fix/FIX43.xml

   1 <fix major="4" minor="3">
   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     <field name="OnBehalfOfSendingTime" required="N" />
  30     <group name="NoHops" required="N">
  31       <field name="HopCompID" required="N" />
  32       <field name="HopSendingTime" required="N" />
  33       <field name="HopRefID" required="N" />
  34     </group>
  35   </header>
  36   <trailer>
  37     <field name="SignatureLength" required="N" />
  38     <field name="Signature" required="N" />
  39     <field name="CheckSum" required="Y" />
  40   </trailer>
  41   <messages>
  42     <message name="Heartbeat" msgtype="0" msgcat="admin">
  43       <field name="TestReqID" required="N" />
  44     </message>
  45     <message name="Logon" msgtype="A" msgcat="admin">
  46       <field name="EncryptMethod" required="Y" />
  47       <field name="HeartBtInt" required="Y" />
  48       <field name="RawDataLength" required="N" />
  49       <field name="RawData" required="N" />
  50       <field name="ResetSeqNumFlag" 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="admin">
  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="Advertisement" msgtype="7" msgcat="app">
  95       <field name="AdvId" required="Y" />
  96       <field name="AdvTransType" required="Y" />
  97       <field name="AdvRefID" required="N" />
  98       <component name="Instrument" required="Y" />
  99       <field name="AdvSide" required="Y" />
 100       <field name="Quantity" required="Y" />
 101       <field name="Price" required="N" />
 102       <field name="Currency" required="N" />
 103       <field name="TradeDate" required="N" />
 104       <field name="TransactTime" required="N" />
 105       <field name="Text" required="N" />
 106       <field name="EncodedTextLen" required="N" />
 107       <field name="EncodedText" required="N" />
 108       <field name="URLLink" required="N" />
 109       <field name="LastMkt" required="N" />
 110       <field name="TradingSessionID" required="N" />
 111       <field name="TradingSessionSubID" required="N" />
 112     </message>
 113     <message name="IndicationOfInterest" msgtype="6" msgcat="app">
 114       <field name="IOIid" required="Y" />
 115       <field name="IOITransType" required="Y" />
 116       <field name="IOIRefID" required="N" />
 117       <component name="Instrument" required="Y" />
 118       <field name="Side" required="Y" />
 119       <field name="QuantityType" required="N" />
 120       <field name="IOIQty" required="Y" />
 121       <field name="PriceType" required="N" />
 122       <field name="Price" required="N" />
 123       <field name="Currency" required="N" />
 124       <field name="ValidUntilTime" required="N" />
 125       <field name="IOIQltyInd" required="N" />
 126       <field name="IOINaturalFlag" required="N" />
 127       <group name="NoIOIQualifiers" required="N">
 128         <field name="IOIQualifier" required="N" />
 129       </group>
 130       <field name="Text" required="N" />
 131       <field name="EncodedTextLen" required="N" />
 132       <field name="EncodedText" required="N" />
 133       <field name="TransactTime" required="N" />
 134       <field name="URLLink" required="N" />
 135       <group name="NoRoutingIDs" required="N">
 136         <field name="RoutingType" required="N" />
 137         <field name="RoutingID" required="N" />
 138       </group>
 139       <component name="SpreadOrBenchmarkCurveData" required="N" />
 140       <field name="Benchmark" required="N" />
 141     </message>
 142     <message name="News" msgtype="B" msgcat="app">
 143       <field name="OrigTime" required="N" />
 144       <field name="Urgency" required="N" />
 145       <field name="Headline" required="Y" />
 146       <field name="EncodedHeadlineLen" required="N" />
 147       <field name="EncodedHeadline" required="N" />
 148       <group name="NoRoutingIDs" required="N">
 149         <field name="RoutingType" required="N" />
 150         <field name="RoutingID" required="N" />
 151       </group>
 152       <group name="NoRelatedSym" required="N">
 153         <component name="Instrument" required="N" />
 154       </group>
 155       <group name="LinesOfText" required="Y">
 156         <field name="Text" required="Y" />
 157         <field name="EncodedTextLen" required="N" />
 158         <field name="EncodedText" required="N" />
 159       </group>
 160       <field name="URLLink" required="N" />
 161       <field name="RawDataLength" required="N" />
 162       <field name="RawData" required="N" />
 163     </message>
 164     <message name="Email" msgtype="C" msgcat="app">
 165       <field name="EmailThreadID" required="Y" />
 166       <field name="EmailType" required="Y" />
 167       <field name="OrigTime" required="N" />
 168       <field name="Subject" required="Y" />
 169       <field name="EncodedSubjectLen" required="N" />
 170       <field name="EncodedSubject" required="N" />
 171       <group name="NoRoutingIDs" required="N">
 172         <field name="RoutingType" required="N" />
 173         <field name="RoutingID" required="N" />
 174       </group>
 175       <group name="NoRelatedSym" required="N">
 176         <component name="Instrument" required="N" />
 177       </group>
 178       <field name="OrderID" required="N" />
 179       <field name="ClOrdID" required="N" />
 180       <group name="LinesOfText" required="Y">
 181         <field name="Text" required="Y" />
 182         <field name="EncodedTextLen" required="N" />
 183         <field name="EncodedText" required="N" />
 184       </group>
 185       <field name="RawDataLength" required="N" />
 186       <field name="RawData" required="N" />
 187     </message>
 188     <message name="QuoteRequest" msgtype="R" msgcat="app">
 189       <field name="QuoteReqID" required="Y" />
 190       <field name="RFQReqID" required="N" />
 191       <group name="NoRelatedSym" required="Y">
 192         <component name="Instrument" required="Y" />
 193         <field name="PrevClosePx" required="N" />
 194         <field name="QuoteRequestType" required="N" />
 195         <field name="QuoteType" required="N" />
 196         <field name="TradingSessionID" required="N" />
 197         <field name="TradingSessionSubID" required="N" />
 198         <field name="TradeOriginationDate" required="N" />
 199         <component name="Stipulations" required="N" />
 200         <field name="Side" required="N" />
 201         <field name="QuantityType" required="N" />
 202         <field name="OrderQty" required="N" />
 203         <field name="CashOrderQty" required="N" />
 204         <field name="SettlmntTyp" required="N" />
 205         <field name="FutSettDate" required="N" />
 206         <field name="OrdType" required="N" />
 207         <field name="FutSettDate2" required="N" />
 208         <field name="OrderQty2" required="N" />
 209         <field name="ExpireTime" required="N" />
 210         <field name="TransactTime" required="N" />
 211         <field name="Currency" required="N" />
 212         <component name="SpreadOrBenchmarkCurveData" required="N" />
 213         <field name="PriceType" required="N" />
 214         <field name="Price" required="N" />
 215         <field name="Price2" required="N" />
 216         <component name="YieldData" required="N" />
 217       </group>
 218       <field name="Text" required="N" />
 219       <field name="EncodedTextLen" required="N" />
 220       <field name="EncodedText" required="N" />
 221     </message>
 222     <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
 223       <field name="QuoteReqID" required="Y" />
 224       <field name="RFQReqID" required="N" />
 225       <field name="QuoteRequestRejectReason" required="Y" />
 226       <group name="NoRelatedSym" required="Y">
 227         <component name="Instrument" required="Y" />
 228         <field name="PrevClosePx" required="N" />
 229         <field name="QuoteRequestType" required="N" />
 230         <field name="QuoteType" required="N" />
 231         <field name="TradingSessionID" required="N" />
 232         <field name="TradingSessionSubID" required="N" />
 233         <field name="TradeOriginationDate" required="N" />
 234         <component name="Stipulations" required="N" />
 235         <field name="Side" required="N" />
 236         <field name="QuantityType" required="N" />
 237         <field name="OrderQty" required="N" />
 238         <field name="CashOrderQty" required="N" />
 239         <field name="SettlmntTyp" required="N" />
 240         <field name="FutSettDate" required="N" />
 241         <field name="OrdType" required="N" />
 242         <field name="FutSettDate2" required="N" />
 243         <field name="OrderQty2" required="N" />
 244         <field name="ExpireTime" required="N" />
 245         <field name="TransactTime" required="N" />
 246         <field name="Currency" required="N" />
 247         <component name="SpreadOrBenchmarkCurveData" required="N" />
 248         <field name="PriceType" required="N" />
 249         <field name="Price" required="N" />
 250         <field name="Price2" required="N" />
 251         <component name="YieldData" required="N" />
 252       </group>
 253       <field name="Text" required="N" />
 254       <field name="EncodedTextLen" required="N" />
 255       <field name="EncodedText" required="N" />
 256     </message>
 257     <message name="RFQRequest" msgtype="AH" msgcat="app">
 258       <field name="RFQReqID" required="Y" />
 259       <group name="NoRelatedSym" required="Y">
 260         <component name="Instrument" required="Y" />
 261         <field name="PrevClosePx" required="N" />
 262         <field name="QuoteRequestType" required="N" />
 263         <field name="QuoteType" required="N" />
 264         <field name="TradingSessionID" required="N" />
 265         <field name="TradingSessionSubID" required="N" />
 266       </group>
 267       <field name="SubscriptionRequestType" required="N" />
 268     </message>
 269     <message name="Quote" msgtype="S" msgcat="app">
 270       <field name="QuoteReqID" required="N" />
 271       <field name="QuoteID" required="Y" />
 272       <field name="QuoteType" required="N" />
 273       <field name="QuoteResponseLevel" required="N" />
 274       <component name="Parties" required="N" />
 275       <field name="Account" required="N" />
 276       <field name="AccountType" required="N" />
 277       <field name="TradingSessionID" required="N" />
 278       <field name="TradingSessionSubID" required="N" />
 279       <component name="Instrument" required="Y" />
 280       <field name="BidPx" required="N" />
 281       <field name="OfferPx" required="N" />
 282       <field name="MktBidPx" required="N" />
 283       <field name="MktOfferPx" required="N" />
 284       <field name="MinBidSize" required="N" />
 285       <field name="BidSize" required="N" />
 286       <field name="MinOfferSize" required="N" />
 287       <field name="OfferSize" required="N" />
 288       <field name="ValidUntilTime" required="N" />
 289       <field name="BidSpotRate" required="N" />
 290       <field name="OfferSpotRate" required="N" />
 291       <field name="BidForwardPoints" required="N" />
 292       <field name="OfferForwardPoints" required="N" />
 293       <field name="MidPx" required="N" />
 294       <field name="BidYield" required="N" />
 295       <field name="MidYield" required="N" />
 296       <field name="OfferYield" required="N" />
 297       <field name="TransactTime" required="N" />
 298       <field name="SettlmntTyp" required="N" />
 299       <field name="FutSettDate" required="N" />
 300       <field name="OrdType" required="N" />
 301       <field name="FutSettDate2" required="N" />
 302       <field name="OrderQty2" required="N" />
 303       <field name="BidForwardPoints2" required="N" />
 304       <field name="OfferForwardPoints2" required="N" />
 305       <field name="Currency" required="N" />
 306       <field name="SettlCurrBidFxRate" required="N" />
 307       <field name="SettlCurrOfferFxRate" required="N" />
 308       <field name="SettlCurrFxRateCalc" required="N" />
 309       <field name="CommType" required="N" />
 310       <field name="Commission" required="N" />
 311       <field name="CustOrderCapacity" required="N" />
 312       <field name="ExDestination" required="N" />
 313       <field name="Text" required="N" />
 314       <field name="EncodedTextLen" required="N" />
 315       <field name="EncodedText" required="N" />
 316     </message>
 317     <message name="QuoteCancel" msgtype="Z" msgcat="app">
 318       <field name="QuoteReqID" required="N" />
 319       <field name="QuoteID" required="Y" />
 320       <field name="QuoteCancelType" required="Y" />
 321       <field name="QuoteResponseLevel" required="N" />
 322       <component name="Parties" required="N" />
 323       <field name="Account" required="N" />
 324       <field name="AccountType" required="N" />
 325       <field name="TradingSessionID" required="N" />
 326       <field name="TradingSessionSubID" required="N" />
 327       <group name="NoQuoteEntries" required="N">
 328         <component name="Instrument" required="N" />
 329       </group>
 330     </message>
 331     <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
 332       <field name="QuoteStatusReqID" required="N" />
 333       <field name="QuoteID" required="N" />
 334       <component name="Instrument" required="Y" />
 335       <component name="Parties" required="N" />
 336       <field name="Account" required="N" />
 337       <field name="AccountType" required="N" />
 338       <field name="TradingSessionID" required="N" />
 339       <field name="TradingSessionSubID" required="N" />
 340       <field name="SubscriptionRequestType" required="N" />
 341     </message>
 342     <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
 343       <field name="QuoteStatusReqID" required="N" />
 344       <field name="QuoteReqID" required="N" />
 345       <field name="QuoteID" required="Y" />
 346       <field name="QuoteType" required="N" />
 347       <component name="Parties" required="N" />
 348       <field name="Account" required="N" />
 349       <field name="AccountType" required="N" />
 350       <field name="TradingSessionID" required="N" />
 351       <field name="TradingSessionSubID" required="N" />
 352       <component name="Instrument" required="Y" />
 353       <field name="BidPx" required="N" />
 354       <field name="OfferPx" required="N" />
 355       <field name="MktBidPx" required="N" />
 356       <field name="MktOfferPx" required="N" />
 357       <field name="MinBidSize" required="N" />
 358       <field name="BidSize" required="N" />
 359       <field name="MinOfferSize" required="N" />
 360       <field name="OfferSize" required="N" />
 361       <field name="ValidUntilTime" required="N" />
 362       <field name="BidSpotRate" required="N" />
 363       <field name="OfferSpotRate" required="N" />
 364       <field name="BidForwardPoints" required="N" />
 365       <field name="OfferForwardPoints" required="N" />
 366       <field name="MidPx" required="N" />
 367       <field name="BidYield" required="N" />
 368       <field name="MidYield" required="N" />
 369       <field name="OfferYield" required="N" />
 370       <field name="TransactTime" required="N" />
 371       <field name="FutSettDate" required="N" />
 372       <field name="OrdType" required="N" />
 373       <field name="FutSettDate2" required="N" />
 374       <field name="OrderQty2" required="N" />
 375       <field name="BidForwardPoints2" required="N" />
 376       <field name="OfferForwardPoints2" required="N" />
 377       <field name="Currency" required="N" />
 378       <field name="SettlCurrBidFxRate" required="N" />
 379       <field name="SettlCurrOfferFxRate" required="N" />
 380       <field name="SettlCurrFxRateCalc" required="N" />
 381       <field name="CommType" required="N" />
 382       <field name="Commission" required="N" />
 383       <field name="CustOrderCapacity" required="N" />
 384       <field name="ExDestination" required="N" />
 385       <field name="QuoteStatus" required="N" />
 386     </message>
 387     <message name="MassQuote" msgtype="i" msgcat="app">
 388       <field name="QuoteReqID" required="N" />
 389       <field name="QuoteID" required="Y" />
 390       <field name="QuoteType" required="N" />
 391       <field name="QuoteResponseLevel" required="N" />
 392       <component name="Parties" required="N" />
 393       <field name="Account" required="N" />
 394       <field name="AccountType" required="N" />
 395       <field name="DefBidSize" required="N" />
 396       <field name="DefOfferSize" required="N" />
 397       <group name="NoQuoteSets" required="Y">
 398         <field name="QuoteSetID" required="Y" />
 399         <component name="UnderlyingInstrument" required="N" />
 400         <field name="QuoteSetValidUntilTime" required="N" />
 401         <field name="TotQuoteEntries" required="Y" />
 402         <group name="NoQuoteEntries" required="N">
 403           <field name="QuoteEntryID" required="Y" />
 404           <component name="Instrument" required="N" />
 405           <field name="BidPx" required="N" />
 406           <field name="OfferPx" required="N" />
 407           <field name="BidSize" required="N" />
 408           <field name="OfferSize" required="N" />
 409           <field name="ValidUntilTime" required="N" />
 410           <field name="BidSpotRate" required="N" />
 411           <field name="OfferSpotRate" required="N" />
 412           <field name="BidForwardPoints" required="N" />
 413           <field name="OfferForwardPoints" required="N" />
 414           <field name="MidPx" required="N" />
 415           <field name="BidYield" required="N" />
 416           <field name="MidYield" required="N" />
 417           <field name="OfferYield" required="N" />
 418           <field name="TransactTime" required="N" />
 419           <field name="TradingSessionID" required="N" />
 420           <field name="TradingSessionSubID" required="N" />
 421           <field name="FutSettDate" required="N" />
 422           <field name="OrdType" required="N" />
 423           <field name="FutSettDate2" required="N" />
 424           <field name="OrderQty2" required="N" />
 425           <field name="BidForwardPoints2" required="N" />
 426           <field name="OfferForwardPoints2" required="N" />
 427           <field name="Currency" required="N" />
 428         </group>
 429       </group>
 430     </message>
 431     <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
 432       <field name="QuoteReqID" required="N" />
 433       <field name="QuoteID" required="N" />
 434       <field name="QuoteStatus" required="Y" />
 435       <field name="QuoteRejectReason" required="N" />
 436       <field name="QuoteResponseLevel" required="N" />
 437       <field name="QuoteType" required="N" />
 438       <component name="Parties" required="N" />
 439       <field name="Account" required="N" />
 440       <field name="AccountType" required="N" />
 441       <field name="Text" required="N" />
 442       <group name="NoQuoteSets" required="N">
 443         <field name="QuoteSetID" required="N" />
 444         <component name="UnderlyingInstrument" required="N" />
 445         <field name="TotQuoteEntries" required="N" />
 446         <group name="NoQuoteEntries" required="N">
 447           <field name="QuoteEntryID" required="N" />
 448           <component name="Instrument" required="N" />
 449           <field name="BidPx" required="N" />
 450           <field name="OfferPx" required="N" />
 451           <field name="BidSize" required="N" />
 452           <field name="OfferSize" required="N" />
 453           <field name="ValidUntilTime" required="N" />
 454           <field name="BidSpotRate" required="N" />
 455           <field name="OfferSpotRate" required="N" />
 456           <field name="BidForwardPoints" required="N" />
 457           <field name="OfferForwardPoints" required="N" />
 458           <field name="MidPx" required="N" />
 459           <field name="BidYield" required="N" />
 460           <field name="MidYield" required="N" />
 461           <field name="OfferYield" required="N" />
 462           <field name="TransactTime" required="N" />
 463           <field name="TradingSessionID" required="N" />
 464           <field name="TradingSessionSubID" required="N" />
 465           <field name="FutSettDate" required="N" />
 466           <field name="OrdType" required="N" />
 467           <field name="FutSettDate2" required="N" />
 468           <field name="OrderQty2" required="N" />
 469           <field name="BidForwardPoints2" required="N" />
 470           <field name="OfferForwardPoints2" required="N" />
 471           <field name="Currency" required="N" />
 472           <field name="QuoteEntryRejectReason" required="N" />
 473         </group>
 474       </group>
 475     </message>
 476     <message name="MarketDataRequest" msgtype="V" msgcat="app">
 477       <field name="MDReqID" required="Y" />
 478       <field name="SubscriptionRequestType" required="Y" />
 479       <field name="MarketDepth" required="Y" />
 480       <field name="MDUpdateType" required="N" />
 481       <field name="AggregatedBook" required="N" />
 482       <field name="OpenCloseSettleFlag" required="N" />
 483       <field name="Scope" required="N" />
 484       <field name="MDImplicitDelete" required="N" />
 485       <group name="NoMDEntryTypes" required="Y">
 486         <field name="MDEntryType" required="Y" />
 487       </group>
 488       <group name="NoRelatedSym" required="Y">
 489         <component name="Instrument" required="Y" />
 490       </group>
 491       <group name="NoTradingSessions" required="N">
 492         <field name="TradingSessionID" required="N" />
 493         <field name="TradingSessionSubID" required="N" />
 494       </group>
 495     </message>
 496     <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
 497       <field name="MDReqID" required="N" />
 498       <component name="Instrument" required="Y" />
 499       <field name="FinancialStatus" required="N" />
 500       <field name="CorporateAction" required="N" />
 501       <field name="TotalVolumeTraded" required="N" />
 502       <field name="TotalVolumeTradedDate" required="N" />
 503       <field name="TotalVolumeTradedTime" required="N" />
 504       <field name="NetChgPrevDay" required="N" />
 505       <group name="NoMDEntries" required="Y">
 506         <field name="MDEntryType" required="Y" />
 507         <field name="MDEntryPx" required="N" />
 508         <field name="Currency" required="N" />
 509         <field name="MDEntrySize" required="N" />
 510         <field name="MDEntryDate" required="N" />
 511         <field name="MDEntryTime" required="N" />
 512         <field name="TickDirection" required="N" />
 513         <field name="MDMkt" required="N" />
 514         <field name="TradingSessionID" required="N" />
 515         <field name="TradingSessionSubID" required="N" />
 516         <field name="QuoteCondition" required="N" />
 517         <field name="TradeCondition" required="N" />
 518         <field name="MDEntryOriginator" required="N" />
 519         <field name="LocationID" required="N" />
 520         <field name="DeskID" required="N" />
 521         <field name="OpenCloseSettleFlag" required="N" />
 522         <field name="TimeInForce" required="N" />
 523         <field name="ExpireDate" required="N" />
 524         <field name="ExpireTime" required="N" />
 525         <field name="MinQty" required="N" />
 526         <field name="ExecInst" required="N" />
 527         <field name="SellerDays" required="N" />
 528         <field name="OrderID" required="N" />
 529         <field name="QuoteEntryID" required="N" />
 530         <field name="MDEntryBuyer" required="N" />
 531         <field name="MDEntrySeller" required="N" />
 532         <field name="NumberOfOrders" required="N" />
 533         <field name="MDEntryPositionNo" required="N" />
 534         <field name="Scope" required="N" />
 535         <field name="Text" required="N" />
 536         <field name="EncodedTextLen" required="N" />
 537         <field name="EncodedText" required="N" />
 538       </group>
 539     </message>
 540     <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
 541       <field name="MDReqID" required="N" />
 542       <group name="NoMDEntries" required="Y">
 543         <field name="MDUpdateAction" required="Y" />
 544         <field name="DeleteReason" required="N" />
 545         <field name="MDEntryType" required="N" />
 546         <field name="MDEntryID" required="N" />
 547         <field name="MDEntryRefID" required="N" />
 548         <component name="Instrument" required="N" />
 549         <field name="FinancialStatus" required="N" />
 550         <field name="CorporateAction" required="N" />
 551         <field name="MDEntryPx" required="N" />
 552         <field name="Currency" required="N" />
 553         <field name="MDEntrySize" required="N" />
 554         <field name="MDEntryDate" required="N" />
 555         <field name="MDEntryTime" required="N" />
 556         <field name="TickDirection" required="N" />
 557         <field name="MDMkt" required="N" />
 558         <field name="TradingSessionID" required="N" />
 559         <field name="TradingSessionSubID" required="N" />
 560         <field name="QuoteCondition" required="N" />
 561         <field name="TradeCondition" required="N" />
 562         <field name="MDEntryOriginator" required="N" />
 563         <field name="LocationID" required="N" />
 564         <field name="DeskID" required="N" />
 565         <field name="OpenCloseSettleFlag" required="N" />
 566         <field name="TimeInForce" required="N" />
 567         <field name="ExpireDate" required="N" />
 568         <field name="ExpireTime" required="N" />
 569         <field name="MinQty" required="N" />
 570         <field name="ExecInst" required="N" />
 571         <field name="SellerDays" required="N" />
 572         <field name="OrderID" required="N" />
 573         <field name="QuoteEntryID" required="N" />
 574         <field name="MDEntryBuyer" required="N" />
 575         <field name="MDEntrySeller" required="N" />
 576         <field name="NumberOfOrders" required="N" />
 577         <field name="MDEntryPositionNo" required="N" />
 578         <field name="Scope" required="N" />
 579         <field name="TotalVolumeTraded" required="N" />
 580         <field name="TotalVolumeTradedDate" required="N" />
 581         <field name="TotalVolumeTradedTime" required="N" />
 582         <field name="NetChgPrevDay" required="N" />
 583         <field name="Text" required="N" />
 584         <field name="EncodedTextLen" required="N" />
 585         <field name="EncodedText" required="N" />
 586       </group>
 587     </message>
 588     <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
 589       <field name="MDReqID" required="Y" />
 590       <field name="MDReqRejReason" required="N" />
 591       <field name="Text" required="N" />
 592       <field name="EncodedTextLen" required="N" />
 593       <field name="EncodedText" required="N" />
 594     </message>
 595     <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
 596       <field name="SecurityReqID" required="Y" />
 597       <field name="SecurityRequestType" required="Y" />
 598       <component name="Instrument" required="N" />
 599       <field name="Currency" required="N" />
 600       <field name="Text" required="N" />
 601       <field name="EncodedTextLen" required="N" />
 602       <field name="EncodedText" required="N" />
 603       <field name="TradingSessionID" required="N" />
 604       <field name="TradingSessionSubID" required="N" />
 605       <group name="NoLegs" required="N">
 606         <component name="InstrumentLeg" required="N" />
 607         <field name="LegCurrency" required="N" />
 608       </group>
 609       <field name="SubscriptionRequestType" required="N" />
 610     </message>
 611     <message name="SecurityDefinition" msgtype="d" msgcat="app">
 612       <field name="SecurityReqID" required="Y" />
 613       <field name="SecurityResponseID" required="Y" />
 614       <field name="SecurityResponseType" required="Y" />
 615       <component name="Instrument" required="N" />
 616       <field name="Currency" required="N" />
 617       <field name="TradingSessionID" required="N" />
 618       <field name="TradingSessionSubID" required="N" />
 619       <field name="Text" required="N" />
 620       <field name="EncodedTextLen" required="N" />
 621       <field name="EncodedText" required="N" />
 622       <group name="NoLegs" required="N">
 623         <component name="InstrumentLeg" required="N" />
 624         <field name="LegCurrency" required="N" />
 625       </group>
 626       <field name="RoundLot" required="N" />
 627       <field name="MinTradeVol" required="N" />
 628     </message>
 629     <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
 630       <field name="SecurityReqID" required="Y" />
 631       <field name="Text" required="N" />
 632       <field name="EncodedTextLen" required="N" />
 633       <field name="EncodedText" required="N" />
 634       <field name="TradingSessionID" required="N" />
 635       <field name="TradingSessionSubID" required="N" />
 636     </message>
 637     <message name="SecurityTypes" msgtype="w" msgcat="app">
 638       <field name="SecurityReqID" required="Y" />
 639       <field name="SecurityResponseID" required="Y" />
 640       <field name="SecurityResponseType" required="Y" />
 641       <field name="TotalNumSecurityTypes" required="N" />
 642       <group name="NoSecurityTypes" required="N">
 643         <field name="SecurityType" required="N" />
 644         <field name="Product" required="N" />
 645         <field name="CFICode" required="N" />
 646       </group>
 647       <field name="Text" required="N" />
 648       <field name="EncodedTextLen" required="N" />
 649       <field name="EncodedText" required="N" />
 650       <field name="TradingSessionID" required="N" />
 651       <field name="TradingSessionSubID" required="N" />
 652       <field name="SubscriptionRequestType" required="N" />
 653     </message>
 654     <message name="SecurityListRequest" msgtype="x" msgcat="app">
 655       <field name="SecurityReqID" required="Y" />
 656       <field name="SecurityListRequestType" required="Y" />
 657       <component name="Instrument" required="N" />
 658       <field name="Currency" required="N" />
 659       <field name="Text" required="N" />
 660       <field name="EncodedTextLen" required="N" />
 661       <field name="EncodedText" required="N" />
 662       <field name="TradingSessionID" required="N" />
 663       <field name="TradingSessionSubID" required="N" />
 664       <field name="SubscriptionRequestType" required="N" />
 665     </message>
 666     <message name="SecurityList" msgtype="y" msgcat="app">
 667       <field name="SecurityReqID" required="Y" />
 668       <field name="SecurityResponseID" required="Y" />
 669       <field name="SecurityRequestResult" required="Y" />
 670       <field name="TotalNumSecurities" required="N" />
 671       <group name="NoRelatedSym" required="N">
 672         <component name="Instrument" required="N" />
 673         <field name="Currency" required="N" />
 674         <group name="NoLegs" required="N">
 675           <component name="InstrumentLeg" required="N" />
 676           <field name="LegCurrency" required="N" />
 677         </group>
 678         <field name="RoundLot" required="N" />
 679         <field name="MinTradeVol" required="N" />
 680         <field name="TradingSessionID" required="N" />
 681         <field name="TradingSessionSubID" required="N" />
 682         <field name="Text" required="N" />
 683         <field name="EncodedTextLen" required="N" />
 684         <field name="EncodedText" required="N" />
 685       </group>
 686     </message>
 687     <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
 688       <field name="SecurityReqID" required="Y" />
 689       <field name="SecurityListRequestType" required="Y" />
 690       <component name="UnderlyingInstrument" required="N" />
 691       <field name="Currency" required="N" />
 692       <field name="Text" required="N" />
 693       <field name="EncodedTextLen" required="N" />
 694       <field name="EncodedText" required="N" />
 695       <field name="TradingSessionID" required="N" />
 696       <field name="TradingSessionSubID" required="N" />
 697       <field name="SubscriptionRequestType" required="N" />
 698     </message>
 699     <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
 700       <field name="SecurityReqID" required="Y" />
 701       <field name="SecurityResponseID" required="Y" />
 702       <field name="SecurityRequestResult" required="Y" />
 703       <component name="UnderlyingInstrument" required="N" />
 704       <field name="TotalNumSecurities" required="N" />
 705       <group name="NoRelatedSym" required="N">
 706         <component name="Instrument" required="N" />
 707         <field name="Currency" required="N" />
 708         <group name="NoLegs" required="N">
 709           <component name="InstrumentLeg" required="N" />
 710           <field name="LegCurrency" required="N" />
 711         </group>
 712         <field name="TradingSessionID" required="N" />
 713         <field name="TradingSessionSubID" required="N" />
 714         <field name="Text" required="N" />
 715         <field name="EncodedTextLen" required="N" />
 716         <field name="EncodedText" required="N" />
 717       </group>
 718     </message>
 719     <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
 720       <field name="SecurityStatusReqID" required="Y" />
 721       <component name="Instrument" required="Y" />
 722       <field name="Currency" required="N" />
 723       <field name="SubscriptionRequestType" required="Y" />
 724       <field name="TradingSessionID" required="N" />
 725       <field name="TradingSessionSubID" required="N" />
 726     </message>
 727     <message name="SecurityStatus" msgtype="f" msgcat="app">
 728       <field name="SecurityStatusReqID" required="N" />
 729       <component name="Instrument" required="Y" />
 730       <field name="Currency" required="N" />
 731       <field name="TradingSessionID" required="N" />
 732       <field name="TradingSessionSubID" required="N" />
 733       <field name="UnsolicitedIndicator" required="N" />
 734       <field name="SecurityTradingStatus" required="N" />
 735       <field name="FinancialStatus" required="N" />
 736       <field name="CorporateAction" required="N" />
 737       <field name="HaltReason" required="N" />
 738       <field name="InViewOfCommon" required="N" />
 739       <field name="DueToRelated" required="N" />
 740       <field name="BuyVolume" required="N" />
 741       <field name="SellVolume" required="N" />
 742       <field name="HighPx" required="N" />
 743       <field name="LowPx" required="N" />
 744       <field name="LastPx" required="N" />
 745       <field name="TransactTime" required="N" />
 746       <field name="Adjustment" required="N" />
 747       <field name="Text" required="N" />
 748       <field name="EncodedTextLen" required="N" />
 749       <field name="EncodedText" required="N" />
 750     </message>
 751     <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
 752       <field name="TradSesReqID" required="Y" />
 753       <field name="TradingSessionID" required="N" />
 754       <field name="TradingSessionSubID" required="N" />
 755       <field name="TradSesMethod" required="N" />
 756       <field name="TradSesMode" required="N" />
 757       <field name="SubscriptionRequestType" required="Y" />
 758     </message>
 759     <message name="TradingSessionStatus" msgtype="h" msgcat="app">
 760       <field name="TradSesReqID" required="N" />
 761       <field name="TradingSessionID" required="Y" />
 762       <field name="TradingSessionSubID" required="N" />
 763       <field name="TradSesMethod" required="N" />
 764       <field name="TradSesMode" required="N" />
 765       <field name="UnsolicitedIndicator" required="N" />
 766       <field name="TradSesStatus" required="Y" />
 767       <field name="TradSesStatusRejReason" required="N" />
 768       <field name="TradSesStartTime" required="N" />
 769       <field name="TradSesOpenTime" required="N" />
 770       <field name="TradSesPreCloseTime" required="N" />
 771       <field name="TradSesCloseTime" required="N" />
 772       <field name="TradSesEndTime" required="N" />
 773       <field name="TotalVolumeTraded" required="N" />
 774       <field name="Text" required="N" />
 775       <field name="EncodedTextLen" required="N" />
 776       <field name="EncodedText" required="N" />
 777     </message>
 778     <message name="NewOrderSingle" msgtype="D" msgcat="app">
 779       <field name="ClOrdID" required="Y" />
 780       <field name="SecondaryClOrdID" required="N" />
 781       <field name="ClOrdLinkID" required="N" />
 782       <component name="Parties" required="N" />
 783       <field name="TradeOriginationDate" required="N" />
 784       <field name="Account" required="N" />
 785       <field name="AccountType" required="N" />
 786       <field name="DayBookingInst" required="N" />
 787       <field name="BookingUnit" required="N" />
 788       <field name="PreallocMethod" required="N" />
 789       <group name="NoAllocs" required="N">
 790         <field name="AllocAccount" required="N" />
 791         <field name="IndividualAllocID" required="N" />
 792         <component name="NestedParties" required="N" />
 793         <field name="AllocQty" required="N" />
 794       </group>
 795       <field name="SettlmntTyp" required="N" />
 796       <field name="FutSettDate" required="N" />
 797       <field name="CashMargin" required="N" />
 798       <field name="ClearingFeeIndicator" required="N" />
 799       <field name="HandlInst" required="Y" />
 800       <field name="ExecInst" required="N" />
 801       <field name="MinQty" required="N" />
 802       <field name="MaxFloor" required="N" />
 803       <field name="ExDestination" required="N" />
 804       <group name="NoTradingSessions" required="N">
 805         <field name="TradingSessionID" required="N" />
 806         <field name="TradingSessionSubID" required="N" />
 807       </group>
 808       <field name="ProcessCode" required="N" />
 809       <component name="Instrument" required="Y" />
 810       <field name="PrevClosePx" required="N" />
 811       <field name="Side" required="Y" />
 812       <field name="LocateReqd" required="N" />
 813       <field name="TransactTime" required="Y" />
 814       <component name="Stipulations" required="N" />
 815       <field name="QuantityType" required="N" />
 816       <component name="OrderQtyData" required="Y" />
 817       <field name="OrdType" required="Y" />
 818       <field name="PriceType" required="N" />
 819       <field name="Price" required="N" />
 820       <field name="StopPx" required="N" />
 821       <component name="SpreadOrBenchmarkCurveData" required="N" />
 822       <component name="YieldData" required="N" />
 823       <field name="Currency" required="N" />
 824       <field name="ComplianceID" required="N" />
 825       <field name="SolicitedFlag" required="N" />
 826       <field name="IOIid" required="N" />
 827       <field name="QuoteID" required="N" />
 828       <field name="TimeInForce" required="N" />
 829       <field name="EffectiveTime" required="N" />
 830       <field name="ExpireDate" required="N" />
 831       <field name="ExpireTime" required="N" />
 832       <field name="GTBookingInst" required="N" />
 833       <component name="CommissionData" required="N" />
 834       <field name="OrderCapacity" required="N" />
 835       <field name="OrderRestrictions" required="N" />
 836       <field name="CustOrderCapacity" required="N" />
 837       <field name="Rule80A" required="N" />
 838       <field name="ForexReq" required="N" />
 839       <field name="SettlCurrency" required="N" />
 840       <field name="Text" required="N" />
 841       <field name="EncodedTextLen" required="N" />
 842       <field name="EncodedText" required="N" />
 843       <field name="FutSettDate2" required="N" />
 844       <field name="OrderQty2" required="N" />
 845       <field name="Price2" required="N" />
 846       <field name="PositionEffect" required="N" />
 847       <field name="CoveredOrUncovered" required="N" />
 848       <field name="MaxShow" required="N" />
 849       <field name="PegDifference" required="N" />
 850       <field name="DiscretionInst" required="N" />
 851       <field name="DiscretionOffset" required="N" />
 852       <field name="CancellationRights" required="N" />
 853       <field name="MoneyLaunderingStatus" required="N" />
 854       <field name="RegistID" required="N" />
 855       <field name="Designation" required="N" />
 856       <field name="AccruedInterestRate" required="N" />
 857       <field name="AccruedInterestAmt" required="N" />
 858       <field name="NetMoney" required="N" />
 859     </message>
 860     <message name="ExecutionReport" msgtype="8" msgcat="app">
 861       <field name="OrderID" required="Y" />
 862       <field name="SecondaryOrderID" required="N" />
 863       <field name="SecondaryClOrdID" required="N" />
 864       <field name="SecondaryExecID" required="N" />
 865       <field name="ClOrdID" required="N" />
 866       <field name="OrigClOrdID" required="N" />
 867       <field name="ClOrdLinkID" required="N" />
 868       <component name="Parties" required="N" />
 869       <field name="TradeOriginationDate" required="N" />
 870       <group name="NoContraBrokers" required="N">
 871         <field name="ContraBroker" required="N" />
 872         <field name="ContraTrader" required="N" />
 873         <field name="ContraTradeQty" required="N" />
 874         <field name="ContraTradeTime" required="N" />
 875         <field name="ContraLegRefID" required="N" />
 876       </group>
 877       <field name="ListID" required="N" />
 878       <field name="CrossID" required="N" />
 879       <field name="OrigCrossID" required="N" />
 880       <field name="CrossType" required="N" />
 881       <field name="ExecID" required="Y" />
 882       <field name="ExecRefID" required="N" />
 883       <field name="ExecType" required="Y" />
 884       <field name="OrdStatus" required="Y" />
 885       <field name="WorkingIndicator" required="N" />
 886       <field name="OrdRejReason" required="N" />
 887       <field name="ExecRestatementReason" required="N" />
 888       <field name="Account" required="N" />
 889       <field name="AccountType" required="N" />
 890       <field name="DayBookingInst" required="N" />
 891       <field name="BookingUnit" required="N" />
 892       <field name="PreallocMethod" required="N" />
 893       <field name="SettlmntTyp" required="N" />
 894       <field name="FutSettDate" required="N" />
 895       <field name="CashMargin" required="N" />
 896       <field name="ClearingFeeIndicator" required="N" />
 897       <component name="Instrument" required="Y" />
 898       <field name="Side" required="Y" />
 899       <component name="Stipulations" required="N" />
 900       <field name="QuantityType" required="N" />
 901       <component name="OrderQtyData" required="Y" />
 902       <field name="OrdType" required="N" />
 903       <field name="PriceType" required="N" />
 904       <field name="Price" required="N" />
 905       <field name="StopPx" required="N" />
 906       <field name="PegDifference" required="N" />
 907       <field name="DiscretionInst" required="N" />
 908       <field name="DiscretionOffset" required="N" />
 909       <field name="Currency" required="N" />
 910       <field name="ComplianceID" required="N" />
 911       <field name="SolicitedFlag" required="N" />
 912       <field name="TimeInForce" required="N" />
 913       <field name="EffectiveTime" required="N" />
 914       <field name="ExpireDate" required="N" />
 915       <field name="ExpireTime" required="N" />
 916       <field name="ExecInst" required="N" />
 917       <field name="OrderCapacity" required="N" />
 918       <field name="OrderRestrictions" required="N" />
 919       <field name="CustOrderCapacity" required="N" />
 920       <field name="Rule80A" required="N" />
 921       <field name="LastQty" required="N" />
 922       <field name="UnderlyingLastQty" required="N" />
 923       <field name="LastPx" required="N" />
 924       <field name="UnderlyingLastPx" required="N" />
 925       <field name="LastSpotRate" required="N" />
 926       <field name="LastForwardPoints" required="N" />
 927       <field name="LastMkt" required="N" />
 928       <field name="TradingSessionID" required="N" />
 929       <field name="TradingSessionSubID" required="N" />
 930       <field name="LastCapacity" required="N" />
 931       <field name="LeavesQty" required="Y" />
 932       <field name="CumQty" required="Y" />
 933       <field name="AvgPx" required="Y" />
 934       <field name="DayOrderQty" required="N" />
 935       <field name="DayCumQty" required="N" />
 936       <field name="DayAvgPx" required="N" />
 937       <field name="GTBookingInst" required="N" />
 938       <field name="TradeDate" required="N" />
 939       <field name="TransactTime" required="N" />
 940       <field name="ReportToExch" required="N" />
 941       <component name="CommissionData" required="N" />
 942       <component name="SpreadOrBenchmarkCurveData" required="N" />
 943       <component name="YieldData" required="N" />
 944       <field name="GrossTradeAmt" required="N" />
 945       <field name="NumDaysInterest" required="N" />
 946       <field name="ExDate" required="N" />
 947       <field name="AccruedInterestRate" required="N" />
 948       <field name="AccruedInterestAmt" required="N" />
 949       <field name="TradedFlatSwitch" required="N" />
 950       <field name="BasisFeatureDate" required="N" />
 951       <field name="BasisFeaturePrice" required="N" />
 952       <field name="Concession" required="N" />
 953       <field name="TotalTakedown" required="N" />
 954       <field name="NetMoney" required="N" />
 955       <field name="SettlCurrAmt" required="N" />
 956       <field name="SettlCurrency" required="N" />
 957       <field name="SettlCurrFxRate" required="N" />
 958       <field name="SettlCurrFxRateCalc" required="N" />
 959       <field name="HandlInst" required="N" />
 960       <field name="MinQty" required="N" />
 961       <field name="MaxFloor" required="N" />
 962       <field name="PositionEffect" required="N" />
 963       <field name="MaxShow" required="N" />
 964       <field name="Text" required="N" />
 965       <field name="EncodedTextLen" required="N" />
 966       <field name="EncodedText" required="N" />
 967       <field name="FutSettDate2" required="N" />
 968       <field name="OrderQty2" required="N" />
 969       <field name="LastForwardPoints2" required="N" />
 970       <field name="MultiLegReportingType" required="N" />
 971       <field name="CancellationRights" required="N" />
 972       <field name="MoneyLaunderingStatus" required="N" />
 973       <field name="RegistID" required="N" />
 974       <field name="Designation" required="N" />
 975       <field name="TransBkdTime" required="N" />
 976       <field name="ExecValuationPoint" required="N" />
 977       <field name="ExecPriceType" required="N" />
 978       <field name="ExecPriceAdjustment" required="N" />
 979       <field name="PriorityIndicator" required="N" />
 980       <field name="PriceImprovement" required="N" />
 981       <group name="NoContAmts" required="N">
 982         <field name="ContAmtType" required="N" />
 983         <field name="ContAmtValue" required="N" />
 984         <field name="ContAmtCurr" required="N" />
 985       </group>
 986       <group name="NoLegs" required="N">
 987         <component name="InstrumentLeg" required="N" />
 988         <field name="LegPositionEffect" required="N" />
 989         <field name="LegCoveredOrUncovered" required="N" />
 990         <component name="NestedParties" required="N" />
 991         <field name="LegRefID" required="N" />
 992         <field name="LegPrice" required="N" />
 993         <field name="LegSettlmntTyp" required="N" />
 994         <field name="LegFutSettDate" required="N" />
 995         <field name="LegLastPx" required="N" />
 996       </group>
 997     </message>
 998     <message name="DontKnowTrade" msgtype="Q" msgcat="app">
 999       <field name="OrderID" required="Y" />
1000       <field name="ExecID" required="Y" />
1001       <field name="DKReason" required="Y" />
1002       <component name="Instrument" required="Y" />
1003       <field name="Side" required="Y" />
1004       <component name="OrderQtyData" required="Y" />
1005       <field name="LastQty" required="N" />
1006       <field name="LastPx" required="N" />
1007       <field name="Text" required="N" />
1008       <field name="EncodedTextLen" required="N" />
1009       <field name="EncodedText" required="N" />
1010     </message>
1011     <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
1012       <field name="OrderID" required="N" />
1013       <component name="Parties" required="N" />
1014       <field name="TradeOriginationDate" required="N" />
1015       <field name="OrigClOrdID" required="Y" />
1016       <field name="ClOrdID" required="Y" />
1017       <field name="SecondaryClOrdID" required="N" />
1018       <field name="ClOrdLinkID" required="N" />
1019       <field name="ListID" required="N" />
1020       <field name="OrigOrdModTime" required="N" />
1021       <field name="Account" required="N" />
1022       <field name="AccountType" required="N" />
1023       <field name="DayBookingInst" required="N" />
1024       <field name="BookingUnit" required="N" />
1025       <field name="PreallocMethod" required="N" />
1026       <group name="NoAllocs" required="N">
1027         <field name="AllocAccount" required="N" />
1028         <field name="IndividualAllocID" required="N" />
1029         <component name="NestedParties" required="N" />
1030         <field name="AllocQty" required="N" />
1031       </group>
1032       <field name="SettlmntTyp" required="N" />
1033       <field name="FutSettDate" required="N" />
1034       <field name="CashMargin" required="N" />
1035       <field name="ClearingFeeIndicator" required="N" />
1036       <field name="HandlInst" required="Y" />
1037       <field name="ExecInst" required="N" />
1038       <field name="MinQty" required="N" />
1039       <field name="MaxFloor" required="N" />
1040       <field name="ExDestination" required="N" />
1041       <group name="NoTradingSessions" required="N">
1042         <field name="TradingSessionID" required="N" />
1043         <field name="TradingSessionSubID" required="N" />
1044       </group>
1045       <component name="Instrument" required="Y" />
1046       <field name="Side" required="Y" />
1047       <field name="TransactTime" required="Y" />
1048       <field name="QuantityType" required="N" />
1049       <component name="OrderQtyData" required="Y" />
1050       <field name="OrdType" required="Y" />
1051       <field name="PriceType" required="N" />
1052       <field name="Price" required="N" />
1053       <field name="StopPx" required="N" />
1054       <component name="SpreadOrBenchmarkCurveData" required="N" />
1055       <component name="YieldData" required="N" />
1056       <field name="PegDifference" required="N" />
1057       <field name="DiscretionInst" required="N" />
1058       <field name="DiscretionOffset" required="N" />
1059       <field name="ComplianceID" required="N" />
1060       <field name="SolicitedFlag" required="N" />
1061       <field name="Currency" required="N" />
1062       <field name="TimeInForce" required="N" />
1063       <field name="EffectiveTime" required="N" />
1064       <field name="ExpireDate" required="N" />
1065       <field name="ExpireTime" required="N" />
1066       <field name="GTBookingInst" required="N" />
1067       <component name="CommissionData" required="N" />
1068       <field name="OrderCapacity" required="N" />
1069       <field name="OrderRestrictions" required="N" />
1070       <field name="CustOrderCapacity" required="N" />
1071       <field name="Rule80A" required="N" />
1072       <field name="ForexReq" required="N" />
1073       <field name="SettlCurrency" required="N" />
1074       <field name="Text" required="N" />
1075       <field name="EncodedTextLen" required="N" />
1076       <field name="EncodedText" required="N" />
1077       <field name="FutSettDate2" required="N" />
1078       <field name="OrderQty2" required="N" />
1079       <field name="Price2" required="N" />
1080       <field name="PositionEffect" required="N" />
1081       <field name="CoveredOrUncovered" required="N" />
1082       <field name="MaxShow" required="N" />
1083       <field name="LocateReqd" required="N" />
1084       <field name="CancellationRights" required="N" />
1085       <field name="MoneyLaunderingStatus" required="N" />
1086       <field name="RegistID" required="N" />
1087       <field name="Designation" required="N" />
1088       <field name="AccruedInterestRate" required="N" />
1089       <field name="AccruedInterestAmt" required="N" />
1090       <field name="NetMoney" required="N" />
1091     </message>
1092     <message name="OrderCancelRequest" msgtype="F" msgcat="app">
1093       <field name="OrigClOrdID" required="Y" />
1094       <field name="OrderID" required="N" />
1095       <field name="ClOrdID" required="Y" />
1096       <field name="SecondaryClOrdID" required="N" />
1097       <field name="ClOrdLinkID" required="N" />
1098       <field name="ListID" required="N" />
1099       <field name="OrigOrdModTime" required="N" />
1100       <field name="Account" required="N" />
1101       <field name="AccountType" required="N" />
1102       <component name="Parties" required="N" />
1103       <component name="Instrument" required="Y" />
1104       <field name="Side" required="Y" />
1105       <field name="TransactTime" required="Y" />
1106       <component name="OrderQtyData" required="Y" />
1107       <field name="ComplianceID" required="N" />
1108       <field name="Text" required="N" />
1109       <field name="EncodedTextLen" required="N" />
1110       <field name="EncodedText" required="N" />
1111     </message>
1112     <message name="OrderCancelReject" msgtype="9" msgcat="app">
1113       <field name="OrderID" required="Y" />
1114       <field name="SecondaryOrderID" required="N" />
1115       <field name="SecondaryClOrdID" required="N" />
1116       <field name="ClOrdID" required="Y" />
1117       <field name="ClOrdLinkID" required="N" />
1118       <field name="OrigClOrdID" required="Y" />
1119       <field name="OrdStatus" required="Y" />
1120       <field name="WorkingIndicator" required="N" />
1121       <field name="OrigOrdModTime" required="N" />
1122       <field name="ListID" required="N" />
1123       <field name="Account" required="N" />
1124       <field name="AccountType" required="N" />
1125       <field name="TradeOriginationDate" required="N" />
1126       <field name="TransactTime" required="N" />
1127       <field name="CxlRejResponseTo" required="Y" />
1128       <field name="CxlRejReason" required="N" />
1129       <field name="Text" required="N" />
1130       <field name="EncodedTextLen" required="N" />
1131       <field name="EncodedText" required="N" />
1132     </message>
1133     <message name="OrderStatusRequest" msgtype="H" msgcat="app">
1134       <field name="OrderID" required="N" />
1135       <field name="ClOrdID" required="Y" />
1136       <field name="SecondaryClOrdID" required="N" />
1137       <field name="ClOrdLinkID" required="N" />
1138       <component name="Parties" required="N" />
1139       <field name="Account" required="N" />
1140       <component name="Instrument" required="Y" />
1141       <field name="Side" required="Y" />
1142     </message>
1143     <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
1144       <field name="ClOrdID" required="Y" />
1145       <field name="SecondaryClOrdID" required="N" />
1146       <field name="MassCancelRequestType" required="Y" />
1147       <field name="TradingSessionID" required="N" />
1148       <field name="TradingSessionSubID" required="N" />
1149       <component name="Instrument" required="N" />
1150       <component name="UnderlyingInstrument" required="N" />
1151       <field name="Side" required="N" />
1152       <field name="TransactTime" required="Y" />
1153       <field name="Text" required="N" />
1154       <field name="EncodedTextLen" required="N" />
1155       <field name="EncodedText" required="N" />
1156     </message>
1157     <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
1158       <field name="ClOrdID" required="N" />
1159       <field name="SecondaryClOrdID" required="N" />
1160       <field name="OrderID" required="Y" />
1161       <field name="SecondaryOrderID" required="N" />
1162       <field name="MassCancelRequestType" required="Y" />
1163       <field name="MassCancelResponse" required="Y" />
1164       <field name="MassCancelRejectReason" required="N" />
1165       <field name="TotalAffectedOrders" required="N" />
1166       <group name="NoAffectedOrders" required="N">
1167         <field name="OrigClOrdID" required="N" />
1168         <field name="AffectedOrderID" required="N" />
1169         <field name="AffectedSecondaryOrderID" required="N" />
1170       </group>
1171       <field name="TradingSessionID" required="N" />
1172       <field name="TradingSessionSubID" required="N" />
1173       <component name="Instrument" required="N" />
1174       <component name="UnderlyingInstrument" required="N" />
1175       <field name="Side" required="N" />
1176       <field name="TransactTime" required="N" />
1177       <field name="Text" required="N" />
1178       <field name="EncodedTextLen" required="N" />
1179       <field name="EncodedText" required="N" />
1180     </message>
1181     <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
1182       <field name="MassStatusReqID" required="Y" />
1183       <field name="MassStatusReqType" required="Y" />
1184       <component name="Parties" required="N" />
1185       <field name="Account" required="N" />
1186       <field name="TradingSessionID" required="N" />
1187       <field name="TradingSessionSubID" required="N" />
1188       <component name="Instrument" required="N" />
1189       <component name="UnderlyingInstrument" required="N" />
1190       <field name="Side" required="N" />
1191     </message>
1192     <message name="NewOrderCross" msgtype="s" msgcat="app">
1193       <field name="CrossID" required="Y" />
1194       <field name="CrossType" required="Y" />
1195       <field name="CrossPrioritization" required="Y" />
1196       <group name="NoSides" required="Y">
1197         <field name="Side" required="Y" />
1198         <field name="ClOrdID" required="Y" />
1199         <field name="SecondaryClOrdID" required="N" />
1200         <field name="ClOrdLinkID" required="N" />
1201         <component name="Parties" required="N" />
1202         <field name="TradeOriginationDate" required="N" />
1203         <field name="Account" required="N" />
1204         <field name="AccountType" required="N" />
1205         <field name="DayBookingInst" required="N" />
1206         <field name="BookingUnit" required="N" />
1207         <field name="PreallocMethod" required="N" />
1208         <group name="NoAllocs" required="N">
1209           <field name="AllocAccount" required="N" />
1210           <field name="IndividualAllocID" required="N" />
1211           <component name="NestedParties" required="N" />
1212           <field name="AllocQty" required="N" />
1213         </group>
1214         <field name="QuantityType" required="N" />
1215         <component name="OrderQtyData" required="Y" />
1216         <component name="CommissionData" required="N" />
1217         <field name="OrderCapacity" required="N" />
1218         <field name="OrderRestrictions" required="N" />
1219         <field name="CustOrderCapacity" required="N" />
1220         <field name="ForexReq" required="N" />
1221         <field name="SettlCurrency" required="N" />
1222         <field name="Text" required="N" />
1223         <field name="EncodedTextLen" required="N" />
1224         <field name="EncodedText" required="N" />
1225         <field name="PositionEffect" required="N" />
1226         <field name="CoveredOrUncovered" required="N" />
1227         <field name="CashMargin" required="N" />
1228         <field name="ClearingFeeIndicator" required="N" />
1229         <field name="SolicitedFlag" required="N" />
1230         <field name="SideComplianceID" required="N" />
1231       </group>
1232       <component name="Instrument" required="Y" />
1233       <field name="SettlmntTyp" required="N" />
1234       <field name="FutSettDate" required="N" />
1235       <field name="HandlInst" required="Y" />
1236       <field name="ExecInst" required="N" />
1237       <field name="MinQty" required="N" />
1238       <field name="MaxFloor" required="N" />
1239       <field name="ExDestination" required="N" />
1240       <group name="NoTradingSessions" required="N">
1241         <field name="TradingSessionID" required="N" />
1242         <field name="TradingSessionSubID" required="N" />
1243       </group>
1244       <field name="ProcessCode" required="N" />
1245       <field name="PrevClosePx" required="N" />
1246       <field name="LocateReqd" required="N" />
1247       <field name="TransactTime" required="Y" />
1248       <component name="Stipulations" required="N" />
1249       <field name="OrdType" required="Y" />
1250       <field name="PriceType" required="N" />
1251       <field name="Price" required="N" />
1252       <field name="StopPx" required="N" />
1253       <component name="SpreadOrBenchmarkCurveData" required="N" />
1254       <component name="YieldData" required="N" />
1255       <field name="Currency" required="N" />
1256       <field name="ComplianceID" required="N" />
1257       <field name="IOIid" required="N" />
1258       <field name="QuoteID" required="N" />
1259       <field name="TimeInForce" required="N" />
1260       <field name="EffectiveTime" required="N" />
1261       <field name="ExpireDate" required="N" />
1262       <field name="ExpireTime" required="N" />
1263       <field name="GTBookingInst" required="N" />
1264       <field name="MaxShow" required="N" />
1265       <field name="PegDifference" required="N" />
1266       <field name="DiscretionInst" required="N" />
1267       <field name="DiscretionOffset" required="N" />
1268       <field name="CancellationRights" required="N" />
1269       <field name="MoneyLaunderingStatus" required="N" />
1270       <field name="RegistID" required="N" />
1271       <field name="Designation" required="N" />
1272       <field name="AccruedInterestRate" required="N" />
1273       <field name="AccruedInterestAmt" required="N" />
1274       <field name="NetMoney" required="N" />
1275     </message>
1276     <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
1277       <field name="OrderID" required="N" />
1278       <field name="CrossID" required="Y" />
1279       <field name="OrigCrossID" required="Y" />
1280       <field name="CrossType" required="Y" />
1281       <field name="CrossPrioritization" required="Y" />
1282       <group name="NoSides" required="Y">
1283         <field name="Side" required="Y" />
1284         <field name="OrigClOrdID" required="N" />
1285         <field name="ClOrdID" required="Y" />
1286         <field name="SecondaryClOrdID" required="N" />
1287         <field name="ClOrdLinkID" required="N" />
1288         <field name="OrigOrdModTime" required="N" />
1289         <component name="Parties" required="N" />
1290         <field name="TradeOriginationDate" required="N" />
1291         <field name="Account" required="N" />
1292         <field name="AccountType" required="N" />
1293         <field name="DayBookingInst" required="N" />
1294         <field name="BookingUnit" required="N" />
1295         <field name="PreallocMethod" required="N" />
1296         <group name="NoAllocs" required="N">
1297           <field name="AllocAccount" required="N" />
1298           <field name="IndividualAllocID" required="N" />
1299           <component name="NestedParties" required="N" />
1300           <field name="AllocQty" required="N" />
1301         </group>
1302         <field name="QuantityType" required="N" />
1303         <component name="OrderQtyData" required="Y" />
1304         <component name="CommissionData" required="N" />
1305         <field name="OrderCapacity" required="N" />
1306         <field name="OrderRestrictions" required="N" />
1307         <field name="CustOrderCapacity" required="N" />
1308         <field name="ForexReq" required="N" />
1309         <field name="SettlCurrency" required="N" />
1310         <field name="Text" required="N" />
1311         <field name="EncodedTextLen" required="N" />
1312         <field name="EncodedText" required="N" />
1313         <field name="PositionEffect" required="N" />
1314         <field name="CoveredOrUncovered" required="N" />
1315         <field name="CashMargin" required="N" />
1316         <field name="ClearingFeeIndicator" required="N" />
1317         <field name="SolicitedFlag" required="N" />
1318         <field name="SideComplianceID" required="N" />
1319       </group>
1320       <component name="Instrument" required="Y" />
1321       <field name="SettlmntTyp" required="N" />
1322       <field name="FutSettDate" required="N" />
1323       <field name="HandlInst" required="Y" />
1324       <field name="ExecInst" required="N" />
1325       <field name="MinQty" required="N" />
1326       <field name="MaxFloor" required="N" />
1327       <field name="ExDestination" required="N" />
1328       <group name="NoTradingSessions" required="N">
1329         <field name="TradingSessionID" required="N" />
1330         <field name="TradingSessionSubID" required="N" />
1331       </group>
1332       <field name="ProcessCode" required="N" />
1333       <field name="PrevClosePx" required="N" />
1334       <field name="LocateReqd" required="N" />
1335       <field name="TransactTime" required="Y" />
1336       <component name="Stipulations" required="N" />
1337       <field name="OrdType" required="Y" />
1338       <field name="PriceType" required="N" />
1339       <field name="Price" required="N" />
1340       <field name="StopPx" required="N" />
1341       <component name="SpreadOrBenchmarkCurveData" required="N" />
1342       <component name="YieldData" required="N" />
1343       <field name="Currency" required="N" />
1344       <field name="ComplianceID" required="N" />
1345       <field name="IOIid" required="N" />
1346       <field name="QuoteID" required="N" />
1347       <field name="TimeInForce" required="N" />
1348       <field name="EffectiveTime" required="N" />
1349       <field name="ExpireDate" required="N" />
1350       <field name="ExpireTime" required="N" />
1351       <field name="GTBookingInst" required="N" />
1352       <field name="MaxShow" required="N" />
1353       <field name="PegDifference" required="N" />
1354       <field name="DiscretionInst" required="N" />
1355       <field name="DiscretionOffset" required="N" />
1356       <field name="CancellationRights" required="N" />
1357       <field name="MoneyLaunderingStatus" required="N" />
1358       <field name="RegistID" required="N" />
1359       <field name="Designation" required="N" />
1360       <field name="AccruedInterestRate" required="N" />
1361       <field name="AccruedInterestAmt" required="N" />
1362       <field name="NetMoney" required="N" />
1363     </message>
1364     <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
1365       <field name="OrderID" required="N" />
1366       <field name="CrossID" required="Y" />
1367       <field name="OrigCrossID" required="Y" />
1368       <field name="CrossType" required="Y" />
1369       <field name="CrossPrioritization" required="Y" />
1370       <group name="NoSides" required="Y">
1371         <field name="Side" required="Y" />
1372         <field name="OrigClOrdID" required="N" />
1373         <field name="ClOrdID" required="Y" />
1374         <field name="SecondaryClOrdID" required="N" />
1375         <field name="ClOrdLinkID" required="N" />
1376         <field name="OrigOrdModTime" required="N" />
1377         <component name="Parties" required="N" />
1378         <field name="TradeOriginationDate" required="N" />
1379         <component name="OrderQtyData" required="Y" />
1380         <field name="ComplianceID" required="N" />
1381         <field name="Text" required="N" />
1382         <field name="EncodedTextLen" required="N" />
1383         <field name="EncodedText" required="N" />
1384       </group>
1385       <component name="Instrument" required="Y" />
1386       <field name="TransactTime" required="Y" />
1387     </message>
1388     <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
1389       <field name="ClOrdID" required="Y" />
1390       <field name="SecondaryClOrdID" required="N" />
1391       <field name="ClOrdLinkID" required="N" />
1392       <component name="Parties" required="N" />
1393       <field name="Account" required="N" />
1394       <field name="AccountType" required="N" />
1395       <field name="DayBookingInst" required="N" />
1396       <field name="BookingUnit" required="N" />
1397       <field name="PreallocMethod" required="N" />
1398       <group name="NoAllocs" required="N">
1399         <field name="AllocAccount" required="N" />
1400         <field name="IndividualAllocID" required="N" />
1401         <field name="AllocQty" required="N" />
1402       </group>
1403       <field name="SettlmntTyp" required="N" />
1404       <field name="FutSettDate" required="N" />
1405       <field name="CashMargin" required="N" />
1406       <field name="ClearingFeeIndicator" required="N" />
1407       <field name="HandlInst" required="Y" />
1408       <field name="ExecInst" required="N" />
1409       <field name="MinQty" required="N" />
1410       <field name="MaxFloor" required="N" />
1411       <field name="ExDestination" required="N" />
1412       <group name="NoTradingSessions" required="N">
1413         <field name="TradingSessionID" required="N" />
1414         <field name="TradingSessionSubID" required="N" />
1415       </group>
1416       <field name="ProcessCode" required="N" />
1417       <field name="Side" required="Y" />
1418       <component name="Instrument" required="Y" />
1419       <field name="PrevClosePx" required="N" />
1420       <group name="NoLegs" required="N">
1421         <component name="InstrumentLeg" required="N" />
1422         <field name="LegPositionEffect" required="N" />
1423         <field name="LegCoveredOrUncovered" required="N" />
1424         <component name="NestedParties" required="N" />
1425         <field name="LegRefID" required="N" />
1426         <field name="LegPrice" required="N" />
1427         <field name="LegSettlmntTyp" required="N" />
1428         <field name="LegFutSettDate" required="N" />
1429       </group>
1430       <field name="LocateReqd" required="N" />
1431       <field name="TransactTime" required="Y" />
1432       <field name="QuantityType" required="N" />
1433       <component name="OrderQtyData" required="Y" />
1434       <field name="OrdType" required="Y" />
1435       <field name="PriceType" required="N" />
1436       <field name="Price" required="N" />
1437       <field name="StopPx" required="N" />
1438       <field name="Currency" required="N" />
1439       <field name="ComplianceID" required="N" />
1440       <field name="SolicitedFlag" required="N" />
1441       <field name="IOIid" required="N" />
1442       <field name="QuoteID" required="N" />
1443       <field name="TimeInForce" required="N" />
1444       <field name="EffectiveTime" required="N" />
1445       <field name="ExpireDate" required="N" />
1446       <field name="ExpireTime" required="N" />
1447       <field name="GTBookingInst" required="N" />
1448       <component name="CommissionData" required="N" />
1449       <field name="OrderCapacity" required="N" />
1450       <field name="OrderRestrictions" required="N" />
1451       <field name="CustOrderCapacity" required="N" />
1452       <field name="ForexReq" required="N" />
1453       <field name="SettlCurrency" required="N" />
1454       <field name="Text" required="N" />
1455       <field name="EncodedTextLen" required="N" />
1456       <field name="EncodedText" required="N" />
1457       <field name="PositionEffect" required="N" />
1458       <field name="CoveredOrUncovered" required="N" />
1459       <field name="MaxShow" required="N" />
1460       <field name="PegDifference" required="N" />
1461       <field name="DiscretionInst" required="N" />
1462       <field name="DiscretionOffset" required="N" />
1463       <field name="CancellationRights" required="N" />
1464       <field name="MoneyLaunderingStatus" required="N" />
1465       <field name="RegistID" required="N" />
1466       <field name="Designation" required="N" />
1467       <field name="MultiLegRptTypeReq" required="N" />
1468       <field name="NetMoney" required="N" />
1469     </message>
1470     <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
1471       <field name="OrderID" required="N" />
1472       <field name="OrigClOrdID" required="Y" />
1473       <field name="ClOrdID" required="Y" />
1474       <field name="SecondaryClOrdID" required="N" />
1475       <field name="ClOrdLinkID" required="N" />
1476       <field name="OrigOrdModTime" required="N" />
1477       <component name="Parties" required="N" />
1478       <field name="Account" required="N" />
1479       <field name="AccountType" required="N" />
1480       <field name="DayBookingInst" required="N" />
1481       <field name="BookingUnit" required="N" />
1482       <field name="PreallocMethod" required="N" />
1483       <group name="NoAllocs" required="N">
1484         <field name="AllocAccount" required="N" />
1485         <field name="IndividualAllocID" required="N" />
1486         <field name="AllocQty" required="N" />
1487       </group>
1488       <field name="SettlmntTyp" required="N" />
1489       <field name="FutSettDate" required="N" />
1490       <field name="CashMargin" required="N" />
1491       <field name="ClearingFeeIndicator" required="N" />
1492       <field name="HandlInst" required="Y" />
1493       <field name="ExecInst" required="N" />
1494       <field name="MinQty" required="N" />
1495       <field name="MaxFloor" required="N" />
1496       <field name="ExDestination" required="N" />
1497       <group name="NoTradingSessions" required="N">
1498         <field name="TradingSessionID" required="N" />
1499         <field name="TradingSessionSubID" required="N" />
1500       </group>
1501       <field name="ProcessCode" required="N" />
1502       <field name="Side" required="Y" />
1503       <component name="Instrument" required="Y" />
1504       <field name="PrevClosePx" required="N" />
1505       <group name="NoLegs" required="N">
1506         <component name="InstrumentLeg" required="N" />
1507         <field name="LegPositionEffect" required="N" />
1508         <field name="LegCoveredOrUncovered" required="N" />
1509         <component name="NestedParties" required="N" />
1510         <field name="LegRefID" required="N" />
1511         <field name="LegPrice" required="N" />
1512         <field name="LegSettlmntTyp" required="N" />
1513         <field name="LegFutSettDate" required="N" />
1514       </group>
1515       <field name="LocateReqd" required="N" />
1516       <field name="TransactTime" required="Y" />
1517       <field name="QuantityType" required="N" />
1518       <component name="OrderQtyData" required="Y" />
1519       <field name="OrdType" required="Y" />
1520       <field name="PriceType" required="N" />
1521       <field name="Price" required="N" />
1522       <field name="StopPx" required="N" />
1523       <field name="Currency" required="N" />
1524       <field name="ComplianceID" required="N" />
1525       <field name="SolicitedFlag" required="N" />
1526       <field name="IOIid" required="N" />
1527       <field name="QuoteID" required="N" />
1528       <field name="TimeInForce" required="N" />
1529       <field name="EffectiveTime" required="N" />
1530       <field name="ExpireDate" required="N" />
1531       <field name="ExpireTime" required="N" />
1532       <field name="GTBookingInst" required="N" />
1533       <component name="CommissionData" required="N" />
1534       <field name="OrderCapacity" required="N" />
1535       <field name="OrderRestrictions" required="N" />
1536       <field name="CustOrderCapacity" required="N" />
1537       <field name="ForexReq" required="N" />
1538       <field name="SettlCurrency" required="N" />
1539       <field name="Text" required="N" />
1540       <field name="EncodedTextLen" required="N" />
1541       <field name="EncodedText" required="N" />
1542       <field name="PositionEffect" required="N" />
1543       <field name="CoveredOrUncovered" required="N" />
1544       <field name="MaxShow" required="N" />
1545       <field name="PegDifference" required="N" />
1546       <field name="DiscretionInst" required="N" />
1547       <field name="DiscretionOffset" required="N" />
1548       <field name="CancellationRights" required="N" />
1549       <field name="MoneyLaunderingStatus" required="N" />
1550       <field name="RegistID" required="N" />
1551       <field name="Designation" required="N" />
1552       <field name="MultiLegRptTypeReq" required="N" />
1553       <field name="NetMoney" required="N" />
1554     </message>
1555     <message name="BidRequest" msgtype="k" msgcat="app">
1556       <field name="BidID" required="N" />
1557       <field name="ClientBidID" required="Y" />
1558       <field name="BidRequestTransType" required="Y" />
1559       <field name="ListName" required="N" />
1560       <field name="TotalNumSecurities" required="Y" />
1561       <field name="BidType" required="Y" />
1562       <field name="NumTickets" required="N" />
1563       <field name="Currency" required="N" />
1564       <field name="SideValue1" required="N" />
1565       <field name="SideValue2" required="N" />
1566       <group name="NoBidDescriptors" required="N">
1567         <field name="BidDescriptorType" required="N" />
1568         <field name="BidDescriptor" required="N" />
1569         <field name="SideValueInd" required="N" />
1570         <field name="LiquidityValue" required="N" />
1571         <field name="LiquidityNumSecurities" required="N" />
1572         <field name="LiquidityPctLow" required="N" />
1573         <field name="LiquidityPctHigh" required="N" />
1574         <field name="EFPTrackingError" required="N" />
1575         <field name="FairValue" required="N" />
1576         <field name="OutsideIndexPct" required="N" />
1577         <field name="ValueOfFutures" required="N" />
1578       </group>
1579       <group name="NoBidComponents" required="N">
1580         <field name="ListID" required="N" />
1581         <field name="Side" required="N" />
1582         <field name="TradingSessionID" required="N" />
1583         <field name="TradingSessionSubID" required="N" />
1584         <field name="NetGrossInd" required="N" />
1585         <field name="SettlmntTyp" required="N" />
1586         <field name="FutSettDate" required="N" />
1587         <field name="Account" required="N" />
1588       </group>
1589       <field name="LiquidityIndType" required="N" />
1590       <field name="WtAverageLiquidity" required="N" />
1591       <field name="ExchangeForPhysical" required="N" />
1592       <field name="OutMainCntryUIndex" required="N" />
1593       <field name="CrossPercent" required="N" />
1594       <field name="ProgRptReqs" required="N" />
1595       <field name="ProgPeriodInterval" required="N" />
1596       <field name="IncTaxInd" required="N" />
1597       <field name="ForexReq" required="N" />
1598       <field name="NumBidders" required="N" />
1599       <field name="TradeDate" required="N" />
1600       <field name="TradeType" required="Y" />
1601       <field name="BasisPxType" required="Y" />
1602       <field name="StrikeTime" required="N" />
1603       <field name="Text" required="N" />
1604       <field name="EncodedTextLen" required="N" />
1605       <field name="EncodedText" required="N" />
1606     </message>
1607     <message name="BidResponse" msgtype="l" msgcat="app">
1608       <field name="BidID" required="N" />
1609       <field name="ClientBidID" required="N" />
1610       <group name="NoBidComponents" required="Y">
1611         <component name="CommissionData" required="Y" />
1612         <field name="ListID" required="N" />
1613         <field name="Country" required="N" />
1614         <field name="Side" required="N" />
1615         <field name="Price" required="N" />
1616         <field name="PriceType" required="N" />
1617         <field name="FairValue" required="N" />
1618         <field name="NetGrossInd" required="N" />
1619         <field name="SettlmntTyp" required="N" />
1620         <field name="FutSettDate" required="N" />
1621         <field name="TradingSessionID" required="N" />
1622         <field name="TradingSessionSubID" required="N" />
1623         <field name="Text" required="N" />
1624         <field name="EncodedTextLen" required="N" />
1625         <field name="EncodedText" required="N" />
1626       </group>
1627     </message>
1628     <message name="NewOrderList" msgtype="E" msgcat="app">
1629       <field name="ListID" required="Y" />
1630       <field name="BidID" required="N" />
1631       <field name="ClientBidID" required="N" />
1632       <field name="ProgRptReqs" required="N" />
1633       <field name="BidType" required="Y" />
1634       <field name="ProgPeriodInterval" required="N" />
1635       <field name="CancellationRights" required="N" />
1636       <field name="MoneyLaunderingStatus" required="N" />
1637       <field name="RegistID" required="N" />
1638       <field name="ListExecInstType" required="N" />
1639       <field name="ListExecInst" required="N" />
1640       <field name="EncodedListExecInstLen" required="N" />
1641       <field name="EncodedListExecInst" required="N" />
1642       <field name="TotNoOrders" required="Y" />
1643       <group name="NoOrders" required="Y">
1644         <field name="ClOrdID" required="Y" />
1645         <field name="SecondaryClOrdID" required="N" />
1646         <field name="ListSeqNo" required="Y" />
1647         <field name="ClOrdLinkID" required="N" />
1648         <field name="SettlInstMode" required="N" />
1649         <component name="Parties" required="N" />
1650         <field name="TradeOriginationDate" required="N" />
1651         <field name="Account" required="N" />
1652         <field name="AccountType" required="N" />
1653         <field name="DayBookingInst" required="N" />
1654         <field name="BookingUnit" required="N" />
1655         <field name="PreallocMethod" required="N" />
1656         <group name="NoAllocs" required="N">
1657           <field name="AllocAccount" required="N" />
1658           <field name="IndividualAllocID" required="N" />
1659           <component name="NestedParties" required="N" />
1660           <field name="AllocQty" required="N" />
1661         </group>
1662         <field name="SettlmntTyp" required="N" />
1663         <field name="FutSettDate" required="N" />
1664         <field name="CashMargin" required="N" />
1665         <field name="ClearingFeeIndicator" required="N" />
1666         <field name="HandlInst" required="N" />
1667         <field name="ExecInst" required="N" />
1668         <field name="MinQty" required="N" />
1669         <field name="MaxFloor" required="N" />
1670         <field name="ExDestination" required="N" />
1671         <group name="NoTradingSessions" required="N">
1672           <field name="TradingSessionID" required="N" />
1673           <field name="TradingSessionSubID" required="N" />
1674         </group>
1675         <field name="ProcessCode" required="N" />
1676         <component name="Instrument" required="Y" />
1677         <field name="PrevClosePx" required="N" />
1678         <field name="Side" required="Y" />
1679         <field name="SideValueInd" required="N" />
1680         <field name="LocateReqd" required="N" />
1681         <field name="TransactTime" required="N" />
1682         <component name="Stipulations" required="N" />
1683         <field name="QuantityType" required="N" />
1684         <component name="OrderQtyData" required="Y" />
1685         <field name="OrdType" required="N" />
1686         <field name="PriceType" required="N" />
1687         <field name="Price" required="N" />
1688         <field name="StopPx" required="N" />
1689         <component name="SpreadOrBenchmarkCurveData" required="N" />
1690         <component name="YieldData" required="N" />
1691         <field name="Currency" required="N" />
1692         <field name="ComplianceID" required="N" />
1693         <field name="SolicitedFlag" required="N" />
1694         <field name="IOIid" required="N" />
1695         <field name="QuoteID" required="N" />
1696         <field name="TimeInForce" required="N" />
1697         <field name="EffectiveTime" required="N" />
1698         <field name="ExpireDate" required="N" />
1699         <field name="ExpireTime" required="N" />
1700         <field name="GTBookingInst" required="N" />
1701         <component name="CommissionData" required="N" />
1702         <field name="OrderCapacity" required="N" />
1703         <field name="OrderRestrictions" required="N" />
1704         <field name="CustOrderCapacity" required="N" />
1705         <field name="Rule80A" required="N" />
1706         <field name="ForexReq" required="N" />
1707         <field name="SettlCurrency" required="N" />
1708         <field name="Text" required="N" />
1709         <field name="EncodedTextLen" required="N" />
1710         <field name="EncodedText" required="N" />
1711         <field name="FutSettDate2" required="N" />
1712         <field name="OrderQty2" required="N" />
1713         <field name="Price2" required="N" />
1714         <field name="PositionEffect" required="N" />
1715         <field name="CoveredOrUncovered" required="N" />
1716         <field name="MaxShow" required="N" />
1717         <field name="PegDifference" required="N" />
1718         <field name="DiscretionInst" required="N" />
1719         <field name="DiscretionOffset" required="N" />
1720         <field name="Designation" required="N" />
1721         <field name="AccruedInterestRate" required="N" />
1722         <field name="AccruedInterestAmt" required="N" />
1723         <field name="NetMoney" required="N" />
1724       </group>
1725     </message>
1726     <message name="ListStrikePrice" msgtype="m" msgcat="app">
1727       <field name="ListID" required="Y" />
1728       <field name="TotNoStrikes" required="Y" />
1729       <group name="NoStrikes" required="Y">
1730         <component name="Instrument" required="Y" />
1731         <field name="PrevClosePx" required="N" />
1732         <field name="ClOrdID" required="N" />
1733         <field name="SecondaryClOrdID" required="N" />
1734         <field name="Side" required="N" />
1735         <field name="Price" required="Y" />
1736         <field name="Currency" required="N" />
1737         <field name="Text" required="N" />
1738         <field name="EncodedTextLen" required="N" />
1739         <field name="EncodedText" required="N" />
1740       </group>
1741     </message>
1742     <message name="ListExecute" msgtype="L" msgcat="app">
1743       <field name="ListID" required="Y" />
1744       <field name="ClientBidID" required="N" />
1745       <field name="BidID" required="N" />
1746       <field name="TransactTime" required="Y" />
1747       <field name="Text" required="N" />
1748       <field name="EncodedTextLen" required="N" />
1749       <field name="EncodedText" required="N" />
1750     </message>
1751     <message name="ListCancelRequest" msgtype="K" msgcat="app">
1752       <field name="ListID" required="Y" />
1753       <field name="TransactTime" required="Y" />
1754       <field name="TradeOriginationDate" required="N" />
1755       <field name="Text" required="N" />
1756       <field name="EncodedTextLen" required="N" />
1757       <field name="EncodedText" required="N" />
1758     </message>
1759     <message name="ListStatusRequest" msgtype="M" msgcat="app">
1760       <field name="ListID" required="Y" />
1761       <field name="Text" required="N" />
1762       <field name="EncodedTextLen" required="N" />
1763       <field name="EncodedText" required="N" />
1764     </message>
1765     <message name="ListStatus" msgtype="N" msgcat="app">
1766       <field name="ListID" required="Y" />
1767       <field name="ListStatusType" required="Y" />
1768       <field name="NoRpts" required="Y" />
1769       <field name="ListOrderStatus" required="Y" />
1770       <field name="RptSeq" required="Y" />
1771       <field name="ListStatusText" required="N" />
1772       <field name="EncodedListStatusTextLen" required="N" />
1773       <field name="EncodedListStatusText" required="N" />
1774       <field name="TransactTime" required="N" />
1775       <field name="TotNoOrders" required="Y" />
1776       <group name="NoOrders" required="Y">
1777         <field name="ClOrdID" required="Y" />
1778         <field name="SecondaryClOrdID" required="N" />
1779         <field name="CumQty" required="Y" />
1780         <field name="OrdStatus" required="Y" />
1781         <field name="WorkingIndicator" required="N" />
1782         <field name="LeavesQty" required="Y" />
1783         <field name="CxlQty" required="Y" />
1784         <field name="AvgPx" required="Y" />
1785         <field name="OrdRejReason" required="N" />
1786         <field name="Text" required="N" />
1787         <field name="EncodedTextLen" required="N" />
1788         <field name="EncodedText" required="N" />
1789       </group>
1790     </message>
1791     <message name="Allocation" msgtype="J" msgcat="app">
1792       <field name="AllocID" required="Y" />
1793       <field name="AllocTransType" required="Y" />
1794       <field name="AllocType" required="Y" />
1795       <field name="RefAllocID" required="N" />
1796       <field name="AllocLinkID" required="N" />
1797       <field name="AllocLinkType" required="N" />
1798       <field name="BookingRefID" required="N" />
1799       <group name="NoOrders" required="Y">
1800         <field name="ClOrdID" required="Y" />
1801         <field name="OrderID" required="N" />
1802         <field name="SecondaryOrderID" required="N" />
1803         <field name="SecondaryClOrdID" required="N" />
1804         <field name="ListID" required="N" />
1805       </group>
1806       <group name="NoExecs" required="N">
1807         <field name="LastQty" required="N" />
1808         <field name="ExecID" required="N" />
1809         <field name="SecondaryExecID" required="N" />
1810         <field name="LastPx" required="N" />
1811         <field name="LastCapacity" required="N" />
1812       </group>
1813       <field name="Side" required="Y" />
1814       <component name="Instrument" required="Y" />
1815       <field name="Quantity" required="Y" />
1816       <field name="LastMkt" required="N" />
1817       <field name="TradeOriginationDate" required="N" />
1818       <field name="TradingSessionID" required="N" />
1819       <field name="TradingSessionSubID" required="N" />
1820       <field name="PriceType" required="N" />
1821       <field name="AvgPx" required="Y" />
1822       <field name="Currency" required="N" />
1823       <field name="AvgPrxPrecision" required="N" />
1824       <component name="Parties" required="N" />
1825       <field name="TradeDate" required="Y" />
1826       <field name="TransactTime" required="N" />
1827       <field name="SettlmntTyp" required="N" />
1828       <field name="FutSettDate" required="N" />
1829       <field name="GrossTradeAmt" required="N" />
1830       <field name="Concession" required="N" />
1831       <field name="TotalTakedown" required="N" />
1832       <field name="NetMoney" required="N" />
1833       <field name="PositionEffect" required="N" />
1834       <field name="Text" required="N" />
1835       <field name="EncodedTextLen" required="N" />
1836       <field name="EncodedText" required="N" />
1837       <field name="NumDaysInterest" required="N" />
1838       <field name="AccruedInterestRate" required="N" />
1839       <field name="TotalAccruedInterestAmt" required="N" />
1840       <field name="LegalConfirm" required="N" />
1841       <group name="NoAllocs" required="Y">
1842         <field name="AllocAccount" required="Y" />
1843         <field name="AllocPrice" required="N" />
1844         <field name="AllocQty" required="Y" />
1845         <field name="IndividualAllocID" required="N" />
1846         <field name="ProcessCode" required="N" />
1847         <component name="NestedParties" required="N" />
1848         <field name="NotifyBrokerOfCredit" required="N" />
1849         <field name="AllocHandlInst" required="N" />
1850         <field name="AllocText" required="N" />
1851         <field name="EncodedAllocTextLen" required="N" />
1852         <field name="EncodedAllocText" required="N" />
1853         <component name="CommissionData" required="N" />
1854         <field name="AllocAvgPx" required="N" />
1855         <field name="AllocNetMoney" required="N" />
1856         <field name="SettlCurrAmt" required="N" />
1857         <field name="SettlCurrency" required="N" />
1858         <field name="SettlCurrFxRate" required="N" />
1859         <field name="SettlCurrFxRateCalc" required="N" />
1860         <field name="AccruedInterestAmt" required="N" />
1861         <field name="SettlInstMode" required="N" />
1862         <group name="NoMiscFees" required="N">
1863           <field name="MiscFeeAmt" required="N" />
1864           <field name="MiscFeeCurr" required="N" />
1865           <field name="MiscFeeType" required="N" />
1866         </group>
1867       </group>
1868     </message>
1869     <message name="AllocationACK" msgtype="P" msgcat="app">
1870       <component name="Parties" required="N" />
1871       <field name="AllocID" required="Y" />
1872       <field name="TradeDate" required="Y" />
1873       <field name="TransactTime" required="N" />
1874       <field name="AllocStatus" required="Y" />
1875       <field name="AllocRejCode" required="N" />
1876       <field name="Text" required="N" />
1877       <field name="EncodedTextLen" required="N" />
1878       <field name="EncodedText" required="N" />
1879       <field name="LegalConfirm" required="N" />
1880     </message>
1881     <message name="SettlementInstructions" msgtype="T" msgcat="app">
1882       <field name="SettlInstID" required="Y" />
1883       <field name="SettlInstTransType" required="Y" />
1884       <field name="SettlInstRefID" required="Y" />
1885       <field name="SettlInstMode" required="Y" />
1886       <field name="SettlInstSource" required="Y" />
1887       <field name="AllocAccount" required="Y" />
1888       <field name="IndividualAllocID" required="N" />
1889       <field name="ClOrdID" required="N" />
1890       <field name="TradeDate" required="N" />
1891       <field name="AllocID" required="N" />
1892       <field name="LastMkt" required="N" />
1893       <field name="TradingSessionID" required="N" />
1894       <field name="TradingSessionSubID" required="N" />
1895       <field name="Side" required="N" />
1896       <field name="SecurityType" required="N" />
1897       <field name="EffectiveTime" required="N" />
1898       <field name="TransactTime" required="Y" />
1899       <component name="Parties" required="N" />
1900       <field name="StandInstDbType" required="N" />
1901       <field name="StandInstDbName" required="N" />
1902       <field name="StandInstDbID" required="N" />
1903       <field name="SettlDeliveryType" required="N" />
1904       <field name="SettlDepositoryCode" required="N" />
1905       <field name="SettlBrkrCode" required="N" />
1906       <field name="SettlInstCode" required="N" />
1907       <field name="SecuritySettlAgentName" required="N" />
1908       <field name="SecuritySettlAgentCode" required="N" />
1909       <field name="SecuritySettlAgentAcctNum" required="N" />
1910       <field name="SecuritySettlAgentAcctName" required="N" />
1911       <field name="SecuritySettlAgentContactName" required="N" />
1912       <field name="SecuritySettlAgentContactPhone" required="N" />
1913       <field name="CashSettlAgentName" required="N" />
1914       <field name="CashSettlAgentCode" required="N" />
1915       <field name="CashSettlAgentAcctNum" required="N" />
1916       <field name="CashSettlAgentAcctName" required="N" />
1917       <field name="CashSettlAgentContactName" required="N" />
1918       <field name="CashSettlAgentContactPhone" required="N" />
1919       <field name="PaymentMethod" required="N" />
1920       <field name="PaymentRef" required="N" />
1921       <field name="CardHolderName" required="N" />
1922       <field name="CardNumber" required="N" />
1923       <field name="CardStartDate" required="N" />
1924       <field name="CardExpDate" required="N" />
1925       <field name="CardIssNo" required="N" />
1926       <field name="PaymentDate" required="N" />
1927       <field name="PaymentRemitterID" required="N" />
1928     </message>
1929     <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
1930       <field name="TradeRequestID" required="Y" />
1931       <field name="TradeRequestType" required="Y" />
1932       <field name="SubscriptionRequestType" required="N" />
1933       <field name="ExecID" required="N" />
1934       <field name="OrderID" required="N" />
1935       <field name="ClOrdID" required="N" />
1936       <field name="MatchStatus" required="N" />
1937       <component name="Parties" required="N" />
1938       <component name="Instrument" required="N" />
1939       <group name="NoDates" required="N">
1940         <field name="TradeDate" required="N" />
1941         <field name="TransactTime" required="N" />
1942       </group>
1943       <field name="Side" required="N" />
1944       <field name="Text" required="N" />
1945       <field name="EncodedTextLen" required="N" />
1946       <field name="EncodedText" required="N" />
1947       <field name="TradeInputSource" required="N" />
1948       <field name="TradeInputDevice" required="N" />
1949     </message>
1950     <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
1951       <field name="TradeReportID" required="Y" />
1952       <field name="TradeReportTransType" required="N" />
1953       <field name="TradeRequestID" required="N" />
1954       <field name="ExecType" required="Y" />
1955       <field name="TradeReportRefID" required="N" />
1956       <field name="ExecID" required="N" />
1957       <field name="SecondaryExecID" required="N" />
1958       <field name="ExecRestatementReason" required="N" />
1959       <field name="PreviouslyReported" required="Y" />
1960       <component name="Instrument" required="Y" />
1961       <component name="OrderQtyData" required="N" />
1962       <field name="LastQty" required="Y" />
1963       <field name="LastPx" required="Y" />
1964       <field name="LastSpotRate" required="N" />
1965       <field name="LastForwardPoints" required="N" />
1966       <field name="LastMkt" required="N" />
1967       <field name="TradeDate" required="Y" />
1968       <field name="TransactTime" required="Y" />
1969       <field name="SettlmntTyp" required="N" />
1970       <field name="FutSettDate" required="N" />
1971       <field name="MatchStatus" required="N" />
1972       <field name="MatchType" required="N" />
1973       <group name="NoSides" required="Y">
1974         <field name="Side" required="Y" />
1975         <field name="OrderID" required="Y" />
1976         <field name="SecondaryOrderID" required="N" />
1977         <field name="ClOrdID" required="N" />
1978         <component name="Parties" required="N" />
1979         <field name="Account" required="N" />
1980         <field name="AccountType" required="N" />
1981         <field name="ProcessCode" required="N" />
1982         <field name="OddLot" required="N" />
1983         <group name="NoClearingInstructions" required="N">
1984           <field name="ClearingInstruction" required="N" />
1985         </group>
1986         <field name="ClearingFeeIndicator" required="N" />
1987         <field name="TradeInputSource" required="N" />
1988         <field name="TradeInputDevice" required="N" />
1989         <field name="Currency" required="N" />
1990         <field name="ComplianceID" required="N" />
1991         <field name="SolicitedFlag" required="N" />
1992         <field name="OrderCapacity" required="N" />
1993         <field name="OrderRestrictions" required="N" />
1994         <field name="CustOrderCapacity" required="N" />
1995         <field name="TransBkdTime" required="N" />
1996         <field name="TradingSessionID" required="N" />
1997         <field name="TradingSessionSubID" required="N" />
1998         <component name="CommissionData" required="N" />
1999         <field name="GrossTradeAmt" required="N" />
2000         <field name="NumDaysInterest" required="N" />
2001         <field name="ExDate" required="N" />
2002         <field name="AccruedInterestRate" required="N" />
2003         <field name="AccruedInterestAmt" required="N" />
2004         <field name="Concession" required="N" />
2005         <field name="TotalTakedown" required="N" />
2006         <field name="NetMoney" required="N" />
2007         <field name="SettlCurrAmt" required="N" />
2008         <field name="SettlCurrency" required="N" />
2009         <field name="SettlCurrFxRate" required="N" />
2010         <field name="SettlCurrFxRateCalc" required="N" />
2011         <field name="PositionEffect" required="N" />
2012         <field name="Text" required="N" />
2013         <field name="EncodedTextLen" required="N" />
2014         <field name="EncodedText" required="N" />
2015         <field name="MultiLegReportingType" required="N" />
2016         <group name="NoContAmts" required="N">
2017           <field name="ContAmtType" required="N" />
2018           <field name="ContAmtValue" required="N" />
2019           <field name="ContAmtCurr" required="N" />
2020         </group>
2021         <group name="NoMiscFees" required="N">
2022           <field name="MiscFeeAmt" required="N" />
2023           <field name="MiscFeeCurr" required="N" />
2024           <field name="MiscFeeType" required="N" />
2025         </group>
2026       </group>
2027     </message>
2028     <message name="RegistrationInstructions" msgtype="o" msgcat="app">
2029       <field name="RegistID" required="Y" />
2030       <field name="RegistTransType" required="Y" />
2031       <field name="RegistRefID" required="Y" />
2032       <field name="ClOrdID" required="N" />
2033       <component name="Parties" required="N" />
2034       <field name="Account" required="N" />
2035       <field name="RegistAcctType" required="N" />
2036       <field name="TaxAdvantageType" required="N" />
2037       <field name="OwnershipType" required="N" />
2038       <group name="NoRegistDtls" required="N">
2039         <field name="RegistDetls" required="N" />
2040         <field name="RegistEmail" required="N" />
2041         <field name="MailingDtls" required="N" />
2042         <field name="MailingInst" required="N" />
2043         <component name="NestedParties" required="N" />
2044         <field name="OwnerType" required="N" />
2045         <field name="DateOfBirth" required="N" />
2046         <field name="InvestorCountryOfResidence" required="N" />
2047       </group>
2048       <group name="NoDistribInsts" required="N">
2049         <field name="DistribPaymentMethod" required="N" />
2050         <field name="DistribPercentage" required="N" />
2051         <field name="CashDistribCurr" required="N" />
2052         <field name="CashDistribAgentName" required="N" />
2053         <field name="CashDistribAgentCode" required="N" />
2054         <field name="CashDistribAgentAcctNumber" required="N" />
2055         <field name="CashDistribPayRef" required="N" />
2056         <field name="CashDistribAgentAcctName" required="N" />
2057       </group>
2058     </message>
2059     <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
2060       <field name="RegistID" required="Y" />
2061       <field name="RegistTransType" required="Y" />
2062       <field name="RegistRefID" required="Y" />
2063       <field name="ClOrdID" required="N" />
2064       <component name="Parties" required="N" />
2065       <field name="Account" required="N" />
2066       <field name="RegistStatus" required="Y" />
2067       <field name="RegistRejReasonCode" required="N" />
2068       <field name="RegistRejReasonText" required="N" />
2069     </message>
2070   </messages>
2071   <components>
2072     <component name="Instrument">
2073       <field name="Symbol" required="Y" />
2074       <field name="SymbolSfx" required="N" />
2075       <field name="SecurityID" required="N" />
2076       <field name="SecurityIDSource" required="N" />
2077       <group name="NoSecurityAltID" required="N">
2078         <field name="SecurityAltID" required="N" />
2079         <field name="SecurityAltIDSource" required="N" />
2080       </group>
2081       <field name="Product" required="N" />
2082       <field name="CFICode" required="N" />
2083       <field name="SecurityType" required="N" />
2084       <field name="MaturityMonthYear" required="N" />
2085       <field name="MaturityDate" required="N" />
2086       <field name="CouponPaymentDate" required="N" />
2087       <field name="IssueDate" required="N" />
2088       <field name="RepoCollateralSecurityType" required="N" />
2089       <field name="RepurchaseTerm" required="N" />
2090       <field name="RepurchaseRate" required="N" />
2091       <field name="Factor" required="N" />
2092       <field name="CreditRating" required="N" />
2093       <field name="InstrRegistry" required="N" />
2094       <field name="CountryOfIssue" required="N" />
2095       <field name="StateOrProvinceOfIssue" required="N" />
2096       <field name="LocaleOfIssue" required="N" />
2097       <field name="RedemptionDate" required="N" />
2098       <field name="StrikePrice" required="N" />
2099       <field name="OptAttribute" required="N" />
2100       <field name="ContractMultiplier" required="N" />
2101       <field name="CouponRate" required="N" />
2102       <field name="SecurityExchange" required="N" />
2103       <field name="Issuer" required="N" />
2104       <field name="EncodedIssuerLen" required="N" />
2105       <field name="EncodedIssuer" required="N" />
2106       <field name="SecurityDesc" required="N" />
2107       <field name="EncodedSecurityDescLen" required="N" />
2108       <field name="EncodedSecurityDesc" required="N" />
2109     </component>
2110     <component name="InstrumentLeg">
2111       <field name="LegSymbol" required="Y" />
2112       <field name="LegSymbolSfx" required="N" />
2113       <field name="LegSecurityID" required="N" />
2114       <field name="LegSecurityIDSource" required="N" />
2115       <group name="NoLegSecurityAltID" required="N">
2116         <field name="LegSecurityAltID" required="N" />
2117         <field name="LegSecurityAltIDSource" required="N" />
2118       </group>
2119       <field name="LegProduct" required="N" />
2120       <field name="LegCFICode" required="N" />
2121       <field name="LegSecurityType" required="N" />
2122       <field name="LegMaturityMonthYear" required="N" />
2123       <field name="LegMaturityDate" required="N" />
2124       <field name="LegCouponPaymentDate" required="N" />
2125       <field name="LegIssueDate" required="N" />
2126       <field name="LegRepoCollateralSecurityType" required="N" />
2127       <field name="LegRepurchaseTerm" required="N" />
2128       <field name="LegRepurchaseRate" required="N" />
2129       <field name="LegFactor" required="N" />
2130       <field name="LegCreditRating" required="N" />
2131       <field name="LegInstrRegistry" required="N" />
2132       <field name="LegCountryOfIssue" required="N" />
2133       <field name="LegStateOrProvinceOfIssue" required="N" />
2134       <field name="LegLocaleOfIssue" required="N" />
2135       <field name="LegRedemptionDate" required="N" />
2136       <field name="LegStrikePrice" required="N" />
2137       <field name="LegOptAttribute" required="N" />
2138       <field name="LegContractMultiplier" required="N" />
2139       <field name="LegCouponRate" required="N" />
2140       <field name="LegSecurityExchange" required="N" />
2141       <field name="LegIssuer" required="N" />
2142       <field name="EncodedLegIssuerLen" required="N" />
2143       <field name="EncodedLegIssuer" required="N" />
2144       <field name="LegSecurityDesc" required="N" />
2145       <field name="EncodedLegSecurityDescLen" required="N" />
2146       <field name="EncodedLegSecurityDesc" required="N" />
2147       <field name="LegRatioQty" required="N" />
2148       <field name="LegSide" required="N" />
2149     </component>
2150     <component name="OrderQtyData">
2151       <field name="OrderQty" required="N" />
2152       <field name="CashOrderQty" required="N" />
2153       <field name="OrderPercent" required="N" />
2154       <field name="RoundingDirection" required="N" />
2155       <field name="RoundingModulus" required="N" />
2156     </component>
2157     <component name="CommissionData">
2158       <field name="Commission" required="N" />
2159       <field name="CommType" required="N" />
2160       <field name="CommCurrency" required="N" />
2161       <field name="FundRenewWaiv" required="N" />
2162     </component>
2163     <component name="Parties">
2164       <group name="NoPartyIDs" required="N">
2165         <field name="PartyID" required="N" />
2166         <field name="PartyIDSource" required="N" />
2167         <field name="PartyRole" required="N" />
2168         <field name="PartySubID" required="N" />
2169       </group>
2170     </component>
2171     <component name="NestedParties">
2172       <group name="NoNestedPartyIDs" required="N">
2173         <field name="NestedPartyID" required="N" />
2174         <field name="NestedPartyIDSource" required="N" />
2175         <field name="NestedPartyRole" required="N" />
2176         <field name="NestedPartySubID" required="N" />
2177       </group>
2178     </component>
2179     <component name="SpreadOrBenchmarkCurveData">
2180       <field name="Spread" required="N" />
2181       <field name="BenchmarkCurveCurrency" required="N" />
2182       <field name="BenchmarkCurveName" required="N" />
2183       <field name="BenchmarkCurvePoint" required="N" />
2184     </component>
2185     <component name="Stipulations">
2186       <group name="NoStipulations" required="N">
2187         <field name="StipulationType" required="N" />
2188         <field name="StipulationValue" required="N" />
2189       </group>
2190     </component>
2191     <component name="YieldData">
2192       <field name="YieldType" required="N" />
2193       <field name="Yield" required="N" />
2194     </component>
2195     <component name="UnderlyingInstrument">
2196       <field name="UnderlyingSymbol" required="Y" />
2197       <field name="UnderlyingSymbolSfx" required="N" />
2198       <field name="UnderlyingSecurityID" required="N" />
2199       <field name="UnderlyingSecurityIDSource" required="N" />
2200       <group name="NoUnderlyingSecurityAltID" required="N">
2201         <field name="UnderlyingSecurityAltID" required="N" />
2202         <field name="UnderlyingSecurityAltIDSource" required="N" />
2203       </group>
2204       <field name="UnderlyingProduct" required="N" />
2205       <field name="UnderlyingCFICode" required="N" />
2206       <field name="UnderlyingSecurityType" required="N" />
2207       <field name="UnderlyingMaturityMonthYear" required="N" />
2208       <field name="UnderlyingMaturityDate" required="N" />
2209       <field name="UnderlyingCouponPaymentDate" required="N" />
2210       <field name="UnderlyingIssueDate" required="N" />
2211       <field name="UnderlyingRepoCollateralSecurityType" required="N" />
2212       <field name="UnderlyingRepurchaseTerm" required="N" />
2213       <field name="UnderlyingRepurchaseRate" required="N" />
2214       <field name="UnderlyingFactor" required="N" />
2215       <field name="UnderlyingCreditRating" required="N" />
2216       <field name="UnderlyingInstrRegistry" required="N" />
2217       <field name="UnderlyingCountryOfIssue" required="N" />
2218       <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
2219       <field name="UnderlyingLocaleOfIssue" required="N" />
2220       <field name="UnderlyingRedemptionDate" required="N" />
2221       <field name="UnderlyingPutOrCall" required="N" />
2222       <field name="UnderlyingStrikePrice" required="N" />
2223       <field name="UnderlyingOptAttribute" required="N" />
2224       <field name="UnderlyingContractMultiplier" required="N" />
2225       <field name="UnderlyingCouponRate" required="N" />
2226       <field name="UnderlyingSecurityExchange" required="N" />
2227       <field name="UnderlyingIssuer" required="N" />
2228       <field name="EncodedUnderlyingIssuerLen" required="N" />
2229       <field name="EncodedUnderlyingIssuer" required="N" />
2230       <field name="UnderlyingSecurityDesc" required="N" />
2231       <field name="EncodedUnderlyingSecurityDescLen" required="N" />
2232       <field name="EncodedUnderlyingSecurityDesc" required="N" />
2233     </component>
2234   </components>
2235   <fields>
2236     <field number="1" name="Account" type="STRING" />
2237     <field number="2" name="AdvId" type="STRING" />
2238     <field number="3" name="AdvRefID" type="STRING" />
2239     <field number="4" name="AdvSide" type="CHAR">
2240       <value enum="B" description="BUY" />
2241       <value enum="S" description="SELL" />
2242       <value enum="X" description="CROSS" />
2243       <value enum="T" description="TRADE" />
2244     </field>
2245     <field number="5" name="AdvTransType" type="STRING">
2246       <value enum="N" description="NEW" />
2247       <value enum="C" description="CANCEL" />
2248       <value enum="R" description="REPLACE" />
2249     </field>
2250     <field number="6" name="AvgPx" type="PRICE" />
2251     <field number="7" name="BeginSeqNo" type="SEQNUM" />
2252     <field number="8" name="BeginString" type="STRING" />
2253     <field number="9" name="BodyLength" type="LENGTH" />
2254     <field number="10" name="CheckSum" type="STRING" />
2255     <field number="11" name="ClOrdID" type="STRING" />
2256     <field number="12" name="Commission" type="AMT" />
2257     <field number="13" name="CommType" type="CHAR">
2258       <value enum="1" description="PER_SHARE" />
2259       <value enum="2" description="PERCENTAGE" />
2260       <value enum="3" description="ABSOLUTE" />
2261       <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
2262       <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
2263       <value enum="6" description="PER_BOND" />
2264     </field>
2265     <field number="14" name="CumQty" type="QTY" />
2266     <field number="15" name="Currency" type="CURRENCY" />
2267     <field number="16" name="EndSeqNo" type="SEQNUM" />
2268     <field number="17" name="ExecID" type="STRING" />
2269     <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
2270       <value enum="1" description="NOT_HELD" />
2271       <value enum="2" description="WORK" />
2272       <value enum="3" description="GO_ALONG" />
2273       <value enum="4" description="OVER_THE_DAY" />
2274       <value enum="5" description="HELD" />
2275       <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
2276       <value enum="7" description="STRICT_SCALE" />
2277       <value enum="8" description="TRY_TO_SCALE" />
2278       <value enum="9" description="STAY_ON_BIDSIDE" />
2279       <value enum="0" description="STAY_ON_OFFERSIDE" />
2280       <value enum="A" description="NO_CROSS" />
2281       <value enum="B" description="OK_TO_CROSS" />
2282       <value enum="C" description="CALL_FIRST" />
2283       <value enum="D" description="PERCENT_OF_VOLUME" />
2284       <value enum="E" description="DO_NOT_INCREASE" />
2285       <value enum="F" description="DO_NOT_REDUCE" />
2286       <value enum="G" description="ALL_OR_NONE" />
2287       <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
2288       <value enum="I" description="INSTITUTIONS_ONLY" />
2289       <value enum="J" description="REINSTATE_ON_TRADING_HALT" />
2290       <value enum="K" description="CANCEL_ON_TRADING_HALT" />
2291       <value enum="L" description="LAST_PEG" />
2292       <value enum="M" description="MID_PRICE_PEG" />
2293       <value enum="N" description="NON_NEGOTIABLE" />
2294       <value enum="O" description="OPENING_PEG" />
2295       <value enum="P" description="MARKET_PEG" />
2296       <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
2297       <value enum="R" description="PRIMARY_PEG" />
2298       <value enum="S" description="SUSPEND" />
2299       <value enum="T" description="FIXED_PEG" />
2300       <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
2301       <value enum="V" description="NETTING" />
2302       <value enum="W" description="PEG_TO_VWAP" />
2303       <value enum="X" description="TRADE_ALONG" />
2304       <value enum="Y" description="TRY_TO_STOP" />
2305     </field>
2306     <field number="19" name="ExecRefID" type="STRING" />
2307     <field number="20" name="ExecTransType" type="CHAR">
2308       <value enum="0" description="NEW" />
2309       <value enum="1" description="CANCEL" />
2310       <value enum="2" description="CORRECT" />
2311       <value enum="3" description="STATUS" />
2312     </field>
2313     <field number="21" name="HandlInst" type="CHAR">
2314       <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" />
2315       <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
2316       <value enum="3" description="MANUAL_ORDER" />
2317     </field>
2318     <field number="22" name="SecurityIDSource" type="STRING">
2319       <value enum="1" description="CUSIP" />
2320       <value enum="2" description="SEDOL" />
2321       <value enum="3" description="QUIK" />
2322       <value enum="4" description="ISIN_NUMBER" />
2323       <value enum="5" description="RIC_CODE" />
2324       <value enum="6" description="ISO_CURRENCY_CODE" />
2325       <value enum="7" description="ISO_COUNTRY_CODE" />
2326       <value enum="8" description="EXCHANGE_SYMBOL" />
2327       <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
2328       <value enum="A" description="BLOOMBERG_SYMBOL" />
2329       <value enum="B" description="WERTPAPIER" />
2330       <value enum="C" description="DUTCH" />
2331       <value enum="D" description="VALOREN" />
2332       <value enum="E" description="SICOVAM" />
2333       <value enum="F" description="BELGIAN" />
2334       <value enum="G" description="COMMON" />
2335     </field>
2336     <field number="23" name="IOIid" type="STRING" />
2337     <field number="25" name="IOIQltyInd" type="CHAR">
2338       <value enum="L" description="LOW" />
2339       <value enum="M" description="MEDIUM" />
2340       <value enum="H" description="HIGH" />
2341     </field>
2342     <field number="26" name="IOIRefID" type="STRING" />
2343     <field number="27" name="IOIQty" type="STRING" />
2344     <field number="28" name="IOITransType" type="CHAR">
2345       <value enum="N" description="NEW" />
2346       <value enum="C" description="CANCEL" />
2347       <value enum="R" description="REPLACE" />
2348     </field>
2349     <field number="29" name="LastCapacity" type="CHAR">
2350       <value enum="1" description="AGENT" />
2351       <value enum="2" description="CROSS_AS_AGENT" />
2352       <value enum="3" description="CROSS_AS_PRINCIPAL" />
2353       <value enum="4" description="PRINCIPAL" />
2354     </field>
2355     <field number="30" name="LastMkt" type="EXCHANGE" />
2356     <field number="31" name="LastPx" type="PRICE" />
2357     <field number="32" name="LastQty" type="QTY" />
2358     <field number="33" name="LinesOfText" type="NUMINGROUP" />
2359     <field number="34" name="MsgSeqNum" type="SEQNUM" />
2360     <field number="35" name="MsgType" type="STRING">
2361       <value enum="0" description="HEARTBEAT" />
2362       <value enum="1" description="TEST_REQUEST" />
2363       <value enum="2" description="RESEND_REQUEST" />
2364       <value enum="3" description="REJECT" />
2365       <value enum="4" description="SEQUENCE_RESET" />
2366       <value enum="5" description="LOGOUT" />
2367       <value enum="6" description="INDICATION_OF_INTEREST" />
2368       <value enum="7" description="ADVERTISEMENT" />
2369       <value enum="8" description="EXECUTION_REPORT" />
2370       <value enum="9" description="ORDER_CANCEL_REJECT" />
2371       <value enum="A" description="LOGON" />
2372       <value enum="B" description="NEWS" />
2373       <value enum="C" description="EMAIL" />
2374       <value enum="D" description="ORDER_SINGLE" />
2375       <value enum="E" description="ORDER_LIST" />
2376       <value enum="F" description="ORDER_CANCEL_REQUEST" />
2377       <value enum="G" description="ORDER_CANCEL" />
2378       <value enum="H" description="ORDER_STATUS_REQUEST" />
2379       <value enum="J" description="ALLOCATION" />
2380       <value enum="K" description="LIST_CANCEL_REQUEST" />
2381       <value enum="L" description="LIST_EXECUTE" />
2382       <value enum="M" description="LIST_STATUS_REQUEST" />
2383       <value enum="N" description="LIST_STATUS" />
2384       <value enum="P" description="ALLOCATION_ACK" />
2385       <value enum="Q" description="DONT_KNOW_TRADE" />
2386       <value enum="R" description="QUOTE_REQUEST" />
2387       <value enum="S" description="QUOTE" />
2388       <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
2389       <value enum="V" description="MARKET_DATA_REQUEST" />
2390       <value enum="W" description="MARKET_DATA_SNAPSHOT" />
2391       <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
2392       <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
2393       <value enum="Z" description="QUOTE_CANCEL" />
2394       <value enum="a" description="QUOTE_STATUS_REQUEST" />
2395       <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
2396       <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
2397       <value enum="d" description="SECURITY_DEFINITION" />
2398       <value enum="e" description="SECURITY_STATUS_REQUEST" />
2399       <value enum="f" description="SECURITY_STATUS" />
2400       <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
2401       <value enum="h" description="TRADING_SESSION_STATUS" />
2402       <value enum="i" description="MASS_QUOTE" />
2403       <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
2404       <value enum="k" description="BID_REQUEST" />
2405       <value enum="l" description="BID_RESPONSE" />
2406       <value enum="m" description="LIST_STRIKE_PRICE" />
2407       <value enum="n" description="XML_MESSAGE" />
2408       <value enum="o" description="REGISTRATION_INSTRUCTIONS" />
2409       <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
2410       <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
2411       <value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
2412       <value enum="s" description="NEW_ORDER_CROSS" />
2413       <value enum="t" description="CROSS_ORDER_CANCEL" />
2414       <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
2415       <value enum="v" description="SECURITY_TYPE_REQUEST" />
2416       <value enum="w" description="SECURITY_TYPES" />
2417       <value enum="x" description="SECURITY_LIST_REQUEST" />
2418       <value enum="y" description="SECURITY_LIST" />
2419       <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
2420       <value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
2421       <value enum="AB" description="NEW_ORDER_MULTILEG" />
2422       <value enum="AC" description="MULTILEG_ORDER_CANCEL" />
2423       <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
2424       <value enum="AE" description="TRADE_CAPTURE_REPORT" />
2425       <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
2426       <value enum="AG" description="QUOTE_REQUEST_REJECT" />
2427       <value enum="AH" description="RFQ_REQUEST" />
2428       <value enum="AI" description="QUOTE_STATUS_REPORT" />
2429     </field>
2430     <field number="36" name="NewSeqNo" type="SEQNUM" />
2431     <field number="37" name="OrderID" type="STRING" />
2432     <field number="38" name="OrderQty" type="QTY" />
2433     <field number="39" name="OrdStatus" type="CHAR">
2434       <value enum="0" description="NEW" />
2435       <value enum="1" description="PARTIALLY_FILLED" />
2436       <value enum="2" description="FILLED" />
2437       <value enum="3" description="DONE_FOR_DAY" />
2438       <value enum="4" description="CANCELED" />
2439       <value enum="5" description="REPLACED" />
2440       <value enum="6" description="PENDING_CANCEL" />
2441       <value enum="7" description="STOPPED" />
2442       <value enum="8" description="REJECTED" />
2443       <value enum="9" description="SUSPENDED" />
2444       <value enum="A" description="PENDING_NEW" />
2445       <value enum="B" description="CALCULATED" />
2446       <value enum="C" description="EXPIRED" />
2447       <value enum="D" description="ACCEPTED_FOR_BIDDING" />
2448       <value enum="E" description="PENDING_REPLACE" />
2449     </field>
2450     <field number="40" name="OrdType" type="CHAR">
2451       <value enum="1" description="MARKET" />
2452       <value enum="2" description="LIMIT" />
2453       <value enum="3" description="STOP" />
2454       <value enum="4" description="STOP_LIMIT" />
2455       <value enum="5" description="MARKET_ON_CLOSE" />
2456       <value enum="6" description="WITH_OR_WITHOUT" />
2457       <value enum="7" description="LIMIT_OR_BETTER" />
2458       <value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
2459       <value enum="9" description="ON_BASIS" />
2460       <value enum="A" description="ON_CLOSE" />
2461       <value enum="B" description="LIMIT_ON_CLOSE" />
2462       <value enum="C" description="FOREX_MARKET" />
2463       <value enum="D" description="PREVIOUSLY_QUOTED" />
2464       <value enum="E" description="PREVIOUSLY_INDICATED" />
2465       <value enum="F" description="FOREX_LIMIT" />
2466       <value enum="G" description="FOREX_SWAP" />
2467       <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
2468       <value enum="I" description="FUNARI" />
2469       <value enum="J" description="MARKET_IF_TOUCHED" />
2470       <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
2471       <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
2472       <value enum="M" description="NEXT_FUND_VALUATION_POINT" />
2473       <value enum="P" description="PEGGED" />
2474     </field>
2475     <field number="41" name="OrigClOrdID" type="STRING" />
2476     <field number="42" name="OrigTime" type="UTCTIMESTAMP" />
2477     <field number="43" name="PossDupFlag" type="BOOLEAN" />
2478     <field number="44" name="Price" type="PRICE" />
2479     <field number="45" name="RefSeqNum" type="SEQNUM" />
2480     <field number="46" name="RelatdSym" type="STRING" />
2481     <field type="CHAR" name="Rule80A" number="47">
2482       <value enum="A" description="AGENCY_SINGLE_ORDER" />
2483       <value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" />
2484       <value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" />
2485       <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" />
2486       <value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" />
2487       <value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" />
2488       <value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" />
2489       <value enum="I" description="INDIVIDUAL_INVESTOR" />
2490       <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
2491       <value enum="K" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
2492       <value enum="L" description="SHORT_EXEMPT_AFFILIATED" />
2493       <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" />
2494       <value enum="N" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER" />
2495       <value enum="O" description="PROPRIETARY_AFFILIATED" />
2496       <value enum="P" description="PRINCIPAL" />
2497       <value enum="R" description="TRANSACTIONS_NON_MEMBER" />
2498       <value enum="S" description="SPECIALIST_TRADES" />
2499       <value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" />
2500       <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" />
2501       <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" />
2502       <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" />
2503       <value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" />
2504       <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
2505     </field>
2506     <field number="48" name="SecurityID" type="STRING" />
2507     <field number="49" name="SenderCompID" type="STRING" />
2508     <field number="50" name="SenderSubID" type="STRING" />
2509     <field number="51" name="SendingDate" type="LOCALMKTDATE" />
2510     <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
2511     <field number="53" name="Quantity" type="QTY" />
2512     <field number="54" name="Side" type="CHAR">
2513       <value enum="1" description="BUY" />
2514       <value enum="2" description="SELL" />
2515       <value enum="3" description="BUY_MINUS" />
2516       <value enum="4" description="SELL_PLUS" />
2517       <value enum="5" description="SELL_SHORT" />
2518       <value enum="6" description="SELL_SHORT_EXEMPT" />
2519       <value enum="7" description="UNDISCLOSED" />
2520       <value enum="8" description="CROSS" />
2521       <value enum="9" description="CROSS_SHORT" />
2522       <value enum="A" description="CROSS_SHORT_EXEMPT" />
2523       <value enum="B" description="AS_DEFINED" />
2524       <value enum="C" description="OPPOSITE" />
2525     </field>
2526     <field number="55" name="Symbol" type="STRING" />
2527     <field number="56" name="TargetCompID" type="STRING" />
2528     <field number="57" name="TargetSubID" type="STRING" />
2529     <field number="58" name="Text" type="STRING" />
2530     <field number="59" name="TimeInForce" type="CHAR">
2531       <value enum="0" description="DAY" />
2532       <value enum="1" description="GOOD_TILL_CANCEL" />
2533       <value enum="2" description="AT_THE_OPENING" />
2534       <value enum="3" description="IMMEDIATE_OR_CANCEL" />
2535       <value enum="4" description="FILL_OR_KILL" />
2536       <value enum="5" description="GOOD_TILL_CROSSING" />
2537       <value enum="6" description="GOOD_TILL_DATE" />
2538       <value enum="7" description="AT_THE_CLOSE" />
2539     </field>
2540     <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
2541     <field number="61" name="Urgency" type="CHAR">
2542       <value enum="0" description="NORMAL" />
2543       <value enum="1" description="FLASH" />
2544       <value enum="2" description="BACKGROUND" />
2545     </field>
2546     <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
2547     <field number="63" name="SettlmntTyp" type="CHAR">
2548       <value enum="0" description="REGULAR" />
2549       <value enum="1" description="CASH" />
2550       <value enum="2" description="NEXT_DAY" />
2551       <value description="T_PLUS_2" enum="3" />
2552       <value description="T_PLUS_3" enum="4" />
2553       <value description="T_PLUS_4" enum="5" />
2554       <value enum="6" description="FUTURE" />
2555       <value enum="7" description="WHEN_AND_IF_ISSUED" />
2556       <value enum="8" description="SELLERS_OPTION" />
2557       <value description="T_PLUS_5" enum="9" />
2558       <value description="T_PLUS_1" enum="A" />
2559     </field>
2560     <field number="64" name="FutSettDate" type="LOCALMKTDATE" />
2561     <field number="65" name="SymbolSfx" type="STRING" />
2562     <field number="66" name="ListID" type="STRING" />
2563     <field number="67" name="ListSeqNo" type="INT" />
2564     <field number="68" name="TotNoOrders" type="INT" />
2565     <field number="69" name="ListExecInst" type="STRING" />
2566     <field number="70" name="AllocID" type="STRING" />
2567     <field number="71" name="AllocTransType" type="CHAR">
2568       <value enum="0" description="NEW" />
2569       <value enum="1" description="REPLACE" />
2570       <value enum="2" description="CANCEL" />
2571       <value enum="3" description="PRELIMINARY" />
2572       <value enum="4" description="CALCULATED" />
2573       <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" />
2574     </field>
2575     <field number="72" name="RefAllocID" type="STRING" />
2576     <field number="73" name="NoOrders" type="NUMINGROUP" />
2577     <field number="74" name="AvgPrxPrecision" type="INT" />
2578     <field number="75" name="TradeDate" type="LOCALMKTDATE" />
2579     <field number="76" name="ExecBroker" type="STRING" />
2580     <field number="77" name="PositionEffect" type="CHAR" />
2581     <field number="78" name="NoAllocs" type="NUMINGROUP" />
2582     <field number="79" name="AllocAccount" type="STRING" />
2583     <field number="80" name="AllocQty" type="QTY" />
2584     <field number="81" name="ProcessCode" type="CHAR">
2585       <value enum="0" description="REGULAR" />
2586       <value enum="1" description="SOFT_DOLLAR" />
2587       <value enum="2" description="STEP_IN" />
2588       <value enum="3" description="STEP_OUT" />
2589       <value enum="4" description="SOFT_DOLLAR_STEP_IN" />
2590       <value enum="5" description="SOFT_DOLLAR_STEP_OUT" />
2591       <value enum="6" description="PLAN_SPONSOR" />
2592     </field>
2593     <field number="82" name="NoRpts" type="NUMINGROUP" />
2594     <field number="83" name="RptSeq" type="INT" />
2595     <field number="84" name="CxlQty" type="QTY" />
2596     <field number="85" name="NoDlvyInst" type="INT" />
2597     <field number="86" name="DlvyInst" type="STRING" />
2598     <field number="87" name="AllocStatus" type="INT">
2599       <value enum="0" description="ACCEPTED" />
2600       <value enum="1" description="REJECTED" />
2601       <value enum="2" description="PARTIAL_ACCEPT" />
2602       <value enum="3" description="RECEIVED" />
2603     </field>
2604     <field number="88" name="AllocRejCode" type="INT">
2605       <value enum="0" description="UNKNOWN_ACCOUNT" />
2606       <value enum="1" description="INCORRECT_QUANTITY" />
2607       <value enum="2" description="INCORRECT_AVERAGE_PRICE" />
2608       <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
2609       <value enum="4" description="COMMISSION_DIFFERENCE" />
2610       <value enum="5" description="UNKNOWN_ORDERID" />
2611       <value enum="6" description="UNKNOWN_LISTID" />
2612       <value enum="7" description="OTHER" />
2613     </field>
2614     <field number="89" name="Signature" type="DATA" />
2615     <field number="90" name="SecureDataLen" type="LENGTH" />
2616     <field number="91" name="SecureData" type="DATA" />
2617     <field number="92" name="BrokerOfCredit" type="STRING" />
2618     <field number="93" name="SignatureLength" type="LENGTH" />
2619     <field number="94" name="EmailType" type="CHAR">
2620       <value enum="0" description="NEW" />
2621       <value enum="1" description="REPLY" />
2622       <value enum="2" description="ADMIN_REPLY" />
2623     </field>
2624     <field number="95" name="RawDataLength" type="LENGTH" />
2625     <field number="96" name="RawData" type="DATA" />
2626     <field number="97" name="PossResend" type="BOOLEAN" />
2627     <field number="98" name="EncryptMethod" type="INT">
2628       <value enum="0" description="NONE" />
2629       <value enum="1" description="PKCS_PROPRIETARY" />
2630       <value enum="2" description="DES" />
2631       <value enum="3" description="PKCS_DES" />
2632       <value enum="4" description="PGP_DES" />
2633       <value enum="5" description="PGP_DES_MD5" />
2634       <value enum="6" description="PEM" />
2635     </field>
2636     <field number="99" name="StopPx" type="PRICE" />
2637     <field number="100" name="ExDestination" type="EXCHANGE" />
2638     <field number="102" name="CxlRejReason" type="INT">
2639       <value enum="0" description="TOO_LATE_TO_CANCEL" />
2640       <value enum="1" description="UNKNOWN_ORDER" />
2641       <value enum="2" description="BROKER" />
2642       <value enum="3" description="ALREADY_PENDING" />
2643       <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
2644       <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
2645       <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
2646     </field>
2647     <field number="103" name="OrdRejReason" type="INT">
2648       <value enum="0" description="BROKER_OPTION" />
2649       <value enum="1" description="UNKNOWN_SYMBOL" />
2650       <value enum="2" description="EXCHANGE_CLOSED" />
2651       <value enum="3" description="ORDER_EXCEEDS_LIMIT" />
2652       <value enum="4" description="TOO_LATE_TO_ENTER" />
2653       <value enum="5" description="UNKNOWN_ORDER" />
2654       <value enum="6" description="DUPLICATE_ORDER" />
2655       <value enum="7" description="DUPLICATE_VERBAL" />
2656       <value enum="8" description="STALE_ORDER" />
2657       <value enum="9" description="TRADE_ALONG_REQUIRED" />
2658       <value enum="10" description="INVALID_INVESTOR_ID" />
2659       <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
2660       <value enum="12" description="SURVEILLENCE_OPTION" />
2661     </field>
2662     <field number="104" name="IOIQualifier" type="CHAR">
2663       <value enum="A" description="ALL_OR_NONE" />
2664       <value enum="B" description="MARKET_ON_CLOSE" />
2665       <value enum="C" description="AT_THE_CLOSE" />
2666       <value enum="D" description="VWAP" />
2667       <value enum="I" description="IN_TOUCH_WITH" />
2668       <value enum="L" description="LIMIT" />
2669       <value enum="M" description="MORE_BEHIND" />
2670       <value enum="O" description="AT_THE_OPEN" />
2671       <value enum="P" description="TAKING_A_POSITION" />
2672       <value enum="Q" description="AT_THE_MARKET" />
2673       <value enum="R" description="READY_TO_TRADE" />
2674       <value enum="S" description="PORTFOLIO_SHOWN" />
2675       <value enum="T" description="THROUGH_THE_DAY" />
2676       <value enum="V" description="VERSUS" />
2677       <value enum="W" description="INDICATION" />
2678       <value enum="X" description="CROSSING_OPPORTUNITY" />
2679       <value enum="Y" description="AT_THE_MIDPOINT" />
2680       <value enum="Z" description="PRE_OPEN" />
2681     </field>
2682     <field number="105" name="WaveNo" type="STRING" />
2683     <field number="106" name="Issuer" type="STRING" />
2684     <field number="107" name="SecurityDesc" type="STRING" />
2685     <field number="108" name="HeartBtInt" type="INT" />
2686     <field number="109" name="ClientID" type="STRING" />
2687     <field number="110" name="MinQty" type="QTY" />
2688     <field number="111" name="MaxFloor" type="QTY" />
2689     <field number="112" name="TestReqID" type="STRING" />
2690     <field number="113" name="ReportToExch" type="BOOLEAN" />
2691     <field number="114" name="LocateReqd" type="BOOLEAN" />
2692     <field number="115" name="OnBehalfOfCompID" type="STRING" />
2693     <field number="116" name="OnBehalfOfSubID" type="STRING" />
2694     <field number="117" name="QuoteID" type="STRING" />
2695     <field number="118" name="NetMoney" type="AMT" />
2696     <field number="119" name="SettlCurrAmt" type="AMT" />
2697     <field number="120" name="SettlCurrency" type="CURRENCY" />
2698     <field number="121" name="ForexReq" type="BOOLEAN" />
2699     <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
2700     <field number="123" name="GapFillFlag" type="BOOLEAN" />
2701     <field number="124" name="NoExecs" type="NUMINGROUP" />
2702     <field number="125" name="CxlType" type="CHAR" />
2703     <field number="126" name="ExpireTime" type="UTCTIMESTAMP" />
2704     <field number="127" name="DKReason" type="CHAR">
2705       <value enum="A" description="UNKNOWN_SYMBOL" />
2706       <value enum="B" description="WRONG_SIDE" />
2707       <value enum="C" description="QUANTITY_EXCEEDS_ORDER" />
2708       <value enum="D" description="NO_MATCHING_ORDER" />
2709       <value enum="E" description="PRICE_EXCEEDS_LIMIT" />
2710       <value enum="Z" description="OTHER" />
2711     </field>
2712     <field number="128" name="DeliverToCompID" type="STRING" />
2713     <field number="129" name="DeliverToSubID" type="STRING" />
2714     <field number="130" name="IOINaturalFlag" type="BOOLEAN" />
2715     <field number="131" name="QuoteReqID" type="STRING" />
2716     <field number="132" name="BidPx" type="PRICE" />
2717     <field number="133" name="OfferPx" type="PRICE" />
2718     <field number="134" name="BidSize" type="QTY" />
2719     <field number="135" name="OfferSize" type="QTY" />
2720     <field number="136" name="NoMiscFees" type="NUMINGROUP" />
2721     <field number="137" name="MiscFeeAmt" type="AMT" />
2722     <field number="138" name="MiscFeeCurr" type="CURRENCY" />
2723     <field number="139" name="MiscFeeType" type="CHAR">
2724       <value enum="1" description="REGULATORY" />
2725       <value enum="2" description="TAX" />
2726       <value enum="3" description="LOCAL_COMMISSION" />
2727       <value enum="4" description="EXCHANGE_FEES" />
2728       <value enum="5" description="STAMP" />
2729       <value enum="6" description="LEVY" />
2730       <value enum="7" description="OTHER" />
2731       <value enum="8" description="MARKUP" />
2732       <value enum="9" description="CONSUMPTION_TAX" />
2733     </field>
2734     <field number="140" name="PrevClosePx" type="PRICE" />
2735     <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
2736     <field number="142" name="SenderLocationID" type="STRING" />
2737     <field number="143" name="TargetLocationID" type="STRING" />
2738     <field number="144" name="OnBehalfOfLocationID" type="STRING" />
2739     <field number="145" name="DeliverToLocationID" type="STRING" />
2740     <field number="146" name="NoRelatedSym" type="NUMINGROUP" />
2741     <field number="147" name="Subject" type="STRING" />
2742     <field number="148" name="Headline" type="STRING" />
2743     <field number="149" name="URLLink" type="STRING" />
2744     <field number="150" name="ExecType" type="CHAR">
2745       <value enum="0" description="NEW" />
2746       <value enum="1" description="PARTIAL_FILL" />
2747       <value enum="2" description="FILL" />
2748       <value enum="3" description="DONE_FOR_DAY" />
2749       <value enum="4" description="CANCELED" />
2750       <value enum="5" description="REPLACE" />
2751       <value enum="6" description="PENDING_CANCEL" />
2752       <value enum="7" description="STOPPED" />
2753       <value enum="8" description="REJECTED" />
2754       <value enum="9" description="SUSPENDED" />
2755       <value enum="A" description="PENDING_NEW" />
2756       <value enum="B" description="CALCULATED" />
2757       <value enum="C" description="EXPIRED" />
2758       <value enum="D" description="RESTATED" />
2759       <value enum="E" description="PENDING_REPLACE" />
2760       <value enum="F" description="TRADE" />
2761       <value enum="G" description="TRADE_CORRECT" />
2762       <value enum="H" description="TRADE_CANCEL" />
2763       <value enum="I" description="ORDER_STATUS" />
2764     </field>
2765     <field number="151" name="LeavesQty" type="QTY" />
2766     <field number="152" name="CashOrderQty" type="QTY" />
2767     <field number="153" name="AllocAvgPx" type="PRICE" />
2768     <field number="154" name="AllocNetMoney" type="AMT" />
2769     <field number="155" name="SettlCurrFxRate" type="FLOAT" />
2770     <field number="156" name="SettlCurrFxRateCalc" type="CHAR" />
2771     <field number="157" name="NumDaysInterest" type="INT" />
2772     <field number="158" name="AccruedInterestRate" type="PERCENTAGE" />
2773     <field number="159" name="AccruedInterestAmt" type="AMT" />
2774     <field number="160" name="SettlInstMode" type="CHAR">
2775       <value enum="0" description="DEFAULT" />
2776       <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED" />
2777       <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING" />
2778       <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING" />
2779       <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" />
2780     </field>
2781     <field number="161" name="AllocText" type="STRING" />
2782     <field number="162" name="SettlInstID" type="STRING" />
2783     <field number="163" name="SettlInstTransType" type="CHAR">
2784       <value enum="N" description="NEW" />
2785       <value enum="C" description="CANCEL" />
2786       <value enum="R" description="REPLACE" />
2787     </field>
2788     <field number="164" name="EmailThreadID" type="STRING" />
2789     <field number="165" name="SettlInstSource" type="CHAR">
2790       <value enum="1" description="BROKERS_INSTRUCTIONS" />
2791       <value enum="2" description="INSTITUTIONS_INSTRUCTIONS" />
2792       <value enum="3" description="INVESTOR" />
2793     </field>
2794     <field number="166" name="SettlLocation" type="STRING">
2795       <value enum="CED" description="CEDEL" />
2796       <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY" />
2797       <value enum="EUR" description="EUROCLEAR" />
2798       <value enum="FED" description="FEDERAL_BOOK_ENTRY" />
2799       <value enum="PED" description="PHYSICAL" />
2800       <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY_ISO_COUNTRY" />
2801     </field>
2802     <field number="167" name="SecurityType" type="STRING">
2803       <value enum="CORP" description="CORPORATE_BOND" />
2804       <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT" />
2805       <value enum="CB" description="CONVERTABLE_BOND" />
2806       <value enum="DUAL" description="DUAL_CURRENCY" />
2807       <value enum="XLINKD" description="INDEX_LINKED" />
2808       <value enum="STRUCT" description="STRUCTURED_NOTES" />
2809       <value enum="YANK" description="YANKEE_CORPORATE_BOND" />
2810       <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT" />
2811       <value enum="CS" description="COMMON_STOCK" />
2812       <value enum="PS" description="PREFERED_STOCK" />
2813       <value enum="BRADY" description="BRADY_BOND" />
2814       <value enum="TBOND" description="US_TREASURY_BOND" />
2815       <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" />
2816       <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES" />
2817       <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" />
2818       <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" />
2819       <value enum="UST" description="US_TREASURY_NOTE_BOND" />
2820       <value enum="USTB" description="US_TREASURY_BILL" />
2821       <value enum="TERM" description="TERM_LOAN" />
2822       <value enum="RVLV" description="REVOLVER_LOAN" />
2823       <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN" />
2824       <value enum="BRIDGE" description="BRIDGE_LOAN" />
2825       <value enum="LOFC" description="LETTER_OF_CREDIT" />
2826       <value enum="SWING" description="SWING_LINE_FACILITY" />
2827       <value enum="DINP" description="DEBTOR_IN_POSSESSION" />
2828       <value enum="DEFLTED" description="DEFAULTED" />
2829       <value enum="WITHDRN" description="WITHDRAWN" />
2830       <value enum="REPLACD" description="REPLACED" />
2831       <value enum="MATURED" description="MATURED" />
2832       <value enum="AMENDED" description="AMENDED_AND_RESTATED" />
2833       <value enum="RETIRED" description="RETIRED" />
2834       <value enum="BA" description="BANKERS_ACCEPTANCE" />
2835       <value enum="BN" description="BANK_NOTES" />
2836       <value enum="BOX" description="BILL_OF_EXCHANGES" />
2837       <value enum="CD" description="CERTIFICATE_OF_DEPOSIT" />
2838       <value enum="CL" description="CALL_LOANS" />
2839       <value enum="CP" description="COMMERCIAL_PAPER" />
2840       <value enum="DP" description="DEPOSIT_NOTES" />
2841       <value enum="LQN" description="LIQUIDITY_NOTES" />
2842       <value enum="MTN" description="MEDIUM_TERM_NOTES" />
2843       <value enum="ONITE" description="OVERNITE" />
2844       <value enum="PN" description="PROMISSORY_NOTES" />
2845       <value enum="PZFJ" description="PLAZOS_FIJOS" />
2846       <value enum="RP" description="REPURCHASE_AGREEMENT" />
2847       <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT" />
2848       <value enum="STN" description="SHORT_TERM_LOAN_NOTE" />
2849       <value enum="TD" description="TIME_DEPOSIT" />
2850       <value enum="XCN" description="EXTENDED_COMM_NOTE" />
2851       <value enum="POOL" description="AGENCY_POOLS" />
2852       <value enum="ABS" description="ASSET_BACKED_SECURITIES" />
2853       <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES" />
2854       <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION" />
2855       <value enum="IET" description="IOETTE_MORTGAGE" />
2856       <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES" />
2857       <value enum="MIO" description="MORTGAGE_INTEREST_ONLY" />
2858       <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY" />
2859       <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT" />
2860       <value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH" />
2861       <value enum="AN" description="OTHER_ANTICIPATION_NOTES" />
2862       <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION" />
2863       <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION" />
2864       <value enum="GO" description="GENERAL_OBLIGATION_BONDS" />
2865       <value enum="MT" description="MANDATORY_TENDER" />
2866       <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE" />
2867       <value enum="REV" description="REVENUE_BONDS" />
2868       <value enum="SPCLA" description="SPECIAL_ASSESSMENT" />
2869       <value enum="SPCLO" description="SPECIAL_OBLIGATION" />
2870       <value enum="SPCLT" description="SPECIAL_TAX" />
2871       <value enum="TAN" description="TAX_ANTICIPATION_NOTE" />
2872       <value enum="TAXA" description="TAX_ALLOCATION" />
2873       <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER" />
2874       <value enum="TRAN" description="TAX_AND_REVENUE_ANTICIPATION_NOTE" />
2875       <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE" />
2876       <value enum="WAR" description="WARRANT" />
2877       <value enum="MF" description="MUTUAL_FUND" />
2878       <value enum="MLEG" description="MULTI_LEG_INSTRUMENT" />
2879       <value enum="NONE" description="NO_SECURITY_TYPE" />
2880       <value description="WILDCARD" enum="?" />
2881     </field>
2882     <field number="168" name="EffectiveTime" type="UTCTIMESTAMP" />
2883     <field number="169" name="StandInstDbType" type="INT">
2884       <value enum="0" description="OTHER" />
2885       <value enum="1" description="DTC_SID" />
2886       <value enum="2" description="THOMSON_ALERT" />
2887       <value enum="3" description="A_GLOBAL_CUSTODIAN" />
2888     </field>
2889     <field number="170" name="StandInstDbName" type="STRING" />
2890     <field number="171" name="StandInstDbID" type="STRING" />
2891     <field number="172" name="SettlDeliveryType" type="INT" />
2892     <field number="173" name="SettlDepositoryCode" type="STRING" />
2893     <field number="174" name="SettlBrkrCode" type="STRING" />
2894     <field number="175" name="SettlInstCode" type="STRING" />
2895     <field number="176" name="SecuritySettlAgentName" type="STRING" />
2896     <field number="177" name="SecuritySettlAgentCode" type="STRING" />
2897     <field number="178" name="SecuritySettlAgentAcctNum" type="STRING" />
2898     <field number="179" name="SecuritySettlAgentAcctName" type="STRING" />
2899     <field number="180" name="SecuritySettlAgentContactName" type="STRING" />
2900     <field number="181" name="SecuritySettlAgentContactPhone" type="STRING" />
2901     <field number="182" name="CashSettlAgentName" type="STRING" />
2902     <field number="183" name="CashSettlAgentCode" type="STRING" />
2903     <field number="184" name="CashSettlAgentAcctNum" type="STRING" />
2904     <field number="185" name="CashSettlAgentAcctName" type="STRING" />
2905     <field number="186" name="CashSettlAgentContactName" type="STRING" />
2906     <field number="187" name="CashSettlAgentContactPhone" type="STRING" />
2907     <field number="188" name="BidSpotRate" type="PRICE" />
2908     <field number="189" name="BidForwardPoints" type="PRICEOFFSET" />
2909     <field number="190" name="OfferSpotRate" type="PRICE" />
2910     <field number="191" name="OfferForwardPoints" type="PRICEOFFSET" />
2911     <field type="QTY" name="OrderQty2" number="192" />
2912     <field type="LOCALMKTDATE" name="FutSettDate2" number="193" />
2913     <field number="194" name="LastSpotRate" type="PRICE" />
2914     <field number="195" name="LastForwardPoints" type="PRICEOFFSET" />
2915     <field number="196" name="AllocLinkID" type="STRING" />
2916     <field number="197" name="AllocLinkType" type="INT">
2917       <value enum="0" description="F_X_NETTING" />
2918       <value enum="1" description="F_X_SWAP" />
2919     </field>
2920     <field number="198" name="SecondaryOrderID" type="STRING" />
2921     <field number="199" name="NoIOIQualifiers" type="NUMINGROUP" />
2922     <field number="200" name="MaturityMonthYear" type="MONTHYEAR" />
2923     <field number="201" name="PutOrCall" type="INT">
2924       <value enum="0" description="PUT" />
2925       <value enum="1" description="CALL" />
2926     </field>
2927     <field number="202" name="StrikePrice" type="PRICE" />
2928     <field number="203" name="CoveredOrUncovered" type="INT">
2929       <value enum="0" description="COVERED" />
2930       <value enum="1" description="UNCOVERED" />
2931     </field>
2932     <field number="204" name="CustomerOrFirm" type="INT">
2933       <value enum="0" description="CUSTOMER" />
2934       <value enum="1" description="FIRM" />
2935     </field>
2936     <field number="205" name="MaturityDay" type="DAYOFMONTH" />
2937     <field number="206" name="OptAttribute" type="CHAR" />
2938     <field number="207" name="SecurityExchange" type="EXCHANGE" />
2939     <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN" />
2940     <field number="209" name="AllocHandlInst" type="INT">
2941       <value enum="1" description="MATCH" />
2942       <value enum="2" description="FORWARD" />
2943       <value enum="3" description="FORWARD_AND_MATCH" />
2944     </field>
2945     <field number="210" name="MaxShow" type="QTY" />
2946     <field number="211" name="PegDifference" type="PRICEOFFSET" />
2947     <field number="212" name="XmlDataLen" type="LENGTH" />
2948     <field number="213" name="XmlData" type="DATA" />
2949     <field number="214" name="SettlInstRefID" type="STRING" />
2950     <field number="215" name="NoRoutingIDs" type="NUMINGROUP" />
2951     <field number="216" name="RoutingType" type="INT">
2952       <value enum="1" description="TARGET_FIRM" />
2953       <value enum="2" description="TARGET_LIST" />
2954       <value enum="3" description="BLOCK_FIRM" />
2955       <value enum="4" description="BLOCK_LIST" />
2956     </field>
2957     <field number="217" name="RoutingID" type="STRING" />
2958     <field number="218" name="Spread" type="PRICEOFFSET" />
2959     <field number="219" name="Benchmark" type="CHAR">
2960       <value enum="1" description="CURVE" />
2961       <value enum="2" description="FIVEYR" />
2962       <value enum="3" description="OLD5" />
2963       <value enum="4" description="TENYR" />
2964       <value enum="5" description="OLD10" />
2965       <value enum="6" description="THIRTYYR" />
2966       <value enum="7" description="OLD30" />
2967       <value enum="8" description="THREEMOLIBOR" />
2968       <value enum="9" description="SIXMOLIBOR" />
2969     </field>
2970     <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY" />
2971     <field number="221" name="BenchmarkCurveName" type="STRING" />
2972     <field number="222" name="BenchmarkCurvePoint" type="STRING" />
2973     <field number="223" name="CouponRate" type="PERCENTAGE" />
2974     <field number="224" name="CouponPaymentDate" type="UTCDATE" />
2975     <field number="225" name="IssueDate" type="UTCDATE" />
2976     <field number="226" name="RepurchaseTerm" type="INT" />
2977     <field number="227" name="RepurchaseRate" type="PERCENTAGE" />
2978     <field number="228" name="Factor" type="FLOAT" />
2979     <field number="229" name="TradeOriginationDate" type="UTCDATE" />
2980     <field number="230" name="ExDate" type="UTCDATE" />
2981     <field number="231" name="ContractMultiplier" type="FLOAT" />
2982     <field number="232" name="NoStipulations" type="NUMINGROUP" />
2983     <field number="233" name="StipulationType" type="STRING" />
2984     <field number="234" name="StipulationValue" type="STRING" />
2985     <field number="235" name="YieldType" type="STRING">
2986       <value enum="AFTERTAX" description="AFTER_TAX_YIELD" />
2987       <value enum="ANNUAL" description="ANNUAL_YIELD" />
2988       <value enum="ATISSUE" description="YIELD_AT_ISSUE" />
2989       <value enum="AVGLIFE" description="YIELD_TO_AVERAGE_LIFE" />
2990       <value enum="AVGMATURITY" description="YIELD_TO_AVERAGE_MATURITY" />
2991       <value enum="BOOK" description="BOOK_YIELD" />
2992       <value enum="CALL" description="YIELD_TO_NEXT_CALL" />
2993       <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE" />
2994       <value enum="CLOSE" description="CLOSING_YIELD" />
2995       <value enum="COMPOUND" description="COMPOUND_YIELD" />
2996       <value enum="CURRENT" description="CURRENT_YIELD" />
2997       <value enum="GROSS" description="TRUE_GROSS_YIELD" />
2998       <value enum="GOVTEQUIV" description="GOVERNMENT_EQUIVALENT_YIELD" />
2999       <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION" />
3000       <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD" />
3001       <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD" />
3002       <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH" />
3003       <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER" />
3004       <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR" />
3005       <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE" />
3006       <value enum="LONGEST" description="YIELD_TO_LONGEST_AVERAGE" />
3007       <value enum="MARK" description="MARK_TO_MARKET_YIELD" />
3008       <value enum="MATURITY" description="YIELD_TO_MATURITY" />
3009       <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND" />
3010       <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD" />
3011       <value enum="PUT" description="YIELD_TO_NEXT_PUT" />
3012       <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD" />
3013       <value enum="PROCEEDS" description="PROCEEDS_YIELD" />
3014       <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD" />
3015       <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE" />
3016       <value enum="SHORTEST" description="YIELD_TO_SHORTEST_AVERAGE" />
3017       <value enum="SIMPLE" description="SIMPLE_YIELD" />
3018       <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD" />
3019       <value enum="TENDER" description="YIELD_TO_TENDER_DATE" />
3020       <value enum="TRUE" description="TRUE_YIELD" />
3021       <value enum="WORST" description="YIELD_TO_WORST_CONVENTION" />
3022     </field>
3023     <field number="236" name="Yield" type="PERCENTAGE" />
3024     <field number="237" name="TotalTakedown" type="AMT" />
3025     <field number="238" name="Concession" type="AMT" />
3026     <field number="239" name="RepoCollateralSecurityType" type="INT" />
3027     <field number="240" name="RedemptionDate" type="UTCDATE" />
3028     <field number="241" name="UnderlyingCouponPaymentDate" type="UTCDATE" />
3029     <field number="242" name="UnderlyingIssueDate" type="UTCDATE" />
3030     <field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT" />
3031     <field number="244" name="UnderlyingRepurchaseTerm" type="INT" />
3032     <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE" />
3033     <field number="246" name="UnderlyingFactor" type="FLOAT" />
3034     <field number="247" name="UnderlyingRedemptionDate" type="UTCDATE" />
3035     <field number="248" name="LegCouponPaymentDate" type="UTCDATE" />
3036     <field number="249" name="LegIssueDate" type="UTCDATE" />
3037     <field number="250" name="LegRepoCollateralSecurityType" type="INT" />
3038     <field number="251" name="LegRepurchaseTerm" type="INT" />
3039     <field number="252" name="LegRepurchaseRate" type="PERCENTAGE" />
3040     <field number="253" name="LegFactor" type="FLOAT" />
3041     <field number="254" name="LegRedemptionDate" type="UTCDATE" />
3042     <field number="255" name="CreditRating" type="STRING" />
3043     <field number="256" name="UnderlyingCreditRating" type="STRING" />
3044     <field number="257" name="LegCreditRating" type="STRING" />
3045     <field number="258" name="TradedFlatSwitch" type="BOOLEAN" />
3046     <field number="259" name="BasisFeatureDate" type="UTCDATE" />
3047     <field number="260" name="BasisFeaturePrice" type="PRICE" />
3048     <field number="262" name="MDReqID" type="STRING" />
3049     <field number="263" name="SubscriptionRequestType" type="CHAR">
3050       <value enum="0" description="SNAPSHOT" />
3051       <value enum="1" description="SNAPSHOT_PLUS_UPDATES" />
3052       <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" />
3053     </field>
3054     <field number="264" name="MarketDepth" type="INT">
3055 <!--
3056       Temporarily commented out until we can handle
3057       N>1 scenario
3058
3059       <value enum="0" description="FULL_BOOK"/>
3060       <value enum="1" description="TOP_OF_BOOK"/>
3061 -->
3062     </field>
3063     <field number="265" name="MDUpdateType" type="INT">
3064       <value enum="0" description="FULL_REFRESH" />
3065       <value enum="1" description="INCREMENTAL_REFRESH" />
3066     </field>
3067     <field number="266" name="AggregatedBook" type="BOOLEAN" />
3068     <field number="267" name="NoMDEntryTypes" type="NUMINGROUP" />
3069     <field number="268" name="NoMDEntries" type="NUMINGROUP" />
3070     <field number="269" name="MDEntryType" type="CHAR">
3071       <value enum="0" description="BID" />
3072       <value enum="1" description="OFFER" />
3073       <value enum="2" description="TRADE" />
3074       <value enum="3" description="INDEX_VALUE" />
3075       <value enum="4" description="OPENING_PRICE" />
3076       <value enum="5" description="CLOSING_PRICE" />
3077       <value enum="6" description="SETTLEMENT_PRICE" />
3078       <value enum="7" description="TRADING_SESSION_HIGH_PRICE" />
3079       <value enum="8" description="TRADING_SESSION_LOW_PRICE" />
3080       <value enum="9" description="TRADING_SESSION_VWAP_PRICE" />
3081       <value enum="A" description="IMBALANCE" />
3082     </field>
3083     <field number="270" name="MDEntryPx" type="PRICE" />
3084     <field number="271" name="MDEntrySize" type="QTY" />
3085     <field number="272" name="MDEntryDate" type="UTCDATE" />
3086     <field number="273" name="MDEntryTime" type="UTCTIMEONLY" />
3087     <field number="274" name="TickDirection" type="CHAR">
3088       <value enum="0" description="PLUS_TICK" />
3089       <value enum="1" description="ZERO_PLUS_TICK" />
3090       <value enum="2" description="MINUS_TICK" />
3091       <value enum="3" description="ZERO_MINUS_TICK" />
3092     </field>
3093     <field number="275" name="MDMkt" type="EXCHANGE" />
3094     <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
3095       <value enum="A" description="OPEN" />
3096       <value enum="B" description="CLOSED" />
3097       <value enum="C" description="EXCHANGE_BEST" />
3098       <value enum="D" description="CONSOLIDATED_BEST" />
3099       <value enum="E" description="LOCKED" />
3100       <value enum="F" description="CROSSED" />
3101       <value enum="G" description="DEPTH" />
3102       <value enum="H" description="FAST_TRADING" />
3103       <value enum="I" description="NON_FIRM" />
3104     </field>
3105     <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
3106       <value enum="A" description="CASH" />
3107       <value enum="B" description="AVERAGE_PRICE_TRADE" />
3108       <value enum="C" description="CASH_TRADE" />
3109       <value enum="D" description="NEXT_DAY" />
3110       <value enum="E" description="OPENING" />
3111       <value enum="F" description="INTRADAY_TRADE_DETAIL" />
3112       <value enum="G" description="RULE_127_TRADE" />
3113       <value enum="H" description="RULE_155_TRADE" />
3114       <value enum="I" description="SOLD_LAST" />
3115       <value enum="J" description="NEXT_DAY_TRADE" />
3116       <value enum="K" description="OPENED" />
3117       <value enum="L" description="SELLER" />
3118       <value enum="M" description="SOLD" />
3119       <value enum="N" description="STOPPED_STOCK" />
3120       <value enum="P" description="IMBALANCE_MORE_BUYERS" />
3121       <value enum="Q" description="IMBALANCE_MORE_SELLERS" />
3122       <value enum="R" description="OPENING_PRICE" />
3123     </field>
3124     <field number="278" name="MDEntryID" type="STRING" />
3125     <field number="279" name="MDUpdateAction" type="CHAR">
3126       <value enum="0" description="NEW" />
3127       <value enum="1" description="CHANGE" />
3128       <value enum="2" description="DELETE" />
3129     </field>
3130     <field number="280" name="MDEntryRefID" type="STRING" />
3131     <field number="281" name="MDReqRejReason" type="CHAR">
3132       <value enum="0" description="UNKNOWN_SYMBOL" />
3133       <value enum="1" description="DUPLICATE_MDREQID" />
3134       <value enum="2" description="INSUFFICIENT_BANDWIDTH" />
3135       <value enum="3" description="INSUFFICIENT_PERMISSIONS" />
3136       <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" />
3137       <value enum="5" description="UNSUPPORTED_MARKETDEPTH" />
3138       <value enum="6" description="UNSUPPORTED_MDUPDATETYPE" />
3139       <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK" />
3140       <value enum="8" description="UNSUPPORTED_MDENTRYTYPE" />
3141       <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID" />
3142       <value enum="A" description="UNSUPPORTED_SCOPE" />
3143       <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG" />
3144       <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE" />
3145     </field>
3146     <field number="282" name="MDEntryOriginator" type="STRING" />
3147     <field number="283" name="LocationID" type="STRING" />
3148     <field number="284" name="DeskID" type="STRING" />
3149     <field number="285" name="DeleteReason" type="CHAR">
3150       <value enum="0" description="CANCELATION" />
3151       <value enum="1" description="ERROR" />
3152     </field>
3153     <field number="286" name="OpenCloseSettleFlag" type="MULTIPLEVALUESTRING">
3154       <value enum="0" description="DAILY_OPEN" />
3155       <value enum="1" description="SESSION_OPEN" />
3156       <value enum="2" description="DELIVERY_SETTLEMENT_PRICE" />
3157       <value enum="3" description="EXPECTED_PRICE" />
3158       <value enum="4" description="PRICE_FROM_PREVIOUS_BUSINESS_DAY" />
3159     </field>
3160     <field number="287" name="SellerDays" type="INT" />
3161     <field number="288" name="MDEntryBuyer" type="STRING" />
3162     <field number="289" name="MDEntrySeller" type="STRING" />
3163     <field number="290" name="MDEntryPositionNo" type="INT" />
3164     <field number="291" name="FinancialStatus" type="MULTIPLEVALUESTRING">
3165       <value enum="1" description="BANKRUPT" />
3166       <value enum="2" description="PENDING_DELISTING" />
3167     </field>
3168     <field number="292" name="CorporateAction" type="MULTIPLEVALUESTRING">
3169       <value enum="A" description="EX_DIVIDEND" />
3170       <value enum="B" description="EX_DISTRIBUTION" />
3171       <value enum="C" description="EX_RIGHTS" />
3172       <value enum="D" description="NEW" />
3173       <value enum="E" description="EX_INTEREST" />
3174     </field>
3175     <field number="293" name="DefBidSize" type="QTY" />
3176     <field number="294" name="DefOfferSize" type="QTY" />
3177     <field number="295" name="NoQuoteEntries" type="NUMINGROUP" />
3178     <field number="296" name="NoQuoteSets" type="NUMINGROUP" />
3179     <field number="297" name="QuoteStatus" type="INT">
3180       <value enum="0" description="ACCEPTED" />
3181       <value enum="1" description="CANCELED_FOR_SYMBOL" />
3182       <value enum="2" description="CANCELED_FOR_SECURITY_TYPE" />
3183       <value enum="3" description="CANCELED_FOR_UNDERLYING" />
3184       <value enum="4" description="CANCELED_ALL" />
3185       <value enum="5" description="REJECTED" />
3186       <value enum="6" description="REMOVED_FROM_MARKET" />
3187       <value enum="7" description="EXPIRED" />
3188       <value enum="8" description="QUERY" />
3189       <value enum="9" description="QUOTE_NOT_FOUND" />
3190       <value enum="10" description="PENDING" />
3191     </field>
3192     <field number="298" name="QuoteCancelType" type="INT" />
3193     <field number="299" name="QuoteEntryID" type="STRING" />
3194     <field number="300" name="QuoteRejectReason" type="INT" />
3195     <field number="301" name="QuoteResponseLevel" type="INT" />
3196     <field number="302" name="QuoteSetID" type="STRING" />
3197     <field number="303" name="QuoteRequestType" type="INT">
3198       <value enum="1" description="MANUAL" />
3199       <value enum="2" description="AUTOMATIC" />
3200     </field>
3201     <field number="304" name="TotQuoteEntries" type="INT" />
3202     <field number="305" name="UnderlyingSecurityIDSource" type="STRING" />
3203     <field number="306" name="UnderlyingIssuer" type="STRING" />
3204     <field number="307" name="UnderlyingSecurityDesc" type="STRING" />
3205     <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE" />
3206     <field number="309" name="UnderlyingSecurityID" type="STRING" />
3207     <field number="310" name="UnderlyingSecurityType" type="STRING" />
3208     <field number="311" name="UnderlyingSymbol" type="STRING" />
3209     <field number="312" name="UnderlyingSymbolSfx" type="STRING" />
3210     <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR" />
3211     <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH" />
3212     <field number="315" name="UnderlyingPutOrCall" type="INT" />
3213     <field number="316" name="UnderlyingStrikePrice" type="PRICE" />
3214     <field number="317" name="UnderlyingOptAttribute" type="CHAR" />
3215     <field number="318" name="UnderlyingCurrency" type="CURRENCY" />
3216     <field number="319" name="RatioQty" type="QTY" />
3217     <field number="320" name="SecurityReqID" type="STRING" />
3218     <field number="321" name="SecurityRequestType" type="INT">
3219       <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" />
3220       <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" />
3221       <value enum="2" description="REQUEST_LIST_SECURITY_TYPES" />
3222       <value enum="3" description="REQUEST_LIST_SECURITIES" />
3223     </field>
3224     <field number="322" name="SecurityResponseID" type="STRING" />
3225     <field number="323" name="SecurityResponseType" type="INT">
3226       <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS" />
3227       <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" />
3228       <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" />
3229       <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST" />
3230       <value enum="5" description="REJECT_SECURITY_PROPOSAL" />
3231       <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA" />
3232     </field>
3233     <field number="324" name="SecurityStatusReqID" type="STRING" />
3234     <field number="325" name="UnsolicitedIndicator" type="BOOLEAN" />
3235     <field number="326" name="SecurityTradingStatus" type="INT">
3236       <value enum="1" description="OPENING_DELAY" />
3237       <value enum="2" description="TRADING_HALT" />
3238       <value enum="3" description="RESUME" />
3239       <value enum="4" description="NO_OPEN" />
3240       <value enum="5" description="PRICE_INDICATION" />
3241       <value enum="6" description="TRADING_RANGE_INDICATION" />
3242       <value enum="7" description="MARKET_IMBALANCE_BUY" />
3243       <value enum="8" description="MARKET_IMBALANCE_SELL" />
3244       <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY" />
3245       <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL" />
3246       <value enum="11" description="NOT_ASSIGNED" />
3247       <value enum="12" description="NO_MARKET_IMBALANCE" />
3248       <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE" />
3249       <value enum="14" description="ITS_PRE_OPENING" />
3250       <value enum="15" description="NEW_PRICE_INDICATION" />
3251       <value enum="16" description="TRADE_DISSEMINATION_TIME" />
3252       <value enum="17" description="READY_TO_TRADE" />
3253       <value enum="18" description="NOT_AVAILABLE_FOR_TRADING" />
3254       <value enum="19" description="NOT_TRADED_ON_THIS_MARKET" />
3255       <value enum="20" description="UNKNOWN_OR_INVALID" />
3256       <value enum="21" description="PRE_OPEN" />
3257       <value enum="22" description="OPENING_ROTATION" />
3258       <value enum="23" description="FAST_MARKET" />
3259     </field>
3260     <field number="327" name="HaltReason" type="CHAR">
3261       <value enum="I" description="ORDER_IMBALANCE" />
3262       <value enum="X" description="EQUIPMENT_CHANGEOVER" />
3263       <value enum="P" description="NEWS_PENDING" />
3264       <value enum="D" description="NEWS_DISSEMINATION" />
3265       <value enum="E" description="ORDER_INFLUX" />
3266       <value enum="M" description="ADDITIONAL_INFORMATION" />
3267     </field>
3268     <field number="328" name="InViewOfCommon" type="BOOLEAN" />
3269     <field number="329" name="DueToRelated" type="BOOLEAN" />
3270     <field number="330" name="BuyVolume" type="QTY" />
3271     <field number="331" name="SellVolume" type="QTY" />
3272     <field number="332" name="HighPx" type="PRICE" />
3273     <field number="333" name="LowPx" type="PRICE" />
3274     <field number="334" name="Adjustment" type="INT">
3275       <value enum="1" description="CANCEL" />
3276       <value enum="2" description="ERROR" />
3277       <value enum="3" description="CORRECTION" />
3278     </field>
3279     <field number="335" name="TradSesReqID" type="STRING" />
3280     <field number="336" name="TradingSessionID" type="STRING" />
3281     <field number="337" name="ContraTrader" type="STRING" />
3282     <field number="338" name="TradSesMethod" type="INT">
3283       <value enum="1" description="ELECTRONIC" />
3284       <value enum="2" description="OPEN_OUTCRY" />
3285       <value enum="3" description="TWO_PARTY" />
3286     </field>
3287     <field number="339" name="TradSesMode" type="INT">
3288       <value enum="1" description="TESTING" />
3289       <value enum="2" description="SIMULATED" />
3290       <value enum="3" description="PRODUCTION" />
3291     </field>
3292     <field number="340" name="TradSesStatus" type="INT">
3293       <value enum="0" description="UNKNOWN" />
3294       <value enum="1" description="HALTED" />
3295       <value enum="2" description="OPEN" />
3296       <value enum="3" description="CLOSED" />
3297       <value enum="4" description="PRE_OPEN" />
3298       <value enum="5" description="PRE_CLOSE" />
3299       <value enum="6" description="REQUEST_REJECTED" />
3300     </field>
3301     <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP" />
3302     <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP" />
3303     <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP" />
3304     <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP" />
3305     <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP" />
3306     <field number="346" name="NumberOfOrders" type="INT" />
3307     <field number="347" name="MessageEncoding" type="STRING" />
3308     <field number="348" name="EncodedIssuerLen" type="LENGTH" />
3309     <field number="349" name="EncodedIssuer" type="DATA" />
3310     <field number="350" name="EncodedSecurityDescLen" type="LENGTH" />
3311     <field number="351" name="EncodedSecurityDesc" type="DATA" />
3312     <field number="352" name="EncodedListExecInstLen" type="LENGTH" />
3313     <field number="353" name="EncodedListExecInst" type="DATA" />
3314     <field number="354" name="EncodedTextLen" type="LENGTH" />
3315     <field number="355" name="EncodedText" type="DATA" />
3316     <field number="356" name="EncodedSubjectLen" type="LENGTH" />
3317     <field number="357" name="EncodedSubject" type="DATA" />
3318     <field number="358" name="EncodedHeadlineLen" type="LENGTH" />
3319     <field number="359" name="EncodedHeadline" type="DATA" />
3320     <field number="360" name="EncodedAllocTextLen" type="LENGTH" />
3321     <field number="361" name="EncodedAllocText" type="DATA" />
3322     <field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH" />
3323     <field number="363" name="EncodedUnderlyingIssuer" type="DATA" />
3324     <field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH" />
3325     <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA" />
3326     <field number="366" name="AllocPrice" type="PRICE" />
3327     <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP" />
3328     <field number="368" name="QuoteEntryRejectReason" type="INT">
3329       <value enum="1" description="UNKNOWN_SYMBOL" />
3330       <value enum="2" description="EXCHANGE" />
3331       <value enum="3" description="QUOTE_EXCEEDS_LIMIT" />
3332       <value enum="4" description="TOO_LATE_TO_ENTER" />
3333       <value enum="5" description="UNKNOWN_QUOTE" />
3334       <value enum="6" description="DUPLICATE_QUOTE" />
3335       <value enum="7" description="INVALID_BID" />
3336       <value enum="8" description="INVALID_PRICE" />
3337       <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" />
3338     </field>
3339     <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
3340     <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP" />
3341     <field number="371" name="RefTagID" type="INT" />
3342     <field number="372" name="RefMsgType" type="STRING" />
3343     <field number="373" name="SessionRejectReason" type="INT">
3344       <value enum="0" description="INVALID_TAG_NUMBER" />
3345       <value enum="1" description="REQUIRED_TAG_MISSING" />
3346       <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" />
3347       <value enum="3" description="UNDEFINED_TAG" />
3348       <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE" />
3349       <value enum="5" description="VALUE_IS_INCORRECT" />
3350       <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE" />
3351       <value enum="7" description="DECRYPTION_PROBLEM" />
3352       <value enum="8" description="SIGNATURE_PROBLEM" />
3353       <value enum="9" description="COMPID_PROBLEM" />
3354       <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM" />
3355       <value enum="11" description="INVALID_MSGTYPE" />
3356       <value enum="12" description="XML_VALIDATION_ERROR" />
3357       <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE" />
3358       <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" />
3359       <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER" />
3360       <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" />
3361       <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" />
3362     </field>
3363     <field number="374" name="BidRequestTransType" type="CHAR">
3364       <value enum="N" description="NEW" />
3365       <value enum="C" description="CANCEL" />
3366     </field>
3367     <field number="375" name="ContraBroker" type="STRING" />
3368     <field number="376" name="ComplianceID" type="STRING" />
3369     <field number="377" name="SolicitedFlag" type="BOOLEAN" />
3370     <field number="378" name="ExecRestatementReason" type="INT">
3371       <value enum="0" description="GT_CORPORATE_ACTION" />
3372       <value enum="1" description="GT_RENEWAL" />
3373       <value enum="2" description="VERBAL_CHANGE" />
3374       <value enum="3" description="REPRICING_OF_ORDER" />
3375       <value enum="4" description="BROKER_OPTION" />
3376       <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY" />
3377       <value enum="6" description="CANCEL_ON_TRADING_HALT" />
3378       <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE" />
3379       <value enum="8" description="MARKET" />
3380     </field>
3381     <field number="379" name="BusinessRejectRefID" type="STRING" />
3382     <field number="380" name="BusinessRejectReason" type="INT">
3383       <value enum="0" description="OTHER" />
3384       <value enum="1" description="UNKNOWN_ID" />
3385       <value enum="2" description="UNKNOWN_SECURITY" />
3386       <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" />
3387       <value enum="4" description="APPLICATION_NOT_AVAILABLE" />
3388       <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" />
3389       <value enum="6" description="NOT_AUTHORIZED" />
3390       <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" />
3391     </field>
3392     <field number="381" name="GrossTradeAmt" type="AMT" />
3393     <field number="382" name="NoContraBrokers" type="NUMINGROUP" />
3394     <field number="383" name="MaxMessageSize" type="LENGTH" />
3395     <field number="384" name="NoMsgTypes" type="NUMINGROUP" />
3396     <field number="385" name="MsgDirection" type="CHAR">
3397       <value enum="S" description="SEND" />
3398       <value enum="R" description="RECEIVE" />
3399     </field>
3400     <field number="386" name="NoTradingSessions" type="NUMINGROUP" />
3401     <field number="387" name="TotalVolumeTraded" type="QTY" />
3402     <field number="388" name="DiscretionInst" type="CHAR">
3403       <value enum="0" description="RELATED_TO_DISPLAYED_PRICE" />
3404       <value enum="1" description="RELATED_TO_MARKET_PRICE" />
3405       <value enum="2" description="RELATED_TO_PRIMARY_PRICE" />
3406       <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE" />
3407       <value enum="4" description="RELATED_TO_MIDPOINT_PRICE" />
3408       <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE" />
3409     </field>
3410     <field number="389" name="DiscretionOffset" type="PRICEOFFSET" />
3411     <field number="390" name="BidID" type="STRING" />
3412     <field number="391" name="ClientBidID" type="STRING" />
3413     <field number="392" name="ListName" type="STRING" />
3414     <field number="393" name="TotalNumSecurities" type="INT" />
3415     <field number="394" name="BidType" type="INT">
3416       <value enum="1" description="NON_DISCLOSED_STYLE" />
3417       <value enum="2" description="DISCLOSED_STYLE" />
3418       <value enum="3" description="NO_BIDDING_PROCESS" />
3419     </field>
3420     <field number="395" name="NumTickets" type="INT" />
3421     <field type="AMT" name="SideValue1" number="396" />
3422     <field type="AMT" name="SideValue2" number="397" />
3423     <field number="398" name="NoBidDescriptors" type="NUMINGROUP" />
3424     <field number="399" name="BidDescriptorType" type="INT">
3425       <value enum="1" description="SECTOR" />
3426       <value enum="2" description="COUNTRY" />
3427       <value enum="3" description="INDEX" />
3428     </field>
3429     <field number="400" name="BidDescriptor" type="STRING" />
3430     <field number="401" name="SideValueInd" type="INT">
3431       <value description="SIDEVALUE1" enum="1" />
3432       <value description="SIDEVALUE_2" enum="2" />
3433     </field>
3434     <field number="402" name="LiquidityPctLow" type="PERCENTAGE" />
3435     <field number="403" name="LiquidityPctHigh" type="PERCENTAGE" />
3436     <field number="404" name="LiquidityValue" type="AMT" />
3437     <field number="405" name="EFPTrackingError" type="PERCENTAGE" />
3438     <field number="406" name="FairValue" type="AMT" />
3439     <field number="407" name="OutsideIndexPct" type="PERCENTAGE" />
3440     <field number="408" name="ValueOfFutures" type="AMT" />
3441     <field number="409" name="LiquidityIndType" type="INT">
3442       <value enum="1" description="FIVEDAY_MOVING_AVERAGE" />
3443       <value enum="2" description="TWENTYDAY_MOVING_AVERAGE" />
3444       <value enum="3" description="NORMAL_MARKET_SIZE" />
3445       <value enum="4" description="OTHER" />
3446     </field>
3447     <field number="410" name="WtAverageLiquidity" type="PERCENTAGE" />
3448     <field number="411" name="ExchangeForPhysical" type="BOOLEAN" />
3449     <field number="412" name="OutMainCntryUIndex" type="AMT" />
3450     <field number="413" name="CrossPercent" type="PERCENTAGE" />
3451     <field number="414" name="ProgRptReqs" type="INT">
3452       <value enum="1" description="BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" />
3453       <value enum="2" description="SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" />
3454       <value enum="3" description="REAL_TIME_EXECUTION_REPORTS" />
3455     </field>
3456     <field number="415" name="ProgPeriodInterval" type="INT" />
3457     <field number="416" name="IncTaxInd" type="INT">
3458       <value enum="1" description="NET" />
3459       <value enum="2" description="GROSS" />
3460     </field>
3461     <field number="417" name="NumBidders" type="INT" />
3462     <field number="418" name="TradeType" type="CHAR" />
3463     <field number="419" name="BasisPxType" type="CHAR">
3464       <value enum="2" description="CLOSING_PRICE_AT_MORNING_SESSION" />
3465       <value enum="3" description="CLOSING_PRICE" />
3466       <value enum="4" description="CURRENT_PRICE" />
3467       <value enum="5" description="SQ" />
3468       <value enum="6" description="VWAP_THROUGH_A_DAY" />
3469       <value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION" />
3470       <value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION" />
3471       <value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI" />
3472       <value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" />
3473       <value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" />
3474       <value enum="C" description="STRIKE" />
3475       <value enum="D" description="OPEN" />
3476       <value enum="Z" description="OTHERS" />
3477     </field>
3478     <field number="420" name="NoBidComponents" type="NUMINGROUP" />
3479     <field number="421" name="Country" type="COUNTRY" />
3480     <field number="422" name="TotNoStrikes" type="INT" />
3481     <field number="423" name="PriceType" type="INT">
3482       <value enum="1" description="PERCENTAGE" />
3483       <value enum="2" description="PER_SHARE" />
3484       <value enum="3" description="FIXED_AMOUNT" />
3485       <value enum="4" description="DISCOUNT" />
3486       <value enum="5" description="PREMIUM" />
3487       <value enum="6" description="BASIS_POINTS_RELATIVE_TO_BENCHMARK" />
3488       <value enum="7" description="TED_PRICE" />
3489       <value enum="8" description="TED_YIELD" />
3490     </field>
3491     <field number="424" name="DayOrderQty" type="QTY" />
3492     <field number="425" name="DayCumQty" type="QTY" />
3493     <field number="426" name="DayAvgPx" type="PRICE" />
3494     <field number="427" name="GTBookingInst" type="INT">
3495       <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" />
3496       <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" />
3497       <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" />
3498     </field>
3499     <field number="428" name="NoStrikes" type="NUMINGROUP" />
3500     <field number="429" name="ListStatusType" type="INT">
3501       <value enum="1" description="ACK" />
3502       <value enum="2" description="RESPONSE" />
3503       <value enum="3" description="TIMED" />
3504       <value enum="4" description="EXECSTARTED" />
3505       <value enum="5" description="ALLDONE" />
3506       <value enum="6" description="ALERT" />
3507     </field>
3508     <field number="430" name="NetGrossInd" type="INT">
3509       <value enum="1" description="NET" />
3510       <value enum="2" description="GROSS" />
3511     </field>
3512     <field number="431" name="ListOrderStatus" type="INT">
3513       <value enum="1" description="INBIDDINGPROCESS" />
3514       <value enum="2" description="RECEIVEDFOREXECUTION" />
3515       <value enum="3" description="EXECUTING" />
3516       <value enum="4" description="CANCELING" />
3517       <value enum="5" description="ALERT" />
3518       <value enum="6" description="ALL_DONE" />
3519       <value enum="7" description="REJECT" />
3520     </field>
3521     <field number="432" name="ExpireDate" type="LOCALMKTDATE" />
3522     <field number="433" name="ListExecInstType" type="CHAR">
3523       <value enum="1" description="IMMEDIATE" />
3524       <value enum="2" description="WAIT_FOR_EXECUTE_INSTRUCTION" />
3525       <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" />
3526       <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" />
3527       <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" />
3528     </field>
3529     <field number="434" name="CxlRejResponseTo" type="CHAR">
3530       <value enum="1" description="ORDER_CANCEL_REQUEST" />
3531       <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" />
3532     </field>
3533     <field number="435" name="UnderlyingCouponRate" type="PERCENTAGE" />
3534     <field number="436" name="UnderlyingContractMultiplier" type="FLOAT" />
3535     <field number="437" name="ContraTradeQty" type="QTY" />
3536     <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP" />
3537     <field number="439" name="ClearingFirm" type="STRING" />
3538     <field number="440" name="ClearingAccount" type="STRING" />
3539     <field number="441" name="LiquidityNumSecurities" type="INT" />
3540     <field number="442" name="MultiLegReportingType" type="CHAR" />
3541     <field number="443" name="StrikeTime" type="UTCTIMESTAMP" />
3542     <field number="444" name="ListStatusText" type="STRING" />
3543     <field number="445" name="EncodedListStatusTextLen" type="LENGTH" />
3544     <field number="446" name="EncodedListStatusText" type="DATA" />
3545     <field number="447" name="PartyIDSource" type="CHAR">
3546       <value enum="B" description="BIC" />
3547       <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
3548       <value enum="D" description="PROPRIETARY" />
3549       <value enum="E" description="ISO_COUNTRY_CODE" />
3550       <value enum="F" description="SETTLEMENT_ENTITY_LOCATION" />
3551       <value enum="1" description="KOREAN_INVESTOR_ID" />
3552       <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII" />
3553       <value enum="3" description="TAIWANESE_TRADING_ACCOUNT" />
3554       <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY" />
3555       <value enum="5" description="CHINESE_B_SHARE" />
3556       <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" />
3557       <value enum="7" description="US_SOCIAL_SECURITY_NUMBER" />
3558       <value enum="8" description="US_EMPLOYER_IDENTIFICATION_NUMBER" />
3559       <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER" />
3560       <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER" />
3561     </field>
3562     <field number="448" name="PartyID" type="STRING" />
3563     <field number="449" name="TotalVolumeTradedDate" type="UTCDATE" />
3564     <field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY" />
3565     <field number="451" name="NetChgPrevDay" type="PRICEOFFSET" />
3566     <field number="452" name="PartyRole" type="INT">
3567       <value enum="1" description="EXECUTING_FIRM" />
3568       <value enum="2" description="BROKER_OF_CREDIT" />
3569       <value enum="3" description="CLIENT_ID" />
3570       <value enum="4" description="CLEARING_FIRM" />
3571       <value enum="5" description="INVESTOR_ID" />
3572       <value enum="6" description="INTRODUCING_FIRM" />
3573       <value enum="7" description="ENTERING_FIRM" />
3574       <value enum="8" description="LOCATE" />
3575       <value enum="9" description="FUND_MANAGER_CLIENT_ID" />
3576       <value enum="10" description="SETTLEMENT_LOCATION" />
3577       <value enum="11" description="ORDER_ORIGINATION_TRADER" />
3578       <value enum="12" description="EXECUTING_TRADER" />
3579       <value enum="13" description="ORDER_ORIGINATION_FIRM" />
3580       <value enum="14" description="GIVEUP_CLEARING_FIRM" />
3581       <value enum="15" description="CORRESPONDENT_CLEARING_FIRM" />
3582       <value enum="16" description="EXECUTING_SYSTEM" />
3583       <value enum="17" description="CONTRA_FIRM" />
3584       <value enum="18" description="CONTRA_CLEARING_FIRM" />
3585       <value enum="19" description="SPONSORING_FIRM" />
3586       <value enum="20" description="UNDERLYING_CONTRA_FIRM" />
3587     </field>
3588     <field number="453" name="NoPartyIDs" type="NUMINGROUP" />
3589     <field number="454" name="NoSecurityAltID" type="NUMINGROUP" />
3590     <field number="455" name="SecurityAltID" type="STRING" />
3591     <field number="456" name="SecurityAltIDSource" type="STRING" />
3592     <field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP" />
3593     <field number="458" name="UnderlyingSecurityAltID" type="STRING" />
3594     <field number="459" name="UnderlyingSecurityAltIDSource" type="STRING" />
3595     <field number="460" name="Product" type="INT">
3596       <value enum="1" description="AGENCY" />
3597       <value enum="2" description="COMMODITY" />
3598       <value enum="3" description="CORPORATE" />
3599       <value enum="4" description="CURRENCY" />
3600       <value enum="5" description="EQUITY" />
3601       <value enum="6" description="GOVERNMENT" />
3602       <value enum="7" description="INDEX" />
3603       <value enum="8" description="LOAN" />
3604       <value enum="9" description="MONEYMARKET" />
3605       <value enum="10" description="MORTGAGE" />
3606       <value enum="11" description="MUNICIPAL" />
3607       <value enum="12" description="OTHER" />
3608     </field>
3609     <field number="461" name="CFICode" type="STRING" />
3610     <field number="462" name="UnderlyingProduct" type="INT" />
3611     <field number="463" name="UnderlyingCFICode" type="STRING" />
3612     <field number="464" name="TestMessageIndicator" type="BOOLEAN" />
3613     <field number="465" name="QuantityType" type="INT">
3614       <value enum="1" description="SHARES" />
3615       <value enum="2" description="BONDS" />
3616       <value enum="3" description="CURRENTFACE" />
3617       <value enum="4" description="ORIGINALFACE" />
3618       <value enum="5" description="CURRENCY" />
3619       <value enum="6" description="CONTRACTS" />
3620       <value enum="7" description="OTHER" />
3621       <value enum="8" description="PAR" />
3622     </field>
3623     <field number="466" name="BookingRefID" type="STRING" />
3624     <field number="467" name="IndividualAllocID" type="STRING" />
3625     <field number="468" name="RoundingDirection" type="CHAR" />
3626     <field number="469" name="RoundingModulus" type="FLOAT" />
3627     <field number="470" name="CountryOfIssue" type="COUNTRY" />
3628     <field number="471" name="StateOrProvinceOfIssue" type="STRING" />
3629     <field number="472" name="LocaleOfIssue" type="STRING" />
3630     <field number="473" name="NoRegistDtls" type="NUMINGROUP" />
3631     <field number="474" name="MailingDtls" type="STRING" />
3632     <field number="475" name="InvestorCountryOfResidence" type="COUNTRY" />
3633     <field number="476" name="PaymentRef" type="STRING" />
3634     <field number="477" name="DistribPaymentMethod" type="INT" />
3635     <field number="478" name="CashDistribCurr" type="CURRENCY" />
3636     <field number="479" name="CommCurrency" type="CURRENCY" />
3637     <field number="480" name="CancellationRights" type="CHAR" />
3638     <field number="481" name="MoneyLaunderingStatus" type="CHAR">
3639       <value enum="Y" description="PASSED" />
3640       <value enum="N" description="NOT_CHECKED" />
3641       <value enum="1" description="EXEMPT_BELOW_THE_LIMIT" />
3642       <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" />
3643       <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" />
3644     </field>
3645     <field number="482" name="MailingInst" type="STRING" />
3646     <field number="483" name="TransBkdTime" type="UTCTIMESTAMP" />
3647     <field number="484" name="ExecPriceType" type="CHAR" />
3648     <field number="485" name="ExecPriceAdjustment" type="FLOAT" />
3649     <field number="486" name="DateOfBirth" type="LOCALMKTDATE" />
3650     <field number="487" name="TradeReportTransType" type="CHAR">
3651       <value enum="N" description="NEW" />
3652       <value enum="C" description="CANCEL" />
3653       <value enum="R" description="REPLACE" />
3654     </field>
3655     <field number="488" name="CardHolderName" type="STRING" />
3656     <field number="489" name="CardNumber" type="STRING" />
3657     <field number="490" name="CardExpDate" type="LOCALMKTDATE" />
3658     <field number="491" name="CardIssNo" type="STRING" />
3659     <field number="492" name="PaymentMethod" type="INT" />
3660     <field number="493" name="RegistAcctType" type="STRING" />
3661     <field number="494" name="Designation" type="STRING" />
3662     <field number="495" name="TaxAdvantageType" type="INT" />
3663     <field number="496" name="RegistRejReasonText" type="STRING" />
3664     <field number="497" name="FundRenewWaiv" type="CHAR" />
3665     <field number="498" name="CashDistribAgentName" type="STRING" />
3666     <field number="499" name="CashDistribAgentCode" type="STRING" />
3667     <field number="500" name="CashDistribAgentAcctNumber" type="STRING" />
3668     <field number="501" name="CashDistribPayRef" type="STRING" />
3669     <field number="502" name="CashDistribAgentAcctName" type="STRING" />
3670     <field number="503" name="CardStartDate" type="LOCALMKTDATE" />
3671     <field number="504" name="PaymentDate" type="LOCALMKTDATE" />
3672     <field number="505" name="PaymentRemitterID" type="STRING" />
3673     <field number="506" name="RegistStatus" type="CHAR" />
3674     <field number="507" name="RegistRejReasonCode" type="INT" />
3675     <field number="508" name="RegistRefID" type="STRING" />
3676     <field number="509" name="RegistDetls" type="STRING" />
3677     <field number="510" name="NoDistribInsts" type="NUMINGROUP" />
3678     <field number="511" name="RegistEmail" type="STRING" />
3679     <field number="512" name="DistribPercentage" type="PERCENTAGE" />
3680     <field number="513" name="RegistID" type="STRING" />
3681     <field number="514" name="RegistTransType" type="CHAR">
3682       <value enum="0" description="NEW" />
3683       <value enum="1" description="REPLACE" />
3684       <value enum="2" description="CANCEL" />
3685     </field>
3686     <field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP" />
3687     <field number="516" name="OrderPercent" type="PERCENTAGE" />
3688     <field number="517" name="OwnershipType" type="CHAR" />
3689     <field number="518" name="NoContAmts" type="NUMINGROUP" />
3690     <field number="519" name="ContAmtType" type="INT" />
3691     <field number="520" name="ContAmtValue" type="FLOAT" />
3692     <field number="521" name="ContAmtCurr" type="CURRENCY" />
3693     <field number="522" name="OwnerType" type="INT">
3694       <value enum="1" description="INDIVIDUAL_INVESTOR" />
3695       <value enum="2" description="PUBLIC_COMPANY" />
3696       <value enum="3" description="PRIVATE_COMPANY" />
3697       <value enum="4" description="INDIVIDUAL_TRUSTEE" />
3698       <value enum="5" description="COMPANY_TRUSTEE" />
3699       <value enum="6" description="PENSION_PLAN" />
3700       <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" />
3701       <value enum="8" description="TRUSTS" />
3702       <value enum="9" description="FIDUCIARIES" />
3703       <value enum="10" description="NETWORKING_SUB_ACCOUNT" />
3704       <value enum="11" description="NON_PROFIT_ORGANIZATION" />
3705       <value enum="12" description="CORPORATE_BODY" />
3706       <value enum="13" description="NOMINEE" />
3707     </field>
3708     <field number="523" name="PartySubID" type="STRING" />
3709     <field number="524" name="NestedPartyID" type="STRING" />
3710     <field number="525" name="NestedPartyIDSource" type="CHAR" />
3711     <field number="526" name="SecondaryClOrdID" type="STRING" />
3712     <field number="527" name="SecondaryExecID" type="STRING" />
3713     <field number="528" name="OrderCapacity" type="CHAR">
3714       <value enum="A" description="AGENCY" />
3715       <value enum="G" description="PROPRIETARY" />
3716       <value enum="I" description="INDIVIDUAL" />
3717       <value enum="P" description="PRINCIPAL" />
3718       <value enum="R" description="RISKLESS_PRINCIPAL" />
3719       <value enum="W" description="AGENT_FOR_OTHER_MEMBER" />
3720     </field>
3721     <field number="529" name="OrderRestrictions" type="MULTIPLEVALUESTRING">
3722       <value enum="1" description="PROGRAM_TRADE" />
3723       <value enum="2" description="INDEX_ARBITRAGE" />
3724       <value enum="3" description="NON_INDEX_ARBITRAGE" />
3725       <value enum="4" description="COMPETING_MARKET_MAKER" />
3726       <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" />
3727       <value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" />
3728       <value enum="7" description="FOREIGN_ENTITY" />
3729       <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT" />
3730       <value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" />
3731       <value enum="A" description="RISKLESS_ARBITRAGE" />
3732     </field>
3733     <field number="530" name="MassCancelRequestType" type="CHAR">
3734       <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
3735       <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3736       <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
3737       <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
3738       <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
3739       <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
3740       <value enum="7" description="CANCEL_ALL_ORDERS" />
3741     </field>
3742     <field number="531" name="MassCancelResponse" type="CHAR">
3743       <value enum="0" description="CANCEL_REQUEST_REJECTED" />
3744       <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" />
3745       <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3746       <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT" />
3747       <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE" />
3748       <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE" />
3749       <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION" />
3750       <value enum="7" description="CANCEL_ALL_ORDERS" />
3751     </field>
3752     <field number="532" name="MassCancelRejectReason" type="CHAR" />
3753     <field number="533" name="TotalAffectedOrders" type="INT" />
3754     <field number="534" name="NoAffectedOrders" type="INT" />
3755     <field number="535" name="AffectedOrderID" type="STRING" />
3756     <field number="536" name="AffectedSecondaryOrderID" type="STRING" />
3757     <field number="537" name="QuoteType" type="INT">
3758       <value enum="0" description="INDICATIVE" />
3759       <value enum="1" description="TRADEABLE" />
3760       <value enum="2" description="RESTRICTED_TRADEABLE" />
3761     </field>
3762     <field number="538" name="NestedPartyRole" type="INT" />
3763     <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP" />
3764     <field number="540" name="TotalAccruedInterestAmt" type="AMT" />
3765     <field number="541" name="MaturityDate" type="LOCALMKTDATE" />
3766     <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE" />
3767     <field number="543" name="InstrRegistry" type="STRING">
3768       <value enum="Code" description="COUNTRY_IN_WHICH_REGISTRY_IS_KEPT" />
3769       <value enum="ZZ" description="PHYSICAL_OR_BEARER" />
3770     </field>
3771     <field number="544" name="CashMargin" type="CHAR">
3772       <value enum="1" description="CASH" />
3773       <value enum="2" description="MARGIN_OPEN" />
3774       <value enum="3" description="MARGIN_CLOSE" />
3775     </field>
3776     <field number="545" name="NestedPartySubID" type="STRING" />
3777     <field number="546" name="Scope" type="MULTIPLEVALUESTRING">
3778       <value enum="1" description="LOCAL" />
3779       <value enum="2" description="NATIONAL" />
3780       <value enum="3" description="GLOBAL" />
3781     </field>
3782     <field number="547" name="MDImplicitDelete" type="BOOLEAN" />
3783     <field number="548" name="CrossID" type="STRING" />
3784     <field number="549" name="CrossType" type="INT">
3785       <value enum="1" description="CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" />
3786       <value enum="2" description="CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" />
3787       <value enum="3" description="CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" />
3788       <value enum="4" description="CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" />
3789     </field>
3790     <field number="550" name="CrossPrioritization" type="INT" />
3791     <field number="551" name="OrigCrossID" type="STRING" />
3792     <field number="552" name="NoSides" type="NUMINGROUP">
3793       <value enum="1" description="ONE_SIDE" />
3794       <value enum="2" description="BOTH_SIDES" />
3795     </field>
3796     <field number="553" name="Username" type="STRING" />
3797     <field number="554" name="Password" type="STRING" />
3798     <field number="555" name="NoLegs" type="NUMINGROUP" />
3799     <field number="556" name="LegCurrency" type="CURRENCY" />
3800     <field number="557" name="TotalNumSecurityTypes" type="INT" />
3801     <field number="558" name="NoSecurityTypes" type="NUMINGROUP" />
3802     <field number="559" name="SecurityListRequestType" type="INT">
3803       <value enum="0" description="SYMBOL" />
3804       <value enum="1" description="SECURITYTYPE_AND" />
3805       <value enum="2" description="PRODUCT" />
3806       <value enum="3" description="TRADINGSESSIONID" />
3807       <value enum="4" description="ALL_SECURITIES" />
3808     </field>
3809     <field number="560" name="SecurityRequestResult" type="INT">
3810       <value enum="0" description="VALID_REQUEST" />
3811       <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST" />
3812       <value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" />
3813       <value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" />
3814       <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" />
3815       <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" />
3816     </field>
3817     <field number="561" name="RoundLot" type="QTY" />
3818     <field number="562" name="MinTradeVol" type="QTY" />
3819     <field number="563" name="MultiLegRptTypeReq" type="INT" />
3820     <field number="564" name="LegPositionEffect" type="CHAR" />
3821     <field number="565" name="LegCoveredOrUncovered" type="INT" />
3822     <field number="566" name="LegPrice" type="PRICE" />
3823     <field number="567" name="TradSesStatusRejReason" type="INT">
3824       <value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID" />
3825     </field>
3826     <field number="568" name="TradeRequestID" type="STRING" />
3827     <field number="569" name="TradeRequestType" type="INT">
3828       <value enum="0" description="ALL_TRADES" />
3829       <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" />
3830       <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA" />
3831       <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA" />
3832       <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA" />
3833     </field>
3834     <field number="570" name="PreviouslyReported" type="BOOLEAN" />
3835     <field number="571" name="TradeReportID" type="STRING" />
3836     <field number="572" name="TradeReportRefID" type="STRING" />
3837     <field number="573" name="MatchStatus" type="CHAR">
3838       <value enum="0" description="COMPARED" />
3839       <value enum="1" description="UNCOMPARED" />
3840       <value enum="2" description="ADVISORY_OR_ALERT" />
3841     </field>
3842     <field number="574" name="MatchType" type="STRING">
3843       <value enum="A1" description="EXACT_MATCH_PLUS_FOUR_BADGES_AND_EXECUTION_TIME" />
3844       <value enum="A2" description="EXACT_MATCH_PLUS_FOUR_BADGES" />
3845       <value enum="A3" description="EXACT_MATCH_PLUS_TWO_BADGES_AND_EXECUTION_TIME" />
3846       <value enum="A4" description="EXACT_MATCH_PLUS_TWO_BADGES" />
3847       <value enum="A5" description="EXACT_MATCH_PLUS_EXECUTION_TIME" />
3848       <value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS" />
3849       <value description="SUMMARIZED_MATCH_USING_A1_TO_A5" enum="S5" />
3850       <value enum="M1" description="EXACT_MATCH_MINUS_BADGES_AND_EXECUTION_TIME" />
3851       <value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES" />
3852       <value enum="MT" description="OCS_LOCKED_IN" />
3853       <value description="ACT_M1_MATCH" enum="M1" />
3854       <value description="ACT_M2_MATCH" enum="M2" />
3855       <value enum="M3" description="ACT_ACCEPTED_TRADE" />
3856       <value enum="M4" description="ACT_DEFAULT_TRADE" />
3857       <value description="ACT_DEFAULT_AFTER_M2" enum="M5" />
3858       <value description="ACT_M6_MATCH" enum="M6" />
3859       <value enum="MT" description="NON_ACT" />
3860     </field>
3861     <field number="575" name="OddLot" type="BOOLEAN" />
3862     <field number="576" name="NoClearingInstructions" type="INT" />
3863     <field number="577" name="ClearingInstruction" type="INT">
3864       <value enum="0" description="PROCESS_NORMALLY" />
3865       <value enum="1" description="EXCLUDE_FROM_ALL_NETTING" />
3866       <value enum="2" description="BILATERAL_NETTING_ONLY" />
3867       <value enum="3" description="EX_CLEARING" />
3868       <value enum="4" description="SPECIAL_TRADE" />
3869       <value enum="5" description="MULTILATERAL_NETTING" />
3870       <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY" />
3871       <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY" />
3872       <value enum="8" description="MANUAL_MODE" />
3873       <value enum="9" description="AUTOMATIC_POSTING_MODE" />
3874       <value enum="10" description="AUTOMATIC_GIVE_UP_MODE" />
3875     </field>
3876     <field number="578" name="TradeInputSource" type="STRING" />
3877     <field number="579" name="TradeInputDevice" type="STRING" />
3878     <field number="580" name="NoDates" type="INT" />
3879     <field number="581" name="AccountType" type="INT">
3880       <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" />
3881       <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" />
3882       <value enum="3" description="HOUSE_TRADER" />
3883       <value enum="4" description="FLOOR_TRADER" />
3884       <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" />
3885       <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" />
3886       <value enum="8" description="JOINT_BACKOFFICE_ACCOUNT" />
3887     </field>
3888     <field number="582" name="CustOrderCapacity" type="INT" />
3889     <field number="583" name="ClOrdLinkID" type="STRING" />
3890     <field number="584" name="MassStatusReqID" type="STRING" />
3891     <field number="585" name="MassStatusReqType" type="INT">
3892       <value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY" />
3893       <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" />
3894       <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT" />
3895       <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE" />
3896       <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" />
3897       <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" />
3898       <value enum="7" description="STATUS_FOR_ALL_ORDERS" />
3899       <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID" />
3900     </field>
3901     <field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP" />
3902     <field number="587" name="LegSettlmntTyp" type="CHAR" />
3903     <field number="588" name="LegFutSettDate" type="LOCALMKTDATE" />
3904     <field number="589" name="DayBookingInst" type="CHAR" />
3905     <field number="590" name="BookingUnit" type="CHAR" />
3906     <field number="591" name="PreallocMethod" type="CHAR" />
3907     <field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY" />
3908     <field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING" />
3909     <field number="594" name="UnderlyingLocaleOfIssue" type="STRING" />
3910     <field number="595" name="UnderlyingInstrRegistry" type="STRING" />
3911     <field number="596" name="LegCountryOfIssue" type="COUNTRY" />
3912     <field number="597" name="LegStateOrProvinceOfIssue" type="STRING" />
3913     <field number="598" name="LegLocaleOfIssue" type="STRING" />
3914     <field number="599" name="LegInstrRegistry" type="STRING" />
3915     <field number="600" name="LegSymbol" type="STRING" />
3916     <field number="601" name="LegSymbolSfx" type="STRING" />
3917     <field number="602" name="LegSecurityID" type="STRING" />
3918     <field number="603" name="LegSecurityIDSource" type="STRING" />
3919     <field number="604" name="NoLegSecurityAltID" type="STRING" />
3920     <field number="605" name="LegSecurityAltID" type="STRING" />
3921     <field number="606" name="LegSecurityAltIDSource" type="STRING" />
3922     <field number="607" name="LegProduct" type="INT" />
3923     <field number="608" name="LegCFICode" type="STRING" />
3924     <field number="609" name="LegSecurityType" type="STRING" />
3925     <field number="610" name="LegMaturityMonthYear" type="MONTHYEAR" />
3926     <field number="611" name="LegMaturityDate" type="LOCALMKTDATE" />
3927     <field number="612" name="LegStrikePrice" type="PRICE" />
3928     <field number="613" name="LegOptAttribute" type="CHAR" />
3929     <field number="614" name="LegContractMultiplier" type="FLOAT" />
3930     <field number="615" name="LegCouponRate" type="PERCENTAGE" />
3931     <field number="616" name="LegSecurityExchange" type="EXCHANGE" />
3932     <field number="617" name="LegIssuer" type="STRING" />
3933     <field number="618" name="EncodedLegIssuerLen" type="LENGTH" />
3934     <field number="619" name="EncodedLegIssuer" type="DATA" />
3935     <field number="620" name="LegSecurityDesc" type="STRING" />
3936     <field number="621" name="EncodedLegSecurityDescLen" type="LENGTH" />
3937     <field number="622" name="EncodedLegSecurityDesc" type="DATA" />
3938     <field number="623" name="LegRatioQty" type="FLOAT" />
3939     <field number="624" name="LegSide" type="CHAR" />
3940     <field number="625" name="TradingSessionSubID" type="STRING" />
3941     <field number="626" name="AllocType" type="INT">
3942       <value enum="1" description="BUYSIDE_CALCULATED" />
3943       <value enum="2" description="BUYSIDE_PRELIMINARY" />
3944       <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY" />
3945       <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" />
3946       <value enum="5" description="BUYSIDE_READY_TO_BOOK_SINGLE_ORDER" />
3947       <value enum="6" description="BUYSIDE_READY_TO_BOOK_COMBINED_SET_OF_ORDERS" />
3948     </field>
3949     <field number="627" name="NoHops" type="NUMINGROUP" />
3950     <field number="628" name="HopCompID" type="STRING" />
3951     <field number="629" name="HopSendingTime" type="UTCTIMESTAMP" />
3952     <field number="630" name="HopRefID" type="SEQNUM" />
3953     <field number="631" name="MidPx" type="PRICE" />
3954     <field number="632" name="BidYield" type="PERCENTAGE" />
3955     <field number="633" name="MidYield" type="PERCENTAGE" />
3956     <field number="634" name="OfferYield" type="PERCENTAGE" />
3957     <field number="635" name="ClearingFeeIndicator" type="STRING" />
3958     <field number="636" name="WorkingIndicator" type="BOOLEAN" />
3959     <field number="637" name="LegLastPx" type="PRICE" />
3960     <field number="638" name="PriorityIndicator" type="INT">
3961       <value enum="0" description="PRIORITY_UNCHANGED" />
3962       <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" />
3963     </field>
3964     <field number="639" name="PriceImprovement" type="PRICEOFFSET" />
3965     <field type="PRICE" name="Price2" number="640" />
3966     <field type="PRICEOFFSET" name="LastForwardPoints2" number="641" />
3967     <field type="PRICEOFFSET" name="BidForwardPoints2" number="642" />
3968     <field type="PRICEOFFSET" name="OfferForwardPoints2" number="643" />
3969     <field number="644" name="RFQReqID" type="STRING" />
3970     <field number="645" name="MktBidPx" type="PRICE" />
3971     <field number="646" name="MktOfferPx" type="PRICE" />
3972     <field number="647" name="MinBidSize" type="QTY" />
3973     <field number="648" name="MinOfferSize" type="QTY" />
3974     <field number="649" name="QuoteStatusReqID" type="STRING" />
3975     <field number="650" name="LegalConfirm" type="BOOLEAN" />
3976     <field number="651" name="UnderlyingLastPx" type="PRICE" />
3977     <field number="652" name="UnderlyingLastQty" type="QTY" />
3978     <field number="653" name="SecDefStatus" type="INT">
3979       <value enum="0" description="PENDING_APPROVAL" />
3980       <value enum="1" description="APPROVED" />
3981       <value enum="2" description="REJECTED" />
3982       <value enum="3" description="UNAUTHORIZED_REQUEST" />
3983       <value enum="4" description="INVALID_DEFINITION_REQUEST" />
3984     </field>
3985     <field number="654" name="LegRefID" type="STRING" />
3986     <field number="655" name="ContraLegRefID" type="STRING" />
3987     <field number="656" name="SettlCurrBidFxRate" type="FLOAT" />
3988     <field number="657" name="SettlCurrOfferFxRate" type="FLOAT" />
3989     <field number="658" name="QuoteRequestRejectReason" type="INT" />
3990     <field number="659" name="SideComplianceID" type="STRING" />
3991   </fields>
3992 </fix>