fix/FIX41.xml

   1 <fix major="4" minor="1">
   2   <header>
   3     <field name="BeginString" required="Y"/>
   4     <field name="BodyLength" required="Y"/>
   5     <field name="MsgType" required="Y"/>
   6     <field name="SenderCompID" required="Y"/>
   7     <field name="TargetCompID" required="Y"/>
   8     <field name="OnBehalfOfCompID" required="N"/>
   9     <field name="DeliverToCompID" required="N"/>
  10     <field name="SecureDataLen" required="N"/>
  11     <field name="SecureData" required="N"/>
  12     <field name="MsgSeqNum" required="Y"/>
  13     <field name="SenderSubID" required="N"/>
  14     <field name="SenderLocationID" required="N"/>
  15     <field name="TargetSubID" required="N"/>
  16     <field name="TargetLocationID" required="N"/>
  17     <field name="OnBehalfOfSubID" required="N"/>
  18     <field name="OnBehalfOfLocationID" required="N"/>
  19     <field name="DeliverToSubID" required="N"/>
  20     <field name="DeliverToLocationID" required="N"/>
  21     <field name="PossDupFlag" required="N"/>
  22     <field name="PossResend" required="N"/>
  23     <field name="SendingTime" required="Y"/>
  24     <field name="OrigSendingTime" required="N"/>
  25   </header>
  26   <trailer>
  27     <field name="SignatureLength" required="N"/>
  28     <field name="Signature" required="N"/>
  29     <field name="CheckSum" required="Y"/>
  30   </trailer>
  31   <messages>
  32     <message name="Heartbeat" msgtype="0" msgcat="admin">
  33       <field name="TestReqID" required="N"/>
  34     </message>
  35     <message name="Logon" msgtype="A" msgcat="admin">
  36       <field name="EncryptMethod" required="Y"/>
  37       <field name="HeartBtInt" required="Y"/>
  38       <field name="RawDataLength" required="N"/>
  39       <field name="RawData" required="N"/>
  40       <field name="ResetSeqNumFlag" required="N"/>
  41     </message>
  42     <message name="TestRequest" msgtype="1" msgcat="admin">
  43       <field name="TestReqID" required="Y"/>
  44     </message>
  45     <message name="ResendRequest" msgtype="2" msgcat="admin">
  46       <field name="BeginSeqNo" required="Y"/>
  47       <field name="EndSeqNo" required="Y"/>
  48     </message>
  49     <message name="Reject" msgtype="3" msgcat="admin">
  50       <field name="RefSeqNum" required="Y"/>
  51       <field name="Text" required="N"/>
  52     </message>
  53     <message name="SequenceReset" msgtype="4" msgcat="admin">
  54       <field name="GapFillFlag" required="N"/>
  55       <field name="NewSeqNo" required="Y"/>
  56     </message>
  57     <message name="Logout" msgtype="5" msgcat="admin">
  58       <field name="Text" required="N"/>
  59     </message>
  60     <message name="Advertisement" msgtype="7" msgcat="app">
  61       <field name="AdvId" required="Y"/>
  62       <field name="AdvTransType" required="Y"/>
  63       <field name="AdvRefID" required="N"/>
  64       <field name="Symbol" required="Y"/>
  65       <field name="SymbolSfx" required="N"/>
  66       <field name="SecurityID" required="N"/>
  67       <field name="IDSource" required="N"/>
  68       <field name="SecurityType" required="N"/>
  69       <field name="MaturityMonthYear" required="N"/>
  70       <field name="MaturityDay" required="N"/>
  71       <field name="PutOrCall" required="N"/>
  72       <field name="StrikePrice" required="N"/>
  73       <field name="OptAttribute" required="N"/>
  74       <field name="SecurityExchange" required="N"/>
  75       <field name="Issuer" required="N"/>
  76       <field name="SecurityDesc" required="N"/>
  77       <field name="AdvSide" required="Y"/>
  78       <field name="Shares" required="Y"/>
  79       <field name="Price" required="N"/>
  80       <field name="Currency" required="N"/>
  81       <field name="TradeDate" required="N"/>
  82       <field name="TransactTime" required="N"/>
  83       <field name="Text" required="N"/>
  84       <field name="URLLink" required="N"/>
  85       <field name="LastMkt" required="N"/>
  86     </message>
  87     <message name="IndicationofInterest" msgtype="6" msgcat="app">
  88       <field name="IOIid" required="Y"/>
  89       <field name="IOITransType" required="Y"/>
  90       <field name="IOIRefID" required="N"/>
  91       <field name="Symbol" required="Y"/>
  92       <field name="SymbolSfx" required="N"/>
  93       <field name="SecurityID" required="N"/>
  94       <field name="IDSource" required="N"/>
  95       <field name="SecurityType" required="N"/>
  96       <field name="MaturityMonthYear" required="N"/>
  97       <field name="MaturityDay" required="N"/>
  98       <field name="PutOrCall" required="N"/>
  99       <field name="StrikePrice" required="N"/>
 100       <field name="OptAttribute" required="N"/>
 101       <field name="SecurityExchange" required="N"/>
 102       <field name="Issuer" required="N"/>
 103       <field name="SecurityDesc" required="N"/>
 104       <field name="Side" required="Y"/>
 105       <field name="IOIShares" required="Y"/>
 106       <field name="Price" required="N"/>
 107       <field name="Currency" required="N"/>
 108       <field name="ValidUntilTime" required="N"/>
 109       <field name="IOIQltyInd" required="N"/>
 110       <field name="IOIOthSvc" required="N"/>
 111       <field name="IOINaturalFlag" required="N"/>
 112       <group name="NoIOIQualifiers" required="N">
 113         <field name="IOIQualifier" required="N"/>
 114       </group>
 115       <field name="Text" required="N"/>
 116       <field name="TransactTime" required="N"/>
 117       <field name="URLLink" required="N"/>
 118     </message>
 119     <message name="News" msgtype="B" msgcat="app">
 120       <field name="OrigTime" required="N"/>
 121       <field name="Urgency" required="N"/>
 122       <field name="Headline" required="Y"/>
 123       <group name="NoRelatedSym" required="N">
 124         <field name="RelatdSym" required="N"/>
 125         <field name="SymbolSfx" required="N"/>
 126         <field name="SecurityID" required="N"/>
 127         <field name="IDSource" required="N"/>
 128         <field name="SecurityType" required="N"/>
 129         <field name="MaturityMonthYear" required="N"/>
 130         <field name="MaturityDay" required="N"/>
 131         <field name="PutOrCall" required="N"/>
 132         <field name="StrikePrice" required="N"/>
 133         <field name="OptAttribute" required="N"/>
 134         <field name="SecurityExchange" required="N"/>
 135         <field name="Issuer" required="N"/>
 136         <field name="SecurityDesc" required="N"/>
 137       </group>
 138       <group name="LinesOfText" required="Y">
 139         <field name="Text" required="Y"/>
 140       </group>
 141       <field name="URLLink" required="N"/>
 142       <field name="RawDataLength" required="N"/>
 143       <field name="RawData" required="N"/>
 144     </message>
 145     <message name="Email" msgtype="C" msgcat="app">
 146       <field name="EmailThreadID" required="Y"/>
 147       <field name="EmailType" required="Y"/>
 148       <field name="OrigTime" required="N"/>
 149       <field name="Subject" required="Y"/>
 150       <group name="NoRelatedSym" required="N">
 151         <field name="RelatdSym" required="N"/>
 152         <field name="SymbolSfx" required="N"/>
 153         <field name="SecurityID" required="N"/>
 154         <field name="IDSource" required="N"/>
 155         <field name="SecurityType" required="N"/>
 156         <field name="MaturityMonthYear" required="N"/>
 157         <field name="MaturityDay" required="N"/>
 158         <field name="PutOrCall" required="N"/>
 159         <field name="StrikePrice" required="N"/>
 160         <field name="OptAttribute" required="N"/>
 161         <field name="SecurityExchange" required="N"/>
 162         <field name="Issuer" required="N"/>
 163         <field name="SecurityDesc" required="N"/>
 164       </group>
 165       <field name="OrderID" required="N"/>
 166       <field name="ClOrdID" required="N"/>
 167       <group name="LinesOfText" required="Y">
 168         <field name="Text" required="Y"/>
 169       </group>
 170       <field name="RawDataLength" required="N"/>
 171       <field name="RawData" required="N"/>
 172     </message>
 173     <message name="QuoteRequest" msgtype="R" msgcat="app">
 174       <field name="QuoteReqID" required="Y"/>
 175       <field name="Symbol" required="Y"/>
 176       <field name="SymbolSfx" required="N"/>
 177       <field name="SecurityID" required="N"/>
 178       <field name="IDSource" required="N"/>
 179       <field name="SecurityType" required="N"/>
 180       <field name="MaturityMonthYear" required="N"/>
 181       <field name="MaturityDay" required="N"/>
 182       <field name="PutOrCall" required="N"/>
 183       <field name="StrikePrice" required="N"/>
 184       <field name="OptAttribute" required="N"/>
 185       <field name="SecurityExchange" required="N"/>
 186       <field name="Issuer" required="N"/>
 187       <field name="SecurityDesc" required="N"/>
 188       <field name="PrevClosePx" required="N"/>
 189       <field name="Side" required="N"/>
 190       <field name="OrderQty" required="N"/>
 191       <field name="FutSettDate" required="N"/>
 192       <field name="OrdType" required="N"/>
 193       <field name="FutSettDate2" required="N"/>
 194       <field name="OrderQty2" required="N"/>
 195     </message>
 196     <message name="Quote" msgtype="S" msgcat="app">
 197       <field name="QuoteReqID" required="N"/>
 198       <field name="QuoteID" required="Y"/>
 199       <field name="Symbol" required="Y"/>
 200       <field name="SymbolSfx" required="N"/>
 201       <field name="SecurityID" required="N"/>
 202       <field name="IDSource" required="N"/>
 203       <field name="SecurityType" required="N"/>
 204       <field name="MaturityMonthYear" required="N"/>
 205       <field name="MaturityDay" required="N"/>
 206       <field name="PutOrCall" required="N"/>
 207       <field name="StrikePrice" required="N"/>
 208       <field name="OptAttribute" required="N"/>
 209       <field name="SecurityExchange" required="N"/>
 210       <field name="Issuer" required="N"/>
 211       <field name="SecurityDesc" required="N"/>
 212       <field name="BidPx" required="N"/>
 213       <field name="OfferPx" required="N"/>
 214       <field name="BidSize" required="N"/>
 215       <field name="OfferSize" required="N"/>
 216       <field name="ValidUntilTime" required="N"/>
 217       <field name="BidSpotRate" required="N"/>
 218       <field name="OfferSpotRate" required="N"/>
 219       <field name="BidForwardPoints" required="N"/>
 220       <field name="OfferForwardPoints" required="N"/>
 221       <field name="TransactTime" required="N"/>
 222       <field name="FutSettDate" required="N"/>
 223       <field name="OrdType" required="N"/>
 224       <field name="FutSettDate2" required="N"/>
 225       <field name="OrderQty2" required="N"/>
 226     </message>
 227     <message name="NewOrderSingle" msgtype="D" msgcat="app">
 228       <field name="ClOrdID" required="Y"/>
 229       <field name="ClientID" required="N"/>
 230       <field name="ExecBroker" required="N"/>
 231       <field name="Account" required="N"/>
 232       <field name="SettlmntTyp" required="N"/>
 233       <field name="FutSettDate" required="N"/>
 234       <field name="HandlInst" required="Y"/>
 235       <field name="ExecInst" required="N"/>
 236       <field name="MinQty" required="N"/>
 237       <field name="MaxFloor" required="N"/>
 238       <field name="ExDestination" required="N"/>
 239       <field name="ProcessCode" required="N"/>
 240       <field name="Symbol" required="Y"/>
 241       <field name="SymbolSfx" required="N"/>
 242       <field name="SecurityID" required="N"/>
 243       <field name="IDSource" required="N"/>
 244       <field name="SecurityType" required="N"/>
 245       <field name="MaturityMonthYear" required="N"/>
 246       <field name="MaturityDay" required="N"/>
 247       <field name="PutOrCall" required="N"/>
 248       <field name="StrikePrice" required="N"/>
 249       <field name="OptAttribute" required="N"/>
 250       <field name="SecurityExchange" required="N"/>
 251       <field name="Issuer" required="N"/>
 252       <field name="SecurityDesc" required="N"/>
 253       <field name="PrevClosePx" required="N"/>
 254       <field name="Side" required="Y"/>
 255       <field name="LocateReqd" required="N"/>
 256       <field name="OrderQty" required="N"/>
 257       <field name="CashOrderQty" required="N"/>
 258       <field name="OrdType" required="Y"/>
 259       <field name="Price" required="N"/>
 260       <field name="StopPx" required="N"/>
 261       <field name="Currency" required="N"/>
 262       <field name="IOIid" required="N"/>
 263       <field name="QuoteID" required="N"/>
 264       <field name="TimeInForce" required="N"/>
 265       <field name="ExpireTime" required="N"/>
 266       <field name="Commission" required="N"/>
 267       <field name="CommType" required="N"/>
 268       <field name="Rule80A" required="N"/>
 269       <field name="ForexReq" required="N"/>
 270       <field name="SettlCurrency" required="N"/>
 271       <field name="Text" required="N"/>
 272       <field name="FutSettDate2" required="N"/>
 273       <field name="OrderQty2" required="N"/>
 274       <field name="OpenClose" required="N"/>
 275       <field name="CoveredOrUncovered" required="N"/>
 276       <field name="CustomerOrFirm" required="N"/>
 277       <field name="MaxShow" required="N"/>
 278       <field name="PegDifference" required="N"/>
 279     </message>
 280     <message name="ExecutionReport" msgtype="8" msgcat="app">
 281       <field name="OrderID" required="Y"/>
 282       <field name="SecondaryOrderID" required="N"/>
 283       <field name="ClOrdID" required="N"/>
 284       <field name="OrigClOrdID" required="N"/>
 285       <field name="ClientID" required="N"/>
 286       <field name="ExecBroker" required="N"/>
 287       <field name="ListID" required="N"/>
 288       <field name="ExecID" required="Y"/>
 289       <field name="ExecTransType" required="Y"/>
 290       <field name="ExecRefID" required="N"/>
 291       <field name="ExecType" required="Y"/>
 292       <field name="OrdStatus" required="Y"/>
 293       <field name="OrdRejReason" required="N"/>
 294       <field name="Account" required="N"/>
 295       <field name="SettlmntTyp" required="N"/>
 296       <field name="FutSettDate" required="N"/>
 297       <field name="Symbol" required="Y"/>
 298       <field name="SymbolSfx" required="N"/>
 299       <field name="SecurityID" required="N"/>
 300       <field name="IDSource" required="N"/>
 301       <field name="SecurityType" required="N"/>
 302       <field name="MaturityMonthYear" required="N"/>
 303       <field name="MaturityDay" required="N"/>
 304       <field name="PutOrCall" required="N"/>
 305       <field name="StrikePrice" required="N"/>
 306       <field name="OptAttribute" required="N"/>
 307       <field name="SecurityExchange" required="N"/>
 308       <field name="Issuer" required="N"/>
 309       <field name="SecurityDesc" required="N"/>
 310       <field name="Side" required="Y"/>
 311       <field name="OrderQty" required="Y"/>
 312       <field name="OrdType" required="N"/>
 313       <field name="Price" required="N"/>
 314       <field name="StopPx" required="N"/>
 315       <field name="PegDifference" required="N"/>
 316       <field name="Currency" required="N"/>
 317       <field name="TimeInForce" required="N"/>
 318       <field name="ExpireTime" required="N"/>
 319       <field name="ExecInst" required="N"/>
 320       <field name="Rule80A" required="N"/>
 321       <field name="LastShares" required="Y"/>
 322       <field name="LastPx" required="Y"/>
 323       <field name="LastSpotRate" required="N"/>
 324       <field name="LastForwardPoints" required="N"/>
 325       <field name="LastMkt" required="N"/>
 326       <field name="LastCapacity" required="N"/>
 327       <field name="LeavesQty" required="Y"/>
 328       <field name="CumQty" required="Y"/>
 329       <field name="AvgPx" required="Y"/>
 330       <field name="TradeDate" required="N"/>
 331       <field name="TransactTime" required="N"/>
 332       <field name="ReportToExch" required="N"/>
 333       <field name="Commission" required="N"/>
 334       <field name="CommType" required="N"/>
 335       <field name="SettlCurrAmt" required="N"/>
 336       <field name="SettlCurrency" required="N"/>
 337       <field name="Text" required="N"/>
 338     </message>
 339     <message name="DontKnowTrade" msgtype="Q" msgcat="app">
 340       <field name="OrderID" required="N"/>
 341       <field name="ExecID" required="N"/>
 342       <field name="DKReason" required="Y"/>
 343       <field name="Symbol" required="Y"/>
 344       <field name="SymbolSfx" required="N"/>
 345       <field name="SecurityID" required="N"/>
 346       <field name="IDSource" required="N"/>
 347       <field name="SecurityType" required="N"/>
 348       <field name="MaturityMonthYear" required="N"/>
 349       <field name="MaturityDay" required="N"/>
 350       <field name="PutOrCall" required="N"/>
 351       <field name="StrikePrice" required="N"/>
 352       <field name="OptAttribute" required="N"/>
 353       <field name="SecurityExchange" required="N"/>
 354       <field name="Issuer" required="N"/>
 355       <field name="SecurityDesc" required="N"/>
 356       <field name="Side" required="Y"/>
 357       <field name="OrderQty" required="N"/>
 358       <field name="CashOrderQty" required="N"/>
 359       <field name="LastShares" required="N"/>
 360       <field name="LastPx" required="N"/>
 361       <field name="Text" required="N"/>
 362     </message>
 363     <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
 364       <field name="OrderID" required="N"/>
 365       <field name="ClientID" required="N"/>
 366       <field name="ExecBroker" required="N"/>
 367       <field name="OrigClOrdID" required="Y"/>
 368       <field name="ClOrdID" required="Y"/>
 369       <field name="ListID" required="N"/>
 370       <field name="Account" required="N"/>
 371       <field name="SettlmntTyp" required="N"/>
 372       <field name="FutSettDate" required="N"/>
 373       <field name="HandlInst" required="Y"/>
 374       <field name="ExecInst" required="N"/>
 375       <field name="MinQty" required="N"/>
 376       <field name="MaxFloor" required="N"/>
 377       <field name="ExDestination" required="N"/>
 378       <field name="Symbol" required="Y"/>
 379       <field name="SymbolSfx" required="N"/>
 380       <field name="SecurityID" required="N"/>
 381       <field name="IDSource" required="N"/>
 382       <field name="SecurityType" required="N"/>
 383       <field name="MaturityMonthYear" required="N"/>
 384       <field name="MaturityDay" required="N"/>
 385       <field name="PutOrCall" required="N"/>
 386       <field name="StrikePrice" required="N"/>
 387       <field name="OptAttribute" required="N"/>
 388       <field name="SecurityExchange" required="N"/>
 389       <field name="Issuer" required="N"/>
 390       <field name="SecurityDesc" required="N"/>
 391       <field name="Side" required="Y"/>
 392       <field name="OrderQty" required="N"/>
 393       <field name="CashOrderQty" required="N"/>
 394       <field name="OrdType" required="Y"/>
 395       <field name="Price" required="N"/>
 396       <field name="StopPx" required="N"/>
 397       <field name="PegDifference" required="N"/>
 398       <field name="Currency" required="N"/>
 399       <field name="TimeInForce" required="N"/>
 400       <field name="ExpireTime" required="N"/>
 401       <field name="Commission" required="N"/>
 402       <field name="CommType" required="N"/>
 403       <field name="Rule80A" required="N"/>
 404       <field name="ForexReq" required="N"/>
 405       <field name="SettlCurrency" required="N"/>
 406       <field name="Text" required="N"/>
 407       <field name="FutSettDate2" required="N"/>
 408       <field name="OrderQty2" required="N"/>
 409       <field name="OpenClose" required="N"/>
 410       <field name="CoveredOrUncovered" required="N"/>
 411       <field name="CustomerOrFirm" required="N"/>
 412       <field name="MaxShow" required="N"/>
 413       <field name="LocateReqd" required="N"/>
 414     </message>
 415     <message name="OrderCancelRequest" msgtype="F" msgcat="app">
 416       <field name="OrigClOrdID" required="Y"/>
 417       <field name="OrderID" required="N"/>
 418       <field name="ClOrdID" required="Y"/>
 419       <field name="ListID" required="N"/>
 420       <field name="ClientID" required="N"/>
 421       <field name="ExecBroker" required="N"/>
 422       <field name="Symbol" required="Y"/>
 423       <field name="SymbolSfx" required="N"/>
 424       <field name="SecurityID" required="N"/>
 425       <field name="IDSource" required="N"/>
 426       <field name="SecurityType" required="N"/>
 427       <field name="MaturityMonthYear" required="N"/>
 428       <field name="MaturityDay" required="N"/>
 429       <field name="PutOrCall" required="N"/>
 430       <field name="StrikePrice" required="N"/>
 431       <field name="OptAttribute" required="N"/>
 432       <field name="SecurityExchange" required="N"/>
 433       <field name="Issuer" required="N"/>
 434       <field name="SecurityDesc" required="N"/>
 435       <field name="Side" required="Y"/>
 436       <field name="OrderQty" required="N"/>
 437       <field name="CashOrderQty" required="N"/>
 438       <field name="Text" required="N"/>
 439     </message>
 440     <message name="OrderCancelReject" msgtype="9" msgcat="app">
 441       <field name="OrderID" required="Y"/>
 442       <field name="SecondaryOrderID" required="N"/>
 443       <field name="ClOrdID" required="Y"/>
 444       <field name="OrigClOrdID" required="Y"/>
 445       <field name="OrdStatus" required="Y"/>
 446       <field name="ClientID" required="N"/>
 447       <field name="ExecBroker" required="N"/>
 448       <field name="ListID" required="N"/>
 449       <field name="CxlRejReason" required="N"/>
 450       <field name="Text" required="N"/>
 451     </message>
 452     <message name="OrderStatusRequest" msgtype="H" msgcat="app">
 453       <field name="OrderID" required="N"/>
 454       <field name="ClOrdID" required="Y"/>
 455       <field name="ClientID" required="N"/>
 456       <field name="ExecBroker" required="N"/>
 457       <field name="Symbol" required="Y"/>
 458       <field name="SymbolSfx" required="N"/>
 459       <field name="SecurityID" required="N"/>
 460       <field name="IDSource" required="N"/>
 461       <field name="SecurityType" required="N"/>
 462       <field name="MaturityMonthYear" required="N"/>
 463       <field name="MaturityDay" required="N"/>
 464       <field name="PutOrCall" required="N"/>
 465       <field name="StrikePrice" required="N"/>
 466       <field name="OptAttribute" required="N"/>
 467       <field name="SecurityExchange" required="N"/>
 468       <field name="Issuer" required="N"/>
 469       <field name="SecurityDesc" required="N"/>
 470       <field name="Side" required="Y"/>
 471     </message>
 472     <message name="Allocation" msgtype="J" msgcat="app">
 473       <field name="AllocID" required="Y"/>
 474       <field name="AllocTransType" required="Y"/>
 475       <field name="RefAllocID" required="N"/>
 476       <field name="AllocLinkID" required="N"/>
 477       <field name="AllocLinkType" required="N"/>
 478       <group name="NoOrders" required="Y">
 479         <field name="ClOrdID" required="Y"/>
 480         <field name="OrderID" required="N"/>
 481         <field name="SecondaryOrderID" required="N"/>
 482         <field name="ListID" required="N"/>
 483         <field name="WaveNo" required="N"/>
 484       </group>
 485       <group name="NoExecs" required="N">
 486         <field name="LastShares" required="N"/>
 487         <field name="ExecID" required="N"/>
 488         <field name="LastPx" required="N"/>
 489         <field name="LastCapacity" required="N"/>
 490       </group>
 491       <field name="Side" required="Y"/>
 492       <field name="Symbol" required="Y"/>
 493       <field name="SymbolSfx" required="N"/>
 494       <field name="SecurityID" required="N"/>
 495       <field name="IDSource" required="N"/>
 496       <field name="SecurityType" required="N"/>
 497       <field name="MaturityMonthYear" required="N"/>
 498       <field name="MaturityDay" required="N"/>
 499       <field name="PutOrCall" required="N"/>
 500       <field name="StrikePrice" required="N"/>
 501       <field name="OptAttribute" required="N"/>
 502       <field name="SecurityExchange" required="N"/>
 503       <field name="Issuer" required="N"/>
 504       <field name="SecurityDesc" required="N"/>
 505       <field name="Shares" required="Y"/>
 506       <field name="LastMkt" required="N"/>
 507       <field name="AvgPx" required="Y"/>
 508       <field name="Currency" required="N"/>
 509       <field name="AvgPrxPrecision" required="N"/>
 510       <field name="TradeDate" required="Y"/>
 511       <field name="TransactTime" required="N"/>
 512       <field name="SettlmntTyp" required="N"/>
 513       <field name="FutSettDate" required="N"/>
 514       <field name="NetMoney" required="N"/>
 515       <field name="OpenClose" required="N"/>
 516       <field name="Text" required="N"/>
 517       <field name="NumDaysInterest" required="N"/>
 518       <field name="AccruedInterestRate" required="N"/>
 519       <group name="NoAllocs" required="Y">
 520         <field name="AllocAccount" required="Y"/>
 521         <field name="AllocShares" required="Y"/>
 522         <field name="ProcessCode" required="N"/>
 523         <field name="BrokerOfCredit" required="N"/>
 524         <field name="NotifyBrokerOfCredit" required="N"/>
 525         <field name="AllocHandlInst" required="N"/>
 526         <field name="AllocText" required="N"/>
 527         <field name="ExecBroker" required="N"/>
 528         <field name="ClientID" required="N"/>
 529         <field name="Commission" required="N"/>
 530         <field name="CommType" required="N"/>
 531         <field name="AllocAvgPx" required="N"/>
 532         <field name="AllocNetMoney" required="N"/>
 533         <field name="SettlCurrAmt" required="N"/>
 534         <field name="SettlCurrency" required="N"/>
 535         <field name="SettlCurrFxRate" required="N"/>
 536         <field name="SettlCurrFxRateCalc" required="N"/>
 537         <field name="AccruedInterestAmt" required="N"/>
 538         <field name="SettlInstMode" required="N"/>
 539         <group name="NoMiscFees" required="N">
 540           <field name="MiscFeeAmt" required="N"/>
 541           <field name="MiscFeeCurr" required="N"/>
 542           <field name="MiscFeeType" required="N"/>
 543         </group>
 544       </group>
 545     </message>
 546     <message name="AllocationACK" msgtype="P" msgcat="app">
 547       <field name="ClientID" required="N"/>
 548       <field name="ExecBroker" required="N"/>
 549       <field name="AllocID" required="Y"/>
 550       <field name="TradeDate" required="Y"/>
 551       <field name="TransactTime" required="N"/>
 552       <field name="AllocStatus" required="Y"/>
 553       <field name="AllocRejCode" required="N"/>
 554       <field name="Text" required="N"/>
 555     </message>
 556     <message name="SettlementInstructions" msgtype="T" msgcat="app">
 557       <field name="SettlInstID" required="Y"/>
 558       <field name="SettlInstTransType" required="Y"/>
 559       <field name="SettlInstMode" required="Y"/>
 560       <field name="SettlInstSource" required="Y"/>
 561       <field name="AllocAccount" required="Y"/>
 562       <field name="SettlLocation" required="N"/>
 563       <field name="TradeDate" required="N"/>
 564       <field name="AllocID" required="N"/>
 565       <field name="LastMkt" required="N"/>
 566       <field name="Side" required="N"/>
 567       <field name="SecurityType" required="N"/>
 568       <field name="EffectiveTime" required="N"/>
 569       <field name="TransactTime" required="Y"/>
 570       <field name="ClientID" required="N"/>
 571       <field name="ExecBroker" required="N"/>
 572       <field name="StandInstDbType" required="N"/>
 573       <field name="StandInstDbName" required="N"/>
 574       <field name="StandInstDbID" required="N"/>
 575       <field name="SettlDeliveryType" required="N"/>
 576       <field name="SettlDepositoryCode" required="N"/>
 577       <field name="SettlBrkrCode" required="N"/>
 578       <field name="SettlInstCode" required="N"/>
 579       <field name="SecuritySettlAgentName" required="N"/>
 580       <field name="SecuritySettlAgentCode" required="N"/>
 581       <field name="SecuritySettlAgentAcctNum" required="N"/>
 582       <field name="SecuritySettlAgentAcctName" required="N"/>
 583       <field name="SecuritySettlAgentContactName" required="N"/>
 584       <field name="SecuritySettlAgentContactPhone" required="N"/>
 585       <field name="CashSettlAgentName" required="N"/>
 586       <field name="CashSettlAgentCode" required="N"/>
 587       <field name="CashSettlAgentAcctNum" required="N"/>
 588       <field name="CashSettlAgentAcctName" required="N"/>
 589       <field name="CashSettlAgentContactName" required="N"/>
 590       <field name="CashSettlAgentContactPhone" required="N"/>
 591     </message>
 592     <message name="NewOrderList" msgtype="E" msgcat="app">
 593       <field name="ListID" required="Y"/>
 594       <field name="WaveNo" required="N"/>
 595       <field name="ListSeqNo" required="Y"/>
 596       <field name="ListNoOrds" required="Y"/>
 597       <field name="ListExecInst" required="N"/>
 598       <field name="ClOrdID" required="Y"/>
 599       <field name="ClientID" required="N"/>
 600       <field name="ExecBroker" required="N"/>
 601       <field name="Account" required="N"/>
 602       <field name="SettlmntTyp" required="N"/>
 603       <field name="FutSettDate" required="N"/>
 604       <field name="HandlInst" required="Y"/>
 605       <field name="ExecInst" required="N"/>
 606       <field name="MinQty" required="N"/>
 607       <field name="MaxFloor" required="N"/>
 608       <field name="ExDestination" required="N"/>
 609       <field name="ProcessCode" required="N"/>
 610       <field name="Symbol" required="Y"/>
 611       <field name="SymbolSfx" required="N"/>
 612       <field name="SecurityID" required="N"/>
 613       <field name="IDSource" required="N"/>
 614       <field name="SecurityType" required="N"/>
 615       <field name="MaturityMonthYear" required="N"/>
 616       <field name="MaturityDay" required="N"/>
 617       <field name="PutOrCall" required="N"/>
 618       <field name="StrikePrice" required="N"/>
 619       <field name="OptAttribute" required="N"/>
 620       <field name="SecurityExchange" required="N"/>
 621       <field name="Issuer" required="N"/>
 622       <field name="SecurityDesc" required="N"/>
 623       <field name="PrevClosePx" required="N"/>
 624       <field name="Side" required="Y"/>
 625       <field name="LocateReqd" required="N"/>
 626       <field name="OrderQty" required="Y"/>
 627       <field name="OrdType" required="Y"/>
 628       <field name="Price" required="N"/>
 629       <field name="StopPx" required="N"/>
 630       <field name="PegDifference" required="N"/>
 631       <field name="Currency" required="N"/>
 632       <field name="TimeInForce" required="N"/>
 633       <field name="ExpireTime" required="N"/>
 634       <field name="Commission" required="N"/>
 635       <field name="CommType" required="N"/>
 636       <field name="Rule80A" required="N"/>
 637       <field name="ForexReq" required="N"/>
 638       <field name="SettlCurrency" required="N"/>
 639       <field name="Text" required="N"/>
 640       <field name="FutSettDate2" required="N"/>
 641       <field name="OrderQty2" required="N"/>
 642       <field name="OpenClose" required="N"/>
 643       <field name="CoveredOrUncovered" required="N"/>
 644       <field name="CustomerOrFirm" required="N"/>
 645       <field name="MaxShow" required="N"/>
 646     </message>
 647     <message name="ListStatus" msgtype="N" msgcat="app">
 648       <field name="ListID" required="Y"/>
 649       <field name="WaveNo" required="N"/>
 650       <field name="NoRpts" required="Y"/>
 651       <field name="RptSeq" required="Y"/>
 652       <group name="NoOrders" required="Y">
 653         <field name="ClOrdID" required="Y"/>
 654         <field name="CumQty" required="Y"/>
 655         <field name="LeavesQty" required="Y"/>
 656         <field name="CxlQty" required="Y"/>
 657         <field name="AvgPx" required="Y"/>
 658       </group>
 659     </message>
 660     <message name="ListExecute" msgtype="L" msgcat="app">
 661       <field name="ListID" required="Y"/>
 662       <field name="WaveNo" required="N"/>
 663       <field name="Text" required="N"/>
 664     </message>
 665     <message name="ListCancelRequest" msgtype="K" msgcat="app">
 666       <field name="ListID" required="Y"/>
 667       <field name="WaveNo" required="N"/>
 668       <field name="Text" required="N"/>
 669     </message>
 670     <message name="ListStatusRequest" msgtype="M" msgcat="app">
 671       <field name="ListID" required="Y"/>
 672       <field name="WaveNo" required="N"/>
 673       <field name="Text" required="N"/>
 674     </message>
 675   </messages>
 676   <fields>
 677     <field number="1" name="Account" type="STRING"/>
 678     <field number="2" name="AdvId" type="STRING"/>
 679     <field number="3" name="AdvRefID" type="STRING"/>
 680     <field number="4" name="AdvSide" type="STRING">
 681       <value enum="B" description="BUY"/>
 682       <value enum="S" description="SELL"/>
 683       <value enum="X" description="CROSS"/>
 684       <value enum="T" description="TRADE"/>
 685     </field>
 686     <field number="5" name="AdvTransType" type="STRING">
 687       <value enum="N" description="NEW"/>
 688       <value enum="C" description="CANCEL"/>
 689       <value enum="R" description="REPLACE"/>
 690     </field>
 691     <field number="6" name="AvgPx" type="FLOAT"/>
 692     <field number="7" name="BeginSeqNo" type="INT"/>
 693     <field number="8" name="BeginString" type="STRING"/>
 694     <field number="9" name="BodyLength" type="INT"/>
 695     <field number="10" name="CheckSum" type="STRING"/>
 696     <field number="11" name="ClOrdID" type="STRING"/>
 697     <field number="12" name="Commission" type="FLOAT"/>
 698     <field number="13" name="CommType" type="STRING">
 699       <value enum="1" description="PER_SHARE"/>
 700       <value enum="2" description="PERCENTAGE"/>
 701       <value enum="3" description="ABSOLUTE"/>
 702     </field>
 703     <field number="14" name="CumQty" type="INT"/>
 704     <field number="15" name="Currency" type="STRING"/>
 705     <field number="16" name="EndSeqNo" type="INT"/>
 706     <field number="17" name="ExecID" type="STRING"/>
 707     <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
 708       <value enum="1" description="NOT_HELD"/>
 709       <value enum="2" description="WORK"/>
 710       <value enum="3" description="GO_ALONG"/>
 711       <value enum="4" description="OVER_THE_DAY"/>
 712       <value enum="5" description="HELD"/>
 713       <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
 714       <value enum="7" description="STRICT_SCALE"/>
 715       <value enum="8" description="TRY_TO_SCALE"/>
 716       <value enum="9" description="STAY_ON_BIDSIDE"/>
 717       <value enum="0" description="STAY_ON_OFFERSIDE"/>
 718       <value enum="A" description="NO_CROSS"/>
 719       <value enum="B" description="OK_TO_CROSS"/>
 720       <value enum="C" description="CALL_FIRST"/>
 721       <value enum="D" description="PERCENT_OF_VOLUME"/>
 722       <value enum="E" description="DO_NOT_INCREASE_DNI"/>
 723       <value enum="F" description="DO_NOT_REDUCE_DNR"/>
 724       <value enum="G" description="ALL_OR_NONE_AON"/>
 725       <value enum="I" description="INSTITUTIONS_ONLY"/>
 726       <value enum="L" description="LAST_PEG"/>
 727       <value enum="M" description="MIDPRICE_PEG"/>
 728       <value enum="N" description="NONNEGOTIABLE"/>
 729       <value enum="O" description="OPENING_PEG"/>
 730       <value enum="P" description="MARKET_PEG"/>
 731       <value enum="R" description="PRIMARY_PEG"/>
 732       <value enum="S" description="SUSPEND"/>
 733       <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
 734       <value enum="V" description="NETTING"/>
 735     </field>
 736     <field number="19" name="ExecRefID" type="STRING"/>
 737     <field number="20" name="ExecTransType" type="STRING">
 738       <value enum="0" description="NEW"/>
 739       <value enum="1" description="CANCEL"/>
 740       <value enum="2" description="CORRECT"/>
 741       <value enum="3" description="STATUS"/>
 742     </field>
 743     <field number="21" name="HandlInst" type="STRING">
 744       <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
 745       <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
 746       <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
 747     </field>
 748     <field number="22" name="IDSource" type="STRING">
 749       <value enum="1" description="CUSIP"/>
 750       <value enum="2" description="SEDOL"/>
 751       <value enum="3" description="QUIK"/>
 752       <value enum="4" description="ISIN_NUMBER"/>
 753       <value enum="5" description="RIC_CODE"/>
 754       <value enum="6" description="ISO_CURRENCY_CODE"/>
 755       <value enum="7" description="ISO_COUNTRY_CODE"/>
 756     </field>
 757     <field number="23" name="IOIid" type="STRING"/>
 758     <field number="24" name="IOIOthSvc" type="STRING"/>
 759     <field number="25" name="IOIQltyInd" type="STRING">
 760       <value enum="L" description="LOW"/>
 761       <value enum="M" description="MEDIUM"/>
 762       <value enum="H" description="HIGH"/>
 763     </field>
 764     <field number="26" name="IOIRefID" type="STRING"/>
 765     <field number="27" name="IOIShares" type="STRING"/>
 766     <field number="28" name="IOITransType" type="STRING">
 767       <value enum="N" description="NEW"/>
 768       <value enum="C" description="CANCEL"/>
 769       <value enum="R" description="REPLACE"/>
 770     </field>
 771     <field number="29" name="LastCapacity" type="STRING">
 772       <value enum="1" description="AGENT"/>
 773       <value enum="2" description="CROSS_AS_AGENT"/>
 774       <value enum="3" description="CROSS_AS_PRINCIPAL"/>
 775       <value enum="4" description="PRINCIPAL"/>
 776     </field>
 777     <field number="30" name="LastMkt" type="STRING"/>
 778     <field number="31" name="LastPx" type="FLOAT"/>
 779     <field number="32" name="LastShares" type="INT"/>
 780     <field number="33" name="LinesOfText" type="INT"/>
 781     <field number="34" name="MsgSeqNum" type="INT"/>
 782     <field number="35" name="MsgType" type="STRING"/>
 783     <field number="36" name="NewSeqNo" type="INT"/>
 784     <field number="37" name="OrderID" type="STRING"/>
 785     <field number="38" name="OrderQty" type="INT"/>
 786     <field number="39" name="OrdStatus" type="STRING">
 787       <value enum="0" description="NEW"/>
 788       <value enum="1" description="PARTIALLY_FILLED"/>
 789       <value enum="2" description="FILLED"/>
 790       <value enum="3" description="DONE_FOR_DAY"/>
 791       <value enum="4" description="CANCELED"/>
 792       <value enum="5" description="REPLACED"/>
 793       <value enum="6" description="PENDING_CANCELREPLACE"/>
 794       <value enum="7" description="STOPPED"/>
 795       <value enum="8" description="REJECTED"/>
 796       <value enum="9" description="SUSPENDED"/>
 797       <value enum="A" description="PENDING_NEW"/>
 798       <value enum="B" description="CALCULATED"/>
 799       <value enum="C" description="EXPIRED"/>
 800     </field>
 801     <field number="40" name="OrdType" type="STRING">
 802       <value enum="1" description="MARKET"/>
 803       <value enum="2" description="LIMIT"/>
 804       <value enum="3" description="STOP"/>
 805       <value enum="4" description="STOP_LIMIT"/>
 806       <value enum="5" description="MARKET_ON_CLOSE"/>
 807       <value enum="6" description="WITH_OR_WITHOUT"/>
 808       <value enum="7" description="LIMIT_OR_BETTER"/>
 809       <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
 810       <value enum="9" description="ON_BASIS"/>
 811       <value enum="A" description="ON_CLOSE"/>
 812       <value enum="B" description="LIMIT_ON_CLOSE"/>
 813       <value enum="C" description="FOREX_MARKET"/>
 814       <value enum="D" description="PREVIOUSLY_QUOTED"/>
 815       <value enum="E" description="PREVIOUSLY_INDICATED"/>
 816       <value enum="F" description="FOREX_LIMIT"/>
 817       <value enum="G" description="FOREX_SWAP"/>
 818       <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
 819       <value enum="P" description="PEGGED"/>
 820     </field>
 821     <field number="41" name="OrigClOrdID" type="STRING"/>
 822     <field number="42" name="OrigTime" type="TIME"/>
 823     <field number="43" name="PossDupFlag" type="STRING">
 824       <value enum="Y" description="POSSIBLE_DUPLICATE"/>
 825       <value enum="N" description="ORIGINAL_TRANSMISSION"/>
 826     </field>
 827     <field number="44" name="Price" type="FLOAT"/>
 828     <field number="45" name="RefSeqNum" type="INT"/>
 829     <field number="46" name="RelatdSym" type="STRING"/>
 830     <field number="47" name="Rule80A" type="STRING">
 831       <value enum="A" description="AGENCY_SINGLE_ORDER"/>
 832       <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
 833       <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
 834       <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
 835       <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
 836       <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
 837       <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
 838       <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
 839       <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
 840       <value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
 841       <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
 842       <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
 843       <value enum="O" description="COMPETING_DEALER_TRADES_O"/>
 844       <value enum="P" description="PRINCIPAL"/>
 845       <value enum="R" description="COMPETING_DEALER_TRADES_R"/>
 846       <value enum="S" description="SPECIALIST_TRADES"/>
 847       <value enum="T" description="COMPETING_DEALER_TRADES_T"/>
 848       <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
 849       <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
 850       <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
 851       <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
 852       <value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
 853     </field>
 854     <field number="48" name="SecurityID" type="STRING"/>
 855     <field number="49" name="SenderCompID" type="STRING"/>
 856     <field number="50" name="SenderSubID" type="STRING"/>
 857     <field number="52" name="SendingTime" type="TIME"/>
 858     <field number="53" name="Shares" type="INT"/>
 859     <field number="54" name="Side" type="STRING">
 860       <value enum="1" description="BUY"/>
 861       <value enum="2" description="SELL"/>
 862       <value enum="3" description="BUY_MINUS"/>
 863       <value enum="4" description="SELL_PLUS"/>
 864       <value enum="5" description="SELL_SHORT"/>
 865       <value enum="6" description="SELL_SHORT_EXEMPT"/>
 866       <value enum="7" description="D"/>
 867       <value enum="8" description="CROSS"/>
 868     </field>
 869     <field number="55" name="Symbol" type="STRING"/>
 870     <field number="56" name="TargetCompID" type="STRING"/>
 871     <field number="57" name="TargetSubID" type="STRING"/>
 872     <field number="58" name="Text" type="STRING"/>
 873     <field number="59" name="TimeInForce" type="STRING">
 874       <value enum="0" description="DAY"/>
 875       <value enum="1" description="GOOD_TILL_CANCEL"/>
 876       <value enum="2" description="AT_THE_OPENING"/>
 877       <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
 878       <value enum="4" description="FILL_OR_KILL"/>
 879       <value enum="5" description="GOOD_TILL_CROSSING"/>
 880       <value enum="6" description="GOOD_TILL_DATE"/>
 881     </field>
 882     <field number="60" name="TransactTime" type="TIME"/>
 883     <field number="61" name="Urgency" type="STRING">
 884       <value enum="0" description="NORMAL"/>
 885       <value enum="1" description="FLASH"/>
 886       <value enum="2" description="BACKGROUND"/>
 887     </field>
 888     <field number="62" name="ValidUntilTime" type="TIME"/>
 889     <field number="63" name="SettlmntTyp" type="STRING">
 890       <value enum="0" description="REGULAR"/>
 891       <value enum="1" description="CASH"/>
 892       <value enum="2" description="NEXT_DAY"/>
 893       <value enum="3" description="TPLUS2"/>
 894       <value enum="4" description="TPLUS3"/>
 895       <value enum="5" description="TPLUS4"/>
 896       <value enum="6" description="FUTURE"/>
 897       <value enum="7" description="WHEN_ISSUED"/>
 898       <value enum="8" description="SELLERS_OPTION"/>
 899       <value enum="9" description="TPLUS5"/>
 900     </field>
 901     <field number="64" name="FutSettDate" type="DATE"/>
 902     <field number="65" name="SymbolSfx" type="STRING"/>
 903     <field number="66" name="ListID" type="STRING"/>
 904     <field number="67" name="ListSeqNo" type="INT"/>
 905     <field number="68" name="ListNoOrds" type="INT"/>
 906     <field number="69" name="ListExecInst" type="STRING"/>
 907     <field number="70" name="AllocID" type="STRING"/>
 908     <field number="71" name="AllocTransType" type="STRING">
 909       <value enum="0" description="NEW"/>
 910       <value enum="1" description="REPLACE"/>
 911       <value enum="2" description="CANCEL"/>
 912       <value enum="3" description="PRELIMINARY"/>
 913       <value enum="4" description="CALCULATED"/>
 914     </field>
 915     <field number="72" name="RefAllocID" type="STRING"/>
 916     <field number="73" name="NoOrders" type="INT"/>
 917     <field number="74" name="AvgPrxPrecision" type="INT"/>
 918     <field number="75" name="TradeDate" type="DATE"/>
 919     <field number="76" name="ExecBroker" type="STRING"/>
 920     <field number="77" name="OpenClose" type="STRING"/>
 921     <field number="78" name="NoAllocs" type="INT"/>
 922     <field number="79" name="AllocAccount" type="STRING"/>
 923     <field number="80" name="AllocShares" type="INT"/>
 924     <field number="81" name="ProcessCode" type="STRING">
 925       <value enum="0" description="REGULAR"/>
 926       <value enum="1" description="SOFT_DOLLAR"/>
 927       <value enum="2" description="STEPIN"/>
 928       <value enum="3" description="STEPOUT"/>
 929       <value enum="4" description="SOFTDOLLAR_STEPIN"/>
 930       <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
 931       <value enum="6" description="PLAN_SPONSOR"/>
 932     </field>
 933     <field number="82" name="NoRpts" type="INT"/>
 934     <field number="83" name="RptSeq" type="INT"/>
 935     <field number="84" name="CxlQty" type="INT"/>
 936     <field number="85" name="NoDlvyInst" type="INT"/>
 937     <field number="86" name="DlvyInst" type="STRING"/>
 938     <field number="87" name="AllocStatus" type="INT">
 939       <value enum="0" description="ACCEPTED"/>
 940       <value enum="1" description="REJECTED"/>
 941       <value enum="2" description="PARTIAL_ACCEPT"/>
 942       <value enum="3" description="RECEIVED"/>
 943     </field>
 944     <field number="88" name="AllocRejCode" type="INT">
 945       <value enum="0" description="UNKNOWN_ACCOUNT"/>
 946       <value enum="1" description="INCORRECT_QUANTITY"/>
 947       <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
 948       <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
 949       <value enum="4" description="COMMISSION_DIFFERENCE"/>
 950       <value enum="5" description="UNKNOWN_ORDERID"/>
 951       <value enum="6" description="UNKNOWN_LISTID"/>
 952       <value enum="7" description="OTHER"/>
 953     </field>
 954     <field number="89" name="Signature" type="DATA"/>
 955     <field number="90" name="SecureDataLen" type="INT"/>
 956     <field number="91" name="SecureData" type="DATA"/>
 957     <field number="92" name="BrokerOfCredit" type="STRING"/>
 958     <field number="93" name="SignatureLength" type="INT"/>
 959     <field number="94" name="EmailType" type="STRING">
 960       <value enum="0" description="NEW"/>
 961       <value enum="1" description="REPLY"/>
 962       <value enum="2" description="ADMIN_REPLY"/>
 963     </field>
 964     <field number="95" name="RawDataLength" type="INT"/>
 965     <field number="96" name="RawData" type="DATA"/>
 966     <field number="97" name="PossResend" type="STRING"/>
 967     <field number="98" name="EncryptMethod" type="INT">
 968       <value enum="0" description="NONE_OTHER"/>
 969       <value enum="1" description="PKCS"/>
 970       <value enum="2" description="DES"/>
 971       <value enum="3" description="PKCSDES"/>
 972       <value enum="4" description="PGPDES"/>
 973       <value enum="5" description="PGPDESMD5"/>
 974       <value enum="6" description="PEMDESMD5"/>
 975     </field>
 976     <field number="99" name="StopPx" type="FLOAT"/>
 977     <field number="100" name="ExDestination" type="STRING"/>
 978     <field number="102" name="CxlRejReason" type="INT">
 979       <value enum="0" description="TOO_LATE_TO_CANCEL"/>
 980       <value enum="1" description="UNKNOWN_ORDER"/>
 981     </field>
 982     <field number="103" name="OrdRejReason" type="INT">
 983       <value enum="0" description="BROKER_OPTION"/>
 984       <value enum="1" description="UNKNOWN_SYMBOL"/>
 985       <value enum="2" description="EXCHANGE_CLOSED"/>
 986       <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
 987       <value enum="4" description="TOO_LATE_TO_ENTER"/>
 988       <value enum="5" description="UNKNOWN_ORDER"/>
 989       <value enum="6" description="DUPLICATE_ORDER"/>
 990     </field>
 991     <field number="104" name="IOIQualifier" type="STRING">
 992       <value enum="X" description="CROSSING_OPPORTUNITY"/>
 993       <value enum="O" description="AT_THE_OPEN"/>
 994       <value enum="M" description="MORE_BEHIND"/>
 995       <value enum="P" description="TAKING_A_POSITION"/>
 996       <value enum="V" description="VERSUS"/>
 997       <value enum="Q" description="AT_THE_MARKET"/>
 998       <value enum="C" description="AT_THE_CLOSE"/>
 999       <value enum="S" description="PORTFOLIO_SHOWN"/>
1000       <value enum="I" description="IN_TOUCH_WITH"/>
1001       <value enum="W" description="INDICATION_WORKING_AWAY"/>
1002       <value enum="A" description="ALL_OR_NONE"/>
1003       <value enum="L" description="LIMIT"/>
1004       <value enum="T" description="THROUGH_THE_DAY"/>
1005       <value enum="Y" description="AT_THE_MIDPOINT"/>
1006       <value enum="Z" description="PREOPEN"/>
1007     </field>
1008     <field number="105" name="WaveNo" type="STRING"/>
1009     <field number="106" name="Issuer" type="STRING"/>
1010     <field number="107" name="SecurityDesc" type="STRING"/>
1011     <field number="108" name="HeartBtInt" type="INT"/>
1012     <field number="109" name="ClientID" type="STRING"/>
1013     <field number="110" name="MinQty" type="INT"/>
1014     <field number="111" name="MaxFloor" type="INT"/>
1015     <field number="112" name="TestReqID" type="STRING"/>
1016     <field number="113" name="ReportToExch" type="STRING">
1017       <value enum="Y" description="YES"/>
1018       <value enum="N" description="NO"/>
1019     </field>
1020     <field number="114" name="LocateReqd" type="STRING">
1021       <value enum="Y" description="YES"/>
1022       <value enum="N" description="NO"/>
1023     </field>
1024     <field number="115" name="OnBehalfOfCompID" type="STRING"/>
1025     <field number="116" name="OnBehalfOfSubID" type="STRING"/>
1026     <field number="117" name="QuoteID" type="STRING"/>
1027     <field number="118" name="NetMoney" type="FLOAT"/>
1028     <field number="119" name="SettlCurrAmt" type="FLOAT"/>
1029     <field number="120" name="SettlCurrency" type="STRING"/>
1030     <field number="121" name="ForexReq" type="STRING">
1031       <value enum="Y" description="YES"/>
1032       <value enum="N" description="NO"/>
1033     </field>
1034     <field number="122" name="OrigSendingTime" type="TIME"/>
1035     <field number="123" name="GapFillFlag" type="STRING">
1036       <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
1037       <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
1038     </field>
1039     <field number="124" name="NoExecs" type="INT"/>
1040     <field number="125" name="CxlType" type="STRING"/>
1041     <field number="126" name="ExpireTime" type="TIME"/>
1042     <field number="127" name="DKReason" type="STRING">
1043       <value enum="A" description="UNKNOWN_SYMBOL"/>
1044       <value enum="B" description="WRONG_SIDE"/>
1045       <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
1046       <value enum="D" description="NO_MATCHING_ORDER"/>
1047       <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
1048       <value enum="Z" description="OTHER" />
1049     </field>
1050     <field number="128" name="DeliverToCompID" type="STRING"/>
1051     <field number="129" name="DeliverToSubID" type="STRING"/>
1052     <field number="130" name="IOINaturalFlag" type="STRING">
1053       <value enum="Y" description="NATURAL"/>
1054       <value enum="N" description="NOT_NATURAL"/>
1055     </field>
1056     <field number="131" name="QuoteReqID" type="STRING"/>
1057     <field number="132" name="BidPx" type="FLOAT"/>
1058     <field number="133" name="OfferPx" type="FLOAT"/>
1059     <field number="134" name="BidSize" type="INT"/>
1060     <field number="135" name="OfferSize" type="INT"/>
1061     <field number="136" name="NoMiscFees" type="INT"/>
1062     <field number="137" name="MiscFeeAmt" type="FLOAT"/>
1063     <field number="138" name="MiscFeeCurr" type="STRING"/>
1064     <field number="139" name="MiscFeeType" type="STRING">
1065       <value enum="1" description="REGULATORY"/>
1066       <value enum="2" description="TAX"/>
1067       <value enum="3" description="LOCAL_COMMISSION"/>
1068       <value enum="4" description="EXCHANGE_FEES"/>
1069       <value enum="5" description="STAMP"/>
1070       <value enum="6" description="LEVY"/>
1071       <value enum="7" description="OTHER"/>
1072       <value enum="8" description="MARKUP"/>
1073     </field>
1074     <field number="140" name="PrevClosePx" type="FLOAT"/>
1075     <field number="141" name="ResetSeqNumFlag" type="STRING">
1076       <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
1077       <value enum="N" description="NO"/>
1078     </field>
1079     <field number="142" name="SenderLocationID" type="STRING"/>
1080     <field number="143" name="TargetLocationID" type="STRING"/>
1081     <field number="144" name="OnBehalfOfLocationID" type="STRING"/>
1082     <field number="145" name="DeliverToLocationID" type="STRING"/>
1083     <field number="146" name="NoRelatedSym" type="INT"/>
1084     <field number="147" name="Subject" type="STRING"/>
1085     <field number="148" name="Headline" type="STRING"/>
1086     <field number="149" name="URLLink" type="STRING"/>
1087     <field number="150" name="ExecType" type="STRING">
1088       <value enum="0" description="NEW"/>
1089       <value enum="1" description="PARTIAL_FILL"/>
1090       <value enum="2" description="FILL"/>
1091       <value enum="3" description="DONE_FOR_DAY"/>
1092       <value enum="4" description="CANCELLED"/>
1093       <value enum="5" description="REPLACE"/>
1094       <value enum="6" description="PENDING_CANCELREPLACE"/>
1095       <value enum="7" description="STOPPED"/>
1096       <value enum="8" description="REJECTED"/>
1097       <value enum="9" description="SUSPENDED"/>
1098       <value enum="A" description="PENDING_NEW"/>
1099       <value enum="B" description="CALCULATED"/>
1100       <value enum="C" description="EXPIRED"/>
1101     </field>
1102     <field number="151" name="LeavesQty" type="INT"/>
1103     <field number="152" name="CashOrderQty" type="FLOAT"/>
1104     <field number="153" name="AllocAvgPx" type="FLOAT"/>
1105     <field number="154" name="AllocNetMoney" type="FLOAT"/>
1106     <field number="155" name="SettlCurrFxRate" type="FLOAT"/>
1107     <field number="156" name="SettlCurrFxRateCalc" type="STRING"/>
1108     <field number="157" name="NumDaysInterest" type="INT"/>
1109     <field number="158" name="AccruedInterestRate" type="FLOAT"/>
1110     <field number="159" name="AccruedInterestAmt" type="FLOAT"/>
1111     <field number="160" name="SettlInstMode" type="STRING">
1112       <value enum="0" description="DEFAULT"/>
1113       <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
1114       <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/>
1115       <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
1116     </field>
1117     <field number="161" name="AllocText" type="STRING"/>
1118     <field number="162" name="SettlInstID" type="STRING"/>
1119     <field number="163" name="SettlInstTransType" type="STRING">
1120       <value enum="N" description="NEW"/>
1121       <value enum="C" description="CANCEL"/>
1122       <value enum="R" description="REPLACE"/>
1123     </field>
1124     <field number="164" name="EmailThreadID" type="STRING"/>
1125     <field number="165" name="SettlInstSource" type="STRING">
1126       <value enum="1" description="BROKER"/>
1127       <value enum="2" description="INSTITUTION"/>
1128     </field>
1129     <field number="166" name="SettlLocation" type="STRING">
1130       <value enum="CED" description="CEDEL"/>
1131       <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
1132       <value enum="EUR" description="EUROCLEAR"/>
1133       <value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
1134       <value enum="PNY" description="PHYSICAL"/>
1135       <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
1136       <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
1137     </field>
1138     <field number="167" name="SecurityType" type="STRING">
1139       <value enum="BA" description="BANKERS_ACCEPTANCE"/>
1140       <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
1141       <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
1142       <value enum="CORP" description="CORPORATE_BOND"/>
1143       <value enum="CP" description="COMMERCIAL_PAPER"/>
1144       <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
1145       <value enum="CS" description="COMMON_STOCK"/>
1146       <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
1147       <value enum="FHL" description="FEDERAL_HOME_LOAN"/>
1148       <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
1149       <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
1150       <value enum="FUT" description="FUTURE"/>
1151       <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
1152       <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
1153       <value enum="MF" description="MUTUAL_FUND"/>
1154       <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
1155       <value enum="MPO" description="MORTGAGE_PRINCIPLE_ONLY"/>
1156       <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
1157       <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
1158       <value enum="MUNI" description="MUNICIPAL_BOND"/>
1159       <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
1160       <value enum="OPT" description="OPTION"/>
1161       <value enum="PS" description="PREFERRED_STOCK"/>
1162       <value enum="RP" description="REPURCHASE_AGREEMENT"/>
1163       <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
1164       <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
1165       <value enum="TD" description="TIME_DEPOSIT"/>
1166       <value enum="USTB" description="US_TREASURY_BILL"/>
1167       <value enum="WAR" description="WARRANT"/>
1168       <value enum="ZOO" description="CATS_TIGERS"/>
1169     </field>
1170     <field number="168" name="EffectiveTime" type="TIME"/>
1171     <field number="169" name="StandInstDbType" type="INT">
1172       <value enum="0" description="OTHER"/>
1173       <value enum="1" description="DTC_SID"/>
1174       <value enum="2" description="THOMSON_ALERT"/>
1175       <value enum="3" description="A_GLOBAL_CUSTODIAN"/>
1176     </field>
1177     <field number="170" name="StandInstDbName" type="STRING"/>
1178     <field number="171" name="StandInstDbID" type="STRING"/>
1179     <field number="172" name="SettlDeliveryType" type="INT"/>
1180     <field number="173" name="SettlDepositoryCode" type="STRING"/>
1181     <field number="174" name="SettlBrkrCode" type="STRING"/>
1182     <field number="175" name="SettlInstCode" type="STRING"/>
1183     <field number="176" name="SecuritySettlAgentName" type="STRING"/>
1184     <field number="177" name="SecuritySettlAgentCode" type="STRING"/>
1185     <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
1186     <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
1187     <field number="180" name="SecuritySettlAgentContactName" type="STRING"/>
1188     <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/>
1189     <field number="182" name="CashSettlAgentName" type="STRING"/>
1190     <field number="183" name="CashSettlAgentCode" type="STRING"/>
1191     <field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
1192     <field number="185" name="CashSettlAgentAcctName" type="STRING"/>
1193     <field number="186" name="CashSettlAgentContactName" type="STRING"/>
1194     <field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
1195     <field number="188" name="BidSpotRate" type="FLOAT"/>
1196     <field number="189" name="BidForwardPoints" type="FLOAT"/>
1197     <field number="190" name="OfferSpotRate" type="FLOAT"/>
1198     <field number="191" name="OfferForwardPoints" type="FLOAT"/>
1199     <field number="192" name="OrderQty2" type="FLOAT"/>
1200     <field number="193" name="FutSettDate2" type="DATE"/>
1201     <field number="194" name="LastSpotRate" type="FLOAT"/>
1202     <field number="195" name="LastForwardPoints" type="FLOAT"/>
1203     <field number="196" name="AllocLinkID" type="STRING"/>
1204     <field number="197" name="AllocLinkType" type="INT">
1205       <value enum="0" description="FX_NETTING"/>
1206       <value enum="1" description="FX_SWAP"/>
1207     </field>
1208     <field number="198" name="SecondaryOrderID" type="STRING"/>
1209     <field number="199" name="NoIOIQualifiers" type="INT"/>
1210     <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
1211     <field number="201" name="PutOrCall" type="INT">
1212       <value enum="0" description="PUT"/>
1213       <value enum="1" description="CALL"/>
1214     </field>
1215     <field number="202" name="StrikePrice" type="FLOAT"/>
1216     <field number="203" name="CoveredOrUncovered" type="INT">
1217       <value enum="0" description="COVERED"/>
1218       <value enum="1" description="UNCOVERED"/>
1219     </field>
1220     <field number="204" name="CustomerOrFirm" type="INT">
1221       <value enum="0" description="CUSTOMER"/>
1222       <value enum="1" description="FIRM"/>
1223     </field>
1224     <field number="205" name="MaturityDay" type="DAYOFMONTH"/>
1225     <field number="206" name="OptAttribute" type="STRING"/>
1226     <field number="207" name="SecurityExchange" type="STRING"/>
1227     <field number="208" name="NotifyBrokerOfCredit" type="STRING">
1228       <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
1229       <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
1230     </field>
1231     <field number="209" name="AllocHandlInst" type="INT">
1232       <value enum="1" description="MATCH"/>
1233       <value enum="2" description="FORWARD"/>
1234       <value enum="3" description="FORWARD_AND_MATCH"/>
1235     </field>
1236     <field number="210" name="MaxShow" type="INT"/>
1237     <field number="211" name="PegDifference" type="FLOAT"/>
1238   </fields>
1239 </fix>