fix/FIX40.xml

   1 <fix major="4" minor="0">
   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="TargetSubID" required="N"/>
  15     <field name="OnBehalfOfSubID" required="N"/>
  16     <field name="DeliverToSubID" required="N"/>
  17     <field name="PossDupFlag" required="N"/>
  18     <field name="PossResend" required="N"/>
  19     <field name="SendingTime" required="Y"/>
  20     <field name="OrigSendingTime" required="N"/>
  21   </header>
  22   <trailer>
  23     <field name="SignatureLength" required="N"/>
  24     <field name="Signature" required="N"/>
  25     <field name="CheckSum" required="Y"/>
  26   </trailer>
  27   <messages>
  28     <message name="Heartbeat" msgtype="0" msgcat="admin">
  29       <field name="TestReqID" required="N"/>
  30     </message>
  31     <message name="Logon" msgtype="A" msgcat="admin">
  32       <field name="EncryptMethod" required="Y"/>
  33       <field name="HeartBtInt" required="Y"/>
  34       <field name="RawDataLength" required="N"/>
  35       <field name="RawData" required="N"/>
  36     </message>
  37     <message name="TestRequest" msgtype="1" msgcat="admin">
  38       <field name="TestReqID" required="Y"/>
  39     </message>
  40     <message name="ResendRequest" msgtype="2" msgcat="admin">
  41       <field name="BeginSeqNo" required="Y"/>
  42       <field name="EndSeqNo" required="Y"/>
  43     </message>
  44     <message name="Reject" msgtype="3" msgcat="admin">
  45       <field name="RefSeqNum" required="Y"/>
  46       <field name="Text" required="N"/>
  47     </message>
  48     <message name="SequenceReset" msgtype="4" msgcat="admin">
  49       <field name="GapFillFlag" required="N"/>
  50       <field name="NewSeqNo" required="Y"/>
  51     </message>
  52     <message name="Logout" msgtype="5" msgcat="admin">
  53       <field name="Text" required="N"/>
  54     </message>
  55     <message name="Advertisement" msgtype="7" msgcat="app">
  56       <field name="AdvId" required="Y"/>
  57       <field name="AdvTransType" required="Y"/>
  58       <field name="AdvRefID" required="N"/>
  59       <field name="Symbol" required="Y"/>
  60       <field name="SymbolSfx" required="N"/>
  61       <field name="SecurityID" required="N"/>
  62       <field name="IDSource" required="N"/>
  63       <field name="Issuer" required="N"/>
  64       <field name="SecurityDesc" required="N"/>
  65       <field name="AdvSide" required="Y"/>
  66       <field name="Shares" required="Y"/>
  67       <field name="Price" required="N"/>
  68       <field name="Currency" required="N"/>
  69       <field name="TransactTime" required="N"/>
  70       <field name="Text" required="N"/>
  71     </message>
  72     <message name="IndicationofInterest" msgtype="6" msgcat="app">
  73       <field name="IOIid" required="Y"/>
  74       <field name="IOITransType" required="Y"/>
  75       <field name="IOIRefID" required="N"/>
  76       <field name="Symbol" required="Y"/>
  77       <field name="SymbolSfx" required="N"/>
  78       <field name="SecurityID" required="N"/>
  79       <field name="IDSource" required="N"/>
  80       <field name="Issuer" required="N"/>
  81       <field name="SecurityDesc" required="N"/>
  82       <field name="Side" required="Y"/>
  83       <field name="IOIShares" required="Y"/>
  84       <field name="Price" required="N"/>
  85       <field name="Currency" required="N"/>
  86       <field name="ValidUntilTime" required="N"/>
  87       <field name="IOIQltyInd" required="N"/>
  88       <field name="IOIOthSvc" required="N"/>
  89       <field name="IOINaturalFlag" required="N"/>
  90       <field name="IOIQualifier" required="N"/>
  91       <field name="Text" required="N"/>
  92     </message>
  93     <message name="News" msgtype="B" msgcat="app">
  94       <field name="OrigTime" required="N"/>
  95       <field name="Urgency" required="N"/>
  96       <field name="RelatdSym" required="N" repeating="Y"/>
  97       <group name="LinesOfText" required="Y">
  98         <field name="Text" required="Y"/>
  99       </group>
 100       <field name="RawDataLength" required="N"/>
 101       <field name="RawData" required="N"/>
 102     </message>
 103     <message name="Email" msgtype="C" msgcat="app">
 104       <field name="EmailType" required="Y"/>
 105       <field name="OrigTime" required="N"/>
 106       <field name="RelatdSym" required="N" repeating="Y"/>
 107       <field name="OrderID" required="N"/>
 108       <field name="ClOrdID" required="N"/>
 109       <group name="LinesOfText" required="Y">
 110         <field name="Text" required="Y"/>
 111       </group>
 112       <field name="RawDataLength" required="N"/>
 113       <field name="RawData" required="N"/>
 114     </message>
 115     <message name="QuoteRequest" msgtype="R" msgcat="app">
 116       <field name="QuoteReqID" required="Y"/>
 117       <field name="Symbol" required="Y"/>
 118       <field name="SymbolSfx" required="N"/>
 119       <field name="SecurityID" required="N"/>
 120       <field name="IDSource" required="N"/>
 121       <field name="Issuer" required="N"/>
 122       <field name="SecurityDesc" required="N"/>
 123       <field name="PrevClosePx" required="N"/>
 124       <field name="Side" required="N"/>
 125       <field name="OrderQty" required="N"/>
 126     </message>
 127     <message name="Quote" msgtype="S" msgcat="app">
 128       <field name="QuoteReqID" required="N"/>
 129       <field name="QuoteID" required="Y"/>
 130       <field name="Symbol" required="Y"/>
 131       <field name="SymbolSfx" required="N"/>
 132       <field name="SecurityID" required="N"/>
 133       <field name="IDSource" required="N"/>
 134       <field name="Issuer" required="N"/>
 135       <field name="SecurityDesc" required="N"/>
 136       <field name="BidPx" required="Y"/>
 137       <field name="OfferPx" required="N"/>
 138       <field name="BidSize" required="N"/>
 139       <field name="OfferSize" required="N"/>
 140       <field name="ValidUntilTime" required="N"/>
 141     </message>
 142     <message name="NewOrderSingle" msgtype="D" msgcat="app">
 143       <field name="ClOrdID" required="Y"/>
 144       <field name="ClientID" required="N"/>
 145       <field name="ExecBroker" required="N"/>
 146       <field name="Account" required="N"/>
 147       <field name="SettlmntTyp" required="N"/>
 148       <field name="FutSettDate" required="N"/>
 149       <field name="HandlInst" required="Y"/>
 150       <field name="ExecInst" required="N"/>
 151       <field name="MinQty" required="N"/>
 152       <field name="MaxFloor" required="N"/>
 153       <field name="ExDestination" required="N"/>
 154       <field name="ProcessCode" required="N"/>
 155       <field name="Symbol" required="Y"/>
 156       <field name="SymbolSfx" required="N"/>
 157       <field name="SecurityID" required="N"/>
 158       <field name="IDSource" required="N"/>
 159       <field name="Issuer" required="N"/>
 160       <field name="SecurityDesc" required="N"/>
 161       <field name="PrevClosePx" required="N"/>
 162       <field name="Side" required="Y"/>
 163       <field name="LocateReqd" required="N"/>
 164       <field name="OrderQty" required="Y"/>
 165       <field name="OrdType" required="Y"/>
 166       <field name="Price" required="N"/>
 167       <field name="StopPx" required="N"/>
 168       <field name="Currency" required="N"/>
 169       <field name="IOIid" required="N"/>
 170       <field name="QuoteID" required="N"/>
 171       <field name="TimeInForce" required="N"/>
 172       <field name="ExpireTime" required="N"/>
 173       <field name="Commission" required="N"/>
 174       <field name="CommType" required="N"/>
 175       <field name="Rule80A" required="N"/>
 176       <field name="ForexReq" required="N"/>
 177       <field name="SettlCurrency" required="N"/>
 178       <field name="Text" required="N"/>
 179     </message>
 180     <message name="ExecutionReport" msgtype="8" msgcat="app">
 181       <field name="OrderID" required="Y"/>
 182       <field name="ClOrdID" required="N"/>
 183       <field name="ClientID" required="N"/>
 184       <field name="ExecBroker" required="N"/>
 185       <field name="ListID" required="N"/>
 186       <field name="ExecID" required="Y"/>
 187       <field name="ExecTransType" required="Y"/>
 188       <field name="ExecRefID" required="N"/>
 189       <field name="OrdStatus" required="Y"/>
 190       <field name="OrdRejReason" required="N"/>
 191       <field name="Account" required="N"/>
 192       <field name="SettlmntTyp" required="N"/>
 193       <field name="FutSettDate" required="N"/>
 194       <field name="Symbol" required="Y"/>
 195       <field name="SymbolSfx" required="N"/>
 196       <field name="SecurityID" required="N"/>
 197       <field name="IDSource" required="N"/>
 198       <field name="Issuer" required="N"/>
 199       <field name="SecurityDesc" required="N"/>
 200       <field name="Side" required="Y"/>
 201       <field name="OrderQty" required="Y"/>
 202       <field name="OrdType" required="N"/>
 203       <field name="Price" required="N"/>
 204       <field name="StopPx" required="N"/>
 205       <field name="Currency" required="N"/>
 206       <field name="TimeInForce" required="N"/>
 207       <field name="ExpireTime" required="N"/>
 208       <field name="ExecInst" required="N"/>
 209       <field name="Rule80A" required="N"/>
 210       <field name="LastShares" required="Y"/>
 211       <field name="LastPx" required="Y"/>
 212       <field name="LastMkt" required="N"/>
 213       <field name="LastCapacity" required="N"/>
 214       <field name="CumQty" required="Y"/>
 215       <field name="AvgPx" required="Y"/>
 216       <field name="TradeDate" required="N"/>
 217       <field name="TransactTime" required="N"/>
 218       <field name="ReportToExch" required="N"/>
 219       <field name="Commission" required="N"/>
 220       <field name="CommType" required="N"/>
 221       <group name="NoMiscFees" required="N">
 222         <field name="MiscFeeAmt" required="N"/>
 223         <field name="MiscFeeCurr" required="N"/>
 224         <field name="MiscFeeType" required="N"/>
 225       </group>
 226       <field name="NetMoney" required="N"/>
 227       <field name="SettlCurrAmt" required="N"/>
 228       <field name="SettlCurrency" required="N"/>
 229       <field name="Text" required="N"/>
 230     </message>
 231     <message name="DontKnowTrade" msgtype="Q" msgcat="app">
 232       <field name="OrderID" required="N"/>
 233       <field name="ExecID" required="N"/>
 234       <field name="DKReason" required="Y"/>
 235       <field name="Symbol" required="Y"/>
 236       <field name="Side" required="Y"/>
 237       <field name="OrderQty" required="Y"/>
 238       <field name="LastShares" required="Y"/>
 239       <field name="LastPx" required="Y"/>
 240       <field name="Text" required="N"/>
 241     </message>
 242     <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
 243       <field name="OrderID" required="N"/>
 244       <field name="ClientID" required="N"/>
 245       <field name="ExecBroker" required="N"/>
 246       <field name="OrigClOrdID" required="Y"/>
 247       <field name="ClOrdID" required="Y"/>
 248       <field name="ListID" required="N"/>
 249       <field name="Account" required="N"/>
 250       <field name="SettlmntTyp" required="N"/>
 251       <field name="FutSettDate" required="N"/>
 252       <field name="HandlInst" required="Y"/>
 253       <field name="ExecInst" required="N"/>
 254       <field name="MinQty" required="N"/>
 255       <field name="MaxFloor" required="N"/>
 256       <field name="ExDestination" required="N"/>
 257       <field name="Symbol" required="Y"/>
 258       <field name="SymbolSfx" required="N"/>
 259       <field name="SecurityID" required="N"/>
 260       <field name="IDSource" required="N"/>
 261       <field name="Issuer" required="N"/>
 262       <field name="SecurityDesc" required="N"/>
 263       <field name="Side" required="Y"/>
 264       <field name="OrderQty" required="Y"/>
 265       <field name="OrdType" required="Y"/>
 266       <field name="Price" required="N"/>
 267       <field name="StopPx" required="N"/>
 268       <field name="Currency" required="N"/>
 269       <field name="TimeInForce" required="N"/>
 270       <field name="ExpireTime" required="N"/>
 271       <field name="Commission" required="N"/>
 272       <field name="CommType" required="N"/>
 273       <field name="Rule80A" required="N"/>
 274       <field name="ForexReq" required="N"/>
 275       <field name="SettlCurrency" required="N"/>
 276       <field name="Text" required="N"/>
 277     </message>
 278     <message name="OrderCancelRequest" msgtype="F" msgcat="app">
 279       <field name="OrigClOrdID" required="Y"/>
 280       <field name="OrderID" required="N"/>
 281       <field name="ClOrdID" required="Y"/>
 282       <field name="ListID" required="N"/>
 283       <field name="CxlType" required="Y"/>
 284       <field name="ClientID" required="N"/>
 285       <field name="ExecBroker" required="N"/>
 286       <field name="Symbol" required="Y"/>
 287       <field name="SymbolSfx" required="N"/>
 288       <field name="SecurityID" required="N"/>
 289       <field name="IDSource" required="N"/>
 290       <field name="Issuer" required="N"/>
 291       <field name="SecurityDesc" required="N"/>
 292       <field name="Side" required="Y"/>
 293       <field name="OrderQty" required="Y"/>
 294       <field name="Text" required="N"/>
 295     </message>
 296     <message name="OrderCancelReject" msgtype="9" msgcat="app">
 297       <field name="OrderID" required="Y"/>
 298       <field name="ClOrdID" required="Y"/>
 299       <field name="ClientID" required="N"/>
 300       <field name="ExecBroker" required="N"/>
 301       <field name="ListID" required="N"/>
 302       <field name="CxlRejReason" required="N"/>
 303       <field name="Text" required="N"/>
 304     </message>
 305     <message name="OrderStatusRequest" msgtype="H" msgcat="app">
 306       <field name="OrderID" required="N"/>
 307       <field name="ClOrdID" required="Y"/>
 308       <field name="ClientID" required="N"/>
 309       <field name="ExecBroker" required="N"/>
 310       <field name="Symbol" required="Y"/>
 311       <field name="SymbolSfx" required="N"/>
 312       <field name="Issuer" required="N"/>
 313       <field name="SecurityDesc" required="N"/>
 314       <field name="Side" required="Y"/>
 315     </message>
 316     <message name="Allocation" msgtype="J" msgcat="app">
 317       <field name="AllocID" required="Y"/>
 318       <field name="AllocTransType" required="Y"/>
 319       <field name="RefAllocID" required="N"/>
 320       <group name="NoOrders" required="Y">
 321         <field name="ClOrdID" required="Y"/>
 322         <field name="OrderID" required="N"/>
 323         <field name="ListID" required="N"/>
 324         <field name="WaveNo" required="N"/>
 325       </group>
 326       <group name="NoExecs" required="N">
 327         <field name="ExecID" required="N"/>
 328         <field name="LastShares" required="N"/>
 329         <field name="LastPx" required="N"/>
 330         <field name="LastMkt" required="N"/>
 331       </group>
 332       <field name="Side" required="Y"/>
 333       <field name="Symbol" required="Y"/>
 334       <field name="SymbolSfx" required="N"/>
 335       <field name="SecurityID" required="N"/>
 336       <field name="IDSource" required="N"/>
 337       <field name="Issuer" required="N"/>
 338       <field name="SecurityDesc" required="N"/>
 339       <field name="Shares" required="Y"/>
 340       <field name="AvgPx" required="Y"/>
 341       <field name="Currency" required="N"/>
 342       <field name="AvgPrxPrecision" required="N"/>
 343       <field name="TradeDate" required="Y"/>
 344       <field name="TransactTime" required="N"/>
 345       <field name="SettlmntTyp" required="N"/>
 346       <field name="FutSettDate" required="N"/>
 347       <field name="NetMoney" required="N"/>
 348       <group name="NoMiscFees" required="N">
 349         <field name="MiscFeeAmt" required="N"/>
 350         <field name="MiscFeeCurr" required="N"/>
 351         <field name="MiscFeeType" required="N"/>
 352       </group>
 353       <field name="SettlCurrAmt" required="N"/>
 354       <field name="SettlCurrency" required="N"/>
 355       <field name="OpenClose" required="N"/>
 356       <field name="Text" required="N"/>
 357       <group name="NoAllocs" required="Y">
 358         <field name="AllocAccount" required="Y"/>
 359         <field name="AllocShares" required="Y"/>
 360         <field name="ProcessCode" required="N"/>
 361         <field name="ExecBroker" required="N"/>
 362         <field name="ClientID" required="N"/>
 363         <field name="Commission" required="N"/>
 364         <field name="CommType" required="N"/>
 365         <group name="NoDlvyInst" required="N">
 366           <field name="BrokerOfCredit" required="N"/>
 367           <field name="DlvyInst" required="N"/>
 368         </group>
 369       </group>
 370     </message>
 371     <message name="AllocationACK" msgtype="P" msgcat="app">
 372       <field name="ClientID" required="N"/>
 373       <field name="ExecBroker" required="N"/>
 374       <field name="AllocID" required="Y"/>
 375       <field name="TradeDate" required="Y"/>
 376       <field name="TransactTime" required="N"/>
 377       <field name="AllocStatus" required="Y"/>
 378       <field name="AllocRejCode" required="N"/>
 379       <field name="Text" required="N"/>
 380     </message>
 381     <message name="NewOrderList" msgtype="E" msgcat="app">
 382       <field name="ListID" required="Y"/>
 383       <field name="WaveNo" required="N"/>
 384       <field name="ListSeqNo" required="Y"/>
 385       <field name="ListNoOrds" required="Y"/>
 386       <field name="ListExecInst" required="N"/>
 387       <field name="ClOrdID" required="Y"/>
 388       <field name="ClientID" required="N"/>
 389       <field name="ExecBroker" required="N"/>
 390       <field name="Account" required="N"/>
 391       <field name="SettlmntTyp" required="N"/>
 392       <field name="FutSettDate" required="N"/>
 393       <field name="HandlInst" required="Y"/>
 394       <field name="ExecInst" required="N"/>
 395       <field name="MinQty" required="N"/>
 396       <field name="MaxFloor" required="N"/>
 397       <field name="ExDestination" required="N"/>
 398       <field name="ProcessCode" required="N"/>
 399       <field name="Symbol" required="Y"/>
 400       <field name="SymbolSfx" required="N"/>
 401       <field name="SecurityID" required="N"/>
 402       <field name="IDSource" required="N"/>
 403       <field name="Issuer" required="N"/>
 404       <field name="SecurityDesc" required="N"/>
 405       <field name="PrevClosePx" required="N"/>
 406       <field name="Side" required="Y"/>
 407       <field name="LocateReqd" required="N"/>
 408       <field name="OrderQty" required="Y"/>
 409       <field name="OrdType" required="Y"/>
 410       <field name="Price" required="N"/>
 411       <field name="StopPx" required="N"/>
 412       <field name="Currency" required="N"/>
 413       <field name="TimeInForce" required="N"/>
 414       <field name="ExpireTime" required="N"/>
 415       <field name="Commission" required="N"/>
 416       <field name="CommType" required="N"/>
 417       <field name="Rule80A" required="N"/>
 418       <field name="ForexReq" required="N"/>
 419       <field name="SettlCurrency" required="N"/>
 420       <field name="Text" required="N"/>
 421     </message>
 422     <message name="ListStatus" msgtype="N" msgcat="app">
 423       <field name="ListID" required="Y"/>
 424       <field name="WaveNo" required="N"/>
 425       <field name="NoRpts" required="Y"/>
 426       <field name="RptSeq" required="Y"/>
 427       <group name="NoOrders" required="Y">
 428         <field name="ClOrdID" required="Y"/>
 429         <field name="CumQty" required="Y"/>
 430         <field name="CxlQty" required="Y"/>
 431         <field name="AvgPx" required="Y"/>
 432       </group>
 433     </message>
 434     <message name="ListExecute" msgtype="L" msgcat="app">
 435       <field name="ListID" required="Y"/>
 436       <field name="WaveNo" required="N"/>
 437       <field name="Text" required="N"/>
 438     </message>
 439     <message name="ListCancelRequest" msgtype="K" msgcat="app">
 440       <field name="ListID" required="Y"/>
 441       <field name="WaveNo" required="N"/>
 442       <field name="Text" required="N"/>
 443     </message>
 444     <message name="ListStatusRequest" msgtype="M" msgcat="app">
 445       <field name="ListID" required="Y"/>
 446       <field name="WaveNo" required="N"/>
 447       <field name="Text" required="N"/>
 448     </message>
 449   </messages>
 450   <fields>
 451     <field number="1" name="Account" type="STRING"/>
 452     <field number="2" name="AdvId" type="INT"/>
 453     <field number="3" name="AdvRefID" type="INT"/>
 454     <field number="4" name="AdvSide" type="STRING">
 455       <value enum="B" description="BUY"/>
 456       <value enum="S" description="SELL"/>
 457       <value enum="X" description="CROSS"/>
 458       <value enum="T" description="TRADE"/>
 459     </field>
 460     <field number="5" name="AdvTransType" type="STRING">
 461       <value enum="N" description="NEW"/>
 462       <value enum="C" description="CANCEL"/>
 463       <value enum="R" description="REPLACE"/>
 464     </field>
 465     <field number="6" name="AvgPx" type="FLOAT"/>
 466     <field number="7" name="BeginSeqNo" type="INT"/>
 467     <field number="8" name="BeginString" type="STRING"/>
 468     <field number="9" name="BodyLength" type="INT"/>
 469     <field number="10" name="CheckSum" type="STRING"/>
 470     <field number="11" name="ClOrdID" type="STRING"/>
 471     <field number="12" name="Commission" type="FLOAT"/>
 472     <field number="13" name="CommType" type="STRING">
 473       <value enum="1" description="PER_SHARE"/>
 474       <value enum="2" description="PERCENTAGE"/>
 475       <value enum="3" description="ABSOLUTE"/>
 476     </field>
 477     <field number="14" name="CumQty" type="INT"/>
 478     <field number="15" name="Currency" type="STRING"/>
 479     <field number="16" name="EndSeqNo" type="INT"/>
 480     <field number="17" name="ExecID" type="INT"/>
 481     <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
 482       <value enum="1" description="NOT_HELD"/>
 483       <value enum="2" description="WORK"/>
 484       <value enum="3" description="GO_ALONG"/>
 485       <value enum="4" description="OVER_THE_DAY"/>
 486       <value enum="5" description="HELD"/>
 487       <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
 488       <value enum="7" description="STRICT_SCALE"/>
 489       <value enum="8" description="TRY_TO_SCALE"/>
 490       <value enum="9" description="STAY_ON_BIDSIDE"/>
 491       <value enum="0" description="STAY_ON_OFFERSIDE"/>
 492       <value enum="A" description="NO_CROSS"/>
 493       <value enum="B" description="OK_TO_CROSS"/>
 494       <value enum="C" description="CALL_FIRST"/>
 495       <value enum="D" description="PERCENT_OF_VOLUME"/>
 496       <value enum="E" description="DO_NOT_INCREASE_DNI"/>
 497       <value enum="F" description="DO_NOT_REDUCE_DNR"/>
 498       <value enum="G" description="ALL_OR_NONE_AON"/>
 499       <value enum="I" description="INSTITUTIONS_ONLY"/>
 500       <value enum="L" description="LAST_PEG"/>
 501       <value enum="M" description="MIDPRICE_PEG"/>
 502       <value enum="N" description="NONNEGOTIABLE"/>
 503       <value enum="O" description="OPENING_PEG"/>
 504       <value enum="P" description="MARKET_PEG"/>
 505       <value enum="R" description="PRIMARY_PEG"/>
 506       <value enum="S" description="SUSPEND"/>
 507     </field>
 508     <field number="19" name="ExecRefID" type="INT"/>
 509     <field number="20" name="ExecTransType" type="STRING">
 510       <value enum="0" description="NEW"/>
 511       <value enum="1" description="CANCEL"/>
 512       <value enum="2" description="CORRECT"/>
 513       <value enum="3" description="STATUS"/>
 514     </field>
 515     <field number="21" name="HandlInst" type="STRING">
 516       <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
 517       <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
 518       <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
 519     </field>
 520     <field number="22" name="IDSource" type="STRING">
 521       <value enum="1" description="CUSIP"/>
 522       <value enum="2" description="SEDOL"/>
 523       <value enum="3" description="QUIK"/>
 524       <value enum="4" description="ISIN_NUMBER"/>
 525       <value enum="5" description="RIC_CODE"/>
 526     </field>
 527     <field number="23" name="IOIid" type="INT"/>
 528     <field number="24" name="IOIOthSvc" type="STRING"/>
 529     <field number="25" name="IOIQltyInd" type="STRING">
 530       <value enum="L" description="LOW"/>
 531       <value enum="M" description="MEDIUM"/>
 532       <value enum="H" description="HIGH"/>
 533     </field>
 534     <field number="26" name="IOIRefID" type="INT"/>
 535     <field number="27" name="IOIShares" type="STRING"/>
 536     <field number="28" name="IOITransType" type="STRING">
 537       <value enum="N" description="NEW"/>
 538       <value enum="C" description="CANCEL"/>
 539       <value enum="R" description="REPLACE"/>
 540     </field>
 541     <field number="29" name="LastCapacity" type="STRING">
 542       <value enum="1" description="AGENT"/>
 543       <value enum="2" description="CROSS_AS_AGENT"/>
 544       <value enum="3" description="CROSS_AS_PRINCIPAL"/>
 545       <value enum="4" description="PRINCIPAL"/>
 546     </field>
 547     <field number="30" name="LastMkt" type="STRING"/>
 548     <field number="31" name="LastPx" type="FLOAT"/>
 549     <field number="32" name="LastShares" type="INT"/>
 550     <field number="33" name="LinesOfText" type="INT"/>
 551     <field number="34" name="MsgSeqNum" type="INT"/>
 552     <field number="35" name="MsgType" type="STRING"/>
 553     <field number="36" name="NewSeqNo" type="INT"/>
 554     <field number="37" name="OrderID" type="STRING"/>
 555     <field number="38" name="OrderQty" type="INT"/>
 556     <field number="39" name="OrdStatus" type="STRING">
 557       <value enum="0" description="NEW"/>
 558       <value enum="1" description="PARTIALLY_FILLED"/>
 559       <value enum="2" description="FILLED"/>
 560       <value enum="3" description="DONE_FOR_DAY"/>
 561       <value enum="4" description="CANCELED"/>
 562       <value enum="5" description="REPLACED"/>
 563       <value enum="6" description="PENDING_CANCELREPLACE"/>
 564       <value enum="7" description="STOPPED"/>
 565       <value enum="8" description="REJECTED"/>
 566       <value enum="9" description="SUSPENDED"/>
 567       <value enum="A" description="PENDING_NEW"/>
 568       <value enum="B" description="CALCULATED"/>
 569       <value enum="C" description="EXPIRED"/>
 570     </field>
 571     <field number="40" name="OrdType" type="STRING">
 572       <value enum="1" description="MARKET"/>
 573       <value enum="2" description="LIMIT"/>
 574       <value enum="3" description="STOP"/>
 575       <value enum="4" description="STOP_LIMIT"/>
 576       <value enum="5" description="MARKET_ON_CLOSE"/>
 577       <value enum="6" description="WITH_OR_WITHOUT"/>
 578       <value enum="7" description="LIMIT_OR_BETTER"/>
 579       <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
 580       <value enum="9" description="ON_BASIS"/>
 581       <value enum="A" description="ON_CLOSE"/>
 582       <value enum="B" description="LIMIT_ON_CLOSE"/>
 583       <value enum="C" description="FOREX"/>
 584       <value enum="D" description="PREVIOUSLY_QUOTED"/>
 585       <value enum="E" description="PREVIOUSLY_INDICATED"/>
 586       <value enum="P" description="PEGGED"/>
 587     </field>
 588     <field number="41" name="OrigClOrdID" type="STRING"/>
 589     <field number="42" name="OrigTime" type="TIME"/>
 590     <field number="43" name="PossDupFlag" type="STRING">
 591       <value enum="Y" description="POSSIBLE_DUPLICATE"/>
 592       <value enum="N" description="ORIGINAL_TRANSMISSION"/>
 593     </field>
 594     <field number="44" name="Price" type="FLOAT"/>
 595     <field number="45" name="RefSeqNum" type="INT"/>
 596     <field number="46" name="RelatdSym" type="STRING"/>
 597     <field number="47" name="Rule80A" type="STRING">
 598       <value enum="A" description="AGENCY_SINGLE_ORDER"/>
 599       <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
 600       <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
 601       <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
 602       <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
 603       <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
 604       <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
 605       <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
 606       <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
 607       <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
 608     </field>
 609     <field number="48" name="SecurityID" type="STRING"/>
 610     <field number="49" name="SenderCompID" type="STRING"/>
 611     <field number="50" name="SenderSubID" type="STRING"/>
 612     <field number="52" name="SendingTime" type="TIME"/>
 613     <field number="53" name="Shares" type="INT"/>
 614     <field number="54" name="Side" type="STRING">
 615       <value enum="1" description="BUY"/>
 616       <value enum="2" description="SELL"/>
 617       <value enum="3" description="BUY_MINUS"/>
 618       <value enum="4" description="SELL_PLUS"/>
 619       <value enum="5" description="SELL_SHORT"/>
 620       <value enum="6" description="SELL_SHORT_EXEMPT"/>
 621     </field>
 622     <field number="55" name="Symbol" type="STRING"/>
 623     <field number="56" name="TargetCompID" type="STRING"/>
 624     <field number="57" name="TargetSubID" type="STRING"/>
 625     <field number="58" name="Text" type="STRING"/>
 626     <field number="59" name="TimeInForce" type="STRING">
 627       <value enum="0" description="DAY"/>
 628       <value enum="1" description="GOOD_TILL_CANCEL"/>
 629       <value enum="2" description="AT_THE_OPENING"/>
 630       <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
 631       <value enum="4" description="FILL_OR_KILL"/>
 632       <value enum="5" description="GOOD_TILL_CROSSING"/>
 633       <value enum="6" description="GOOD_TILL_DATE"/>
 634     </field>
 635     <field number="60" name="TransactTime" type="TIME"/>
 636     <field number="61" name="Urgency" type="STRING">
 637       <value enum="0" description="NORMAL"/>
 638       <value enum="1" description="FLASH"/>
 639       <value enum="2" description="BACKGROUND"/>
 640     </field>
 641     <field number="62" name="ValidUntilTime" type="TIME"/>
 642     <field number="63" name="SettlmntTyp" type="STRING">
 643       <value enum="0" description="REGULAR"/>
 644       <value enum="1" description="CASH"/>
 645       <value enum="2" description="NEXT_DAY"/>
 646       <value enum="3" description="TPLUS2"/>
 647       <value enum="4" description="TPLUS3"/>
 648       <value enum="5" description="TPLUS4"/>
 649       <value enum="6" description="FUTURE"/>
 650       <value enum="7" description="WHEN_ISSUED"/>
 651       <value enum="8" description="SELLERS_OPTION"/>
 652       <value enum="9" description="TPLUS5"/>
 653     </field>
 654     <field number="64" name="FutSettDate" type="DATE"/>
 655     <field number="65" name="SymbolSfx" type="STRING"/>
 656     <field number="66" name="ListID" type="STRING"/>
 657     <field number="67" name="ListSeqNo" type="INT"/>
 658     <field number="68" name="ListNoOrds" type="INT"/>
 659     <field number="69" name="ListExecInst" type="STRING"/>
 660     <field number="70" name="AllocID" type="INT"/>
 661     <field number="71" name="AllocTransType" type="STRING">
 662       <value enum="0" description="NEW"/>
 663       <value enum="1" description="REPLACE"/>
 664       <value enum="2" description="CANCEL"/>
 665     </field>
 666     <field number="72" name="RefAllocID" type="INT"/>
 667     <field number="73" name="NoOrders" type="INT"/>
 668     <field number="74" name="AvgPrxPrecision" type="INT"/>
 669     <field number="75" name="TradeDate" type="DATE"/>
 670     <field number="76" name="ExecBroker" type="STRING"/>
 671     <field number="77" name="OpenClose" type="STRING"/>
 672     <field number="78" name="NoAllocs" type="INT"/>
 673     <field number="79" name="AllocAccount" type="STRING"/>
 674     <field number="80" name="AllocShares" type="INT"/>
 675     <field number="81" name="ProcessCode" type="STRING">
 676       <value enum="0" description="REGULAR"/>
 677       <value enum="1" description="SOFT_DOLLAR"/>
 678       <value enum="2" description="STEPIN"/>
 679       <value enum="3" description="STEPOUT"/>
 680       <value enum="4" description="SOFTDOLLAR_STEPIN"/>
 681       <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
 682       <value enum="6" description="PLAN_SPONSOR"/>
 683     </field>
 684     <field number="82" name="NoRpts" type="INT"/>
 685     <field number="83" name="RptSeq" type="INT"/>
 686     <field number="84" name="CxlQty" type="INT"/>
 687     <field number="85" name="NoDlvyInst" type="INT"/>
 688     <field number="86" name="DlvyInst" type="STRING"/>
 689     <field number="87" name="AllocStatus" type="INT">
 690       <value enum="0" description="ACCEPTED"/>
 691       <value enum="1" description="REJECTED"/>
 692       <value enum="2" description="PARTIAL_ACCEPT"/>
 693       <value enum="3" description="RECEIVED"/>
 694     </field>
 695     <field number="88" name="AllocRejCode" type="INT">
 696       <value enum="0" description="UNKNOWN_ACCOUNT"/>
 697       <value enum="1" description="INCORRECT_QUANTITY"/>
 698       <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
 699       <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
 700       <value enum="4" description="COMMISSION_DIFFERENCE"/>
 701       <value enum="5" description="UNKNOWN_ORDERID"/>
 702       <value enum="6" description="UNKNOWN_LISTID"/>
 703       <value enum="7" description="OTHER"/>
 704     </field>
 705     <field number="89" name="Signature" type="DATA"/>
 706     <field number="90" name="SecureDataLen" type="INT"/>
 707     <field number="91" name="SecureData" type="DATA"/>
 708     <field number="92" name="BrokerOfCredit" type="STRING"/>
 709     <field number="93" name="SignatureLength" type="INT"/>
 710     <field number="94" name="EmailType" type="STRING">
 711       <value enum="0" description="NEW"/>
 712       <value enum="1" description="REPLY"/>
 713       <value enum="2" description="ADMIN_REPLY"/>
 714     </field>
 715     <field number="95" name="RawDataLength" type="INT"/>
 716     <field number="96" name="RawData" type="DATA"/>
 717     <field number="97" name="PossResend" type="STRING"/>
 718     <field number="98" name="EncryptMethod" type="INT">
 719       <value enum="0" description="NONE_OTHER"/>
 720       <value enum="1" description="PKCS"/>
 721       <value enum="2" description="DES"/>
 722       <value enum="3" description="PKCSDES"/>
 723       <value enum="4" description="PGPDES"/>
 724       <value enum="5" description="PGPDESMD5"/>
 725       <value enum="6" description="PEMDESMD5"/>
 726     </field>
 727     <field number="99" name="StopPx" type="FLOAT"/>
 728     <field number="100" name="ExDestination" type="STRING">
 729       <value enum="0" description="NONE"/>
 730       <value enum="4" description="POSIT"/>
 731     </field>
 732     <field number="102" name="CxlRejReason" type="INT">
 733       <value enum="0" description="TOO_LATE_TO_CANCEL"/>
 734       <value enum="1" description="UNKNOWN_ORDER"/>
 735     </field>
 736     <field number="103" name="OrdRejReason" type="INT">
 737       <value enum="0" description="BROKER_OPTION"/>
 738       <value enum="1" description="UNKNOWN_SYMBOL"/>
 739       <value enum="2" description="EXCHANGE_CLOSED"/>
 740       <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
 741       <value enum="4" description="TOO_LATE_TO_ENTER"/>
 742     </field>
 743     <field number="104" name="IOIQualifier" type="STRING">
 744       <value enum="X" description="CROSSING_OPPORTUNITY"/>
 745       <value enum="O" description="AT_THE_OPEN"/>
 746       <value enum="M" description="MORE_BEHIND"/>
 747       <value enum="P" description="TAKING_A_POSITION"/>
 748       <value enum="V" description="VERSUS"/>
 749       <value enum="Q" description="CURRENT_QUOTE"/>
 750       <value enum="C" description="AT_THE_CLOSE"/>
 751       <value enum="S" description="PORTFOLIO_SHOWN"/>
 752       <value enum="I" description="IN_TOUCH_WITH"/>
 753       <value enum="W" description="INDICATION_WORKING_AWAY"/>
 754       <value enum="A" description="ALL_OR_NONE"/>
 755       <value enum="L" description="LIMIT"/>
 756       <value enum="T" description="THROUGH_THE_DAY"/>
 757     </field>
 758     <field number="105" name="WaveNo" type="STRING"/>
 759     <field number="106" name="Issuer" type="STRING"/>
 760     <field number="107" name="SecurityDesc" type="STRING"/>
 761     <field number="108" name="HeartBtInt" type="INT"/>
 762     <field number="109" name="ClientID" type="STRING"/>
 763     <field number="110" name="MinQty" type="INT"/>
 764     <field number="111" name="MaxFloor" type="INT"/>
 765     <field number="112" name="TestReqID" type="STRING"/>
 766     <field number="113" name="ReportToExch" type="STRING">
 767       <value enum="Y" description="YES"/>
 768       <value enum="N" description="NO"/>
 769     </field>
 770     <field number="114" name="LocateReqd" type="STRING">
 771       <value enum="Y" description="YES"/>
 772       <value enum="N" description="NO"/>
 773     </field>
 774     <field number="115" name="OnBehalfOfCompID" type="STRING"/>
 775     <field number="116" name="OnBehalfOfSubID" type="STRING"/>
 776     <field number="117" name="QuoteID" type="STRING"/>
 777     <field number="118" name="NetMoney" type="FLOAT"/>
 778     <field number="119" name="SettlCurrAmt" type="FLOAT"/>
 779     <field number="120" name="SettlCurrency" type="STRING"/>
 780     <field number="121" name="ForexReq" type="STRING">
 781       <value enum="Y" description="YES"/>
 782       <value enum="N" description="NO"/>
 783     </field>
 784     <field number="122" name="OrigSendingTime" type="TIME"/>
 785     <field number="123" name="GapFillFlag" type="STRING">
 786       <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
 787       <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
 788     </field>
 789     <field number="124" name="NoExecs" type="INT"/>
 790     <field number="125" name="CxlType" type="STRING">
 791       <value enum="P" description="PARTIAL_CANCEL"/>
 792       <value enum="F" description="FULL_REMAINING_QUANTITY"/>
 793     </field>
 794     <field number="126" name="ExpireTime" type="TIME"/>
 795     <field number="127" name="DKReason" type="STRING">
 796       <value enum="A" description="UNKNOWN_SYMBOL"/>
 797       <value enum="B" description="WRONG_SIDE"/>
 798       <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
 799       <value enum="D" description="NO_MATCHING_ORDER"/>
 800       <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
 801       <value enum="Z" description="OTHER" />
 802     </field>
 803     <field number="128" name="DeliverToCompID" type="STRING"/>
 804     <field number="129" name="DeliverToSubID" type="STRING"/>
 805     <field number="130" name="IOINaturalFlag" type="STRING">
 806       <value enum="Y" description="NATURAL"/>
 807       <value enum="N" description="NOT_NATURAL"/>
 808     </field>
 809     <field number="131" name="QuoteReqID" type="STRING"/>
 810     <field number="132" name="BidPx" type="FLOAT"/>
 811     <field number="133" name="OfferPx" type="FLOAT"/>
 812     <field number="134" name="BidSize" type="INT"/>
 813     <field number="135" name="OfferSize" type="INT"/>
 814     <field number="136" name="NoMiscFees" type="INT"/>
 815     <field number="137" name="MiscFeeAmt" type="FLOAT"/>
 816     <field number="138" name="MiscFeeCurr" type="STRING"/>
 817     <field number="139" name="MiscFeeType" type="STRING">
 818       <value enum="1" description="REGULATORY"/>
 819       <value enum="2" description="TAX"/>
 820       <value enum="3" description="LOCAL_COMMISSION"/>
 821       <value enum="4" description="EXCHANGE_FEES"/>
 822       <value enum="5" description="STAMP"/>
 823       <value enum="6" description="LEVY"/>
 824       <value enum="7" description="OTHER"/>
 825     </field>
 826     <field number="140" name="PrevClosePx" type="FLOAT"/>
 827   </fields>
 828 </fix>