fix/FIX44.xml

   1 <fix major="4" minor="4">
   2   <header>
   3     <field name="BeginString" required="Y" />
   4     <field name="BodyLength" required="Y" />
   5     <field name="MsgType" required="Y" />
   6     <field name="SenderCompID" required="Y" />
   7     <field name="TargetCompID" required="Y" />
   8     <field name="OnBehalfOfCompID" required="N" />
   9     <field name="DeliverToCompID" required="N" />
  10     <field name="SecureDataLen" required="N" />
  11     <field name="SecureData" required="N" />
  12     <field name="MsgSeqNum" required="Y" />
  13     <field name="SenderSubID" required="N" />
  14     <field name="SenderLocationID" required="N" />
  15     <field name="TargetSubID" required="N" />
  16     <field name="TargetLocationID" required="N" />
  17     <field name="OnBehalfOfSubID" required="N" />
  18     <field name="OnBehalfOfLocationID" required="N" />
  19     <field name="DeliverToSubID" required="N" />
  20     <field name="DeliverToLocationID" required="N" />
  21     <field name="PossDupFlag" required="N" />
  22     <field name="PossResend" required="N" />
  23     <field name="SendingTime" required="Y" />
  24     <field name="OrigSendingTime" required="N" />
  25     <field name="XmlDataLen" required="N" />
  26     <field name="XmlData" required="N" />
  27     <field name="MessageEncoding" required="N" />
  28     <field name="LastMsgSeqNumProcessed" required="N" />
  29     <group name="NoHops" required="N">
  30       <field name="HopCompID" required="N" />
  31       <field name="HopSendingTime" required="N" />
  32       <field name="HopRefID" required="N" />
  33     </group>
  34   </header>
  35   <trailer>
  36     <field name="SignatureLength" required="N" />
  37     <field name="Signature" required="N" />
  38     <field name="CheckSum" required="Y" />
  39   </trailer>
  40   <messages>
  41     <message name="Heartbeat" msgtype="0" msgcat="admin">
  42       <field name="TestReqID" required="N" />
  43     </message>
  44     <message name="Logon" msgtype="A" msgcat="admin">
  45       <field name="EncryptMethod" required="Y" />
  46       <field name="HeartBtInt" required="Y" />
  47       <field name="RawDataLength" required="N" />
  48       <field name="RawData" required="N" />
  49       <field name="ResetSeqNumFlag" required="N" />
  50       <field name="NextExpectedMsgSeqNum" required="N" />
  51       <field name="MaxMessageSize" required="N" />
  52       <group name="NoMsgTypes" required="N">
  53         <field name="RefMsgType" required="N" />
  54         <field name="MsgDirection" required="N" />
  55       </group>
  56       <field name="TestMessageIndicator" required="N" />
  57       <field name="Username" required="N" />
  58       <field name="Password" required="N" />
  59     </message>
  60     <message name="TestRequest" msgtype="1" msgcat="admin">
  61       <field name="TestReqID" required="Y" />
  62     </message>
  63     <message name="ResendRequest" msgtype="2" msgcat="admin">
  64       <field name="BeginSeqNo" required="Y" />
  65       <field name="EndSeqNo" required="Y" />
  66     </message>
  67     <message name="Reject" msgtype="3" msgcat="admin">
  68       <field name="RefSeqNum" required="Y" />
  69       <field name="RefTagID" required="N" />
  70       <field name="RefMsgType" required="N" />
  71       <field name="SessionRejectReason" required="N" />
  72       <field name="Text" required="N" />
  73       <field name="EncodedTextLen" required="N" />
  74       <field name="EncodedText" required="N" />
  75     </message>
  76     <message name="SequenceReset" msgtype="4" msgcat="admin">
  77       <field name="GapFillFlag" required="N" />
  78       <field name="NewSeqNo" required="Y" />
  79     </message>
  80     <message name="Logout" msgtype="5" msgcat="admin">
  81       <field name="Text" required="N" />
  82       <field name="EncodedTextLen" required="N" />
  83       <field name="EncodedText" required="N" />
  84     </message>
  85     <message name="BusinessMessageReject" msgtype="j" msgcat="app">
  86       <field name="RefSeqNum" required="N" />
  87       <field name="RefMsgType" required="Y" />
  88       <field name="BusinessRejectRefID" required="N" />
  89       <field name="BusinessRejectReason" required="Y" />
  90       <field name="Text" required="N" />
  91       <field name="EncodedTextLen" required="N" />
  92       <field name="EncodedText" required="N" />
  93     </message>
  94     <message name="UserRequest" msgtype="BE" msgcat="app">
  95       <field name="UserRequestID" required="Y" />
  96       <field name="UserRequestType" required="Y" />
  97       <field name="Username" required="Y" />
  98       <field name="Password" required="N" />
  99       <field name="NewPassword" required="N" />
 100       <field name="RawDataLength" required="N" />
 101       <field name="RawData" required="N" />
 102     </message>
 103     <message name="UserResponse" msgtype="BF" msgcat="app">
 104       <field name="UserRequestID" required="Y" />
 105       <field name="Username" required="Y" />
 106       <field name="UserStatus" required="N" />
 107       <field name="UserStatusText" required="N" />
 108     </message>
 109     <message name="Advertisement" msgtype="7" msgcat="app">
 110       <field name="AdvId" required="Y" />
 111       <field name="AdvTransType" required="Y" />
 112       <field name="AdvRefID" required="N" />
 113       <component name="Instrument" required="Y" />
 114       <group name="NoLegs" required="N">
 115         <component name="InstrumentLeg" required="N" />
 116       </group>
 117       <group name="NoUnderlyings" required="N">
 118         <component name="UnderlyingInstrument" required="Y" />
 119       </group>
 120       <field name="AdvSide" required="Y" />
 121       <field name="Quantity" required="Y" />
 122       <field name="QtyType" required="N" />
 123       <field name="Price" required="N" />
 124       <field name="Currency" required="N" />
 125       <field name="TradeDate" required="N" />
 126       <field name="TransactTime" required="N" />
 127       <field name="Text" required="N" />
 128       <field name="EncodedTextLen" required="N" />
 129       <field name="EncodedText" required="N" />
 130       <field name="URLLink" required="N" />
 131       <field name="LastMkt" required="N" />
 132       <field name="TradingSessionID" required="N" />
 133       <field name="TradingSessionSubID" required="N" />
 134     </message>
 135     <message name="IndicationOfInterest" msgtype="6" msgcat="app">
 136       <field name="IOIid" required="Y" />
 137       <field name="IOITransType" required="Y" />
 138       <field name="IOIRefID" required="N" />
 139       <component name="Instrument" required="Y" />
 140       <component name="FinancingDetails" required="N" />
 141       <group name="NoUnderlyings" required="N">
 142         <component name="UnderlyingInstrument" required="N" />
 143       </group>
 144       <field name="Side" required="Y" />
 145       <field name="QtyType" required="N" />
 146       <component name="OrderQtyData" required="N" />
 147       <field name="IOIQty" required="Y" />
 148       <field name="Currency" required="N" />
 149       <component name="Stipulations" required="N" />
 150       <group name="NoLegs" required="N">
 151         <component name="InstrumentLeg" required="N" />
 152         <field name="LegIOIQty" required="N" />
 153         <component name="LegStipulations" required="N" />
 154       </group>
 155       <field name="PriceType" required="N" />
 156       <field name="Price" required="N" />
 157       <field name="ValidUntilTime" required="N" />
 158       <field name="IOIQltyInd" required="N" />
 159       <field name="IOINaturalFlag" required="N" />
 160       <group name="NoIOIQualifiers" required="N">
 161         <field name="IOIQualifier" required="N" />
 162       </group>
 163       <field name="Text" required="N" />
 164       <field name="EncodedTextLen" required="N" />
 165       <field name="EncodedText" required="N" />
 166       <field name="TransactTime" required="N" />
 167       <field name="URLLink" required="N" />
 168       <group name="NoRoutingIDs" required="N">
 169         <field name="RoutingType" required="N" />
 170         <field name="RoutingID" required="N" />
 171       </group>
 172       <component name="SpreadOrBenchmarkCurveData" required="N" />
 173       <component name="YieldData" required="N" />
 174     </message>
 175     <message name="News" msgtype="B" msgcat="app">
 176       <field name="OrigTime" required="N" />
 177       <field name="Urgency" required="N" />
 178       <field name="Headline" required="Y" />
 179       <field name="EncodedHeadlineLen" required="N" />
 180       <field name="EncodedHeadline" required="N" />
 181       <group name="NoRoutingIDs" required="N">
 182         <field name="RoutingType" required="N" />
 183         <field name="RoutingID" required="N" />
 184       </group>
 185       <group name="NoRelatedSym" required="N">
 186         <component name="Instrument" required="N" />
 187       </group>
 188       <group name="NoLegs" required="N">
 189         <component name="InstrumentLeg" required="N" />
 190       </group>
 191       <group name="NoUnderlyings" required="N">
 192         <component name="UnderlyingInstrument" required="N" />
 193       </group>
 194       <group name="LinesOfText" required="Y">
 195         <field name="Text" required="Y" />
 196         <field name="EncodedTextLen" required="N" />
 197         <field name="EncodedText" required="N" />
 198       </group>
 199       <field name="URLLink" required="N" />
 200       <field name="RawDataLength" required="N" />
 201       <field name="RawData" required="N" />
 202     </message>
 203     <message name="Email" msgtype="C" msgcat="app">
 204       <field name="EmailThreadID" required="Y" />
 205       <field name="EmailType" required="Y" />
 206       <field name="OrigTime" required="N" />
 207       <field name="Subject" required="Y" />
 208       <field name="EncodedSubjectLen" required="N" />
 209       <field name="EncodedSubject" required="N" />
 210       <group name="NoRoutingIDs" required="N">
 211         <field name="RoutingType" required="N" />
 212         <field name="RoutingID" required="N" />
 213       </group>
 214       <group name="NoRelatedSym" required="N">
 215         <component name="Instrument" required="N" />
 216       </group>
 217       <group name="NoUnderlyings" required="N">
 218         <component name="UnderlyingInstrument" required="N" />
 219       </group>
 220       <group name="NoLegs" required="N">
 221         <component name="InstrumentLeg" required="N" />
 222       </group>
 223       <field name="OrderID" required="N" />
 224       <field name="ClOrdID" required="N" />
 225       <group name="LinesOfText" required="Y">
 226         <field name="Text" required="Y" />
 227         <field name="EncodedTextLen" required="N" />
 228         <field name="EncodedText" required="N" />
 229       </group>
 230       <field name="RawDataLength" required="N" />
 231       <field name="RawData" required="N" />
 232     </message>
 233     <message name="QuoteRequest" msgtype="R" msgcat="app">
 234       <field name="QuoteReqID" required="Y" />
 235       <field name="RFQReqID" required="N" />
 236       <field name="ClOrdID" required="N" />
 237       <field name="OrderCapacity" required="N" />
 238       <group name="NoRelatedSym" required="Y">
 239         <component name="Instrument" required="Y" />
 240         <component name="FinancingDetails" required="N" />
 241         <group name="NoUnderlyings" required="N">
 242           <component name="UnderlyingInstrument" required="N" />
 243         </group>
 244         <field name="PrevClosePx" required="N" />
 245         <field name="QuoteRequestType" required="N" />
 246         <field name="QuoteType" required="N" />
 247         <field name="TradingSessionID" required="N" />
 248         <field name="TradingSessionSubID" required="N" />
 249         <field name="TradeOriginationDate" required="N" />
 250         <field name="Side" required="N" />
 251         <field name="QtyType" required="N" />
 252         <component name="OrderQtyData" required="N" />
 253         <field name="SettlType" required="N" />
 254         <field name="SettlDate" required="N" />
 255         <field name="SettlDate2" required="N" />
 256         <field name="OrderQty2" required="N" />
 257         <field name="Currency" required="N" />
 258         <component name="Stipulations" required="N" />
 259         <field name="Account" required="N" />
 260         <field name="AcctIDSource" required="N" />
 261         <field name="AccountType" required="N" />
 262         <group name="NoLegs" required="N">
 263           <component name="InstrumentLeg" required="N" />
 264           <field name="LegQty" required="N" />
 265           <field name="LegSwapType" required="N" />
 266           <field name="LegSettlType" required="N" />
 267           <field name="LegSettlDate" required="N" />
 268           <component name="LegStipulations" required="N" />
 269           <component name="NestedParties" required="N" />
 270           <component name="LegBenchmarkCurveData" required="N" />
 271         </group>
 272         <group name="NoQuoteQualifiers" required="N">
 273           <field name="QuoteQualifier" required="N" />
 274         </group>
 275         <field name="QuotePriceType" required="N" />
 276         <field name="OrdType" required="N" />
 277         <field name="ValidUntilTime" required="N" />
 278         <field name="ExpireTime" required="N" />
 279         <field name="TransactTime" required="N" />
 280         <component name="SpreadOrBenchmarkCurveData" required="N" />
 281         <field name="PriceType" required="N" />
 282         <field name="Price" required="N" />
 283         <field name="Price2" required="N" />
 284         <component name="YieldData" required="N" />
 285         <component name="Parties" required="N" />
 286       </group>
 287       <field name="Text" required="N" />
 288       <field name="EncodedTextLen" required="N" />
 289       <field name="EncodedText" required="N" />
 290     </message>
 291     <message name="QuoteResponse" msgtype="AJ" msgcat="app">
 292       <field name="QuoteRespID" required="Y" />
 293       <field name="QuoteID" required="N" />
 294       <field name="QuoteRespType" required="Y" />
 295       <field name="ClOrdID" required="N" />
 296       <field name="OrderCapacity" required="N" />
 297       <field name="IOIid" required="N" />
 298       <field name="QuoteType" required="N" />
 299       <group name="NoQuoteQualifiers" required="N">
 300         <field name="QuoteQualifier" required="N" />
 301       </group>
 302       <component name="Parties" required="N" />
 303       <field name="TradingSessionID" required="N" />
 304       <field name="TradingSessionSubID" required="N" />
 305       <component name="Instrument" required="Y" />
 306       <component name="FinancingDetails" required="N" />
 307       <group name="NoUnderlyings" required="N">
 308         <component name="UnderlyingInstrument" required="N" />
 309       </group>
 310       <field name="Side" required="N" />
 311       <component name="OrderQtyData" required="N" />
 312       <field name="SettlType" required="N" />
 313       <field name="SettlDate" required="N" />
 314       <field name="SettlDate2" required="N" />
 315       <field name="OrderQty2" required="N" />
 316       <field name="Currency" required="N" />
 317       <component name="Stipulations" required="N" />
 318       <field name="Account" required="N" />
 319       <field name="AcctIDSource" required="N" />
 320       <field name="AccountType" required="N" />
 321       <group name="NoLegs" required="N">
 322         <component name="InstrumentLeg" required="N" />
 323         <field name="LegQty" required="N" />
 324         <field name="LegSwapType" required="N" />
 325         <field name="LegSettlType" required="N" />
 326         <field name="LegSettlDate" required="N" />
 327         <component name="LegStipulations" required="N" />
 328         <component name="NestedParties" required="N" />
 329         <field name="LegPriceType" required="N" />
 330         <field name="LegBidPx" required="N" />
 331         <field name="LegOfferPx" required="N" />
 332         <component name="LegBenchmarkCurveData" required="N" />
 333       </group>
 334       <field name="BidPx" required="N" />
 335       <field name="OfferPx" required="N" />
 336       <field name="MktBidPx" required="N" />
 337       <field name="MktOfferPx" required="N" />
 338       <field name="MinBidSize" required="N" />
 339       <field name="BidSize" required="N" />
 340       <field name="MinOfferSize" required="N" />
 341       <field name="OfferSize" required="N" />
 342       <field name="ValidUntilTime" required="N" />
 343       <field name="BidSpotRate" required="N" />
 344       <field name="OfferSpotRate" required="N" />
 345       <field name="BidForwardPoints" required="N" />
 346       <field name="OfferForwardPoints" required="N" />
 347       <field name="MidPx" required="N" />
 348       <field name="BidYield" required="N" />
 349       <field name="MidYield" required="N" />
 350       <field name="OfferYield" required="N" />
 351       <field name="TransactTime" required="N" />
 352       <field name="OrdType" required="N" />
 353       <field name="BidForwardPoints2" required="N" />
 354       <field name="OfferForwardPoints2" required="N" />
 355       <field name="SettlCurrBidFxRate" required="N" />
 356       <field name="SettlCurrOfferFxRate" required="N" />
 357       <field name="SettlCurrFxRateCalc" required="N" />
 358       <field name="Commission" required="N" />
 359       <field name="CommType" required="N" />
 360       <field name="CustOrderCapacity" required="N" />
 361       <field name="ExDestination" required="N" />
 362       <field name="Text" required="N" />
 363       <field name="EncodedTextLen" required="N" />
 364       <field name="EncodedText" required="N" />
 365       <field name="Price" required="N" />
 366       <field name="PriceType" required="N" />
 367       <component name="SpreadOrBenchmarkCurveData" required="N" />
 368       <component name="YieldData" required="N" />
 369     </message>
 370     <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
 371       <field name="QuoteReqID" required="Y" />
 372       <field name="RFQReqID" required="N" />
 373       <field name="QuoteRequestRejectReason" required="Y" />
 374       <group name="NoRelatedSym" required="Y">
 375         <component name="Instrument" required="Y" />
 376         <component name="FinancingDetails" required="N" />
 377         <group name="NoUnderlyings" required="N">
 378           <component name="UnderlyingInstrument" required="N" />
 379         </group>
 380         <field name="PrevClosePx" required="N" />
 381         <field name="QuoteRequestType" required="N" />
 382         <field name="QuoteType" required="N" />
 383         <field name="TradingSessionID" required="N" />
 384         <field name="TradingSessionSubID" required="N" />
 385         <field name="TradeOriginationDate" required="N" />
 386         <field name="Side" required="N" />
 387         <field name="QtyType" required="N" />
 388         <component name="OrderQtyData" required="N" />
 389         <field name="SettlType" required="N" />
 390         <field name="SettlDate" required="N" />
 391         <field name="SettlDate2" required="N" />
 392         <field name="OrderQty2" required="N" />
 393         <field name="Currency" required="N" />
 394         <component name="Stipulations" required="N" />
 395         <field name="Account" required="N" />
 396         <field name="AcctIDSource" required="N" />
 397         <field name="AccountType" required="N" />
 398         <group name="NoLegs" required="N">
 399           <component name="InstrumentLeg" required="N" />
 400           <field name="LegQty" required="N" />
 401           <field name="LegSwapType" required="N" />
 402           <field name="LegSettlType" required="N" />
 403           <field name="LegSettlDate" required="N" />
 404           <component name="LegStipulations" required="N" />
 405           <component name="NestedParties" required="N" />
 406           <component name="LegBenchmarkCurveData" required="N" />
 407           </group>
 408         </group>
 409         <group name="NoQuoteQualifiers" required="N">
 410           <field name="QuoteQualifier" required="N" />
 411         </group>
 412         <field name="QuotePriceType" required="N" />
 413         <field name="OrdType" required="N" />
 414         <field name="ExpireTime" required="N" />
 415         <field name="TransactTime" required="N" />
 416         <component name="SpreadOrBenchmarkCurveData" required="N" />
 417         <field name="PriceType" required="N" />
 418         <field name="Price" required="N" />
 419         <field name="Price2" required="N" />
 420         <component name="YieldData" required="N" />
 421         <component name="Parties" required="N" />
 422       <field name="Text" required="N" />
 423       <field name="EncodedTextLen" required="N" />
 424       <field name="EncodedText" required="N" />
 425     </message>
 426     <message name="RFQRequest" msgtype="AH" msgcat="app">
 427       <field name="RFQReqID" required="Y" />
 428       <group name="NoRelatedSym" required="Y">
 429         <component name="Instrument" required="Y" />
 430         <group name="NoUnderlyings" required="N">
 431           <component name="UnderlyingInstrument" required="N" />
 432         </group>
 433         <group name="NoLegs" required="N">
 434           <component name="InstrumentLeg" required="N" />
 435         </group>
 436         <field name="PrevClosePx" required="N" />
 437         <field name="QuoteRequestType" required="N" />
 438         <field name="QuoteType" required="N" />
 439         <field name="TradingSessionID" required="N" />
 440         <field name="TradingSessionSubID" required="N" />
 441       </group>
 442       <field name="SubscriptionRequestType" required="N" />
 443     </message>
 444     <message name="Quote" msgtype="S" msgcat="app">
 445       <field name="QuoteReqID" required="N" />
 446       <field name="QuoteID" required="Y" />
 447       <field name="QuoteRespID" required="N" />
 448       <field name="QuoteType" required="N" />
 449       <group name="NoQuoteQualifiers" required="N">
 450         <field name="QuoteQualifier" required="N" />
 451       </group>
 452       <field name="QuoteResponseLevel" required="N" />
 453       <component name="Parties" required="N" />
 454       <field name="TradingSessionID" required="N" />
 455       <field name="TradingSessionSubID" required="N" />
 456       <component name="Instrument" required="Y" />
 457       <component name="FinancingDetails" required="N" />
 458       <group name="NoUnderlyings" required="N">
 459         <component name="UnderlyingInstrument" required="N" />
 460       </group>
 461       <field name="Side" required="N" />
 462       <component name="OrderQtyData" required="N" />
 463       <field name="SettlType" required="N" />
 464       <field name="SettlDate" required="N" />
 465       <field name="SettlDate2" required="N" />
 466       <field name="OrderQty2" required="N" />
 467       <field name="Currency" required="N" />
 468       <component name="Stipulations" required="N" />
 469       <field name="Account" required="N" />
 470       <field name="AcctIDSource" required="N" />
 471       <field name="AccountType" required="N" />
 472       <group name="NoLegs" required="N">
 473         <component name="InstrumentLeg" required="N" />
 474         <field name="LegQty" required="N" />
 475         <field name="LegSwapType" required="N" />
 476         <field name="LegSettlType" required="N" />
 477         <field name="LegSettlDate" required="N" />
 478         <component name="LegStipulations" required="N" />
 479         <component name="NestedParties" required="N" />
 480         <field name="LegPriceType" required="N" />
 481         <field name="LegBidPx" required="N" />
 482         <field name="LegOfferPx" required="N" />
 483         <component name="LegBenchmarkCurveData" required="N" />
 484       </group>
 485       <field name="BidPx" required="N" />
 486       <field name="OfferPx" required="N" />
 487       <field name="MktBidPx" required="N" />
 488       <field name="MktOfferPx" required="N" />
 489       <field name="MinBidSize" required="N" />
 490       <field name="BidSize" required="N" />
 491       <field name="MinOfferSize" required="N" />
 492       <field name="OfferSize" required="N" />
 493       <field name="ValidUntilTime" required="N" />
 494       <field name="BidSpotRate" required="N" />
 495       <field name="OfferSpotRate" required="N" />
 496       <field name="BidForwardPoints" required="N" />
 497       <field name="OfferForwardPoints" required="N" />
 498       <field name="MidPx" required="N" />
 499       <field name="BidYield" required="N" />
 500       <field name="MidYield" required="N" />
 501       <field name="OfferYield" required="N" />
 502       <field name="TransactTime" required="N" />
 503       <field name="OrdType" required="N" />
 504       <field name="BidForwardPoints2" required="N" />
 505       <field name="OfferForwardPoints2" required="N" />
 506       <field name="SettlCurrBidFxRate" required="N" />
 507       <field name="SettlCurrOfferFxRate" required="N" />
 508       <field name="SettlCurrFxRateCalc" required="N" />
 509       <field name="CommType" required="N" />
 510       <field name="Commission" required="N" />
 511       <field name="CustOrderCapacity" required="N" />
 512       <field name="ExDestination" required="N" />
 513       <field name="OrderCapacity" required="N" />
 514       <field name="PriceType" required="N" />
 515       <component name="SpreadOrBenchmarkCurveData" required="N" />
 516       <component name="YieldData" required="N" />
 517       <field name="Text" required="N" />
 518       <field name="EncodedTextLen" required="N" />
 519       <field name="EncodedText" required="N" />
 520     </message>
 521     <message name="QuoteCancel" msgtype="Z" msgcat="app">
 522       <field name="QuoteReqID" required="N" />
 523       <field name="QuoteID" required="Y" />
 524       <field name="QuoteCancelType" required="Y" />
 525       <field name="QuoteResponseLevel" required="N" />
 526       <component name="Parties" required="N" />
 527       <field name="Account" required="N" />
 528       <field name="AcctIDSource" required="N" />
 529       <field name="AccountType" required="N" />
 530       <field name="TradingSessionID" required="N" />
 531       <field name="TradingSessionSubID" required="N" />
 532       <group name="NoQuoteEntries" required="N">
 533         <component name="Instrument" required="N" />
 534         <component name="FinancingDetails" required="N" />
 535         <group name="NoUnderlyings" required="N">
 536           <component name="UnderlyingInstrument" required="N" />
 537         </group>
 538         <group name="NoLegs" required="N">
 539           <component name="InstrumentLeg" required="N" />
 540         </group>
 541       </group>
 542     </message>
 543     <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
 544       <field name="QuoteStatusReqID" required="N" />
 545       <field name="QuoteID" required="N" />
 546       <component name="Instrument" required="Y" />
 547       <component name="FinancingDetails" required="N" />
 548       <group name="NoUnderlyings" required="N">
 549         <component name="UnderlyingInstrument" required="N" />
 550       </group>
 551       <group name="NoLegs" required="N">
 552         <component name="InstrumentLeg" required="N" />
 553       </group>
 554       <component name="Parties" required="N" />
 555       <field name="Account" required="N" />
 556       <field name="AcctIDSource" required="N" />
 557       <field name="AccountType" required="N" />
 558       <field name="TradingSessionID" required="N" />
 559       <field name="TradingSessionSubID" required="N" />
 560       <field name="SubscriptionRequestType" required="N" />
 561     </message>
 562     <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
 563       <field name="QuoteStatusReqID" required="N" />
 564       <field name="QuoteReqID" required="N" />
 565       <field name="QuoteID" required="Y" />
 566       <field name="QuoteRespID" required="N" />
 567       <field name="QuoteType" required="N" />
 568       <component name="Parties" required="N" />
 569       <field name="TradingSessionID" required="N" />
 570       <field name="TradingSessionSubID" required="N" />
 571       <component name="Instrument" required="Y" />
 572       <component name="FinancingDetails" required="N" />
 573       <group name="NoUnderlyings" required="N">
 574         <component name="UnderlyingInstrument" required="N" />
 575       </group>
 576       <field name="Side" required="N" />
 577       <component name="OrderQtyData" required="N" />
 578       <field name="SettlType" required="N" />
 579       <field name="SettlDate" required="N" />
 580       <field name="SettlDate2" required="N" />
 581       <field name="OrderQty2" required="N" />
 582       <field name="Currency" required="N" />
 583       <component name="Stipulations" required="N" />
 584       <field name="Account" required="N" />
 585       <field name="AcctIDSource" required="N" />
 586       <field name="AccountType" required="N" />
 587       <group name="NoLegs" required="N">
 588         <component name="InstrumentLeg" required="N" />
 589         <field name="LegQty" required="N" />
 590         <field name="LegSwapType" required="N" />
 591         <field name="LegSettlType" required="N" />
 592         <field name="LegSettlDate" required="N" />
 593         <component name="LegStipulations" required="N" />
 594         <component name="NestedParties" required="N" />
 595       </group>
 596       <group name="NoQuoteQualifiers" required="N">
 597         <field name="QuoteQualifier" required="N" />
 598       </group>
 599       <field name="ExpireTime" required="N" />
 600       <field name="Price" required="N" />
 601       <field name="PriceType" required="N" />
 602       <component name="SpreadOrBenchmarkCurveData" required="N" />
 603       <component name="YieldData" required="N" />
 604       <field name="BidPx" required="N" />
 605       <field name="OfferPx" required="N" />
 606       <field name="MktBidPx" required="N" />
 607       <field name="MktOfferPx" required="N" />
 608       <field name="MinBidSize" required="N" />
 609       <field name="BidSize" required="N" />
 610       <field name="MinOfferSize" required="N" />
 611       <field name="OfferSize" required="N" />
 612       <field name="ValidUntilTime" required="N" />
 613       <field name="BidSpotRate" required="N" />
 614       <field name="OfferSpotRate" required="N" />
 615       <field name="BidForwardPoints" required="N" />
 616       <field name="OfferForwardPoints" required="N" />
 617       <field name="MidPx" required="N" />
 618       <field name="BidYield" required="N" />
 619       <field name="MidYield" required="N" />
 620       <field name="OfferYield" required="N" />
 621       <field name="TransactTime" required="N" />
 622       <field name="OrdType" required="N" />
 623       <field name="BidForwardPoints2" required="N" />
 624       <field name="OfferForwardPoints2" required="N" />
 625       <field name="SettlCurrBidFxRate" required="N" />
 626       <field name="SettlCurrOfferFxRate" required="N" />
 627       <field name="SettlCurrFxRateCalc" required="N" />
 628       <field name="CommType" required="N" />
 629       <field name="Commission" required="N" />
 630       <field name="CustOrderCapacity" required="N" />
 631       <field name="ExDestination" required="N" />
 632       <field name="QuoteStatus" required="N" />
 633       <field name="Text" required="N" />
 634       <field name="EncodedTextLen" required="N" />
 635       <field name="EncodedText" required="N" />
 636     </message>
 637     <message name="MassQuote" msgtype="i" msgcat="app">
 638       <field name="QuoteReqID" required="N" />
 639       <field name="QuoteID" required="Y" />
 640       <field name="QuoteType" required="N" />
 641       <field name="QuoteResponseLevel" required="N" />
 642       <component name="Parties" required="N" />
 643       <field name="Account" required="N" />
 644       <field name="AcctIDSource" required="N" />
 645       <field name="AccountType" required="N" />
 646       <field name="DefBidSize" required="N" />
 647       <field name="DefOfferSize" required="N" />
 648       <group name="NoQuoteSets" required="Y">
 649         <field name="QuoteSetID" required="Y" />
 650         <component name="UnderlyingInstrument" required="N" />
 651         <field name="QuoteSetValidUntilTime" required="N" />
 652         <field name="TotNoQuoteEntries" required="Y" />
 653         <field name="LastFragment" required="N" />
 654         <group name="NoQuoteEntries" required="Y">
 655           <field name="QuoteEntryID" required="Y" />
 656           <component name="Instrument" required="N" />
 657           <group name="NoLegs" required="N">
 658             <component name="InstrumentLeg" required="N" />
 659           </group>
 660           <field name="BidPx" required="N" />
 661           <field name="OfferPx" required="N" />
 662           <field name="BidSize" required="N" />
 663           <field name="OfferSize" required="N" />
 664           <field name="ValidUntilTime" required="N" />
 665           <field name="BidSpotRate" required="N" />
 666           <field name="OfferSpotRate" required="N" />
 667           <field name="BidForwardPoints" required="N" />
 668           <field name="OfferForwardPoints" required="N" />
 669           <field name="MidPx" required="N" />
 670           <field name="BidYield" required="N" />
 671           <field name="MidYield" required="N" />
 672           <field name="OfferYield" required="N" />
 673           <field name="TransactTime" required="N" />
 674           <field name="TradingSessionID" required="N" />
 675           <field name="TradingSessionSubID" required="N" />
 676           <field name="SettlDate" required="N" />
 677           <field name="OrdType" required="N" />
 678           <field name="SettlDate2" required="N" />
 679           <field name="OrderQty2" required="N" />
 680           <field name="BidForwardPoints2" required="N" />
 681           <field name="OfferForwardPoints2" required="N" />
 682           <field name="Currency" required="N" />
 683         </group>
 684       </group>
 685     </message>
 686   <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
 687     <field name="QuoteReqID" required="N" />
 688     <field name="QuoteID" required="N" />
 689     <field name="QuoteStatus" required="Y" />
 690     <field name="QuoteRejectReason" required="N" />
 691     <field name="QuoteResponseLevel" required="N" />
 692     <field name="QuoteType" required="N" />
 693     <component name="Parties" required="N" />
 694     <field name="Account" required="N" />
 695     <field name="AcctIDSource" required="N" />
 696     <field name="AccountType" required="N" />
 697     <field name="Text" required="N" />
 698     <field name="EncodedTextLen" required="N" />
 699     <field name="EncodedText" required="N" />
 700     <group name="NoQuoteSets" required="N">
 701       <field name="QuoteSetID" required="N" />
 702       <component name="UnderlyingInstrument" required="N" />
 703       <field name="TotNoQuoteEntries" required="N" />
 704       <field name="LastFragment" required="N" />
 705       <group name="NoQuoteEntries" required="N">
 706         <field name="QuoteEntryID" required="N" />
 707         <component name="Instrument" required="N" />
 708         <group name="NoLegs" required="N">
 709           <component name="InstrumentLeg" required="N" />
 710          </group>
 711         <field name="BidPx" required="N" />
 712         <field name="OfferPx" required="N" />
 713         <field name="BidSize" required="N" />
 714         <field name="OfferSize" required="N" />
 715         <field name="ValidUntilTime" required="N" />
 716         <field name="BidSpotRate" required="N" />
 717         <field name="OfferSpotRate" required="N" />
 718         <field name="BidForwardPoints" required="N" />
 719         <field name="OfferForwardPoints" required="N" />
 720         <field name="MidPx" required="N" />
 721         <field name="BidYield" required="N" />
 722         <field name="MidYield" required="N" />
 723         <field name="OfferYield" required="N" />
 724         <field name="TransactTime" required="N" />
 725         <field name="TradingSessionID" required="N" />
 726         <field name="TradingSessionSubID" required="N" />
 727         <field name="SettlDate" required="N" />
 728         <field name="OrdType" required="N" />
 729         <field name="SettlDate2" required="N" />
 730         <field name="OrderQty2" required="N" />
 731         <field name="BidForwardPoints2" required="N" />
 732         <field name="OfferForwardPoints2" required="N" />
 733         <field name="Currency" required="N" />
 734         <field name="QuoteEntryRejectReason" required="N" />
 735       </group>
 736     </group>
 737   </message>
 738   <message name="MarketDataRequest" msgtype="V" msgcat="app">
 739     <field name="MDReqID" required="Y" />
 740     <field name="SubscriptionRequestType" required="Y" />
 741     <field name="MarketDepth" required="Y" />
 742     <field name="MDUpdateType" required="N" />
 743     <field name="AggregatedBook" required="N" />
 744     <field name="OpenCloseSettlFlag" required="N" />
 745     <field name="Scope" required="N" />
 746     <field name="MDImplicitDelete" required="N" />
 747     <group name="NoMDEntryTypes" required="Y">
 748       <field name="MDEntryType" required="Y" />
 749     </group>
 750     <group name="NoRelatedSym" required="Y">
 751       <component name="Instrument" required="Y" />
 752       <group name="NoUnderlyings" required="N">
 753         <component name="UnderlyingInstrument" required="N" />
 754       </group>
 755       <group name="NoLegs" required="N">
 756         <component name="InstrumentLeg" required="N" />
 757       </group>
 758     </group>
 759     <group name="NoTradingSessions" required="N">
 760       <field name="TradingSessionID" required="N" />
 761       <field name="TradingSessionSubID" required="N" />
 762     </group>
 763     <field name="ApplQueueAction" required="N" />
 764     <field name="ApplQueueMax" required="N" />
 765   </message>
 766   <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
 767     <field name="MDReqID" required="N" />
 768     <component name="Instrument" required="Y" />
 769     <group name="NoUnderlyings" required="N">
 770       <component name="UnderlyingInstrument" required="N" />
 771     </group>
 772     <group name="NoLegs" required="N">
 773       <component name="InstrumentLeg" required="N" />
 774     </group>
 775     <field name="FinancialStatus" required="N" />
 776     <field name="CorporateAction" required="N" />
 777     <field name="NetChgPrevDay" required="N" />
 778     <group name="NoMDEntries" required="Y">
 779       <field name="MDEntryType" required="Y" />
 780       <field name="MDEntryPx" required="N" />
 781       <field name="Currency" required="N" />
 782       <field name="MDEntrySize" required="N" />
 783       <field name="MDEntryDate" required="N" />
 784       <field name="MDEntryTime" required="N" />
 785       <field name="TickDirection" required="N" />
 786       <field name="MDMkt" required="N" />
 787       <field name="TradingSessionID" required="N" />
 788       <field name="TradingSessionSubID" required="N" />
 789       <field name="QuoteCondition" required="N" />
 790       <field name="TradeCondition" required="N" />
 791       <field name="MDEntryOriginator" required="N" />
 792       <field name="LocationID" required="N" />
 793       <field name="DeskID" required="N" />
 794       <field name="OpenCloseSettlFlag" required="N" />
 795       <field name="TimeInForce" required="N" />
 796       <field name="ExpireDate" required="N" />
 797       <field name="ExpireTime" required="N" />
 798       <field name="MinQty" required="N" />
 799       <field name="ExecInst" required="N" />
 800       <field name="SellerDays" required="N" />
 801       <field name="OrderID" required="N" />
 802       <field name="QuoteEntryID" required="N" />
 803       <field name="MDEntryBuyer" required="N" />
 804       <field name="MDEntrySeller" required="N" />
 805       <field name="NumberOfOrders" required="N" />
 806       <field name="MDEntryPositionNo" required="N" />
 807       <field name="Scope" required="N" />
 808       <field name="PriceDelta" required="N" />
 809       <field name="Text" required="N" />
 810       <field name="EncodedTextLen" required="N" />
 811       <field name="EncodedText" required="N" />
 812     </group>
 813     <field name="ApplQueueDepth" required="N" />
 814     <field name="ApplQueueResolution" required="N" />
 815   </message>
 816   <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
 817     <field name="MDReqID" required="N" />
 818     <group name="NoMDEntries" required="Y">
 819       <field name="MDUpdateAction" required="Y" />
 820       <field name="DeleteReason" required="N" />
 821       <field name="MDEntryType" required="N" />
 822       <field name="MDEntryID" required="N" />
 823       <field name="MDEntryRefID" required="N" />
 824       <component name="Instrument" required="N" />
 825       <group name="NoUnderlyings" required="N">
 826         <component name="UnderlyingInstrument" required="N" />
 827       </group>
 828       <group name="NoLegs" required="N">
 829         <component name="InstrumentLeg" required="N" />
 830       </group>
 831       <field name="FinancialStatus" required="N" />
 832       <field name="CorporateAction" required="N" />
 833       <field name="MDEntryPx" required="N" />
 834       <field name="Currency" required="N" />
 835       <field name="MDEntrySize" required="N" />
 836       <field name="MDEntryDate" required="N" />
 837       <field name="MDEntryTime" required="N" />
 838       <field name="TickDirection" required="N" />
 839       <field name="MDMkt" required="N" />
 840       <field name="TradingSessionID" required="N" />
 841       <field name="TradingSessionSubID" required="N" />
 842       <field name="QuoteCondition" required="N" />
 843       <field name="TradeCondition" required="N" />
 844       <field name="MDEntryOriginator" required="N" />
 845       <field name="LocationID" required="N" />
 846       <field name="DeskID" required="N" />
 847       <field name="OpenCloseSettlFlag" required="N" />
 848       <field name="TimeInForce" required="N" />
 849       <field name="ExpireDate" required="N" />
 850       <field name="ExpireTime" required="N" />
 851       <field name="MinQty" required="N" />
 852       <field name="ExecInst" required="N" />
 853       <field name="SellerDays" required="N" />
 854       <field name="OrderID" required="N" />
 855       <field name="QuoteEntryID" required="N" />
 856       <field name="MDEntryBuyer" required="N" />
 857       <field name="MDEntrySeller" required="N" />
 858       <field name="NumberOfOrders" required="N" />
 859       <field name="MDEntryPositionNo" required="N" />
 860       <field name="Scope" required="N" />
 861       <field name="PriceDelta" required="N" />
 862       <field name="NetChgPrevDay" required="N" />
 863       <field name="Text" required="N" />
 864       <field name="EncodedTextLen" required="N" />
 865       <field name="EncodedText" required="N" />
 866     </group>
 867     <field name="ApplQueueDepth" required="N" />
 868     <field name="ApplQueueResolution" required="N" />
 869   </message>
 870   <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
 871     <field name="MDReqID" required="Y" />
 872     <field name="MDReqRejReason" required="N" />
 873     <group name="NoAltMDSource" required="N">
 874       <field name="AltMDSourceID" required="N" />
 875     </group>
 876     <field name="Text" required="N" />
 877     <field name="EncodedTextLen" required="N" />
 878     <field name="EncodedText" required="N" />
 879   </message>
 880   <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
 881     <field name="SecurityReqID" required="Y" />
 882     <field name="SecurityRequestType" required="Y" />
 883     <component name="Instrument" required="N" />
 884     <component name="InstrumentExtension" required="N" />
 885     <group name="NoUnderlyings" required="N">
 886       <component name="UnderlyingInstrument" required="N" />
 887     </group>
 888     <field name="Currency" required="N" />
 889     <field name="Text" required="N" />
 890     <field name="EncodedTextLen" required="N" />
 891     <field name="EncodedText" required="N" />
 892     <field name="TradingSessionID" required="N" />
 893     <field name="TradingSessionSubID" required="N" />
 894     <group name="NoLegs" required="N">
 895       <component name="InstrumentLeg" required="N" />
 896     </group>
 897     <field name="ExpirationCycle" required="N" />
 898     <field name="SubscriptionRequestType" required="N" />
 899   </message>
 900   <message name="SecurityDefinition" msgtype="d" msgcat="app">
 901     <field name="SecurityReqID" required="Y" />
 902     <field name="SecurityResponseID" required="Y" />
 903     <field name="SecurityResponseType" required="Y" />
 904     <component name="Instrument" required="N" />
 905     <component name="InstrumentExtension" required="N" />
 906     <group name="NoUnderlyings" required="N">
 907       <component name="UnderlyingInstrument" required="N" />
 908     </group>
 909     <field name="Currency" required="N" />
 910     <field name="TradingSessionID" required="N" />
 911     <field name="TradingSessionSubID" required="N" />
 912     <field name="Text" required="N" />
 913     <field name="EncodedTextLen" required="N" />
 914     <field name="EncodedText" required="N" />
 915     <group name="NoLegs" required="N">
 916       <component name="InstrumentLeg" required="N" />
 917     </group>
 918     <field name="ExpirationCycle" required="N" />
 919     <field name="RoundLot" required="N" />
 920     <field name="MinTradeVol" required="N" />
 921   </message>
 922   <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
 923     <field name="SecurityReqID" required="Y" />
 924     <field name="Text" required="N" />
 925     <field name="EncodedTextLen" required="N" />
 926     <field name="EncodedText" required="N" />
 927     <field name="TradingSessionID" required="N" />
 928     <field name="TradingSessionSubID" required="N" />
 929     <field name="Product" required="N" />
 930     <field name="SecurityType" required="N" />
 931     <field name="SecuritySubType" required="N" />
 932   </message>
 933   <message name="SecurityTypes" msgtype="w" msgcat="app">
 934     <field name="SecurityReqID" required="Y" />
 935     <field name="SecurityResponseID" required="Y" />
 936     <field name="SecurityResponseType" required="Y" />
 937     <field name="TotNoSecurityTypes" required="N" />
 938     <field name="LastFragment" required="N" />
 939     <group name="NoSecurityTypes" required="N">
 940       <field name="SecurityType" required="N" />
 941       <field name="SecuritySubType" required="N" />
 942       <field name="Product" required="N" />
 943       <field name="CFICode" required="N" />
 944     </group>
 945     <field name="Text" required="N" />
 946     <field name="EncodedTextLen" required="N" />
 947     <field name="EncodedText" required="N" />
 948     <field name="TradingSessionID" required="N" />
 949     <field name="TradingSessionSubID" required="N" />
 950     <field name="SubscriptionRequestType" required="N" />
 951   </message>
 952   <message name="SecurityListRequest" msgtype="x" msgcat="app">
 953     <field name="SecurityReqID" required="Y" />
 954     <field name="SecurityListRequestType" required="Y" />
 955     <component name="Instrument" required="N" />
 956     <component name="InstrumentExtension" required="N" />
 957     <component name="FinancingDetails" required="N" />
 958     <group name="NoUnderlyings" required="N">
 959       <component name="UnderlyingInstrument" required="N" />
 960     </group>
 961     <group name="NoLegs" required="N">
 962       <component name="InstrumentLeg" required="N" />
 963     </group>
 964     <field name="Currency" required="N" />
 965     <field name="Text" required="N" />
 966     <field name="EncodedTextLen" required="N" />
 967     <field name="EncodedText" required="N" />
 968     <field name="TradingSessionID" required="N" />
 969     <field name="TradingSessionSubID" required="N" />
 970     <field name="SubscriptionRequestType" required="N" />
 971   </message>
 972   <message name="SecurityList" msgtype="y" msgcat="app">
 973     <field name="SecurityReqID" required="Y" />
 974     <field name="SecurityResponseID" required="Y" />
 975     <field name="SecurityRequestResult" required="Y" />
 976     <field name="TotNoRelatedSym" required="N" />
 977     <field name="LastFragment" required="N" />
 978     <group name="NoRelatedSym" required="N">
 979       <component name="Instrument" required="N" />
 980       <component name="InstrumentExtension" required="N" />
 981       <component name="FinancingDetails" required="N" />
 982       <group name="NoUnderlyings" required="N">
 983         <component name="UnderlyingInstrument" required="N" />
 984       </group>
 985       <field name="Currency" required="N" />
 986       <component name="Stipulations" required="N" />
 987       <group name="NoLegs" required="N">
 988         <component name="InstrumentLeg" required="N" />
 989         <field name="LegSwapType" required="N" />
 990         <field name="LegSettlType" required="N" />
 991         <component name="LegStipulations" required="N" />
 992         <component name="LegBenchmarkCurveData" required="N" />
 993       </group>
 994       <component name="SpreadOrBenchmarkCurveData" required="N" />
 995       <component name="YieldData" required="N" />
 996       <field name="RoundLot" required="N" />
 997       <field name="MinTradeVol" required="N" />
 998       <field name="TradingSessionID" required="N" />
 999       <field name="TradingSessionSubID" required="N" />
1000       <field name="ExpirationCycle" required="N" />
1001       <field name="Text" required="N" />
1002       <field name="EncodedTextLen" required="N" />
1003       <field name="EncodedText" required="N" />
1004     </group>
1005   </message>
1006   <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
1007     <field name="SecurityReqID" required="Y" />
1008     <field name="SecurityListRequestType" required="Y" />
1009     <component name="UnderlyingInstrument" required="N" />
1010     <field name="SecuritySubType" required="N" />
1011     <field name="Currency" required="N" />
1012     <field name="Text" required="N" />
1013     <field name="EncodedTextLen" required="N" />
1014     <field name="EncodedText" required="N" />
1015     <field name="TradingSessionID" required="N" />
1016     <field name="TradingSessionSubID" required="N" />
1017     <field name="SubscriptionRequestType" required="N" />
1018   </message>
1019   <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
1020     <field name="SecurityReqID" required="Y" />
1021     <field name="SecurityResponseID" required="Y" />
1022     <field name="SecurityRequestResult" required="Y" />
1023     <component name="UnderlyingInstrument" required="N" />
1024     <field name="TotNoRelatedSym" required="N" />
1025     <field name="LastFragment" required="N" />
1026     <group name="NoRelatedSym" required="N">
1027       <component name="Instrument" required="N" />
1028       <field name="Currency" required="N" />
1029       <field name="ExpirationCycle" required="N" />
1030       <component name="InstrumentExtension" required="N" />
1031       <group name="NoLegs" required="N">
1032         <component name="InstrumentLeg" required="N" />
1033       </group>
1034       <field name="TradingSessionID" required="N" />
1035       <field name="TradingSessionSubID" required="N" />
1036       <field name="Text" required="N" />
1037       <field name="EncodedTextLen" required="N" />
1038       <field name="EncodedText" required="N" />
1039     </group>
1040   </message>
1041   <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
1042     <field name="SecurityStatusReqID" required="Y" />
1043     <component name="Instrument" required="Y" />
1044     <component name="InstrumentExtension" required="N" />
1045     <group name="NoUnderlyings" required="N">
1046       <component name="UnderlyingInstrument" required="N" />
1047     </group>
1048     <group name="NoLegs" required="N">
1049       <component name="InstrumentLeg" required="N" />
1050     </group>
1051     <field name="Currency" required="N" />
1052     <field name="SubscriptionRequestType" required="Y" />
1053     <field name="TradingSessionID" required="N" />
1054     <field name="TradingSessionSubID" required="N" />
1055   </message>
1056   <message name="SecurityStatus" msgtype="f" msgcat="app">
1057     <field name="SecurityStatusReqID" required="N" />
1058     <component name="Instrument" required="Y" />
1059     <component name="InstrumentExtension" required="N" />
1060     <group name="NoUnderlyings" required="N">
1061       <component name="UnderlyingInstrument" required="N" />
1062     </group>
1063     <group name="NoLegs" required="N">
1064       <component name="InstrumentLeg" required="N" />
1065     </group>
1066     <field name="Currency" required="N" />
1067     <field name="TradingSessionID" required="N" />
1068     <field name="TradingSessionSubID" required="N" />
1069     <field name="UnsolicitedIndicator" required="N" />
1070     <field name="SecurityTradingStatus" required="N" />
1071     <field name="FinancialStatus" required="N" />
1072     <field name="CorporateAction" required="N" />
1073     <field name="HaltReason" required="N" />
1074     <field name="InViewOfCommon" required="N" />
1075     <field name="DueToRelated" required="N" />
1076     <field name="BuyVolume" required="N" />
1077     <field name="SellVolume" required="N" />
1078     <field name="HighPx" required="N" />
1079     <field name="LowPx" required="N" />
1080     <field name="LastPx" required="N" />
1081     <field name="TransactTime" required="N" />
1082     <field name="Adjustment" required="N" />
1083     <field name="Text" required="N" />
1084     <field name="EncodedTextLen" required="N" />
1085     <field name="EncodedText" required="N" />
1086   </message>
1087   <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
1088     <field name="TradSesReqID" required="Y" />
1089     <field name="TradingSessionID" required="N" />
1090     <field name="TradingSessionSubID" required="N" />
1091     <field name="TradSesMethod" required="N" />
1092     <field name="TradSesMode" required="N" />
1093     <field name="SubscriptionRequestType" required="Y" />
1094   </message>
1095   <message name="TradingSessionStatus" msgtype="h" msgcat="app">
1096     <field name="TradSesReqID" required="N" />
1097     <field name="TradingSessionID" required="Y" />
1098     <field name="TradingSessionSubID" required="N" />
1099     <field name="TradSesMethod" required="N" />
1100     <field name="TradSesMode" required="N" />
1101     <field name="UnsolicitedIndicator" required="N" />
1102     <field name="TradSesStatus" required="Y" />
1103     <field name="TradSesStatusRejReason" required="N" />
1104     <field name="TradSesStartTime" required="N" />
1105     <field name="TradSesOpenTime" required="N" />
1106     <field name="TradSesPreCloseTime" required="N" />
1107     <field name="TradSesCloseTime" required="N" />
1108     <field name="TradSesEndTime" required="N" />
1109     <field name="TotalVolumeTraded" required="N" />
1110     <field name="Text" required="N" />
1111     <field name="EncodedTextLen" required="N" />
1112     <field name="EncodedText" required="N" />
1113   </message>
1114   <message name="NewOrderSingle" msgtype="D" msgcat="app">
1115     <field name="ClOrdID" required="Y" />
1116     <field name="SecondaryClOrdID" required="N" />
1117     <field name="ClOrdLinkID" required="N" />
1118     <component name="Parties" required="N" />
1119     <field name="TradeOriginationDate" required="N" />
1120     <field name="TradeDate" required="N" />
1121     <field name="Account" required="N" />
1122     <field name="AcctIDSource" required="N" />
1123     <field name="AccountType" required="N" />
1124     <field name="DayBookingInst" required="N" />
1125     <field name="BookingUnit" required="N" />
1126     <field name="PreallocMethod" required="N" />
1127     <field name="AllocID" required="N" />
1128     <group name="NoAllocs" required="N">
1129       <field name="AllocAccount" required="N" />
1130       <field name="AllocAcctIDSource" required="N" />
1131       <field name="AllocSettlCurrency" required="N" />
1132       <field name="IndividualAllocID" required="N" />
1133       <component name="NestedParties" required="N" />
1134       <field name="AllocQty" required="N" />
1135     </group>
1136     <field name="SettlType" required="N" />
1137     <field name="SettlDate" required="N" />
1138     <field name="CashMargin" required="N" />
1139     <field name="ClearingFeeIndicator" required="N" />
1140     <field name="HandlInst" required="N" />
1141     <field name="ExecInst" required="N" />
1142     <field name="MinQty" required="N" />
1143     <field name="MaxFloor" required="N" />
1144     <field name="ExDestination" required="N" />
1145     <group name="NoTradingSessions" required="N">
1146       <field name="TradingSessionID" required="N" />
1147       <field name="TradingSessionSubID" required="N" />
1148     </group>
1149     <field name="ProcessCode" required="N" />
1150     <component name="Instrument" required="Y" />
1151     <component name="FinancingDetails" required="N" />
1152     <group name="NoUnderlyings" required="N">
1153       <component name="UnderlyingInstrument" required="N" />
1154     </group>
1155     <field name="PrevClosePx" required="N" />
1156     <field name="Side" required="Y" />
1157     <field name="LocateReqd" required="N" />
1158     <field name="TransactTime" required="Y" />
1159     <component name="Stipulations" required="N" />
1160     <field name="QtyType" required="N" />
1161     <component name="OrderQtyData" required="Y" />
1162     <field name="OrdType" required="Y" />
1163     <field name="PriceType" required="N" />
1164     <field name="Price" required="N" />
1165     <field name="StopPx" required="N" />
1166     <component name="SpreadOrBenchmarkCurveData" required="N" />
1167     <component name="YieldData" required="N" />
1168     <field name="Currency" required="N" />
1169     <field name="ComplianceID" required="N" />
1170     <field name="SolicitedFlag" required="N" />
1171     <field name="IOIid" required="N" />
1172     <field name="QuoteID" required="N" />
1173     <field name="TimeInForce" required="N" />
1174     <field name="EffectiveTime" required="N" />
1175     <field name="ExpireDate" required="N" />
1176     <field name="ExpireTime" required="N" />
1177     <field name="GTBookingInst" required="N" />
1178     <component name="CommissionData" required="N" />
1179     <field name="OrderCapacity" required="N" />
1180     <field name="OrderRestrictions" required="N" />
1181     <field name="CustOrderCapacity" required="N" />
1182     <field name="ForexReq" required="N" />
1183     <field name="SettlCurrency" required="N" />
1184     <field name="BookingType" required="N" />
1185     <field name="Text" required="N" />
1186     <field name="EncodedTextLen" required="N" />
1187     <field name="EncodedText" required="N" />
1188     <field name="SettlDate2" required="N" />
1189     <field name="OrderQty2" required="N" />
1190     <field name="Price2" required="N" />
1191     <field name="PositionEffect" required="N" />
1192     <field name="CoveredOrUncovered" required="N" />
1193     <field name="MaxShow" required="N" />
1194     <component name="PegInstructions" required="N" />
1195     <component name="DiscretionInstructions" required="N" />
1196     <field name="TargetStrategy" required="N" />
1197     <field name="TargetStrategyParameters" required="N" />
1198     <field name="ParticipationRate" required="N" />
1199     <field name="CancellationRights" required="N" />
1200     <field name="MoneyLaunderingStatus" required="N" />
1201     <field name="RegistID" required="N" />
1202     <field name="Designation" required="N" />
1203   </message>
1204   <message name="ExecutionReport" msgtype="8" msgcat="app">
1205     <field name="OrderID" required="Y" />
1206     <field name="SecondaryOrderID" required="N" />
1207     <field name="SecondaryClOrdID" required="N" />
1208     <field name="SecondaryExecID" required="N" />
1209     <field name="ClOrdID" required="N" />
1210     <field name="OrigClOrdID" required="N" />
1211     <field name="ClOrdLinkID" required="N" />
1212     <field name="QuoteRespID" required="N" />
1213     <field name="OrdStatusReqID" required="N" />
1214     <field name="MassStatusReqID" required="N" />
1215     <field name="TotNumReports" required="N" />
1216     <field name="LastRptRequested" required="N" />
1217     <component name="Parties" required="N" />
1218     <field name="TradeOriginationDate" required="N" />
1219     <group name="NoContraBrokers" required="N">
1220       <field name="ContraBroker" required="N" />
1221       <field name="ContraTrader" required="N" />
1222       <field name="ContraTradeQty" required="N" />
1223       <field name="ContraTradeTime" required="N" />
1224       <field name="ContraLegRefID" required="N" />
1225     </group>
1226     <field name="ListID" required="N" />
1227     <field name="CrossID" required="N" />
1228     <field name="OrigCrossID" required="N" />
1229     <field name="CrossType" required="N" />
1230     <field name="ExecID" required="Y" />
1231     <field name="ExecRefID" required="N" />
1232     <field name="ExecType" required="Y" />
1233     <field name="OrdStatus" required="Y" />
1234     <field name="WorkingIndicator" required="N" />
1235     <field name="OrdRejReason" required="N" />
1236     <field name="ExecRestatementReason" required="N" />
1237     <field name="Account" required="N" />
1238     <field name="AcctIDSource" required="N" />
1239     <field name="AccountType" required="N" />
1240     <field name="DayBookingInst" required="N" />
1241     <field name="BookingUnit" required="N" />
1242     <field name="PreallocMethod" required="N" />
1243     <field name="SettlType" required="N" />
1244     <field name="SettlDate" required="N" />
1245     <field name="CashMargin" required="N" />
1246     <field name="ClearingFeeIndicator" required="N" />
1247     <component name="Instrument" required="Y" />
1248     <component name="FinancingDetails" required="N" />
1249     <group name="NoUnderlyings" required="N">
1250       <component name="UnderlyingInstrument" required="N" />
1251     </group>
1252     <field name="Side" required="Y" />
1253     <component name="Stipulations" required="N" />
1254     <field name="QtyType" required="N" />
1255     <component name="OrderQtyData" required="N" />
1256     <field name="OrdType" required="N" />
1257     <field name="PriceType" required="N" />
1258     <field name="Price" required="N" />
1259     <field name="StopPx" required="N" />
1260     <component name="PegInstructions" required="N" />
1261     <component name="DiscretionInstructions" required="N" />
1262     <field name="PeggedPrice" required="N" />
1263     <field name="DiscretionPrice" required="N" />
1264     <field name="TargetStrategy" required="N" />
1265     <field name="TargetStrategyParameters" required="N" />
1266     <field name="ParticipationRate" required="N" />
1267     <field name="TargetStrategyPerformance" required="N" />
1268     <field name="Currency" required="N" />
1269     <field name="ComplianceID" required="N" />
1270     <field name="SolicitedFlag" required="N" />
1271     <field name="TimeInForce" required="N" />
1272     <field name="EffectiveTime" required="N" />
1273     <field name="ExpireDate" required="N" />
1274     <field name="ExpireTime" required="N" />
1275     <field name="ExecInst" required="N" />
1276     <field name="OrderCapacity" required="N" />
1277     <field name="OrderRestrictions" required="N" />
1278     <field name="CustOrderCapacity" required="N" />
1279     <field name="LastQty" required="N" />
1280     <field name="UnderlyingLastQty" required="N" />
1281     <field name="LastPx" required="N" />
1282     <field name="UnderlyingLastPx" required="N" />
1283     <field name="LastParPx" required="N" />
1284     <field name="LastSpotRate" required="N" />
1285     <field name="LastForwardPoints" required="N" />
1286     <field name="LastMkt" required="N" />
1287     <field name="TradingSessionID" required="N" />
1288     <field name="TradingSessionSubID" required="N" />
1289     <field name="TimeBracket" required="N" />
1290     <field name="LastCapacity" required="N" />
1291     <field name="LeavesQty" required="Y" />
1292     <field name="CumQty" required="Y" />
1293     <field name="AvgPx" required="Y" />
1294     <field name="DayOrderQty" required="N" />
1295     <field name="DayCumQty" required="N" />
1296     <field name="DayAvgPx" required="N" />
1297     <field name="GTBookingInst" required="N" />
1298     <field name="TradeDate" required="N" />
1299     <field name="TransactTime" required="N" />
1300     <field name="ReportToExch" required="N" />
1301     <component name="CommissionData" required="N" />
1302     <component name="SpreadOrBenchmarkCurveData" required="N" />
1303     <component name="YieldData" required="N" />
1304     <field name="GrossTradeAmt" required="N" />
1305     <field name="NumDaysInterest" required="N" />
1306     <field name="ExDate" required="N" />
1307     <field name="AccruedInterestRate" required="N" />
1308     <field name="AccruedInterestAmt" required="N" />
1309     <field name="InterestAtMaturity" required="N" />
1310     <field name="EndAccruedInterestAmt" required="N" />
1311     <field name="StartCash" required="N" />
1312     <field name="EndCash" required="N" />
1313     <field name="TradedFlatSwitch" required="N" />
1314     <field name="BasisFeatureDate" required="N" />
1315     <field name="BasisFeaturePrice" required="N" />
1316     <field name="Concession" required="N" />
1317     <field name="TotalTakedown" required="N" />
1318     <field name="NetMoney" required="N" />
1319     <field name="SettlCurrAmt" required="N" />
1320     <field name="SettlCurrency" required="N" />
1321     <field name="SettlCurrFxRate" required="N" />
1322     <field name="SettlCurrFxRateCalc" required="N" />
1323     <field name="HandlInst" required="N" />
1324     <field name="MinQty" required="N" />
1325     <field name="MaxFloor" required="N" />
1326     <field name="PositionEffect" required="N" />
1327     <field name="MaxShow" required="N" />
1328     <field name="BookingType" required="N" />
1329     <field name="Text" required="N" />
1330     <field name="EncodedTextLen" required="N" />
1331     <field name="EncodedText" required="N" />
1332     <field name="SettlDate2" required="N" />
1333     <field name="OrderQty2" required="N" />
1334     <field name="LastForwardPoints2" required="N" />
1335     <field name="MultiLegReportingType" required="N" />
1336     <field name="CancellationRights" required="N" />
1337     <field name="MoneyLaunderingStatus" required="N" />
1338     <field name="RegistID" required="N" />
1339     <field name="Designation" required="N" />
1340     <field name="TransBkdTime" required="N" />
1341     <field name="ExecValuationPoint" required="N" />
1342     <field name="ExecPriceType" required="N" />
1343     <field name="ExecPriceAdjustment" required="N" />
1344     <field name="PriorityIndicator" required="N" />
1345     <field name="PriceImprovement" required="N" />
1346     <field name="LastLiquidityInd" required="N" />
1347     <group name="NoContAmts" required="N">
1348       <field name="ContAmtType" required="N" />
1349       <field name="ContAmtValue" required="N" />
1350       <field name="ContAmtCurr" required="N" />
1351     </group>
1352     <group name="NoLegs" required="N">
1353       <component name="InstrumentLeg" required="N" />
1354       <field name="LegQty" required="N" />
1355       <field name="LegSwapType" required="N" />
1356       <component name="LegStipulations" required="N" />
1357       <field name="LegPositionEffect" required="N" />
1358       <field name="LegCoveredOrUncovered" required="N" />
1359       <component name="NestedParties" required="N" />
1360       <field name="LegRefID" required="N" />
1361       <field name="LegPrice" required="N" />
1362       <field name="LegSettlType" required="N" />
1363       <field name="LegSettlDate" required="N" />
1364       <field name="LegLastPx" required="N" />
1365     </group>
1366     <field name="CopyMsgIndicator" required="N" />
1367     <group name="NoMiscFees" required="N">
1368       <field name="MiscFeeAmt" required="N" />
1369       <field name="MiscFeeCurr" required="N" />
1370       <field name="MiscFeeType" required="N" />
1371       <field name="MiscFeeBasis" required="N" />
1372     </group>
1373   </message>
1374   <message name="DontKnowTrade" msgtype="Q" msgcat="app">
1375     <field name="OrderID" required="Y" />
1376     <field name="SecondaryOrderID" required="N" />
1377     <field name="ExecID" required="Y" />
1378     <field name="DKReason" required="Y" />
1379     <component name="Instrument" required="Y" />
1380     <group name="NoUnderlyings" required="N">
1381       <component name="UnderlyingInstrument" required="N" />
1382     </group>
1383     <group name="NoLegs" required="N">
1384       <component name="InstrumentLeg" required="N" />
1385     </group>
1386     <field name="Side" required="Y" />
1387     <component name="OrderQtyData" required="Y" />
1388     <field name="LastQty" required="N" />
1389     <field name="LastPx" required="N" />
1390     <field name="Text" required="N" />
1391     <field name="EncodedTextLen" required="N" />
1392     <field name="EncodedText" required="N" />
1393   </message>
1394   <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
1395     <field name="OrderID" required="N" />
1396     <component name="Parties" required="N" />
1397     <field name="TradeOriginationDate" required="N" />
1398     <field name="TradeDate" required="N" />
1399     <field name="OrigClOrdID" required="Y" />
1400     <field name="ClOrdID" required="Y" />
1401     <field name="SecondaryClOrdID" required="N" />
1402     <field name="ClOrdLinkID" required="N" />
1403     <field name="ListID" required="N" />
1404     <field name="OrigOrdModTime" required="N" />
1405     <field name="Account" required="N" />
1406     <field name="AcctIDSource" required="N" />
1407     <field name="AccountType" required="N" />
1408     <field name="DayBookingInst" required="N" />
1409     <field name="BookingUnit" required="N" />
1410     <field name="PreallocMethod" required="N" />
1411     <field name="AllocID" required="N" />
1412     <group name="NoAllocs" required="N">
1413       <field name="AllocAccount" required="N" />
1414       <field name="AllocAcctIDSource" required="N" />
1415       <field name="AllocSettlCurrency" required="N" />
1416       <field name="IndividualAllocID" required="N" />
1417       <component name="NestedParties" required="N" />
1418       <field name="AllocQty" required="N" />
1419     </group>
1420     <field name="SettlType" required="N" />
1421     <field name="SettlDate" required="N" />
1422     <field name="CashMargin" required="N" />
1423     <field name="ClearingFeeIndicator" required="N" />
1424     <field name="HandlInst" required="N" />
1425     <field name="ExecInst" required="N" />
1426     <field name="MinQty" required="N" />
1427     <field name="MaxFloor" required="N" />
1428     <field name="ExDestination" required="N" />
1429     <group name="NoTradingSessions" required="N">
1430       <field name="TradingSessionID" required="N" />
1431       <field name="TradingSessionSubID" required="N" />
1432     </group>
1433     <component name="Instrument" required="Y" />
1434     <component name="FinancingDetails" required="N" />
1435     <group name="NoUnderlyings" required="N">
1436       <component name="UnderlyingInstrument" required="N" />
1437     </group>
1438     <field name="Side" required="Y" />
1439     <field name="TransactTime" required="Y" />
1440     <field name="QtyType" required="N" />
1441     <component name="OrderQtyData" required="Y" />
1442     <field name="OrdType" required="Y" />
1443     <field name="PriceType" required="N" />
1444     <field name="Price" required="N" />
1445     <field name="StopPx" required="N" />
1446     <component name="SpreadOrBenchmarkCurveData" required="N" />
1447     <component name="YieldData" required="N" />
1448     <component name="PegInstructions" required="N" />
1449     <component name="DiscretionInstructions" required="N" />
1450     <field name="TargetStrategy" required="N" />
1451     <field name="TargetStrategyParameters" required="N" />
1452     <field name="ParticipationRate" required="N" />
1453     <field name="ComplianceID" required="N" />
1454     <field name="SolicitedFlag" required="N" />
1455     <field name="Currency" required="N" />
1456     <field name="TimeInForce" required="N" />
1457     <field name="EffectiveTime" required="N" />
1458     <field name="ExpireDate" required="N" />
1459     <field name="ExpireTime" required="N" />
1460     <field name="GTBookingInst" required="N" />
1461     <component name="CommissionData" required="N" />
1462     <field name="OrderCapacity" required="N" />
1463     <field name="OrderRestrictions" required="N" />
1464     <field name="CustOrderCapacity" required="N" />
1465     <field name="ForexReq" required="N" />
1466     <field name="SettlCurrency" required="N" />
1467     <field name="BookingType" required="N" />
1468     <field name="Text" required="N" />
1469     <field name="EncodedTextLen" required="N" />
1470     <field name="EncodedText" required="N" />
1471     <field name="SettlDate2" required="N" />
1472     <field name="OrderQty2" required="N" />
1473     <field name="Price2" required="N" />
1474     <field name="PositionEffect" required="N" />
1475     <field name="CoveredOrUncovered" required="N" />
1476     <field name="MaxShow" required="N" />
1477     <field name="LocateReqd" required="N" />
1478     <field name="CancellationRights" required="N" />
1479     <field name="MoneyLaunderingStatus" required="N" />
1480     <field name="RegistID" required="N" />
1481     <field name="Designation" required="N" />
1482   </message>
1483   <message name="OrderCancelRequest" msgtype="F" msgcat="app">
1484     <field name="OrigClOrdID" required="Y" />
1485     <field name="OrderID" required="N" />
1486     <field name="ClOrdID" required="Y" />
1487     <field name="SecondaryClOrdID" required="N" />
1488     <field name="ClOrdLinkID" required="N" />
1489     <field name="ListID" required="N" />
1490     <field name="OrigOrdModTime" required="N" />
1491     <field name="Account" required="N" />
1492     <field name="AcctIDSource" required="N" />
1493     <field name="AccountType" required="N" />
1494     <component name="Parties" required="N" />
1495     <component name="Instrument" required="Y" />
1496     <component name="FinancingDetails" required="N" />
1497     <group name="NoUnderlyings" required="N">
1498       <component name="UnderlyingInstrument" required="N" />
1499     </group>
1500     <field name="Side" required="Y" />
1501     <field name="TransactTime" required="Y" />
1502     <component name="OrderQtyData" required="Y" />
1503     <field name="ComplianceID" required="N" />
1504     <field name="Text" required="N" />
1505     <field name="EncodedTextLen" required="N" />
1506     <field name="EncodedText" required="N" />
1507   </message>
1508   <message name="OrderCancelReject" msgtype="9" msgcat="app">
1509     <field name="OrderID" required="Y" />
1510     <field name="SecondaryOrderID" required="N" />
1511     <field name="SecondaryClOrdID" required="N" />
1512     <field name="ClOrdID" required="Y" />
1513     <field name="ClOrdLinkID" required="N" />
1514     <field name="OrigClOrdID" required="Y" />
1515     <field name="OrdStatus" required="Y" />
1516     <field name="WorkingIndicator" required="N" />
1517     <field name="OrigOrdModTime" required="N" />
1518     <field name="ListID" required="N" />
1519     <field name="Account" required="N" />
1520     <field name="AcctIDSource" required="N" />
1521     <field name="AccountType" required="N" />
1522     <field name="TradeOriginationDate" required="N" />
1523     <field name="TradeDate" required="N" />
1524     <field name="TransactTime" required="N" />
1525     <field name="CxlRejResponseTo" required="Y" />
1526     <field name="CxlRejReason" required="N" />
1527     <field name="Text" required="N" />
1528     <field name="EncodedTextLen" required="N" />
1529     <field name="EncodedText" required="N" />
1530   </message>
1531   <message name="OrderStatusRequest" msgtype="H" msgcat="app">
1532     <field name="OrderID" required="N" />
1533     <field name="ClOrdID" required="Y" />
1534     <field name="SecondaryClOrdID" required="N" />
1535     <field name="ClOrdLinkID" required="N" />
1536     <component name="Parties" required="N" />
1537     <field name="OrdStatusReqID" required="N" />
1538     <field name="Account" required="N" />
1539     <field name="AcctIDSource" required="N" />
1540     <component name="Instrument" required="Y" />
1541     <component name="FinancingDetails" required="N" />
1542     <group name="NoUnderlyings" required="N">
1543       <component name="UnderlyingInstrument" required="N" />
1544     </group>
1545     <field name="Side" required="Y" />
1546   </message>
1547   <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
1548     <field name="ClOrdID" required="Y" />
1549     <field name="SecondaryClOrdID" required="N" />
1550     <field name="MassCancelRequestType" required="Y" />
1551     <field name="TradingSessionID" required="N" />
1552     <field name="TradingSessionSubID" required="N" />
1553     <component name="Instrument" required="N" />
1554     <component name="UnderlyingInstrument" required="N" />
1555     <field name="Side" required="N" />
1556     <field name="TransactTime" required="Y" />
1557     <field name="Text" required="N" />
1558     <field name="EncodedTextLen" required="N" />
1559     <field name="EncodedText" required="N" />
1560   </message>
1561   <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
1562     <field name="ClOrdID" required="N" />
1563     <field name="SecondaryClOrdID" required="N" />
1564     <field name="OrderID" required="Y" />
1565     <field name="SecondaryOrderID" required="N" />
1566     <field name="MassCancelRequestType" required="Y" />
1567     <field name="MassCancelResponse" required="Y" />
1568     <field name="MassCancelRejectReason" required="N" />
1569     <field name="TotalAffectedOrders" required="N" />
1570     <group name="NoAffectedOrders" required="N">
1571       <field name="OrigClOrdID" required="N" />
1572       <field name="AffectedOrderID" required="N" />
1573       <field name="AffectedSecondaryOrderID" required="N" />
1574     </group>
1575     <field name="TradingSessionID" required="N" />
1576     <field name="TradingSessionSubID" required="N" />
1577     <component name="Instrument" required="N" />
1578     <component name="UnderlyingInstrument" required="N" />
1579     <field name="Side" required="N" />
1580     <field name="TransactTime" required="N" />
1581     <field name="Text" required="N" />
1582     <field name="EncodedTextLen" required="N" />
1583     <field name="EncodedText" required="N" />
1584   </message>
1585   <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
1586     <field name="MassStatusReqID" required="Y" />
1587     <field name="MassStatusReqType" required="Y" />
1588     <component name="Parties" required="N" />
1589     <field name="Account" required="N" />
1590     <field name="AcctIDSource" required="N" />
1591     <field name="TradingSessionID" required="N" />
1592     <field name="TradingSessionSubID" required="N" />
1593     <component name="Instrument" required="N" />
1594     <component name="UnderlyingInstrument" required="N" />
1595     <field name="Side" required="N" />
1596   </message>
1597   <message name="NewOrderCross" msgtype="s" msgcat="app">
1598     <field name="CrossID" required="Y" />
1599     <field name="CrossType" required="Y" />
1600     <field name="CrossPrioritization" required="Y" />
1601     <group name="NoSides" required="Y">
1602       <field name="Side" required="Y" />
1603       <field name="ClOrdID" required="Y" />
1604       <field name="SecondaryClOrdID" required="N" />
1605       <field name="ClOrdLinkID" required="N" />
1606       <component name="Parties" required="N" />
1607       <field name="TradeOriginationDate" required="N" />
1608       <field name="TradeDate" required="N" />
1609       <field name="Account" required="N" />
1610       <field name="AcctIDSource" required="N" />
1611       <field name="AccountType" required="N" />
1612       <field name="DayBookingInst" required="N" />
1613       <field name="BookingUnit" required="N" />
1614       <field name="PreallocMethod" required="N" />
1615       <field name="AllocID" required="N" />
1616       <group name="NoAllocs" required="N">
1617         <field name="AllocAccount" required="N" />
1618         <field name="AllocAcctIDSource" required="N" />
1619         <field name="AllocSettlCurrency" required="N" />
1620         <field name="IndividualAllocID" required="N" />
1621         <component name="NestedParties" required="N" />
1622         <field name="AllocQty" required="N" />
1623       </group>
1624       <field name="QtyType" required="N" />
1625       <component name="OrderQtyData" required="Y" />
1626       <component name="CommissionData" required="N" />
1627       <field name="OrderCapacity" required="N" />
1628       <field name="OrderRestrictions" required="N" />
1629       <field name="CustOrderCapacity" required="N" />
1630       <field name="ForexReq" required="N" />
1631       <field name="SettlCurrency" required="N" />
1632       <field name="BookingType" required="N" />
1633       <field name="Text" required="N" />
1634       <field name="EncodedTextLen" required="N" />
1635       <field name="EncodedText" required="N" />
1636       <field name="PositionEffect" required="N" />
1637       <field name="CoveredOrUncovered" required="N" />
1638       <field name="CashMargin" required="N" />
1639       <field name="ClearingFeeIndicator" required="N" />
1640       <field name="SolicitedFlag" required="N" />
1641       <field name="SideComplianceID" required="N" />
1642     </group>
1643     <component name="Instrument" required="Y" />
1644     <group name="NoUnderlyings" required="N">
1645       <component name="UnderlyingInstrument" required="N" />
1646     </group>
1647     <group name="NoLegs" required="N">
1648       <component name="InstrumentLeg" required="N" />
1649     </group>
1650     <field name="SettlType" required="N" />
1651     <field name="SettlDate" required="N" />
1652     <field name="HandlInst" required="N" />
1653     <field name="ExecInst" required="N" />
1654     <field name="MinQty" required="N" />
1655     <field name="MaxFloor" required="N" />
1656     <field name="ExDestination" required="N" />
1657     <group name="NoTradingSessions" required="N">
1658       <field name="TradingSessionID" required="N" />
1659       <field name="TradingSessionSubID" required="N" />
1660     </group>
1661     <field name="ProcessCode" required="N" />
1662     <field name="PrevClosePx" required="N" />
1663     <field name="LocateReqd" required="N" />
1664     <field name="TransactTime" required="Y" />
1665     <component name="Stipulations" required="N" />
1666     <field name="OrdType" required="Y" />
1667     <field name="PriceType" required="N" />
1668     <field name="Price" required="N" />
1669     <field name="StopPx" required="N" />
1670     <component name="SpreadOrBenchmarkCurveData" required="N" />
1671     <component name="YieldData" required="N" />
1672     <field name="Currency" required="N" />
1673     <field name="ComplianceID" required="N" />
1674     <field name="IOIid" required="N" />
1675     <field name="QuoteID" required="N" />
1676     <field name="TimeInForce" required="N" />
1677     <field name="EffectiveTime" required="N" />
1678     <field name="ExpireDate" required="N" />
1679     <field name="ExpireTime" required="N" />
1680     <field name="GTBookingInst" required="N" />
1681     <field name="MaxShow" required="N" />
1682     <component name="PegInstructions" required="N" />
1683     <component name="DiscretionInstructions" required="N" />
1684     <field name="TargetStrategy" required="N" />
1685     <field name="TargetStrategyParameters" required="N" />
1686     <field name="ParticipationRate" required="N" />
1687     <field name="CancellationRights" required="N" />
1688     <field name="MoneyLaunderingStatus" required="N" />
1689     <field name="RegistID" required="N" />
1690     <field name="Designation" required="N" />
1691   </message>
1692   <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
1693     <field name="OrderID" required="N" />
1694     <field name="CrossID" required="Y" />
1695     <field name="OrigCrossID" required="Y" />
1696     <field name="CrossType" required="Y" />
1697     <field name="CrossPrioritization" required="Y" />
1698     <group name="NoSides" required="Y">
1699       <field name="Side" required="Y" />
1700       <field name="OrigClOrdID" required="Y" />
1701       <field name="ClOrdID" required="Y" />
1702       <field name="SecondaryClOrdID" required="N" />
1703       <field name="ClOrdLinkID" required="N" />
1704       <field name="OrigOrdModTime" required="N" />
1705       <component name="Parties" required="N" />
1706       <field name="TradeOriginationDate" required="N" />
1707       <field name="TradeDate" required="N" />
1708       <field name="Account" required="N" />
1709       <field name="AcctIDSource" required="N" />
1710       <field name="AccountType" required="N" />
1711       <field name="DayBookingInst" required="N" />
1712       <field name="BookingUnit" required="N" />
1713       <field name="PreallocMethod" required="N" />
1714       <field name="AllocID" required="N" />
1715       <group name="NoAllocs" required="N">
1716         <field name="AllocAccount" required="N" />
1717         <field name="AllocAcctIDSource" required="N" />
1718         <field name="AllocSettlCurrency" required="N" />
1719         <field name="IndividualAllocID" required="N" />
1720         <component name="NestedParties" required="N" />
1721         <field name="AllocQty" required="N" />
1722       </group>
1723       <field name="QtyType" required="N" />
1724       <component name="OrderQtyData" required="Y" />
1725       <component name="CommissionData" required="N" />
1726       <field name="OrderCapacity" required="N" />
1727       <field name="OrderRestrictions" required="N" />
1728       <field name="CustOrderCapacity" required="N" />
1729       <field name="ForexReq" required="N" />
1730       <field name="SettlCurrency" required="N" />
1731       <field name="BookingType" required="N" />
1732       <field name="Text" required="N" />
1733       <field name="EncodedTextLen" required="N" />
1734       <field name="EncodedText" required="N" />
1735       <field name="PositionEffect" required="N" />
1736       <field name="CoveredOrUncovered" required="N" />
1737       <field name="CashMargin" required="N" />
1738       <field name="ClearingFeeIndicator" required="N" />
1739       <field name="SolicitedFlag" required="N" />
1740       <field name="SideComplianceID" required="N" />
1741     </group>
1742     <component name="Instrument" required="Y" />
1743     <group name="NoUnderlyings" required="N">
1744       <component name="UnderlyingInstrument" required="N" />
1745     </group>
1746     <group name="NoLegs" required="N">
1747       <component name="InstrumentLeg" required="N" />
1748     </group>
1749     <field name="SettlType" required="N" />
1750     <field name="SettlDate" required="N" />
1751     <field name="HandlInst" required="N" />
1752     <field name="ExecInst" required="N" />
1753     <field name="MinQty" required="N" />
1754     <field name="MaxFloor" required="N" />
1755     <field name="ExDestination" required="N" />
1756     <group name="NoTradingSessions" required="N">
1757       <field name="TradingSessionID" required="N" />
1758       <field name="TradingSessionSubID" required="N" />
1759     </group>
1760     <field name="ProcessCode" required="N" />
1761     <field name="PrevClosePx" required="N" />
1762     <field name="LocateReqd" required="N" />
1763     <field name="TransactTime" required="Y" />
1764     <component name="Stipulations" required="N" />
1765     <field name="OrdType" required="Y" />
1766     <field name="PriceType" required="N" />
1767     <field name="Price" required="N" />
1768     <field name="StopPx" required="N" />
1769     <component name="SpreadOrBenchmarkCurveData" required="N" />
1770     <component name="YieldData" required="N" />
1771     <field name="Currency" required="N" />
1772     <field name="ComplianceID" required="N" />
1773     <field name="IOIid" required="N" />
1774     <field name="QuoteID" required="N" />
1775     <field name="TimeInForce" required="N" />
1776     <field name="EffectiveTime" required="N" />
1777     <field name="ExpireDate" required="N" />
1778     <field name="ExpireTime" required="N" />
1779     <field name="GTBookingInst" required="N" />
1780     <field name="MaxShow" required="N" />
1781     <component name="PegInstructions" required="N" />
1782     <component name="DiscretionInstructions" required="N" />
1783     <field name="TargetStrategy" required="N" />
1784     <field name="TargetStrategyParameters" required="N" />
1785     <field name="ParticipationRate" required="N" />
1786     <field name="CancellationRights" required="N" />
1787     <field name="MoneyLaunderingStatus" required="N" />
1788     <field name="RegistID" required="N" />
1789     <field name="Designation" required="N" />
1790   </message>
1791   <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
1792     <field name="OrderID" required="N" />
1793     <field name="CrossID" required="Y" />
1794     <field name="OrigCrossID" required="Y" />
1795     <field name="CrossType" required="Y" />
1796     <field name="CrossPrioritization" required="Y" />
1797     <group name="NoSides" required="Y">
1798       <field name="Side" required="Y" />
1799       <field name="OrigClOrdID" required="Y" />
1800       <field name="ClOrdID" required="Y" />
1801       <field name="SecondaryClOrdID" required="N" />
1802       <field name="ClOrdLinkID" required="N" />
1803       <field name="OrigOrdModTime" required="N" />
1804       <component name="Parties" required="N" />
1805       <field name="TradeOriginationDate" required="N" />
1806       <field name="TradeDate" required="N" />
1807       <component name="OrderQtyData" required="Y" />
1808       <field name="ComplianceID" required="N" />
1809       <field name="Text" required="N" />
1810       <field name="EncodedTextLen" required="N" />
1811       <field name="EncodedText" required="N" />
1812     </group>
1813     <component name="Instrument" required="Y" />
1814     <group name="NoUnderlyings" required="N">
1815       <component name="UnderlyingInstrument" required="N" />
1816     </group>
1817     <group name="NoLegs" required="N">
1818       <component name="InstrumentLeg" required="N" />
1819     </group>
1820     <field name="TransactTime" required="Y" />
1821   </message>
1822   <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
1823     <field name="ClOrdID" required="Y" />
1824     <field name="SecondaryClOrdID" required="N" />
1825     <field name="ClOrdLinkID" required="N" />
1826     <component name="Parties" required="N" />
1827     <field name="TradeOriginationDate" required="N" />
1828     <field name="TradeDate" required="N" />
1829     <field name="Account" required="N" />
1830     <field name="AcctIDSource" required="N" />
1831     <field name="AccountType" required="N" />
1832     <field name="DayBookingInst" required="N" />
1833     <field name="BookingUnit" required="N" />
1834     <field name="PreallocMethod" required="N" />
1835     <field name="AllocID" required="N" />
1836     <group name="NoAllocs" required="N">
1837       <field name="AllocAccount" required="N" />
1838       <field name="AllocAcctIDSource" required="N" />
1839       <field name="AllocSettlCurrency" required="N" />
1840       <field name="IndividualAllocID" required="N" />
1841       <component name="NestedParties3" required="N" />
1842       <field name="AllocQty" required="N" />
1843     </group>
1844     <field name="SettlType" required="N" />
1845     <field name="SettlDate" required="N" />
1846     <field name="CashMargin" required="N" />
1847     <field name="ClearingFeeIndicator" required="N" />
1848     <field name="HandlInst" required="N" />
1849     <field name="ExecInst" required="N" />
1850     <field name="MinQty" required="N" />
1851     <field name="MaxFloor" required="N" />
1852     <field name="ExDestination" required="N" />
1853     <group name="NoTradingSessions" required="N">
1854       <field name="TradingSessionID" required="N" />
1855       <field name="TradingSessionSubID" required="N" />
1856     </group>
1857     <field name="ProcessCode" required="N" />
1858     <field name="Side" required="Y" />
1859     <component name="Instrument" required="Y" />
1860     <group name="NoUnderlyings" required="N">
1861       <component name="UnderlyingInstrument" required="N" />
1862     </group>
1863     <field name="PrevClosePx" required="N" />
1864     <group name="NoLegs" required="Y">
1865       <component name="InstrumentLeg" required="N" />
1866       <field name="LegQty" required="N" />
1867       <field name="LegSwapType" required="N" />
1868       <component name="LegStipulations" required="N" />
1869       <group name="NoLegAllocs" required="N">
1870         <field name="LegAllocAccount" required="N" />
1871         <field name="LegIndividualAllocID" required="N" />
1872         <component name="NestedParties2" required="N" />
1873         <field name="LegAllocQty" required="N" />
1874         <field name="LegAllocAcctIDSource" required="N" />
1875         <field name="LegSettlCurrency" required="N" />
1876       </group>
1877       <field name="LegPositionEffect" required="N" />
1878       <field name="LegCoveredOrUncovered" required="N" />
1879       <component name="NestedParties" required="N" />
1880       <field name="LegRefID" required="N" />
1881       <field name="LegPrice" required="N" />
1882       <field name="LegSettlType" required="N" />
1883       <field name="LegSettlDate" required="N" />
1884     </group>
1885     <field name="LocateReqd" required="N" />
1886     <field name="TransactTime" required="Y" />
1887     <field name="QtyType" required="N" />
1888     <component name="OrderQtyData" required="Y" />
1889     <field name="OrdType" required="Y" />
1890     <field name="PriceType" required="N" />
1891     <field name="Price" required="N" />
1892     <field name="StopPx" required="N" />
1893     <field name="Currency" required="N" />
1894     <field name="ComplianceID" required="N" />
1895     <field name="SolicitedFlag" required="N" />
1896     <field name="IOIid" required="N" />
1897     <field name="QuoteID" required="N" />
1898     <field name="TimeInForce" required="N" />
1899     <field name="EffectiveTime" required="N" />
1900     <field name="ExpireDate" required="N" />
1901     <field name="ExpireTime" required="N" />
1902     <field name="GTBookingInst" required="N" />
1903     <component name="CommissionData" required="N" />
1904     <field name="OrderCapacity" required="N" />
1905     <field name="OrderRestrictions" required="N" />
1906     <field name="CustOrderCapacity" required="N" />
1907     <field name="ForexReq" required="N" />
1908     <field name="SettlCurrency" required="N" />
1909     <field name="BookingType" required="N" />
1910     <field name="Text" required="N" />
1911     <field name="EncodedTextLen" required="N" />
1912     <field name="EncodedText" required="N" />
1913     <field name="PositionEffect" required="N" />
1914     <field name="CoveredOrUncovered" required="N" />
1915     <field name="MaxShow" required="N" />
1916     <component name="PegInstructions" required="N" />
1917     <component name="DiscretionInstructions" required="N" />
1918     <field name="TargetStrategy" required="N" />
1919     <field name="TargetStrategyParameters" required="N" />
1920     <field name="ParticipationRate" required="N" />
1921     <field name="CancellationRights" required="N" />
1922     <field name="MoneyLaunderingStatus" required="N" />
1923     <field name="RegistID" required="N" />
1924     <field name="Designation" required="N" />
1925     <field name="MultiLegRptTypeReq" required="N" />
1926   </message>
1927   <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
1928     <field name="OrderID" required="N" />
1929     <field name="OrigClOrdID" required="Y" />
1930     <field name="ClOrdID" required="Y" />
1931     <field name="SecondaryClOrdID" required="N" />
1932     <field name="ClOrdLinkID" required="N" />
1933     <field name="OrigOrdModTime" required="N" />
1934     <component name="Parties" required="N" />
1935     <field name="TradeOriginationDate" required="N" />
1936     <field name="TradeDate" required="N" />
1937     <field name="Account" required="N" />
1938     <field name="AcctIDSource" required="N" />
1939     <field name="AccountType" required="N" />
1940     <field name="DayBookingInst" required="N" />
1941     <field name="BookingUnit" required="N" />
1942     <field name="PreallocMethod" required="N" />
1943     <field name="AllocID" required="N" />
1944     <group name="NoAllocs" required="N">
1945       <field name="AllocAccount" required="N" />
1946       <field name="AllocAcctIDSource" required="N" />
1947       <field name="AllocSettlCurrency" required="N" />
1948       <field name="IndividualAllocID" required="N" />
1949       <component name="NestedParties3" required="N" />
1950       <field name="AllocQty" required="N" />
1951     </group>
1952     <field name="SettlType" required="N" />
1953     <field name="SettlDate" required="N" />
1954     <field name="CashMargin" required="N" />
1955     <field name="ClearingFeeIndicator" required="N" />
1956     <field name="HandlInst" required="N" />
1957     <field name="ExecInst" required="N" />
1958     <field name="MinQty" required="N" />
1959     <field name="MaxFloor" required="N" />
1960     <field name="ExDestination" required="N" />
1961     <group name="NoTradingSessions" required="N">
1962       <field name="TradingSessionID" required="N" />
1963       <field name="TradingSessionSubID" required="N" />
1964     </group>
1965     <field name="ProcessCode" required="N" />
1966     <field name="Side" required="Y" />
1967     <component name="Instrument" required="Y" />
1968     <group name="NoUnderlyings" required="N">
1969       <component name="UnderlyingInstrument" required="N" />
1970     </group>
1971     <field name="PrevClosePx" required="N" />
1972     <group name="NoLegs" required="Y">
1973       <component name="InstrumentLeg" required="N" />
1974       <field name="LegQty" required="N" />
1975       <field name="LegSwapType" required="N" />
1976       <component name="LegStipulations" required="N" />
1977       <group name="NoLegAllocs" required="N">
1978         <field name="LegAllocAccount" required="N" />
1979         <field name="LegIndividualAllocID" required="N" />
1980         <component name="NestedParties2" required="N" />
1981         <field name="LegAllocQty" required="N" />
1982         <field name="LegAllocAcctIDSource" required="N" />
1983         <field name="LegSettlCurrency" required="N" />
1984       </group>
1985       <field name="LegPositionEffect" required="N" />
1986       <field name="LegCoveredOrUncovered" required="N" />
1987       <component name="NestedParties" required="N" />
1988       <field name="LegRefID" required="N" />
1989       <field name="LegPrice" required="N" />
1990       <field name="LegSettlType" required="N" />
1991       <field name="LegSettlDate" required="N" />
1992     </group>
1993     <field name="LocateReqd" required="N" />
1994     <field name="TransactTime" required="Y" />
1995     <field name="QtyType" required="N" />
1996     <component name="OrderQtyData" required="Y" />
1997     <field name="OrdType" required="Y" />
1998     <field name="PriceType" required="N" />
1999     <field name="Price" required="N" />
2000     <field name="StopPx" required="N" />
2001     <field name="Currency" required="N" />
2002     <field name="ComplianceID" required="N" />
2003     <field name="SolicitedFlag" required="N" />
2004     <field name="IOIid" required="N" />
2005     <field name="QuoteID" required="N" />
2006     <field name="TimeInForce" required="N" />
2007     <field name="EffectiveTime" required="N" />
2008     <field name="ExpireDate" required="N" />
2009     <field name="ExpireTime" required="N" />
2010     <field name="GTBookingInst" required="N" />
2011     <component name="CommissionData" required="N" />
2012     <field name="OrderCapacity" required="N" />
2013     <field name="OrderRestrictions" required="N" />
2014     <field name="CustOrderCapacity" required="N" />
2015     <field name="ForexReq" required="N" />
2016     <field name="SettlCurrency" required="N" />
2017     <field name="BookingType" required="N" />
2018     <field name="Text" required="N" />
2019     <field name="EncodedTextLen" required="N" />
2020     <field name="EncodedText" required="N" />
2021     <field name="PositionEffect" required="N" />
2022     <field name="CoveredOrUncovered" required="N" />
2023     <field name="MaxShow" required="N" />
2024     <component name="PegInstructions" required="N" />
2025     <component name="DiscretionInstructions" required="N" />
2026     <field name="TargetStrategy" required="N" />
2027     <field name="TargetStrategyParameters" required="N" />
2028     <field name="ParticipationRate" required="N" />
2029     <field name="CancellationRights" required="N" />
2030     <field name="MoneyLaunderingStatus" required="N" />
2031     <field name="RegistID" required="N" />
2032     <field name="Designation" required="N" />
2033     <field name="MultiLegRptTypeReq" required="N" />
2034   </message>
2035   <message name="BidRequest" msgtype="k" msgcat="app">
2036     <field name="BidID" required="N" />
2037     <field name="ClientBidID" required="Y" />
2038     <field name="BidRequestTransType" required="Y" />
2039     <field name="ListName" required="N" />
2040     <field name="TotNoRelatedSym" required="Y" />
2041     <field name="BidType" required="Y" />
2042     <field name="NumTickets" required="N" />
2043     <field name="Currency" required="N" />
2044     <field name="SideValue1" required="N" />
2045     <field name="SideValue2" required="N" />
2046     <group name="NoBidDescriptors" required="N">
2047       <field name="BidDescriptorType" required="N" />
2048       <field name="BidDescriptor" required="N" />
2049       <field name="SideValueInd" required="N" />
2050       <field name="LiquidityValue" required="N" />
2051       <field name="LiquidityNumSecurities" required="N" />
2052       <field name="LiquidityPctLow" required="N" />
2053       <field name="LiquidityPctHigh" required="N" />
2054       <field name="EFPTrackingError" required="N" />
2055       <field name="FairValue" required="N" />
2056       <field name="OutsideIndexPct" required="N" />
2057       <field name="ValueOfFutures" required="N" />
2058     </group>
2059     <group name="NoBidComponents" required="N">
2060       <field name="ListID" required="N" />
2061       <field name="Side" required="N" />
2062       <field name="TradingSessionID" required="N" />
2063       <field name="TradingSessionSubID" required="N" />
2064       <field name="NetGrossInd" required="N" />
2065       <field name="SettlType" required="N" />
2066       <field name="SettlDate" required="N" />
2067       <field name="Account" required="N" />
2068       <field name="AcctIDSource" required="N" />
2069     </group>
2070     <field name="LiquidityIndType" required="N" />
2071     <field name="WtAverageLiquidity" required="N" />
2072     <field name="ExchangeForPhysical" required="N" />
2073     <field name="OutMainCntryUIndex" required="N" />
2074     <field name="CrossPercent" required="N" />
2075     <field name="ProgRptReqs" required="N" />
2076     <field name="ProgPeriodInterval" required="N" />
2077     <field name="IncTaxInd" required="N" />
2078     <field name="ForexReq" required="N" />
2079     <field name="NumBidders" required="N" />
2080     <field name="TradeDate" required="N" />
2081     <field name="BidTradeType" required="Y" />
2082     <field name="BasisPxType" required="Y" />
2083     <field name="StrikeTime" required="N" />
2084     <field name="Text" required="N" />
2085     <field name="EncodedTextLen" required="N" />
2086     <field name="EncodedText" required="N" />
2087   </message>
2088   <message name="BidResponse" msgtype="l" msgcat="app">
2089     <field name="BidID" required="N" />
2090     <field name="ClientBidID" required="N" />
2091     <group name="NoBidComponents" required="Y">
2092       <component name="CommissionData" required="Y" />
2093       <field name="ListID" required="N" />
2094       <field name="Country" required="N" />
2095       <field name="Side" required="N" />
2096       <field name="Price" required="N" />
2097       <field name="PriceType" required="N" />
2098       <field name="FairValue" required="N" />
2099       <field name="NetGrossInd" required="N" />
2100       <field name="SettlType" required="N" />
2101       <field name="SettlDate" required="N" />
2102       <field name="TradingSessionID" required="N" />
2103       <field name="TradingSessionSubID" required="N" />
2104       <field name="Text" required="N" />
2105       <field name="EncodedTextLen" required="N" />
2106       <field name="EncodedText" required="N" />
2107     </group>
2108   </message>
2109   <message name="NewOrderList" msgtype="E" msgcat="app">
2110     <field name="ListID" required="Y" />
2111     <field name="BidID" required="N" />
2112     <field name="ClientBidID" required="N" />
2113     <field name="ProgRptReqs" required="N" />
2114     <field name="BidType" required="Y" />
2115     <field name="ProgPeriodInterval" required="N" />
2116     <field name="CancellationRights" required="N" />
2117     <field name="MoneyLaunderingStatus" required="N" />
2118     <field name="RegistID" required="N" />
2119     <field name="ListExecInstType" required="N" />
2120     <field name="ListExecInst" required="N" />
2121     <field name="EncodedListExecInstLen" required="N" />
2122     <field name="EncodedListExecInst" required="N" />
2123     <field name="AllowableOneSidednessPct" required="N" />
2124     <field name="AllowableOneSidednessValue" required="N" />
2125     <field name="AllowableOneSidednessCurr" required="N" />
2126     <field name="TotNoOrders" required="Y" />
2127     <field name="LastFragment" required="N" />
2128     <group name="NoOrders" required="Y">
2129       <field name="ClOrdID" required="Y" />
2130       <field name="SecondaryClOrdID" required="N" />
2131       <field name="ListSeqNo" required="Y" />
2132       <field name="ClOrdLinkID" required="N" />
2133       <field name="SettlInstMode" required="N" />
2134       <component name="Parties" required="N" />
2135       <field name="TradeOriginationDate" required="N" />
2136       <field name="TradeDate" required="N" />
2137       <field name="Account" required="N" />
2138       <field name="AcctIDSource" required="N" />
2139       <field name="AccountType" required="N" />
2140       <field name="DayBookingInst" required="N" />
2141       <field name="BookingUnit" required="N" />
2142       <field name="AllocID" required="N" />
2143       <field name="PreallocMethod" required="N" />
2144       <group name="NoAllocs" required="N">
2145         <field name="AllocAccount" required="N" />
2146         <field name="AllocAcctIDSource" required="N" />
2147         <field name="AllocSettlCurrency" required="N" />
2148         <field name="IndividualAllocID" required="N" />
2149         <component name="NestedParties" required="N" />
2150         <field name="AllocQty" required="N" />
2151       </group>
2152       <field name="SettlType" required="N" />
2153       <field name="SettlDate" required="N" />
2154       <field name="CashMargin" required="N" />
2155       <field name="ClearingFeeIndicator" required="N" />
2156       <field name="HandlInst" required="N" />
2157       <field name="ExecInst" required="N" />
2158       <field name="MinQty" required="N" />
2159       <field name="MaxFloor" required="N" />
2160       <field name="ExDestination" required="N" />
2161       <group name="NoTradingSessions" required="N">
2162         <field name="TradingSessionID" required="N" />
2163         <field name="TradingSessionSubID" required="N" />
2164       </group>
2165       <field name="ProcessCode" required="N" />
2166       <component name="Instrument" required="Y" />
2167       <group name="NoUnderlyings" required="N">
2168         <component name="UnderlyingInstrument" required="N" />
2169       </group>
2170       <field name="PrevClosePx" required="N" />
2171       <field name="Side" required="Y" />
2172       <field name="SideValueInd" required="N" />
2173       <field name="LocateReqd" required="N" />
2174       <field name="TransactTime" required="N" />
2175       <component name="Stipulations" required="N" />
2176       <field name="QtyType" required="N" />
2177       <component name="OrderQtyData" required="Y" />
2178       <field name="OrdType" required="N" />
2179       <field name="PriceType" required="N" />
2180       <field name="Price" required="N" />
2181       <field name="StopPx" required="N" />
2182       <component name="SpreadOrBenchmarkCurveData" required="N" />
2183       <component name="YieldData" required="N" />
2184       <field name="Currency" required="N" />
2185       <field name="ComplianceID" required="N" />
2186       <field name="SolicitedFlag" required="N" />
2187       <field name="IOIid" required="N" />
2188       <field name="QuoteID" required="N" />
2189       <field name="TimeInForce" required="N" />
2190       <field name="EffectiveTime" required="N" />
2191       <field name="ExpireDate" required="N" />
2192       <field name="ExpireTime" required="N" />
2193       <field name="GTBookingInst" required="N" />
2194       <component name="CommissionData" required="N" />
2195       <field name="OrderCapacity" required="N" />
2196       <field name="OrderRestrictions" required="N" />
2197       <field name="CustOrderCapacity" required="N" />
2198       <field name="ForexReq" required="N" />
2199       <field name="SettlCurrency" required="N" />
2200       <field name="BookingType" required="N" />
2201       <field name="Text" required="N" />
2202       <field name="EncodedTextLen" required="N" />
2203       <field name="EncodedText" required="N" />
2204       <field name="SettlDate2" required="N" />
2205       <field name="OrderQty2" required="N" />
2206       <field name="Price2" required="N" />
2207       <field name="PositionEffect" required="N" />
2208       <field name="CoveredOrUncovered" required="N" />
2209       <field name="MaxShow" required="N" />
2210       <component name="PegInstructions" required="N" />
2211       <component name="DiscretionInstructions" required="N" />
2212       <field name="TargetStrategy" required="N" />
2213       <field name="TargetStrategyParameters" required="N" />
2214       <field name="ParticipationRate" required="N" />
2215       <field name="Designation" required="N" />
2216     </group>
2217   </message>
2218   <message name="ListStrikePrice" msgtype="m" msgcat="app">
2219     <field name="ListID" required="Y" />
2220     <field name="TotNoStrikes" required="Y" />
2221     <field name="LastFragment" required="N" />
2222     <group name="NoStrikes" required="Y">
2223       <component name="Instrument" required="Y" />
2224     </group>
2225     <group name="NoUnderlyings" required="N">
2226       <component name="UnderlyingInstrument" required="N" />
2227       <field name="PrevClosePx" required="N" />
2228       <field name="ClOrdID" required="N" />
2229       <field name="SecondaryClOrdID" required="N" />
2230       <field name="Side" required="N" />
2231       <field name="Price" required="Y" />
2232       <field name="Currency" required="N" />
2233       <field name="Text" required="N" />
2234       <field name="EncodedTextLen" required="N" />
2235       <field name="EncodedText" required="N" />
2236     </group>
2237   </message>
2238   <message name="ListStatus" msgtype="N" msgcat="app">
2239     <field name="ListID" required="Y" />
2240     <field name="ListStatusType" required="Y" />
2241     <field name="NoRpts" required="Y" />
2242     <field name="ListOrderStatus" required="Y" />
2243     <field name="RptSeq" required="Y" />
2244     <field name="ListStatusText" required="N" />
2245     <field name="EncodedListStatusTextLen" required="N" />
2246     <field name="EncodedListStatusText" required="N" />
2247     <field name="TransactTime" required="N" />
2248     <field name="TotNoOrders" required="Y" />
2249     <field name="LastFragment" required="N" />
2250     <group name="NoOrders" required="Y">
2251       <field name="ClOrdID" required="Y" />
2252       <field name="SecondaryClOrdID" required="N" />
2253       <field name="CumQty" required="Y" />
2254       <field name="OrdStatus" required="Y" />
2255       <field name="WorkingIndicator" required="N" />
2256       <field name="LeavesQty" required="Y" />
2257       <field name="CxlQty" required="Y" />
2258       <field name="AvgPx" required="Y" />
2259       <field name="OrdRejReason" required="N" />
2260       <field name="Text" required="N" />
2261       <field name="EncodedTextLen" required="N" />
2262       <field name="EncodedText" required="N" />
2263     </group>
2264   </message>
2265   <message name="ListExecute" msgtype="L" msgcat="app">
2266     <field name="ListID" required="Y" />
2267     <field name="ClientBidID" required="N" />
2268     <field name="BidID" required="N" />
2269     <field name="TransactTime" required="Y" />
2270     <field name="Text" required="N" />
2271     <field name="EncodedTextLen" required="N" />
2272     <field name="EncodedText" required="N" />
2273   </message>
2274   <message name="ListCancelRequest" msgtype="K" msgcat="app">
2275     <field name="ListID" required="Y" />
2276     <field name="TransactTime" required="Y" />
2277     <field name="TradeOriginationDate" required="N" />
2278     <field name="TradeDate" required="N" />
2279     <field name="Text" required="N" />
2280     <field name="EncodedTextLen" required="N" />
2281     <field name="EncodedText" required="N" />
2282   </message>
2283   <message name="ListStatusRequest" msgtype="M" msgcat="app">
2284     <field name="ListID" required="Y" />
2285     <field name="Text" required="N" />
2286     <field name="EncodedTextLen" required="N" />
2287     <field name="EncodedText" required="N" />
2288   </message>
2289   <message name="AllocationInstruction" msgtype="J" msgcat="app">
2290     <field name="AllocID" required="Y" />
2291     <field name="AllocTransType" required="Y" />
2292     <field name="AllocType" required="Y" />
2293     <field name="SecondaryAllocID" required="N" />
2294     <field name="RefAllocID" required="N" />
2295     <field name="AllocCancReplaceReason" required="N" />
2296     <field name="AllocIntermedReqType" required="N" />
2297     <field name="AllocLinkID" required="N" />
2298     <field name="AllocLinkType" required="N" />
2299     <field name="BookingRefID" required="N" />
2300     <field name="AllocNoOrdersType" required="Y" />
2301     <group name="NoOrders" required="N">
2302       <field name="ClOrdID" required="N" />
2303       <field name="OrderID" required="N" />
2304       <field name="SecondaryOrderID" required="N" />
2305       <field name="SecondaryClOrdID" required="N" />
2306       <field name="ListID" required="N" />
2307       <component name="NestedParties2" required="N" />
2308       <field name="OrderQty" required="N" />
2309       <field name="OrderAvgPx" required="N" />
2310       <field name="OrderBookingQty" required="N" />
2311     </group>
2312     <group name="NoExecs" required="N">
2313       <field name="LastQty" required="N" />
2314       <field name="ExecID" required="N" />
2315       <field name="SecondaryExecID" required="N" />
2316       <field name="LastPx" required="N" />
2317       <field name="LastParPx" required="N" />
2318       <field name="LastCapacity" required="N" />
2319     </group>
2320     <field name="PreviouslyReported" required="N" />
2321     <field name="ReversalIndicator" required="N" />
2322     <field name="MatchType" required="N" />
2323     <field name="Side" required="Y" />
2324     <component name="Instrument" required="Y" />
2325     <component name="InstrumentExtension" required="N" />
2326     <component name="FinancingDetails" required="N" />
2327     <group name="NoUnderlyings" required="N">
2328       <component name="UnderlyingInstrument" required="N" />
2329     </group>
2330     <group name="NoLegs" required="N">
2331       <component name="InstrumentLeg" required="N" />
2332     </group>
2333     <field name="Quantity" required="Y" />
2334     <field name="QtyType" required="N" />
2335     <field name="LastMkt" required="N" />
2336     <field name="TradeOriginationDate" required="N" />
2337     <field name="TradingSessionID" required="N" />
2338     <field name="TradingSessionSubID" required="N" />
2339     <field name="PriceType" required="N" />
2340     <field name="AvgPx" required="Y" />
2341     <field name="AvgParPx" required="N" />
2342     <component name="SpreadOrBenchmarkCurveData" required="N" />
2343     <field name="Currency" required="N" />
2344     <field name="AvgPxPrecision" required="N" />
2345     <component name="Parties" required="N" />
2346     <field name="TradeDate" required="Y" />
2347     <field name="TransactTime" required="N" />
2348     <field name="SettlType" required="N" />
2349     <field name="SettlDate" required="N" />
2350     <field name="BookingType" required="N" />
2351     <field name="GrossTradeAmt" required="N" />
2352     <field name="Concession" required="N" />
2353     <field name="TotalTakedown" required="N" />
2354     <field name="NetMoney" required="N" />
2355     <field name="PositionEffect" required="N" />
2356     <field name="AutoAcceptIndicator" required="N" />
2357     <field name="Text" required="N" />
2358     <field name="EncodedTextLen" required="N" />
2359     <field name="EncodedText" required="N" />
2360     <field name="NumDaysInterest" required="N" />
2361     <field name="AccruedInterestRate" required="N" />
2362     <field name="AccruedInterestAmt" required="N" />
2363     <field name="TotalAccruedInterestAmt" required="N" />
2364     <field name="InterestAtMaturity" required="N" />
2365     <field name="EndAccruedInterestAmt" required="N" />
2366     <field name="StartCash" required="N" />
2367     <field name="EndCash" required="N" />
2368     <field name="LegalConfirm" required="N" />
2369     <component name="Stipulations" required="N" />
2370     <component name="YieldData" required="N" />
2371     <field name="TotNoAllocs" required="N" />
2372     <field name="LastFragment" required="N" />
2373     <group name="NoAllocs" required="Y">
2374       <field name="AllocAccount" required="Y" />
2375       <field name="AllocAcctIDSource" required="N" />
2376       <field name="MatchStatus" required="N" />
2377       <field name="AllocPrice" required="N" />
2378       <field name="AllocQty" required="Y" />
2379       <field name="IndividualAllocID" required="N" />
2380       <field name="ProcessCode" required="N" />
2381       <component name="NestedParties" required="N" />
2382       <field name="NotifyBrokerOfCredit" required="N" />
2383       <field name="AllocHandlInst" required="N" />
2384       <field name="AllocText" required="N" />
2385       <field name="EncodedAllocTextLen" required="N" />
2386       <field name="EncodedAllocText" required="N" />
2387       <component name="CommissionData" required="N" />
2388       <field name="AllocAvgPx" required="N" />
2389       <field name="AllocNetMoney" required="N" />
2390       <field name="SettlCurrAmt" required="N" />
2391       <field name="AllocSettlCurrAmt" required="N" />
2392       <field name="SettlCurrency" required="N" />
2393       <field name="AllocSettlCurrency" required="N" />
2394       <field name="SettlCurrFxRate" required="N" />
2395       <field name="SettlCurrFxRateCalc" required="N" />
2396       <field name="AccruedInterestAmt" required="N" />
2397       <field name="AllocAccruedInterestAmt" required="N" />
2398       <field name="AllocInterestAtMaturity" required="N" />
2399       <field name="SettlInstMode" required="N" />
2400       <group name="NoMiscFees" required="N">
2401         <field name="MiscFeeAmt" required="N" />
2402         <field name="MiscFeeCurr" required="N" />
2403         <field name="MiscFeeType" required="N" />
2404         <field name="MiscFeeBasis" required="N" />
2405       </group>
2406       <field name="NoClearingInstructions" required="N" />
2407       <field name="ClearingInstruction" required="N" />
2408       <field name="ClearingFeeIndicator" required="N" />
2409       <field name="AllocSettlInstType" required="N" />
2410       <component name="SettlInstructionsData" required="N" />
2411     </group>
2412   </message>
2413   <message name="AllocationInstructionAck" msgtype="P" msgcat="app">
2414     <field name="AllocID" required="Y" />
2415     <component name="Parties" required="N" />
2416     <field name="SecondaryAllocID" required="N" />
2417     <field name="TradeDate" required="N" />
2418     <field name="TransactTime" required="Y" />
2419     <field name="AllocStatus" required="Y" />
2420     <field name="AllocRejCode" required="N" />
2421     <field name="AllocType" required="N" />
2422     <field name="AllocIntermedReqType" required="N" />
2423     <field name="MatchStatus" required="N" />
2424     <field name="Product" required="N" />
2425     <field name="SecurityType" required="N" />
2426     <field name="Text" required="N" />
2427     <field name="EncodedTextLen" required="N" />
2428     <field name="EncodedText" required="N" />
2429     <group name="NoAllocs" required="N">
2430       <field name="AllocAccount" required="N" />
2431       <field name="AllocAcctIDSource" required="N" />
2432       <field name="AllocPrice" required="N" />
2433       <field name="IndividualAllocID" required="N" />
2434       <field name="IndividualAllocRejCode" required="N" />
2435       <field name="AllocText" required="N" />
2436       <field name="EncodedAllocTextLen" required="N" />
2437       <field name="EncodedAllocText" required="N" />
2438     </group>
2439   </message>
2440   <message name="AllocationReport" msgtype="AS" msgcat="app">
2441     <field name="AllocReportID" required="Y" />
2442     <field name="AllocID" required="N" />
2443     <field name="AllocTransType" required="Y" />
2444     <field name="AllocReportRefID" required="N" />
2445     <field name="AllocCancReplaceReason" required="N" />
2446     <field name="SecondaryAllocID" required="N" />
2447     <field name="AllocReportType" required="Y" />
2448     <field name="AllocStatus" required="Y" />
2449     <field name="AllocRejCode" required="N" />
2450     <field name="RefAllocID" required="N" />
2451     <field name="AllocIntermedReqType" required="N" />
2452     <field name="AllocLinkID" required="N" />
2453     <field name="AllocLinkType" required="N" />
2454     <field name="BookingRefID" required="N" />
2455     <field name="AllocNoOrdersType" required="Y" />
2456     <group name="NoOrders" required="N">
2457       <field name="ClOrdID" required="N" />
2458       <field name="OrderID" required="N" />
2459       <field name="SecondaryOrderID" required="N" />
2460       <field name="SecondaryClOrdID" required="N" />
2461       <field name="ListID" required="N" />
2462       <component name="NestedParties2" required="N" />
2463       <field name="OrderQty" required="N" />
2464       <field name="OrderAvgPx" required="N" />
2465       <field name="OrderBookingQty" required="N" />
2466     </group>
2467     <group name="NoExecs" required="N">
2468       <field name="LastQty" required="N" />
2469       <field name="ExecID" required="N" />
2470       <field name="SecondaryExecID" required="N" />
2471       <field name="LastPx" required="N" />
2472       <field name="LastParPx" required="N" />
2473       <field name="LastCapacity" required="N" />
2474     </group>
2475     <field name="PreviouslyReported" required="N" />
2476     <field name="ReversalIndicator" required="N" />
2477     <field name="MatchType" required="N" />
2478     <field name="Side" required="Y" />
2479       <component name="Instrument" required="Y" />
2480       <component name="InstrumentExtension" required="N" />
2481       <component name="FinancingDetails" required="N" />
2482     <group name="NoUnderlyings" required="N">
2483       <component name="UnderlyingInstrument" required="N" />
2484     </group>
2485     <group name="NoLegs" required="N">
2486       <component name="InstrumentLeg" required="N" />
2487     </group>
2488     <field name="Quantity" required="Y" />
2489     <field name="QtyType" required="N" />
2490     <field name="LastMkt" required="N" />
2491     <field name="TradeOriginationDate" required="N" />
2492     <field name="TradingSessionID" required="N" />
2493     <field name="TradingSessionSubID" required="N" />
2494     <field name="PriceType" required="N" />
2495     <field name="AvgPx" required="Y" />
2496     <field name="AvgParPx" required="N" />
2497     <component name="SpreadOrBenchmarkCurveData" required="N" />
2498     <field name="Currency" required="N" />
2499     <field name="AvgPxPrecision" required="N" />
2500     <component name="Parties" required="N" />
2501     <field name="TradeDate" required="Y" />
2502     <field name="TransactTime" required="N" />
2503     <field name="SettlType" required="N" />
2504     <field name="SettlDate" required="N" />
2505     <field name="BookingType" required="N" />
2506     <field name="GrossTradeAmt" required="N" />
2507     <field name="Concession" required="N" />
2508     <field name="TotalTakedown" required="N" />
2509     <field name="NetMoney" required="N" />
2510     <field name="PositionEffect" required="N" />
2511     <field name="AutoAcceptIndicator" required="N" />
2512     <field name="Text" required="N" />
2513     <field name="EncodedTextLen" required="N" />
2514     <field name="EncodedText" required="N" />
2515     <field name="NumDaysInterest" required="N" />
2516     <field name="AccruedInterestRate" required="N" />
2517     <field name="AccruedInterestAmt" required="N" />
2518     <field name="TotalAccruedInterestAmt" required="N" />
2519     <field name="InterestAtMaturity" required="N" />
2520     <field name="EndAccruedInterestAmt" required="N" />
2521     <field name="StartCash" required="N" />
2522     <field name="EndCash" required="N" />
2523     <field name="LegalConfirm" required="N" />
2524     <component name="Stipulations" required="N" />
2525     <component name="YieldData" required="N" />
2526     <field name="TotNoAllocs" required="N" />
2527     <field name="LastFragment" required="N" />
2528     <group name="NoAllocs" required="Y">
2529       <field name="AllocAccount" required="Y" />
2530       <field name="AllocAcctIDSource" required="N" />
2531       <field name="MatchStatus" required="N" />
2532       <field name="AllocPrice" required="N" />
2533       <field name="AllocQty" required="Y" />
2534       <field name="IndividualAllocID" required="N" />
2535       <field name="ProcessCode" required="N" />
2536       <component name="NestedParties" required="N" />
2537       <field name="NotifyBrokerOfCredit" required="N" />
2538       <field name="AllocHandlInst" required="N" />
2539       <field name="AllocText" required="N" />
2540       <field name="EncodedAllocTextLen" required="N" />
2541       <field name="EncodedAllocText" required="N" />
2542       <component name="CommissionData" required="N" />
2543       <field name="AllocAvgPx" required="N" />
2544       <field name="AllocNetMoney" required="N" />
2545       <field name="SettlCurrAmt" required="N" />
2546       <field name="AllocSettlCurrAmt" required="N" />
2547       <field name="SettlCurrency" required="N" />
2548       <field name="AllocSettlCurrency" required="N" />
2549       <field name="SettlCurrFxRate" required="N" />
2550       <field name="SettlCurrFxRateCalc" required="N" />
2551       <field name="AllocAccruedInterestAmt" required="N" />
2552       <field name="AllocInterestAtMaturity" required="N" />
2553       <group name="NoMiscFees" required="N">
2554         <field name="MiscFeeAmt" required="N" />
2555         <field name="MiscFeeCurr" required="N" />
2556         <field name="MiscFeeType" required="N" />
2557         <field name="MiscFeeBasis" required="N" />
2558       </group>
2559       <group name="NoClearingInstructions" required="N">
2560         <field name="ClearingInstruction" required="N" />
2561       </group>
2562       <field name="ClearingFeeIndicator" required="N" />
2563       <field name="AllocSettlInstType" required="N" />
2564       <component name="SettlInstructionsData" required="N" />
2565     </group>
2566   </message>
2567   <message name="AllocationReportAck" msgtype="AT" msgcat="app">
2568     <field name="AllocReportID" required="Y" />
2569     <field name="AllocID" required="Y" />
2570     <component name="Parties" required="N" />
2571     <field name="SecondaryAllocID" required="N" />
2572     <field name="TradeDate" required="N" />
2573     <field name="TransactTime" required="Y" />
2574     <field name="AllocStatus" required="Y" />
2575     <field name="AllocRejCode" required="N" />
2576     <field name="AllocReportType" required="N" />
2577     <field name="AllocIntermedReqType" required="N" />
2578     <field name="MatchStatus" required="N" />
2579     <field name="Product" required="N" />
2580     <field name="SecurityType" required="N" />
2581     <field name="Text" required="N" />
2582     <field name="EncodedTextLen" required="N" />
2583     <field name="EncodedText" required="N" />
2584     <group name="NoAllocs" required="N">
2585       <field name="AllocAccount" required="N" />
2586       <field name="AllocAcctIDSource" required="N" />
2587       <field name="AllocPrice" required="N" />
2588       <field name="IndividualAllocID" required="N" />
2589       <field name="IndividualAllocRejCode" required="N" />
2590       <field name="AllocText" required="N" />
2591       <field name="EncodedAllocTextLen" required="N" />
2592       <field name="EncodedAllocText" required="N" />
2593     </group>
2594   </message>
2595   <message name="Confirmation" msgtype="AK" msgcat="app">
2596     <field name="ConfirmID" required="Y" />
2597     <field name="ConfirmRefID" required="N" />
2598     <field name="ConfirmReqID" required="N" />
2599     <field name="ConfirmTransType" required="Y" />
2600     <field name="ConfirmType" required="Y" />
2601     <field name="CopyMsgIndicator" required="N" />
2602     <field name="LegalConfirm" required="N" />
2603     <field name="ConfirmStatus" required="Y" />
2604     <component name="Parties" required="N" />
2605     <group name="NoOrders" required="N">
2606       <field name="ClOrdID" required="N" />
2607       <field name="OrderID" required="N" />
2608       <field name="SecondaryOrderID" required="N" />
2609       <field name="SecondaryClOrdID" required="N" />
2610       <field name="ListID" required="N" />
2611       <component name="NestedParties2" required="N" />
2612       <field name="OrderQty" required="N" />
2613       <field name="OrderAvgPx" required="N" />
2614       <field name="OrderBookingQty" required="N" />
2615     </group>
2616     <field name="AllocID" required="N" />
2617     <field name="SecondaryAllocID" required="N" />
2618     <field name="IndividualAllocID" required="N" />
2619     <field name="TransactTime" required="Y" />
2620     <field name="TradeDate" required="Y" />
2621     <component name="TrdRegTimestamps" required="N" />
2622     <component name="Instrument" required="Y" />
2623     <component name="InstrumentExtension" required="N" />
2624     <component name="FinancingDetails" required="N" />
2625     <group name="NoUnderlyings" required="Y">
2626       <component name="UnderlyingInstrument" required="N" />
2627     </group>
2628     <group name="NoLegs" required="Y">
2629       <component name="InstrumentLeg" required="N" />
2630     </group>
2631     <component name="YieldData" required="N" />
2632     <field name="AllocQty" required="Y" />
2633     <field name="QtyType" required="N" />
2634     <field name="Side" required="Y" />
2635     <field name="Currency" required="N" />
2636     <field name="LastMkt" required="N" />
2637     <group name="NoCapacities" required="Y">
2638       <field name="OrderCapacity" required="Y" />
2639       <field name="OrderRestrictions" required="N" />
2640       <field name="OrderCapacityQty" required="Y" />
2641     </group>
2642     <field name="AllocAccount" required="Y" />
2643     <field name="AllocAcctIDSource" required="N" />
2644     <field name="AllocAccountType" required="N" />
2645     <field name="AvgPx" required="Y" />
2646     <field name="AvgPxPrecision" required="N" />
2647     <field name="PriceType" required="N" />
2648     <field name="AvgParPx" required="N" />
2649     <component name="SpreadOrBenchmarkCurveData" required="N" />
2650     <field name="ReportedPx" required="N" />
2651     <field name="Text" required="N" />
2652     <field name="EncodedTextLen" required="N" />
2653     <field name="EncodedText" required="N" />
2654     <field name="ProcessCode" required="N" />
2655     <field name="GrossTradeAmt" required="Y" />
2656     <field name="NumDaysInterest" required="N" />
2657     <field name="ExDate" required="N" />
2658     <field name="AccruedInterestRate" required="N" />
2659     <field name="AccruedInterestAmt" required="N" />
2660     <field name="InterestAtMaturity" required="N" />
2661     <field name="EndAccruedInterestAmt" required="N" />
2662     <field name="StartCash" required="N" />
2663     <field name="EndCash" required="N" />
2664     <field name="Concession" required="N" />
2665     <field name="TotalTakedown" required="N" />
2666     <field name="NetMoney" required="Y" />
2667     <field name="MaturityNetMoney" required="N" />
2668     <field name="SettlCurrAmt" required="N" />
2669     <field name="SettlCurrency" required="N" />
2670     <field name="SettlCurrFxRate" required="N" />
2671     <field name="SettlCurrFxRateCalc" required="N" />
2672     <field name="SettlType" required="N" />
2673     <field name="SettlDate" required="N" />
2674     <component name="SettlInstructionsData" required="N" />
2675     <component name="CommissionData" required="N" />
2676     <field name="SharedCommission" required="N" />
2677     <component name="Stipulations" required="N" />
2678     <group name="NoMiscFees" required="N">
2679       <field name="MiscFeeAmt" required="N" />
2680       <field name="MiscFeeCurr" required="N" />
2681       <field name="MiscFeeType" required="N" />
2682       <field name="MiscFeeBasis" required="N" />
2683     </group>
2684   </message>
2685   <message name="ConfirmationAck" msgtype="AU" msgcat="app">
2686     <field name="ConfirmID" required="Y" />
2687     <field name="TradeDate" required="Y" />
2688     <field name="TransactTime" required="Y" />
2689     <field name="AffirmStatus" required="Y" />
2690     <field name="ConfirmRejReason" required="N" />
2691     <field name="MatchStatus" required="N" />
2692     <field name="Text" required="N" />
2693     <field name="EncodedTextLen" required="N" />
2694     <field name="EncodedText" required="N" />
2695   </message>
2696   <message name="ConfirmationRequest" msgtype="BH" msgcat="app">
2697     <field name="ConfirmReqID" required="Y" />
2698     <field name="ConfirmType" required="Y" />
2699     <group name="NoOrders" required="N">
2700       <field name="ClOrdID" required="N" />
2701       <field name="OrderID" required="N" />
2702       <field name="SecondaryOrderID" required="N" />
2703       <field name="SecondaryClOrdID" required="N" />
2704       <field name="ListID" required="N" />
2705       <component name="NestedParties2" required="N" />
2706       <field name="OrderQty" required="N" />
2707       <field name="OrderAvgPx" required="N" />
2708       <field name="OrderBookingQty" required="N" />
2709     </group>
2710     <field name="AllocID" required="N" />
2711     <field name="SecondaryAllocID" required="N" />
2712     <field name="IndividualAllocID" required="N" />
2713     <field name="TransactTime" required="Y" />
2714     <field name="AllocAccount" required="N" />
2715     <field name="AllocAcctIDSource" required="N" />
2716     <field name="AllocAccountType" required="N" />
2717     <field name="Text" required="N" />
2718     <field name="EncodedTextLen" required="N" />
2719     <field name="EncodedText" required="N" />
2720   </message>
2721   <message name="SettlementInstructions" msgtype="T" msgcat="app">
2722     <field name="SettlInstMsgID" required="Y" />
2723     <field name="SettlInstReqID" required="N" />
2724     <field name="SettlInstMode" required="Y" />
2725     <field name="SettlInstReqRejCode" required="N" />
2726     <field name="Text" required="N" />
2727     <field name="EncodedTextLen" required="N" />
2728     <field name="EncodedText" required="N" />
2729     <field name="SettlInstSource" required="N" />
2730     <field name="ClOrdID" required="N" />
2731     <field name="TransactTime" required="Y" />
2732     <group name="NoSettlInst" required="N">
2733       <field name="SettlInstID" required="N" />
2734       <field name="SettlInstTransType" required="N" />
2735       <field name="SettlInstRefID" required="N" />
2736       <component name="Parties" required="N" />
2737       <field name="Side" required="N" />
2738       <field name="Product" required="N" />
2739       <field name="SecurityType" required="N" />
2740       <field name="CFICode" required="N" />
2741       <field name="EffectiveTime" required="N" />
2742       <field name="ExpireTime" required="N" />
2743       <field name="LastUpdateTime" required="N" />
2744       <component name="SettlInstructionsData" required="N" />
2745       <field name="PaymentMethod" required="N" />
2746       <field name="PaymentRef" required="N" />
2747       <field name="CardHolderName" required="N" />
2748       <field name="CardNumber" required="N" />
2749       <field name="CardStartDate" required="N" />
2750       <field name="CardExpDate" required="N" />
2751       <field name="CardIssNum" required="N" />
2752       <field name="PaymentDate" required="N" />
2753       <field name="PaymentRemitterID" required="N" />
2754     </group>
2755   </message>
2756   <message name="SettlementInstructionRequest" msgtype="AV" msgcat="app">
2757     <field name="SettlInstReqID" required="Y" />
2758     <field name="TransactTime" required="Y" />
2759     <component name="Parties" required="N" />
2760     <field name="AllocAccount" required="N" />
2761     <field name="AllocAcctIDSource" required="N" />
2762     <field name="Side" required="N" />
2763     <field name="Product" required="N" />
2764     <field name="SecurityType" required="N" />
2765     <field name="CFICode" required="N" />
2766     <field name="EffectiveTime" required="N" />
2767     <field name="ExpireTime" required="N" />
2768     <field name="LastUpdateTime" required="N" />
2769     <field name="StandInstDbType" required="N" />
2770     <field name="StandInstDbName" required="N" />
2771     <field name="StandInstDbID" required="N" />
2772   </message>
2773   <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
2774     <field name="TradeRequestID" required="Y" />
2775     <field name="TradeRequestType" required="Y" />
2776     <field name="SubscriptionRequestType" required="N" />
2777     <field name="TradeReportID" required="N" />
2778     <field name="SecondaryTradeReportID" required="N" />
2779     <field name="ExecID" required="N" />
2780     <field name="ExecType" required="N" />
2781     <field name="OrderID" required="N" />
2782     <field name="ClOrdID" required="N" />
2783     <field name="MatchStatus" required="N" />
2784     <field name="TrdType" required="N" />
2785     <field name="TrdSubType" required="N" />
2786     <field name="TransferReason" required="N" />
2787     <field name="SecondaryTrdType" required="N" />
2788     <field name="TradeLinkID" required="N" />
2789     <field name="TrdMatchID" required="N" />
2790     <component name="Parties" required="N" />
2791     <component name="Instrument" required="N" />
2792     <component name="InstrumentExtension" required="N" />
2793     <component name="FinancingDetails" required="N" />
2794     <group name="NoUnderlyings" required="N">
2795       <component name="UnderlyingInstrument" required="N" />
2796     </group>
2797     <group name="NoLegs" required="N">
2798       <component name="InstrumentLeg" required="N" />
2799     </group>
2800     <group name="NoDates" required="N">
2801       <field name="TradeDate" required="N" />
2802       <field name="TransactTime" required="N" />
2803     </group>
2804     <field name="ClearingBusinessDate" required="N" />
2805     <field name="TradingSessionID" required="N" />
2806     <field name="TradingSessionSubID" required="N" />
2807     <field name="TimeBracket" required="N" />
2808     <field name="Side" required="N" />
2809     <field name="MultiLegReportingType" required="N" />
2810     <field name="TradeInputSource" required="N" />
2811     <field name="TradeInputDevice" required="N" />
2812     <field name="ResponseTransportType" required="N" />
2813     <field name="ResponseDestination" required="N" />
2814     <field name="Text" required="N" />
2815     <field name="EncodedTextLen" required="N" />
2816     <field name="EncodedText" required="N" />
2817   </message>
2818   <message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app">
2819     <field name="TradeRequestID" required="Y" />
2820     <field name="TradeRequestType" required="Y" />
2821     <field name="SubscriptionRequestType" required="N" />
2822     <field name="TotNumTradeReports" required="N" />
2823     <field name="TradeRequestResult" required="Y" />
2824     <field name="TradeRequestStatus" required="Y" />
2825     <component name="Instrument" required="N" />
2826     <group name="NoUnderlyings" required="N">
2827       <component name="UnderlyingInstrument" required="N" />
2828     </group>
2829     <group name="NoLegs" required="N">
2830       <component name="InstrumentLeg" required="N" />
2831     </group>
2832     <field name="MultiLegReportingType" required="N" />
2833     <field name="ResponseTransportType" required="N" />
2834     <field name="ResponseDestination" required="N" />
2835     <field name="Text" required="N" />
2836     <field name="EncodedTextLen" required="N" />
2837     <field name="EncodedText" required="N" />
2838   </message>
2839   <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
2840     <field name="TradeReportID" required="Y" />
2841     <field name="TradeReportTransType" required="N" />
2842     <field name="TradeReportType" required="N" />
2843     <field name="TradeRequestID" required="N" />
2844     <field name="TrdType" required="N" />
2845     <field name="TrdSubType" required="N" />
2846     <field name="SecondaryTrdType" required="N" />
2847     <field name="TransferReason" required="N" />
2848     <field name="ExecType" required="N" />
2849     <field name="TotNumTradeReports" required="N" />
2850     <field name="LastRptRequested" required="N" />
2851     <field name="UnsolicitedIndicator" required="N" />
2852     <field name="SubscriptionRequestType" required="N" />
2853     <field name="TradeReportRefID" required="N" />
2854     <field name="SecondaryTradeReportRefID" required="N" />
2855     <field name="SecondaryTradeReportID" required="N" />
2856     <field name="TradeLinkID" required="N" />
2857     <field name="TrdMatchID" required="N" />
2858     <field name="ExecID" required="N" />
2859     <field name="OrdStatus" required="N" />
2860     <field name="SecondaryExecID" required="N" />
2861     <field name="ExecRestatementReason" required="N" />
2862     <field name="PreviouslyReported" required="Y" />
2863     <field name="PriceType" required="N" />
2864     <component name="Instrument" required="Y" />
2865     <component name="FinancingDetails" required="N" />
2866     <component name="OrderQtyData" required="N" />
2867     <field name="QtyType" required="N" />
2868     <component name="YieldData" required="N" />
2869     <group name="NoUnderlyings" required="N">
2870       <component name="UnderlyingInstrument" required="N" />
2871     </group>
2872     <field name="UnderlyingTradingSessionID" required="N" />
2873     <field name="UnderlyingTradingSessionSubID" required="N" />
2874     <field name="LastQty" required="Y" />
2875     <field name="LastPx" required="Y" />
2876     <field name="LastParPx" required="N" />
2877     <field name="LastSpotRate" required="N" />
2878     <field name="LastForwardPoints" required="N" />
2879     <field name="LastMkt" required="N" />
2880     <field name="TradeDate" required="Y" />
2881     <field name="ClearingBusinessDate" required="N" />
2882     <field name="AvgPx" required="N" />
2883     <component name="SpreadOrBenchmarkCurveData" required="N" />
2884     <field name="AvgPxIndicator" required="N" />
2885     <component name="PositionAmountData" required="N" />
2886     <field name="MultiLegReportingType" required="N" />
2887     <field name="TradeLegRefID" required="N" />
2888     <group name="NoLegs" required="N">
2889       <component name="InstrumentLeg" required="N" />
2890       <field name="LegQty" required="N" />
2891       <field name="LegSwapType" required="N" />
2892       <component name="LegStipulations" required="N" />
2893       <field name="LegPositionEffect" required="N" />
2894       <field name="LegCoveredOrUncovered" required="N" />
2895       <component name="NestedParties" required="N" />
2896       <field name="LegRefID" required="N" />
2897       <field name="LegPrice" required="N" />
2898       <field name="LegSettlType" required="N" />
2899       <field name="LegSettlDate" required="N" />
2900       <field name="LegLastPx" required="N" />
2901     </group>
2902     <field name="TransactTime" required="Y" />
2903     <component name="TrdRegTimestamps" required="N" />
2904     <field name="SettlType" required="N" />
2905     <field name="SettlDate" required="N" />
2906     <field name="MatchStatus" required="N" />
2907     <field name="MatchType" required="N" />
2908     <group name="NoSides" required="Y">
2909       <field name="Side" required="Y" />
2910       <field name="OrderID" required="Y" />
2911       <field name="SecondaryOrderID" required="N" />
2912       <field name="ClOrdID" required="N" />
2913       <field name="SecondaryClOrdID" required="N" />
2914       <field name="ListID" required="N" />
2915       <component name="Parties" required="N" />
2916       <field name="Account" required="N" />
2917       <field name="AcctIDSource" required="N" />
2918       <field name="AccountType" required="N" />
2919       <field name="ProcessCode" required="N" />
2920       <field name="OddLot" required="N" />
2921       <group name="NoClearingInstructions" required="N">
2922         <field name="ClearingInstruction" required="N" />
2923       </group>
2924       <field name="ClearingFeeIndicator" required="N" />
2925       <field name="TradeInputSource" required="N" />
2926       <field name="TradeInputDevice" required="N" />
2927       <field name="OrderInputDevice" required="N" />
2928       <field name="Currency" required="N" />
2929       <field name="ComplianceID" required="N" />
2930       <field name="SolicitedFlag" required="N" />
2931       <field name="OrderCapacity" required="N" />
2932       <field name="OrderRestrictions" required="N" />
2933       <field name="CustOrderCapacity" required="N" />
2934       <field name="OrdType" required="N" />
2935       <field name="ExecInst" required="N" />
2936       <field name="TransBkdTime" required="N" />
2937       <field name="TradingSessionID" required="N" />
2938       <field name="TradingSessionSubID" required="N" />
2939       <field name="TimeBracket" required="N" />
2940       <component name="CommissionData" required="N" />
2941       <field name="GrossTradeAmt" required="N" />
2942       <field name="NumDaysInterest" required="N" />
2943       <field name="ExDate" required="N" />
2944       <field name="AccruedInterestRate" required="N" />
2945       <field name="AccruedInterestAmt" required="N" />
2946       <field name="InterestAtMaturity" required="N" />
2947       <field name="EndAccruedInterestAmt" required="N" />
2948       <field name="StartCash" required="N" />
2949       <field name="EndCash" required="N" />
2950       <field name="Concession" required="N" />
2951       <field name="TotalTakedown" required="N" />
2952       <field name="NetMoney" required="N" />
2953       <field name="SettlCurrAmt" required="N" />
2954       <field name="SettlCurrency" required="N" />
2955       <field name="SettlCurrFxRate" required="N" />
2956       <field name="SettlCurrFxRateCalc" required="N" />
2957       <field name="PositionEffect" required="N" />
2958       <field name="Text" required="N" />
2959       <field name="EncodedTextLen" required="N" />
2960       <field name="EncodedText" required="N" />
2961       <field name="SideMultiLegReportingType" required="N" />
2962       <group name="NoContAmts" required="N">
2963         <field name="ContAmtType" required="N" />
2964         <field name="ContAmtValue" required="N" />
2965         <field name="ContAmtCurr" required="N" />
2966       </group>
2967       <component name="Stipulations" required="N" />
2968       <group name="NoMiscFees" required="N">
2969         <field name="MiscFeeAmt" required="N" />
2970         <field name="MiscFeeCurr" required="N" />
2971         <field name="MiscFeeType" required="N" />
2972         <field name="MiscFeeBasis" required="N" />
2973       </group>
2974       <field name="ExchangeRule" required="N" />
2975       <field name="TradeAllocIndicator" required="N" />
2976       <field name="PreallocMethod" required="N" />
2977       <field name="AllocID" required="N" />
2978       <group name="NoAllocs" required="N">
2979         <field name="AllocAccount" required="N" />
2980         <field name="AllocAcctIDSource" required="N" />
2981         <field name="AllocSettlCurrency" required="N" />
2982         <field name="IndividualAllocID" required="N" />
2983         <component name="NestedParties2" required="N" />
2984         <field name="AllocQty" required="N" />
2985       </group>
2986     </group>
2987     <field name="CopyMsgIndicator" required="N" />
2988     <field name="PublishTrdIndicator" required="N" />
2989     <field name="ShortSaleReason" required="N" />
2990   </message>
2991   <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app">
2992     <field name="TradeReportID" required="Y" />
2993     <field name="TradeReportTransType" required="N" />
2994     <field name="TradeReportType" required="N" />
2995     <field name="TrdType" required="N" />
2996     <field name="TrdSubType" required="N" />
2997     <field name="SecondaryTrdType" required="N" />
2998     <field name="TransferReason" required="N" />
2999     <field name="ExecType" required="Y" />
3000     <field name="TradeReportRefID" required="N" />
3001     <field name="SecondaryTradeReportRefID" required="N" />
3002     <field name="TrdRptStatus" required="N" />
3003     <field name="TradeReportRejectReason" required="N" />
3004     <field name="SecondaryTradeReportID" required="N" />
3005     <field name="SubscriptionRequestType" required="N" />
3006     <field name="TradeLinkID" required="N" />
3007     <field name="TrdMatchID" required="N" />
3008     <field name="ExecID" required="N" />
3009     <field name="SecondaryExecID" required="N" />
3010   <component name="Instrument" required="Y" />
3011     <field name="TransactTime" required="N" />
3012     <component name="TrdRegTimestamps" required="N" />
3013     <field name="ResponseTransportType" required="N" />
3014     <field name="ResponseDestination" required="N" />
3015     <field name="Text" required="N" />
3016     <field name="EncodedTextLen" required="N" />
3017     <field name="EncodedText" required="N" />
3018     <group name="NoLegs" required="N">
3019       <component name="InstrumentLeg" required="N" />
3020       <field name="LegQty" required="N" />
3021       <field name="LegSwapType" required="N" />
3022       <component name="LegStipulations" required="N" />
3023       <field name="LegPositionEffect" required="N" />
3024       <field name="LegCoveredOrUncovered" required="N" />
3025       <component name="NestedParties" required="N" />
3026       <field name="LegRefID" required="N" />
3027       <field name="LegPrice" required="N" />
3028       <field name="LegSettlType" required="N" />
3029       <field name="LegSettlDate" required="N" />
3030       <field name="LegLastPx" required="N" />
3031     </group>
3032     <field name="ClearingFeeIndicator" required="N" />
3033     <field name="OrderCapacity" required="N" />
3034     <field name="OrderRestrictions" required="N" />
3035     <field name="CustOrderCapacity" required="N" />
3036     <field name="Account" required="N" />
3037     <field name="AcctIDSource" required="N" />
3038     <field name="AccountType" required="N" />
3039     <field name="PositionEffect" required="N" />
3040     <field name="PreallocMethod" required="N" />
3041     <group name="NoAllocs" required="N">
3042       <field name="AllocAccount" required="N" />
3043       <field name="AllocAcctIDSource" required="N" />
3044       <field name="AllocSettlCurrency" required="N" />
3045       <field name="IndividualAllocID" required="N" />
3046       <component name="NestedParties2" required="N" />
3047       <field name="AllocQty" required="N" />
3048     </group>
3049   </message>
3050   <message name="RegistrationInstructions" msgtype="o" msgcat="app">
3051     <field name="RegistID" required="Y" />
3052     <field name="RegistTransType" required="Y" />
3053     <field name="RegistRefID" required="Y" />
3054     <field name="ClOrdID" required="N" />
3055     <component name="Parties" required="N" />
3056     <field name="Account" required="N" />
3057     <field name="AcctIDSource" required="N" />
3058     <field name="RegistAcctType" required="N" />
3059     <field name="TaxAdvantageType" required="N" />
3060     <field name="OwnershipType" required="N" />
3061     <group name="NoRegistDtls" required="N">
3062       <field name="RegistDtls" required="N" />
3063       <field name="RegistEmail" required="N" />
3064       <field name="MailingDtls" required="N" />
3065       <field name="MailingInst" required="N" />
3066       <component name="NestedParties" required="N" />
3067       <field name="OwnerType" required="N" />
3068       <field name="DateOfBirth" required="N" />
3069       <field name="InvestorCountryOfResidence" required="N" />
3070     </group>
3071     <group name="NoDistribInsts" required="N">
3072       <field name="DistribPaymentMethod" required="N" />
3073       <field name="DistribPercentage" required="N" />
3074       <field name="CashDistribCurr" required="N" />
3075       <field name="CashDistribAgentName" required="N" />
3076       <field name="CashDistribAgentCode" required="N" />
3077       <field name="CashDistribAgentAcctNumber" required="N" />
3078       <field name="CashDistribPayRef" required="N" />
3079       <field name="CashDistribAgentAcctName" required="N" />
3080     </group>
3081   </message>
3082   <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
3083     <field name="RegistID" required="Y" />
3084     <field name="RegistTransType" required="Y" />
3085     <field name="RegistRefID" required="Y" />
3086     <field name="ClOrdID" required="N" />
3087     <component name="Parties" required="N" />
3088     <field name="Account" required="N" />
3089     <field name="AcctIDSource" required="N" />
3090     <field name="RegistStatus" required="Y" />
3091     <field name="RegistRejReasonCode" required="N" />
3092     <field name="RegistRejReasonText" required="N" />
3093   </message>
3094   <message name="PositionMaintenanceRequest" msgtype="AL" msgcat="app">
3095     <field name="PosReqID" required="Y" />
3096     <field name="PosTransType" required="Y" />
3097     <field name="PosMaintAction" required="Y" />
3098     <field name="OrigPosReqRefID" required="N" />
3099     <field name="PosMaintRptRefID" required="N" />
3100     <field name="ClearingBusinessDate" required="Y" />
3101     <field name="SettlSessID" required="N" />
3102     <field name="SettlSessSubID" required="N" />
3103     <component name="Parties" required="Y" />
3104     <field name="Account" required="Y" />
3105     <field name="AcctIDSource" required="N" />
3106     <field name="AccountType" required="Y" />
3107     <component name="Instrument" required="Y" />
3108     <field name="Currency" required="N" />
3109     <group name="NoLegs" required="N">
3110       <component name="InstrumentLeg" required="N" />
3111     </group>
3112     <group name="NoUnderlyings" required="N">
3113       <component name="UnderlyingInstrument" required="N" />
3114     </group>
3115     <group name="NoTradingSessions" required="N">
3116       <field name="TradingSessionID" required="N" />
3117       <field name="TradingSessionSubID" required="N" />
3118     </group>
3119     <field name="TransactTime" required="Y" />
3120     <component name="PositionQty" required="Y" />
3121     <field name="AdjustmentType" required="N" />
3122     <field name="ContraryInstructionIndicator" required="N" />
3123     <field name="PriorSpreadIndicator" required="N" />
3124     <field name="ThresholdAmount" required="N" />
3125     <field name="Text" required="N" />
3126     <field name="EncodedTextLen" required="N" />
3127     <field name="EncodedText" required="N" />
3128   </message>
3129   <message name="PositionMaintenanceReport" msgtype="AM" msgcat="app">
3130     <field name="PosMaintRptID" required="Y" />
3131     <field name="PosTransType" required="Y" />
3132     <field name="PosReqID" required="N" />
3133     <field name="PosMaintAction" required="Y" />
3134     <field name="OrigPosReqRefID" required="Y" />
3135     <field name="PosMaintStatus" required="Y" />
3136     <field name="PosMaintResult" required="N" />
3137     <field name="ClearingBusinessDate" required="Y" />
3138     <field name="SettlSessID" required="N" />
3139     <field name="SettlSessSubID" required="N" />
3140     <component name="Parties" required="N" />
3141     <field name="Account" required="Y" />
3142     <field name="AcctIDSource" required="N" />
3143     <field name="AccountType" required="Y" />
3144     <component name="Instrument" required="Y" />
3145     <field name="Currency" required="N" />
3146     <group name="NoLegs" required="N">
3147       <component name="InstrumentLeg" required="N" />
3148     </group>
3149     <group name="NoUnderlyings" required="N">
3150       <component name="UnderlyingInstrument" required="N" />
3151     </group>
3152     <group name="NoTradingSessions" required="N">
3153       <field name="TradingSessionID" required="N" />
3154       <field name="TradingSessionSubID" required="N" />
3155     </group>
3156     <field name="TransactTime" required="Y" />
3157     <component name="PositionQty" required="Y" />
3158     <component name="PositionAmountData" required="Y" />
3159     <field name="AdjustmentType" required="N" />
3160     <field name="ThresholdAmount" required="N" />
3161     <field name="Text" required="N" />
3162     <field name="EncodedTextLen" required="N" />
3163     <field name="EncodedText" required="N" />
3164   </message>
3165   <message name="RequestForPositions" msgtype="AN" msgcat="app">
3166     <field name="PosReqID" required="Y" />
3167     <field name="PosReqType" required="Y" />
3168     <field name="MatchStatus" required="N" />
3169     <field name="SubscriptionRequestType" required="N" />
3170     <component name="Parties" required="Y" />
3171     <field name="Account" required="Y" />
3172     <field name="AcctIDSource" required="N" />
3173     <field name="AccountType" required="Y" />
3174     <component name="Instrument" required="N" />
3175     <field name="Currency" required="N" />
3176     <group name="NoLegs" required="N">
3177       <component name="InstrumentLeg" required="N" />
3178     </group>
3179     <group name="NoUnderlyings" required="N">
3180       <component name="UnderlyingInstrument" required="N" />
3181     </group>
3182     <field name="ClearingBusinessDate" required="Y" />
3183     <field name="SettlSessID" required="N" />
3184     <field name="SettlSessSubID" required="N" />
3185     <group name="NoTradingSessions" required="N">
3186       <field name="TradingSessionID" required="N" />
3187       <field name="TradingSessionSubID" required="N" />
3188     </group>
3189     <field name="TransactTime" required="Y" />
3190     <field name="ResponseTransportType" required="N" />
3191     <field name="ResponseDestination" required="N" />
3192     <field name="Text" required="N" />
3193     <field name="EncodedTextLen" required="N" />
3194     <field name="EncodedText" required="N" />
3195   </message>
3196   <message name="RequestForPositionsAck" msgtype="AO" msgcat="app">
3197     <field name="PosMaintRptID" required="Y" />
3198     <field name="PosReqID" required="N" />
3199     <field name="TotalNumPosReports" required="N" />
3200     <field name="UnsolicitedIndicator" required="N" />
3201     <field name="PosReqResult" required="Y" />
3202     <field name="PosReqStatus" required="Y" />
3203     <component name="Parties" required="Y" />
3204     <field name="Account" required="Y" />
3205     <field name="AcctIDSource" required="N" />
3206     <field name="AccountType" required="Y" />
3207     <component name="Instrument" required="N" />
3208     <field name="Currency" required="N" />
3209     <group name="NoLegs" required="N">
3210       <component name="InstrumentLeg" required="N" />
3211     </group>
3212     <group name="NoUnderlyings" required="N">
3213       <component name="UnderlyingInstrument" required="N" />
3214     </group>
3215     <field name="ResponseTransportType" required="N" />
3216     <field name="ResponseDestination" required="N" />
3217     <field name="Text" required="N" />
3218     <field name="EncodedTextLen" required="N" />
3219     <field name="EncodedText" required="N" />
3220   </message>
3221   <message name="PositionReport" msgtype="AP" msgcat="app">
3222     <field name="PosMaintRptID" required="Y" />
3223     <field name="PosReqID" required="N" />
3224     <field name="PosReqType" required="N" />
3225     <field name="SubscriptionRequestType" required="N" />
3226     <field name="TotalNumPosReports" required="N" />
3227     <field name="UnsolicitedIndicator" required="N" />
3228     <field name="PosReqResult" required="Y" />
3229     <field name="ClearingBusinessDate" required="Y" />
3230     <field name="SettlSessID" required="N" />
3231     <field name="SettlSessSubID" required="N" />
3232     <component name="Parties" required="Y" />
3233     <field name="Account" required="Y" />
3234     <field name="AcctIDSource" required="N" />
3235     <field name="AccountType" required="Y" />
3236     <component name="Instrument" required="N" />
3237     <field name="Currency" required="N" />
3238     <field name="SettlPrice" required="Y" />
3239     <field name="SettlPriceType" required="Y" />
3240     <field name="PriorSettlPrice" required="Y" />
3241     <group name="NoLegs" required="N">
3242       <component name="InstrumentLeg" required="N" />
3243     </group>
3244     <group name="NoUnderlyings" required="N">
3245       <component name="UnderlyingInstrument" required="N" />
3246       <field name="UnderlyingSettlPrice" required="Y" />
3247       <field name="UnderlyingSettlPriceType" required="Y" />
3248     </group>
3249     <component name="PositionQty" required="Y" />
3250     <component name="PositionAmountData" required="Y" />
3251     <field name="RegistStatus" required="N" />   RegNonRegInd
3252     <field name="DeliveryDate" required="N" />
3253     <field name="Text" required="N" />
3254     <field name="EncodedTextLen" required="N" />
3255     <field name="EncodedText" required="N" />
3256   </message>
3257   <message name="AssignmentReport" msgtype="AW" msgcat="app">
3258     <field name="AsgnRptID" required="Y" />
3259     <field name="TotNumAssignmentReports" required="N" />
3260     <field name="LastRptRequested" required="N" />
3261     <component name="Parties" required="Y" />
3262     <field name="Account" required="N" />
3263     <field name="AccountType" required="Y" />
3264     <component name="Instrument" required="N" />
3265     <field name="Currency" required="N" />
3266     <field name="NoLegs" required="N" />
3267     <component name="InstrumentLeg" required="N" />
3268     <group name="NoUnderlyings" required="N">
3269       <component name="UnderlyingInstrument" required="N" />
3270     </group>
3271     <component name="PositionQty" required="Y" />
3272     <component name="PositionAmountData" required="Y" />
3273     <field name="ThresholdAmount" required="N" />
3274     <field name="SettlPrice" required="Y" />
3275     <field name="SettlPriceType" required="Y" />
3276     <field name="UnderlyingSettlPrice" required="Y" />
3277     <field name="ExpireDate" required="N" />
3278     <field name="AssignmentMethod" required="Y" />
3279     <field name="AssignmentUnit" required="N" />
3280     <field name="OpenInterest" required="Y" />
3281     <field name="ExerciseMethod" required="Y" />
3282     <field name="SettlSessID" required="Y" />
3283     <field name="SettlSessSubID" required="Y" />
3284     <field name="ClearingBusinessDate" required="Y" />
3285     <field name="Text" required="N" />
3286     <field name="EncodedTextLen" required="N" />
3287     <field name="EncodedText" required="N" />
3288   </message>
3289   <message name="CollateralRequest" msgtype="AX" msgcat="app">
3290     <field name="CollReqID" required="Y" />
3291     <field name="CollAsgnReason" required="Y" />
3292     <field name="TransactTime" required="Y" />
3293     <field name="ExpireTime" required="N" />
3294     <component name="Parties" required="N" />
3295     <field name="Account" required="N" />
3296     <field name="AccountType" required="N" />
3297     <field name="ClOrdID" required="N" />
3298     <field name="OrderID" required="N" />
3299     <field name="SecondaryOrderID" required="N" />
3300     <field name="SecondaryClOrdID" required="N" />
3301     <group name="NoExecs" required="N">
3302       <field name="ExecID" required="N" />
3303     </group>
3304     <group name="NoTrades" required="N">
3305       <field name="TradeReportID" required="N" />
3306       <field name="SecondaryTradeReportID" required="N" />
3307     </group>
3308     <component name="Instrument" required="N" />
3309     <component name="FinancingDetails" required="N" />
3310     <field name="SettlDate" required="N" />
3311     <field name="Quantity" required="N" />
3312     <field name="QtyType" required="N" />
3313     <field name="Currency" required="N" />
3314     <field name="NoLegs" required="N" />
3315     <component name="InstrumentLeg" required="N" />
3316     <group name="NoUnderlyings" required="N">
3317       <component name="UnderlyingInstrument" required="N" />
3318       <field name="CollAction" required="N" />
3319     </group>
3320     <field name="MarginExcess" required="N" />
3321     <field name="TotalNetValue" required="N" />
3322     <field name="CashOutstanding" required="N" />
3323     <component name="TrdRegTimestamps" required="N" />
3324     <field name="Side" required="N" />
3325     <group name="NoMiscFees" required="N">
3326       <field name="MiscFeeAmt" required="N" />
3327       <field name="MiscFeeCurr" required="N" />
3328       <field name="MiscFeeType" required="N" />
3329       <field name="MiscFeeBasis" required="N" />
3330     </group>
3331     <field name="Price" required="N" />
3332     <field name="PriceType" required="N" />
3333     <field name="AccruedInterestAmt" required="N" />
3334     <field name="EndAccruedInterestAmt" required="N" />
3335     <field name="StartCash" required="N" />
3336     <field name="EndCash" required="N" />
3337     <component name="SpreadOrBenchmarkCurveData" required="N" />
3338     <component name="Stipulations" required="N" />
3339     <field name="TradingSessionID" required="N" />
3340     <field name="TradingSessionSubID" required="N" />
3341     <field name="SettlSessID" required="N" />
3342     <field name="SettlSessSubID" required="N" />
3343     <field name="ClearingBusinessDate" required="N" />
3344     <field name="Text" required="N" />
3345     <field name="EncodedTextLen" required="N" />
3346     <field name="EncodedText" required="N" />
3347   </message>
3348   <message name="CollateralAssignment" msgtype="AY" msgcat="app">
3349     <field name="CollAsgnID" required="Y" />
3350     <field name="CollReqID" required="N" />
3351     <field name="CollAsgnReason" required="Y" />
3352     <field name="CollAsgnTransType" required="Y" />
3353     <field name="CollAsgnRefID" required="N" />
3354     <field name="TransactTime" required="Y" />
3355     <field name="ExpireTime" required="N" />
3356     <component name="Parties" required="N" />
3357     <field name="Account" required="N" />
3358     <field name="AccountType" required="N" />
3359     <field name="ClOrdID" required="N" />
3360     <field name="OrderID" required="N" />
3361     <field name="SecondaryOrderID" required="N" />
3362     <field name="SecondaryClOrdID" required="N" />
3363     <group name="NoExecs" required="N">
3364       <field name="ExecID" required="N" />
3365     </group>
3366     <group name="NoTrades" required="N">
3367       <field name="TradeReportID" required="N" />
3368       <field name="SecondaryTradeReportID" required="N" />
3369     </group>
3370     <component name="Instrument" required="N" />
3371     <component name="FinancingDetails" required="N" />
3372     <field name="SettlDate" required="N" />
3373     <field name="Quantity" required="N" />
3374     <field name="QtyType" required="N" />
3375     <field name="Currency" required="N" />
3376     <field name="NoLegs" required="N" />
3377     <component name="InstrumentLeg" required="N" />
3378     <group name="NoUnderlyings" required="N">
3379       <component name="UnderlyingInstrument" required="N" />
3380       <field name="CollAction" required="N" />
3381     </group>
3382     <field name="MarginExcess" required="N" />
3383     <field name="TotalNetValue" required="N" />
3384     <field name="CashOutstanding" required="N" />
3385     <component name="TrdRegTimestamps" required="N" />
3386     <field name="Side" required="N" />
3387     <group name="NoMiscFees" required="N">
3388       <field name="MiscFeeAmt" required="N" />
3389       <field name="MiscFeeCurr" required="N" />
3390       <field name="MiscFeeType" required="N" />
3391       <field name="MiscFeeBasis" required="N" />
3392     </group>
3393     <field name="Price" required="N" />
3394     <field name="PriceType" required="N" />
3395     <field name="AccruedInterestAmt" required="N" />
3396     <field name="EndAccruedInterestAmt" required="N" />
3397     <field name="StartCash" required="N" />
3398     <field name="EndCash" required="N" />
3399   <component name="SpreadOrBenchmarkCurveData" required="N" />
3400     <component name="Stipulations" required="N" />
3401     <component name="SettlInstructionsData" required="N" />
3402     <field name="TradingSessionID" required="N" />
3403     <field name="TradingSessionSubID" required="N" />
3404     <field name="SettlSessID" required="N" />
3405     <field name="SettlSessSubID" required="N" />
3406     <field name="ClearingBusinessDate" required="N" />
3407     <field name="Text" required="N" />
3408     <field name="EncodedTextLen" required="N" />
3409     <field name="EncodedText" required="N" />
3410   </message>
3411   <message name="CollateralResponse" msgtype="AZ" msgcat="app">
3412     <field name="CollRespID" required="Y" />
3413     <field name="CollAsgnID" required="Y" />
3414     <field name="CollReqID" required="N" />
3415     <field name="CollAsgnReason" required="Y" />
3416     <field name="CollAsgnTransType" required="N" />
3417     <field name="CollAsgnRespType" required="Y" />
3418     <field name="CollAsgnRejectReason" required="N" />
3419     <field name="TransactTime" required="Y" />
3420     <component name="Parties" required="N" />
3421     <field name="Account" required="N" />
3422     <field name="AccountType" required="N" />
3423     <field name="ClOrdID" required="N" />
3424     <field name="OrderID" required="N" />
3425     <field name="SecondaryOrderID" required="N" />
3426     <field name="SecondaryClOrdID" required="N" />
3427     <group name="NoExecs" required="N">
3428       <field name="ExecID" required="N" />
3429     </group>
3430     <group name="NoTrades" required="N">
3431       <field name="TradeReportID" required="N" />
3432       <field name="SecondaryTradeReportID" required="N" />
3433     </group>
3434     <component name="Instrument" required="N" />
3435     <component name="FinancingDetails" required="N" />
3436     <field name="SettlDate" required="N" />
3437     <field name="Quantity" required="N" />
3438     <field name="QtyType" required="N" />
3439     <field name="Currency" required="N" />
3440     <field name="NoLegs" required="N" />
3441     <component name="InstrumentLeg" required="N" />
3442     <group name="NoUnderlyings" required="N">
3443       <component name="UnderlyingInstrument" required="N" />
3444       <field name="CollAction" required="N" />
3445     </group>
3446     <field name="MarginExcess" required="N" />
3447     <field name="TotalNetValue" required="N" />
3448     <field name="CashOutstanding" required="N" />
3449     <component name="TrdRegTimestamps" required="N" />
3450     <field name="Side" required="N" />
3451     <group name="NoMiscFees" required="N">
3452       <field name="MiscFeeAmt" required="N" />
3453       <field name="MiscFeeCurr" required="N" />
3454       <field name="MiscFeeType" required="N" />
3455       <field name="MiscFeeBasis" required="N" />
3456     </group>
3457     <field name="Price" required="N" />
3458     <field name="PriceType" required="N" />
3459     <field name="AccruedInterestAmt" required="N" />
3460     <field name="EndAccruedInterestAmt" required="N" />
3461     <field name="StartCash" required="N" />
3462     <field name="EndCash" required="N" />
3463     <component name="SpreadOrBenchmarkCurveData" required="N" />
3464     <component name="Stipulations" required="N" />
3465     <field name="Text" required="N" />
3466     <field name="EncodedTextLen" required="N" />
3467     <field name="EncodedText" required="N" />
3468   </message>
3469   <message name="CollateralReport" msgtype="BA" msgcat="app">
3470     <field name="CollRptID" required="Y" />
3471     <field name="CollInquiryID" required="N" />
3472     <field name="CollStatus" required="Y" />
3473     <field name="TotNumReports" required="N" />
3474     <field name="LastRptRequested" required="N" />
3475     <component name="Parties" required="N" />
3476     <field name="Account" required="N" />
3477     <field name="AccountType" required="N" />
3478     <field name="ClOrdID" required="N" />
3479     <field name="OrderID" required="N" />
3480     <field name="SecondaryOrderID" required="N" />
3481     <field name="SecondaryClOrdID" required="N" />
3482     <group name="NoExecs" required="N">
3483       <field name="ExecID" required="N" />
3484     </group>
3485     <group name="NoTrades" required="N">
3486       <field name="TradeReportID" required="N" />
3487       <field name="SecondaryTradeReportID" required="N" />
3488     </group>
3489     <component name="Instrument" required="N" />
3490     <component name="FinancingDetails" required="N" />
3491     <field name="SettlDate" required="N" />
3492     <field name="Quantity" required="N" />
3493     <field name="QtyType" required="N" />
3494     <field name="Currency" required="N" />
3495     <field name="NoLegs" required="N" />
3496     <component name="InstrumentLeg" required="N" />
3497     <group name="NoUnderlyings" required="N">
3498       <component name="UnderlyingInstrument" required="N" />
3499     </group>
3500     <field name="MarginExcess" required="N" />
3501     <field name="TotalNetValue" required="N" />
3502     <field name="CashOutstanding" required="N" />
3503     <component name="TrdRegTimestamps" required="N" />
3504     <field name="Side" required="N" />
3505     <group name="NoMiscFees" required="N">
3506       <field name="MiscFeeAmt" required="N" />
3507       <field name="MiscFeeCurr" required="N" />
3508       <field name="MiscFeeType" required="N" />
3509       <field name="MiscFeeBasis" required="N" />
3510     </group>
3511     <field name="Price" required="N" />
3512     <field name="PriceType" required="N" />
3513     <field name="AccruedInterestAmt" required="N" />
3514     <field name="EndAccruedInterestAmt" required="N" />
3515     <field name="StartCash" required="N" />
3516     <field name="EndCash" required="N" />
3517     <component name="SpreadOrBenchmarkCurveData" required="N" />
3518     <component name="Stipulations" required="N" />
3519     <component name="SettlInstructionsData" required="N" />
3520     <field name="TradingSessionID" required="N" />
3521     <field name="TradingSessionSubID" required="N" />
3522     <field name="SettlSessID" required="N" />
3523     <field name="SettlSessSubID" required="N" />
3524     <field name="ClearingBusinessDate" required="N" />
3525     <field name="Text" required="N" />
3526     <field name="EncodedTextLen" required="N" />
3527     <field name="EncodedText" required="N" />
3528   </message>
3529   <message name="CollateralInquiry" msgtype="BB" msgcat="app">
3530     <field name="CollInquiryID" required="N" />
3531     <group name="NoCollInquiryQualifier" required="N">
3532       <field name="CollInquiryQualifier" required="N" />
3533     </group>
3534     <field name="SubscriptionRequestType" required="N" />
3535     <field name="ResponseTransportType" required="N" />
3536     <field name="ResponseDestination" required="N" />
3537     <component name="Parties" required="N" />
3538     <field name="Account" required="N" />
3539     <field name="AccountType" required="N" />
3540     <field name="ClOrdID" required="N" />
3541     <field name="OrderID" required="N" />
3542     <field name="SecondaryOrderID" required="N" />
3543     <field name="SecondaryClOrdID" required="N" />
3544     <group name="NoExecs" required="N">
3545       <field name="ExecID" required="N" />
3546     </group>
3547     <group name="NoTrades" required="N">
3548       <field name="TradeReportID" required="N" />
3549       <field name="SecondaryTradeReportID" required="N" />
3550     </group>
3551     <component name="Instrument" required="N" />
3552     <component name="FinancingDetails" required="N" />
3553     <field name="SettlDate" required="N" />
3554     <field name="Quantity" required="N" />
3555     <field name="QtyType" required="N" />
3556     <field name="Currency" required="N" />
3557     <field name="NoLegs" required="N" />
3558     <component name="InstrumentLeg" required="N" />
3559     <group name="NoUnderlyings" required="N">
3560       <component name="UnderlyingInstrument" required="N" />
3561     </group>
3562     <field name="MarginExcess" required="N" />
3563     <field name="TotalNetValue" required="N" />
3564     <field name="CashOutstanding" required="N" />
3565     <component name="TrdRegTimestamps" required="N" />
3566     <field name="Side" required="N" />
3567     <field name="Price" required="N" />
3568     <field name="PriceType" required="N" />
3569     <field name="AccruedInterestAmt" required="N" />
3570     <field name="EndAccruedInterestAmt" required="N" />
3571     <field name="StartCash" required="N" />
3572     <field name="EndCash" required="N" />
3573     <component name="SpreadOrBenchmarkCurveData" required="N" />
3574     <component name="Stipulations" required="N" />
3575     <component name="SettlInstructionsData" required="N" />
3576     <field name="TradingSessionID" required="N" />
3577     <field name="TradingSessionSubID" required="N" />
3578     <field name="SettlSessID" required="N" />
3579     <field name="SettlSessSubID" required="N" />
3580     <field name="ClearingBusinessDate" required="N" />
3581     <field name="Text" required="N" />
3582     <field name="EncodedTextLen" required="N" />
3583     <field name="EncodedText" required="N" />
3584   </message>
3585   <message name="NetworkStatusRequest" msgtype="BC" msgcat="app">
3586     <field name="NetworkRequestType" required="Y" />
3587     <field name="NetworkRequestID" required="Y" />
3588     <group name="NoCompIDs" required="N">
3589       <field name="RefCompID" required="N" />
3590       <field name="RefSubID" required="N" />
3591       <field name="LocationID" required="N" />
3592       <field name="DeskID" required="N" />
3593     </group>
3594   </message>
3595   <message name="NetworkStatusRequest" msgtype="BD" msgcat="app">
3596     <field name="NetworkStatusResponseType" required="Y" />
3597     <field name="NetworkRequestID" required="N" />
3598     <field name="NetworkResponseID" required="N" />
3599     <field name="LastNetworkResponseID" required="N" />
3600     <group name="NoCompIDs" required="Y">
3601       <field name="RefCompID" required="N" />
3602       <field name="RefSubID" required="N" />
3603       <field name="LocationID" required="N" />
3604       <field name="DeskID" required="N" />
3605       <field name="StatusValue" required="N" />
3606       <field name="StatusText" required="N" />
3607     </group>
3608   </message>
3609   <message name="CollateralInquiryAck" msgtype="BG" msgcat="app">
3610     <field name="CollInquiryID" required="Y" />
3611     <field name="CollInquiryStatus" required="Y" />
3612     <field name="CollInquiryResult" required="N" />
3613     <group name="NoCollInquiryQualifier" required="N">
3614       <field name="CollInquiryQualifier" required="N" />
3615     </group>
3616     <field name="TotNumReports" required="N" />
3617     <component name="Parties" required="N" />
3618     <field name="Account" required="N" />
3619     <field name="AccountType" required="N" />
3620     <field name="ClOrdID" required="N" />
3621     <field name="OrderID" required="N" />
3622     <field name="SecondaryOrderID" required="N" />
3623     <field name="SecondaryClOrdID" required="N" />
3624     <group name="NoExecs" required="N">
3625       <field name="ExecID" required="N" />
3626     </group>
3627     <group name="NoTrades" required="N">
3628       <field name="TradeReportID" required="N" />
3629       <field name="SecondaryTradeReportID" required="N" />
3630     </group>
3631     <component name="Instrument" required="N" />
3632     <component name="FinancingDetails" required="N" />
3633     <field name="SettlDate" required="N" />
3634     <field name="Quantity" required="N" />
3635     <field name="QtyType" required="N" />
3636     <field name="Currency" required="N" />
3637     <field name="NoLegs" required="N" />
3638     <component name="InstrumentLeg" required="N" />
3639     <group name="NoUnderlyings" required="N">
3640       <component name="UnderlyingInstrument" required="N" />
3641     </group>
3642     <field name="TradingSessionID" required="N" />
3643     <field name="TradingSessionSubID" required="N" />
3644     <field name="SettlSessID" required="N" />
3645     <field name="SettlSessSubID" required="N" />
3646     <field name="ClearingBusinessDate" required="N" />
3647     <field name="ResponseTransportType" required="N" />
3648     <field name="ResponseDestination" required="N" />
3649     <field name="Text" required="N" />
3650     <field name="EncodedTextLen" required="N" />
3651     <field name="EncodedText" required="N" />
3652   </message>
3653   </messages>
3654   <components>
3655     <component name="Instrument">
3656       <field name="Symbol" required="Y" />
3657       <field name="SymbolSfx" required="N" />
3658       <field name="SecurityID" required="N" />
3659       <field name="SecurityIDSource" required="N" />
3660       <group name="NoSecurityAltID" required="N">
3661         <field name="SecurityAltID" required="N" />
3662         <field name="SecurityAltIDSource" required="N" />
3663       </group>
3664       <field name="Product" required="N" />
3665       <field name="CFICode" required="N" />
3666       <field name="SecurityType" required="N" />
3667       <field name="SecuritySubType" required="N" />
3668       <field name="MaturityMonthYear" required="N" />
3669       <field name="MaturityDate" required="N" />
3670       <field name="CouponPaymentDate" required="N" />
3671       <field name="IssueDate" required="N" />
3672       <field name="RepoCollateralSecurityType" required="N" />
3673       <field name="RepurchaseTerm" required="N" />
3674       <field name="RepurchaseRate" required="N" />
3675       <field name="Factor" required="N" />
3676       <field name="CreditRating" required="N" />
3677       <field name="InstrRegistry" required="N" />
3678       <field name="CountryOfIssue" required="N" />
3679       <field name="StateOrProvinceOfIssue" required="N" />
3680       <field name="LocaleOfIssue" required="N" />
3681       <field name="RedemptionDate" required="N" />
3682       <field name="StrikePrice" required="N" />
3683       <field name="StrikeCurrency" required="N" />
3684       <field name="OptAttribute" required="N" />
3685       <field name="ContractMultiplier" required="N" />
3686       <field name="CouponRate" required="N" />
3687       <field name="SecurityExchange" required="N" />
3688       <field name="Issuer" required="N" />
3689       <field name="EncodedIssuerLen" required="N" />
3690       <field name="EncodedIssuer" required="N" />
3691       <field name="SecurityDesc" required="N" />
3692       <field name="EncodedSecurityDescLen" required="N" />
3693       <field name="EncodedSecurityDesc" required="N" />
3694       <field name="Pool" required="N" />
3695       <field name="ContractSettlMonth" required="N" />
3696       <field name="CPProgram" required="N" />
3697       <field name="CPRegType" required="N" />
3698       <group name="NoEvents" required="N">
3699         <field name="EventType" required="N" />
3700         <field name="EventDate" required="N" />
3701         <field name="EventPx" required="N" />
3702         <field name="EventText" required="N" />
3703       </group>
3704       <field name="DatedDate" required="N" />
3705       <field name="InterestAccrualDate" required="N" />
3706     </component>
3707     <component name="UnderlyingInstrument">
3708       <field name="UnderlyingSymbol" required="Y" />
3709       <field name="UnderlyingSymbolSfx" required="N" />
3710       <field name="UnderlyingSecurityID" required="N" />
3711       <field name="UnderlyingSecurityIDSource" required="N" />
3712       <group name="NoUnderlyingSecurityAltID" required="N">
3713         <field name="UnderlyingSecurityAltID" required="N" />
3714         <field name="UnderlyingSecurityAltIDSource" required="N" />
3715       </group>
3716       <field name="UnderlyingProduct" required="N" />
3717       <field name="UnderlyingCFICode" required="N" />
3718       <field name="UnderlyingSecurityType" required="N" />
3719       <field name="UnderlyingSecuritySubType" required="N" />
3720       <field name="UnderlyingMaturityMonthYear" required="N" />
3721       <field name="UnderlyingMaturityDate" required="N" />
3722       <field name="UnderlyingCouponPaymentDate" required="N" />
3723       <field name="UnderlyingIssueDate" required="N" />
3724       <field name="UnderlyingRepoCollateralSecurityType" required="N" />
3725       <field name="UnderlyingRepurchaseTerm" required="N" />
3726       <field name="UnderlyingRepurchaseRate" required="N" />
3727       <field name="UnderlyingFactor" required="N" />
3728       <field name="UnderlyingCreditRating" required="N" />
3729       <field name="UnderlyingInstrRegistry" required="N" />
3730       <field name="UnderlyingCountryOfIssue" required="N" />
3731       <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
3732       <field name="UnderlyingLocaleOfIssue" required="N" />
3733       <field name="UnderlyingRedemptionDate" required="N" />
3734       <field name="UnderlyingStrikePrice" required="N" />
3735       <field name="UnderlyingStrikeCurrency" required="N" />
3736       <field name="UnderlyingOptAttribute" required="N" />
3737       <field name="UnderlyingContractMultiplier" required="N" />
3738       <field name="UnderlyingCouponRate" required="N" />
3739       <field name="UnderlyingSecurityExchange" required="N" />
3740       <field name="UnderlyingIssuer" required="N" />
3741       <field name="EncodedUnderlyingIssuerLen" required="N" />
3742       <field name="EncodedUnderlyingIssuer" required="N" />
3743       <field name="UnderlyingSecurityDesc" required="N" />
3744       <field name="EncodedUnderlyingSecurityDescLen" required="N" />
3745       <field name="EncodedUnderlyingSecurityDesc" required="N" />
3746       <field name="UnderlyingCPProgram" required="N" />
3747       <field name="UnderlyingCPRegType" required="N" />
3748       <field name="UnderlyingCurrency" required="N" />
3749       <field name="UnderlyingQty" required="N" />
3750       <field name="UnderlyingPx" required="N" />
3751       <field name="UnderlyingDirtyPrice" required="N" />
3752       <field name="UnderlyingEndPrice" required="N" />
3753       <field name="UnderlyingStartValue" required="N" />
3754       <field name="UnderlyingCurrentValue" required="N" />
3755       <field name="UnderlyingEndValue" required="N" />
3756       <component name="UnderlyingStipulations" required="N" />
3757     </component>
3758     <component name="InstrumentLeg">
3759       <field name="LegSymbol" required="N" />
3760       <field name="LegSymbolSfx" required="N" />
3761       <field name="LegSecurityID" required="N" />
3762       <field name="LegSecurityIDSource" required="N" />
3763       <group name="NoLegSecurityAltID" required="N">
3764         <field name="LegSecurityAltID" required="N" />
3765         <field name="LegSecurityAltIDSource" required="N" />
3766       </group>
3767       <field name="LegProduct" required="N" />
3768       <field name="LegCFICode" required="N" />
3769       <field name="LegSecurityType" required="N" />
3770       <field name="LegSecuritySubType" required="N" />
3771       <field name="LegMaturityMonthYear" required="N" />
3772       <field name="LegMaturityDate" required="N" />
3773       <field name="LegCouponPaymentDate" required="N" />
3774       <field name="LegIssueDate" required="N" />
3775       <field name="LegRepoCollateralSecurityType" required="N" />
3776       <field name="LegRepurchaseTerm" required="N" />
3777       <field name="LegRepurchaseRate" required="N" />
3778       <field name="LegFactor" required="N" />
3779       <field name="LegCreditRating" required="N" />
3780       <field name="LegInstrRegistry" required="N" />
3781       <field name="LegCountryOfIssue" required="N" />
3782       <field name="LegStateOrProvinceOfIssue" required="N" />
3783       <field name="LegLocaleOfIssue" required="N" />
3784       <field name="LegRedemptionDate" required="N" />
3785       <field name="LegStrikePrice" required="N" />
3786       <field name="LegStrikeCurrency" required="N" />
3787       <field name="LegOptAttribute" required="N" />
3788       <field name="LegContractMultiplier" required="N" />
3789       <field name="LegCouponRate" required="N" />
3790       <field name="LegSecurityExchange" required="N" />
3791       <field name="LegIssuer" required="N" />
3792       <field name="EncodedLegIssuerLen" required="N" />
3793       <field name="EncodedLegIssuer" required="N" />
3794       <field name="LegSecurityDesc" required="N" />
3795       <field name="EncodedLegSecurityDescLen" required="N" />
3796       <field name="EncodedLegSecurityDesc" required="N" />
3797       <field name="LegRatioQty" required="N" />
3798       <field name="LegSide" required="N" />
3799       <field name="LegCurrency" required="N" />
3800       <field name="LegPool" required="N" />
3801       <field name="LegDatedDate" required="N" />
3802       <field name="LegContractSettlMonth" required="N" />
3803       <field name="LegInterestAccrualDate" required="N" />
3804     </component>
3805     <component name="InstrumentExtension">
3806       <field name="DeliveryForm" required="N" />
3807       <field name="PctAtRisk" required="N" />
3808       <group name="NoInstrAttrib" required="N">
3809         <field name="InstrAttribType" required="N" />
3810         <field name="InstrAttribValue" required="N" />
3811       </group>
3812     </component>
3813     <component name="OrderQtyData">
3814       <field name="OrderQty" required="N" />
3815       <field name="CashOrderQty" required="N" />
3816       <field name="OrderPercent" required="N" />
3817       <field name="RoundingDirection" required="N" />
3818       <field name="RoundingModulus" required="N" />
3819     </component>
3820     <component name="CommissionData">
3821       <field name="Commission" required="N" />
3822       <field name="CommType" required="N" />
3823       <field name="CommCurrency" required="N" />
3824       <field name="FundRenewWaiv" required="N" />
3825     </component>
3826     <component name="Parties">
3827       <group name="NoPartyIDs" required="N">
3828         <field name="PartyID" required="N" />
3829         <field name="PartyIDSource" required="N" />
3830         <field name="PartyRole" required="N" />
3831         <group name="NoPartySubIDs" required="N">
3832           <field name="PartySubID" required="N" />
3833           <field name="PartySubIDType" required="N" />
3834         </group>
3835       </group>
3836     </component>
3837     <component name="NestedParties">
3838       <group name="NoNestedPartyIDs" required="N">
3839         <field name="NestedPartyID" required="N" />
3840         <field name="NestedPartyIDSource" required="N" />
3841         <field name="NestedPartyRole" required="N" />
3842         <group name="NoNestedPartySubIDs" required="N">
3843           <field name="NestedPartySubID" required="N" />
3844           <field name="NestedPartySubIDType" required="N" />
3845         </group>
3846       </group>
3847     </component>
3848     <component name="NestedParties2">
3849       <group name="NoNested2PartyIDs" required="N">
3850         <field name="Nested2PartyID" required="N" />
3851         <field name="Nested2PartyIDSource" required="N" />
3852         <field name="Nested2PartyRole" required="N" />
3853         <group name="NoNested2PartySubIDs" required="N">
3854           <field name="Nested2PartySubID" required="N" />
3855           <field name="Nested2PartySubIDType" required="N" />
3856         </group>
3857       </group>
3858     </component>
3859     <component name="NestedParties3">
3860       <group name="NoNested3PartyIDs" required="N">
3861         <field name="Nested3PartyID" required="N" />
3862         <field name="Nested3PartyIDSource" required="N" />
3863         <field name="Nested3PartyRole" required="N" />
3864         <group name="NoNested3PartySubIDs" required="N">
3865           <field name="Nested3PartySubID" required="N" />
3866           <field name="Nested3PartySubIDType" required="N" />
3867           </group>
3868       </group>
3869     </component>
3870     <component name="SettlParties">
3871       <group name="NoSettlPartyIDs" required="N">
3872         <field name="SettlPartyID" required="N" />
3873         <field name="SettlPartyIDSource" required="N" />
3874         <field name="SettlPartyRole" required="N" />
3875         <group name="NoSettlPartySubIDs" required="N">
3876           <field name="SettlPartySubID" required="N" />
3877           <field name="SettlPartySubIDType" required="N" />
3878         </group>
3879       </group>
3880     </component>
3881     <component name="SpreadOrBenchmarkCurveData">
3882       <field name="Spread" required="N" />
3883       <field name="BenchmarkCurveCurrency" required="N" />
3884       <field name="BenchmarkCurveName" required="N" />
3885       <field name="BenchmarkCurvePoint" required="N" />
3886       <field name="BenchmarkPrice" required="N" />
3887       <field name="BenchmarkPriceType" required="N" />
3888       <field name="BenchmarkSecurityID" required="N" />
3889       <field name="BenchmarkSecurityIDSource" required="N" />
3890     </component>
3891     <component name="LegBenchmarkCurveData">
3892       <field name="LegBenchmarkCurveCurrency" required="N" />
3893       <field name="LegBenchmarkCurveName" required="N" />
3894       <field name="LegBenchmarkCurvePoint" required="N" />
3895       <field name="LegBenchmarkPrice" required="N" />
3896       <field name="LegBenchmarkPriceType" required="N" />
3897     </component>
3898     <component name="Stipulations">
3899       <group name="NoStipulations" required="N">
3900         <field name="StipulationType" required="N" />
3901         <field name="StipulationValue" required="N" />
3902       </group>
3903     </component>
3904     <component name="UnderlyingStipulations">
3905       <group name="NoUnderlyingStips" required="N">
3906         <field name="UnderlyingStipType" required="N" />
3907         <field name="UnderlyingStipValue" required="N" />
3908       </group>
3909     </component>
3910     <component name="LegStipulations">
3911       <group name="NoLegStipulations" required="N">
3912         <field name="LegStipulationType" required="N" />
3913         <field name="LegStipulationValue" required="N" />
3914       </group>
3915     </component>
3916     <component name="YieldData">
3917       <field name="YieldType" required="N" />
3918       <field name="Yield" required="N" />
3919       <field name="YieldCalcDate" required="N" />
3920       <field name="YieldRedemptionDate" required="N" />
3921       <field name="YieldRedemptionPrice" required="N" />
3922       <field name="YieldRedemptionPriceType" required="N" />
3923     </component>
3924     <component name="PositionQty">
3925       <group name="NoPositions" required="Y">
3926         <field name="PosType" required="N" />
3927         <field name="LongQty" required="N" />
3928         <field name="ShortQty" required="N" />
3929         <field name="PosQtyStatus" required="N" />
3930         <component name="NestedParties" required="N" />
3931       </group>
3932     </component>
3933     <component name="PositionAmountData">
3934       <group name="NoPosAmt" required="Y">
3935         <field name="PosAmtType" required="Y" />
3936         <field name="PosAmt" required="Y" />
3937       </group>
3938     </component>
3939     <component name="TrdRegTimestamps">
3940       <group name="NoTrdRegTimestamps" required="Y">
3941         <field name="TrdRegTimestamp" required="N" />
3942         <field name="TrdRegTimestampType" required="N" />
3943         <field name="TrdRegTimestampOrigin" required="N" />
3944       </group>
3945     </component>
3946     <component name="SettlInstructionsData">
3947       <field name="SettlDeliveryType" required="N" />
3948       <field name="StandInstDbType" required="N" />
3949       <field name="StandInstDbName" required="N" />
3950       <field name="StandInstDbID" required="N" />
3951       <group name="NoDlvyInst" required="N">
3952         <field name="SettlInstSource" required="N" />
3953         <field name="DlvyInstType" required="N" />
3954         <component name="SettlParties" required="N" />
3955       </group>
3956     </component>
3957     <component name="PegInstructions">
3958       <field name="PegOffsetValue" required="N" />
3959       <field name="PegMoveType" required="N" />
3960       <field name="PegOffsetType" required="N" />
3961       <field name="PegLimitType" required="N" />
3962       <field name="PegRoundDirection" required="N" />
3963       <field name="PegScope" required="N" />
3964     </component>
3965     <component name="DiscretionInstructions">
3966       <field name="DiscretionInst" required="N" />
3967       <field name="DiscretionOffsetValue" required="N" />
3968       <field name="DiscretionMoveType" required="N" />
3969       <field name="DiscretionOffsetType" required="N" />
3970       <field name="DiscretionLimitType" required="N" />
3971       <field name="DiscretionRoundDirection" required="N" />
3972       <field name="DiscretionScope" required="N" />
3973     </component>
3974     <component name="FinancingDetails">
3975       <field name="AgreementDesc" required="N" />
3976       <field name="AgreementID" required="N" />
3977       <field name="AgreementDate" required="N" />
3978       <field name="AgreementCurrency" required="N" />
3979       <field name="TerminationType" required="N" />
3980       <field name="StartDate" required="N" />
3981       <field name="EndDate" required="N" />
3982       <field name="DeliveryType" required="N" />
3983       <field name="MarginRatio" required="N" />
3984     </component>
3985   </components>
3986   <fields>
3987     <field number="1" name="Account" type="STRING" />
3988     <field number="2" name="AdvId" type="STRING" />
3989     <field number="3" name="AdvRefID" type="STRING" />
3990     <field number="4" name="AdvSide" type="CHAR">
3991       <value enum="B" description="BUY" />
3992       <value enum="S" description="SELL" />
3993       <value enum="X" description="CROSS" />
3994       <value enum="T" description="TRADE" />
3995     </field>
3996     <field number="5" name="AdvTransType" type="STRING">
3997       <value enum="N" description="NEW" />
3998       <value enum="C" description="CANCEL" />
3999       <value enum="R" description="REPLACE" />
4000     </field>
4001     <field number="6" name="AvgPx" type="PRICE" />
4002     <field number="7" name="BeginSeqNo" type="SEQNUM" />
4003     <field number="8" name="BeginString" type="STRING" />
4004     <field number="9" name="BodyLength" type="LENGTH" />
4005     <field number="10" name="CheckSum" type="STRING" />
4006     <field number="11" name="ClOrdID" type="STRING" />
4007     <field number="12" name="Commission" type="AMT" />
4008     <field number="13" name="CommType" type="CHAR">
4009       <value enum="1" description="PER_UNIT" />
4010       <value enum="2" description="PERCENTAGE" />
4011       <value enum="3" description="ABSOLUTE" />
4012       <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
4013       <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
4014       <value enum="6" description="POINTS_PER_BOND_OR_OR_CONTRACT" />
4015     </field>
4016     <field number="14" name="CumQty" type="QTY" />
4017     <field number="15" name="Currency" type="CURRENCY" />
4018     <field number="16" name="EndSeqNo" type="SEQNUM" />
4019     <field number="17" name="ExecID" type="STRING" />
4020     <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
4021       <value enum="1" description="NOT_HELD" />
4022       <value enum="2" description="WORK" />
4023       <value enum="3" description="GO_ALONG" />
4024       <value enum="4" description="OVER_THE_DAY" />
4025       <value enum="5" description="HELD" />
4026       <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
4027       <value enum="7" description="STRICT_SCALE" />
4028       <value enum="8" description="TRY_TO_SCALE" />
4029       <value enum="9" description="STAY_ON_BIDSIDE" />
4030       <value enum="0" description="STAY_ON_OFFERSIDE" />
4031       <value enum="A" description="NO_CROSS" />
4032       <value enum="B" description="OK_TO_CROSS" />
4033       <value enum="C" description="CALL_FIRST" />
4034       <value enum="D" description="PERCENT_OF_VOLUME" />
4035       <value enum="E" description="DO_NOT_INCREASE" />
4036       <value enum="F" description="DO_NOT_REDUCE" />
4037       <value enum="G" description="ALL_OR_NONE" />
4038       <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
4039       <value enum="I" description="INSTITUTIONS_ONLY" />
4040       <value enum="J" description="REINSTATE_ON_TRADING_HALT" />
4041       <value enum="K" description="CANCEL_ON_TRADING_HALT" />
4042       <value enum="L" description="LAST_PEG" />
4043       <value enum="M" description="MID_PRICE" />
4044       <value enum="N" description="NON_NEGOTIABLE" />
4045       <value enum="O" description="OPENING_PEG" />
4046       <value enum="P" description="MARKET_PEG" />
4047       <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
4048       <value enum="R" description="PRIMARY_PEG" />
4049       <value enum="S" description="SUSPEND" />
4050       <value enum="T" description="FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER" />
4051       <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
4052       <value enum="V" description="NETTING" />
4053       <value enum="W" description="PEG_TO_VWAP" />
4054       <value enum="X" description="TRADE_ALONG" />
4055       <value enum="Y" description="TRY_TO_STOP" />
4056       <value enum="Z" description="CANCEL_IF_NOT_BEST" />
4057       <value enum="a" description="TRAILING_STOP_PEG" />
4058       <value enum="b" description="STRICT_LIMIT" />
4059       <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS" />
4060       <value enum="d" description="PEG_TO_LIMIT_PRICE" />
4061       <value enum="e" description="WORK_TO_TARGET_STRATEGY" />
4062     </field>
4063     <field number="19" name="ExecRefID" type="STRING" />
4064     <field number="21" name="HandlInst" type="CHAR">
4065       <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" />
4066       <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
4067       <value enum="3" description="MANUAL_ORDER" />
4068     </field>
4069     <field number="22" name="SecurityIDSource" type="STRING">
4070       <value enum="1" description="CUSIP" />
4071       <value enum="2" description="SEDOL" />
4072       <value enum="3" description="QUIK" />
4073       <value enum="4" description="ISIN_NUMBER" />
4074       <value enum="5" description="RIC_CODE" />
4075       <value enum="6" description="ISO_CURRENCY_CODE" />
4076       <value enum="7" description="ISO_COUNTRY_CODE" />
4077       <value enum="8" description="EXCHANGE_SYMBOL" />
4078       <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
4079       <value enum="A" description="BLOOMBERG_SYMBOL" />
4080       <value enum="B" description="WERTPAPIER" />
4081       <value enum="C" description="DUTCH" />
4082       <value enum="D" description="VALOREN" />
4083       <value enum="E" description="SICOVAM" />
4084       <value enum="F" description="BELGIAN" />
4085       <value enum="G" description="COMMON" />
4086       <value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION" />
4087       <value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION" />
4088       <value enum="J" description="OPTIONS_PRICE_REPORTING_AUTHORITY" />
4089     </field>
4090     <field number="23" name="IOIid" type="STRING" />
4091     <field number="25" name="IOIQltyInd" type="CHAR">
4092       <value enum="L" description="LOW" />
4093       <value enum="M" description="MEDIUM" />
4094       <value enum="H" description="HIGH" />
4095     </field>
4096     <field number="26" name="IOIRefID" type="STRING" />
4097     <field number="27" name="IOIQty" type="STRING" />
4098     <field number="28" name="IOITransType" type="CHAR">
4099       <value enum="N" description="NEW" />
4100       <value enum="C" description="CANCEL" />
4101       <value enum="R" description="REPLACE" />
4102     </field>
4103     <field number="29" name="LastCapacity" type="CHAR">
4104       <value enum="1" description="AGENT" />
4105       <value enum="2" description="CROSS_AS_AGENT" />
4106       <value enum="3" description="CROSS_AS_PRINCIPAL" />
4107       <value enum="4" description="PRINCIPAL" />
4108     </field>
4109     <field number="30" name="LastMkt" type="EXCHANGE" />
4110     <field number="31" name="LastPx" type="PRICE" />
4111     <field number="32" name="LastQty" type="QTY" />
4112     <field number="33" name="LinesOfText" type="NUMINGROUP" />
4113     <field number="34" name="MsgSeqNum" type="SEQNUM" />
4114     <field number="35" name="MsgType" type="STRING">
4115       <value enum="0" description="HEARTBEAT" />
4116       <value enum="1" description="TEST_REQUEST" />
4117       <value enum="2" description="RESEND_REQUEST" />
4118       <value enum="3" description="REJECT" />
4119       <value enum="4" description="SEQUENCE_RESET" />
4120       <value enum="5" description="LOGOUT" />
4121       <value enum="6" description="INDICATION_OF_INTEREST" />
4122       <value enum="7" description="ADVERTISEMENT" />
4123       <value enum="8" description="EXECUTION_REPORT" />
4124       <value enum="9" description="ORDER_CANCEL_REJECT" />
4125       <value enum="A" description="LOGON" />
4126       <value enum="B" description="NEWS" />
4127       <value enum="C" description="EMAIL" />
4128       <value enum="D" description="ORDER_SINGLE" />
4129       <value enum="E" description="ORDER_LIST" />
4130       <value enum="F" description="ORDER_CANCEL_REQUEST" />
4131       <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST" />
4132       <value enum="H" description="ORDER_STATUS_REQUEST" />
4133       <value enum="J" description="ALLOCATION_INSTRUCTION" />
4134       <value enum="K" description="LIST_CANCEL_REQUEST" />
4135       <value enum="L" description="LIST_EXECUTE" />
4136       <value enum="M" description="LIST_STATUS_REQUEST" />
4137       <value enum="N" description="LIST_STATUS" />
4138       <value enum="P" description="ALLOCATION_INSTRUCTION_ACK" />
4139       <value enum="Q" description="DONT_KNOW_TRADE" />
4140       <value enum="R" description="QUOTE_REQUEST" />
4141       <value enum="S" description="QUOTE" />
4142       <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
4143       <value enum="V" description="MARKET_DATA_REQUEST" />
4144       <value enum="W" description="MARKET_DATA_SNAPSHOT_FULL_REFRESH" />
4145       <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
4146       <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
4147       <value enum="Z" description="QUOTE_CANCEL" />
4148       <value enum="a" description="QUOTE_STATUS_REQUEST" />
4149       <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
4150       <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
4151       <value enum="d" description="SECURITY_DEFINITION" />
4152       <value enum="e" description="SECURITY_STATUS_REQUEST" />
4153       <value enum="f" description="SECURITY_STATUS" />
4154       <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
4155       <value enum="h" description="TRADING_SESSION_STATUS" />
4156       <value enum="i" description="MASS_QUOTE" />
4157       <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
4158       <value enum="k" description="BID_REQUEST" />
4159       <value enum="l" description="BID_RESPONSE" />
4160       <value enum="m" description="LIST_STRIKE_PRICE" />
4161       <value enum="n" description="XML_MESSAGE" />
4162       <value enum="o" description="REGISTRATION_INSTRUCTIONS" />
4163       <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
4164       <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
4165       <value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
4166       <value enum="s" description="NEW_ORDER_CROSS" />
4167       <value enum="t" description="CROSS_ORDER_CANCEL_REPLACE_REQUEST" />
4168       <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
4169       <value enum="v" description="SECURITY_TYPE_REQUEST" />
4170       <value enum="w" description="SECURITY_TYPES" />
4171       <value enum="x" description="SECURITY_LIST_REQUEST" />
4172       <value enum="y" description="SECURITY_LIST" />
4173       <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
4174       <value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
4175       <value enum="AB" description="NEW_ORDER_MULTILEG" />
4176       <value enum="AC" description="MULTILEG_ORDER_CANCEL_REPLACE" />
4177       <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
4178       <value enum="AE" description="TRADE_CAPTURE_REPORT" />
4179       <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
4180       <value enum="AG" description="QUOTE_REQUEST_REJECT" />
4181       <value enum="AH" description="RFQ_REQUEST" />
4182       <value enum="AI" description="QUOTE_STATUS_REPORT" />
4183       <value enum="AJ" description="QUOTE_RESPONSE" />
4184       <value enum="AK" description="CONFIRMATION" />
4185       <value enum="AL" description="POSITION_MAINTENANCE_REQUEST" />
4186       <value enum="AM" description="POSITION_MAINTENANCE_REPORT" />
4187       <value enum="AN" description="REQUEST_FOR_POSITIONS" />
4188       <value enum="AO" description="REQUEST_FOR_POSITIONS_ACK" />
4189       <value enum="AP" description="POSITION_REPORT" />
4190       <value enum="AQ" description="TRADE_CAPTURE_REPORT_REQUEST_ACK" />
4191       <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK" />
4192       <value enum="AS" description="ALLOCATION_REPORT" />
4193       <value enum="AT" description="ALLOCATION_REPORT_ACK" />
4194       <value enum="AU" description="CONFIRMATION_ACK" />
4195       <value enum="AV" description="SETTLEMENT_INSTRUCTION_REQUEST" />
4196       <value enum="AW" description="ASSIGNMENT_REPORT" />
4197       <value enum="AX" description="COLLATERAL_REQUEST" />
4198       <value enum="AY" description="COLLATERAL_ASSIGNMENT" />
4199       <value enum="AZ" description="COLLATERAL_RESPONSE" />
4200       <value enum="BA" description="COLLATERAL_REPORT" />
4201       <value enum="BB" description="COLLATERAL_INQUIRY" />
4202       <value enum="BC" description="NETWORK_STATUS_REQUEST" />
4203       <value enum="BD" description="NETWORK_STATUS_RESPONSE" />
4204       <value enum="BE" description="USER_REQUEST" />
4205       <value enum="BF" description="USER_RESPONSE" />
4206       <value enum="BG" description="COLLATERAL_INQUIRY_ACK" />
4207       <value enum="BH" description="CONFIRMATION_REQUEST" />
4208     </field>
4209     <field number="36" name="NewSeqNo" type="SEQNUM" />
4210     <field number="37" name="OrderID" type="STRING" />
4211     <field number="38" name="OrderQty" type="QTY" />
4212     <field number="39" name="OrdStatus" type="CHAR">
4213       <value enum="0" description="NEW" />
4214       <value enum="1" description="PARTIALLY_FILLED" />
4215       <value enum="2" description="FILLED" />
4216       <value enum="3" description="DONE_FOR_DAY" />
4217       <value enum="4" description="CANCELED" />
4218       <value enum="5" description="REPLACED" />
4219       <value enum="6" description="PENDING_CANCEL" />
4220       <value enum="7" description="STOPPED" />
4221       <value enum="8" description="REJECTED" />
4222       <value enum="9" description="SUSPENDED" />
4223       <value enum="A" description="PENDING_NEW" />
4224       <value enum="B" description="CALCULATED" />
4225       <value enum="C" description="EXPIRED" />
4226       <value enum="D" description="ACCEPTED_FOR_BIDDING" />
4227       <value enum="E" description="PENDING_REPLACE" />
4228     </field>
4229     <field number="40" name="OrdType" type="CHAR">
4230       <value enum="1" description="MARKET" />
4231       <value enum="2" description="LIMIT" />
4232       <value enum="3" description="STOP" />
4233       <value enum="4" description="STOP_LIMIT" />
4234       <value enum="5" description="MARKET_ON_CLOSE" />
4235       <value enum="6" description="WITH_OR_WITHOUT" />
4236       <value enum="7" description="LIMIT_OR_BETTER" />
4237       <value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
4238       <value enum="9" description="ON_BASIS" />
4239       <value enum="A" description="ON_CLOSE" />
4240       <value enum="B" description="LIMIT_ON_CLOSE" />
4241       <value enum="C" description="FOREX_MARKET" />
4242       <value enum="D" description="PREVIOUSLY_QUOTED" />
4243       <value enum="E" description="PREVIOUSLY_INDICATED" />
4244       <value enum="F" description="FOREX_LIMIT" />
4245       <value enum="G" description="FOREX_SWAP" />
4246       <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
4247       <value enum="I" description="FUNARI" />
4248       <value enum="J" description="MARKET_IF_TOUCHED" />
4249       <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
4250       <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
4251       <value enum="M" description="NEXT_FUND_VALUATION_POINT" />
4252       <value enum="P" description="PEGGED" />
4253     </field>
4254     <field number="41" name="OrigClOrdID" type="STRING" />
4255     <field number="42" name="OrigTime" type="UTCTIMESTAMP" />
4256     <field number="43" name="PossDupFlag" type="BOOLEAN" />
4257     <field number="44" name="Price" type="PRICE" />
4258     <field number="45" name="RefSeqNum" type="SEQNUM" />
4259     <field number="48" name="SecurityID" type="STRING" />
4260     <field number="49" name="SenderCompID" type="STRING" />
4261     <field number="50" name="SenderSubID" type="STRING" />
4262     <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
4263     <field number="53" name="Quantity" type="QTY" />
4264     <field number="54" name="Side" type="CHAR">
4265       <value enum="1" description="BUY" />
4266       <value enum="2" description="SELL" />
4267       <value enum="3" description="BUY_MINUS" />
4268       <value enum="4" description="SELL_PLUS" />
4269       <value enum="5" description="SELL_SHORT" />
4270       <value enum="6" description="SELL_SHORT_EXEMPT" />
4271       <value enum="7" description="UNDISCLOSED" />
4272       <value enum="8" description="CROSS" />
4273       <value enum="9" description="CROSS_SHORT" />
4274       <value enum="A" description="CROSS_SHORT_EXEMPT" />
4275       <value enum="B" description="AS_DEFINED" />
4276       <value enum="C" description="OPPOSITE" />
4277       <value enum="D" description="SUBSCRIBE" />
4278       <value enum="E" description="REDEEM" />
4279       <value enum="F" description="LEND" />
4280       <value enum="G" description="BORROW" />
4281     </field>
4282     <field number="55" name="Symbol" type="STRING" />
4283     <field number="56" name="TargetCompID" type="STRING" />
4284     <field number="57" name="TargetSubID" type="STRING" />
4285     <field number="58" name="Text" type="STRING" />
4286     <field number="59" name="TimeInForce" type="CHAR">
4287       <value enum="0" description="DAY" />
4288       <value enum="1" description="GOOD_TILL_CANCEL" />
4289       <value enum="2" description="AT_THE_OPENING" />
4290       <value enum="3" description="IMMEDIATE_OR_CANCEL" />
4291       <value enum="4" description="FILL_OR_KILL" />
4292       <value enum="5" description="GOOD_TILL_CROSSING" />
4293       <value enum="6" description="GOOD_TILL_DATE" />
4294       <value enum="7" description="AT_THE_CLOSE" />
4295     </field>
4296     <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
4297     <field number="61" name="Urgency" type="CHAR">
4298       <value enum="0" description="NORMAL" />
4299       <value enum="1" description="FLASH" />
4300       <value enum="2" description="BACKGROUND" />
4301     </field>
4302     <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
4303     <field number="63" name="SettlType" type="CHAR">
4304       <value enum="0" description="REGULAR" />
4305       <value enum="1" description="CASH" />
4306       <value enum="2" description="NEXT_DAY" />
4307       <value enum="3" description="T_PLUS_2" />
4308       <value enum="4" description="T_PLUS_3" />
4309       <value enum="5" description="T_PLUS_4" />
4310       <value enum="6" description="FUTURE" />
4311       <value enum="7" description="WHEN_AND_IF_ISSUED" />
4312       <value enum="8" description="SELLERS_OPTION" />
4313       <value enum="9" description="T_PLUS_5" />
4314     </field>
4315     <field number="64" name="SettlDate" type="LOCALMKTDATE" />
4316     <field number="65" name="SymbolSfx" type="STRING">
4317       <value enum="WI" description="WHEN_ISSUED" />
4318       <value enum="CD" description="A_EUCP_WITH_LUMP_SUM_INTEREST" />
4319     </field>
4320     <field number="66" name="ListID" type="STRING" />
4321     <field number="67" name="ListSeqNo" type="INT" />
4322     <field number="68" name="TotNoOrders" type="INT" />
4323     <field number="69" name="ListExecInst" type="STRING" />
4324     <field number="70" name="AllocID" type="STRING" />
4325     <field number="71" name="AllocTransType" type="CHAR">
4326       <value enum="0" description="NEW" />
4327       <value enum="1" description="REPLACE" />
4328       <value enum="2" description="CANCEL" />
4329     </field>
4330     <field number="72" name="RefAllocID" type="STRING" />
4331     <field number="73" name="NoOrders" type="NUMINGROUP" />
4332     <field number="74" name="AvgPxPrecision" type="INT" />
4333     <field number="75" name="TradeDate" type="LOCALMKTDATE" />
4334     <field number="77" name="PositionEffect" type="CHAR">
4335       <value enum="O" description="OPEN" />
4336       <value enum="C" description="CLOSE" />
4337       <value enum="R" description="ROLLED" />
4338       <value enum="F" description="FIFO" />
4339     </field>
4340     <field number="78" name="NoAllocs" type="NUMINGROUP" />
4341     <field number="79" name="AllocAccount" type="STRING" />
4342     <field number="80" name="AllocQty" type="QTY" />
4343     <field number="81" name="ProcessCode" type="CHAR">
4344       <value enum="0" description="REGULAR" />
4345       <value enum="1" description="SOFT_DOLLAR" />
4346       <value enum="2" description="STEP_IN" />
4347       <value enum="3" description="STEP_OUT" />
4348       <value enum="4" description="SOFT_DOLLAR_STEP_IN" />
4349       <value enum="5" description="SOFT_DOLLAR_STEP_OUT" />
4350       <value enum="6" description="PLAN_SPONSOR" />
4351     </field>
4352     <field number="82" name="NoRpts" type="NUMINGROUP" />
4353     <field number="83" name="RptSeq" type="INT" />
4354     <field number="84" name="CxlQty" type="QTY" />
4355     <field number="85" name="NoDlvyInst" type="NUMINGROUP" />
4356     <field number="87" name="AllocStatus" type="INT">
4357       <value enum="0" description="ACCEPTED" />
4358       <value enum="1" description="BLOCK_LEVEL_REJECT" />
4359       <value enum="2" description="ACCOUNT_LEVEL_REJECT" />
4360       <value enum="3" description="RECEIVED" />
4361       <value enum="4" description="INCOMPLETE" />
4362       <value enum="5" description="REJECTED_BY_INTERMEDIARY" />
4363     </field>
4364     <field number="88" name="AllocRejCode" type="INT">
4365       <value enum="0" description="UNKNOWN_ACCOUNT" />
4366       <value enum="1" description="INCORRECT_QUANTITY" />
4367       <value enum="2" description="INCORRECT_AVERAGE_PRICE" />
4368       <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
4369       <value enum="4" description="COMMISSION_DIFFERENCE" />
4370       <value enum="5" description="UNKNOWN_ORDERID" />
4371       <value enum="6" description="UNKNOWN_LISTID" />
4372       <value enum="7" description="OTHER" />
4373       <value enum="8" description="INCORRECT_ALLOCATED_QUANTITY" />
4374       <value enum="9" description="CALCULATION_DIFFERENCE" />
4375     </field>
4376     <field number="89" name="Signature" type="DATA" />
4377     <field number="90" name="SecureDataLen" type="LENGTH" />
4378     <field number="91" name="SecureData" type="DATA" />
4379     <field number="93" name="SignatureLength" type="LENGTH" />
4380     <field number="94" name="EmailType" type="CHAR">
4381       <value enum="0" description="NEW" />
4382       <value enum="1" description="REPLY" />
4383       <value enum="2" description="ADMIN_REPLY" />
4384     </field>
4385     <field number="95" name="RawDataLength" type="LENGTH" />
4386     <field number="96" name="RawData" type="DATA" />
4387     <field number="97" name="PossResend" type="BOOLEAN" />
4388     <field number="98" name="EncryptMethod" type="INT">
4389       <value enum="0" description="NONE_OTHER" />
4390       <value enum="1" description="PKCS" />
4391       <value enum="2" description="DES" />
4392       <value enum="3" description="PKCS_DES" />
4393       <value enum="4" description="PGP_DES" />
4394       <value enum="5" description="PGP_DES_MD5" />
4395       <value enum="6" description="PEM_DES_MD5" />
4396     </field>
4397     <field number="99" name="StopPx" type="PRICE" />
4398     <field number="100" name="ExDestination" type="EXCHANGE" />
4399     <field number="102" name="CxlRejReason" type="INT">
4400       <value enum="0" description="TOO_LATE_TO_CANCEL" />
4401       <value enum="1" description="UNKNOWN_ORDER" />
4402       <value enum="2" description="BROKER_EXCHANGE_OPTION" />
4403       <value enum="3" description="ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS" />
4404       <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
4405       <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
4406       <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
4407       <value enum="99" description="OTHER" />
4408     </field>
4409     <field number="103" name="OrdRejReason" type="INT">
4410       <value enum="0" description="BROKER_EXCHANGE_OPTION" />
4411       <value enum="1" description="UNKNOWN_SYMBOL" />
4412       <value enum="2" description="EXCHANGE_CLOSED" />
4413       <value enum="3" description="ORDER_EXCEEDS_LIMIT" />
4414       <value enum="4" description="TOO_LATE_TO_ENTER" />
4415       <value enum="5" description="UNKNOWN_ORDER" />
4416       <value enum="6" description="DUPLICATE_ORDER" />
4417       <value enum="7" description="DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER" />
4418       <value enum="8" description="STALE_ORDER" />
4419       <value enum="9" description="TRADE_ALONG_REQUIRED" />
4420       <value enum="10" description="INVALID_INVESTOR_ID" />
4421       <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
4422       <value enum="12" description="SURVEILLENCE_OPTION" />
4423       <value enum="13" description="INCORRECT_QUANTITY" />
4424       <value enum="14" description="INCORRECT_ALLOCATED_QUANTITY" />
4425       <value enum="15" description="UNKNOWN_ACCOUNT" />
4426       <value enum="99" description="OTHER" />
4427     </field>
4428     <field number="104" name="IOIQualifier" type="CHAR">
4429       <value enum="A" description="ALL_OR_NONE" />
4430       <value enum="B" description="MARKET_ON_CLOSE" />
4431       <value enum="C" description="AT_THE_CLOSE" />
4432       <value enum="D" description="VWAP" />
4433       <value enum="I" description="IN_TOUCH_WITH" />
4434       <value enum="L" description="LIMIT" />
4435       <value enum="M" description="MORE_BEHIND" />
4436       <value enum="O" description="AT_THE_OPEN" />
4437       <value enum="P" description="TAKING_A_POSITION" />
4438       <value enum="Q" description="AT_THE_MARKET" />
4439       <value enum="R" description="READY_TO_TRADE" />
4440       <value enum="S" description="PORTFOLIO_SHOWN" />
4441       <value enum="T" description="THROUGH_THE_DAY" />
4442       <value enum="V" description="VERSUS" />
4443       <value enum="W" description="INDICATION_WORKING_AWAY" />
4444       <value enum="X" description="CROSSING_OPPORTUNITY" />
4445       <value enum="Y" description="AT_THE_MIDPOINT" />
4446       <value enum="Z" description="PRE_OPEN" />
4447     </field>
4448     <field number="105" name="WaveNo" type="STRING" />
4449     <field number="106" name="Issuer" type="STRING" />
4450     <field number="107" name="SecurityDesc" type="STRING" />
4451     <field number="108" name="HeartBtInt" type="INT" />
4452     <field number="110" name="MinQty" type="QTY" />
4453     <field number="111" name="MaxFloor" type="QTY" />
4454     <field number="112" name="TestReqID" type="STRING" />
4455     <field number="113" name="ReportToExch" type="BOOLEAN" />
4456     <field number="114" name="LocateReqd" type="BOOLEAN" />
4457     <field number="115" name="OnBehalfOfCompID" type="STRING" />
4458     <field number="116" name="OnBehalfOfSubID" type="STRING" />
4459     <field number="117" name="QuoteID" type="STRING" />
4460     <field number="118" name="NetMoney" type="AMT" />
4461     <field number="119" name="SettlCurrAmt" type="AMT" />
4462     <field number="120" name="SettlCurrency" type="CURRENCY" />
4463     <field number="121" name="ForexReq" type="BOOLEAN" />
4464     <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
4465     <field number="123" name="GapFillFlag" type="BOOLEAN" />
4466     <field number="124" name="NoExecs" type="NUMINGROUP" />
4467     <field number="126" name="ExpireTime" type="UTCTIMESTAMP" />
4468     <field number="127" name="DKReason" type="CHAR">
4469       <value enum="A" description="UNKNOWN_SYMBOL" />
4470       <value enum="B" description="WRONG_SIDE" />
4471       <value enum="C" description="QUANTITY_EXCEEDS_ORDER" />
4472       <value enum="D" description="NO_MATCHING_ORDER" />
4473       <value enum="E" description="PRICE_EXCEEDS_LIMIT" />
4474       <value enum="F" description="CALCULATION_DIFFERENCE" />
4475       <value enum="Z" description="OTHER" />
4476     </field>
4477     <field number="128" name="DeliverToCompID" type="STRING" />
4478     <field number="129" name="DeliverToSubID" type="STRING" />
4479     <field number="130" name="IOINaturalFlag" type="BOOLEAN" />
4480     <field number="131" name="QuoteReqID" type="STRING" />
4481     <field number="132" name="BidPx" type="PRICE" />
4482     <field number="133" name="OfferPx" type="PRICE" />
4483     <field number="134" name="BidSize" type="QTY" />
4484     <field number="135" name="OfferSize" type="QTY" />
4485     <field number="136" name="NoMiscFees" type="NUMINGROUP" />
4486     <field number="137" name="MiscFeeAmt" type="AMT" />
4487     <field number="138" name="MiscFeeCurr" type="CURRENCY" />
4488     <field number="139" name="MiscFeeType" type="CHAR">
4489       <value enum="1" description="REGULATORY" />
4490       <value enum="2" description="TAX" />
4491       <value enum="3" description="LOCAL_COMMISSION" />
4492       <value enum="4" description="EXCHANGE_FEES" />
4493       <value enum="5" description="STAMP" />
4494       <value enum="6" description="LEVY" />
4495       <value enum="7" description="OTHER" />
4496       <value enum="8" description="MARKUP" />
4497       <value enum="9" description="CONSUMPTION_TAX" />
4498     </field>
4499     <field number="140" name="PrevClosePx" type="PRICE" />
4500     <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
4501     <field number="142" name="SenderLocationID" type="STRING" />
4502     <field number="143" name="TargetLocationID" type="STRING" />
4503     <field number="144" name="OnBehalfOfLocationID" type="STRING" />
4504     <field number="145" name="DeliverToLocationID" type="STRING" />
4505     <field number="146" name="NoRelatedSym" type="NUMINGROUP" />
4506     <field number="147" name="Subject" type="STRING" />
4507     <field number="148" name="Headline" type="STRING" />
4508     <field number="149" name="URLLink" type="STRING" />
4509     <field number="150" name="ExecType" type="CHAR">
4510       <value enum="0" description="NEW" />
4511       <value enum="1" description="PARTIAL_FILL" />
4512       <value enum="2" description="FILL" />
4513       <value enum="3" description="DONE_FOR_DAY" />
4514       <value enum="4" description="CANCELED" />
4515       <value enum="5" description="REPLACE" />
4516       <value enum="6" description="PENDING_CANCEL" />
4517       <value enum="7" description="STOPPED" />
4518       <value enum="8" description="REJECTED" />
4519       <value enum="9" description="SUSPENDED" />
4520       <value enum="A" description="PENDING_NEW" />
4521       <value enum="B" description="CALCULATED" />
4522       <value enum="C" description="EXPIRED" />
4523       <value enum="D" description="RESTATED" />
4524       <value enum="E" description="PENDING_REPLACE" />
4525       <value enum="F" description="TRADE" />
4526       <value enum="G" description="TRADE_CORRECT" />
4527       <value enum="H" description="TRADE_CANCEL" />
4528       <value enum="I" description="ORDER_STATUS" />
4529     </field>
4530     <field number="151" name="LeavesQty" type="QTY" />
4531     <field number="152" name="CashOrderQty" type="QTY" />
4532     <field number="153" name="AllocAvgPx" type="PRICE" />
4533     <field number="154" name="AllocNetMoney" type="AMT" />
4534     <field number="155" name="SettlCurrFxRate" type="FLOAT" />
4535     <field number="156" name="SettlCurrFxRateCalc" type="CHAR">
4536       <value enum="M" description="MULTIPLY" />
4537       <value enum="D" description="DIVIDE" />
4538     </field>
4539     <field number="157" name="NumDaysInterest" type="INT" />
4540     <field number="158" name="AccruedInterestRate" type="PERCENTAGE" />
4541     <field number="159" name="AccruedInterestAmt" type="AMT" />
4542     <field number="160" name="SettlInstMode" type="CHAR">
4543       <value enum="0" description="DEFAULT" />
4544       <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
4545       <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" />
4546       <value enum="5" description="REQUEST_REJECT" />
4547     </field>
4548     <field number="161" name="AllocText" type="STRING" />
4549     <field number="162" name="SettlInstID" type="STRING" />
4550     <field number="163" name="SettlInstTransType" type="CHAR">
4551       <value enum="N" description="NEW" />
4552       <value enum="C" description="CANCEL" />
4553       <value enum="R" description="REPLACE" />
4554       <value enum="T" description="RESTATE" />
4555     </field>
4556     <field number="164" name="EmailThreadID" type="STRING" />
4557     <field number="165" name="SettlInstSource" type="CHAR">
4558       <value enum="1" description="BROKERS_INSTRUCTIONS" />
4559       <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" />
4560       <value enum="3" description="INVESTOR" />
4561     </field>
4562     <field number="167" name="SecurityType" type="STRING">
4563       <value enum="EUSUPRA" description="EURO_SUPRANATIONAL_COUPONS" />
4564       <value enum="FAC" description="FEDERAL_AGENCY_COUPON" />
4565       <value enum="FADN" description="FEDERAL_AGENCY_DISCOUNT_NOTE" />
4566       <value enum="PEF" description="PRIVATE_EXPORT_FUNDING" />
4567       <value enum="SUPRA" description="USD_SUPRANATIONAL_COUPONS" />
4568       <value enum="FUT" description="FUTURE" />
4569       <value enum="OPT" description="OPTION" />
4570       <value enum="CORP" description="CORPORATE_BOND" />
4571       <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
4572       <value enum="CB" description="CONVERTIBLE_BOND" />
4573       <value enum="DUAL" description="DUAL_CURRENCY" />
4574       <value enum="EUCORP" description="EURO_CORPORATE_BOND" />
4575       <value enum="XLINKD" description="INDEXED_LINKED" />
4576       <value enum="STRUCT" description="STRUCTURED_NOTES" />
4577       <value enum="YANK" description="YANKEE_CORPORATE_BOND" />
4578       <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
4579       <value enum="CS" description="COMMON_STOCK" />
4580       <value enum="PS" description="PREFERRED_STOCK" />
4581       <value enum="BRADY" description="BRADY_BOND" />
4582       <value enum="EUSOV" description="EURO_SOVEREIGNS" />
4583       <value enum="TBOND" description="US_TREASURY_BOND" />
4584       <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" />
4585       <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" />
4586       <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" />
4587       <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" />
4588       <value enum="TNOTE" description="US_TREASURY_NOTE" />
4589       <value enum="TBILL" description="US_TREASURY_BILL" />
4590       <value enum="REPO" description="REPURCHASE" />
4591       <value enum="FORWARD" description="FORWARD" />
4592       <value enum="BUYSELL" description="BUY_SELLBACK" />
4593       <value enum="SECLOAN" description="SECURITIES_LOAN" />
4594       <value enum="SECPLEDGE" description="SECURITIES_PLEDGE" />
4595       <value enum="TERM" description="TERM_LOAN" />
4596       <value enum="RVLV" description="REVOLVER_LOAN" />
4597       <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" />
4598       <value enum="BRIDGE" description="BRIDGE_LOAN" />
4599       <value enum="LOFC" description="LETTER_OF_CREDIT" />
4600       <value enum="SWING" description="SWING_LINE_FACILITY" />
4601       <value enum="DINP" description="DEBTOR_IN_POSSESSION" />
4602       <value enum="DEFLTED" description="DEFAULTED" />
4603       <value enum="WITHDRN" description="WITHDRAWN" />
4604       <value enum="REPLACD" description="REPLACED" />
4605       <value enum="MATURED" description="MATURED" />
4606       <value enum="AMENDED" description="AMENDED_AND_RESTATED" />
4607       <value enum="RETIRED" description="RETIRED" />
4608       <value enum="BA" description="BANKERS_ACCEPTANCE" />
4609       <value enum="BN" description="BANK_NOTES" />
4610       <value enum="BOX" description="BILL_OF_EXCHANGES" />
4611       <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
4612       <value enum="CL" description="CALL_LOANS" />
4613       <value enum="CP" description="COMMERCIAL_PAPER" />
4614       <value enum="DN" description="DEPOSIT_NOTES" />
4615       <value enum="EUCD" description="EURO_CERTIFICATE_OF_DEPOSIT" />
4616       <value enum="EUCP" description="EURO_COMMERCIAL_PAPER" />
4617       <value enum="LQN" description="LIQUIDITY_NOTE" />
4618       <value enum="MTN" description="MEDIUM_TERM_NOTES" />
4619       <value enum="ONITE" description="OVERNIGHT" />
4620       <value enum="PN" description="PROMISSORY_NOTE" />
4621       <value enum="PZFJ" description="PLAZOS_FIJOS" />
4622       <value enum="STN" description="SHORT_TERM_LOAN_NOTE" />
4623       <value enum="TD" description="TIME_DEPOSIT" />
4624       <value enum="XCN" description="EXTENDED_COMM_NOTE" />
4625       <value enum="YCD" description="YANKEE_CERTIFICATE_OF_DEPOSIT" />
4626       <value enum="ABS" description="ASSET_BACKED_SECURITIES" />
4627       <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" />
4628       <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" />
4629       <value enum="IET" description="IOETTE_MORTGAGE" />
4630       <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" />
4631       <value enum="MIO" description="MORTGAGE_INTEREST_ONLY" />
4632       <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" />
4633       <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" />
4634       <value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH" />
4635       <value enum="PFAND" description="PFANDBRIEFE" />
4636       <value enum="TBA" description="TO_BE_ANNOUNCED" />
4637       <value enum="AN" description="OTHER_ANTICIPATION_NOTES" />
4638       <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" />
4639       <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" />
4640       <value enum="GO" description="GENERAL_OBLIGATION_BONDS" />
4641       <value enum="MT" description="MANDATORY_TENDER" />
4642       <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" />
4643       <value enum="REV" description="REVENUE_BONDS" />
4644       <value enum="SPCLA" description="SPECIAL_ASSESSMENT" />
4645       <value enum="SPCLO" description="SPECIAL_OBLIGATION" />
4646       <value enum="SPCLT" description="SPECIAL_TAX" />
4647       <value enum="TAN" description="TAX_ANTICIPATION_NOTE" />
4648       <value enum="TAXA" description="TAX_ALLOCATION" />
4649       <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" />
4650       <value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" />
4651       <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" />
4652       <value enum="WAR" description="WARRANT" />
4653       <value enum="MF" description="MUTUAL_FUND" />
4654       <value enum="MLEG" description="MULTI_LEG_INSTRUMENT" />
4655       <value enum="NONE" description="NO_SECURITY_TYPE" />
4656       <value enum="?" description="WILDCARD" />
4657     </field>
4658     <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" />
4659     <field number="169" name="StandInstDbType" type="INT">
4660       <value enum="0" description="OTHER" />
4661       <value enum="1" description="DTC_SID" />
4662       <value enum="2" description="THOMSON_ALERT" />
4663       <value enum="3" description="A_GLOBAL_CUSTODIAN" />
4664       <value enum="4" description="ACCOUNTNET" />
4665     </field>
4666     <field number="170" name="StandInstDbName" type="STRING" />
4667     <field number="171" name="StandInstDbID" type="STRING" />
4668     <field number="172" name="SettlDeliveryType" type="INT">
4669       <value enum="0" description="VERSUS_PAYMENT" />
4670       <value enum="1" description="FREE" />
4671       <value enum="2" description="TRI_PARTY" />
4672       <value enum="3" description="HOLD_IN_CUSTODY" />
4673     </field>
4674     <field number="188" name="BidSpotRate" type="PRICE" />
4675     <field number="189" name="BidForwardPoints" type="PRICEOFFSET" />
4676     <field number="190" name="OfferSpotRate" type="PRICE" />
4677     <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" />
4678     <field number="192" name="OrderQty2" type="QTY" />
4679     <field number="193" name="SettlDate2" type="LOCALMKTDATE" />
4680     <field number="194" name="LastSpotRate" type="PRICE" />
4681     <field number="195" name="LastForwardPoints" type="PRICEOFFSET" />
4682     <field number="196" name="AllocLinkID" type="STRING" />
4683     <field number="197" name="AllocLinkType" type="INT">
4684       <value enum="0" description="F_X_NETTING" />
4685       <value enum="1" description="F_X_SWAP" />
4686     </field>
4687     <field number="198" name="SecondaryOrderID" type="STRING" />
4688     <field number="199" name="NoIOIQualifiers" type="NUMINGROUP" />
4689     <field number="200" name="MaturityMonthYear" type="MONTHYEAR" />
4690     <field number="202" name="StrikePrice" type="PRICE" />
4691     <field number="203" name="CoveredOrUncovered" type="INT">
4692       <value enum="0" description="COVERED" />
4693       <value enum="1" description="UNCOVERED" />
4694     </field>
4695     <field number="206" name="OptAttribute" type="CHAR" />
4696     <field number="207" name="SecurityExchange" type="EXCHANGE" />
4697     <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" />
4698     <field number="209" name="AllocHandlInst" type="INT">
4699       <value enum="1" description="MATCH" />
4700       <value enum="2" description="FORWARD" />
4701       <value enum="3" description="FORWARD_AND_MATCH" />
4702     </field>
4703     <field number="210" name="MaxShow" type="QTY" />
4704     <field number="211" name="PegOffsetValue" type="FLOAT" />
4705     <field number="212" name="XmlDataLen" type="LENGTH" />
4706     <field number="213" name="XmlData" type="DATA" />
4707     <field number="214" name="SettlInstRefID" type="STRING" />
4708     <field number="215" name="NoRoutingIDs" type="NUMINGROUP" />
4709     <field number="216" name="RoutingType" type="INT">
4710       <value enum="1" description="TARGET_FIRM" />
4711       <value enum="2" description="TARGET_LIST" />
4712       <value enum="3" description="BLOCK_FIRM" />
4713       <value enum="4" description="BLOCK_LIST" />
4714     </field>
4715     <field number="217" name="RoutingID" type="STRING" />
4716     <field number="218" name="Spread" type="PRICEOFFSET" />
4717     <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
4718     <field number="221" name="BenchmarkCurveName" type="STRING">
4719       <value enum="MuniAAA" description="MUNIAAA" />
4720       <value enum="FutureSWAP" description="FUTURESWAP" />
4721       <value enum="LIBID" description="LIBID" />
4722       <value enum="LIBOR" description="LIBOR" />
4723       <value enum="OTHER" description="OTHER" />
4724       <value enum="SWAP" description="SWAP" />
4725       <value enum="Treasury" description="TREASURY" />
4726       <value enum="Euribor" description="EURIBOR" />
4727       <value enum="Pfandbriefe" description="PFANDBRIEFE" />
4728       <value enum="EONIA" description="EONIA" />
4729       <value enum="SONIA" description="SONIA" />
4730       <value enum="EUREPO" description="EUREPO" />
4731     </field>
4732     <field number="222" name="BenchmarkCurvePoint" type="STRING" />
4733     <field number="223" name="CouponRate" type="PERCENTAGE" />
4734     <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE" />
4735     <field number="225" name="IssueDate" type="LOCALMKTDATE" />
4736     <field number="226" name="RepurchaseTerm" type="INT" />
4737     <field number="227" name="RepurchaseRate" type="PERCENTAGE" />
4738     <field number="228" name="Factor" type="FLOAT" />
4739     <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE" />
4740     <field number="230" name="ExDate" type="LOCALMKTDATE" />
4741     <field number="231" name="ContractMultiplier" type="FLOAT" />
4742     <field number="232" name="NoStipulations" type="NUMINGROUP" />
4743     <field number="233" name="StipulationType" type="STRING">
4744       <value enum="AMT" description="AMT" />
4745       <value enum="AUTOREINV" description="AUTO_REINVESTMENT_AT_OR_BETTER" />
4746       <value enum="BANKQUAL" description="BANK_QUALIFIED" />
4747       <value enum="BGNCON" description="BARGAIN_CONDITIONS" />
4748       <value enum="COUPON" description="COUPON_RANGE" />
4749       <value enum="CURRENCY" description="ISO_CURRENCY_CODE" />
4750       <value enum="CUSTOMDATE" description="CUSTOM_START_END_DATE" />
4751       <value enum="GEOG" description="GEOGRAPHICS_AND_PERCENT_RANGE" />
4752       <value enum="HAIRCUT" description="VALUATION_DISCOUNT" />
4753       <value enum="INSURED" description="INSURED" />
4754       <value enum="ISSUE" description="YEAR_OR_YEAR_MONTH_OF_ISSUE" />
4755       <value enum="ISSUER" description="ISSUERS_TICKER" />
4756       <value enum="ISSUESIZE" description="ISSUE_SIZE_RANGE" />
4757       <value enum="LOOKBACK" description="LOOKBACK_DAYS" />
4758       <value enum="LOT" description="EXPLICIT_LOT_IDENTIFIER" />
4759       <value enum="LOTVAR" description="LOT_VARIANCE" />
4760       <value enum="MAT" description="MATURITY_YEAR_AND_MONTH" />
4761       <value enum="MATURITY" description="MATURITY_RANGE" />
4762       <value enum="MAXSUBS" description="MAXIMUM_SUBSTITUTIONS" />
4763       <value enum="MINQTY" description="MINIMUM_QUANTITY" />
4764       <value enum="MININCR" description="MINIMUM_INCREMENT" />
4765       <value enum="MINDNOM" description="MINIMUM_DENOMINATION" />
4766       <value enum="PAYFREQ" description="PAYMENT_FREQUENCY_CALENDAR" />
4767       <value enum="PIECES" description="NUMBER_OF_PIECES" />
4768       <value enum="PMAX" description="POOLS_MAXIMUM" />
4769       <value enum="PPM" description="POOLS_PER_MILLION" />
4770       <value enum="PPL" description="POOLS_PER_LOT" />
4771       <value enum="PPT" description="POOLS_PER_TRADE" />
4772       <value enum="PRICE" description="PRICE_RANGE" />
4773       <value enum="PRICEFREQ" description="PRICING_FREQUENCY" />
4774       <value enum="PROD" description="PRODUCTION_YEAR" />
4775       <value enum="PROTECT" description="CALL_PROTECTION" />
4776       <value enum="PURPOSE" description="PURPOSE" />
4777       <value enum="PXSOURCE" description="BENCHMARK_PRICE_SOURCE" />
4778       <value enum="RATING" description="RATING_SOURCE_AND_RANGE" />
4779       <value enum="RESTRICTED" description="RESTRICTED" />
4780       <value enum="SECTOR" description="MARKET_SECTOR" />
4781       <value enum="SECTYPE" description="SECURITYTYPE_INCLUDED_OR_EXCLUDED" />
4782       <value enum="STRUCT" description="STRUCTURE" />
4783       <value enum="SUBSFREQ" description="SUBSTITUTIONS_FREQUENCY" />
4784       <value enum="SUBSLEFT" description="SUBSTITUTIONS_LEFT" />
4785       <value enum="TEXT" description="FREEFORM_TEXT" />
4786       <value enum="TRDVAR" description="TRADE_VARIANCE" />
4787       <value enum="WAC" description="WEIGHTED_AVERAGE_COUPON" />
4788       <value enum="WAL" description="WEIGHTED_AVERAGE_LIFE_COUPON" />
4789       <value enum="WALA" description="WEIGHTED_AVERAGE_LOAN_AGE" />
4790       <value enum="WAM" description="WEIGHTED_AVERAGE_MATURITY" />
4791       <value enum="WHOLE" description="WHOLE_POOL" />
4792       <value enum="YIELD" description="YIELD_RANGE" />
4793       <value enum="SMM" description="SINGLE_MONTHLY_MORTALITY" />
4794       <value enum="CPR" description="CONSTANT_PREPAYMENT_RATE" />
4795       <value enum="CPY" description="CONSTANT_PREPAYMENT_YIELD" />
4796       <value enum="CPP" description="CONSTANT_PREPAYMENT_PENALTY" />
4797       <value enum="ABS" description="ABSOLUTE_PREPAYMENT_SPEED" />
4798       <value enum="MPR" description="MONTHLY_PREPAYMENT_RATE" />
4799       <value enum="PSA" description="PERCENT_OF_BMA_PREPAYMENT_CURVE" />
4800       <value enum="PPC" description="PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE" />
4801       <value enum="MHP" description="PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE" />
4802       <value enum="HEP" description="FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE" />
4803     </field>
4804     <field number="234" name="StipulationValue" type="STRING">
4805       <value enum="CD" description="SPECIAL_CUM_DIVIDEND" />
4806       <value enum="XD" description="SPECIAL_EX_DIVIDEND" />
4807       <value enum="CC" description="SPECIAL_CUM_COUPON" />
4808       <value enum="XC" description="SPECIAL_EX_COUPON" />
4809       <value enum="CB" description="SPECIAL_CUM_BONUS" />
4810       <value enum="XB" description="SPECIAL_EX_BONUS" />
4811       <value enum="CR" description="SPECIAL_CUM_RIGHTS" />
4812       <value enum="XR" description="SPECIAL_EX_RIGHTS" />
4813       <value enum="CP" description="SPECIAL_CUM_CAPITAL_REPAYMENTS" />
4814       <value enum="XP" description="SPECIAL_EX_CAPITAL_REPAYMENTS" />
4815       <value enum="CS" description="CASH_SETTLEMENT" />
4816       <value enum="SP" description="SPECIAL_PRICE" />
4817       <value enum="TR" description="REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" />
4818       <value enum="GD" description="GUARANTEED_DELIVERY" />
4819     </field>
4820     <field number="235" name="YieldType" type="STRING">
4821       <value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
4822       <value enum="ANNUAL" description="ANNUAL_YIELD" />
4823       <value enum="ATISSUE" description="YIELD_AT_ISSUE" />
4824       <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
4825       <value enum="BOOK" description="BOOK_YIELD" />
4826       <value enum="CALL" description="YIELD_TO_NEXT_CALL" />
4827       <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
4828       <value enum="CLOSE" description="CLOSING_YIELD" />
4829       <value enum="COMPOUND" description="COMPOUND_YIELD" />
4830       <value enum="CURRENT" description="CURRENT_YIELD" />
4831       <value enum="GROSS" description="TRUE_GROSS_YIELD" />
4832       <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
4833       <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
4834       <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
4835       <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
4836       <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
4837       <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
4838       <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
4839       <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
4840       <value enum="MARK" description="MARK_TO_MARKET_YIELD" />
4841       <value enum="MATURITY" description="YIELD_TO_MATURITY" />
4842       <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
4843       <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
4844       <value enum="PUT" description="YIELD_TO_NEXT_PUT" />
4845       <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
4846       <value enum="PROCEEDS" description="PROCEEDS_YIELD" />
4847       <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
4848       <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
4849       <value enum="SIMPLE" description="SIMPLE_YIELD" />
4850       <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
4851       <value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
4852       <value enum="TRUE" description="TRUE_YIELD" />
4853       <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32" />
4854       <value enum="WORST" description="YIELD_TO_WORST" />
4855     </field>
4856     <field number="236" name="Yield" type="PERCENTAGE" />
4857     <field number="237" name="TotalTakedown" type="AMT" />
4858     <field number="238" name="Concession" type="AMT" />
4859     <field number="239" name="RepoCollateralSecurityType" type="INT" />
4860     <field number="240" name="RedemptionDate" type="LOCALMKTDATE" />
4861     <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE" />
4862     <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE" />
4863     <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
4864     <field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
4865     <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
4866     <field number="246" name="UnderlyingFactor" type="FLOAT" />
4867     <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE" />
4868     <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE" />
4869     <field number="249" name="LegIssueDate" type="LOCALMKTDATE" />
4870     <field number="250" name="LegRepoCollateralSecurityType" type="INT" />
4871     <field number="251" name="LegRepurchaseTerm" type="INT" />
4872     <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
4873     <field number="253" name="LegFactor" type="FLOAT" />
4874     <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE" />
4875     <field number="255" name="CreditRating" type="STRING" />
4876     <field number="256" name="UnderlyingCreditRating" type="STRING" />
4877     <field number="257" name="LegCreditRating" type="STRING" />
4878     <field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
4879     <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE" />
4880     <field number="260" name="BasisFeaturePrice" type="PRICE" />
4881     <field number="262" name="MDReqID" type="STRING" />
4882     <field number="263" name="SubscriptionRequestType" type="CHAR">
4883       <value enum="0" description="SNAPSHOT" />
4884       <value enum="1" description="SNAPSHOT_PLUS_UPDATES" />
4885       <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" />
4886     </field>
4887     <field number="264" name="MarketDepth" type="INT">
4888 <!--
4889       Temporarily commented out until we can handle
4890       N>1 scenario
4891
4892       <value enum="0" description="FULL_BOOK"/>
4893       <value enum="1" description="TOP_OF_BOOK"/>
4894 -->
4895     </field>
4896     <field number="265" name="MDUpdateType" type="INT">
4897       <value enum="0" description="FULL_REFRESH" />
4898       <value enum="1" description="INCREMENTAL_REFRESH" />
4899     </field>
4900     <field number="266" name="AggregatedBook" type="BOOLEAN" />
4901     <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" />
4902     <field number="268" name="NoMDEntries" type="NUMINGROUP" />
4903     <field number="269" name="MDEntryType" type="CHAR">
4904       <value enum="0" description="BID" />
4905       <value enum="1" description="OFFER" />
4906       <value enum="2" description="TRADE" />
4907       <value enum="3" description="INDEX_VALUE" />
4908       <value enum="4" description="OPENING_PRICE" />
4909       <value enum="5" description="CLOSING_PRICE" />
4910       <value enum="6" description="SETTLEMENT_PRICE" />
4911       <value enum="7" description="TRADING_SESSION_HIGH_PRICE" />
4912       <value enum="8" description="TRADING_SESSION_LOW_PRICE" />
4913       <value enum="9" description="TRADING_SESSION_VWAP_PRICE" />
4914       <value enum="A" description="IMBALANCE" />
4915       <value enum="B" description="TRADE_VOLUME" />
4916       <value enum="C" description="OPEN_INTEREST" />
4917     </field>
4918     <field number="270" name="MDEntryPx" type="PRICE" />
4919     <field number="271" name="MDEntrySize" type="QTY" />
4920     <field number="272" name="MDEntryDate" type="UTCDATEONLY" />
4921     <field number="273" name="MDEntryTime" type="UTCTIMEONLY" />
4922     <field number="274" name="TickDirection" type="CHAR">
4923       <value enum="0" description="PLUS_TICK" />
4924       <value enum="1" description="ZERO_PLUS_TICK" />
4925       <value enum="2" description="MINUS_TICK" />
4926       <value enum="3" description="ZERO_MINUS_TICK" />
4927     </field>
4928     <field number="275" name="MDMkt" type="EXCHANGE" />
4929     <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
4930       <value enum="A" description="OPEN_ACTIVE" />
4931       <value enum="B" description="CLOSED_INACTIVE" />
4932       <value enum="C" description="EXCHANGE_BEST" />
4933       <value enum="D" description="CONSOLIDATED_BEST" />
4934       <value enum="E" description="LOCKED" />
4935       <value enum="F" description="CROSSED" />
4936       <value enum="G" description="DEPTH" />
4937       <value enum="H" description="FAST_TRADING" />
4938       <value enum="I" description="NON_FIRM" />
4939     </field>
4940     <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
4941       <value enum="A" description="CASH_MARKET" />
4942       <value enum="B" description="AVERAGE_PRICE_TRADE" />
4943       <value enum="C" description="CASH_TRADE" />
4944       <value enum="D" description="NEXT_DAY_MARKET" />
4945       <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL" />
4946       <value enum="F" description="INTRADAY_TRADE_DETAIL" />
4947       <value enum="G" description="RULE127" />
4948       <value enum="H" description="RULE155" />
4949       <value enum="I" description="SOLD_LAST" />
4950       <value enum="J" description="NEXT_DAY_TRADE" />
4951       <value enum="K" description="OPENED" />
4952       <value enum="L" description="SELLER" />
4953       <value enum="M" description="SOLD" />
4954       <value enum="N" description="STOPPED_STOCK" />
4955       <value enum="P" description="IMBALANCE_MORE_BUYERS" />
4956       <value enum="Q" description="IMBALANCE_MORE_SELLERS" />
4957       <value enum="R" description="OPENING_PRICE" />
4958     </field>
4959     <field number="278" name="MDEntryID" type="STRING" />
4960     <field number="279" name="MDUpdateAction" type="CHAR">
4961       <value enum="0" description="NEW" />
4962       <value enum="1" description="CHANGE" />
4963       <value enum="2" description="DELETE" />
4964     </field>
4965     <field number="280" name="MDEntryRefID" type="STRING" />
4966     <field number="281" name="MDReqRejReason" type="CHAR">
4967       <value enum="0" description="UNKNOWN_SYMBOL" />
4968       <value enum="1" description="DUPLICATE_MDREQID" />
4969       <value enum="2" description="INSUFFICIENT_BANDWIDTH" />
4970       <value enum="3" description="INSUFFICIENT_PERMISSIONS" />
4971       <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" />
4972       <value enum="5" description="UNSUPPORTED_MARKETDEPTH" />
4973       <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" />
4974       <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" />
4975       <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" />
4976       <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" />
4977       <value enum="A" description="UNSUPPORTED_SCOPE" />
4978       <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" />
4979       <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" />
4980     </field>
4981     <field number="282" name="MDEntryOriginator" type="STRING" />
4982     <field number="283" name="LocationID" type="STRING" />
4983     <field number="284" name="DeskID" type="STRING" />
4984     <field number="285" name="DeleteReason" type="CHAR">
4985       <value enum="0" description="CANCELATION_TRADE_BUST" />
4986       <value enum="1" description="ERROR" />
4987     </field>
4988     <field number="286" name="OpenCloseSettlFlag" type="MULTIPLEVALUESTRING">
4989       <value enum="0" description="DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY" />
4990       <value enum="1" description="SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY" />
4991       <value enum="2" description="DELIVERY_SETTLEMENT_ENTRY" />
4992       <value enum="3" description="EXPECTED_ENTRY" />
4993       <value enum="4" description="ENTRY_FROM_PREVIOUS_BUSINESS_DAY" />
4994       <value enum="5" description="THEORETICAL_PRICE_VALUE" />
4995     </field>
4996     <field number="287" name="SellerDays" type="INT" />
4997     <field number="288" name="MDEntryBuyer" type="STRING" />
4998     <field number="289" name="MDEntrySeller" type="STRING" />
4999     <field number="290" name="MDEntryPositionNo" type="INT" />
5000     <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING">
5001       <value enum="1" description="BANKRUPT" />
5002       <value enum="2" description="PENDING_DELISTING" />
5003     </field>
5004     <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING">
5005       <value enum="A" description="EX_DIVIDEND" />
5006       <value enum="B" description="EX_DISTRIBUTION" />
5007       <value enum="C" description="EX_RIGHTS" />
5008       <value enum="D" description="NEW" />
5009       <value enum="E" description="EX_INTEREST" />
5010     </field>
5011     <field number="293" name="DefBidSize" type="QTY" />
5012     <field number="294" name="DefOfferSize" type="QTY" />
5013     <field number="295" name="NoQuoteEntries" type="NUMINGROUP" />
5014     <field number="296" name="NoQuoteSets" type="NUMINGROUP" />
5015     <field number="297" name="QuoteStatus" type="INT">
5016       <value enum="0" description="ACCEPTED" />
5017       <value enum="1" description="CANCELED_FOR_SYMBOL" />
5018       <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" />
5019       <value enum="3" description="CANCELED_FOR_UNDERLYING" />
5020       <value enum="4" description="CANCELED_ALL" />
5021       <value enum="5" description="REJECTED" />
5022       <value enum="6" description="REMOVED_FROM_MARKET" />
5023       <value enum="7" description="EXPIRED" />
5024       <value enum="8" description="QUERY" />
5025       <value enum="9" description="QUOTE_NOT_FOUND" />
5026       <value enum="10" description="PENDING" />
5027       <value enum="11" description="PASS" />
5028       <value enum="12" description="LOCKED_MARKET_WARNING" />
5029       <value enum="13" description="CROSS_MARKET_WARNING" />
5030       <value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET" />
5031       <value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET" />
5032     </field>
5033     <field number="298" name="QuoteCancelType" type="INT">
5034       <value enum="1" description="CANCEL_FOR_SYMBOL" />
5035       <value enum="2" description="CANCEL_FOR_SECURITY_TYPE" />
5036       <value enum="3" description="CANCEL_FOR_UNDERLYING_SYMBOL" />
5037       <value enum="4" description="CANCEL_ALL_QUOTES" />
5038     </field>
5039     <field number="299" name="QuoteEntryID" type="STRING" />
5040     <field number="300" name="QuoteRejectReason" type="INT">
5041       <value enum="1" description="UNKNOWN_SYMBOL" />
5042       <value enum="2" description="EXCHANGE_CLOSED" />
5043       <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" />
5044       <value enum="4" description="TOO_LATE_TO_ENTER" />
5045       <value enum="5" description="UNKNOWN_QUOTE" />
5046       <value enum="6" description="DUPLICATE_QUOTE" />
5047       <value enum="7" description="INVALID_BID_ASK_SPREAD" />
5048       <value enum="8" description="INVALID_PRICE" />
5049       <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
5050     </field>
5051     <field number="301" name="QuoteResponseLevel" type="INT">
5052       <value enum="0" description="NO_ACKNOWLEDGEMENT" />
5053       <value enum="1" description="ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES" />
5054       <value enum="2" description="ACKNOWLEDGE_EACH_QUOTE_MESSAGES" />
5055     </field>
5056     <field number="302" name="QuoteSetID" type="STRING" />
5057     <field number="303" name="QuoteRequestType" type="INT">
5058       <value enum="1" description="MANUAL" />
5059       <value enum="2" description="AUTOMATIC" />
5060     </field>
5061     <field number="304" name="TotNoQuoteEntries" type="INT" />
5062     <field number="305" name="UnderlyingSecurityIDSource" type="STRING" />
5063     <field number="306" name="UnderlyingIssuer" type="STRING" />
5064     <field number="307" name="UnderlyingSecurityDesc" type="STRING" />
5065     <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
5066     <field number="309" name="UnderlyingSecurityID" type="STRING" />
5067     <field number="310" name="UnderlyingSecurityType" type="STRING" />
5068     <field number="311" name="UnderlyingSymbol" type="STRING" />
5069     <field number="312" name="UnderlyingSymbolSfx" type="STRING" />
5070     <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
5071     <field number="316" name="UnderlyingStrikePrice" type="PRICE" />
5072     <field number="317" name="UnderlyingOptAttribute" type="CHAR" />
5073     <field number="318" name="UnderlyingCurrency" type="CURRENCY" />
5074     <field number="320" name="SecurityReqID" type="STRING" />
5075     <field number="321" name="SecurityRequestType" type="INT">
5076       <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" />
5077       <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" />
5078       <value enum="2" description="REQUEST_LIST_SECURITY_TYPES" />
5079       <value enum="3" description="REQUEST_LIST_SECURITIES" />
5080     </field>
5081     <field number="322" name="SecurityResponseID" type="STRING" />
5082     <field number="323" name="SecurityResponseType" type="INT">
5083       <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" />
5084       <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" />
5085       <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" />
5086       <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" />
5087       <value enum="5" description="REJECT_SECURITY_PROPOSAL" />
5088       <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" />
5089     </field>
5090     <field number="324" name="SecurityStatusReqID" type="STRING" />
5091     <field number="325" name="UnsolicitedIndicator" type="BOOLEAN" />
5092     <field number="326" name="SecurityTradingStatus" type="INT">
5093       <value enum="1" description="OPENING_DELAY" />
5094       <value enum="2" description="TRADING_HALT" />
5095       <value enum="3" description="RESUME" />
5096       <value enum="4" description="NO_OPEN_NO_RESUME" />
5097       <value enum="5" description="PRICE_INDICATION" />
5098       <value enum="6" description="TRADING_RANGE_INDICATION" />
5099       <value enum="7" description="MARKET_IMBALANCE_BUY" />
5100       <value enum="8" description="MARKET_IMBALANCE_SELL" />
5101       <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" />
5102       <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
5103       <value enum="11" description="NOT_ASSIGNED" />
5104       <value enum="12" description="NO_MARKET_IMBALANCE" />
5105       <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" />
5106       <value enum="14" description="ITS_PRE_OPENING" />
5107       <value enum="15" description="NEW_PRICE_INDICATION" />
5108       <value enum="16" description="TRADE_DISSEMINATION_TIME" />
5109       <value enum="17" description="READY_TO_TRADE_START_OF_SESSION" />
5110       <value enum="18" description="NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION" />
5111       <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
5112       <value enum="20" description="UNKNOWN_OR_INVALID" />
5113       <value enum="21" description="PRE_OPEN" />
5114       <value enum="22" description="OPENING_ROTATION" />
5115       <value enum="23" description="FAST_MARKET" />
5116     </field>
5117     <field number="327" name="HaltReason" type="CHAR">
5118       <value enum="I" description="ORDER_IMBALANCE" />
5119       <value enum="X" description="EQUIPMENT_CHANGEOVER" />
5120       <value enum="P" description="NEWS_PENDING" />
5121       <value enum="D" description="NEWS_DISSEMINATION" />
5122       <value enum="E" description="ORDER_INFLUX" />
5123       <value enum="M" description="ADDITIONAL_INFORMATION" />
5124     </field>
5125     <field number="328" name="InViewOfCommon" type="BOOLEAN" />
5126     <field number="329" name="DueToRelated" type="BOOLEAN" />
5127     <field number="330" name="BuyVolume" type="QTY" />
5128     <field number="331" name="SellVolume" type="QTY" />
5129     <field number="332" name="HighPx" type="PRICE" />
5130     <field number="333" name="LowPx" type="PRICE" />
5131     <field number="334" name="Adjustment" type="INT">
5132       <value enum="1" description="CANCEL" />
5133       <value enum="2" description="ERROR" />
5134       <value enum="3" description="CORRECTION" />
5135     </field>
5136     <field number="335" name="TradSesReqID" type="STRING" />
5137     <field number="336" name="TradingSessionID" type="STRING" />
5138     <field number="337" name="ContraTrader" type="STRING" />
5139     <field number="338" name="TradSesMethod" type="INT">
5140       <value enum="1" description="ELECTRONIC" />
5141       <value enum="2" description="OPEN_OUTCRY" />
5142       <value enum="3" description="TWO_PARTY" />
5143     </field>
5144     <field number="339" name="TradSesMode" type="INT">
5145       <value enum="1" description="TESTING" />
5146       <value enum="2" description="SIMULATED" />
5147       <value enum="3" description="PRODUCTION" />
5148     </field>
5149     <field number="340" name="TradSesStatus" type="INT">
5150       <value enum="0" description="UNKNOWN" />
5151       <value enum="1" description="HALTED" />
5152       <value enum="2" description="OPEN" />
5153       <value enum="3" description="CLOSED" />
5154       <value enum="4" description="PRE_OPEN" />
5155       <value enum="5" description="PRE_CLOSE" />
5156       <value enum="6" description="REQUEST_REJECTED" />
5157     </field>
5158     <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" />
5159     <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" />
5160     <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" />
5161     <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" />
5162     <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" />
5163     <field number="346" name="NumberOfOrders" type="INT" />
5164     <field number="347" name="MessageEncoding" type="STRING">
5165       <value enum="ISO-2022-JP" description="ISO_2022_JP" />
5166       <value enum="EUC-JP" description="EUC_JP" />
5167       <value enum="SHIFT_JIS" description="SHIFT_JIS" />
5168       <value enum="UTF-8" description="UTF_8" />
5169     </field>
5170     <field number="348" name="EncodedIssuerLen" type="LENGTH" />
5171     <field number="349" name="EncodedIssuer" type="DATA" />
5172     <field number="350" name="EncodedSecurityDescLen" type="LENGTH" />
5173     <field number="351" name="EncodedSecurityDesc" type="DATA" />
5174     <field number="352" name="EncodedListExecInstLen" type="LENGTH" />
5175     <field number="353" name="EncodedListExecInst" type="DATA" />
5176     <field number="354" name="EncodedTextLen" type="LENGTH" />
5177     <field number="355" name="EncodedText" type="DATA" />
5178     <field number="356" name="EncodedSubjectLen" type="LENGTH" />
5179     <field number="357" name="EncodedSubject" type="DATA" />
5180     <field number="358" name="EncodedHeadlineLen" type="LENGTH" />
5181     <field number="359" name="EncodedHeadline" type="DATA" />
5182     <field number="360" name="EncodedAllocTextLen" type="LENGTH" />
5183     <field number="361" name="EncodedAllocText" type="DATA" />
5184     <field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" />
5185     <field number="363" name="EncodedUnderlyingIssuer" type="DATA" />
5186     <field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" />
5187     <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" />
5188     <field number="366" name="AllocPrice" type="PRICE" />
5189     <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" />
5190     <field number="368" name="QuoteEntryRejectReason" type="INT">
5191       <value enum="1" description="UNKNOWN_SYMBOL" />
5192       <value enum="2" description="EXCHANGE_CLOSED" />
5193       <value enum="3" description="QUOTE_EXCEEDS_LIMIT" />
5194       <value enum="4" description="TOO_LATE_TO_ENTER" />
5195       <value enum="5" description="UNKNOWN_QUOTE" />
5196       <value enum="6" description="DUPLICATE_QUOTE" />
5197       <value enum="7" description="INVALID_BID_ASK_SPREAD" />
5198       <value enum="8" description="INVALID_PRICE" />
5199       <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
5200     </field>
5201     <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
5202     <field number="371" name="RefTagID" type="INT" />
5203     <field number="372" name="RefMsgType" type="STRING" />
5204     <field number="373" name="SessionRejectReason" type="INT">
5205       <value enum="0" description="INVALID_TAG_NUMBER" />
5206       <value enum="1" description="REQUIRED_TAG_MISSING" />
5207       <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" />
5208       <value enum="3" description="UNDEFINED_TAG" />
5209       <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" />
5210       <value enum="5" description="VALUE_IS_INCORRECT" />
5211       <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" />
5212       <value enum="7" description="DECRYPTION_PROBLEM" />
5213       <value enum="8" description="SIGNATURE_PROBLEM" />
5214       <value enum="9" description="COMPID_PROBLEM" />
5215       <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" />
5216       <value enum="11" description="INVALID_MSGTYPE" />
5217       <value enum="12" description="XML_VALIDATION_ERROR" />
5218       <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" />
5219       <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" />
5220       <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" />
5221       <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" />
5222       <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" />
5223       <value enum="99" description="OTHER" />
5224     </field>
5225     <field number="374" name="BidRequestTransType" type="CHAR">
5226       <value enum="N" description="NEW" />
5227       <value enum="C" description="CANCEL" />
5228     </field>
5229     <field number="375" name="ContraBroker" type="STRING" />
5230     <field number="376" name="ComplianceID" type="STRING" />
5231     <field number="377" name="SolicitedFlag" type="BOOLEAN" />
5232     <field number="378" name="ExecRestatementReason" type="INT">
5233       <value enum="0" description="GT_CORPORATE_ACTION" />
5234       <value enum="1" description="GT_RENEWAL_RESTATEMENT" />
5235       <value enum="2" description="VERBAL_CHANGE" />
5236       <value enum="3" description="REPRICING_OF_ORDER" />
5237       <value enum="4" description="BROKER_OPTION" />
5238       <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" />
5239       <value enum="6" description="CANCEL_ON_TRADING_HALT" />
5240       <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" />
5241       <value enum="8" description="MARKET_OPTION" />
5242       <value enum="9" description="CANCELED_NOT_BEST" />
5243     </field>
5244     <field number="379" name="BusinessRejectRefID" type="STRING" />
5245     <field number="380" name="BusinessRejectReason" type="INT">
5246       <value enum="0" description="OTHER" />
5247       <value enum="1" description="UNKNOWN_ID" />
5248       <value enum="2" description="UNKNOWN_SECURITY" />
5249       <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" />
5250       <value enum="4" description="APPLICATION_NOT_AVAILABLE" />
5251       <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
5252       <value enum="6" description="NOT_AUTHORIZED" />
5253       <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" />
5254     </field>
5255     <field number="381" name="GrossTradeAmt" type="AMT" />
5256     <field number="382" name="NoContraBrokers" type="NUMINGROUP" />
5257     <field number="383" name="MaxMessageSize" type="LENGTH" />
5258     <field number="384" name="NoMsgTypes" type="NUMINGROUP" />
5259     <field number="385" name="MsgDirection" type="CHAR">
5260       <value enum="S" description="SEND" />
5261       <value enum="R" description="RECEIVE" />
5262     </field>
5263     <field number="386" name="NoTradingSessions" type="NUMINGROUP" />
5264     <field number="387" name="TotalVolumeTraded" type="QTY" />
5265     <field number="388" name="DiscretionInst" type="CHAR">
5266       <value enum="0" description="RELATED_TO_DISPLAYED_PRICE" />
5267       <value enum="1" description="RELATED_TO_MARKET_PRICE" />
5268       <value enum="2" description="RELATED_TO_PRIMARY_PRICE" />
5269       <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" />
5270       <value enum="4" description="RELATED_TO_MIDPOINT_PRICE" />
5271       <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" />
5272       <value enum="6" description="RELATED_TO_VWAP" />
5273     </field>
5274     <field number="389" name="DiscretionOffsetValue" type="FLOAT" />
5275     <field number="390" name="BidID" type="STRING" />
5276     <field number="391" name="ClientBidID" type="STRING" />
5277     <field number="392" name="ListName" type="STRING" />
5278     <field number="393" name="TotNoRelatedSym" type="INT" />
5279     <field number="394" name="BidType" type="INT">
5280       <value enum="1" description="NON_DISCLOSED" />
5281       <value enum="2" description="DISCLOSED_STYLE" />
5282       <value enum="3" description="NO_BIDDING_PROCESS" />
5283     </field>
5284     <field number="395" name="NumTickets" type="INT" />
5285     <field number="396" name="SideValue1" type="AMT" />
5286     <field number="397" name="SideValue2" type="AMT" />
5287     <field number="398" name="NoBidDescriptors" type="NUMINGROUP" />
5288     <field number="399" name="BidDescriptorType" type="INT">
5289       <value enum="1" description="SECTOR" />
5290       <value enum="2" description="COUNTRY" />
5291       <value enum="3" description="INDEX" />
5292     </field>
5293     <field number="400" name="BidDescriptor" type="STRING" />
5294     <field number="401" name="SideValueInd" type="INT">
5295       <value enum="1" description="SIDEVALUE1" />
5296       <value enum="2" description="SIDEVALUE2" />
5297     </field>
5298     <field number="402" name="LiquidityPctLow" type="PERCENTAGE" />
5299     <field number="403" name="LiquidityPctHigh" type="PERCENTAGE" />
5300     <field number="404" name="LiquidityValue" type="AMT" />
5301     <field number="405" name="EFPTrackingError" type="PERCENTAGE" />
5302     <field number="406" name="FairValue" type="AMT" />
5303     <field number="407" name="OutsideIndexPct" type="PERCENTAGE" />
5304     <field number="408" name="ValueOfFutures" type="AMT" />
5305     <field number="409" name="LiquidityIndType" type="INT">
5306       <value enum="1" description="FIVEDAY_MOVING_AVERAGE" />
5307       <value enum="2" description="TWENTYDAY_MOVING_AVERAGE" />
5308       <value enum="3" description="NORMAL_MARKET_SIZE" />
5309       <value enum="4" description="OTHER" />
5310     </field>
5311     <field number="410" name="WtAverageLiquidity" type="PERCENTAGE" />
5312     <field number="411" name="ExchangeForPhysical" type="BOOLEAN" />
5313     <field number="412" name="OutMainCntryUIndex" type="AMT" />
5314     <field number="413" name="CrossPercent" type="PERCENTAGE" />
5315     <field number="414" name="ProgRptReqs" type="INT">
5316       <value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" />
5317       <value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" />
5318       <value enum="3" description="REAL_TIME_EXECUTION_REPORTS" />
5319     </field>
5320     <field number="415" name="ProgPeriodInterval" type="INT" />
5321     <field number="416" name="IncTaxInd" type="INT">
5322       <value enum="1" description="NET" />
5323       <value enum="2" description="GROSS" />
5324     </field>
5325     <field number="417" name="NumBidders" type="INT" />
5326     <field number="418" name="BidTradeType" type="CHAR">
5327       <value enum="R" description="RISK_TRADE" />
5328       <value enum="G" description="VWAP_GUARANTEE" />
5329       <value enum="A" description="AGENCY" />
5330       <value enum="J" description="GUARANTEED_CLOSE" />
5331     </field>
5332     <field number="419" name="BasisPxType" type="CHAR">
5333       <value enum="2" description="CLOSING_PRICE_AT_MORNING_SESSION" />
5334       <value enum="3" description="CLOSING_PRICE" />
5335       <value enum="4" description="CURRENT_PRICE" />
5336       <value enum="5" description="SQ" />
5337       <value enum="6" description="VWAP_THROUGH_A_DAY" />
5338       <value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION" />
5339       <value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION" />
5340       <value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI" />
5341       <value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" />
5342       <value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" />
5343       <value enum="C" description="STRIKE" />
5344       <value enum="D" description="OPEN" />
5345       <value enum="Z" description="OTHERS" />
5346     </field>
5347     <field number="420" name="NoBidComponents" type="NUMINGROUP" />
5348     <field number="421" name="Country" type="COUNTRY" />
5349     <field number="422" name="TotNoStrikes" type="INT" />
5350     <field number="423" name="PriceType" type="INT">
5351       <value enum="1" description="PERCENTAGE" />
5352       <value enum="2" description="PER_UNIT" />
5353       <value enum="3" description="FIXED_AMOUNT" />
5354       <value enum="4" description="DISCOUNT" />
5355       <value enum="5" description="PREMIUM" />
5356       <value enum="6" description="SPREAD" />
5357       <value enum="7" description="TED_PRICE" />
5358       <value enum="8" description="TED_YIELD" />
5359       <value enum="9" description="YIELD" />
5360     </field>
5361     <field number="424" name="DayOrderQty" type="QTY" />
5362     <field number="425" name="DayCumQty" type="QTY" />
5363     <field number="426" name="DayAvgPx" type="PRICE" />
5364     <field number="427" name="GTBookingInst" type="INT">
5365       <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" />
5366       <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" />
5367       <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" />
5368     </field>
5369     <field number="428" name="NoStrikes" type="NUMINGROUP" />
5370     <field number="429" name="ListStatusType" type="INT">
5371       <value enum="1" description="ACK" />
5372       <value enum="2" description="RESPONSE" />
5373       <value enum="3" description="TIMED" />
5374       <value enum="4" description="EXECSTARTED" />
5375       <value enum="5" description="ALLDONE" />
5376       <value enum="6" description="ALERT" />
5377     </field>
5378     <field number="430" name="NetGrossInd" type="INT">
5379       <value enum="1" description="NET" />
5380       <value enum="2" description="GROSS" />
5381     </field>
5382     <field number="431" name="ListOrderStatus" type="INT">
5383       <value enum="1" description="INBIDDINGPROCESS" />
5384       <value enum="2" description="RECEIVEDFOREXECUTION" />
5385       <value enum="3" description="EXECUTING" />
5386       <value enum="4" description="CANCELING" />
5387       <value enum="5" description="ALERT" />
5388       <value enum="6" description="ALL_DONE" />
5389       <value enum="7" description="REJECT" />
5390     </field>
5391     <field number="432" name="ExpireDate" type="LOCALMKTDATE" />
5392     <field number="433" name="ListExecInstType" type="CHAR">
5393       <value enum="1" description="IMMEDIATE" />
5394       <value enum="2" description="WAIT_FOR_EXECUTE_INSTRUCTION" />
5395       <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" />
5396       <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" />
5397       <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" />
5398     </field>
5399     <field number="434" name="CxlRejResponseTo" type="CHAR">
5400       <value enum="1" description="ORDER_CANCEL_REQUEST" />
5401       <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" />
5402     </field>
5403     <field number="435" name="UnderlyingCouponRate" type="PERCENTAGE" />
5404     <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
5405     <field number="437" name="ContraTradeQty" type="QTY" />
5406     <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
5407     <field number="441" name="LiquidityNumSecurities" type="INT" />
5408     <field number="442" name="MultiLegReportingType" type="CHAR">
5409       <value enum="1" description="SINGLE_SECURITY" />
5410       <value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" />
5411       <value enum="3" description="MULTI_LEG_SECURITY" />
5412     </field>
5413     <field number="443" name="StrikeTime" type="UTCTIMESTAMP" />
5414     <field number="444" name="ListStatusText" type="STRING" />
5415     <field number="445" name="EncodedListStatusTextLen" type="LENGTH" />
5416     <field number="446" name="EncodedListStatusText" type="DATA" />
5417     <field number="447" name="PartyIDSource" type="CHAR">
5418       <value enum="B" description="BIC" />
5419       <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
5420       <value enum="D" description="PROPRIETARY_CUSTOM_CODE" />
5421       <value enum="E" description="ISO_COUNTRY_CODE" />
5422       <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" />
5423       <value enum="G" description="MIC" />
5424       <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE" />
5425       <value enum="1" description="KOREAN_INVESTOR_ID" />
5426       <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID" />
5427       <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" />
5428       <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER" />
5429       <value enum="5" description="CHINESE_B_SHARE" />
5430       <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" />
5431       <value enum="7" description="US_SOCIAL_SECURITY_NUMBER" />
5432       <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" />
5433       <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" />
5434       <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" />
5435       <value enum="I" description="DIRECTED_BROKER" />
5436     </field>
5437     <field number="448" name="PartyID" type="STRING" />
5438     <field number="451" name="NetChgPrevDay" type="PRICEOFFSET" />
5439     <field number="452" name="PartyRole" type="INT">
5440       <value enum="1" description="EXECUTING_FIRM" />
5441       <value enum="2" description="BROKER_OF_CREDIT" />
5442       <value enum="3" description="CLIENT_ID" />
5443       <value enum="4" description="CLEARING_FIRM" />
5444       <value enum="5" description="INVESTOR_ID" />
5445       <value enum="6" description="INTRODUCING_FIRM" />
5446       <value enum="7" description="ENTERING_FIRM" />
5447       <value enum="8" description="LOCATE_LENDING_FIRM" />
5448       <value enum="9" description="FUND_MANAGER_CLIENT_ID" />
5449     </field>
5450     <field number="453" name="NoPartyIDs" type="NUMINGROUP" />
5451     <field number="454" name="NoSecurityAltID" type="NUMINGROUP" />
5452     <field number="455" name="SecurityAltID" type="STRING" />
5453     <field number="456" name="SecurityAltIDSource" type="STRING" />
5454     <field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP" />
5455     <field number="458" name="UnderlyingSecurityAltID" type="STRING" />
5456     <field number="459" name="UnderlyingSecurityAltIDSource" type="STRING" />
5457     <field number="460" name="Product" type="INT">
5458       <value enum="1" description="AGENCY" />
5459       <value enum="2" description="COMMODITY" />
5460       <value enum="3" description="CORPORATE" />
5461       <value enum="4" description="CURRENCY" />
5462       <value enum="5" description="EQUITY" />
5463       <value enum="6" description="GOVERNMENT" />
5464       <value enum="7" description="INDEX" />
5465       <value enum="8" description="LOAN" />
5466       <value enum="9" description="MONEYMARKET" />
5467       <value enum="10" description="MORTGAGE" />
5468       <value enum="11" description="MUNICIPAL" />
5469       <value enum="12" description="OTHER" />
5470       <value enum="13" description="FINANCING" />
5471     </field>
5472     <field number="461" name="CFICode" type="STRING" />
5473     <field number="462" name="UnderlyingProduct" type="INT" />
5474     <field number="463" name="UnderlyingCFICode" type="STRING" />
5475     <field number="464" name="TestMessageIndicator" type="BOOLEAN" />
5476     <field number="465" name="QuantityType" type="INT">
5477       <value enum="1" description="SHARES" />
5478       <value enum="2" description="BONDS" />
5479       <value enum="3" description="CURRENTFACE" />
5480       <value enum="4" description="ORIGINALFACE" />
5481       <value enum="5" description="CURRENCY" />
5482       <value enum="6" description="CONTRACTS" />
5483       <value enum="7" description="OTHER" />
5484       <value enum="8" description="PAR" />
5485     </field>
5486     <field number="466" name="BookingRefID" type="STRING" />
5487     <field number="467" name="IndividualAllocID" type="STRING" />
5488     <field number="468" name="RoundingDirection" type="CHAR">
5489       <value enum="0" description="ROUND_TO_NEAREST" />
5490       <value enum="1" description="ROUND_DOWN" />
5491       <value enum="2" description="ROUND_UP" />
5492     </field>
5493     <field number="469" name="RoundingModulus" type="FLOAT" />
5494     <field number="470" name="CountryOfIssue" type="COUNTRY" />
5495     <field number="471" name="StateOrProvinceOfIssue" type="STRING" />
5496     <field number="472" name="LocaleOfIssue" type="STRING" />
5497     <field number="473" name="NoRegistDtls" type="NUMINGROUP" />
5498     <field number="474" name="MailingDtls" type="STRING" />
5499     <field number="475" name="InvestorCountryOfResidence" type="COUNTRY" />
5500     <field number="476" name="PaymentRef" type="STRING" />
5501     <field number="477" name="DistribPaymentMethod" type="INT">
5502       <value enum="1" description="CREST" />
5503       <value enum="2" description="NSCC" />
5504       <value enum="3" description="EUROCLEAR" />
5505       <value enum="4" description="CLEARSTREAM" />
5506       <value enum="5" description="CHEQUE" />
5507       <value enum="6" description="TELEGRAPHIC_TRANSFER" />
5508       <value enum="7" description="FEDWIRE" />
5509       <value enum="8" description="DIRECT_CREDIT" />
5510       <value enum="9" description="ACH_CREDIT" />
5511     </field>
5512     <field number="478" name="CashDistribCurr" type="CURRENCY" />
5513     <field number="479" name="CommCurrency" type="CURRENCY" />
5514     <field number="480" name="CancellationRights" type="CHAR">
5515       <value enum="N" description="NO_EXECUTION_ONLY" />
5516       <value enum="M" description="NO_WAIVER_AGREEMENT" />
5517       <value enum="O" description="NO_INSTITUTIONAL" />
5518     </field>
5519     <field number="481" name="MoneyLaunderingStatus" type="CHAR">
5520       <value enum="Y" description="PASSED" />
5521       <value enum="N" description="NOT_CHECKED" />
5522       <value enum="1" description="EXEMPT_BELOW_THE_LIMIT" />
5523       <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" />
5524       <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" />
5525     </field>
5526     <field number="482" name="MailingInst" type="STRING" />
5527     <field number="483" name="TransBkdTime" type="UTCTIMESTAMP" />
5528     <field number="484" name="ExecPriceType" type="CHAR">
5529       <value enum="B" description="BID_PRICE" />
5530       <value enum="C" description="CREATION_PRICE" />
5531       <value enum="D" description="CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT" />
5532       <value enum="E" description="CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT" />
5533       <value enum="O" description="OFFER_PRICE" />
5534       <value enum="P" description="OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT" />
5535       <value enum="Q" description="OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT" />
5536       <value enum="S" description="SINGLE_PRICE" />
5537     </field>
5538     <field number="485" name="ExecPriceAdjustment" type="FLOAT" />
5539     <field number="486" name="DateOfBirth" type="LOCALMKTDATE" />
5540     <field number="487" name="TradeReportTransType" type="INT">
5541       <value enum="0" description="NEW" />
5542       <value enum="1" description="CANCEL" />
5543       <value enum="2" description="REPLACE" />
5544       <value enum="3" description="RELEASE" />
5545       <value enum="4" description="REVERSE" />
5546     </field>
5547     <field number="488" name="CardHolderName" type="STRING" />
5548     <field number="489" name="CardNumber" type="STRING" />
5549     <field number="490" name="CardExpDate" type="LOCALMKTDATE" />
5550     <field number="491" name="CardIssNum" type="STRING" />
5551     <field number="492" name="PaymentMethod" type="INT">
5552       <value enum="1" description="CREST" />
5553       <value enum="2" description="NSCC" />
5554       <value enum="3" description="EUROCLEAR" />
5555       <value enum="4" description="CLEARSTREAM" />
5556       <value enum="5" description="CHEQUE" />
5557       <value enum="6" description="TELEGRAPHIC_TRANSFER" />
5558       <value enum="7" description="FEDWIRE" />
5559       <value enum="8" description="DEBIT_CARD" />
5560       <value enum="9" description="DIRECT_DEBIT" />
5561     </field>
5562     <field number="493" name="RegistAcctType" type="STRING" />
5563     <field number="494" name="Designation" type="STRING" />
5564     <field number="495" name="TaxAdvantageType" type="INT">
5565       <value enum="0" description="NONE" />
5566       <value enum="1" description="MAXI_ISA" />
5567       <value enum="2" description="TESSA" />
5568       <value enum="3" description="MINI_CASH_ISA" />
5569       <value enum="4" description="MINI_STOCKS_AND_SHARES_ISA" />
5570       <value enum="5" description="MINI_INSURANCE_ISA" />
5571       <value enum="6" description="CURRENT_YEAR_PAYMENT" />
5572       <value enum="7" description="PRIOR_YEAR_PAYMENT" />
5573       <value enum="8" description="ASSET_TRANSFER" />
5574       <value enum="9" description="EMPLOYEE_PRIOR_YEAR" />
5575       <value enum="999" description="OTHER" />
5576     </field>
5577     <field number="496" name="RegistRejReasonText" type="STRING" />
5578     <field number="497" name="FundRenewWaiv" type="CHAR">
5579       <value enum="Y" description="YES" />
5580       <value enum="N" description="NO" />
5581     </field>
5582     <field number="498" name="CashDistribAgentName" type="STRING" />
5583     <field number="499" name="CashDistribAgentCode" type="STRING" />
5584     <field number="500" name="CashDistribAgentAcctNumber" type="STRING" />
5585     <field number="501" name="CashDistribPayRef" type="STRING" />
5586     <field number="502" name="CashDistribAgentAcctName" type="STRING" />
5587     <field number="503" name="CardStartDate" type="LOCALMKTDATE" />
5588     <field number="504" name="PaymentDate" type="LOCALMKTDATE" />
5589     <field number="505" name="PaymentRemitterID" type="STRING" />
5590     <field number="506" name="RegistStatus" type="CHAR">
5591       <value enum="A" description="ACCEPTED" />
5592       <value enum="R" description="REJECTED" />
5593       <value enum="H" description="HELD" />
5594       <value enum="N" description="REMINDER" />
5595     </field>
5596     <field number="507" name="RegistRejReasonCode" type="INT">
5597       <value enum="1" description="INVALID_UNACCEPTABLE_ACCOUNT_TYPE" />
5598       <value enum="2" description="INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE" />
5599       <value enum="3" description="INVALID_UNACCEPTABLE_OWNERSHIP_TYPE" />
5600       <value enum="4" description="INVALID_UNACCEPTABLE_NO_REG_DETLS" />
5601       <value enum="5" description="INVALID_UNACCEPTABLE_REG_SEQ_NO" />
5602       <value enum="6" description="INVALID_UNACCEPTABLE_REG_DTLS" />
5603       <value enum="7" description="INVALID_UNACCEPTABLE_MAILING_DTLS" />
5604       <value enum="8" description="INVALID_UNACCEPTABLE_MAILING_INST" />
5605       <value enum="9" description="INVALID_UNACCEPTABLE_INVESTOR_ID" />
5606       <value enum="10" description="INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE" />
5607       <value enum="11" description="INVALID_UNACCEPTABLE_DATE_OF_BIRTH" />
5608       <value enum="12" description="INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE" />
5609       <value enum="13" description="INVALID_UNACCEPTABLE_NODISTRIBINSTNS" />
5610       <value enum="14" description="INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE" />
5611       <value enum="15" description="INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD" />
5612       <value enum="16" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME" />
5613       <value enum="17" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE" />
5614       <value enum="18" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM" />
5615       <value enum="99" description="OTHER" />
5616     </field>
5617     <field number="508" name="RegistRefID" type="STRING" />
5618     <field number="509" name="RegistDtls" type="STRING" />
5619     <field number="510" name="NoDistribInsts" type="NUMINGROUP" />
5620     <field number="511" name="RegistEmail" type="STRING" />
5621     <field number="512" name="DistribPercentage" type="PERCENTAGE" />
5622     <field number="513" name="RegistID" type="STRING" />
5623     <field number="514" name="RegistTransType" type="CHAR">
5624       <value enum="0" description="NEW" />
5625       <value enum="1" description="REPLACE" />
5626       <value enum="2" description="CANCEL" />
5627     </field>
5628     <field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP" />
5629     <field number="516" name="OrderPercent" type="PERCENTAGE" />
5630     <field number="517" name="OwnershipType" type="CHAR">
5631       <value enum="J" description="JOINT_INVESTORS" />
5632       <value enum="T" description="TENANTS_IN_COMMON" />
5633       <value enum="2" description="JOINT_TRUSTEES" />
5634     </field>
5635     <field number="518" name="NoContAmts" type="NUMINGROUP" />
5636     <field number="519" name="ContAmtType" type="INT">
5637       <value enum="1" description="COMMISSION_AMOUNT" />
5638       <value enum="2" description="COMMISSION_PERCENT" />
5639       <value enum="3" description="INITIAL_CHARGE_AMOUNT" />
5640       <value enum="4" description="INITIAL_CHARGE_PERCENT" />
5641       <value enum="5" description="DISCOUNT_AMOUNT" />
5642       <value enum="6" description="DISCOUNT_PERCENT" />
5643       <value enum="7" description="DILUTION_LEVY_AMOUNT" />
5644       <value enum="8" description="DILUTION_LEVY_PERCENT" />
5645       <value enum="9" description="EXIT_CHARGE_AMOUNT" />
5646     </field>
5647     <field number="520" name="ContAmtValue" type="FLOAT" />
5648     <field number="521" name="ContAmtCurr" type="CURRENCY" />
5649     <field number="522" name="OwnerType" type="INT">
5650       <value enum="1" description="INDIVIDUAL_INVESTOR" />
5651       <value enum="2" description="PUBLIC_COMPANY" />
5652       <value enum="3" description="PRIVATE_COMPANY" />
5653       <value enum="4" description="INDIVIDUAL_TRUSTEE" />
5654       <value enum="5" description="COMPANY_TRUSTEE" />
5655       <value enum="6" description="PENSION_PLAN" />
5656       <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
5657       <value enum="8" description="TRUSTS" />
5658       <value enum="9" description="FIDUCIARIES" />
5659     </field>
5660     <field number="523" name="PartySubID" type="STRING" />
5661     <field number="524" name="NestedPartyID" type="STRING" />
5662     <field number="525" name="NestedPartyIDSource" type="CHAR" />
5663     <field number="526" name="SecondaryClOrdID" type="STRING" />
5664     <field number="527" name="SecondaryExecID" type="STRING" />
5665     <field number="528" name="OrderCapacity" type="CHAR">
5666       <value enum="A" description="AGENCY" />
5667       <value enum="G" description="PROPRIETARY" />
5668       <value enum="I" description="INDIVIDUAL" />
5669       <value enum="P" description="PRINCIPAL" />
5670       <value enum="R" description="RISKLESS_PRINCIPAL" />
5671       <value enum="W" description="AGENT_FOR_OTHER_MEMBER" />
5672     </field>
5673     <field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING">
5674       <value enum="1" description="PROGRAM_TRADE" />
5675       <value enum="2" description="INDEX_ARBITRAGE" />
5676       <value enum="3" description="NON_INDEX_ARBITRAGE" />
5677       <value enum="4" description="COMPETING_MARKET_MAKER" />
5678       <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" />
5679       <value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" />
5680       <value enum="7" description="FOREIGN_ENTITY" />
5681       <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" />
5682       <value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" />
5683       <value enum="A" description="RISKLESS_ARBITRAGE" />
5684     </field>
5685     <field number="530" name="MassCancelRequestType" type="CHAR">
5686       <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
5687       <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
5688       <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
5689       <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
5690       <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
5691       <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
5692       <value enum="7" description="CANCEL_ALL_ORDERS" />
5693     </field>
5694     <field number="531" name="MassCancelResponse" type="CHAR">
5695       <value enum="0" description="CANCEL_REQUEST_REJECTED" />
5696       <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
5697       <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
5698       <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
5699       <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
5700       <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
5701       <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
5702       <value enum="7" description="CANCEL_ALL_ORDERS" />
5703     </field>
5704     <field number="532" name="MassCancelRejectReason" type="CHAR">
5705       <value enum="0" description="MASS_CANCEL_NOT_SUPPORTED" />
5706       <value enum="1" description="INVALID_OR_UNKNOWN_SECURITY" />
5707       <value enum="2" description="INVALID_OR_UNKNOWN_UNDERLYING" />
5708       <value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT" />
5709       <value enum="4" description="INVALID_OR_UNKNOWN_CFICODE" />
5710       <value enum="5" description="INVALID_OR_UNKNOWN_SECURITY_TYPE" />
5711       <value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION" />
5712     </field>
5713     <field number="533" name="TotalAffectedOrders" type="INT" />
5714     <field number="534" name="NoAffectedOrders" type="INT" />
5715     <field number="535" name="AffectedOrderID" type="STRING" />
5716     <field number="536" name="AffectedSecondaryOrderID" type="STRING" />
5717     <field number="537" name="QuoteType" type="INT">
5718       <value enum="0" description="INDICATIVE" />
5719       <value enum="1" description="TRADEABLE" />
5720       <value enum="2" description="RESTRICTED_TRADEABLE" />
5721       <value enum="3" description="COUNTER" />
5722     </field>
5723     <field number="538" name="NestedPartyRole" type="INT" />
5724     <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" />
5725     <field number="540" name="TotalAccruedInterestAmt" type="AMT" />
5726     <field number="541" name="MaturityDate" type="LOCALMKTDATE" />
5727     <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" />
5728     <field number="543" name="InstrRegistry" type="STRING" />
5729     <field number="544" name="CashMargin" type="CHAR">
5730       <value enum="1" description="CASH" />
5731       <value enum="2" description="MARGIN_OPEN" />
5732       <value enum="3" description="MARGIN_CLOSE" />
5733     </field>
5734     <field number="545" name="NestedPartySubID" type="STRING" />
5735     <field number="546" name="Scope" type="MULTIPLEVALUESTRING">
5736       <value enum="1" description="LOCAL" />
5737       <value enum="2" description="NATIONAL" />
5738       <value enum="3" description="GLOBAL" />
5739     </field>
5740     <field number="547" name="MDImplicitDelete" type="BOOLEAN" />
5741     <field number="548" name="CrossID" type="STRING" />
5742     <field number="549" name="CrossType" type="INT">
5743       <value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" />
5744       <value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" />
5745       <value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" />
5746       <value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" />
5747     </field>
5748     <field number="550" name="CrossPrioritization" type="INT">
5749       <value enum="0" description="NONE" />
5750       <value enum="1" description="BUY_SIDE_IS_PRIORITIZED" />
5751       <value enum="2" description="SELL_SIDE_IS_PRIORITIZED" />
5752     </field>
5753     <field number="551" name="OrigCrossID" type="STRING" />
5754     <field number="552" name="NoSides" type="NUMINGROUP">
5755       <value enum="1" description="ONE_SIDE" />
5756       <value enum="2" description="BOTH_SIDES" />
5757     </field>
5758     <field number="553" name="Username" type="STRING" />
5759     <field number="554" name="Password" type="STRING" />
5760     <field number="555" name="NoLegs" type="NUMINGROUP" />
5761     <field number="556" name="LegCurrency" type="CURRENCY" />
5762     <field number="557" name="TotNoSecurityTypes" type="INT" />
5763     <field number="558" name="NoSecurityTypes" type="NUMINGROUP" />
5764     <field number="559" name="SecurityListRequestType" type="INT">
5765       <value enum="0" description="SYMBOL" />
5766       <value enum="1" description="SECURITYTYPE_AND_OR_CFICODE" />
5767       <value enum="2" description="PRODUCT" />
5768       <value enum="3" description="TRADINGSESSIONID" />
5769       <value enum="4" description="ALL_SECURITIES" />
5770     </field>
5771     <field number="560" name="SecurityRequestResult" type="INT">
5772       <value enum="0" description="VALID_REQUEST" />
5773       <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
5774       <value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" />
5775       <value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" />
5776       <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" />
5777       <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" />
5778     </field>
5779     <field number="561" name="RoundLot" type="QTY" />
5780     <field number="562" name="MinTradeVol" type="QTY" />
5781     <field number="563" name="MultiLegRptTypeReq" type="INT">
5782       <value enum="0" description="REPORT_BY_MULITLEG_SECURITY_ONLY" />
5783       <value enum="1" description="REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY" />
5784       <value enum="2" description="REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY" />
5785     </field>
5786     <field number="564" name="LegPositionEffect" type="CHAR" />
5787     <field number="565" name="LegCoveredOrUncovered" type="INT" />
5788     <field number="566" name="LegPrice" type="PRICE" />
5789     <field number="567" name="TradSesStatusRejReason" type="INT">
5790       <value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID" />
5791     </field>
5792     <field number="568" name="TradeRequestID" type="STRING" />
5793     <field number="569" name="TradeRequestType" type="INT">
5794       <value enum="0" description="ALL_TRADES" />
5795       <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" />
5796       <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" />
5797       <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" />
5798       <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" />
5799     </field>
5800     <field number="570" name="PreviouslyReported" type="BOOLEAN" />
5801     <field number="571" name="TradeReportID" type="STRING" />
5802     <field number="572" name="TradeReportRefID" type="STRING" />
5803     <field number="573" name="MatchStatus" type="CHAR">
5804       <value enum="0" description="COMPARED_MATCHED_OR_AFFIRMED" />
5805       <value enum="1" description="UNCOMPARED_UNMATCHED_OR_UNAFFIRMED" />
5806       <value enum="2" description="ADVISORY_OR_ALERT" />
5807     </field>
5808     <field number="574" name="MatchType" type="STRING" />
5809     <field number="575" name="OddLot" type="BOOLEAN" />
5810     <field number="576" name="NoClearingInstructions" type="INT" />
5811     <field number="577" name="ClearingInstruction" type="INT">
5812       <value enum="0" description="PROCESS_NORMALLY" />
5813       <value enum="1" description="EXCLUDE_FROM_ALL_NETTING" />
5814       <value enum="2" description="BILATERAL_NETTING_ONLY" />
5815       <value enum="3" description="EX_CLEARING" />
5816       <value enum="4" description="SPECIAL_TRADE" />
5817       <value enum="5" description="MULTILATERAL_NETTING" />
5818       <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" />
5819       <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
5820       <value enum="8" description="MANUAL_MODE" />
5821       <value enum="9" description="AUTOMATIC_POSTING_MODE" />
5822     </field>
5823     <field number="578" name="TradeInputSource" type="STRING" />
5824     <field number="579" name="TradeInputDevice" type="STRING" />
5825     <field number="580" name="NoDates" type="INT" />
5826     <field number="581" name="AccountType" type="INT">
5827       <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
5828       <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
5829       <value enum="3" description="HOUSE_TRADER" />
5830       <value enum="4" description="FLOOR_TRADER" />
5831       <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
5832       <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
5833       <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
5834     </field>
5835     <field number="582" name="CustOrderCapacity" type="INT">
5836       <value enum="1" description="MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT" />
5837       <value enum="2" description="CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT" />
5838       <value enum="3" description="MEMBER_TRADING_FOR_ANOTHER_MEMBER" />
5839       <value enum="4" description="ALL_OTHER" />
5840     </field>
5841     <field number="583" name="ClOrdLinkID" type="STRING" />
5842     <field number="584" name="MassStatusReqID" type="STRING" />
5843     <field number="585" name="MassStatusReqType" type="INT">
5844       <value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY" />
5845       <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
5846       <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" />
5847       <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" />
5848       <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" />
5849       <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" />
5850       <value enum="7" description="STATUS_FOR_ALL_ORDERS" />
5851       <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" />
5852     </field>
5853     <field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP" />
5854     <field number="587" name="LegSettlType" type="CHAR" />
5855     <field number="588" name="LegSettlDate" type="LOCALMKTDATE" />
5856     <field number="589" name="DayBookingInst" type="CHAR">
5857       <value enum="0" description="CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR" />
5858       <value enum="1" description="SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING" />
5859       <value enum="2" description="ACCUMULATE" />
5860     </field>
5861     <field number="590" name="BookingUnit" type="CHAR">
5862       <value enum="0" description="EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT" />
5863       <value enum="1" description="AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER" />
5864       <value enum="2" description="AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE" />
5865     </field>
5866     <field number="591" name="PreallocMethod" type="CHAR">
5867       <value enum="0" description="PRO_RATA" />
5868       <value enum="1" description="DO_NOT_PRO_RATA" />
5869     </field>
5870     <field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY" />
5871     <field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING" />
5872     <field number="594" name="UnderlyingLocaleOfIssue" type="STRING" />
5873     <field number="595" name="UnderlyingInstrRegistry" type="STRING" />
5874     <field number="596" name="LegCountryOfIssue" type="COUNTRY" />
5875     <field number="597" name="LegStateOrProvinceOfIssue" type="STRING" />
5876     <field number="598" name="LegLocaleOfIssue" type="STRING" />
5877     <field number="599" name="LegInstrRegistry" type="STRING" />
5878     <field number="600" name="LegSymbol" type="STRING" />
5879     <field number="601" name="LegSymbolSfx" type="STRING" />
5880     <field number="602" name="LegSecurityID" type="STRING" />
5881     <field number="603" name="LegSecurityIDSource" type="STRING" />
5882     <field number="604" name="NoLegSecurityAltID" type="STRING" />
5883     <field number="605" name="LegSecurityAltID" type="STRING" />
5884     <field number="606" name="LegSecurityAltIDSource" type="STRING" />
5885     <field number="607" name="LegProduct" type="INT" />
5886     <field number="608" name="LegCFICode" type="STRING" />
5887     <field number="609" name="LegSecurityType" type="STRING" />
5888     <field number="610" name="LegMaturityMonthYear" type="MONTHYEAR" />
5889     <field number="611" name="LegMaturityDate" type="LOCALMKTDATE" />
5890     <field number="612" name="LegStrikePrice" type="PRICE" />
5891     <field number="613" name="LegOptAttribute" type="CHAR" />
5892     <field number="614" name="LegContractMultiplier" type="FLOAT" />
5893     <field number="615" name="LegCouponRate" type="PERCENTAGE" />
5894     <field number="616" name="LegSecurityExchange" type="EXCHANGE" />
5895     <field number="617" name="LegIssuer" type="STRING" />
5896     <field number="618" name="EncodedLegIssuerLen" type="LENGTH" />
5897     <field number="619" name="EncodedLegIssuer" type="DATA" />
5898     <field number="620" name="LegSecurityDesc" type="STRING" />
5899     <field number="621" name="EncodedLegSecurityDescLen" type="LENGTH" />
5900     <field number="622" name="EncodedLegSecurityDesc" type="DATA" />
5901     <field number="623" name="LegRatioQty" type="FLOAT" />
5902     <field number="624" name="LegSide" type="CHAR" />
5903     <field number="625" name="TradingSessionSubID" type="STRING" />
5904     <field number="626" name="AllocType" type="INT">
5905       <value enum="1" description="CALCULATED" />
5906       <value enum="2" description="PRELIMINARY" />
5907       <value enum="5" description="READY_TO_BOOK_SINGLE_ORDER" />
5908       <value enum="7" description="WAREHOUSE_INSTRUCTION" />
5909       <value enum="8" description="REQUEST_TO_INTERMEDIARY" />
5910     </field>
5911     <field number="627" name="NoHops" type="NUMINGROUP" />
5912     <field number="628" name="HopCompID" type="STRING" />
5913     <field number="629" name="HopSendingTime" type="UTCTIMESTAMP" />
5914     <field number="630" name="HopRefID" type="SEQNUM" />
5915     <field number="631" name="MidPx" type="PRICE" />
5916     <field number="632" name="BidYield" type="PERCENTAGE" />
5917     <field number="633" name="MidYield" type="PERCENTAGE" />
5918     <field number="634" name="OfferYield" type="PERCENTAGE" />
5919     <field number="635" name="ClearingFeeIndicator" type="STRING">
5920       <value enum="B" description="CBOE_MEMBER" />
5921       <value enum="C" description="NON_MEMBER_AND_CUSTOMER" />
5922       <value enum="E" description="EQUITY_MEMBER_AND_CLEARING_MEMBER" />
5923       <value enum="F" description="FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS" />
5924       <value enum="H" description="FIRMS_106H_AND_106J" />
5925       <value enum="I" description="GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS" />
5926       <value enum="L" description="LESSEE_AND_106F_EMPLOYEES" />
5927       <value enum="M" description="ALL_OTHER_OWNERSHIP_TYPES" />
5928     </field>
5929     <field number="636" name="WorkingIndicator" type="BOOLEAN" />
5930     <field number="637" name="LegLastPx" type="PRICE" />
5931     <field number="638" name="PriorityIndicator" type="INT">
5932       <value enum="0" description="PRIORITY_UNCHANGED" />
5933       <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" />
5934     </field>
5935     <field number="639" name="PriceImprovement" type="PRICEOFFSET" />
5936     <field number="640" name="Price2" type="PRICE" />
5937     <field number="641" name="LastForwardPoints2" type="PRICEOFFSET" />
5938     <field number="642" name="BidForwardPoints2" type="PRICEOFFSET" />
5939     <field number="643" name="OfferForwardPoints2" type="PRICEOFFSET" />
5940     <field number="644" name="RFQReqID" type="STRING" />
5941     <field number="645" name="MktBidPx" type="PRICE" />
5942     <field number="646" name="MktOfferPx" type="PRICE" />
5943     <field number="647" name="MinBidSize" type="QTY" />
5944     <field number="648" name="MinOfferSize" type="QTY" />
5945     <field number="649" name="QuoteStatusReqID" type="STRING" />
5946     <field number="650" name="LegalConfirm" type="BOOLEAN" />
5947     <field number="651" name="UnderlyingLastPx" type="PRICE" />
5948     <field number="652" name="UnderlyingLastQty" type="QTY" />
5949     <field number="654" name="LegRefID" type="STRING" />
5950     <field number="655" name="ContraLegRefID" type="STRING" />
5951     <field number="656" name="SettlCurrBidFxRate" type="FLOAT" />
5952     <field number="657" name="SettlCurrOfferFxRate" type="FLOAT" />
5953     <field number="658" name="QuoteRequestRejectReason" type="INT">
5954       <value enum="1" description="UNKNOWN_SYMBOL" />
5955       <value enum="2" description="EXCHANGE_CLOSED" />
5956       <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT" />
5957       <value enum="4" description="TOO_LATE_TO_ENTER" />
5958       <value enum="5" description="INVALID_PRICE" />
5959       <value enum="6" description="NOT_AUTHORIZED_TO_REQUEST_QUOTE" />
5960       <value enum="7" description="NO_MATCH_FOR_INQUIRY" />
5961       <value enum="8" description="NO_MARKET_FOR_INSTRUMENT" />
5962       <value enum="9" description="NO_INVENTORY" />
5963     </field>
5964     <field number="659" name="SideComplianceID" type="STRING" />
5965     <field number="660" name="AcctIDSource" type="INT">
5966       <value enum="1" description="BIC" />
5967       <value enum="2" description="SID_CODE" />
5968       <value enum="3" description="TFM" />
5969       <value enum="4" description="OMGEO" />
5970       <value enum="5" description="DTCC_CODE" />
5971     </field>
5972     <field number="661" name="AllocAcctIDSource" type="INT" />
5973     <field number="662" name="BenchmarkPrice" type="PRICE" />
5974     <field number="663" name="BenchmarkPriceType" type="INT" />
5975     <field number="664" name="ConfirmID" type="STRING" />
5976     <field number="665" name="ConfirmStatus" type="INT">
5977       <value enum="1" description="RECEIVED" />
5978       <value enum="2" description="MISMATCHED_ACCOUNT" />
5979       <value enum="3" description="MISSING_SETTLEMENT_INSTRUCTIONS" />
5980       <value enum="4" description="CONFIRMED" />
5981       <value enum="5" description="REQUEST_REJECTED" />
5982     </field>
5983     <field number="666" name="ConfirmTransType" type="INT">
5984       <value enum="0" description="NEW" />
5985       <value enum="1" description="REPLACE" />
5986       <value enum="2" description="CANCEL" />
5987     </field>
5988     <field number="667" name="ContractSettlMonth" type="MONTHYEAR" />
5989     <field number="668" name="DeliveryForm" type="INT">
5990       <value enum="1" description="BOOKENTRY" />
5991       <value enum="2" description="BEARER" />
5992     </field>
5993     <field number="669" name="LastParPx" type="PRICE" />
5994     <field number="670" name="NoLegAllocs" type="NUMINGROUP" />
5995     <field number="671" name="LegAllocAccount" type="STRING" />
5996     <field number="672" name="LegIndividualAllocID" type="STRING" />
5997     <field number="673" name="LegAllocQty" type="QTY" />
5998     <field number="674" name="LegAllocAcctIDSource" type="STRING" />
5999     <field number="675" name="LegSettlCurrency" type="CURRENCY" />
6000     <field number="676" name="LegBenchmarkCurveCurrency" type="CURRENCY" />
6001     <field number="677" name="LegBenchmarkCurveName" type="STRING" />
6002     <field number="678" name="LegBenchmarkCurvePoint" type="STRING" />
6003     <field number="679" name="LegBenchmarkPrice" type="PRICE" />
6004     <field number="680" name="LegBenchmarkPriceType" type="INT" />
6005     <field number="681" name="LegBidPx" type="PRICE" />
6006     <field number="682" name="LegIOIQty" type="STRING" />
6007     <field number="683" name="NoLegStipulations" type="NUMINGROUP" />
6008     <field number="684" name="LegOfferPx" type="PRICE" />
6009     <field number="685" name="LegOrderQty" type="QTY" />
6010     <field number="686" name="LegPriceType" type="INT" />
6011     <field number="687" name="LegQty" type="QTY" />
6012     <field number="688" name="LegStipulationType" type="STRING" />
6013     <field number="689" name="LegStipulationValue" type="STRING" />
6014     <field number="690" name="LegSwapType" type="INT">
6015       <value enum="1" description="PAR_FOR_PAR" />
6016       <value enum="2" description="MODIFIED_DURATION" />
6017       <value enum="4" description="RISK" />
6018       <value enum="5" description="PROCEEDS" />
6019     </field>
6020     <field number="691" name="Pool" type="STRING" />
6021     <field number="692" name="QuotePriceType" type="INT">
6022       <value enum="1" description="PERCENT" />
6023       <value enum="2" description="PER_SHARE" />
6024       <value enum="3" description="FIXED_AMOUNT" />
6025       <value enum="4" description="DISCOUNT" />
6026       <value enum="5" description="PREMIUM" />
6027       <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" />
6028       <value enum="7" description="TED_PRICE" />
6029       <value enum="8" description="TED_YIELD" />
6030       <value enum="9" description="YIELD_SPREAD" />
6031     </field>
6032     <field number="693" name="QuoteRespID" type="STRING" />
6033     <field number="694" name="QuoteRespType" type="INT">
6034       <value enum="1" description="HIT_LIFT" />
6035       <value enum="2" description="COUNTER" />
6036       <value enum="3" description="EXPIRED" />
6037       <value enum="4" description="COVER" />
6038       <value enum="5" description="DONE_AWAY" />
6039       <value enum="6" description="PASS" />
6040     </field>
6041     <field number="695" name="QuoteQualifier" type="CHAR" />
6042     <field number="696" name="YieldRedemptionDate" type="LOCALMKTDATE" />
6043     <field number="697" name="YieldRedemptionPrice" type="PRICE" />
6044     <field number="698" name="YieldRedemptionPriceType" type="INT" />
6045     <field number="699" name="BenchmarkSecurityID" type="STRING" />
6046     <field number="700" name="ReversalIndicator" type="BOOLEAN" />
6047     <field number="701" name="YieldCalcDate" type="LOCALMKTDATE" />
6048     <field number="702" name="NoPositions" type="NUMINGROUP" />
6049     <field number="703" name="PosType" type="STRING">
6050       <value enum="TQ" description="TRANSACTION_QUANTITY" />
6051       <value enum="IAS" description="INTRA_SPREAD_QTY" />
6052       <value enum="IES" description="INTER_SPREAD_QTY" />
6053       <value enum="FIN" description="END_OF_DAY_QTY" />
6054       <value enum="SOD" description="START_OF_DAY_QTY" />
6055       <value enum="EX" description="OPTION_EXERCISE_QTY" />
6056       <value enum="AS" description="OPTION_ASSIGNMENT" />
6057       <value enum="TX" description="TRANSACTION_FROM_EXERCISE" />
6058       <value enum="TA" description="TRANSACTION_FROM_ASSIGNMENT" />
6059       <value enum="PIT" description="PIT_TRADE_QTY" />
6060       <value enum="TRF" description="TRANSFER_TRADE_QTY" />
6061       <value enum="ETR" description="ELECTRONIC_TRADE_QTY" />
6062       <value enum="ALC" description="ALLOCATION_TRADE_QTY" />
6063       <value enum="PA" description="ADJUSTMENT_QTY" />
6064       <value enum="ASF" description="AS_OF_TRADE_QTY" />
6065       <value enum="DLV" description="DELIVERY_QTY" />
6066       <value enum="TOT" description="TOTAL_TRANSACTION_QTY" />
6067       <value enum="XM" description="CROSS_MARGIN_QTY" />
6068       <value enum="SPL" description="INTEGRAL_SPLIT" />
6069     </field>
6070     <field number="704" name="LongQty" type="QTY" />
6071     <field number="705" name="ShortQty" type="QTY" />
6072     <field number="706" name="PosQtyStatus" type="INT">
6073       <value enum="0" description="SUBMITTED" />
6074       <value enum="1" description="ACCEPTED" />
6075       <value enum="2" description="REJECTED" />
6076     </field>
6077     <field number="707" name="PosAmtType" type="STRING">
6078       <value enum="FMTM" description="FINAL_MARK_TO_MARKET_AMOUNT" />
6079       <value enum="IMTM" description="INCREMENTAL_MARK_TO_MARKET_AMOUNT" />
6080       <value enum="TVAR" description="TRADE_VARIATION_AMOUNT" />
6081       <value enum="SMTM" description="START_OF_DAY_MARK_TO_MARKET_AMOUNT" />
6082       <value enum="PREM" description="PREMIUM_AMOUNT" />
6083       <value enum="CRES" description="CASH_RESIDUAL_AMOUNT" />
6084       <value enum="CASH" description="CASH_AMOUNT" />
6085       <value enum="VADJ" description="VALUE_ADJUSTED_AMOUNT" />
6086     </field>
6087     <field number="708" name="PosAmt" type="AMT" />
6088     <field number="709" name="PosTransType" type="INT">
6089       <value enum="1" description="EXERCISE" />
6090       <value enum="2" description="DO_NOT_EXERCISE" />
6091       <value enum="3" description="POSITION_ADJUSTMENT" />
6092       <value enum="4" description="POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION" />
6093       <value enum="5" description="PLEDGE" />
6094     </field>
6095     <field number="710" name="PosReqID" type="STRING" />
6096     <field number="711" name="NoUnderlyings" type="NUMINGROUP" />
6097     <field number="712" name="PosMaintAction" type="INT">
6098       <value enum="1" description="NEW" />
6099       <value enum="2" description="REPLACE" />
6100       <value enum="3" description="CANCEL" />
6101     </field>
6102     <field number="713" name="OrigPosReqRefID" type="STRING" />
6103     <field number="714" name="PosMaintRptRefID" type="STRING" />
6104     <field number="715" name="ClearingBusinessDate" type="LOCALMKTDATE" />
6105     <field number="716" name="SettlSessID" type="STRING" />
6106     <field number="717" name="SettlSessSubID" type="STRING" />
6107     <field number="718" name="AdjustmentType" type="INT">
6108       <value enum="0" description="PROCESS_REQUEST_AS_MARGIN_DISPOSITION" />
6109       <value enum="1" description="DELTA_PLUS" />
6110       <value enum="2" description="DELTA_MINUS" />
6111       <value enum="3" description="FINAL" />
6112     </field>
6113     <field number="719" name="ContraryInstructionIndicator" type="BOOLEAN" />
6114     <field number="720" name="PriorSpreadIndicator" type="BOOLEAN" />
6115     <field number="721" name="PosMaintRptID" type="STRING" />
6116     <field number="722" name="PosMaintStatus" type="INT">
6117       <value enum="0" description="ACCEPTED" />
6118       <value enum="1" description="ACCEPTED_WITH_WARNINGS" />
6119       <value enum="2" description="REJECTED" />
6120       <value enum="3" description="COMPLETED" />
6121       <value enum="4" description="COMPLETED_WITH_WARNINGS" />
6122     </field>
6123     <field number="723" name="PosMaintResult" type="INT">
6124       <value enum="0" description="SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS" />
6125       <value enum="1" description="REJECTED" />
6126     </field>
6127     <field number="724" name="PosReqType" type="INT">
6128       <value enum="0" description="POSITIONS" />
6129       <value enum="1" description="TRADES" />
6130       <value enum="2" description="EXERCISES" />
6131       <value enum="3" description="ASSIGNMENTS" />
6132     </field>
6133     <field number="725" name="ResponseTransportType" type="INT">
6134       <value enum="0" description="INBAND" />
6135       <value enum="1" description="OUT_OF_BAND" />
6136     </field>
6137     <field number="726" name="ResponseDestination" type="STRING" />
6138     <field number="727" name="TotalNumPosReports" type="INT" />
6139     <field number="728" name="PosReqResult" type="INT">
6140       <value enum="0" description="VALID_REQUEST" />
6141       <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
6142       <value enum="2" description="NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA" />
6143       <value enum="3" description="NOT_AUTHORIZED_TO_REQUEST_POSITIONS" />
6144       <value enum="4" description="REQUEST_FOR_POSITION_NOT_SUPPORTED" />
6145       <value enum="99" description="OTHER" />
6146     </field>
6147     <field number="729" name="PosReqStatus" type="INT">
6148       <value enum="0" description="COMPLETED" />
6149       <value enum="1" description="COMPLETED_WITH_WARNINGS" />
6150       <value enum="2" description="REJECTED" />
6151     </field>
6152     <field number="730" name="SettlPrice" type="PRICE" />
6153     <field number="731" name="SettlPriceType" type="INT">
6154       <value enum="1" description="FINAL" />
6155       <value enum="2" description="THEORETICAL" />
6156     </field>
6157     <field number="732" name="UnderlyingSettlPrice" type="PRICE" />
6158     <field number="733" name="UnderlyingSettlPriceType" type="INT" />
6159     <field number="734" name="PriorSettlPrice" type="PRICE" />
6160     <field number="735" name="NoQuoteQualifiers" type="NUMINGROUP" />
6161     <field number="736" name="AllocSettlCurrency" type="CURRENCY" />
6162     <field number="737" name="AllocSettlCurrAmt" type="AMT" />
6163     <field number="738" name="InterestAtMaturity" type="AMT" />
6164     <field number="739" name="LegDatedDate" type="LOCALMKTDATE" />
6165     <field number="740" name="LegPool" type="STRING" />
6166     <field number="741" name="AllocInterestAtMaturity" type="AMT" />
6167     <field number="742" name="AllocAccruedInterestAmt" type="AMT" />
6168     <field number="743" name="DeliveryDate" type="LOCALMKTDATE" />
6169     <field number="744" name="AssignmentMethod" type="CHAR">
6170       <value enum="R" description="RANDOM" />
6171       <value enum="P" description="PRORATA" />
6172     </field>
6173     <field number="745" name="AssignmentUnit" type="QTY" />
6174     <field number="746" name="OpenInterest" type="AMT" />
6175     <field number="747" name="ExerciseMethod" type="CHAR">
6176       <value enum="A" description="AUTOMATIC" />
6177       <value enum="M" description="MANUAL" />
6178     </field>
6179     <field number="748" name="TotNumTradeReports" type="INT" />
6180     <field number="749" name="TradeRequestResult" type="INT">
6181       <value enum="0" description="SUCCESSFUL" />
6182       <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT" />
6183       <value enum="2" description="INVALID_TYPE_OF_TRADE_REQUESTED" />
6184       <value enum="3" description="INVALID_PARTIES" />
6185       <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" />
6186       <value enum="5" description="INVALID_DESTINATION_REQUESTED" />
6187       <value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED" />
6188       <value enum="9" description="UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" />
6189     </field>
6190     <field number="750" name="TradeRequestStatus" type="INT">
6191       <value enum="0" description="ACCEPTED" />
6192       <value enum="1" description="COMPLETED" />
6193       <value enum="2" description="REJECTED" />
6194     </field>
6195     <field number="751" name="TradeReportRejectReason" type="INT">
6196       <value enum="0" description="SUCCESSFUL" />
6197       <value enum="1" description="INVALID_PARTY_INFORMATION" />
6198       <value enum="2" description="UNKNOWN_INSTRUMENT" />
6199       <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES" />
6200       <value enum="4" description="INVALID_TRADE_TYPE" />
6201     </field>
6202     <field number="752" name="SideMultiLegReportingType" type="INT">
6203       <value enum="1" description="SINGLE_SECURITY" />
6204       <value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" />
6205       <value enum="3" description="MULTI_LEG_SECURITY" />
6206     </field>
6207     <field number="753" name="NoPosAmt" type="NUMINGROUP" />
6208     <field number="754" name="AutoAcceptIndicator" type="BOOLEAN" />
6209     <field number="755" name="AllocReportID" type="STRING" />
6210     <field number="756" name="NoNested2PartyIDs" type="NUMINGROUP" />
6211     <field number="757" name="Nested2PartyID" type="STRING" />
6212     <field number="758" name="Nested2PartyIDSource" type="CHAR" />
6213     <field number="759" name="Nested2PartyRole" type="INT" />
6214     <field number="760" name="Nested2PartySubID" type="STRING" />
6215     <field number="761" name="BenchmarkSecurityIDSource" type="STRING" />
6216     <field number="762" name="SecuritySubType" type="STRING" />
6217     <field number="763" name="UnderlyingSecuritySubType" type="STRING" />
6218     <field number="764" name="LegSecuritySubType" type="STRING" />
6219     <field number="765" name="AllowableOneSidednessPct" type="PERCENTAGE" />
6220     <field number="766" name="AllowableOneSidednessValue" type="AMT" />
6221     <field number="767" name="AllowableOneSidednessCurr" type="CURRENCY" />
6222     <field number="768" name="NoTrdRegTimestamps" type="NUMINGROUP" />
6223     <field number="769" name="TrdRegTimestamp" type="UTCTIMESTAMP" />
6224     <field number="770" name="TrdRegTimestampType" type="INT">
6225       <value enum="1" description="EXECUTION_TIME" />
6226       <value enum="2" description="TIME_IN" />
6227       <value enum="3" description="TIME_OUT" />
6228       <value enum="4" description="BROKER_RECEIPT" />
6229       <value enum="5" description="BROKER_EXECUTION" />
6230     </field>
6231     <field number="771" name="TrdRegTimestampOrigin" type="STRING" />
6232     <field number="772" name="ConfirmRefID" type="STRING" />
6233     <field number="773" name="ConfirmType" type="INT">
6234       <value enum="1" description="STATUS" />
6235       <value enum="2" description="CONFIRMATION" />
6236       <value enum="3" description="CONFIRMATION_REQUEST_REJECTED" />
6237     </field>
6238     <field number="774" name="ConfirmRejReason" type="INT">
6239       <value enum="1" description="MISMATCHED_ACCOUNT" />
6240       <value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS" />
6241     </field>
6242     <field number="775" name="BookingType" type="INT">
6243       <value enum="0" description="REGULAR_BOOKING" />
6244       <value enum="1" description="CFD" />
6245       <value enum="2" description="TOTAL_RETURN_SWAP" />
6246     </field>
6247     <field number="776" name="IndividualAllocRejCode" type="INT" />
6248     <field number="777" name="SettlInstMsgID" type="STRING" />
6249     <field number="778" name="NoSettlInst" type="NUMINGROUP" />
6250     <field number="779" name="LastUpdateTime" type="UTCTIMESTAMP" />
6251     <field number="780" name="AllocSettlInstType" type="INT">
6252       <value enum="0" description="USE_DEFAULT_INSTRUCTIONS" />
6253       <value enum="1" description="DERIVE_FROM_PARAMETERS_PROVIDED" />
6254       <value enum="2" description="FULL_DETAILS_PROVIDED" />
6255       <value enum="3" description="SSI_DB_IDS_PROVIDED" />
6256       <value enum="4" description="PHONE_FOR_INSTRUCTIONS" />
6257     </field>
6258     <field number="781" name="NoSettlPartyIDs" type="NUMINGROUP" />
6259     <field number="782" name="SettlPartyID" type="STRING" />
6260     <field number="783" name="SettlPartyIDSource" type="CHAR" />
6261     <field number="784" name="SettlPartyRole" type="INT" />
6262     <field number="785" name="SettlPartySubID" type="STRING" />
6263     <field number="786" name="SettlPartySubIDType" type="INT" />
6264     <field number="787" name="DlvyInstType" type="CHAR">
6265       <value enum="S" description="SECURITIES" />
6266       <value enum="C" description="CASH" />
6267     </field>
6268     <field number="788" name="TerminationType" type="INT">
6269       <value enum="1" description="OVERNIGHT" />
6270       <value enum="2" description="TERM" />
6271       <value enum="3" description="FLEXIBLE" />
6272       <value enum="4" description="OPEN" />
6273     </field>
6274     <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM" />
6275     <field number="790" name="OrdStatusReqID" type="STRING" />
6276     <field number="791" name="SettlInstReqID" type="STRING" />
6277     <field number="792" name="SettlInstReqRejCode" type="INT">
6278       <value enum="0" description="UNABLE_TO_PROCESS_REQUEST" />
6279       <value enum="1" description="UNKNOWN_ACCOUNT" />
6280       <value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" />
6281     </field>
6282     <field number="793" name="SecondaryAllocID" type="STRING" />
6283     <field number="794" name="AllocReportType" type="INT">
6284       <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" />
6285       <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" />
6286       <value enum="5" description="WAREHOUSE_RECAP" />
6287       <value enum="8" description="REQUEST_TO_INTERMEDIARY" />
6288     </field>
6289     <field number="795" name="AllocReportRefID" type="STRING" />
6290     <field number="796" name="AllocCancReplaceReason" type="INT">
6291       <value enum="1" description="ORIGINAL_DETAILS_INCOMPLETE_INCORRECT" />
6292       <value enum="2" description="CHANGE_IN_UNDERLYING_ORDER_DETAILS" />
6293     </field>
6294     <field number="797" name="CopyMsgIndicator" type="BOOLEAN" />
6295     <field number="798" name="AllocAccountType" type="INT">
6296       <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
6297       <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
6298       <value enum="3" description="HOUSE_TRADER" />
6299       <value enum="4" description="FLOOR_TRADER" />
6300       <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
6301       <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
6302       <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
6303     </field>
6304     <field number="799" name="OrderAvgPx" type="PRICE" />
6305     <field number="800" name="OrderBookingQty" type="QTY" />
6306     <field number="801" name="NoSettlPartySubIDs" type="NUMINGROUP" />
6307     <field number="802" name="NoPartySubIDs" type="NUMINGROUP" />
6308     <field number="803" name="PartySubIDType" type="INT" />
6309     <field number="804" name="NoNestedPartySubIDs" type="NUMINGROUP" />
6310     <field number="805" name="NestedPartySubIDType" type="INT" />
6311     <field number="806" name="NoNested2PartySubIDs" type="NUMINGROUP" />
6312     <field number="807" name="Nested2PartySubIDType" type="INT" />
6313     <field number="808" name="AllocIntermedReqType" type="INT">
6314       <value enum="1" description="PENDING_ACCEPT" />
6315       <value enum="2" description="PENDING_RELEASE" />
6316       <value enum="3" description="PENDING_REVERSAL" />
6317       <value enum="4" description="ACCEPT" />
6318       <value enum="5" description="BLOCK_LEVEL_REJECT" />
6319       <value enum="6" description="ACCOUNT_LEVEL_REJECT" />
6320     </field>
6321     <field number="810" name="UnderlyingPx" type="PRICE" />
6322     <field number="811" name="PriceDelta" type="FLOAT" />
6323     <field number="812" name="ApplQueueMax" type="INT" />
6324     <field number="813" name="ApplQueueDepth" type="INT" />
6325     <field number="814" name="ApplQueueResolution" type="INT">
6326       <value enum="0" description="NO_ACTION_TAKEN" />
6327       <value enum="1" description="QUEUE_FLUSHED" />
6328       <value enum="2" description="OVERLAY_LAST" />
6329       <value enum="3" description="END_SESSION" />
6330     </field>
6331     <field number="815" name="ApplQueueAction" type="INT">
6332       <value enum="0" description="NO_ACTION_TAKEN" />
6333       <value enum="1" description="QUEUE_FLUSHED" />
6334       <value enum="2" description="OVERLAY_LAST" />
6335       <value enum="3" description="END_SESSION" />
6336     </field>
6337     <field number="816" name="NoAltMDSource" type="NUMINGROUP" />
6338     <field number="817" name="AltMDSourceID" type="STRING" />
6339     <field number="818" name="SecondaryTradeReportID" type="STRING" />
6340     <field number="819" name="AvgPxIndicator" type="INT">
6341       <value enum="0" description="NO_AVERAGE_PRICING" />
6342       <value enum="1" description="TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" />
6343       <value enum="2" description="LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" />
6344     </field>
6345     <field number="820" name="TradeLinkID" type="STRING" />
6346     <field number="821" name="OrderInputDevice" type="STRING" />
6347     <field number="822" name="UnderlyingTradingSessionID" type="STRING" />
6348     <field number="823" name="UnderlyingTradingSessionSubID" type="STRING" />
6349     <field number="824" name="TradeLegRefID" type="STRING" />
6350     <field number="825" name="ExchangeRule" type="STRING" />
6351     <field number="826" name="TradeAllocIndicator" type="INT">
6352       <value enum="0" description="ALLOCATION_NOT_REQUIRED" />
6353       <value enum="1" description="ALLOCATION_REQUIRED" />
6354       <value enum="2" description="USE_ALLOCATION_PROVIDED_WITH_THE_TRADE" />
6355     </field>
6356     <field number="827" name="ExpirationCycle" type="INT">
6357       <value enum="0" description="EXPIRE_ON_TRADING_SESSION_CLOSE" />
6358       <value enum="1" description="EXPIRE_ON_TRADING_SESSION_OPEN" />
6359     </field>
6360     <field number="828" name="TrdType" type="INT">
6361       <value enum="0" description="REGULAR_TRADE" />
6362       <value enum="1" description="BLOCK_TRADE" />
6363       <value enum="2" description="EFP" />
6364       <value enum="3" description="TRANSFER" />
6365       <value enum="4" description="LATE_TRADE" />
6366       <value enum="5" description="T_TRADE" />
6367       <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE" />
6368       <value enum="7" description="BUNCHED_TRADE" />
6369       <value enum="8" description="LATE_BUNCHED_TRADE" />
6370       <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE" />
6371     </field>
6372     <field number="829" name="TrdSubType" type="INT" />
6373     <field number="830" name="TransferReason" type="STRING" />
6374     <field number="831" name="AsgnReqID" type="STRING" />
6375     <field number="832" name="TotNumAssignmentReports" type="INT" />
6376     <field number="833" name="AsgnRptID" type="STRING" />
6377     <field number="834" name="ThresholdAmount" type="PRICEOFFSET" />
6378     <field number="835" name="PegMoveType" type="INT">
6379       <value enum="0" description="FLOATING" />
6380       <value enum="1" description="FIXED" />
6381     </field>
6382     <field number="836" name="PegOffsetType" type="INT">
6383       <value enum="0" description="PRICE" />
6384       <value enum="1" description="BASIS_POINTS" />
6385       <value enum="2" description="TICKS" />
6386       <value enum="3" description="PRICE_TIER_LEVEL" />
6387     </field>
6388     <field number="837" name="PegLimitType" type="INT">
6389       <value enum="0" description="OR_BETTER" />
6390       <value enum="1" description="STRICT" />
6391       <value enum="2" description="OR_WORSE" />
6392     </field>
6393     <field number="838" name="PegRoundDirection" type="INT">
6394       <value enum="1" description="MORE_AGGRESSIVE" />
6395       <value enum="2" description="MORE_PASSIVE" />
6396     </field>
6397     <field number="839" name="PeggedPrice" type="PRICE" />
6398     <field number="840" name="PegScope" type="INT">
6399       <value enum="1" description="LOCAL" />
6400       <value enum="2" description="NATIONAL" />
6401       <value enum="3" description="GLOBAL" />
6402       <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" />
6403     </field>
6404     <field number="841" name="DiscretionMoveType" type="INT">
6405       <value enum="0" description="FLOATING" />
6406       <value enum="1" description="FIXED" />
6407     </field>
6408     <field number="842" name="DiscretionOffsetType" type="INT">
6409       <value enum="0" description="PRICE" />
6410       <value enum="1" description="BASIS_POINTS" />
6411       <value enum="2" description="TICKS" />
6412       <value enum="3" description="PRICE_TIER_LEVEL" />
6413     </field>
6414     <field number="843" name="DiscretionLimitType" type="INT">
6415       <value enum="0" description="OR_BETTER" />
6416       <value enum="1" description="STRICT" />
6417       <value enum="2" description="OR_WORSE" />
6418     </field>
6419     <field number="844" name="DiscretionRoundDirection" type="INT">
6420       <value enum="1" description="MORE_AGGRESSIVE" />
6421       <value enum="2" description="MORE_PASSIVE" />
6422     </field>
6423     <field number="845" name="DiscretionPrice" type="PRICE" />
6424     <field number="846" name="DiscretionScope" type="INT">
6425       <value enum="1" description="LOCAL" />
6426       <value enum="2" description="NATIONAL" />
6427       <value enum="3" description="GLOBAL" />
6428       <value enum="4" description="NATIONAL_EXCLUDING_LOCAL" />
6429     </field>
6430     <field number="847" name="TargetStrategy" type="INT" />
6431     <field number="848" name="TargetStrategyParameters" type="STRING" />
6432     <field number="849" name="ParticipationRate" type="PERCENTAGE" />
6433     <field number="850" name="TargetStrategyPerformance" type="FLOAT" />
6434     <field number="851" name="LastLiquidityInd" type="INT">
6435       <value enum="1" description="ADDED_LIQUIDITY" />
6436       <value enum="2" description="REMOVED_LIQUIDITY" />
6437       <value enum="3" description="LIQUIDITY_ROUTED_OUT" />
6438     </field>
6439     <field number="852" name="PublishTrdIndicator" type="BOOLEAN" />
6440     <field number="853" name="ShortSaleReason" type="INT">
6441       <value enum="0" description="DEALER_SOLD_SHORT" />
6442       <value enum="1" description="DEALER_SOLD_SHORT_EXEMPT" />
6443       <value enum="2" description="SELLING_CUSTOMER_SOLD_SHORT" />
6444       <value enum="3" description="SELLING_CUSTOMER_SOLD_SHORT_EXEMPT" />
6445       <value enum="4" description="QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT" />
6446       <value enum="5" description="QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" />
6447     </field>
6448     <field number="854" name="QtyType" type="INT">
6449       <value enum="0" description="UNITS" />
6450       <value enum="1" description="CONTRACTS" />
6451     </field>
6452     <field number="855" name="SecondaryTrdType" type="INT" />
6453     <field number="856" name="TradeReportType" type="INT">
6454       <value enum="0" description="SUBMIT" />
6455       <value enum="1" description="ALLEGED" />
6456       <value enum="2" description="ACCEPT" />
6457       <value enum="3" description="DECLINE" />
6458       <value enum="4" description="ADDENDUM" />
6459       <value enum="5" description="NO_WAS" />
6460       <value enum="6" description="TRADE_REPORT_CANCEL" />
6461       <value enum="7" description="LOCKED_IN_TRADE_BREAK" />
6462     </field>
6463     <field number="857" name="AllocNoOrdersType" type="INT">
6464       <value enum="0" description="NOT_SPECIFIED" />
6465       <value enum="1" description="EXPLICIT_LIST_PROVIDED" />
6466     </field>
6467     <field number="858" name="SharedCommission" type="AMT" />
6468     <field number="859" name="ConfirmReqID" type="STRING" />
6469     <field number="860" name="AvgParPx" type="PRICE" />
6470     <field number="861" name="ReportedPx" type="PRICE" />
6471     <field number="862" name="NoCapacities" type="NUMINGROUP" />
6472     <field number="863" name="OrderCapacityQty" type="QTY" />
6473     <field number="864" name="NoEvents" type="NUMINGROUP" />
6474     <field number="865" name="EventType" type="INT">
6475       <value enum="1" description="PUT" />
6476       <value enum="2" description="CALL" />
6477       <value enum="3" description="TENDER" />
6478       <value enum="4" description="SINKING_FUND_CALL" />
6479     </field>
6480     <field number="866" name="EventDate" type="LOCALMKTDATE" />
6481     <field number="867" name="EventPx" type="PRICE" />
6482     <field number="868" name="EventText" type="STRING" />
6483     <field number="869" name="PctAtRisk" type="PERCENTAGE" />
6484     <field number="870" name="NoInstrAttrib" type="NUMINGROUP" />
6485     <field number="871" name="InstrAttribType" type="INT">
6486       <value enum="1" description="FLAT" />
6487       <value enum="2" description="ZERO_COUPON" />
6488       <value enum="3" description="INTEREST_BEARING" />
6489       <value enum="4" description="NO_PERIODIC_PAYMENTS" />
6490       <value enum="5" description="VARIABLE_RATE" />
6491       <value enum="6" description="LESS_FEE_FOR_PUT" />
6492       <value enum="7" description="STEPPED_COUPON" />
6493       <value enum="8" description="COUPON_PERIOD" />
6494       <value enum="9" description="WHEN_AND_IF_ISSUED" />
6495     </field>
6496     <field number="872" name="InstrAttribValue" type="STRING" />
6497     <field number="873" name="DatedDate" type="LOCALMKTDATE" />
6498     <field number="874" name="InterestAccrualDate" type="LOCALMKTDATE" />
6499     <field number="875" name="CPProgram" type="INT" />
6500     <field number="876" name="CPRegType" type="STRING" />
6501     <field number="877" name="UnderlyingCPProgram" type="STRING" />
6502     <field number="878" name="UnderlyingCPRegType" type="STRING" />
6503     <field number="879" name="UnderlyingQty" type="QTY" />
6504     <field number="880" name="TrdMatchID" type="STRING" />
6505     <field number="881" name="SecondaryTradeReportRefID" type="STRING" />
6506     <field number="882" name="UnderlyingDirtyPrice" type="PRICE" />
6507     <field number="883" name="UnderlyingEndPrice" type="PRICE" />
6508     <field number="884" name="UnderlyingStartValue" type="AMT" />
6509     <field number="885" name="UnderlyingCurrentValue" type="AMT" />
6510     <field number="886" name="UnderlyingEndValue" type="AMT" />
6511     <field number="887" name="NoUnderlyingStips" type="NUMINGROUP" />
6512     <field number="888" name="UnderlyingStipType" type="STRING" />
6513     <field number="889" name="UnderlyingStipValue" type="STRING" />
6514     <field number="890" name="MaturityNetMoney" type="AMT" />
6515     <field number="891" name="MiscFeeBasis" type="INT">
6516       <value enum="0" description="ABSOLUTE" />
6517       <value enum="1" description="PER_UNIT" />
6518       <value enum="2" description="PERCENTAGE" />
6519     </field>
6520     <field number="892" name="TotNoAllocs" type="INT" />
6521     <field number="893" name="LastFragment" type="BOOLEAN" />
6522     <field number="894" name="CollReqID" type="STRING" />
6523     <field number="895" name="CollAsgnReason" type="INT">
6524       <value enum="0" description="INITIAL" />
6525       <value enum="1" description="SCHEDULED" />
6526       <value enum="2" description="TIME_WARNING" />
6527       <value enum="3" description="MARGIN_DEFICIENCY" />
6528       <value enum="4" description="MARGIN_EXCESS" />
6529       <value enum="5" description="FORWARD_COLLATERAL_DEMAND" />
6530       <value enum="6" description="EVENT_OF_DEFAULT" />
6531       <value enum="7" description="ADVERSE_TAX_EVENT" />
6532     </field>
6533     <field number="896" name="CollInquiryQualifier" type="INT">
6534       <value enum="0" description="TRADEDATE" />
6535       <value enum="1" description="GC_INSTRUMENT" />
6536       <value enum="2" description="COLLATERALINSTRUMENT" />
6537       <value enum="3" description="SUBSTITUTION_ELIGIBLE" />
6538       <value enum="4" description="NOT_ASSIGNED" />
6539       <value enum="5" description="PARTIALLY_ASSIGNED" />
6540       <value enum="6" description="FULLY_ASSIGNED" />
6541       <value enum="7" description="OUTSTANDING_TRADES" />
6542     </field>
6543     <field number="897" name="NoTrades" type="NUMINGROUP" />
6544     <field number="898" name="MarginRatio" type="PERCENTAGE" />
6545     <field number="899" name="MarginExcess" type="AMT" />
6546     <field number="900" name="TotalNetValue" type="AMT" />
6547     <field number="901" name="CashOutstanding" type="AMT" />
6548     <field number="902" name="CollAsgnID" type="STRING" />
6549     <field number="903" name="CollAsgnTransType" type="INT">
6550       <value enum="0" description="NEW" />
6551       <value enum="1" description="REPLACE" />
6552       <value enum="2" description="CANCEL" />
6553       <value enum="3" description="RELEASE" />
6554       <value enum="4" description="REVERSE" />
6555     </field>
6556     <field number="904" name="CollRespID" type="STRING" />
6557     <field number="905" name="CollAsgnRespType" type="INT">
6558       <value enum="0" description="RECEIVED" />
6559       <value enum="1" description="ACCEPTED" />
6560       <value enum="2" description="DECLINED" />
6561       <value enum="3" description="REJECTED" />
6562     </field>
6563     <field number="906" name="CollAsgnRejectReason" type="INT">
6564       <value enum="0" description="UNKNOWN_DEAL" />
6565       <value enum="1" description="UNKNOWN_OR_INVALID_INSTRUMENT" />
6566       <value enum="2" description="UNAUTHORIZED_TRANSACTION" />
6567       <value enum="3" description="INSUFFICIENT_COLLATERAL" />
6568       <value enum="4" description="INVALID_TYPE_OF_COLLATERAL" />
6569       <value enum="5" description="EXCESSIVE_SUBSTITUTION" />
6570     </field>
6571     <field number="907" name="CollAsgnRefID" type="STRING" />
6572     <field number="908" name="CollRptID" type="STRING" />
6573     <field number="909" name="CollInquiryID" type="STRING" />
6574     <field number="910" name="CollStatus" type="INT">
6575       <value enum="0" description="UNASSIGNED" />
6576       <value enum="1" description="PARTIALLY_ASSIGNED" />
6577       <value enum="2" description="ASSIGNMENT_PROPOSED" />
6578       <value enum="3" description="ASSIGNED" />
6579       <value enum="4" description="CHALLENGED" />
6580     </field>
6581     <field number="911" name="TotNumReports" type="INT" />
6582     <field number="912" name="LastRptRequested" type="BOOLEAN" />
6583     <field number="913" name="AgreementDesc" type="STRING" />
6584     <field number="914" name="AgreementID" type="STRING" />
6585     <field number="915" name="AgreementDate" type="LOCALMKTDATE" />
6586     <field number="916" name="StartDate" type="LOCALMKTDATE" />
6587     <field number="917" name="EndDate" type="LOCALMKTDATE" />
6588     <field number="918" name="AgreementCurrency" type="CURRENCY" />
6589     <field number="919" name="DeliveryType" type="INT">
6590       <value enum="0" description="VERSUS_PAYMENT" />
6591       <value enum="1" description="FREE" />
6592       <value enum="2" description="TRI_PARTY" />
6593       <value enum="3" description="HOLD_IN_CUSTODY" />
6594     </field>
6595     <field number="920" name="EndAccruedInterestAmt" type="AMT" />
6596     <field number="921" name="StartCash" type="AMT" />
6597     <field number="922" name="EndCash" type="AMT" />
6598     <field number="923" name="UserRequestID" type="STRING" />
6599     <field number="924" name="UserRequestType" type="INT">
6600       <value enum="1" description="LOGONUSER" />
6601       <value enum="2" description="LOGOFFUSER" />
6602       <value enum="3" description="CHANGEPASSWORDFORUSER" />
6603       <value enum="4" description="REQUEST_INDIVIDUAL_USER_STATUS" />
6604     </field>
6605     <field number="925" name="NewPassword" type="STRING" />
6606     <field number="926" name="UserStatus" type="INT">
6607       <value enum="1" description="LOGGED_IN" />
6608       <value enum="2" description="NOT_LOGGED_IN" />
6609       <value enum="3" description="USER_NOT_RECOGNISED" />
6610       <value enum="4" description="PASSWORD_INCORRECT" />
6611       <value enum="5" description="PASSWORD_CHANGED" />
6612       <value enum="6" description="OTHER" />
6613     </field>
6614     <field number="927" name="UserStatusText" type="STRING" />
6615     <field number="928" name="StatusValue" type="INT">
6616       <value enum="1" description="CONNECTED" />
6617       <value enum="2" description="NOT_CONNECTED_DOWN_EXPECTED_UP" />
6618       <value enum="3" description="NOT_CONNECTED_DOWN_EXPECTED_DOWN" />
6619       <value enum="4" description="IN_PROCESS" />
6620     </field>
6621     <field number="929" name="StatusText" type="STRING" />
6622     <field number="930" name="RefCompID" type="STRING" />
6623     <field number="931" name="RefSubID" type="STRING" />
6624     <field number="932" name="NetworkResponseID" type="STRING" />
6625     <field number="933" name="NetworkRequestID" type="STRING" />
6626     <field number="934" name="LastNetworkResponseID" type="STRING" />
6627     <field number="935" name="NetworkRequestType" type="INT">
6628       <value enum="1" description="SNAPSHOT" />
6629       <value enum="2" description="SUBSCRIBE" />
6630       <value enum="4" description="STOP_SUBSCRIBING" />
6631       <value enum="8" description="LEVEL_OF_DETAIL" />
6632     </field>
6633     <field number="936" name="NoCompIDs" type="NUMINGROUP" />
6634     <field number="937" name="NetworkStatusResponseType" type="INT">
6635       <value enum="1" description="FULL" />
6636       <value enum="2" description="INCREMENTAL_UPDATE" />
6637     </field>
6638     <field number="938" name="NoCollInquiryQualifier" type="NUMINGROUP" />
6639     <field number="939" name="TrdRptStatus" type="INT">
6640       <value enum="0" description="ACCEPTED" />
6641       <value enum="1" description="REJECTED" />
6642     </field>
6643     <field number="940" name="AffirmStatus" type="INT">
6644       <value enum="1" description="RECEIVED" />
6645       <value enum="2" description="CONFIRM_REJECTED" />
6646       <value enum="3" description="AFFIRMED" />
6647     </field>
6648     <field number="941" name="UnderlyingStrikeCurrency" type="CURRENCY" />
6649     <field number="942" name="LegStrikeCurrency" type="CURRENCY" />
6650     <field number="943" name="TimeBracket" type="STRING" />
6651     <field number="944" name="CollAction" type="INT">
6652       <value enum="0" description="RETAIN" />
6653       <value enum="1" description="ADD" />
6654       <value enum="2" description="REMOVE" />
6655     </field>
6656     <field number="945" name="CollInquiryStatus" type="INT">
6657       <value enum="0" description="ACCEPTED" />
6658       <value enum="1" description="ACCEPTED_WITH_WARNINGS" />
6659       <value enum="2" description="COMPLETED" />
6660       <value enum="3" description="COMPLETED_WITH_WARNINGS" />
6661       <value enum="4" description="REJECTED" />
6662     </field>
6663     <field number="946" name="CollInquiryResult" type="INT">
6664       <value enum="0" description="SUCCESSFUL" />
6665       <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT" />
6666       <value enum="2" description="INVALID_OR_UNKNOWN_COLLATERAL_TYPE" />
6667       <value enum="3" description="INVALID_PARTIES" />
6668       <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED" />
6669       <value enum="5" description="INVALID_DESTINATION_REQUESTED" />
6670       <value enum="6" description="NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED" />
6671       <value enum="7" description="NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED" />
6672       <value enum="8" description="COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED" />
6673       <value enum="9" description="UNAUTHORIZED_FOR_COLLATERAL_INQUIRY" />
6674       <value enum="99" description="OTHER" />
6675     </field>
6676     <field number="947" name="StrikeCurrency" type="CURRENCY" />
6677     <field number="948" name="NoNested3PartyIDs" type="NUMINGROUP" />
6678     <field number="949" name="Nested3PartyID" type="STRING" />
6679     <field number="950" name="Nested3PartyIDSource" type="CHAR" />
6680     <field number="951" name="Nested3PartyRole" type="INT" />
6681     <field number="952" name="NoNested3PartySubIDs" type="NUMINGROUP" />
6682     <field number="953" name="Nested3PartySubID" type="STRING" />
6683     <field number="954" name="Nested3PartySubIDType" type="INT" />
6684     <field number="955" name="LegContractSettlMonth" type="MONTHYEAR" />
6685     <field number="956" name="LegInterestAccrualDate" type="LOCALMKTDATE" />
6686   </fields>
6687 </fix>