| blob | f08ef915d0d6b94de2092a8a65eac41ba812f72c |
1 <fix major="4" minor="2">
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 </header>
31 <trailer>
32 <field name="SignatureLength" required="N"/>
33 <field name="Signature" required="N"/>
34 <field name="CheckSum" required="Y"/>
35 </trailer>
36 <messages>
37 <message name="Heartbeat" msgtype="0" msgcat="admin">
38 <field name="TestReqID" required="N"/>
39 </message>
40 <message name="Logon" msgtype="A" msgcat="admin">
41 <field name="EncryptMethod" required="Y"/>
42 <field name="HeartBtInt" required="Y"/>
43 <field name="RawDataLength" required="N"/>
44 <field name="RawData" required="N"/>
45 <field name="ResetSeqNumFlag" required="N"/>
46 <field name="MaxMessageSize" required="N"/>
47 <group name="NoMsgTypes" required="N">
48 <field name="RefMsgType" required="N"/>
49 <field name="MsgDirection" required="N"/>
50 </group>
51 </message>
52 <message name="TestRequest" msgtype="1" msgcat="admin">
53 <field name="TestReqID" required="Y"/>
54 </message>
55 <message name="ResendRequest" msgtype="2" msgcat="admin">
56 <field name="BeginSeqNo" required="Y"/>
57 <field name="EndSeqNo" required="Y"/>
58 </message>
59 <message name="Reject" msgtype="3" msgcat="admin">
60 <field name="RefSeqNum" required="Y"/>
61 <field name="RefTagID" required="N"/>
62 <field name="RefMsgType" required="N"/>
63 <field name="SessionRejectReason" required="N"/>
64 <field name="Text" required="N"/>
65 <field name="EncodedTextLen" required="N"/>
66 <field name="EncodedText" required="N"/>
67 </message>
68 <message name="SequenceReset" msgtype="4" msgcat="admin">
69 <field name="GapFillFlag" required="N"/>
70 <field name="NewSeqNo" required="Y"/>
71 </message>
72 <message name="Logout" msgtype="5" msgcat="admin">
73 <field name="Text" required="N"/>
74 <field name="EncodedTextLen" required="N"/>
75 <field name="EncodedText" required="N"/>
76 </message>
77 <message name="Advertisement" msgtype="7" msgcat="app">
78 <field name="AdvId" required="Y"/>
79 <field name="AdvTransType" required="Y"/>
80 <field name="AdvRefID" required="N"/>
81 <field name="Symbol" required="Y"/>
82 <field name="SymbolSfx" required="N"/>
83 <field name="SecurityID" required="N"/>
84 <field name="IDSource" required="N"/>
85 <field name="SecurityType" required="N"/>
86 <field name="MaturityMonthYear" required="N"/>
87 <field name="MaturityDay" required="N"/>
88 <field name="PutOrCall" required="N"/>
89 <field name="StrikePrice" required="N"/>
90 <field name="OptAttribute" required="N"/>
91 <field name="ContractMultiplier" required="N"/>
92 <field name="CouponRate" required="N"/>
93 <field name="SecurityExchange" required="N"/>
94 <field name="Issuer" required="N"/>
95 <field name="EncodedIssuerLen" required="N"/>
96 <field name="EncodedIssuer" required="N"/>
97 <field name="SecurityDesc" required="N"/>
98 <field name="EncodedSecurityDescLen" required="N"/>
99 <field name="EncodedSecurityDesc" required="N"/>
100 <field name="AdvSide" required="Y"/>
101 <field name="Shares" required="Y"/>
102 <field name="Price" required="N"/>
103 <field name="Currency" required="N"/>
104 <field name="TradeDate" required="N"/>
105 <field name="TransactTime" required="N"/>
106 <field name="Text" required="N"/>
107 <field name="EncodedTextLen" required="N"/>
108 <field name="EncodedText" required="N"/>
109 <field name="URLLink" required="N"/>
110 <field name="LastMkt" required="N"/>
111 <field name="TradingSessionID" 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 <field name="Symbol" required="Y"/>
118 <field name="SymbolSfx" required="N"/>
119 <field name="SecurityID" required="N"/>
120 <field name="IDSource" required="N"/>
121 <field name="SecurityType" required="N"/>
122 <field name="MaturityMonthYear" required="N"/>
123 <field name="MaturityDay" required="N"/>
124 <field name="PutOrCall" required="N"/>
125 <field name="StrikePrice" required="N"/>
126 <field name="OptAttribute" required="N"/>
127 <field name="ContractMultiplier" required="N"/>
128 <field name="CouponRate" required="N"/>
129 <field name="SecurityExchange" required="N"/>
130 <field name="Issuer" required="N"/>
131 <field name="EncodedIssuerLen" required="N"/>
132 <field name="EncodedIssuer" required="N"/>
133 <field name="SecurityDesc" required="N"/>
134 <field name="EncodedSecurityDescLen" required="N"/>
135 <field name="EncodedSecurityDesc" required="N"/>
136 <field name="Side" required="Y"/>
137 <field name="IOIShares" required="Y"/>
138 <field name="Price" required="N"/>
139 <field name="Currency" required="N"/>
140 <field name="ValidUntilTime" required="N"/>
141 <field name="IOIQltyInd" required="N"/>
142 <field name="IOINaturalFlag" required="N"/>
143 <group name="NoIOIQualifiers" required="N">
144 <field name="IOIQualifier" required="N"/>
145 </group>
146 <field name="Text" required="N"/>
147 <field name="EncodedTextLen" required="N"/>
148 <field name="EncodedText" required="N"/>
149 <field name="TransactTime" required="N"/>
150 <field name="URLLink" required="N"/>
151 <group name="NoRoutingIDs" required="N">
152 <field name="RoutingType" required="N"/>
153 <field name="RoutingID" required="N"/>
154 </group>
155 <field name="SpreadToBenchmark" required="N"/>
156 <field name="Benchmark" required="N"/>
157 </message>
158 <message name="News" msgtype="B" msgcat="app">
159 <field name="OrigTime" required="N"/>
160 <field name="Urgency" required="N"/>
161 <field name="Headline" required="Y"/>
162 <field name="EncodedHeadlineLen" required="N"/>
163 <field name="EncodedHeadline" required="N"/>
164 <group name="NoRoutingIDs" required="N">
165 <field name="RoutingType" required="N"/>
166 <field name="RoutingID" required="N"/>
167 </group>
168 <group name="NoRelatedSym" required="N">
169 <field name="RelatdSym" required="N"/>
170 <field name="SymbolSfx" required="N"/>
171 <field name="SecurityID" required="N"/>
172 <field name="IDSource" required="N"/>
173 <field name="SecurityType" required="N"/>
174 <field name="MaturityMonthYear" required="N"/>
175 <field name="MaturityDay" required="N"/>
176 <field name="PutOrCall" required="N"/>
177 <field name="StrikePrice" required="N"/>
178 <field name="OptAttribute" required="N"/>
179 <field name="ContractMultiplier" required="N"/>
180 <field name="CouponRate" required="N"/>
181 <field name="SecurityExchange" required="N"/>
182 <field name="Issuer" required="N"/>
183 <field name="EncodedIssuerLen" required="N"/>
184 <field name="EncodedIssuer" required="N"/>
185 <field name="SecurityDesc" required="N"/>
186 <field name="EncodedSecurityDescLen" required="N"/>
187 <field name="EncodedSecurityDesc" required="N"/>
188 </group>
189 <group name="LinesOfText" required="Y">
190 <field name="Text" required="Y"/>
191 <field name="EncodedTextLen" required="N"/>
192 <field name="EncodedText" required="N"/>
193 </group>
194 <field name="URLLink" required="N"/>
195 <field name="RawDataLength" required="N"/>
196 <field name="RawData" required="N"/>
197 </message>
198 <message name="Email" msgtype="C" msgcat="app">
199 <field name="EmailThreadID" required="Y"/>
200 <field name="EmailType" required="Y"/>
201 <field name="OrigTime" required="N"/>
202 <field name="Subject" required="Y"/>
203 <field name="EncodedSubjectLen" required="N"/>
204 <field name="EncodedSubject" required="N"/>
205 <group name="NoRoutingIDs" required="N">
206 <field name="RoutingType" required="N"/>
207 <field name="RoutingID" required="N"/>
208 </group>
209 <group name="NoRelatedSym" required="N">
210 <field name="RelatdSym" required="N"/>
211 <field name="SymbolSfx" required="N"/>
212 <field name="SecurityID" required="N"/>
213 <field name="IDSource" required="N"/>
214 <field name="SecurityType" required="N"/>
215 <field name="MaturityMonthYear" required="N"/>
216 <field name="MaturityDay" required="N"/>
217 <field name="PutOrCall" required="N"/>
218 <field name="StrikePrice" required="N"/>
219 <field name="OptAttribute" required="N"/>
220 <field name="ContractMultiplier" required="N"/>
221 <field name="CouponRate" required="N"/>
222 <field name="SecurityExchange" required="N"/>
223 <field name="Issuer" required="N"/>
224 <field name="EncodedIssuerLen" required="N"/>
225 <field name="EncodedIssuer" required="N"/>
226 <field name="SecurityDesc" required="N"/>
227 <field name="EncodedSecurityDescLen" required="N"/>
228 <field name="EncodedSecurityDesc" required="N"/>
229 </group>
230 <field name="OrderID" required="N"/>
231 <field name="ClOrdID" required="N"/>
232 <group name="LinesOfText" required="Y">
233 <field name="Text" required="Y"/>
234 <field name="EncodedTextLen" required="N"/>
235 <field name="EncodedText" required="N"/>
236 </group>
237 <field name="RawDataLength" required="N"/>
238 <field name="RawData" required="N"/>
239 </message>
240 <message name="QuoteRequest" msgtype="R" msgcat="app">
241 <field name="QuoteReqID" required="Y"/>
242 <group name="NoRelatedSym" required="Y">
243 <field name="Symbol" required="Y"/>
244 <field name="SymbolSfx" required="N"/>
245 <field name="SecurityID" required="N"/>
246 <field name="IDSource" required="N"/>
247 <field name="SecurityType" required="N"/>
248 <field name="MaturityMonthYear" required="N"/>
249 <field name="MaturityDay" required="N"/>
250 <field name="PutOrCall" required="N"/>
251 <field name="StrikePrice" required="N"/>
252 <field name="OptAttribute" required="N"/>
253 <field name="ContractMultiplier" required="N"/>
254 <field name="CouponRate" required="N"/>
255 <field name="SecurityExchange" required="N"/>
256 <field name="Issuer" required="N"/>
257 <field name="EncodedIssuerLen" required="N"/>
258 <field name="EncodedIssuer" required="N"/>
259 <field name="SecurityDesc" required="N"/>
260 <field name="EncodedSecurityDescLen" required="N"/>
261 <field name="EncodedSecurityDesc" required="N"/>
262 <field name="PrevClosePx" required="N"/>
263 <field name="QuoteRequestType" required="N"/>
264 <field name="TradingSessionID" required="N"/>
265 <field name="Side" required="N"/>
266 <field name="OrderQty" required="N"/>
267 <field name="FutSettDate" required="N"/>
268 <field name="OrdType" required="N"/>
269 <field name="FutSettDate2" required="N"/>
270 <field name="OrderQty2" required="N"/>
271 <field name="ExpireTime" required="N"/>
272 <field name="TransactTime" required="N"/>
273 <field name="Currency" required="N"/>
274 </group>
275 </message>
276 <message name="Quote" msgtype="S" msgcat="app">
277 <field name="QuoteReqID" required="N"/>
278 <field name="QuoteID" required="Y"/>
279 <field name="QuoteResponseLevel" required="N"/>
280 <field name="TradingSessionID" required="N"/>
281 <field name="Symbol" required="Y"/>
282 <field name="SymbolSfx" required="N"/>
283 <field name="SecurityID" required="N"/>
284 <field name="IDSource" required="N"/>
285 <field name="SecurityType" required="N"/>
286 <field name="MaturityMonthYear" required="N"/>
287 <field name="MaturityDay" required="N"/>
288 <field name="PutOrCall" required="N"/>
289 <field name="StrikePrice" required="N"/>
290 <field name="OptAttribute" required="N"/>
291 <field name="ContractMultiplier" required="N"/>
292 <field name="CouponRate" required="N"/>
293 <field name="SecurityExchange" required="N"/>
294 <field name="Issuer" required="N"/>
295 <field name="EncodedIssuerLen" required="N"/>
296 <field name="EncodedIssuer" required="N"/>
297 <field name="SecurityDesc" required="N"/>
298 <field name="EncodedSecurityDescLen" required="N"/>
299 <field name="EncodedSecurityDesc" required="N"/>
300 <field name="BidPx" required="N"/>
301 <field name="OfferPx" required="N"/>
302 <field name="BidSize" required="N"/>
303 <field name="OfferSize" required="N"/>
304 <field name="ValidUntilTime" required="N"/>
305 <field name="BidSpotRate" required="N"/>
306 <field name="OfferSpotRate" required="N"/>
307 <field name="BidForwardPoints" required="N"/>
308 <field name="OfferForwardPoints" required="N"/>
309 <field name="TransactTime" required="N"/>
310 <field name="FutSettDate" required="N"/>
311 <field name="OrdType" required="N"/>
312 <field name="FutSettDate2" required="N"/>
313 <field name="OrderQty2" required="N"/>
314 <field name="Currency" required="N"/>
315 </message>
316 <message name="MassQuote" msgtype="i" msgcat="app">
317 <field name="QuoteReqID" required="N"/>
318 <field name="QuoteID" required="Y"/>
319 <field name="QuoteResponseLevel" required="N"/>
320 <field name="DefBidSize" required="N"/>
321 <field name="DefOfferSize" required="N"/>
322 <group name="NoQuoteSets" required="Y">
323 <field name="QuoteSetID" required="Y"/>
324 <field name="UnderlyingSymbol" required="Y"/>
325 <field name="UnderlyingSymbolSfx" required="N"/>
326 <field name="UnderlyingSecurityID" required="N"/>
327 <field name="UnderlyingIDSource" required="N"/>
328 <field name="UnderlyingSecurityType" required="N"/>
329 <field name="UnderlyingMaturityMonthYear" required="N"/>
330 <field name="UnderlyingMaturityDay" required="N"/>
331 <field name="UnderlyingPutOrCall" required="N"/>
332 <field name="UnderlyingStrikePrice" required="N"/>
333 <field name="UnderlyingOptAttribute" required="N"/>
334 <field name="UnderlyingContractMultiplier" required="N"/>
335 <field name="UnderlyingCouponRate" required="N"/>
336 <field name="UnderlyingSecurityExchange" required="N"/>
337 <field name="UnderlyingIssuer" required="N"/>
338 <field name="EncodedUnderlyingIssuerLen" required="N"/>
339 <field name="EncodedUnderlyingIssuer" required="N"/>
340 <field name="UnderlyingSecurityDesc" required="N"/>
341 <field name="EncodedUnderlyingSecurityDescLen" required="N"/>
342 <field name="EncodedUnderlyingSecurityDesc" required="N"/>
343 <field name="QuoteSetValidUntilTime" required="N"/>
344 <field name="TotQuoteEntries" required="Y"/>
345 <group name="NoQuoteEntries" required="Y">
346 <field name="QuoteEntryID" required="Y"/>
347 <field name="Symbol" required="N"/>
348 <field name="SymbolSfx" required="N"/>
349 <field name="SecurityID" required="N"/>
350 <field name="IDSource" required="N"/>
351 <field name="SecurityType" required="N"/>
352 <field name="MaturityMonthYear" required="N"/>
353 <field name="MaturityDay" required="N"/>
354 <field name="PutOrCall" required="N"/>
355 <field name="StrikePrice" required="N"/>
356 <field name="OptAttribute" required="N"/>
357 <field name="ContractMultiplier" required="N"/>
358 <field name="CouponRate" required="N"/>
359 <field name="SecurityExchange" required="N"/>
360 <field name="Issuer" required="N"/>
361 <field name="EncodedIssuerLen" required="N"/>
362 <field name="EncodedIssuer" required="N"/>
363 <field name="SecurityDesc" required="N"/>
364 <field name="EncodedSecurityDescLen" required="N"/>
365 <field name="EncodedSecurityDesc" required="N"/>
366 <field name="BidPx" required="N"/>
367 <field name="OfferPx" required="N"/>
368 <field name="BidSize" required="N"/>
369 <field name="OfferSize" required="N"/>
370 <field name="ValidUntilTime" required="N"/>
371 <field name="BidSpotRate" required="N"/>
372 <field name="OfferSpotRate" required="N"/>
373 <field name="BidForwardPoints" required="N"/>
374 <field name="OfferForwardPoints" required="N"/>
375 <field name="TransactTime" required="N"/>
376 <field name="TradingSessionID" required="N"/>
377 <field name="FutSettDate" required="N"/>
378 <field name="OrdType" required="N"/>
379 <field name="FutSettDate2" required="N"/>
380 <field name="OrderQty2" required="N"/>
381 <field name="Currency" required="N"/>
382 </group>
383 </group>
384 </message>
385 <message name="QuoteCancel" msgtype="Z" msgcat="app">
386 <field name="QuoteReqID" required="N"/>
387 <field name="QuoteID" required="Y"/>
388 <field name="QuoteCancelType" required="Y"/>
389 <field name="QuoteResponseLevel" required="N"/>
390 <field name="TradingSessionID" required="N"/>
391 <group name="NoQuoteEntries" required="Y">
392 <field name="Symbol" required="Y"/>
393 <field name="SymbolSfx" required="N"/>
394 <field name="SecurityID" required="N"/>
395 <field name="IDSource" required="N"/>
396 <field name="SecurityType" required="N"/>
397 <field name="MaturityMonthYear" required="N"/>
398 <field name="MaturityDay" required="N"/>
399 <field name="PutOrCall" required="N"/>
400 <field name="StrikePrice" required="N"/>
401 <field name="OptAttribute" required="N"/>
402 <field name="ContractMultiplier" required="N"/>
403 <field name="CouponRate" required="N"/>
404 <field name="SecurityExchange" required="N"/>
405 <field name="Issuer" required="N"/>
406 <field name="EncodedIssuerLen" required="N"/>
407 <field name="EncodedIssuer" required="N"/>
408 <field name="SecurityDesc" required="N"/>
409 <field name="EncodedSecurityDescLen" required="N"/>
410 <field name="EncodedSecurityDesc" required="N"/>
411 <field name="UnderlyingSymbol" required="N"/>
412 </group>
413 </message>
414 <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
415 <field name="QuoteID" required="N"/>
416 <field name="Symbol" required="Y"/>
417 <field name="SymbolSfx" required="N"/>
418 <field name="SecurityID" required="N"/>
419 <field name="IDSource" required="N"/>
420 <field name="SecurityType" required="N"/>
421 <field name="MaturityMonthYear" required="N"/>
422 <field name="MaturityDay" required="N"/>
423 <field name="PutOrCall" required="N"/>
424 <field name="StrikePrice" required="N"/>
425 <field name="OptAttribute" required="N"/>
426 <field name="ContractMultiplier" required="N"/>
427 <field name="CouponRate" required="N"/>
428 <field name="SecurityExchange" required="N"/>
429 <field name="Issuer" required="N"/>
430 <field name="EncodedIssuerLen" required="N"/>
431 <field name="EncodedIssuer" required="N"/>
432 <field name="SecurityDesc" required="N"/>
433 <field name="EncodedSecurityDescLen" required="N"/>
434 <field name="EncodedSecurityDesc" required="N"/>
435 <field name="Side" required="N"/>
436 <field name="TradingSessionID" required="N"/>
437 </message>
438 <message name="QuoteAcknowledgement" msgtype="b" msgcat="app">
439 <field name="QuoteReqID" required="N"/>
440 <field name="QuoteID" required="N"/>
441 <field name="QuoteAckStatus" required="Y"/>
442 <field name="QuoteRejectReason" required="N"/>
443 <field name="QuoteResponseLevel" required="N"/>
444 <field name="TradingSessionID" required="N"/>
445 <field name="Text" required="N"/>
446 <group name="NoQuoteSets" required="N">
447 <field name="QuoteSetID" required="N"/>
448 <field name="UnderlyingSymbol" required="N"/>
449 <field name="UnderlyingSymbolSfx" required="N"/>
450 <field name="UnderlyingSecurityID" required="N"/>
451 <field name="UnderlyingIDSource" required="N"/>
452 <field name="UnderlyingSecurityType" required="N"/>
453 <field name="UnderlyingMaturityMonthYear" required="N"/>
454 <field name="UnderlyingMaturityDay" required="N"/>
455 <field name="UnderlyingPutOrCall" required="N"/>
456 <field name="UnderlyingStrikePrice" required="N"/>
457 <field name="UnderlyingOptAttribute" required="N"/>
458 <field name="UnderlyingContractMultiplier" required="N"/>
459 <field name="UnderlyingCouponRate" required="N"/>
460 <field name="UnderlyingSecurityExchange" required="N"/>
461 <field name="UnderlyingIssuer" required="N"/>
462 <field name="EncodedUnderlyingIssuerLen" required="N"/>
463 <field name="EncodedUnderlyingIssuer" required="N"/>
464 <field name="UnderlyingSecurityDesc" required="N"/>
465 <field name="EncodedUnderlyingSecurityDescLen" required="N"/>
466 <field name="EncodedUnderlyingSecurityDesc" required="N"/>
467 <field name="TotQuoteEntries" required="N"/>
468 <group name="NoQuoteEntries" required="N">
469 <field name="QuoteEntryID" required="N"/>
470 <field name="Symbol" required="N"/>
471 <field name="SymbolSfx" required="N"/>
472 <field name="SecurityID" required="N"/>
473 <field name="IDSource" required="N"/>
474 <field name="SecurityType" required="N"/>
475 <field name="MaturityMonthYear" required="N"/>
476 <field name="MaturityDay" required="N"/>
477 <field name="PutOrCall" required="N"/>
478 <field name="StrikePrice" required="N"/>
479 <field name="OptAttribute" required="N"/>
480 <field name="ContractMultiplier" required="N"/>
481 <field name="CouponRate" required="N"/>
482 <field name="SecurityExchange" required="N"/>
483 <field name="Issuer" required="N"/>
484 <field name="EncodedIssuerLen" required="N"/>
485 <field name="EncodedIssuer" required="N"/>
486 <field name="SecurityDesc" required="N"/>
487 <field name="EncodedSecurityDescLen" required="N"/>
488 <field name="EncodedSecurityDesc" required="N"/>
489 <field name="QuoteEntryRejectReason" required="N"/>
490 </group>
491 </group>
492 </message>
493 <message name="MarketDataRequest" msgtype="V" msgcat="app">
494 <field name="MDReqID" required="Y"/>
495 <field name="SubscriptionRequestType" required="Y"/>
496 <field name="MarketDepth" required="Y"/>
497 <field name="MDUpdateType" required="N"/>
498 <field name="AggregatedBook" required="N"/>
499 <group name="NoMDEntryTypes" required="Y">
500 <field name="MDEntryType" required="Y"/>
501 </group>
502 <group name="NoRelatedSym" required="Y">
503 <field name="Symbol" required="Y"/>
504 <field name="SymbolSfx" required="N"/>
505 <field name="SecurityID" required="N"/>
506 <field name="IDSource" required="N"/>
507 <field name="SecurityType" required="N"/>
508 <field name="MaturityMonthYear" required="N"/>
509 <field name="MaturityDay" required="N"/>
510 <field name="PutOrCall" required="N"/>
511 <field name="StrikePrice" required="N"/>
512 <field name="OptAttribute" required="N"/>
513 <field name="ContractMultiplier" required="N"/>
514 <field name="CouponRate" required="N"/>
515 <field name="SecurityExchange" required="N"/>
516 <field name="Issuer" required="N"/>
517 <field name="EncodedIssuerLen" required="N"/>
518 <field name="EncodedIssuer" required="N"/>
519 <field name="SecurityDesc" required="N"/>
520 <field name="EncodedSecurityDescLen" required="N"/>
521 <field name="EncodedSecurityDesc" required="N"/>
522 <field name="TradingSessionID" required="N"/>
523 </group>
524 </message>
525 <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
526 <field name="MDReqID" required="N"/>
527 <field name="Symbol" required="Y"/>
528 <field name="SymbolSfx" required="N"/>
529 <field name="SecurityID" required="N"/>
530 <field name="IDSource" required="N"/>
531 <field name="SecurityType" required="N"/>
532 <field name="MaturityMonthYear" required="N"/>
533 <field name="MaturityDay" required="N"/>
534 <field name="PutOrCall" required="N"/>
535 <field name="StrikePrice" required="N"/>
536 <field name="OptAttribute" required="N"/>
537 <field name="ContractMultiplier" required="N"/>
538 <field name="CouponRate" required="N"/>
539 <field name="SecurityExchange" required="N"/>
540 <field name="Issuer" required="N"/>
541 <field name="EncodedIssuerLen" required="N"/>
542 <field name="EncodedIssuer" required="N"/>
543 <field name="SecurityDesc" required="N"/>
544 <field name="EncodedSecurityDescLen" required="N"/>
545 <field name="EncodedSecurityDesc" required="N"/>
546 <field name="FinancialStatus" required="N"/>
547 <field name="CorporateAction" required="N"/>
548 <field name="TotalVolumeTraded" required="N"/>
549 <group name="NoMDEntries" required="Y">
550 <field name="MDEntryType" required="Y"/>
551 <field name="MDEntryPx" required="Y"/>
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="QuoteCondition" required="N"/>
560 <field name="TradeCondition" required="N"/>
561 <field name="MDEntryOriginator" required="N"/>
562 <field name="LocationID" required="N"/>
563 <field name="DeskID" required="N"/>
564 <field name="OpenCloseSettleFlag" required="N"/>
565 <field name="TimeInForce" required="N"/>
566 <field name="ExpireDate" required="N"/>
567 <field name="ExpireTime" required="N"/>
568 <field name="MinQty" required="N"/>
569 <field name="ExecInst" required="N"/>
570 <field name="SellerDays" required="N"/>
571 <field name="OrderID" required="N"/>
572 <field name="QuoteEntryID" required="N"/>
573 <field name="MDEntryBuyer" required="N"/>
574 <field name="MDEntrySeller" required="N"/>
575 <field name="NumberOfOrders" required="N"/>
576 <field name="MDEntryPositionNo" required="N"/>
577 <field name="Text" required="N"/>
578 <field name="EncodedTextLen" required="N"/>
579 <field name="EncodedText" required="N"/>
580 </group>
581 </message>
582 <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
583 <field name="MDReqID" required="N"/>
584 <group name="NoMDEntries" required="Y">
585 <field name="MDUpdateAction" required="Y"/>
586 <field name="DeleteReason" required="N"/>
587 <field name="MDEntryType" required="N"/>
588 <field name="MDEntryID" required="N"/>
589 <field name="MDEntryRefID" required="N"/>
590 <field name="Symbol" required="N"/>
591 <field name="SymbolSfx" required="N"/>
592 <field name="SecurityID" required="N"/>
593 <field name="IDSource" required="N"/>
594 <field name="SecurityType" required="N"/>
595 <field name="MaturityMonthYear" required="N"/>
596 <field name="MaturityDay" required="N"/>
597 <field name="PutOrCall" required="N"/>
598 <field name="StrikePrice" required="N"/>
599 <field name="OptAttribute" required="N"/>
600 <field name="ContractMultiplier" required="N"/>
601 <field name="CouponRate" required="N"/>
602 <field name="SecurityExchange" required="N"/>
603 <field name="Issuer" required="N"/>
604 <field name="EncodedIssuerLen" required="N"/>
605 <field name="EncodedIssuer" required="N"/>
606 <field name="SecurityDesc" required="N"/>
607 <field name="EncodedSecurityDescLen" required="N"/>
608 <field name="EncodedSecurityDesc" required="N"/>
609 <field name="FinancialStatus" required="N"/>
610 <field name="CorporateAction" required="N"/>
611 <field name="MDEntryPx" required="N"/>
612 <field name="Currency" required="N"/>
613 <field name="MDEntrySize" required="N"/>
614 <field name="MDEntryDate" required="N"/>
615 <field name="MDEntryTime" required="N"/>
616 <field name="TickDirection" required="N"/>
617 <field name="MDMkt" required="N"/>
618 <field name="TradingSessionID" required="N"/>
619 <field name="QuoteCondition" required="N"/>
620 <field name="TradeCondition" required="N"/>
621 <field name="MDEntryOriginator" required="N"/>
622 <field name="LocationID" required="N"/>
623 <field name="DeskID" required="N"/>
624 <field name="OpenCloseSettleFlag" required="N"/>
625 <field name="TimeInForce" required="N"/>
626 <field name="ExpireDate" required="N"/>
627 <field name="ExpireTime" required="N"/>
628 <field name="MinQty" required="N"/>
629 <field name="ExecInst" required="N"/>
630 <field name="SellerDays" required="N"/>
631 <field name="OrderID" required="N"/>
632 <field name="QuoteEntryID" required="N"/>
633 <field name="MDEntryBuyer" required="N"/>
634 <field name="MDEntrySeller" required="N"/>
635 <field name="NumberOfOrders" required="N"/>
636 <field name="MDEntryPositionNo" required="N"/>
637 <field name="TotalVolumeTraded" required="N"/>
638 <field name="Text" required="N"/>
639 <field name="EncodedTextLen" required="N"/>
640 <field name="EncodedText" required="N"/>
641 </group>
642 </message>
643 <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
644 <field name="MDReqID" required="Y"/>
645 <field name="MDReqRejReason" required="N"/>
646 <field name="Text" required="N"/>
647 <field name="EncodedTextLen" required="N"/>
648 <field name="EncodedText" required="N"/>
649 </message>
650 <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
651 <field name="SecurityReqID" required="Y"/>
652 <field name="SecurityRequestType" required="Y"/>
653 <field name="Symbol" required="N"/>
654 <field name="SymbolSfx" required="N"/>
655 <field name="SecurityID" required="N"/>
656 <field name="IDSource" required="N"/>
657 <field name="SecurityType" required="N"/>
658 <field name="MaturityMonthYear" required="N"/>
659 <field name="MaturityDay" required="N"/>
660 <field name="PutOrCall" required="N"/>
661 <field name="StrikePrice" required="N"/>
662 <field name="OptAttribute" required="N"/>
663 <field name="ContractMultiplier" required="N"/>
664 <field name="CouponRate" required="N"/>
665 <field name="SecurityExchange" required="N"/>
666 <field name="Issuer" required="N"/>
667 <field name="EncodedIssuerLen" required="N"/>
668 <field name="EncodedIssuer" required="N"/>
669 <field name="SecurityDesc" required="N"/>
670 <field name="EncodedSecurityDescLen" required="N"/>
671 <field name="EncodedSecurityDesc" required="N"/>
672 <field name="Currency" required="N"/>
673 <field name="Text" required="N"/>
674 <field name="EncodedTextLen" required="N"/>
675 <field name="EncodedText" required="N"/>
676 <field name="TradingSessionID" required="N"/>
677 <group name="NoRelatedSym" required="N">
678 <field name="UnderlyingSymbol" required="N"/>
679 <field name="UnderlyingSymbolSfx" required="N"/>
680 <field name="UnderlyingSecurityID" required="N"/>
681 <field name="UnderlyingIDSource" required="N"/>
682 <field name="UnderlyingSecurityType" required="N"/>
683 <field name="UnderlyingMaturityMonthYear" required="N"/>
684 <field name="UnderlyingMaturityDay" required="N"/>
685 <field name="UnderlyingPutOrCall" required="N"/>
686 <field name="UnderlyingStrikePrice" required="N"/>
687 <field name="UnderlyingOptAttribute" required="N"/>
688 <field name="UnderlyingContractMultiplier" required="N"/>
689 <field name="UnderlyingCouponRate" required="N"/>
690 <field name="UnderlyingSecurityExchange" required="N"/>
691 <field name="UnderlyingIssuer" required="N"/>
692 <field name="EncodedUnderlyingIssuerLen" required="N"/>
693 <field name="EncodedUnderlyingIssuer" required="N"/>
694 <field name="UnderlyingSecurityDesc" required="N"/>
695 <field name="EncodedUnderlyingSecurityDescLen" required="N"/>
696 <field name="EncodedUnderlyingSecurityDesc" required="N"/>
697 <field name="RatioQty" required="N"/>
698 <field name="Side" required="N"/>
699 <field name="UnderlyingCurrency" required="N"/>
700 </group>
701 </message>
702 <message name="SecurityDefinition" msgtype="d" msgcat="app">
703 <field name="SecurityReqID" required="Y"/>
704 <field name="SecurityResponseID" required="Y"/>
705 <field name="SecurityResponseType" required="N"/>
706 <field name="TotalNumSecurities" required="Y"/>
707 <field name="Symbol" required="N"/>
708 <field name="SymbolSfx" required="N"/>
709 <field name="SecurityID" required="N"/>
710 <field name="IDSource" required="N"/>
711 <field name="SecurityType" required="N"/>
712 <field name="MaturityMonthYear" required="N"/>
713 <field name="MaturityDay" required="N"/>
714 <field name="PutOrCall" required="N"/>
715 <field name="StrikePrice" required="N"/>
716 <field name="OptAttribute" required="N"/>
717 <field name="ContractMultiplier" required="N"/>
718 <field name="CouponRate" required="N"/>
719 <field name="SecurityExchange" required="N"/>
720 <field name="Issuer" required="N"/>
721 <field name="EncodedIssuerLen" required="N"/>
722 <field name="EncodedIssuer" required="N"/>
723 <field name="SecurityDesc" required="N"/>
724 <field name="EncodedSecurityDescLen" required="N"/>
725 <field name="EncodedSecurityDesc" required="N"/>
726 <field name="Currency" required="N"/>
727 <field name="TradingSessionID" required="N"/>
728 <field name="Text" required="N"/>
729 <field name="EncodedTextLen" required="N"/>
730 <field name="EncodedText" required="N"/>
731 <group name="NoRelatedSym" required="N">
732 <field name="UnderlyingSymbol" required="N"/>
733 <field name="UnderlyingSymbolSfx" required="N"/>
734 <field name="UnderlyingSecurityID" required="N"/>
735 <field name="UnderlyingIDSource" required="N"/>
736 <field name="UnderlyingSecurityType" required="N"/>
737 <field name="UnderlyingMaturityMonthYear" required="N"/>
738 <field name="UnderlyingMaturityDay" required="N"/>
739 <field name="UnderlyingPutOrCall" required="N"/>
740 <field name="UnderlyingStrikePrice" required="N"/>
741 <field name="UnderlyingOptAttribute" required="N"/>
742 <field name="UnderlyingContractMultiplier" required="N"/>
743 <field name="UnderlyingCouponRate" required="N"/>
744 <field name="UnderlyingSecurityExchange" required="N"/>
745 <field name="UnderlyingIssuer" required="N"/>
746 <field name="EncodedUnderlyingIssuerLen" required="N"/>
747 <field name="EncodedUnderlyingIssuer" required="N"/>
748 <field name="UnderlyingSecurityDesc" required="N"/>
749 <field name="EncodedUnderlyingSecurityDescLen" required="N"/>
750 <field name="EncodedUnderlyingSecurityDesc" required="N"/>
751 <field name="RatioQty" required="N"/>
752 <field name="Side" required="N"/>
753 <field name="UnderlyingCurrency" required="N"/>
754 </group>
755 </message>
756 <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
757 <field name="SecurityStatusReqID" required="Y"/>
758 <field name="Symbol" required="Y"/>
759 <field name="SymbolSfx" required="N"/>
760 <field name="SecurityID" required="N"/>
761 <field name="IDSource" required="N"/>
762 <field name="SecurityType" required="N"/>
763 <field name="MaturityMonthYear" required="N"/>
764 <field name="MaturityDay" required="N"/>
765 <field name="PutOrCall" required="N"/>
766 <field name="StrikePrice" required="N"/>
767 <field name="OptAttribute" required="N"/>
768 <field name="ContractMultiplier" required="N"/>
769 <field name="CouponRate" required="N"/>
770 <field name="SecurityExchange" required="N"/>
771 <field name="Issuer" required="N"/>
772 <field name="EncodedIssuerLen" required="N"/>
773 <field name="EncodedIssuer" required="N"/>
774 <field name="SecurityDesc" required="N"/>
775 <field name="EncodedSecurityDescLen" required="N"/>
776 <field name="EncodedSecurityDesc" required="N"/>
777 <field name="Currency" required="N"/>
778 <field name="SubscriptionRequestType" required="Y"/>
779 <field name="TradingSessionID" required="N"/>
780 </message>
781 <message name="SecurityStatus" msgtype="f" msgcat="app">
782 <field name="SecurityStatusReqID" required="N"/>
783 <field name="Symbol" required="Y"/>
784 <field name="SymbolSfx" required="N"/>
785 <field name="SecurityID" required="N"/>
786 <field name="IDSource" required="N"/>
787 <field name="SecurityType" required="N"/>
788 <field name="MaturityMonthYear" required="N"/>
789 <field name="MaturityDay" required="N"/>
790 <field name="PutOrCall" required="N"/>
791 <field name="StrikePrice" required="N"/>
792 <field name="OptAttribute" required="N"/>
793 <field name="ContractMultiplier" required="N"/>
794 <field name="CouponRate" required="N"/>
795 <field name="SecurityExchange" required="N"/>
796 <field name="Issuer" required="N"/>
797 <field name="EncodedIssuerLen" required="N"/>
798 <field name="EncodedIssuer" required="N"/>
799 <field name="SecurityDesc" required="N"/>
800 <field name="EncodedSecurityDescLen" required="N"/>
801 <field name="EncodedSecurityDesc" required="N"/>
802 <field name="Currency" required="N"/>
803 <field name="TradingSessionID" required="N"/>
804 <field name="UnsolicitedIndicator" required="N"/>
805 <field name="SecurityTradingStatus" required="N"/>
806 <field name="FinancialStatus" required="N"/>
807 <field name="CorporateAction" required="N"/>
808 <field name="HaltReason" required="N"/>
809 <field name="InViewOfCommon" required="N"/>
810 <field name="DueToRelated" required="N"/>
811 <field name="BuyVolume" required="N"/>
812 <field name="SellVolume" required="N"/>
813 <field name="HighPx" required="N"/>
814 <field name="LowPx" required="N"/>
815 <field name="LastPx" required="N"/>
816 <field name="TransactTime" required="N"/>
817 <field name="Adjustment" required="N"/>
818 </message>
819 <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
820 <field name="TradSesReqID" required="Y"/>
821 <field name="TradingSessionID" required="N"/>
822 <field name="TradSesMethod" required="N"/>
823 <field name="TradSesMode" required="N"/>
824 <field name="SubscriptionRequestType" required="Y"/>
825 </message>
826 <message name="TradingSessionStatus" msgtype="h" msgcat="app">
827 <field name="TradSesReqID" required="N"/>
828 <field name="TradingSessionID" required="Y"/>
829 <field name="TradSesMethod" required="N"/>
830 <field name="TradSesMode" required="N"/>
831 <field name="UnsolicitedIndicator" required="N"/>
832 <field name="TradSesStatus" required="Y"/>
833 <field name="TradSesStartTime" required="N"/>
834 <field name="TradSesOpenTime" required="N"/>
835 <field name="TradSesPreCloseTime" required="N"/>
836 <field name="TradSesCloseTime" required="N"/>
837 <field name="TradSesEndTime" required="N"/>
838 <field name="TotalVolumeTraded" required="N"/>
839 <field name="Text" required="N"/>
840 <field name="EncodedTextLen" required="N"/>
841 <field name="EncodedText" required="N"/>
842 </message>
843 <message name="NewOrderSingle" msgtype="D" msgcat="app">
844 <field name="ClOrdID" required="Y"/>
845 <field name="ClientID" required="N"/>
846 <field name="ExecBroker" required="N"/>
847 <field name="Account" required="N"/>
848 <group name="NoAllocs" required="N">
849 <field name="AllocAccount" required="N"/>
850 <field name="AllocShares" required="N"/>
851 </group>
852 <field name="SettlmntTyp" required="N"/>
853 <field name="FutSettDate" required="N"/>
854 <field name="HandlInst" required="Y"/>
855 <field name="ExecInst" required="N"/>
856 <field name="MinQty" required="N"/>
857 <field name="MaxFloor" required="N"/>
858 <field name="ExDestination" required="N"/>
859 <group name="NoTradingSessions" required="N">
860 <field name="TradingSessionID" required="N"/>
861 </group>
862 <field name="ProcessCode" required="N"/>
863 <field name="Symbol" required="Y"/>
864 <field name="SymbolSfx" required="N"/>
865 <field name="SecurityID" required="N"/>
866 <field name="IDSource" required="N"/>
867 <field name="SecurityType" required="N"/>
868 <field name="MaturityMonthYear" required="N"/>
869 <field name="MaturityDay" required="N"/>
870 <field name="PutOrCall" required="N"/>
871 <field name="StrikePrice" required="N"/>
872 <field name="OptAttribute" required="N"/>
873 <field name="ContractMultiplier" required="N"/>
874 <field name="CouponRate" required="N"/>
875 <field name="SecurityExchange" required="N"/>
876 <field name="Issuer" required="N"/>
877 <field name="EncodedIssuerLen" required="N"/>
878 <field name="EncodedIssuer" required="N"/>
879 <field name="SecurityDesc" required="N"/>
880 <field name="EncodedSecurityDescLen" required="N"/>
881 <field name="EncodedSecurityDesc" required="N"/>
882 <field name="PrevClosePx" required="N"/>
883 <field name="Side" required="Y"/>
884 <field name="LocateReqd" required="N"/>
885 <field name="TransactTime" required="Y"/>
886 <field name="OrderQty" required="N"/>
887 <field name="CashOrderQty" required="N"/>
888 <field name="OrdType" required="Y"/>
889 <field name="Price" required="N"/>
890 <field name="StopPx" required="N"/>
891 <field name="Currency" required="N"/>
892 <field name="ComplianceID" required="N"/>
893 <field name="SolicitedFlag" required="N"/>
894 <field name="IOIid" required="N"/>
895 <field name="QuoteID" required="N"/>
896 <field name="TimeInForce" required="N"/>
897 <field name="EffectiveTime" required="N"/>
898 <field name="ExpireDate" required="N"/>
899 <field name="ExpireTime" required="N"/>
900 <field name="GTBookingInst" required="N"/>
901 <field name="Commission" required="N"/>
902 <field name="CommType" required="N"/>
903 <field name="Rule80A" required="N"/>
904 <field name="ForexReq" required="N"/>
905 <field name="SettlCurrency" required="N"/>
906 <field name="Text" required="N"/>
907 <field name="EncodedTextLen" required="N"/>
908 <field name="EncodedText" required="N"/>
909 <field name="FutSettDate2" required="N"/>
910 <field name="OrderQty2" required="N"/>
911 <field name="OpenClose" required="N"/>
912 <field name="CoveredOrUncovered" required="N"/>
913 <field name="CustomerOrFirm" required="N"/>
914 <field name="MaxShow" required="N"/>
915 <field name="PegDifference" required="N"/>
916 <field name="DiscretionInst" required="N"/>
917 <field name="DiscretionOffset" required="N"/>
918 <field name="ClearingFirm" required="N"/>
919 <field name="ClearingAccount" required="N"/>
920 </message>
921 <message name="ExecutionReport" msgtype="8" msgcat="app">
922 <field name="OrderID" required="Y"/>
923 <field name="SecondaryOrderID" required="N"/>
924 <field name="ClOrdID" required="N"/>
925 <field name="OrigClOrdID" required="N"/>
926 <field name="ClientID" required="N"/>
927 <field name="ExecBroker" required="N"/>
928 <group name="NoContraBrokers" required="N">
929 <field name="ContraBroker" required="N"/>
930 <field name="ContraTrader" required="N"/>
931 <field name="ContraTradeQty" required="N"/>
932 <field name="ContraTradeTime" required="N"/>
933 </group>
934 <field name="ListID" required="N"/>
935 <field name="ExecID" required="Y"/>
936 <field name="ExecTransType" required="Y"/>
937 <field name="ExecRefID" required="N"/>
938 <field name="ExecType" required="Y"/>
939 <field name="OrdStatus" required="Y"/>
940 <field name="OrdRejReason" required="N"/>
941 <field name="ExecRestatementReason" required="N"/>
942 <field name="Account" required="N"/>
943 <field name="SettlmntTyp" required="N"/>
944 <field name="FutSettDate" required="N"/>
945 <field name="Symbol" required="Y"/>
946 <field name="SymbolSfx" required="N"/>
947 <field name="SecurityID" required="N"/>
948 <field name="IDSource" required="N"/>
949 <field name="SecurityType" required="N"/>
950 <field name="MaturityMonthYear" required="N"/>
951 <field name="MaturityDay" required="N"/>
952 <field name="PutOrCall" required="N"/>
953 <field name="StrikePrice" required="N"/>
954 <field name="OptAttribute" required="N"/>
955 <field name="ContractMultiplier" required="N"/>
956 <field name="CouponRate" required="N"/>
957 <field name="SecurityExchange" required="N"/>
958 <field name="Issuer" required="N"/>
959 <field name="EncodedIssuerLen" required="N"/>
960 <field name="EncodedIssuer" required="N"/>
961 <field name="SecurityDesc" required="N"/>
962 <field name="EncodedSecurityDescLen" required="N"/>
963 <field name="EncodedSecurityDesc" required="N"/>
964 <field name="Side" required="Y"/>
965 <field name="OrderQty" required="N"/>
966 <field name="CashOrderQty" required="N"/>
967 <field name="OrdType" required="N"/>
968 <field name="Price" required="N"/>
969 <field name="StopPx" required="N"/>
970 <field name="PegDifference" required="N"/>
971 <field name="DiscretionInst" required="N"/>
972 <field name="DiscretionOffset" required="N"/>
973 <field name="Currency" required="N"/>
974 <field name="ComplianceID" required="N"/>
975 <field name="SolicitedFlag" required="N"/>
976 <field name="TimeInForce" required="N"/>
977 <field name="EffectiveTime" required="N"/>
978 <field name="ExpireDate" required="N"/>
979 <field name="ExpireTime" required="N"/>
980 <field name="ExecInst" required="N"/>
981 <field name="Rule80A" required="N"/>
982 <field name="LastShares" required="N"/>
983 <field name="LastPx" required="N"/>
984 <field name="LastSpotRate" required="N"/>
985 <field name="LastForwardPoints" required="N"/>
986 <field name="LastMkt" required="N"/>
987 <field name="TradingSessionID" required="N"/>
988 <field name="LastCapacity" required="N"/>
989 <field name="LeavesQty" required="Y"/>
990 <field name="CumQty" required="Y"/>
991 <field name="AvgPx" required="Y"/>
992 <field name="DayOrderQty" required="N"/>
993 <field name="DayCumQty" required="N"/>
994 <field name="DayAvgPx" required="N"/>
995 <field name="GTBookingInst" required="N"/>
996 <field name="TradeDate" required="N"/>
997 <field name="TransactTime" required="N"/>
998 <field name="ReportToExch" required="N"/>
999 <field name="Commission" required="N"/>
1000 <field name="CommType" required="N"/>
1001 <field name="GrossTradeAmt" required="N"/>
1002 <field name="SettlCurrAmt" required="N"/>
1003 <field name="SettlCurrency" required="N"/>
1004 <field name="SettlCurrFxRate" required="N"/>
1005 <field name="SettlCurrFxRateCalc" required="N"/>
1006 <field name="HandlInst" required="N"/>
1007 <field name="MinQty" required="N"/>
1008 <field name="MaxFloor" required="N"/>
1009 <field name="OpenClose" required="N"/>
1010 <field name="MaxShow" required="N"/>
1011 <field name="Text" required="N"/>
1012 <field name="EncodedTextLen" required="N"/>
1013 <field name="EncodedText" required="N"/>
1014 <field name="FutSettDate2" required="N"/>
1015 <field name="OrderQty2" required="N"/>
1016 <field name="ClearingFirm" required="N"/>
1017 <field name="ClearingAccount" required="N"/>
1018 <field name="MultiLegReportingType" required="N"/>
1019 </message>
1020 <message name="DontKnowTrade" msgtype="Q" msgcat="app">
1021 <field name="OrderID" required="Y"/>
1022 <field name="ExecID" required="Y"/>
1023 <field name="DKReason" required="Y"/>
1024 <field name="Symbol" required="Y"/>
1025 <field name="SymbolSfx" required="N"/>
1026 <field name="SecurityID" required="N"/>
1027 <field name="IDSource" required="N"/>
1028 <field name="SecurityType" required="N"/>
1029 <field name="MaturityMonthYear" required="N"/>
1030 <field name="MaturityDay" required="N"/>
1031 <field name="PutOrCall" required="N"/>
1032 <field name="StrikePrice" required="N"/>
1033 <field name="OptAttribute" required="N"/>
1034 <field name="ContractMultiplier" required="N"/>
1035 <field name="CouponRate" required="N"/>
1036 <field name="SecurityExchange" required="N"/>
1037 <field name="Issuer" required="N"/>
1038 <field name="EncodedIssuerLen" required="N"/>
1039 <field name="EncodedIssuer" required="N"/>
1040 <field name="SecurityDesc" required="N"/>
1041 <field name="EncodedSecurityDescLen" required="N"/>
1042 <field name="EncodedSecurityDesc" required="N"/>
1043 <field name="Side" required="Y"/>
1044 <field name="OrderQty" required="N"/>
1045 <field name="CashOrderQty" required="N"/>
1046 <field name="LastShares" required="N"/>
1047 <field name="LastPx" required="N"/>
1048 <field name="Text" required="N"/>
1049 <field name="EncodedTextLen" required="N"/>
1050 <field name="EncodedText" required="N"/>
1051 </message>
1052 <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
1053 <field name="OrderID" required="N"/>
1054 <field name="ClientID" required="N"/>
1055 <field name="ExecBroker" required="N"/>
1056 <field name="OrigClOrdID" required="Y"/>
1057 <field name="ClOrdID" required="Y"/>
1058 <field name="ListID" required="N"/>
1059 <field name="Account" required="N"/>
1060 <group name="NoAllocs" required="N">
1061 <field name="AllocAccount" required="N"/>
1062 <field name="AllocShares" required="N"/>
1063 </group>
1064 <field name="SettlmntTyp" required="N"/>
1065 <field name="FutSettDate" required="N"/>
1066 <field name="HandlInst" required="Y"/>
1067 <field name="ExecInst" required="N"/>
1068 <field name="MinQty" required="N"/>
1069 <field name="MaxFloor" required="N"/>
1070 <field name="ExDestination" required="N"/>
1071 <group name="NoTradingSessions" required="N">
1072 <field name="TradingSessionID" required="N"/>
1073 </group>
1074 <field name="Symbol" required="Y"/>
1075 <field name="SymbolSfx" required="N"/>
1076 <field name="SecurityID" required="N"/>
1077 <field name="IDSource" required="N"/>
1078 <field name="SecurityType" required="N"/>
1079 <field name="MaturityMonthYear" required="N"/>
1080 <field name="MaturityDay" required="N"/>
1081 <field name="PutOrCall" required="N"/>
1082 <field name="StrikePrice" required="N"/>
1083 <field name="OptAttribute" required="N"/>
1084 <field name="ContractMultiplier" required="N"/>
1085 <field name="CouponRate" required="N"/>
1086 <field name="SecurityExchange" required="N"/>
1087 <field name="Issuer" required="N"/>
1088 <field name="EncodedIssuerLen" required="N"/>
1089 <field name="EncodedIssuer" required="N"/>
1090 <field name="SecurityDesc" required="N"/>
1091 <field name="EncodedSecurityDescLen" required="N"/>
1092 <field name="EncodedSecurityDesc" required="N"/>
1093 <field name="Side" required="Y"/>
1094 <field name="TransactTime" required="Y"/>
1095 <field name="OrderQty" required="N"/>
1096 <field name="CashOrderQty" required="N"/>
1097 <field name="OrdType" required="Y"/>
1098 <field name="Price" required="N"/>
1099 <field name="StopPx" required="N"/>
1100 <field name="PegDifference" required="N"/>
1101 <field name="DiscretionInst" required="N"/>
1102 <field name="DiscretionOffset" required="N"/>
1103 <field name="ComplianceID" required="N"/>
1104 <field name="SolicitedFlag" required="N"/>
1105 <field name="Currency" required="N"/>
1106 <field name="TimeInForce" required="N"/>
1107 <field name="EffectiveTime" required="N"/>
1108 <field name="ExpireDate" required="N"/>
1109 <field name="ExpireTime" required="N"/>
1110 <field name="GTBookingInst" required="N"/>
1111 <field name="Commission" required="N"/>
1112 <field name="CommType" required="N"/>
1113 <field name="Rule80A" required="N"/>
1114 <field name="ForexReq" required="N"/>
1115 <field name="SettlCurrency" required="N"/>
1116 <field name="Text" required="N"/>
1117 <field name="EncodedTextLen" required="N"/>
1118 <field name="EncodedText" required="N"/>
1119 <field name="FutSettDate2" required="N"/>
1120 <field name="OrderQty2" required="N"/>
1121 <field name="OpenClose" required="N"/>
1122 <field name="CoveredOrUncovered" required="N"/>
1123 <field name="CustomerOrFirm" required="N"/>
1124 <field name="MaxShow" required="N"/>
1125 <field name="LocateReqd" required="N"/>
1126 <field name="ClearingFirm" required="N"/>
1127 <field name="ClearingAccount" required="N"/>
1128 </message>
1129 <message name="OrderCancelRequest" msgtype="F" msgcat="app">
1130 <field name="OrigClOrdID" required="Y"/>
1131 <field name="OrderID" required="N"/>
1132 <field name="ClOrdID" required="Y"/>
1133 <field name="ListID" required="N"/>
1134 <field name="Account" required="N"/>
1135 <field name="ClientID" required="N"/>
1136 <field name="ExecBroker" required="N"/>
1137 <field name="Symbol" required="Y"/>
1138 <field name="SymbolSfx" required="N"/>
1139 <field name="SecurityID" required="N"/>
1140 <field name="IDSource" required="N"/>
1141 <field name="SecurityType" required="N"/>
1142 <field name="MaturityMonthYear" required="N"/>
1143 <field name="MaturityDay" required="N"/>
1144 <field name="PutOrCall" required="N"/>
1145 <field name="StrikePrice" required="N"/>
1146 <field name="OptAttribute" required="N"/>
1147 <field name="ContractMultiplier" required="N"/>
1148 <field name="CouponRate" required="N"/>
1149 <field name="SecurityExchange" required="N"/>
1150 <field name="Issuer" required="N"/>
1151 <field name="EncodedIssuerLen" required="N"/>
1152 <field name="EncodedIssuer" required="N"/>
1153 <field name="SecurityDesc" required="N"/>
1154 <field name="EncodedSecurityDescLen" required="N"/>
1155 <field name="EncodedSecurityDesc" required="N"/>
1156 <field name="Side" required="Y"/>
1157 <field name="TransactTime" required="Y"/>
1158 <field name="OrderQty" required="N"/>
1159 <field name="CashOrderQty" required="N"/>
1160 <field name="ComplianceID" required="N"/>
1161 <field name="SolicitedFlag" required="N"/>
1162 <field name="Text" required="N"/>
1163 <field name="EncodedTextLen" required="N"/>
1164 <field name="EncodedText" required="N"/>
1165 </message>
1166 <message name="OrderCancelReject" msgtype="9" msgcat="app">
1167 <field name="OrderID" required="Y"/>
1168 <field name="SecondaryOrderID" required="N"/>
1169 <field name="ClOrdID" required="Y"/>
1170 <field name="OrigClOrdID" required="Y"/>
1171 <field name="OrdStatus" required="Y"/>
1172 <field name="ClientID" required="N"/>
1173 <field name="ExecBroker" required="N"/>
1174 <field name="ListID" required="N"/>
1175 <field name="Account" required="N"/>
1176 <field name="TransactTime" required="N"/>
1177 <field name="CxlRejResponseTo" required="Y"/>
1178 <field name="CxlRejReason" required="N"/>
1179 <field name="Text" required="N"/>
1180 <field name="EncodedTextLen" required="N"/>
1181 <field name="EncodedText" required="N"/>
1182 </message>
1183 <message name="OrderStatusRequest" msgtype="H" msgcat="app">
1184 <field name="OrderID" required="N"/>
1185 <field name="ClOrdID" required="Y"/>
1186 <field name="ClientID" required="N"/>
1187 <field name="Account" required="N"/>
1188 <field name="ExecBroker" required="N"/>
1189 <field name="Symbol" required="Y"/>
1190 <field name="SymbolSfx" required="N"/>
1191 <field name="SecurityID" required="N"/>
1192 <field name="IDSource" required="N"/>
1193 <field name="SecurityType" required="N"/>
1194 <field name="MaturityMonthYear" required="N"/>
1195 <field name="MaturityDay" required="N"/>
1196 <field name="PutOrCall" required="N"/>
1197 <field name="StrikePrice" required="N"/>
1198 <field name="OptAttribute" required="N"/>
1199 <field name="ContractMultiplier" required="N"/>
1200 <field name="CouponRate" required="N"/>
1201 <field name="SecurityExchange" required="N"/>
1202 <field name="Issuer" required="N"/>
1203 <field name="EncodedIssuerLen" required="N"/>
1204 <field name="EncodedIssuer" required="N"/>
1205 <field name="SecurityDesc" required="N"/>
1206 <field name="EncodedSecurityDescLen" required="N"/>
1207 <field name="EncodedSecurityDesc" required="N"/>
1208 <field name="Side" required="Y"/>
1209 </message>
1210 <message name="Allocation" msgtype="J" msgcat="app">
1211 <field name="AllocID" required="Y"/>
1212 <field name="AllocTransType" required="Y"/>
1213 <field name="RefAllocID" required="N"/>
1214 <field name="AllocLinkID" required="N"/>
1215 <field name="AllocLinkType" required="N"/>
1216 <group name="NoOrders" required="Y">
1217 <field name="ClOrdID" required="Y"/>
1218 <field name="OrderID" required="N"/>
1219 <field name="SecondaryOrderID" required="N"/>
1220 <field name="ListID" required="N"/>
1221 <field name="WaveNo" required="N"/>
1222 </group>
1223 <group name="NoExecs" required="N">
1224 <field name="LastShares" required="N"/>
1225 <field name="ExecID" required="N"/>
1226 <field name="LastPx" required="N"/>
1227 <field name="LastCapacity" required="N"/>
1228 </group>
1229 <field name="Side" required="Y"/>
1230 <field name="Symbol" required="Y"/>
1231 <field name="SymbolSfx" required="N"/>
1232 <field name="SecurityID" required="N"/>
1233 <field name="IDSource" required="N"/>
1234 <field name="SecurityType" required="N"/>
1235 <field name="MaturityMonthYear" required="N"/>
1236 <field name="MaturityDay" required="N"/>
1237 <field name="PutOrCall" required="N"/>
1238 <field name="StrikePrice" required="N"/>
1239 <field name="OptAttribute" required="N"/>
1240 <field name="ContractMultiplier" required="N"/>
1241 <field name="CouponRate" required="N"/>
1242 <field name="SecurityExchange" required="N"/>
1243 <field name="Issuer" required="N"/>
1244 <field name="EncodedIssuerLen" required="N"/>
1245 <field name="EncodedIssuer" required="N"/>
1246 <field name="SecurityDesc" required="N"/>
1247 <field name="EncodedSecurityDescLen" required="N"/>
1248 <field name="EncodedSecurityDesc" required="N"/>
1249 <field name="Shares" required="Y"/>
1250 <field name="LastMkt" required="N"/>
1251 <field name="TradingSessionID" required="N"/>
1252 <field name="AvgPx" required="Y"/>
1253 <field name="Currency" required="N"/>
1254 <field name="AvgPrxPrecision" required="N"/>
1255 <field name="TradeDate" required="Y"/>
1256 <field name="TransactTime" required="N"/>
1257 <field name="SettlmntTyp" required="N"/>
1258 <field name="FutSettDate" required="N"/>
1259 <field name="GrossTradeAmt" required="N"/>
1260 <field name="NetMoney" required="N"/>
1261 <field name="OpenClose" required="N"/>
1262 <field name="Text" required="N"/>
1263 <field name="EncodedTextLen" required="N"/>
1264 <field name="EncodedText" required="N"/>
1265 <field name="NumDaysInterest" required="N"/>
1266 <field name="AccruedInterestRate" required="N"/>
1267 <group name="NoAllocs" required="Y">
1268 <field name="AllocAccount" required="Y"/>
1269 <field name="AllocPrice" required="N"/>
1270 <field name="AllocShares" required="Y"/>
1271 <field name="ProcessCode" required="N"/>
1272 <field name="BrokerOfCredit" required="N"/>
1273 <field name="NotifyBrokerOfCredit" required="N"/>
1274 <field name="AllocHandlInst" required="N"/>
1275 <field name="AllocText" required="N"/>
1276 <field name="EncodedAllocTextLen" required="N"/>
1277 <field name="EncodedAllocText" required="N"/>
1278 <field name="ExecBroker" required="N"/>
1279 <field name="ClientID" required="N"/>
1280 <field name="Commission" required="N"/>
1281 <field name="CommType" required="N"/>
1282 <field name="AllocAvgPx" required="N"/>
1283 <field name="AllocNetMoney" required="N"/>
1284 <field name="SettlCurrAmt" required="N"/>
1285 <field name="SettlCurrency" required="N"/>
1286 <field name="SettlCurrFxRate" required="N"/>
1287 <field name="SettlCurrFxRateCalc" required="N"/>
1288 <field name="AccruedInterestAmt" required="N"/>
1289 <field name="SettlInstMode" required="N"/>
1290 <group name="NoMiscFees" required="N">
1291 <field name="MiscFeeAmt" required="N"/>
1292 <field name="MiscFeeCurr" required="N"/>
1293 <field name="MiscFeeType" required="N"/>
1294 </group>
1295 </group>
1296 </message>
1297 <message name="AllocationACK" msgtype="P" msgcat="app">
1298 <field name="ClientID" required="N"/>
1299 <field name="ExecBroker" required="N"/>
1300 <field name="AllocID" required="Y"/>
1301 <field name="TradeDate" required="Y"/>
1302 <field name="TransactTime" required="N"/>
1303 <field name="AllocStatus" required="Y"/>
1304 <field name="AllocRejCode" required="N"/>
1305 <field name="Text" required="N"/>
1306 <field name="EncodedTextLen" required="N"/>
1307 <field name="EncodedText" required="N"/>
1308 </message>
1309 <message name="SettlementInstructions" msgtype="T" msgcat="app">
1310 <field name="SettlInstID" required="Y"/>
1311 <field name="SettlInstTransType" required="Y"/>
1312 <field name="SettlInstRefID" required="Y"/>
1313 <field name="SettlInstMode" required="Y"/>
1314 <field name="SettlInstSource" required="Y"/>
1315 <field name="AllocAccount" required="Y"/>
1316 <field name="SettlLocation" required="N"/>
1317 <field name="TradeDate" required="N"/>
1318 <field name="AllocID" required="N"/>
1319 <field name="LastMkt" required="N"/>
1320 <field name="TradingSessionID" required="N"/>
1321 <field name="Side" required="N"/>
1322 <field name="SecurityType" required="N"/>
1323 <field name="EffectiveTime" required="N"/>
1324 <field name="TransactTime" required="Y"/>
1325 <field name="ClientID" required="N"/>
1326 <field name="ExecBroker" required="N"/>
1327 <field name="StandInstDbType" required="N"/>
1328 <field name="StandInstDbName" required="N"/>
1329 <field name="StandInstDbID" required="N"/>
1330 <field name="SettlDeliveryType" required="N"/>
1331 <field name="SettlDepositoryCode" required="N"/>
1332 <field name="SettlBrkrCode" required="N"/>
1333 <field name="SettlInstCode" required="N"/>
1334 <field name="SecuritySettlAgentName" required="N"/>
1335 <field name="SecuritySettlAgentCode" required="N"/>
1336 <field name="SecuritySettlAgentAcctNum" required="N"/>
1337 <field name="SecuritySettlAgentAcctName" required="N"/>
1338 <field name="SecuritySettlAgentContactName" required="N"/>
1339 <field name="SecuritySettlAgentContactPhone" required="N"/>
1340 <field name="CashSettlAgentName" required="N"/>
1341 <field name="CashSettlAgentCode" required="N"/>
1342 <field name="CashSettlAgentAcctNum" required="N"/>
1343 <field name="CashSettlAgentAcctName" required="N"/>
1344 <field name="CashSettlAgentContactName" required="N"/>
1345 <field name="CashSettlAgentContactPhone" required="N"/>
1346 </message>
1347 <message name="BidRequest" msgtype="k" msgcat="app">
1348 <field name="BidID" required="N" />
1349 <field name="ClientBidID" required="Y" />
1350 <field name="BidRequestTransType" required="Y" />
1351 <field name="ListName" required="N" />
1352 <field name="TotalNumSecurities" required="Y" />
1353 <field name="BidType" required="Y" />
1354 <field name="NumTickets" required="N" />
1355 <field name="Currency" required="N" />
1356 <field name="SideValue1" required="N" />
1357 <field name="SideValue2" required="N" />
1358 <group name="NoBidDescriptors" required="N">
1359 <field name="BidDescriptorType" required="N" />
1360 <field name="BidDescriptor" required="N" />
1361 <field name="SideValueInd" required="N" />
1362 <field name="LiquidityValue" required="N" />
1363 <field name="LiquidityNumSecurities" required="N" />
1364 <field name="LiquidityPctLow" required="N" />
1365 <field name="LiquidityPctHigh" required="N" />
1366 <field name="EFPTrackingError" required="N" />
1367 <field name="FairValue" required="N" />
1368 <field name="OutsideIndexPct" required="N" />
1369 <field name="ValueOfFutures" required="N" />
1370 </group>
1371 <group name="NoBidComponents" required="N">
1372 <field name="ListID" required="N" />
1373 <field name="Side" required="N" />
1374 <field name="TradingSessionID" required="N" />
1375 <field name="NetGrossInd" required="N" />
1376 <field name="SettlmntTyp" required="N" />
1377 <field name="FutSettDate" required="N" />
1378 <field name="Account" required="N" />
1379 </group>
1380 <field name="LiquidityIndType" required="N" />
1381 <field name="WtAverageLiquidity" required="N" />
1382 <field name="ExchangeForPhysical" required="N" />
1383 <field name="OutMainCntryUIndex" required="N" />
1384 <field name="CrossPercent" required="N" />
1385 <field name="ProgRptReqs" required="N" />
1386 <field name="ProgPeriodInterval" required="N" />
1387 <field name="IncTaxInd" required="N" />
1388 <field name="ForexReq" required="N" />
1389 <field name="NumBidders" required="N" />
1390 <field name="TradeDate" required="N" />
1391 <field name="TradeType" required="Y" />
1392 <field name="BasisPxType" required="Y" />
1393 <field name="StrikeTime" required="N" />
1394 <field name="Text" required="N" />
1395 <field name="EncodedTextLen" required="N" />
1396 <field name="EncodedText" required="N" />
1397 </message>
1398 <message name="BidResponse" msgtype="l" msgcat="app">
1399 <field name="BidID" required="N" />
1400 <field name="ClientBidID" required="N" />
1401 <group name="NoBidComponents" required="Y">
1402 <field name="Commission" required="Y" />
1403 <field name="CommType" required="Y" />
1404 <field name="ListID" required="N" />
1405 <field name="Country" required="N" />
1406 <field name="Side" required="N" />
1407 <field name="Price" required="N" />
1408 <field name="PriceType" required="N" />
1409 <field name="FairValue" required="N" />
1410 <field name="NetGrossInd" required="N" />
1411 <field name="SettlmntTyp" required="N" />
1412 <field name="FutSettDate" required="N" />
1413 <field name="TradingSessionID" required="N" />
1414 <field name="Text" required="N" />
1415 <field name="EncodedTextLen" required="N" />
1416 <field name="EncodedText" required="N" />
1417 </group>
1418 </message>
1419 <message name="NewOrderList" msgtype="E" msgcat="app">
1420 <field name="ListID" required="Y"/>
1421 <field name="BidID" required="N"/>
1422 <field name="ClientBidID" required="N"/>
1423 <field name="ProgRptReqs" required="N"/>
1424 <field name="BidType" required="Y"/>
1425 <field name="ProgPeriodInterval" required="N"/>
1426 <field name="ListExecInstType" required="N"/>
1427 <field name="ListExecInst" required="N"/>
1428 <field name="EncodedListExecInstLen" required="N"/>
1429 <field name="EncodedListExecInst" required="N"/>
1430 <field name="TotNoOrders" required="Y"/>
1431 <group name="NoOrders" required="Y">
1432 <field name="ClOrdID" required="Y"/>
1433 <field name="ListSeqNo" required="Y"/>
1434 <field name="SettlInstMode" required="N"/>
1435 <field name="ClientID" required="N"/>
1436 <field name="ExecBroker" required="N"/>
1437 <field name="Account" required="N"/>
1438 <group name="NoAllocs" required="N">
1439 <field name="AllocAccount" required="N"/>
1440 <field name="AllocShares" required="N"/>
1441 </group>
1442 <field name="SettlmntTyp" required="N"/>
1443 <field name="FutSettDate" required="N"/>
1444 <field name="HandlInst" required="N"/>
1445 <field name="ExecInst" required="N"/>
1446 <field name="MinQty" required="N"/>
1447 <field name="MaxFloor" required="N"/>
1448 <field name="ExDestination" required="N"/>
1449 <group name="NoTradingSessions" required="N">
1450 <field name="TradingSessionID" required="N"/>
1451 </group>
1452 <field name="ProcessCode" required="N"/>
1453 <field name="Symbol" required="Y"/>
1454 <field name="SymbolSfx" required="N"/>
1455 <field name="SecurityID" required="N"/>
1456 <field name="IDSource" required="N"/>
1457 <field name="SecurityType" required="N"/>
1458 <field name="MaturityMonthYear" required="N"/>
1459 <field name="MaturityDay" required="N"/>
1460 <field name="PutOrCall" required="N"/>
1461 <field name="StrikePrice" required="N"/>
1462 <field name="OptAttribute" required="N"/>
1463 <field name="ContractMultiplier" required="N"/>
1464 <field name="CouponRate" required="N"/>
1465 <field name="SecurityExchange" required="N"/>
1466 <field name="Issuer" required="N"/>
1467 <field name="EncodedIssuerLen" required="N"/>
1468 <field name="EncodedIssuer" required="N"/>
1469 <field name="SecurityDesc" required="N"/>
1470 <field name="EncodedSecurityDescLen" required="N"/>
1471 <field name="EncodedSecurityDesc" required="N"/>
1472 <field name="PrevClosePx" required="N"/>
1473 <field name="Side" required="Y"/>
1474 <field name="SideValueInd" required="N"/>
1475 <field name="LocateReqd" required="N"/>
1476 <field name="TransactTime" required="N"/>
1477 <field name="OrderQty" required="N"/>
1478 <field name="CashOrderQty" required="N"/>
1479 <field name="OrdType" required="N"/>
1480 <field name="Price" required="N"/>
1481 <field name="StopPx" required="N"/>
1482 <field name="Currency" required="N"/>
1483 <field name="ComplianceID" required="N"/>
1484 <field name="SolicitedFlag" required="N"/>
1485 <field name="IOIid" required="N"/>
1486 <field name="QuoteID" required="N"/>
1487 <field name="TimeInForce" required="N"/>
1488 <field name="EffectiveTime" required="N"/>
1489 <field name="ExpireDate" required="N"/>
1490 <field name="ExpireTime" required="N"/>
1491 <field name="GTBookingInst" required="N"/>
1492 <field name="Commission" required="N"/>
1493 <field name="CommType" required="N"/>
1494 <field name="Rule80A" required="N"/>
1495 <field name="ForexReq" required="N"/>
1496 <field name="SettlCurrency" required="N"/>
1497 <field name="Text" required="N"/>
1498 <field name="EncodedTextLen" required="N"/>
1499 <field name="EncodedText" required="N"/>
1500 <field name="FutSettDate2" required="N"/>
1501 <field name="OrderQty2" required="N"/>
1502 <field name="OpenClose" required="N"/>
1503 <field name="CoveredOrUncovered" required="N"/>
1504 <field name="CustomerOrFirm" required="N"/>
1505 <field name="MaxShow" required="N"/>
1506 <field name="PegDifference" required="N"/>
1507 <field name="DiscretionInst" required="N"/>
1508 <field name="DiscretionOffset" required="N"/>
1509 <field name="ClearingFirm" required="N"/>
1510 <field name="ClearingAccount" required="N"/>
1511 </group>
1512 </message>
1513 <message name="ListStrikePrice" msgtype="m" msgcat="app">
1514 <field name="ListID" required="Y" />
1515 <field name="TotNoStrikes" required="Y" />
1516 <group name="NoStrikes" required="Y">
1517 <field name="Symbol" required="Y" />
1518 <field name="SymbolSfx" required="N" />
1519 <field name="SecurityID" required="N" />
1520 <field name="IDSource" required="N" />
1521 <field name="SecurityType" required="N" />
1522 <field name="MaturityMonthYear" required="N" />
1523 <field name="MaturityDay" required="N" />
1524 <field name="PutOrCall" required="N" />
1525 <field name="StrikePrice" required="N" />
1526 <field name="OptAttribute" required="N" />
1527 <field name="ContractMultiplier" required="N" />
1528 <field name="CouponRate" required="N" />
1529 <field name="SecurityExchange" required="N" />
1530 <field name="Issuer" required="N" />
1531 <field name="EncodedIssuerLen" required="N" />
1532 <field name="EncodedIssuer" required="N" />
1533 <field name="SecurityDesc" required="N" />
1534 <field name="EncodedSecurityDescLen" required="N" />
1535 <field name="EncodedSecurityDesc" required="N" />
1536 <field name="PrevClosePx" required="N" />
1537 <field name="ClOrdID" required="N" />
1538 <field name="Side" required="N" />
1539 <field name="Price" required="Y" />
1540 <field name="Currency" required="N" />
1541 <field name="Text" required="N" />
1542 <field name="EncodedTextLen" required="N" />
1543 <field name="EncodedText" required="N" />
1544 </group>
1545 </message>
1546 <message name="ListStatus" msgtype="N" msgcat="app">
1547 <field name="ListID" required="Y"/>
1548 <field name="ListStatusType" required="Y"/>
1549 <field name="NoRpts" required="Y"/>
1550 <field name="ListOrderStatus" required="Y"/>
1551 <field name="RptSeq" required="Y"/>
1552 <field name="ListStatusText" required="N"/>
1553 <field name="EncodedListStatusTextLen" required="N"/>
1554 <field name="EncodedListStatusText" required="N"/>
1555 <field name="TransactTime" required="N"/>
1556 <field name="TotNoOrders" required="Y"/>
1557 <group name="NoOrders" required="Y">
1558 <field name="ClOrdID" required="Y"/>
1559 <field name="CumQty" required="Y"/>
1560 <field name="OrdStatus" required="Y"/>
1561 <field name="LeavesQty" required="Y"/>
1562 <field name="CxlQty" required="Y"/>
1563 <field name="AvgPx" required="Y"/>
1564 <field name="OrdRejReason" required="N"/>
1565 <field name="Text" required="N"/>
1566 <field name="EncodedTextLen" required="N"/>
1567 <field name="EncodedText" required="N"/>
1568 </group>
1569 </message>
1570 <message name="ListExecute" msgtype="L" msgcat="app">
1571 <field name="ListID" required="Y"/>
1572 <field name="ClientBidID" required="N"/>
1573 <field name="BidID" required="N"/>
1574 <field name="TransactTime" required="Y"/>
1575 <field name="Text" required="N"/>
1576 <field name="EncodedTextLen" required="N"/>
1577 <field name="EncodedText" required="N"/>
1578 </message>
1579 <message name="ListCancelRequest" msgtype="K" msgcat="app">
1580 <field name="ListID" required="Y"/>
1581 <field name="TransactTime" required="Y"/>
1582 <field name="Text" required="N"/>
1583 <field name="EncodedTextLen" required="N"/>
1584 <field name="EncodedText" required="N"/>
1585 </message>
1586 <message name="ListStatusRequest" msgtype="M" msgcat="app">
1587 <field name="ListID" required="Y"/>
1588 <field name="Text" required="N"/>
1589 <field name="EncodedTextLen" required="N"/>
1590 <field name="EncodedText" required="N"/>
1591 </message>
1592 <message name="BusinessMessageReject" msgtype="j" msgcat="app">
1593 <field name="RefSeqNum" required="N"/>
1594 <field name="RefMsgType" required="Y"/>
1595 <field name="BusinessRejectRefID" required="N"/>
1596 <field name="BusinessRejectReason" required="Y"/>
1597 <field name="Text" required="N"/>
1598 <field name="EncodedTextLen" required="N"/>
1599 <field name="EncodedText" required="N"/>
1600 </message>
1601 </messages>
1602 <fields>
1603 <field number="1" name="Account" type="STRING"/>
1604 <field number="2" name="AdvId" type="STRING"/>
1605 <field number="3" name="AdvRefID" type="STRING"/>
1606 <field number="4" name="AdvSide" type="CHAR">
1607 <value enum="B" description="BUY"/>
1608 <value enum="S" description="SELL"/>
1609 <value enum="X" description="CROSS"/>
1610 <value enum="T" description="TRADE"/>
1611 </field>
1612 <field number="5" name="AdvTransType" type="STRING">
1613 <value enum="N" description="NEW"/>
1614 <value enum="C" description="CANCEL"/>
1615 <value enum="R" description="REPLACE"/>
1616 </field>
1617 <field number="6" name="AvgPx" type="PRICE"/>
1618 <field number="7" name="BeginSeqNo" type="INT"/>
1619 <field number="8" name="BeginString" type="STRING"/>
1620 <field number="9" name="BodyLength" type="INT"/>
1621 <field number="10" name="CheckSum" type="STRING"/>
1622 <field number="11" name="ClOrdID" type="STRING"/>
1623 <field number="12" name="Commission" type="AMT"/>
1624 <field number="13" name="CommType" type="CHAR">
1625 <value enum="1" description="PER_SHARE"/>
1626 <value enum="2" description="PERCENTAGE"/>
1627 <value enum="3" description="ABSOLUTE"/>
1628 </field>
1629 <field number="14" name="CumQty" type="QTY"/>
1630 <field number="15" name="Currency" type="CURRENCY"/>
1631 <field number="16" name="EndSeqNo" type="INT"/>
1632 <field number="17" name="ExecID" type="STRING"/>
1633 <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
1634 <value enum="1" description="NOT_HELD"/>
1635 <value enum="2" description="WORK"/>
1636 <value enum="3" description="GO_ALONG"/>
1637 <value enum="4" description="OVER_THE_DAY"/>
1638 <value enum="5" description="HELD"/>
1639 <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
1640 <value enum="7" description="STRICT_SCALE"/>
1641 <value enum="8" description="TRY_TO_SCALE"/>
1642 <value enum="9" description="STAY_ON_BIDSIDE"/>
1643 <value enum="0" description="STAY_ON_OFFERSIDE"/>
1644 <value enum="A" description="NO_CROSS"/>
1645 <value enum="B" description="OK_TO_CROSS"/>
1646 <value enum="C" description="CALL_FIRST"/>
1647 <value enum="D" description="PERCENT_OF_VOLUME"/>
1648 <value enum="E" description="DO_NOT_INCREASE_DNI"/>
1649 <value enum="F" description="DO_NOT_REDUCE_DNR"/>
1650 <value enum="G" description="ALL_OR_NONE_AON"/>
1651 <value enum="I" description="INSTITUTIONS_ONLY"/>
1652 <value enum="L" description="LAST_PEG"/>
1653 <value enum="M" description="MIDPRICE_PEG"/>
1654 <value enum="N" description="NONNEGOTIABLE"/>
1655 <value enum="O" description="OPENING_PEG"/>
1656 <value enum="P" description="MARKET_PEG"/>
1657 <value enum="R" description="PRIMARY_PEG"/>
1658 <value enum="S" description="SUSPEND"/>
1659 <value enum="T" description="FIXED_PEG"/>
1660 <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
1661 <value enum="V" description="NETTING"/>
1662 <value enum="W" description="PEG_TO_VWAP"/>
1663 </field>
1664 <field number="19" name="ExecRefID" type="STRING"/>
1665 <field number="20" name="ExecTransType" type="CHAR">
1666 <value enum="0" description="NEW"/>
1667 <value enum="1" description="CANCEL"/>
1668 <value enum="2" description="CORRECT"/>
1669 <value enum="3" description="STATUS"/>
1670 </field>
1671 <field number="21" name="HandlInst" type="CHAR">
1672 <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
1673 <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
1674 <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
1675 </field>
1676 <field number="22" name="IDSource" type="STRING">
1677 <value enum="1" description="CUSIP"/>
1678 <value enum="2" description="SEDOL"/>
1679 <value enum="3" description="QUIK"/>
1680 <value enum="4" description="ISIN_NUMBER"/>
1681 <value enum="5" description="RIC_CODE"/>
1682 <value enum="6" description="ISO_CURRENCY_CODE"/>
1683 <value enum="7" description="ISO_COUNTRY_CODE"/>
1684 <value enum="8" description="EXCHANGE_SYMBOL"/>
1685 <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/>
1686 </field>
1687 <field number="23" name="IOIid" type="STRING"/>
1688 <field number="24" name="IOIOthSvc" type="CHAR"/>
1689 <field number="25" name="IOIQltyInd" type="CHAR">
1690 <value enum="L" description="LOW"/>
1691 <value enum="M" description="MEDIUM"/>
1692 <value enum="H" description="HIGH"/>
1693 </field>
1694 <field number="26" name="IOIRefID" type="STRING"/>
1695 <field number="27" name="IOIShares" type="STRING"/>
1696 <field number="28" name="IOITransType" type="CHAR">
1697 <value enum="N" description="NEW"/>
1698 <value enum="C" description="CANCEL"/>
1699 <value enum="R" description="REPLACE"/>
1700 </field>
1701 <field number="29" name="LastCapacity" type="CHAR">
1702 <value enum="1" description="AGENT"/>
1703 <value enum="2" description="CROSS_AS_AGENT"/>
1704 <value enum="3" description="CROSS_AS_PRINCIPAL"/>
1705 <value enum="4" description="PRINCIPAL"/>
1706 </field>
1707 <field number="30" name="LastMkt" type="EXCHANGE"/>
1708 <field number="31" name="LastPx" type="PRICE"/>
1709 <field number="32" name="LastShares" type="QTY"/>
1710 <field number="33" name="LinesOfText" type="INT"/>
1711 <field number="34" name="MsgSeqNum" type="INT"/>
1712 <field number="35" name="MsgType" type="STRING"/>
1713 <field number="36" name="NewSeqNo" type="INT"/>
1714 <field number="37" name="OrderID" type="STRING"/>
1715 <field number="38" name="OrderQty" type="QTY"/>
1716 <field number="39" name="OrdStatus" type="CHAR">
1717 <value enum="0" description="NEW"/>
1718 <value enum="1" description="PARTIALLY_FILLED"/>
1719 <value enum="2" description="FILLED"/>
1720 <value enum="3" description="DONE_FOR_DAY"/>
1721 <value enum="4" description="CANCELED"/>
1722 <value enum="5" description="REPLACED"/>
1723 <value enum="6" description="PENDING_CANCEL"/>
1724 <value enum="7" description="STOPPED"/>
1725 <value enum="8" description="REJECTED"/>
1726 <value enum="9" description="SUSPENDED"/>
1727 <value enum="A" description="PENDING_NEW"/>
1728 <value enum="B" description="CALCULATED"/>
1729 <value enum="C" description="EXPIRED"/>
1730 <value enum="D" description="ACCEPTED_FOR_BIDDING"/>
1731 <value enum="E" description="PENDING_REPLACE"/>
1732 </field>
1733 <field number="40" name="OrdType" type="CHAR">
1734 <value enum="1" description="MARKET"/>
1735 <value enum="2" description="LIMIT"/>
1736 <value enum="3" description="STOP"/>
1737 <value enum="4" description="STOP_LIMIT"/>
1738 <value enum="5" description="MARKET_ON_CLOSE"/>
1739 <value enum="6" description="WITH_OR_WITHOUT"/>
1740 <value enum="7" description="LIMIT_OR_BETTER"/>
1741 <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
1742 <value enum="9" description="ON_BASIS"/>
1743 <value enum="A" description="ON_CLOSE"/>
1744 <value enum="B" description="LIMIT_ON_CLOSE"/>
1745 <value enum="C" description="FOREX_MARKET"/>
1746 <value enum="D" description="PREVIOUSLY_QUOTED"/>
1747 <value enum="E" description="PREVIOUSLY_INDICATED"/>
1748 <value enum="F" description="FOREX_LIMIT"/>
1749 <value enum="G" description="FOREX_SWAP"/>
1750 <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
1751 <value enum="I" description="FUNARI"/>
1752 <value enum="P" description="PEGGED"/>
1753 </field>
1754 <field number="41" name="OrigClOrdID" type="STRING"/>
1755 <field number="42" name="OrigTime" type="UTCTIMESTAMP"/>
1756 <field number="43" name="PossDupFlag" type="BOOLEAN">
1757 <value enum="Y" description="POSSIBLE_DUPLICATE"/>
1758 <value enum="N" description="ORIGINAL_TRANSMISSION"/>
1759 </field>
1760 <field number="44" name="Price" type="PRICE"/>
1761 <field number="45" name="RefSeqNum" type="INT"/>
1762 <field number="46" name="RelatdSym" type="STRING"/>
1763 <field number="47" name="Rule80A" type="CHAR">
1764 <value enum="A" description="AGENCY_SINGLE_ORDER"/>
1765 <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
1766 <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
1767 <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
1768 <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
1769 <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
1770 <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
1771 <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
1772 <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
1773 <value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
1774 <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
1775 <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
1776 <value enum="O" description="COMPETING_DEALER_TRADES_O"/>
1777 <value enum="P" description="PRINCIPAL"/>
1778 <value enum="R" description="COMPETING_DEALER_TRADES_R"/>
1779 <value enum="S" description="SPECIALIST_TRADES"/>
1780 <value enum="T" description="COMPETING_DEALER_TRADES_T"/>
1781 <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
1782 <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
1783 <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
1784 <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
1785 <value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
1786 </field>
1787 <field number="48" name="SecurityID" type="STRING"/>
1788 <field number="49" name="SenderCompID" type="STRING"/>
1789 <field number="50" name="SenderSubID" type="STRING"/>
1790 <field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
1791 <field number="53" name="Shares" type="QTY"/>
1792 <field number="54" name="Side" type="CHAR">
1793 <value enum="1" description="BUY"/>
1794 <value enum="2" description="SELL"/>
1795 <value enum="3" description="BUY_MINUS"/>
1796 <value enum="4" description="SELL_PLUS"/>
1797 <value enum="5" description="SELL_SHORT"/>
1798 <value enum="6" description="SELL_SHORT_EXEMPT"/>
1799 <value enum="7" description="D"/>
1800 <value enum="8" description="CROSS"/>
1801 <value enum="9" description="CROSS_SHORT"/>
1802 </field>
1803 <field number="55" name="Symbol" type="STRING"/>
1804 <field number="56" name="TargetCompID" type="STRING"/>
1805 <field number="57" name="TargetSubID" type="STRING"/>
1806 <field number="58" name="Text" type="STRING"/>
1807 <field number="59" name="TimeInForce" type="CHAR">
1808 <value enum="0" description="DAY"/>
1809 <value enum="1" description="GOOD_TILL_CANCEL"/>
1810 <value enum="2" description="AT_THE_OPENING"/>
1811 <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
1812 <value enum="4" description="FILL_OR_KILL"/>
1813 <value enum="5" description="GOOD_TILL_CROSSING"/>
1814 <value enum="6" description="GOOD_TILL_DATE"/>
1815 </field>
1816 <field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
1817 <field number="61" name="Urgency" type="CHAR">
1818 <value enum="0" description="NORMAL"/>
1819 <value enum="1" description="FLASH"/>
1820 <value enum="2" description="BACKGROUND"/>
1821 </field>
1822 <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/>
1823 <field number="63" name="SettlmntTyp" type="CHAR">
1824 <value enum="0" description="REGULAR"/>
1825 <value enum="1" description="CASH"/>
1826 <value enum="2" description="NEXT_DAY"/>
1827 <value enum="3" description="TPLUS2"/>
1828 <value enum="4" description="TPLUS3"/>
1829 <value enum="5" description="TPLUS4"/>
1830 <value enum="6" description="FUTURE"/>
1831 <value enum="7" description="WHEN_ISSUED"/>
1832 <value enum="8" description="SELLERS_OPTION"/>
1833 <value enum="9" description="TPLUS5"/>
1834 </field>
1835 <field number="64" name="FutSettDate" type="LOCALMKTDATE"/>
1836 <field number="65" name="SymbolSfx" type="STRING"/>
1837 <field number="66" name="ListID" type="STRING"/>
1838 <field number="67" name="ListSeqNo" type="INT"/>
1839 <field number="68" name="TotNoOrders" type="INT"/>
1840 <field number="69" name="ListExecInst" type="STRING"/>
1841 <field number="70" name="AllocID" type="STRING"/>
1842 <field number="71" name="AllocTransType" type="CHAR">
1843 <value enum="0" description="NEW"/>
1844 <value enum="1" description="REPLACE"/>
1845 <value enum="2" description="CANCEL"/>
1846 <value enum="3" description="PRELIMINARY"/>
1847 <value enum="4" description="CALCULATED"/>
1848 <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/>
1849 </field>
1850 <field number="72" name="RefAllocID" type="STRING"/>
1851 <field number="73" name="NoOrders" type="INT"/>
1852 <field number="74" name="AvgPrxPrecision" type="INT"/>
1853 <field number="75" name="TradeDate" type="LOCALMKTDATE"/>
1854 <field number="76" name="ExecBroker" type="STRING"/>
1855 <field number="77" name="OpenClose" type="CHAR">
1856 <value enum="O" description="OPEN"/>
1857 <value enum="C" description="CLOSE"/>
1858 </field>
1859 <field number="78" name="NoAllocs" type="INT"/>
1860 <field number="79" name="AllocAccount" type="STRING"/>
1861 <field number="80" name="AllocShares" type="QTY"/>
1862 <field number="81" name="ProcessCode" type="CHAR">
1863 <value enum="0" description="REGULAR"/>
1864 <value enum="1" description="SOFT_DOLLAR"/>
1865 <value enum="2" description="STEPIN"/>
1866 <value enum="3" description="STEPOUT"/>
1867 <value enum="4" description="SOFTDOLLAR_STEPIN"/>
1868 <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
1869 <value enum="6" description="PLAN_SPONSOR"/>
1870 </field>
1871 <field number="82" name="NoRpts" type="INT"/>
1872 <field number="83" name="RptSeq" type="INT"/>
1873 <field number="84" name="CxlQty" type="QTY"/>
1874 <field number="85" name="NoDlvyInst" type="INT"/>
1875 <field number="86" name="DlvyInst" type="STRING"/>
1876 <field number="87" name="AllocStatus" type="INT">
1877 <value enum="0" description="ACCEPTED"/>
1878 <value enum="1" description="REJECTED"/>
1879 <value enum="2" description="PARTIAL_ACCEPT"/>
1880 <value enum="3" description="RECEIVED"/>
1881 </field>
1882 <field number="88" name="AllocRejCode" type="INT">
1883 <value enum="0" description="UNKNOWN_ACCOUNT"/>
1884 <value enum="1" description="INCORRECT_QUANTITY"/>
1885 <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
1886 <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
1887 <value enum="4" description="COMMISSION_DIFFERENCE"/>
1888 <value enum="5" description="UNKNOWN_ORDERID"/>
1889 <value enum="6" description="UNKNOWN_LISTID"/>
1890 <value enum="7" description="OTHER"/>
1891 </field>
1892 <field number="89" name="Signature" type="DATA"/>
1893 <field number="90" name="SecureDataLen" type="INT"/>
1894 <field number="91" name="SecureData" type="DATA"/>
1895 <field number="92" name="BrokerOfCredit" type="STRING"/>
1896 <field number="93" name="SignatureLength" type="INT"/>
1897 <field number="94" name="EmailType" type="CHAR">
1898 <value enum="0" description="NEW"/>
1899 <value enum="1" description="REPLY"/>
1900 <value enum="2" description="ADMIN_REPLY"/>
1901 </field>
1902 <field number="95" name="RawDataLength" type="INT"/>
1903 <field number="96" name="RawData" type="DATA"/>
1904 <field number="97" name="PossResend" type="BOOLEAN"/>
1905 <field number="98" name="EncryptMethod" type="INT">
1906 <value enum="0" description="NONE_OTHER"/>
1907 <value enum="1" description="PKCS"/>
1908 <value enum="2" description="DES"/>
1909 <value enum="3" description="PKCSDES"/>
1910 <value enum="4" description="PGPDES"/>
1911 <value enum="5" description="PGPDESMD5"/>
1912 <value enum="6" description="PEMDESMD5"/>
1913 </field>
1914 <field number="99" name="StopPx" type="PRICE"/>
1915 <field number="100" name="ExDestination" type="EXCHANGE"/>
1916 <field number="102" name="CxlRejReason" type="INT">
1917 <value enum="0" description="TOO_LATE_TO_CANCEL"/>
1918 <value enum="1" description="UNKNOWN_ORDER"/>
1919 <value enum="2" description="BROKER_OPTION"/>
1920 <value enum="3" description="ALREADY_PENDING"/>
1921 </field>
1922 <field number="103" name="OrdRejReason" type="INT">
1923 <value enum="0" description="BROKER_OPTION"/>
1924 <value enum="1" description="UNKNOWN_SYMBOL"/>
1925 <value enum="2" description="EXCHANGE_CLOSED"/>
1926 <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
1927 <value enum="4" description="TOO_LATE_TO_ENTER"/>
1928 <value enum="5" description="UNKNOWN_ORDER"/>
1929 <value enum="6" description="DUPLICATE_ORDER"/>
1930 <value enum="7" description="DUPLICATE_VERBALYES"/>
1931 <value enum="8" description="STALE_ORDER"/>
1932 </field>
1933 <field number="104" name="IOIQualifier" type="CHAR">
1934 <value enum="A" description="ALL_OR_NONE"/>
1935 <value enum="C" description="AT_THE_CLOSE"/>
1936 <value enum="I" description="IN_TOUCH_WITH"/>
1937 <value enum="L" description="LIMIT"/>
1938 <value enum="M" description="MORE_BEHIND"/>
1939 <value enum="O" description="AT_THE_OPEN"/>
1940 <value enum="P" description="TAKING_A_POSITION"/>
1941 <value enum="Q" description="AT_THE_MARKET"/>
1942 <value enum="R" description="READY_TO_TRADE"/>
1943 <value enum="S" description="PORTFOLIO_SHOWN"/>
1944 <value enum="T" description="THROUGH_THE_DAY"/>
1945 <value enum="V" description="VERSUS"/>
1946 <value enum="W" description="INDICATION_WORKING_AWAY"/>
1947 <value enum="X" description="CROSSING_OPPORTUNITY"/>
1948 <value enum="Y" description="AT_THE_MIDPOINT"/>
1949 <value enum="Z" description="PREOPEN"/>
1950 </field>
1951 <field number="105" name="WaveNo" type="STRING"/>
1952 <field number="106" name="Issuer" type="STRING"/>
1953 <field number="107" name="SecurityDesc" type="STRING"/>
1954 <field number="108" name="HeartBtInt" type="INT"/>
1955 <field number="109" name="ClientID" type="STRING"/>
1956 <field number="110" name="MinQty" type="QTY"/>
1957 <field number="111" name="MaxFloor" type="QTY"/>
1958 <field number="112" name="TestReqID" type="STRING"/>
1959 <field number="113" name="ReportToExch" type="BOOLEAN">
1960 <value enum="Y" description="YES"/>
1961 <value enum="N" description="NO"/>
1962 </field>
1963 <field number="114" name="LocateReqd" type="BOOLEAN">
1964 <value enum="Y" description="YES"/>
1965 <value enum="N" description="NO"/>
1966 </field>
1967 <field number="115" name="OnBehalfOfCompID" type="STRING"/>
1968 <field number="116" name="OnBehalfOfSubID" type="STRING"/>
1969 <field number="117" name="QuoteID" type="STRING"/>
1970 <field number="118" name="NetMoney" type="AMT"/>
1971 <field number="119" name="SettlCurrAmt" type="AMT"/>
1972 <field number="120" name="SettlCurrency" type="CURRENCY"/>
1973 <field number="121" name="ForexReq" type="BOOLEAN">
1974 <value enum="Y" description="YES"/>
1975 <value enum="N" description="NO"/>
1976 </field>
1977 <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
1978 <field number="123" name="GapFillFlag" type="BOOLEAN">
1979 <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
1980 <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
1981 </field>
1982 <field number="124" name="NoExecs" type="INT"/>
1983 <field number="125" name="CxlType" type="CHAR"/>
1984 <field number="126" name="ExpireTime" type="UTCTIMESTAMP"/>
1985 <field number="127" name="DKReason" type="CHAR">
1986 <value enum="A" description="UNKNOWN_SYMBOL"/>
1987 <value enum="B" description="WRONG_SIDE"/>
1988 <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
1989 <value enum="D" description="NO_MATCHING_ORDER"/>
1990 <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
1991 <value enum="Z" description="OTHER" />
1992 </field>
1993 <field number="128" name="DeliverToCompID" type="STRING"/>
1994 <field number="129" name="DeliverToSubID" type="STRING"/>
1995 <field number="130" name="IOINaturalFlag" type="BOOLEAN">
1996 <value enum="Y" description="NATURAL"/>
1997 <value enum="N" description="NOT_NATURAL"/>
1998 </field>
1999 <field number="131" name="QuoteReqID" type="STRING"/>
2000 <field number="132" name="BidPx" type="PRICE"/>
2001 <field number="133" name="OfferPx" type="PRICE"/>
2002 <field number="134" name="BidSize" type="QTY"/>
2003 <field number="135" name="OfferSize" type="QTY"/>
2004 <field number="136" name="NoMiscFees" type="INT"/>
2005 <field number="137" name="MiscFeeAmt" type="AMT"/>
2006 <field number="138" name="MiscFeeCurr" type="CURRENCY"/>
2007 <field number="139" name="MiscFeeType" type="CHAR">
2008 <value enum="1" description="REGULATORY"/>
2009 <value enum="2" description="TAX"/>
2010 <value enum="3" description="LOCAL_COMMISSION"/>
2011 <value enum="4" description="EXCHANGE_FEES"/>
2012 <value enum="5" description="STAMP"/>
2013 <value enum="6" description="LEVY"/>
2014 <value enum="7" description="OTHER"/>
2015 <value enum="8" description="MARKUP"/>
2016 <value enum="9" description="CONSUMPTION_TAX"/>
2017 </field>
2018 <field number="140" name="PrevClosePx" type="PRICE"/>
2019 <field number="141" name="ResetSeqNumFlag" type="BOOLEAN">
2020 <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
2021 <value enum="N" description="NO"/>
2022 </field>
2023 <field number="142" name="SenderLocationID" type="STRING"/>
2024 <field number="143" name="TargetLocationID" type="STRING"/>
2025 <field number="144" name="OnBehalfOfLocationID" type="STRING"/>
2026 <field number="145" name="DeliverToLocationID" type="STRING"/>
2027 <field number="146" name="NoRelatedSym" type="INT"/>
2028 <field number="147" name="Subject" type="STRING"/>
2029 <field number="148" name="Headline" type="STRING"/>
2030 <field number="149" name="URLLink" type="STRING"/>
2031 <field number="150" name="ExecType" type="CHAR">
2032 <value enum="0" description="NEW"/>
2033 <value enum="1" description="PARTIAL_FILL"/>
2034 <value enum="2" description="FILL"/>
2035 <value enum="3" description="DONE_FOR_DAY"/>
2036 <value enum="4" description="CANCELED"/>
2037 <value enum="5" description="REPLACE"/>
2038 <value enum="6" description="PENDING_CANCEL"/>
2039 <value enum="7" description="STOPPED"/>
2040 <value enum="8" description="REJECTED"/>
2041 <value enum="9" description="SUSPENDED"/>
2042 <value enum="A" description="PENDING_NEW"/>
2043 <value enum="B" description="CALCULATED"/>
2044 <value enum="C" description="EXPIRED"/>
2045 <value enum="D" description="RESTATED"/>
2046 <value enum="E" description="PENDING_REPLACE"/>
2047 </field>
2048 <field number="151" name="LeavesQty" type="QTY"/>
2049 <field number="152" name="CashOrderQty" type="QTY"/>
2050 <field number="153" name="AllocAvgPx" type="PRICE"/>
2051 <field number="154" name="AllocNetMoney" type="AMT"/>
2052 <field number="155" name="SettlCurrFxRate" type="FLOAT"/>
2053 <field number="156" name="SettlCurrFxRateCalc" type="CHAR">
2054 <value enum="M" description="MULTIPLY"/>
2055 <value enum="D" description="DIVIDE"/>
2056 </field>
2057 <field number="157" name="NumDaysInterest" type="INT"/>
2058 <field number="158" name="AccruedInterestRate" type="FLOAT"/>
2059 <field number="159" name="AccruedInterestAmt" type="AMT"/>
2060 <field number="160" name="SettlInstMode" type="CHAR">
2061 <value enum="0" description="DEFAULT"/>
2062 <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
2063 <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/>
2064 <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
2065 </field>
2066 <field number="161" name="AllocText" type="STRING"/>
2067 <field number="162" name="SettlInstID" type="STRING"/>
2068 <field number="163" name="SettlInstTransType" type="CHAR">
2069 <value enum="N" description="NEW"/>
2070 <value enum="C" description="CANCEL"/>
2071 <value enum="R" description="REPLACE"/>
2072 </field>
2073 <field number="164" name="EmailThreadID" type="STRING"/>
2074 <field number="165" name="SettlInstSource" type="CHAR">
2075 <value enum="1" description="BROKER"/>
2076 <value enum="2" description="INSTITUTION"/>
2077 </field>
2078 <field number="166" name="SettlLocation" type="STRING">
2079 <value enum="CED" description="CEDEL"/>
2080 <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
2081 <value enum="EUR" description="EUROCLEAR"/>
2082 <value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
2083 <value enum="PNY" description="PHYSICAL"/>
2084 <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
2085 <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
2086 </field>
2087 <field number="167" name="SecurityType" type="STRING">
2088 <value enum="BA" description="BANKERS_ACCEPTANCE"/>
2089 <value enum="CB" description="CONVERTIBLE_BOND"/>
2090 <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
2091 <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
2092 <value enum="CORP" description="CORPORATE_BOND"/>
2093 <value enum="CP" description="COMMERCIAL_PAPER"/>
2094 <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
2095 <value enum="CS" description="COMMON_STOCK"/>
2096 <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
2097 <value enum="FHL" description="FEDERAL_HOME_LOAN"/>
2098 <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
2099 <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
2100 <value enum="FUT" description="FUTURE"/>
2101 <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
2102 <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
2103 <value enum="MF" description="MUTUAL_FUND"/>
2104 <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
2105 <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
2106 <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
2107 <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
2108 <value enum="MUNI" description="MUNICIPAL_BOND"/>
2109 <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
2110 <value enum="OPT" description="OPTION"/>
2111 <value enum="PS" description="PREFERRED_STOCK"/>
2112 <value enum="RP" description="REPURCHASE_AGREEMENT"/>
2113 <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
2114 <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
2115 <value enum="TD" description="TIME_DEPOSIT"/>
2116 <value enum="USTB" description="US_TREASURY_BILL"/>
2117 <value enum="WAR" description="WARRANT"/>
2118 <value enum="ZOO" description="CATS_TIGERS"/>
2119 </field>
2120 <field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/>
2121 <field number="169" name="StandInstDbType" type="INT">
2122 <value enum="0" description="OTHER"/>
2123 <value enum="1" description="DTC_SID"/>
2124 <value enum="2" description="THOMSON_ALERT"/>
2125 <value enum="3" description="A_GLOBAL_CUSTODIAN"/>
2126 </field>
2127 <field number="170" name="StandInstDbName" type="STRING"/>
2128 <field number="171" name="StandInstDbID" type="STRING"/>
2129 <field number="172" name="SettlDeliveryType" type="INT"/>
2130 <field number="173" name="SettlDepositoryCode" type="STRING"/>
2131 <field number="174" name="SettlBrkrCode" type="STRING"/>
2132 <field number="175" name="SettlInstCode" type="STRING"/>
2133 <field number="176" name="SecuritySettlAgentName" type="STRING"/>
2134 <field number="177" name="SecuritySettlAgentCode" type="STRING"/>
2135 <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
2136 <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
2137 <field number="180" name="SecuritySettlAgentContactName" type="STRING"/>
2138 <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/>
2139 <field number="182" name="CashSettlAgentName" type="STRING"/>
2140 <field number="183" name="CashSettlAgentCode" type="STRING"/>
2141 <field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
2142 <field number="185" name="CashSettlAgentAcctName" type="STRING"/>
2143 <field number="186" name="CashSettlAgentContactName" type="STRING"/>
2144 <field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
2145 <field number="188" name="BidSpotRate" type="PRICE"/>
2146 <field number="189" name="BidForwardPoints" type="PRICEOFFSET"/>
2147 <field number="190" name="OfferSpotRate" type="PRICE"/>
2148 <field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/>
2149 <field number="192" name="OrderQty2" type="QTY"/>
2150 <field number="193" name="FutSettDate2" type="LOCALMKTDATE"/>
2151 <field number="194" name="LastSpotRate" type="PRICE"/>
2152 <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/>
2153 <field number="196" name="AllocLinkID" type="STRING"/>
2154 <field number="197" name="AllocLinkType" type="INT">
2155 <value enum="0" description="FX_NETTING"/>
2156 <value enum="1" description="FX_SWAP"/>
2157 </field>
2158 <field number="198" name="SecondaryOrderID" type="STRING"/>
2159 <field number="199" name="NoIOIQualifiers" type="INT"/>
2160 <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
2161 <field number="201" name="PutOrCall" type="INT">
2162 <value enum="0" description="PUT"/>
2163 <value enum="1" description="CALL"/>
2164 </field>
2165 <field number="202" name="StrikePrice" type="PRICE"/>
2166 <field number="203" name="CoveredOrUncovered" type="INT">
2167 <value enum="0" description="COVERED"/>
2168 <value enum="1" description="UNCOVERED"/>
2169 </field>
2170 <field number="204" name="CustomerOrFirm" type="INT">
2171 <value enum="0" description="CUSTOMER"/>
2172 <value enum="1" description="FIRM"/>
2173 </field>
2174 <field number="205" name="MaturityDay" type="DAYOFMONTH"/>
2175 <field number="206" name="OptAttribute" type="CHAR"/>
2176 <field number="207" name="SecurityExchange" type="EXCHANGE"/>
2177 <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN">
2178 <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
2179 <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
2180 </field>
2181 <field number="209" name="AllocHandlInst" type="INT">
2182 <value enum="1" description="MATCH"/>
2183 <value enum="2" description="FORWARD"/>
2184 <value enum="3" description="FORWARD_AND_MATCH"/>
2185 </field>
2186 <field number="210" name="MaxShow" type="QTY"/>
2187 <field number="211" name="PegDifference" type="PRICEOFFSET"/>
2188 <field number="212" name="XmlDataLen" type="INT"/>
2189 <field number="213" name="XmlData" type="DATA"/>
2190 <field number="214" name="SettlInstRefID" type="STRING"/>
2191 <field number="215" name="NoRoutingIDs" type="INT"/>
2192 <field number="216" name="RoutingType" type="INT">
2193 <value enum="1" description="TARGET_FIRM"/>
2194 <value enum="2" description="TARGET_LIST"/>
2195 <value enum="3" description="BLOCK_FIRM"/>
2196 <value enum="4" description="BLOCK_LIST"/>
2197 </field>
2198 <field number="217" name="RoutingID" type="STRING"/>
2199 <field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/>
2200 <field number="219" name="Benchmark" type="CHAR">
2201 <value enum="1" description="CURVE"/>
2202 <value enum="2" description="FIVEYR"/>
2203 <value enum="3" description="OLD5"/>
2204 <value enum="4" description="TENYR"/>
2205 <value enum="5" description="OLD10"/>
2206 <value enum="6" description="THIRTYYR"/>
2207 <value enum="7" description="OLD30"/>
2208 <value enum="8" description="THREEMOLIBOR"/>
2209 <value enum="9" description="SIXMOLIBOR"/>
2210 </field>
2211 <field number="223" name="CouponRate" type="FLOAT"/>
2212 <field number="231" name="ContractMultiplier" type="FLOAT"/>
2213 <field number="262" name="MDReqID" type="STRING"/>
2214 <field number="263" name="SubscriptionRequestType" type="CHAR">
2215 <value enum="0" description="SNAPSHOT"/>
2216 <value enum="1" description="SNAPSHOT_PLUS_UPDATES"/>
2217 <value enum="2" description="DISABLE_PREVIOUS"/>
2218 </field>
2219 <field number="264" name="MarketDepth" type="INT">
2220 <!--
2221 Temporarily commented out until we can handle
2222 N>1 scenario
2224 <value enum="0" description="FULL_BOOK"/>
2225 <value enum="1" description="TOP_OF_BOOK"/>
2226 -->
2227 </field>
2228 <field number="265" name="MDUpdateType" type="INT">
2229 <value enum="0" description="FULL_REFRESH"/>
2230 <value enum="1" description="INCREMENTAL_REFRESH"/>
2231 </field>
2232 <field number="266" name="AggregatedBook" type="BOOLEAN">
2233 <value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/>
2234 <value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/>
2235 </field>
2236 <field number="267" name="NoMDEntryTypes" type="INT"/>
2237 <field number="268" name="NoMDEntries" type="INT"/>
2238 <field number="269" name="MDEntryType" type="CHAR">
2239 <value enum="0" description="BID"/>
2240 <value enum="1" description="OFFER"/>
2241 <value enum="2" description="TRADE"/>
2242 <value enum="3" description="INDEX_VALUE"/>
2243 <value enum="4" description="OPENING_PRICE"/>
2244 <value enum="5" description="CLOSING_PRICE"/>
2245 <value enum="6" description="SETTLEMENT_PRICE"/>
2246 <value enum="7" description="TRADING_SESSION_HIGH_PRICE"/>
2247 <value enum="8" description="TRADING_SESSION_LOW_PRICE"/>
2248 <value enum="9" description="TRADING_SESSION_VWAP_PRICE"/>
2249 </field>
2250 <field number="270" name="MDEntryPx" type="PRICE"/>
2251 <field number="271" name="MDEntrySize" type="QTY"/>
2252 <field number="272" name="MDEntryDate" type="UTCDATE"/>
2253 <field number="273" name="MDEntryTime" type="UTCTIMEONLY"/>
2254 <field number="274" name="TickDirection" type="CHAR">
2255 <value enum="0" description="PLUS_TICK"/>
2256 <value enum="1" description="ZEROPLUS_TICK"/>
2257 <value enum="2" description="MINUS_TICK"/>
2258 <value enum="3" description="ZEROMINUS_TICK"/>
2259 </field>
2260 <field number="275" name="MDMkt" type="EXCHANGE"/>
2261 <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
2262 <value enum="A" description="OPEN_ACTIVE"/>
2263 <value enum="B" description="CLOSED_INACTIVE"/>
2264 <value enum="C" description="EXCHANGE_BEST"/>
2265 <value enum="D" description="CONSOLIDATED_BEST"/>
2266 <value enum="E" description="LOCKED"/>
2267 <value enum="F" description="CROSSED"/>
2268 <value enum="G" description="DEPTH"/>
2269 <value enum="H" description="FAST_TRADING"/>
2270 <value enum="I" description="NONFIRM"/>
2271 </field>
2272 <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
2273 <value enum="A" description="CASH"/>
2274 <value enum="B" description="AVERAGE_PRICE_TRADE"/>
2275 <value enum="C" description="CASH_TRADE"/>
2276 <value enum="D" description="NEXT_DAY"/>
2277 <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/>
2278 <value enum="F" description="INTRADAY_TRADE_DETAIL"/>
2279 <value enum="G" description="RULE_127_TRADE"/>
2280 <value enum="H" description="RULE_155_TRADE"/>
2281 <value enum="I" description="SOLD_LAST"/>
2282 <value enum="J" description="NEXT_DAY_TRADE"/>
2283 <value enum="K" description="OPENED"/>
2284 <value enum="L" description="SELLER"/>
2285 <value enum="M" description="SOLD"/>
2286 <value enum="N" description="STOPPED_STOCK"/>
2287 </field>
2288 <field number="278" name="MDEntryID" type="STRING"/>
2289 <field number="279" name="MDUpdateAction" type="CHAR">
2290 <value enum="0" description="NEW"/>
2291 <value enum="1" description="CHANGE"/>
2292 <value enum="2" description="DELETE"/>
2293 </field>
2294 <field number="280" name="MDEntryRefID" type="STRING"/>
2295 <field number="281" name="MDReqRejReason" type="CHAR">
2296 <value enum="0" description="UNKNOWN_SYMBOL"/>
2297 <value enum="1" description="DUPLICATE_MDREQID"/>
2298 <value enum="2" description="INSUFFICIENT_BANDWIDTH"/>
2299 <value enum="3" description="INSUFFICIENT_PERMISSIONS"/>
2300 <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/>
2301 <value enum="5" description="UNSUPPORTED_MARKETDEPTH"/>
2302 <value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/>
2303 <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/>
2304 <value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/>
2305 </field>
2306 <field number="282" name="MDEntryOriginator" type="STRING"/>
2307 <field number="283" name="LocationID" type="STRING"/>
2308 <field number="284" name="DeskID" type="STRING"/>
2309 <field number="285" name="DeleteReason" type="CHAR">
2310 <value enum="0" description="CANCELATION_TRADE_BUST"/>
2311 <value enum="1" description="ERROR"/>
2312 </field>
2313 <field number="286" name="OpenCloseSettleFlag" type="CHAR">
2314 <value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/>
2315 <value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/>
2316 <value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/>
2317 </field>
2318 <field number="287" name="SellerDays" type="INT"/>
2319 <field number="288" name="MDEntryBuyer" type="STRING"/>
2320 <field number="289" name="MDEntrySeller" type="STRING"/>
2321 <field number="290" name="MDEntryPositionNo" type="INT"/>
2322 <field number="291" name="FinancialStatus" type="CHAR">
2323 <value enum="1" description="BANKRUPT"/>
2324 </field>
2325 <field number="292" name="CorporateAction" type="CHAR">
2326 <value enum="A" description="EXDIVIDEND"/>
2327 <value enum="B" description="EXDISTRIBUTION"/>
2328 <value enum="C" description="EXRIGHTS"/>
2329 <value enum="D" description="NEW"/>
2330 <value enum="E" description="EXINTEREST"/>
2331 </field>
2332 <field number="293" name="DefBidSize" type="QTY"/>
2333 <field number="294" name="DefOfferSize" type="QTY"/>
2334 <field number="295" name="NoQuoteEntries" type="INT"/>
2335 <field number="296" name="NoQuoteSets" type="INT"/>
2336 <field number="297" name="QuoteAckStatus" type="INT"/>
2337 <field number="298" name="QuoteCancelType" type="INT"/>
2338 <field number="299" name="QuoteEntryID" type="STRING"/>
2339 <field number="300" name="QuoteRejectReason" type="INT">
2340 <value enum="1" description="UNKNOWN_SYMBOL"/>
2341 <value enum="2" description="EXCHANGE"/>
2342 <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/>
2343 <value enum="4" description="TOO_LATE_TO_ENTER"/>
2344 <value enum="5" description="UNKNOWN_QUOTE"/>
2345 <value enum="6" description="DUPLICATE_QUOTE_7"/>
2346 <value enum="8" description="INVALID_PRICE"/>
2347 <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
2348 </field>
2349 <field number="301" name="QuoteResponseLevel" type="INT"/>
2350 <field number="302" name="QuoteSetID" type="STRING"/>
2351 <field number="303" name="QuoteRequestType" type="INT"/>
2352 <field number="304" name="TotQuoteEntries" type="INT"/>
2353 <field number="305" name="UnderlyingIDSource" type="STRING"/>
2354 <field number="306" name="UnderlyingIssuer" type="STRING"/>
2355 <field number="307" name="UnderlyingSecurityDesc" type="STRING"/>
2356 <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE"/>
2357 <field number="309" name="UnderlyingSecurityID" type="STRING"/>
2358 <field number="310" name="UnderlyingSecurityType" type="STRING"/>
2359 <field number="311" name="UnderlyingSymbol" type="STRING"/>
2360 <field number="312" name="UnderlyingSymbolSfx" type="STRING"/>
2361 <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR"/>
2362 <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH"/>
2363 <field number="315" name="UnderlyingPutOrCall" type="INT"/>
2364 <field number="316" name="UnderlyingStrikePrice" type="PRICE"/>
2365 <field number="317" name="UnderlyingOptAttribute" type="CHAR"/>
2366 <field number="318" name="UnderlyingCurrency" type="CURRENCY"/>
2367 <field number="319" name="RatioQty" type="QTY"/>
2368 <field number="320" name="SecurityReqID" type="STRING"/>
2369 <field number="321" name="SecurityRequestType" type="INT">
2370 <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS"/>
2371 <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED"/>
2372 <value enum="2" description="REQUEST_LIST_SECURITY_TYPES"/>
2373 <value enum="3" description="REQUEST_LIST_SECURITIES"/>
2374 </field>
2375 <field number="322" name="SecurityResponseID" type="STRING"/>
2376 <field number="323" name="SecurityResponseType" type="INT">
2377 <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS"/>
2378 <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE"/>
2379 <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST"/>
2380 <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST"/>
2381 <value enum="5" description="REJECT_SECURITY_PROPOSAL"/>
2382 <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA"/>
2383 </field>
2384 <field number="324" name="SecurityStatusReqID" type="STRING"/>
2385 <field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
2386 <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/>
2387 <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/>
2388 </field>
2389 <field number="326" name="SecurityTradingStatus" type="INT">
2390 <value enum="1" description="OPENING_DELAY"/>
2391 <value enum="2" description="TRADING_HALT"/>
2392 <value enum="3" description="RESUME"/>
2393 <value enum="4" description="NO_OPENNO_RESUME"/>
2394 <value enum="5" description="PRICE_INDICATION"/>
2395 <value enum="6" description="TRADING_RANGE_INDICATION"/>
2396 <value enum="7" description="MARKET_IMBALANCE_BUY"/>
2397 <value enum="8" description="MARKET_IMBALANCE_SELL"/>
2398 <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY"/>
2399 <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/>
2400 <value enum="11" description="NOT_ASSIGNED" />
2401 <value enum="12" description="NO_MARKET_IMBALANCE"/>
2402 <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/>
2403 <value enum="14" description="ITS_PREOPENING"/>
2404 <value enum="15" description="NEW_PRICE_INDICATION"/>
2405 <value enum="16" description="TRADE_DISSEMINATION_TIME"/>
2406 <value enum="17" description="READY_TO_TRADE"/>
2407 <value enum="18" description="NOT_AVAILABLE_FOR_TRADING"/>
2408 <value enum="19" description="NOT_TRADED_ON_THIS_MARKET"/>
2409 <value enum="20" description="UNKNOWN_OR_INVALID"/>
2410 </field>
2411 <field number="327" name="HaltReason" type="CHAR">
2412 <value enum="I" description="ORDER_IMBALANCE"/>
2413 <value enum="X" description="EQUIPMENT_CHANGEOVER"/>
2414 <value enum="P" description="NEWS_PENDING"/>
2415 <value enum="D" description="NEWS_DISSEMINATION"/>
2416 <value enum="E" description="ORDER_INFLUX"/>
2417 <value enum="M" description="ADDITIONAL_INFORMATION"/>
2418 </field>
2419 <field number="328" name="InViewOfCommon" type="BOOLEAN">
2420 <value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/>
2421 <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/>
2422 </field>
2423 <field number="329" name="DueToRelated" type="BOOLEAN">
2424 <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/>
2425 <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/>
2426 </field>
2427 <field number="330" name="BuyVolume" type="QTY"/>
2428 <field number="331" name="SellVolume" type="QTY"/>
2429 <field number="332" name="HighPx" type="PRICE"/>
2430 <field number="333" name="LowPx" type="PRICE"/>
2431 <field number="334" name="Adjustment" type="INT">
2432 <value enum="1" description="CANCEL"/>
2433 <value enum="2" description="ERROR"/>
2434 <value enum="3" description="CORRECTION"/>
2435 </field>
2436 <field number="335" name="TradSesReqID" type="STRING"/>
2437 <field number="336" name="TradingSessionID" type="STRING"/>
2438 <field number="337" name="ContraTrader" type="STRING"/>
2439 <field number="338" name="TradSesMethod" type="INT">
2440 <value enum="1" description="ELECTRONIC"/>
2441 <value enum="2" description="OPEN_OUTCRY"/>
2442 <value enum="3" description="TWO_PARTY"/>
2443 </field>
2444 <field number="339" name="TradSesMode" type="INT">
2445 <value enum="1" description="TESTING"/>
2446 <value enum="2" description="SIMULATED"/>
2447 <value enum="3" description="PRODUCTION"/>
2448 </field>
2449 <field number="340" name="TradSesStatus" type="INT">
2450 <value enum="1" description="HALTED"/>
2451 <value enum="2" description="OPEN"/>
2452 <value enum="3" description="CLOSED"/>
2453 <value enum="4" description="PREOPEN"/>
2454 <value enum="5" description="PRECLOSE"/>
2455 </field>
2456 <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/>
2457 <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/>
2458 <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/>
2459 <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/>
2460 <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/>
2461 <field number="346" name="NumberOfOrders" type="INT"/>
2462 <field number="347" name="MessageEncoding" type="STRING"/>
2463 <field number="348" name="EncodedIssuerLen" type="INT"/>
2464 <field number="349" name="EncodedIssuer" type="DATA"/>
2465 <field number="350" name="EncodedSecurityDescLen" type="INT"/>
2466 <field number="351" name="EncodedSecurityDesc" type="DATA"/>
2467 <field number="352" name="EncodedListExecInstLen" type="INT"/>
2468 <field number="353" name="EncodedListExecInst" type="DATA"/>
2469 <field number="354" name="EncodedTextLen" type="INT"/>
2470 <field number="355" name="EncodedText" type="DATA"/>
2471 <field number="356" name="EncodedSubjectLen" type="INT"/>
2472 <field number="357" name="EncodedSubject" type="DATA"/>
2473 <field number="358" name="EncodedHeadlineLen" type="INT"/>
2474 <field number="359" name="EncodedHeadline" type="DATA"/>
2475 <field number="360" name="EncodedAllocTextLen" type="INT"/>
2476 <field number="361" name="EncodedAllocText" type="DATA"/>
2477 <field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/>
2478 <field number="363" name="EncodedUnderlyingIssuer" type="DATA"/>
2479 <field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"/>
2480 <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/>
2481 <field number="366" name="AllocPrice" type="PRICE"/>
2482 <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/>
2483 <field number="368" name="QuoteEntryRejectReason" type="INT">
2484 <value enum="1" description="UNKNOWN_SYMBOL"/>
2485 <value enum="2" description="EXCHANGE"/>
2486 <value enum="3" description="QUOTE_EXCEEDS_LIMIT"/>
2487 <value enum="4" description="TOO_LATE_TO_ENTER"/>
2488 <value enum="5" description="UNKNOWN_QUOTE"/>
2489 <value enum="6" description="DUPLICATE_QUOTE"/>
2490 <value enum="7" description="INVALID_BIDASK_SPREAD"/>
2491 <value enum="8" description="INVALID_PRICE"/>
2492 <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
2493 </field>
2494 <field number="369" name="LastMsgSeqNumProcessed" type="INT"/>
2495 <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/>
2496 <field number="371" name="RefTagID" type="INT"/>
2497 <field number="372" name="RefMsgType" type="STRING"/>
2498 <field number="373" name="SessionRejectReason" type="INT">
2499 <value enum="0" description="INVALID_TAG_NUMBER"/>
2500 <value enum="1" description="REQUIRED_TAG_MISSING"/>
2501 <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
2502 <value enum="3" description="UNDEFINED_TAG"/>
2503 <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
2504 <value enum="5" description="VALUE_IS_INCORRECT"/>
2505 <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
2506 <value enum="7" description="DECRYPTION_PROBLEM"/>
2507 <value enum="8" description="SIGNATURE_PROBLEM"/>
2508 <value enum="9" description="COMPID_PROBLEM"/>
2509 <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/>
2510 <value enum="11" description="E"/>
2511 </field>
2512 <field number="374" name="BidRequestTransType" type="CHAR">
2513 <value enum="N" description="NEW"/>
2514 <value enum="C" description="CANCEL"/>
2515 </field>
2516 <field number="375" name="ContraBroker" type="STRING"/>
2517 <field number="376" name="ComplianceID" type="STRING"/>
2518 <field number="377" name="SolicitedFlag" type="BOOLEAN">
2519 <value enum="Y" description="WAS_SOLCITIED"/>
2520 <value enum="N" description="WAS_NOT_SOLICITED"/>
2521 </field>
2522 <field number="378" name="ExecRestatementReason" type="INT">
2523 <value enum="0" description="GT_CORPORATE_ACTION"/>
2524 <value enum="1" description="GT_RENEWAL_RESTATEMENT"/>
2525 <value enum="2" description="VERBAL_CHANGE"/>
2526 <value enum="3" description="REPRICING_OF_ORDER"/>
2527 <value enum="4" description="BROKER_OPTION"/>
2528 <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/>
2529 </field>
2530 <field number="379" name="BusinessRejectRefID" type="STRING"/>
2531 <field number="380" name="BusinessRejectReason" type="INT">
2532 <value enum="0" description="OTHER"/>
2533 <value enum="1" description="UNKNOWN_ID"/>
2534 <value enum="2" description="UNKNOWN_SECURITY"/>
2535 <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/>
2536 <value enum="4" description="APPLICATION_NOT_AVAILABLE"/>
2537 <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/>
2538 </field>
2539 <field number="381" name="GrossTradeAmt" type="AMT"/>
2540 <field number="382" name="NoContraBrokers" type="INT"/>
2541 <field number="383" name="MaxMessageSize" type="INT"/>
2542 <field number="384" name="NoMsgTypes" type="INT"/>
2543 <field number="385" name="MsgDirection" type="CHAR">
2544 <value enum="S" description="SEND"/>
2545 <value enum="R" description="RECEIVE"/>
2546 </field>
2547 <field number="386" name="NoTradingSessions" type="INT"/>
2548 <field number="387" name="TotalVolumeTraded" type="QTY"/>
2549 <field number="388" name="DiscretionInst" type="CHAR">
2550 <value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/>
2551 <value enum="1" description="RELATED_TO_MARKET_PRICE"/>
2552 <value enum="2" description="RELATED_TO_PRIMARY_PRICE"/>
2553 <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/>
2554 <value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/>
2555 <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/>
2556 </field>
2557 <field number="389" name="DiscretionOffset" type="PRICEOFFSET"/>
2558 <field number="390" name="BidID" type="STRING"/>
2559 <field number="391" name="ClientBidID" type="STRING"/>
2560 <field number="392" name="ListName" type="STRING"/>
2561 <field number="393" name="TotalNumSecurities" type="INT"/>
2562 <field number="394" name="BidType" type="INT"/>
2563 <field number="395" name="NumTickets" type="INT"/>
2564 <field number="396" name="SideValue1" type="AMT"/>
2565 <field number="397" name="SideValue2" type="AMT"/>
2566 <field number="398" name="NoBidDescriptors" type="INT"/>
2567 <field number="399" name="BidDescriptorType" type="INT"/>
2568 <field number="400" name="BidDescriptor" type="STRING"/>
2569 <field number="401" name="SideValueInd" type="INT"/>
2570 <field number="402" name="LiquidityPctLow" type="FLOAT"/>
2571 <field number="403" name="LiquidityPctHigh" type="FLOAT"/>
2572 <field number="404" name="LiquidityValue" type="AMT"/>
2573 <field number="405" name="EFPTrackingError" type="FLOAT"/>
2574 <field number="406" name="FairValue" type="AMT"/>
2575 <field number="407" name="OutsideIndexPct" type="FLOAT"/>
2576 <field number="408" name="ValueOfFutures" type="AMT"/>
2577 <field number="409" name="LiquidityIndType" type="INT"/>
2578 <field number="410" name="WtAverageLiquidity" type="FLOAT"/>
2579 <field number="411" name="ExchangeForPhysical" type="BOOLEAN">
2580 <value enum="Y" description="TRUE"/>
2581 <value enum="N" description="FALSE"/>
2582 </field>
2583 <field number="412" name="OutMainCntryUIndex" type="AMT"/>
2584 <field number="413" name="CrossPercent" type="FLOAT"/>
2585 <field number="414" name="ProgRptReqs" type="INT"/>
2586 <field number="415" name="ProgPeriodInterval" type="INT"/>
2587 <field number="416" name="IncTaxInd" type="INT"/>
2588 <field number="417" name="NumBidders" type="INT"/>
2589 <field number="418" name="TradeType" type="CHAR"/>
2590 <field number="419" name="BasisPxType" type="CHAR"/>
2591 <field number="420" name="NoBidComponents" type="INT"/>
2592 <field number="421" name="Country" type="STRING"/>
2593 <field number="422" name="TotNoStrikes" type="INT"/>
2594 <field number="423" name="PriceType" type="INT"/>
2595 <field number="424" name="DayOrderQty" type="QTY"/>
2596 <field number="425" name="DayCumQty" type="QTY"/>
2597 <field number="426" name="DayAvgPx" type="PRICE"/>
2598 <field number="427" name="GTBookingInst" type="INT">
2599 <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"/>
2600 <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/>
2601 <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/>
2602 </field>
2603 <field number="428" name="NoStrikes" type="INT"/>
2604 <field number="429" name="ListStatusType" type="INT"/>
2605 <field number="430" name="NetGrossInd" type="INT"/>
2606 <field number="431" name="ListOrderStatus" type="INT"/>
2607 <field number="432" name="ExpireDate" type="LOCALMKTDATE"/>
2608 <field number="433" name="ListExecInstType" type="CHAR"/>
2609 <field number="434" name="CxlRejResponseTo" type="CHAR"/>
2610 <field number="435" name="UnderlyingCouponRate" type="FLOAT"/>
2611 <field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/>
2612 <field number="437" name="ContraTradeQty" type="QTY"/>
2613 <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/>
2614 <field number="439" name="ClearingFirm" type="STRING"/>
2615 <field number="440" name="ClearingAccount" type="STRING"/>
2616 <field number="441" name="LiquidityNumSecurities" type="INT"/>
2617 <field number="442" name="MultiLegReportingType" type="CHAR"/>
2618 <field number="443" name="StrikeTime" type="UTCTIMESTAMP"/>
2619 <field number="444" name="ListStatusText" type="STRING"/>
2620 <field number="445" name="EncodedListStatusTextLen" type="INT"/>
2621 <field number="446" name="EncodedListStatusText" type="DATA"/>
2622 </fields>
2623 </fix>