quickfix_ruby_ud 2.0.7-x86_64-linux

data/spec/FIX40.xml

@@ -0,0 +1,862 @@
+<fix type='FIX' major='4' minor='0' servicepack='0'>
+ <header>
+  <field name='BeginString' required='Y' />
+  <field name='BodyLength' required='Y' />
+  <field name='MsgType' required='Y' />
+  <field name='SenderCompID' required='Y' />
+  <field name='TargetCompID' required='Y' />
+  <field name='OnBehalfOfCompID' required='N' />
+  <field name='DeliverToCompID' required='N' />
+  <field name='SecureDataLen' required='N' />
+  <field name='SecureData' required='N' />
+  <field name='MsgSeqNum' required='Y' />
+  <field name='SenderSubID' required='N' />
+  <field name='TargetSubID' required='N' />
+  <field name='OnBehalfOfSubID' required='N' />
+  <field name='DeliverToSubID' required='N' />
+  <field name='PossDupFlag' required='N' />
+  <field name='PossResend' required='N' />
+  <field name='SendingTime' required='Y' />
+  <field name='OrigSendingTime' required='N' />
+ </header>
+ <messages>
+  <message name='Heartbeat' msgtype='0' msgcat='admin'>
+   <field name='TestReqID' required='N' />
+  </message>
+  <message name='TestRequest' msgtype='1' msgcat='admin'>
+   <field name='TestReqID' required='Y' />
+  </message>
+  <message name='ResendRequest' msgtype='2' msgcat='admin'>
+   <field name='BeginSeqNo' required='Y' />
+   <field name='EndSeqNo' required='Y' />
+  </message>
+  <message name='Reject' msgtype='3' msgcat='admin'>
+   <field name='RefSeqNum' required='Y' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='SequenceReset' msgtype='4' msgcat='admin'>
+   <field name='GapFillFlag' required='N' />
+   <field name='NewSeqNo' required='Y' />
+  </message>
+  <message name='Logout' msgtype='5' msgcat='admin'>
+   <field name='Text' required='N' />
+  </message>
+  <message name='IOI' msgtype='6' msgcat='app'>
+   <field name='IOIid' required='Y' />
+   <field name='IOITransType' required='Y' />
+   <field name='IOIRefID' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Side' required='Y' />
+   <field name='IOIShares' required='Y' />
+   <field name='Price' required='N' />
+   <field name='Currency' required='N' />
+   <field name='ValidUntilTime' required='N' />
+   <field name='IOIQltyInd' required='N' />
+   <field name='IOIOthSvc' required='N' />
+   <field name='IOINaturalFlag' required='N' />
+   <field name='IOIQualifier' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='Advertisement' msgtype='7' msgcat='app'>
+   <field name='AdvId' required='Y' />
+   <field name='AdvTransType' required='Y' />
+   <field name='AdvRefID' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='AdvSide' required='Y' />
+   <field name='Shares' required='Y' />
+   <field name='Price' required='N' />
+   <field name='Currency' required='N' />
+   <field name='TransactTime' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='ExecutionReport' msgtype='8' msgcat='app'>
+   <field name='OrderID' required='Y' />
+   <field name='ClOrdID' required='N' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='ListID' required='N' />
+   <field name='ExecID' required='Y' />
+   <field name='ExecTransType' required='Y' />
+   <field name='ExecRefID' required='N' />
+   <field name='OrdStatus' required='Y' />
+   <field name='OrdRejReason' required='N' />
+   <field name='Account' required='N' />
+   <field name='SettlmntTyp' required='N' />
+   <field name='FutSettDate' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Side' required='Y' />
+   <field name='OrderQty' required='Y' />
+   <field name='OrdType' required='N' />
+   <field name='Price' required='N' />
+   <field name='StopPx' required='N' />
+   <field name='Currency' required='N' />
+   <field name='TimeInForce' required='N' />
+   <field name='ExpireTime' required='N' />
+   <field name='ExecInst' required='N' />
+   <field name='Rule80A' required='N' />
+   <field name='LastShares' required='Y' />
+   <field name='LastPx' required='Y' />
+   <field name='LastMkt' required='N' />
+   <field name='LastCapacity' required='N' />
+   <field name='CumQty' required='Y' />
+   <field name='AvgPx' required='Y' />
+   <field name='TradeDate' required='N' />
+   <field name='TransactTime' required='N' />
+   <field name='ReportToExch' required='N' />
+   <field name='Commission' required='N' />
+   <field name='CommType' required='N' />
+   <group name='NoMiscFees' required='N'>
+    <field name='MiscFeeAmt' required='N' />
+    <field name='MiscFeeCurr' required='N' />
+    <field name='MiscFeeType' required='N' />
+   </group>
+   <field name='NetMoney' required='N' />
+   <field name='SettlCurrAmt' required='N' />
+   <field name='SettlCurrency' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='OrderCancelReject' msgtype='9' msgcat='app'>
+   <field name='OrderID' required='Y' />
+   <field name='ClOrdID' required='Y' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='ListID' required='N' />
+   <field name='CxlRejReason' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='Logon' msgtype='A' msgcat='admin'>
+   <field name='EncryptMethod' required='Y' />
+   <field name='HeartBtInt' required='Y' />
+   <field name='RawDataLength' required='N' />
+   <field name='RawData' required='N' />
+  </message>
+  <message name='News' msgtype='B' msgcat='app'>
+   <field name='OrigTime' required='N' />
+   <field name='Urgency' required='N' />
+   <field name='RelatdSym' required='N' />
+   <field name='LinesOfText' required='Y' />
+   <field name='Text' required='Y' />
+   <field name='RawDataLength' required='N' />
+   <field name='RawData' required='N' />
+  </message>
+  <message name='Email' msgtype='C' msgcat='app'>
+   <field name='EmailType' required='Y' />
+   <field name='OrigTime' required='N' />
+   <field name='RelatdSym' required='N' />
+   <field name='OrderID' required='N' />
+   <field name='ClOrdID' required='N' />
+   <field name='LinesOfText' required='Y' />
+   <field name='Text' required='Y' />
+   <field name='RawDataLength' required='N' />
+   <field name='RawData' required='N' />
+  </message>
+  <message name='NewOrderSingle' msgtype='D' msgcat='app'>
+   <field name='ClOrdID' required='Y' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='Account' required='N' />
+   <field name='SettlmntTyp' required='N' />
+   <field name='FutSettDate' required='N' />
+   <field name='HandlInst' required='Y' />
+   <field name='ExecInst' required='N' />
+   <field name='MinQty' required='N' />
+   <field name='MaxFloor' required='N' />
+   <field name='ExDestination' required='N' />
+   <field name='ProcessCode' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='PrevClosePx' required='N' />
+   <field name='Side' required='Y' />
+   <field name='LocateReqd' required='N' />
+   <field name='OrderQty' required='Y' />
+   <field name='OrdType' required='Y' />
+   <field name='Price' required='N' />
+   <field name='StopPx' required='N' />
+   <field name='Currency' required='N' />
+   <field name='IOIid' required='N' />
+   <field name='QuoteID' required='N' />
+   <field name='TimeInForce' required='N' />
+   <field name='ExpireTime' required='N' />
+   <field name='Commission' required='N' />
+   <field name='CommType' required='N' />
+   <field name='Rule80A' required='N' />
+   <field name='ForexReq' required='N' />
+   <field name='SettlCurrency' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='NewOrderList' msgtype='E' msgcat='app'>
+   <field name='ListID' required='Y' />
+   <field name='WaveNo' required='N' />
+   <field name='ListSeqNo' required='Y' />
+   <field name='ListNoOrds' required='Y' />
+   <field name='ListExecInst' required='N' />
+   <field name='ClOrdID' required='Y' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='Account' required='N' />
+   <field name='SettlmntTyp' required='N' />
+   <field name='FutSettDate' required='N' />
+   <field name='HandlInst' required='Y' />
+   <field name='ExecInst' required='N' />
+   <field name='MinQty' required='N' />
+   <field name='MaxFloor' required='N' />
+   <field name='ExDestination' required='N' />
+   <field name='ProcessCode' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='PrevClosePx' required='N' />
+   <field name='Side' required='Y' />
+   <field name='LocateReqd' required='N' />
+   <field name='OrderQty' required='Y' />
+   <field name='OrdType' required='Y' />
+   <field name='Price' required='N' />
+   <field name='StopPx' required='N' />
+   <field name='Currency' required='N' />
+   <field name='TimeInForce' required='N' />
+   <field name='ExpireTime' required='N' />
+   <field name='Commission' required='N' />
+   <field name='CommType' required='N' />
+   <field name='Rule80A' required='N' />
+   <field name='ForexReq' required='N' />
+   <field name='SettlCurrency' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='OrderCancelRequest' msgtype='F' msgcat='app'>
+   <field name='OrigClOrdID' required='Y' />
+   <field name='OrderID' required='N' />
+   <field name='ClOrdID' required='Y' />
+   <field name='ListID' required='N' />
+   <field name='CxlType' required='Y' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Side' required='Y' />
+   <field name='OrderQty' required='Y' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='OrderCancelReplaceRequest' msgtype='G' msgcat='app'>
+   <field name='OrderID' required='N' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='OrigClOrdID' required='Y' />
+   <field name='ClOrdID' required='Y' />
+   <field name='ListID' required='N' />
+   <field name='Account' required='N' />
+   <field name='SettlmntTyp' required='N' />
+   <field name='FutSettDate' required='N' />
+   <field name='HandlInst' required='Y' />
+   <field name='ExecInst' required='N' />
+   <field name='MinQty' required='N' />
+   <field name='MaxFloor' required='N' />
+   <field name='ExDestination' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Side' required='Y' />
+   <field name='OrderQty' required='Y' />
+   <field name='OrdType' required='Y' />
+   <field name='Price' required='N' />
+   <field name='StopPx' required='N' />
+   <field name='Currency' required='N' />
+   <field name='TimeInForce' required='N' />
+   <field name='ExpireTime' required='N' />
+   <field name='Commission' required='N' />
+   <field name='CommType' required='N' />
+   <field name='Rule80A' required='N' />
+   <field name='ForexReq' required='N' />
+   <field name='SettlCurrency' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='OrderStatusRequest' msgtype='H' msgcat='app'>
+   <field name='OrderID' required='N' />
+   <field name='ClOrdID' required='Y' />
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Side' required='Y' />
+  </message>
+  <message name='Allocation' msgtype='J' msgcat='app'>
+   <field name='AllocID' required='Y' />
+   <field name='AllocTransType' required='Y' />
+   <field name='RefAllocID' required='N' />
+   <group name='NoOrders' required='Y'>
+    <field name='ClOrdID' required='Y' />
+    <field name='OrderID' required='N' />
+    <field name='ListID' required='N' />
+    <field name='WaveNo' required='N' />
+   </group>
+   <group name='NoExecs' required='N'>
+    <field name='ExecID' required='N' />
+    <field name='LastShares' required='N' />
+    <field name='LastPx' required='N' />
+    <field name='LastMkt' required='N' />
+   </group>
+   <field name='Side' required='Y' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='Shares' required='Y' />
+   <field name='AvgPx' required='Y' />
+   <field name='Currency' required='N' />
+   <field name='AvgPrxPrecision' required='N' />
+   <field name='TradeDate' required='Y' />
+   <field name='TransactTime' required='N' />
+   <field name='SettlmntTyp' required='N' />
+   <field name='FutSettDate' required='N' />
+   <field name='NetMoney' required='N' />
+   <group name='NoMiscFees' required='N'>
+    <field name='MiscFeeAmt' required='N' />
+    <field name='MiscFeeCurr' required='N' />
+    <field name='MiscFeeType' required='N' />
+   </group>
+   <field name='SettlCurrAmt' required='N' />
+   <field name='SettlCurrency' required='N' />
+   <field name='OpenClose' required='N' />
+   <field name='Text' required='N' />
+   <group name='NoAllocs' required='Y'>
+    <field name='AllocAccount' required='Y' />
+    <field name='AllocShares' required='Y' />
+    <field name='ProcessCode' required='N' />
+    <field name='ExecBroker' required='N' />
+    <field name='ClientID' required='N' />
+    <field name='Commission' required='N' />
+    <field name='CommType' required='N' />
+    <field name='NoDlvyInst' required='N' />
+    <field name='BrokerOfCredit' required='N' />
+    <field name='DlvyInst' required='N' />
+   </group>
+  </message>
+  <message name='ListCancelRequest' msgtype='K' msgcat='app'>
+   <field name='ListID' required='Y' />
+   <field name='WaveNo' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='ListExecute' msgtype='L' msgcat='app'>
+   <field name='ListID' required='Y' />
+   <field name='WaveNo' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='ListStatusRequest' msgtype='M' msgcat='app'>
+   <field name='ListID' required='Y' />
+   <field name='WaveNo' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='ListStatus' msgtype='N' msgcat='app'>
+   <field name='ListID' required='Y' />
+   <field name='WaveNo' required='N' />
+   <field name='NoRpts' required='Y' />
+   <field name='RptSeq' required='Y' />
+   <group name='NoOrders' required='Y'>
+    <field name='ClOrdID' required='Y' />
+    <field name='CumQty' required='Y' />
+    <field name='CxlQty' required='Y' />
+    <field name='AvgPx' required='Y' />
+   </group>
+  </message>
+  <message name='AllocationInstructionAck' msgtype='P' msgcat='app'>
+   <field name='ClientID' required='N' />
+   <field name='ExecBroker' required='N' />
+   <field name='AllocID' required='Y' />
+   <field name='TradeDate' required='Y' />
+   <field name='TransactTime' required='N' />
+   <field name='AllocStatus' required='Y' />
+   <field name='AllocRejCode' required='N' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='DontKnowTrade' msgtype='Q' msgcat='app'>
+   <field name='OrderID' required='N' />
+   <field name='ExecID' required='N' />
+   <field name='DKReason' required='Y' />
+   <field name='Symbol' required='Y' />
+   <field name='Side' required='Y' />
+   <field name='OrderQty' required='Y' />
+   <field name='LastShares' required='Y' />
+   <field name='LastPx' required='Y' />
+   <field name='Text' required='N' />
+  </message>
+  <message name='QuoteRequest' msgtype='R' msgcat='app'>
+   <field name='QuoteReqID' required='Y' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='PrevClosePx' required='N' />
+   <field name='Side' required='N' />
+   <field name='OrderQty' required='N' />
+  </message>
+  <message name='Quote' msgtype='S' msgcat='app'>
+   <field name='QuoteReqID' required='N' />
+   <field name='QuoteID' required='Y' />
+   <field name='Symbol' required='Y' />
+   <field name='SymbolSfx' required='N' />
+   <field name='SecurityID' required='N' />
+   <field name='IDSource' required='N' />
+   <field name='Issuer' required='N' />
+   <field name='SecurityDesc' required='N' />
+   <field name='BidPx' required='Y' />
+   <field name='OfferPx' required='N' />
+   <field name='BidSize' required='N' />
+   <field name='OfferSize' required='N' />
+   <field name='ValidUntilTime' required='N' />
+  </message>
+ </messages>
+ <trailer>
+  <field name='SignatureLength' required='N' />
+  <field name='Signature' required='N' />
+  <field name='CheckSum' required='Y' />
+ </trailer>
+ <components />
+ <fields>
+  <field number='1' name='Account' type='CHAR' />
+  <field number='2' name='AdvId' type='INT' />
+  <field number='3' name='AdvRefID' type='INT' />
+  <field number='4' name='AdvSide' type='CHAR'>
+   <value enum='B' description='BUY' />
+   <value enum='S' description='SELL' />
+   <value enum='T' description='TRADE' />
+   <value enum='X' description='CROSS' />
+  </field>
+  <field number='5' name='AdvTransType' type='CHAR'>
+   <value enum='C' description='CANCEL' />
+   <value enum='N' description='NEW' />
+   <value enum='R' description='REPLACE' />
+  </field>
+  <field number='6' name='AvgPx' type='FLOAT' />
+  <field number='7' name='BeginSeqNo' type='INT' />
+  <field number='8' name='BeginString' type='CHAR' />
+  <field number='9' name='BodyLength' type='INT' />
+  <field number='10' name='CheckSum' type='CHAR' />
+  <field number='11' name='ClOrdID' type='CHAR' />
+  <field number='12' name='Commission' type='FLOAT' />
+  <field number='13' name='CommType' type='CHAR'>
+   <value enum='1' description='PER_UNIT' />
+   <value enum='2' description='PERCENT' />
+   <value enum='3' description='ABSOLUTE' />
+  </field>
+  <field number='14' name='CumQty' type='INT' />
+  <field number='15' name='Currency' type='CHAR' />
+  <field number='16' name='EndSeqNo' type='INT' />
+  <field number='17' name='ExecID' type='INT' />
+  <field number='18' name='ExecInst' type='CHAR'>
+   <value enum='0' description='STAY_ON_OFFER_SIDE' />
+   <value enum='1' description='NOT_HELD' />
+   <value enum='2' description='WORK' />
+   <value enum='3' description='GO_ALONG' />
+   <value enum='4' description='OVER_THE_DAY' />
+   <value enum='5' description='HELD' />
+   <value enum='6' description='PARTICIPATE_DO_NOT_INITIATE' />
+   <value enum='7' description='STRICT_SCALE' />
+   <value enum='8' description='TRY_TO_SCALE' />
+   <value enum='9' description='STAY_ON_BID_SIDE' />
+   <value enum='A' description='NO_CROSS' />
+   <value enum='B' description='OK_TO_CROSS' />
+   <value enum='C' description='CALL_FIRST' />
+   <value enum='D' description='PERCENT_OF_VOLUME' />
+   <value enum='E' description='DO_NOT_INCREASE' />
+   <value enum='F' description='DO_NOT_REDUCE' />
+   <value enum='G' description='ALL_OR_NONE' />
+   <value enum='I' description='INSTITUTIONS_ONLY' />
+   <value enum='L' description='LAST_PEG' />
+   <value enum='M' description='MID_PRICE_PEG' />
+   <value enum='N' description='NON_NEGOTIABLE' />
+   <value enum='O' description='OPENING_PEG' />
+   <value enum='P' description='MARKET_PEG' />
+   <value enum='R' description='PRIMARY_PEG' />
+   <value enum='S' description='SUSPEND' />
+  </field>
+  <field number='19' name='ExecRefID' type='INT' />
+  <field number='20' name='ExecTransType' type='CHAR'>
+   <value enum='0' description='NEW' />
+   <value enum='1' description='CANCEL' />
+   <value enum='2' description='CORRECT' />
+   <value enum='3' description='STATUS' />
+  </field>
+  <field number='21' name='HandlInst' type='CHAR'>
+   <value enum='1' description='AUTOMATED_EXECUTION_NO_INTERVENTION' />
+   <value enum='2' description='AUTOMATED_EXECUTION_INTERVENTION_OK' />
+   <value enum='3' description='MANUAL_ORDER' />
+  </field>
+  <field number='22' name='IDSource' type='CHAR'>
+   <value enum='1' description='CUSIP' />
+   <value enum='2' description='SEDOL' />
+   <value enum='3' description='QUIK' />
+   <value enum='4' description='ISIN_NUMBER' />
+   <value enum='5' description='RIC_CODE' />
+  </field>
+  <field number='23' name='IOIid' type='INT' />
+  <field number='24' name='IOIOthSvc' type='CHAR'>
+   <value enum='A' description='AUTEX' />
+   <value enum='B' description='BRIDGE' />
+  </field>
+  <field number='25' name='IOIQltyInd' type='CHAR'>
+   <value enum='H' description='HIGH' />
+   <value enum='L' description='LOW' />
+   <value enum='M' description='MEDIUM' />
+  </field>
+  <field number='26' name='IOIRefID' type='INT' />
+  <field number='27' name='IOIShares' type='CHAR'>
+   <value enum='L' description='LARGE' />
+   <value enum='M' description='MEDIUM' />
+   <value enum='S' description='SMALL' />
+  </field>
+  <field number='28' name='IOITransType' type='CHAR'>
+   <value enum='C' description='CANCEL' />
+   <value enum='N' description='NEW' />
+   <value enum='R' description='REPLACE' />
+  </field>
+  <field number='29' name='LastCapacity' type='CHAR'>
+   <value enum='1' description='AGENT' />
+   <value enum='2' description='CROSS_AS_AGENT' />
+   <value enum='3' description='CROSS_AS_PRINCIPAL' />
+   <value enum='4' description='PRINCIPAL' />
+  </field>
+  <field number='30' name='LastMkt' type='CHAR' />
+  <field number='31' name='LastPx' type='FLOAT' />
+  <field number='32' name='LastShares' type='INT' />
+  <field number='33' name='LinesOfText' type='INT' />
+  <field number='34' name='MsgSeqNum' type='INT' />
+  <field number='35' name='MsgType' type='CHAR'>
+   <value enum='0' description='HEARTBEAT' />
+   <value enum='1' description='TEST_REQUEST' />
+   <value enum='2' description='RESEND_REQUEST' />
+   <value enum='3' description='REJECT' />
+   <value enum='4' description='SEQUENCE_RESET' />
+   <value enum='5' description='LOGOUT' />
+   <value enum='6' description='IOI' />
+   <value enum='7' description='ADVERTISEMENT' />
+   <value enum='8' description='EXECUTION_REPORT' />
+   <value enum='9' description='ORDER_CANCEL_REJECT' />
+   <value enum='A' description='LOGON' />
+   <value enum='B' description='NEWS' />
+   <value enum='C' description='EMAIL' />
+   <value enum='D' description='NEW_ORDER_SINGLE' />
+   <value enum='E' description='NEW_ORDER_LIST' />
+   <value enum='F' description='ORDER_CANCEL_REQUEST' />
+   <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
+   <value enum='H' description='ORDER_STATUS_REQUEST' />
+   <value enum='J' description='ALLOCATION_INSTRUCTION' />
+   <value enum='K' description='LIST_CANCEL_REQUEST' />
+   <value enum='L' description='LIST_EXECUTE' />
+   <value enum='M' description='LIST_STATUS_REQUEST' />
+   <value enum='N' description='LIST_STATUS' />
+   <value enum='P' description='ALLOCATION_INSTRUCTION_ACK' />
+   <value enum='Q' description='DONT_KNOW_TRADE' />
+   <value enum='R' description='QUOTE_REQUEST' />
+   <value enum='S' description='QUOTE' />
+  </field>
+  <field number='36' name='NewSeqNo' type='INT' />
+  <field number='37' name='OrderID' type='CHAR' />
+  <field number='38' name='OrderQty' type='INT' />
+  <field number='39' name='OrdStatus' type='CHAR'>
+   <value enum='0' description='NEW' />
+   <value enum='1' description='PARTIALLY_FILLED' />
+   <value enum='2' description='FILLED' />
+   <value enum='3' description='DONE_FOR_DAY' />
+   <value enum='4' description='CANCELED' />
+   <value enum='5' description='REPLACED' />
+   <value enum='6' description='PENDING_CANCEL' />
+   <value enum='7' description='STOPPED' />
+   <value enum='8' description='REJECTED' />
+   <value enum='9' description='SUSPENDED' />
+   <value enum='A' description='PENDING_NEW' />
+   <value enum='B' description='CALCULATED' />
+   <value enum='C' description='EXPIRED' />
+  </field>
+  <field number='40' name='OrdType' type='CHAR'>
+   <value enum='1' description='MARKET' />
+   <value enum='2' description='LIMIT' />
+   <value enum='3' description='STOP' />
+   <value enum='4' description='STOP_LIMIT' />
+   <value enum='5' description='MARKET_ON_CLOSE' />
+   <value enum='6' description='WITH_OR_WITHOUT' />
+   <value enum='7' description='LIMIT_OR_BETTER' />
+   <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
+   <value enum='9' description='ON_BASIS' />
+   <value enum='A' description='ON_CLOSE' />
+   <value enum='B' description='LIMIT_ON_CLOSE' />
+   <value enum='C' description='FOREX_MARKET' />
+   <value enum='D' description='PREVIOUSLY_QUOTED' />
+   <value enum='E' description='PREVIOUSLY_INDICATED' />
+   <value enum='P' description='PEGGED' />
+  </field>
+  <field number='41' name='OrigClOrdID' type='CHAR' />
+  <field number='42' name='OrigTime' type='TIME' />
+  <field number='43' name='PossDupFlag' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='44' name='Price' type='FLOAT' />
+  <field number='45' name='RefSeqNum' type='INT' />
+  <field number='46' name='RelatdSym' type='CHAR' />
+  <field number='47' name='Rule80A' type='CHAR'>
+   <value enum='A' description='AGENCY_SINGLE_ORDER' />
+   <value enum='C' description='PROPRIETARY_NON_ALGO' />
+   <value enum='D' description='PROGRAM_ORDER_MEMBER' />
+   <value enum='I' description='INDIVIDUAL_INVESTOR' />
+   <value enum='J' description='PROPRIETARY_ALGO' />
+   <value enum='K' description='AGENCY_ALGO' />
+   <value enum='M' description='PROGRAM_ORDER_OTHER_MEMBER' />
+   <value enum='N' description='AGENT_FOR_OTHER_MEMBER' />
+   <value enum='U' description='AGENCY_INDEX_ARB' />
+   <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
+   <value enum='Y' description='AGENCY_NON_ALGO' />
+  </field>
+  <field number='48' name='SecurityID' type='CHAR' />
+  <field number='49' name='SenderCompID' type='CHAR' />
+  <field number='50' name='SenderSubID' type='CHAR' />
+  <field number='52' name='SendingTime' type='TIME' />
+  <field number='53' name='Shares' type='INT' />
+  <field number='54' name='Side' type='CHAR'>
+   <value enum='1' description='BUY' />
+   <value enum='2' description='SELL' />
+   <value enum='3' description='BUY_MINUS' />
+   <value enum='4' description='SELL_PLUS' />
+   <value enum='5' description='SELL_SHORT' />
+   <value enum='6' description='SELL_SHORT_EXEMPT' />
+  </field>
+  <field number='55' name='Symbol' type='CHAR' />
+  <field number='56' name='TargetCompID' type='CHAR' />
+  <field number='57' name='TargetSubID' type='CHAR' />
+  <field number='58' name='Text' type='CHAR' />
+  <field number='59' name='TimeInForce' type='CHAR'>
+   <value enum='0' description='DAY' />
+   <value enum='1' description='GOOD_TILL_CANCEL' />
+   <value enum='2' description='AT_THE_OPENING' />
+   <value enum='3' description='IMMEDIATE_OR_CANCEL' />
+   <value enum='4' description='FILL_OR_KILL' />
+   <value enum='5' description='GOOD_TILL_CROSSING' />
+   <value enum='6' description='GOOD_TILL_DATE' />
+  </field>
+  <field number='60' name='TransactTime' type='TIME' />
+  <field number='61' name='Urgency' type='CHAR'>
+   <value enum='0' description='NORMAL' />
+   <value enum='1' description='FLASH' />
+   <value enum='2' description='BACKGROUND' />
+  </field>
+  <field number='62' name='ValidUntilTime' type='TIME' />
+  <field number='63' name='SettlmntTyp' type='CHAR'>
+   <value enum='0' description='REGULAR' />
+   <value enum='1' description='CASH' />
+   <value enum='2' description='NEXT_DAY' />
+   <value enum='3' description='T_PLUS2' />
+   <value enum='4' description='T_PLUS3' />
+   <value enum='5' description='T_PLUS4' />
+   <value enum='6' description='FUTURE' />
+   <value enum='7' description='WHEN_AND_IF_ISSUED' />
+   <value enum='8' description='SELLERS_OPTION' />
+   <value enum='9' description='T_PLUS5' />
+  </field>
+  <field number='64' name='FutSettDate' type='DATE' />
+  <field number='65' name='SymbolSfx' type='CHAR' />
+  <field number='66' name='ListID' type='CHAR' />
+  <field number='67' name='ListSeqNo' type='INT' />
+  <field number='68' name='ListNoOrds' type='INT' />
+  <field number='69' name='ListExecInst' type='CHAR' />
+  <field number='70' name='AllocID' type='INT' />
+  <field number='71' name='AllocTransType' type='CHAR'>
+   <value enum='0' description='NEW' />
+   <value enum='1' description='REPLACE' />
+   <value enum='2' description='CANCEL' />
+  </field>
+  <field number='72' name='RefAllocID' type='INT' />
+  <field number='73' name='NoOrders' type='INT' />
+  <field number='74' name='AvgPrxPrecision' type='INT' />
+  <field number='75' name='TradeDate' type='DATE' />
+  <field number='76' name='ExecBroker' type='CHAR' />
+  <field number='77' name='OpenClose' type='CHAR' />
+  <field number='78' name='NoAllocs' type='INT' />
+  <field number='79' name='AllocAccount' type='CHAR' />
+  <field number='80' name='AllocShares' type='INT' />
+  <field number='81' name='ProcessCode' type='CHAR'>
+   <value enum='0' description='REGULAR' />
+   <value enum='1' description='SOFT_DOLLAR' />
+   <value enum='2' description='STEP_IN' />
+   <value enum='3' description='STEP_OUT' />
+   <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
+   <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
+   <value enum='6' description='PLAN_SPONSOR' />
+  </field>
+  <field number='82' name='NoRpts' type='INT' />
+  <field number='83' name='RptSeq' type='INT' />
+  <field number='84' name='CxlQty' type='INT' />
+  <field number='85' name='NoDlvyInst' type='INT' />
+  <field number='86' name='DlvyInst' type='CHAR' />
+  <field number='87' name='AllocStatus' type='INT'>
+   <value enum='0' description='ACCEPTED' />
+   <value enum='1' description='BLOCK_LEVEL_REJECT' />
+   <value enum='2' description='ACCOUNT_LEVEL_REJECT' />
+   <value enum='3' description='RECEIVED' />
+  </field>
+  <field number='88' name='AllocRejCode' type='INT'>
+   <value enum='0' description='UNKNOWN_ACCOUNT' />
+   <value enum='1' description='INCORRECT_QUANTITY' />
+   <value enum='2' description='INCORRECT_AVERAGEG_PRICE' />
+   <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
+   <value enum='4' description='COMMISSION_DIFFERENCE' />
+   <value enum='5' description='UNKNOWN_ORDER_ID' />
+   <value enum='6' description='UNKNOWN_LIST_ID' />
+   <value enum='7' description='OTHER_SEE_TEXT' />
+  </field>
+  <field number='89' name='Signature' type='DATA' />
+  <field number='90' name='SecureDataLen' type='LENGTH' />
+  <field number='91' name='SecureData' type='DATA' />
+  <field number='92' name='BrokerOfCredit' type='CHAR' />
+  <field number='93' name='SignatureLength' type='LENGTH' />
+  <field number='94' name='EmailType' type='CHAR'>
+   <value enum='0' description='NEW' />
+   <value enum='1' description='REPLY' />
+   <value enum='2' description='ADMIN_REPLY' />
+  </field>
+  <field number='95' name='RawDataLength' type='LENGTH' />
+  <field number='96' name='RawData' type='DATA' />
+  <field number='97' name='PossResend' type='CHAR' />
+  <field number='98' name='EncryptMethod' type='INT'>
+   <value enum='0' description='NONE' />
+   <value enum='1' description='PKCS' />
+   <value enum='2' description='DES' />
+   <value enum='3' description='PKCSDES' />
+   <value enum='4' description='PGPDES' />
+   <value enum='5' description='PGPDESMD5' />
+   <value enum='6' description='PEM' />
+  </field>
+  <field number='99' name='StopPx' type='FLOAT' />
+  <field number='100' name='ExDestination' type='CHAR'>
+   <value enum='0' description='NONE' />
+   <value enum='4' description='POSIT' />
+  </field>
+  <field number='102' name='CxlRejReason' type='INT'>
+   <value enum='0' description='TOO_LATE_TO_CANCEL' />
+   <value enum='1' description='UNKNOWN_ORDER' />
+  </field>
+  <field number='103' name='OrdRejReason' type='INT'>
+   <value enum='0' description='BROKER_CREDIT' />
+   <value enum='1' description='UNKNOWN_SYMBOL' />
+   <value enum='2' description='EXCHANGE_CLOSED' />
+   <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
+   <value enum='4' description='TOO_LATE_TO_ENTER' />
+  </field>
+  <field number='104' name='IOIQualifier' type='CHAR'>
+   <value enum='A' description='ALL_OR_NONE' />
+   <value enum='C' description='AT_THE_CLOSE' />
+   <value enum='I' description='IN_TOUCH_WITH' />
+   <value enum='L' description='LIMIT' />
+   <value enum='M' description='MORE_BEHIND' />
+   <value enum='O' description='AT_THE_OPEN' />
+   <value enum='P' description='TAKING_A_POSITION' />
+   <value enum='Q' description='AT_THE_MARKET' />
+   <value enum='S' description='PORTFOLIO_SHOWN' />
+   <value enum='T' description='THROUGH_THE_DAY' />
+   <value enum='V' description='VERSUS' />
+   <value enum='W' description='INDICATION' />
+   <value enum='X' description='CROSSING_OPPORTUNITY' />
+  </field>
+  <field number='105' name='WaveNo' type='CHAR' />
+  <field number='106' name='Issuer' type='CHAR' />
+  <field number='107' name='SecurityDesc' type='CHAR' />
+  <field number='108' name='HeartBtInt' type='INT' />
+  <field number='109' name='ClientID' type='CHAR' />
+  <field number='110' name='MinQty' type='INT' />
+  <field number='111' name='MaxFloor' type='INT' />
+  <field number='112' name='TestReqID' type='CHAR' />
+  <field number='113' name='ReportToExch' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='114' name='LocateReqd' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='115' name='OnBehalfOfCompID' type='CHAR' />
+  <field number='116' name='OnBehalfOfSubID' type='CHAR' />
+  <field number='117' name='QuoteID' type='CHAR' />
+  <field number='118' name='NetMoney' type='FLOAT' />
+  <field number='119' name='SettlCurrAmt' type='FLOAT' />
+  <field number='120' name='SettlCurrency' type='CHAR' />
+  <field number='121' name='ForexReq' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='122' name='OrigSendingTime' type='TIME' />
+  <field number='123' name='GapFillFlag' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='124' name='NoExecs' type='INT' />
+  <field number='125' name='CxlType' type='CHAR'>
+   <value enum='F' description='FULL_REMAINING_QUANTITY' />
+   <value enum='P' description='PARTIAL_CANCEL' />
+  </field>
+  <field number='126' name='ExpireTime' type='TIME' />
+  <field number='127' name='DKReason' type='CHAR'>
+   <value enum='A' description='UNKNOWN_SYMBOL' />
+   <value enum='B' description='WRONG_SIDE' />
+   <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
+   <value enum='D' description='NO_MATCHING_ORDER' />
+   <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
+   <value enum='Z' description='OTHER' />
+  </field>
+  <field number='128' name='DeliverToCompID' type='CHAR' />
+  <field number='129' name='DeliverToSubID' type='CHAR' />
+  <field number='130' name='IOINaturalFlag' type='CHAR'>
+   <value enum='N' description='NO' />
+   <value enum='Y' description='YES' />
+  </field>
+  <field number='131' name='QuoteReqID' type='CHAR' />
+  <field number='132' name='BidPx' type='FLOAT' />
+  <field number='133' name='OfferPx' type='FLOAT' />
+  <field number='134' name='BidSize' type='INT' />
+  <field number='135' name='OfferSize' type='INT' />
+  <field number='136' name='NoMiscFees' type='INT' />
+  <field number='137' name='MiscFeeAmt' type='FLOAT' />
+  <field number='138' name='MiscFeeCurr' type='CHAR' />
+  <field number='139' name='MiscFeeType' type='CHAR'>
+   <value enum='1' description='REGULATORY' />
+   <value enum='2' description='TAX' />
+   <value enum='3' description='LOCAL_COMMISSION' />
+   <value enum='4' description='EXCHANGE_FEES' />
+   <value enum='5' description='STAMP' />
+   <value enum='6' description='LEVY' />
+   <value enum='7' description='OTHER' />
+  </field>
+  <field number='140' name='PrevClosePx' type='FLOAT' />
+ </fields>
+</fix>