required='N' />
|
160
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+
<field name='DiscretionInst' required='N' />
|
161
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+
<field name='DiscretionOffset' required='N' />
|
162
|
+
<field name='Currency' required='N' />
|
163
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+
<field name='ComplianceID' required='N' />
|
164
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+
<field name='SolicitedFlag' required='N' />
|
165
|
+
<field name='TimeInForce' required='N' />
|
166
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+
<field name='EffectiveTime' required='N' />
|
167
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+
<field name='ExpireDate' required='N' />
|
168
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+
<field name='ExpireTime' required='N' />
|
169
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+
<field name='ExecInst' required='N' />
|
170
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+
<field name='OrderCapacity' required='N' />
|
171
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+
<field name='OrderRestrictions' required='N' />
|
172
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+
<field name='CustOrderCapacity' required='N' />
|
173
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+
<field name='Rule80A' required='N' />
|
174
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+
<field name='LastQty' required='N' />
|
175
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+
<field name='UnderlyingLastQty' required='N' />
|
176
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+
<field name='LastPx' required='N' />
|
177
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+
<field name='UnderlyingLastPx' required='N' />
|
178
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+
<field name='LastSpotRate' required='N' />
|
179
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+
<field name='LastForwardPoints' required='N' />
|
180
|
+
<field name='LastMkt' required='N' />
|
181
|
+
<field name='TradingSessionID' required='N' />
|
182
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+
<field name='TradingSessionSubID' required='N' />
|
183
|
+
<field name='LastCapacity' required='N' />
|
184
|
+
<field name='LeavesQty' required='Y' />
|
185
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+
<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>
|