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  1. <fix major="4" minor="1">
  2. <header>
  3. <field name="BeginString" required="Y"/>
  4. <field name="BodyLength" required="Y"/>
  5. <field name="MsgType" required="Y"/>
  6. <field name="SenderCompID" required="Y"/>
  7. <field name="TargetCompID" required="Y"/>
  8. <field name="OnBehalfOfCompID" required="N"/>
  9. <field name="DeliverToCompID" required="N"/>
  10. <field name="SecureDataLen" required="N"/>
  11. <field name="SecureData" required="N"/>
  12. <field name="MsgSeqNum" required="Y"/>
  13. <field name="SenderSubID" required="N"/>
  14. <field name="SenderLocationID" required="N"/>
  15. <field name="TargetSubID" required="N"/>
  16. <field name="TargetLocationID" required="N"/>
  17. <field name="OnBehalfOfSubID" required="N"/>
  18. <field name="OnBehalfOfLocationID" required="N"/>
  19. <field name="DeliverToSubID" required="N"/>
  20. <field name="DeliverToLocationID" required="N"/>
  21. <field name="PossDupFlag" required="N"/>
  22. <field name="PossResend" required="N"/>
  23. <field name="SendingTime" required="Y"/>
  24. <field name="OrigSendingTime" required="N"/>
  25. </header>
  26. <trailer>
  27. <field name="SignatureLength" required="N"/>
  28. <field name="Signature" required="N"/>
  29. <field name="CheckSum" required="Y"/>
  30. </trailer>
  31. <messages>
  32. <message name="Heartbeat" msgtype="0" msgcat="admin">
  33. <field name="TestReqID" required="N"/>
  34. </message>
  35. <message name="Logon" msgtype="A" msgcat="admin">
  36. <field name="EncryptMethod" required="Y"/>
  37. <field name="HeartBtInt" required="Y"/>
  38. <field name="RawDataLength" required="N"/>
  39. <field name="RawData" required="N"/>
  40. <field name="ResetSeqNumFlag" required="N"/>
  41. </message>
  42. <message name="TestRequest" msgtype="1" msgcat="admin">
  43. <field name="TestReqID" required="Y"/>
  44. </message>
  45. <message name="ResendRequest" msgtype="2" msgcat="admin">
  46. <field name="BeginSeqNo" required="Y"/>
  47. <field name="EndSeqNo" required="Y"/>
  48. </message>
  49. <message name="Reject" msgtype="3" msgcat="admin">
  50. <field name="RefSeqNum" required="Y"/>
  51. <field name="Text" required="N"/>
  52. </message>
  53. <message name="SequenceReset" msgtype="4" msgcat="admin">
  54. <field name="GapFillFlag" required="N"/>
  55. <field name="NewSeqNo" required="Y"/>
  56. </message>
  57. <message name="Logout" msgtype="5" msgcat="admin">
  58. <field name="Text" required="N"/>
  59. </message>
  60. <message name="Advertisement" msgtype="7" msgcat="app">
  61. <field name="AdvId" required="Y"/>
  62. <field name="AdvTransType" required="Y"/>
  63. <field name="AdvRefID" required="N"/>
  64. <field name="Symbol" required="Y"/>
  65. <field name="SymbolSfx" required="N"/>
  66. <field name="SecurityID" required="N"/>
  67. <field name="IDSource" required="N"/>
  68. <field name="SecurityType" required="N"/>
  69. <field name="MaturityMonthYear" required="N"/>
  70. <field name="MaturityDay" required="N"/>
  71. <field name="PutOrCall" required="N"/>
  72. <field name="StrikePrice" required="N"/>
  73. <field name="OptAttribute" required="N"/>
  74. <field name="SecurityExchange" required="N"/>
  75. <field name="Issuer" required="N"/>
  76. <field name="SecurityDesc" required="N"/>
  77. <field name="AdvSide" required="Y"/>
  78. <field name="Shares" required="Y"/>
  79. <field name="Price" required="N"/>
  80. <field name="Currency" required="N"/>
  81. <field name="TradeDate" required="N"/>
  82. <field name="TransactTime" required="N"/>
  83. <field name="Text" required="N"/>
  84. <field name="URLLink" required="N"/>
  85. <field name="LastMkt" required="N"/>
  86. </message>
  87. <message name="IndicationofInterest" msgtype="6" msgcat="app">
  88. <field name="IOIid" required="Y"/>
  89. <field name="IOITransType" required="Y"/>
  90. <field name="IOIRefID" required="N"/>
  91. <field name="Symbol" required="Y"/>
  92. <field name="SymbolSfx" required="N"/>
  93. <field name="SecurityID" required="N"/>
  94. <field name="IDSource" required="N"/>
  95. <field name="SecurityType" required="N"/>
  96. <field name="MaturityMonthYear" required="N"/>
  97. <field name="MaturityDay" required="N"/>
  98. <field name="PutOrCall" required="N"/>
  99. <field name="StrikePrice" required="N"/>
  100. <field name="OptAttribute" required="N"/>
  101. <field name="SecurityExchange" required="N"/>
  102. <field name="Issuer" required="N"/>
  103. <field name="SecurityDesc" required="N"/>
  104. <field name="Side" required="Y"/>
  105. <field name="IOIShares" required="Y"/>
  106. <field name="Price" required="N"/>
  107. <field name="Currency" required="N"/>
  108. <field name="ValidUntilTime" required="N"/>
  109. <field name="IOIQltyInd" required="N"/>
  110. <field name="IOIOthSvc" required="N"/>
  111. <field name="IOINaturalFlag" required="N"/>
  112. <group name="NoIOIQualifiers" required="N">
  113. <field name="IOIQualifier" required="N"/>
  114. </group>
  115. <field name="Text" required="N"/>
  116. <field name="TransactTime" required="N"/>
  117. <field name="URLLink" required="N"/>
  118. </message>
  119. <message name="News" msgtype="B" msgcat="app">
  120. <field name="OrigTime" required="N"/>
  121. <field name="Urgency" required="N"/>
  122. <field name="Headline" required="Y"/>
  123. <group name="NoRelatedSym" required="N">
  124. <field name="RelatdSym" required="N"/>
  125. <field name="SymbolSfx" required="N"/>
  126. <field name="SecurityID" required="N"/>
  127. <field name="IDSource" required="N"/>
  128. <field name="SecurityType" required="N"/>
  129. <field name="MaturityMonthYear" required="N"/>
  130. <field name="MaturityDay" required="N"/>
  131. <field name="PutOrCall" required="N"/>
  132. <field name="StrikePrice" required="N"/>
  133. <field name="OptAttribute" required="N"/>
  134. <field name="SecurityExchange" required="N"/>
  135. <field name="Issuer" required="N"/>
  136. <field name="SecurityDesc" required="N"/>
  137. </group>
  138. <group name="LinesOfText" required="Y">
  139. <field name="Text" required="Y"/>
  140. </group>
  141. <field name="URLLink" required="N"/>
  142. <field name="RawDataLength" required="N"/>
  143. <field name="RawData" required="N"/>
  144. </message>
  145. <message name="Email" msgtype="C" msgcat="app">
  146. <field name="EmailThreadID" required="Y"/>
  147. <field name="EmailType" required="Y"/>
  148. <field name="OrigTime" required="N"/>
  149. <field name="Subject" required="Y"/>
  150. <group name="NoRelatedSym" required="N">
  151. <field name="RelatdSym" required="N"/>
  152. <field name="SymbolSfx" required="N"/>
  153. <field name="SecurityID" required="N"/>
  154. <field name="IDSource" required="N"/>
  155. <field name="SecurityType" required="N"/>
  156. <field name="MaturityMonthYear" required="N"/>
  157. <field name="MaturityDay" required="N"/>
  158. <field name="PutOrCall" required="N"/>
  159. <field name="StrikePrice" required="N"/>
  160. <field name="OptAttribute" required="N"/>
  161. <field name="SecurityExchange" required="N"/>
  162. <field name="Issuer" required="N"/>
  163. <field name="SecurityDesc" required="N"/>
  164. </group>
  165. <field name="OrderID" required="N"/>
  166. <field name="ClOrdID" required="N"/>
  167. <group name="LinesOfText" required="Y">
  168. <field name="Text" required="Y"/>
  169. </group>
  170. <field name="RawDataLength" required="N"/>
  171. <field name="RawData" required="N"/>
  172. </message>
  173. <message name="QuoteRequest" msgtype="R" msgcat="app">
  174. <field name="QuoteReqID" required="Y"/>
  175. <field name="Symbol" required="Y"/>
  176. <field name="SymbolSfx" required="N"/>
  177. <field name="SecurityID" required="N"/>
  178. <field name="IDSource" required="N"/>
  179. <field name="SecurityType" required="N"/>
  180. <field name="MaturityMonthYear" required="N"/>
  181. <field name="MaturityDay" required="N"/>
  182. <field name="PutOrCall" required="N"/>
  183. <field name="StrikePrice" required="N"/>
  184. <field name="OptAttribute" required="N"/>
  185. <field name="SecurityExchange" required="N"/>
  186. <field name="Issuer" required="N"/>
  187. <field name="SecurityDesc" required="N"/>
  188. <field name="PrevClosePx" required="N"/>
  189. <field name="Side" required="N"/>
  190. <field name="OrderQty" required="N"/>
  191. <field name="FutSettDate" required="N"/>
  192. <field name="OrdType" required="N"/>
  193. <field name="FutSettDate2" required="N"/>
  194. <field name="OrderQty2" required="N"/>
  195. </message>
  196. <message name="Quote" msgtype="S" msgcat="app">
  197. <field name="QuoteReqID" required="N"/>
  198. <field name="QuoteID" required="Y"/>
  199. <field name="Symbol" required="Y"/>
  200. <field name="SymbolSfx" required="N"/>
  201. <field name="SecurityID" required="N"/>
  202. <field name="IDSource" required="N"/>
  203. <field name="SecurityType" required="N"/>
  204. <field name="MaturityMonthYear" required="N"/>
  205. <field name="MaturityDay" required="N"/>
  206. <field name="PutOrCall" required="N"/>
  207. <field name="StrikePrice" required="N"/>
  208. <field name="OptAttribute" required="N"/>
  209. <field name="SecurityExchange" required="N"/>
  210. <field name="Issuer" required="N"/>
  211. <field name="SecurityDesc" required="N"/>
  212. <field name="BidPx" required="N"/>
  213. <field name="OfferPx" required="N"/>
  214. <field name="BidSize" required="N"/>
  215. <field name="OfferSize" required="N"/>
  216. <field name="ValidUntilTime" required="N"/>
  217. <field name="BidSpotRate" required="N"/>
  218. <field name="OfferSpotRate" required="N"/>
  219. <field name="BidForwardPoints" required="N"/>
  220. <field name="OfferForwardPoints" required="N"/>
  221. <field name="TransactTime" required="N"/>
  222. <field name="FutSettDate" required="N"/>
  223. <field name="OrdType" required="N"/>
  224. <field name="FutSettDate2" required="N"/>
  225. <field name="OrderQty2" required="N"/>
  226. </message>
  227. <message name="NewOrderSingle" msgtype="D" msgcat="app">
  228. <field name="ClOrdID" required="Y"/>
  229. <field name="ClientID" required="N"/>
  230. <field name="ExecBroker" required="N"/>
  231. <field name="Account" required="N"/>
  232. <field name="SettlmntTyp" required="N"/>
  233. <field name="FutSettDate" required="N"/>
  234. <field name="HandlInst" required="Y"/>
  235. <field name="ExecInst" required="N"/>
  236. <field name="MinQty" required="N"/>
  237. <field name="MaxFloor" required="N"/>
  238. <field name="ExDestination" required="N"/>
  239. <field name="ProcessCode" required="N"/>
  240. <field name="Symbol" required="Y"/>
  241. <field name="SymbolSfx" required="N"/>
  242. <field name="SecurityID" required="N"/>
  243. <field name="IDSource" required="N"/>
  244. <field name="SecurityType" required="N"/>
  245. <field name="MaturityMonthYear" required="N"/>
  246. <field name="MaturityDay" required="N"/>
  247. <field name="PutOrCall" required="N"/>
  248. <field name="StrikePrice" required="N"/>
  249. <field name="OptAttribute" required="N"/>
  250. <field name="SecurityExchange" required="N"/>
  251. <field name="Issuer" required="N"/>
  252. <field name="SecurityDesc" required="N"/>
  253. <field name="PrevClosePx" required="N"/>
  254. <field name="Side" required="Y"/>
  255. <field name="LocateReqd" required="N"/>
  256. <field name="OrderQty" required="N"/>
  257. <field name="CashOrderQty" required="N"/>
  258. <field name="OrdType" required="Y"/>
  259. <field name="Price" required="N"/>
  260. <field name="StopPx" required="N"/>
  261. <field name="Currency" required="N"/>
  262. <field name="IOIid" required="N"/>
  263. <field name="QuoteID" required="N"/>
  264. <field name="TimeInForce" required="N"/>
  265. <field name="ExpireTime" required="N"/>
  266. <field name="Commission" required="N"/>
  267. <field name="CommType" required="N"/>
  268. <field name="Rule80A" required="N"/>
  269. <field name="ForexReq" required="N"/>
  270. <field name="SettlCurrency" required="N"/>
  271. <field name="Text" required="N"/>
  272. <field name="FutSettDate2" required="N"/>
  273. <field name="OrderQty2" required="N"/>
  274. <field name="OpenClose" required="N"/>
  275. <field name="CoveredOrUncovered" required="N"/>
  276. <field name="CustomerOrFirm" required="N"/>
  277. <field name="MaxShow" required="N"/>
  278. <field name="PegDifference" required="N"/>
  279. </message>
  280. <message name="ExecutionReport" msgtype="8" msgcat="app">
  281. <field name="OrderID" required="Y"/>
  282. <field name="SecondaryOrderID" required="N"/>
  283. <field name="ClOrdID" required="N"/>
  284. <field name="OrigClOrdID" required="N"/>
  285. <field name="ClientID" required="N"/>
  286. <field name="ExecBroker" required="N"/>
  287. <field name="ListID" required="N"/>
  288. <field name="ExecID" required="Y"/>
  289. <field name="ExecTransType" required="Y"/>
  290. <field name="ExecRefID" required="N"/>
  291. <field name="ExecType" required="Y"/>
  292. <field name="OrdStatus" required="Y"/>
  293. <field name="OrdRejReason" required="N"/>
  294. <field name="Account" required="N"/>
  295. <field name="SettlmntTyp" required="N"/>
  296. <field name="FutSettDate" required="N"/>
  297. <field name="Symbol" required="Y"/>
  298. <field name="SymbolSfx" required="N"/>
  299. <field name="SecurityID" required="N"/>
  300. <field name="IDSource" required="N"/>
  301. <field name="SecurityType" required="N"/>
  302. <field name="MaturityMonthYear" required="N"/>
  303. <field name="MaturityDay" required="N"/>
  304. <field name="PutOrCall" required="N"/>
  305. <field name="StrikePrice" required="N"/>
  306. <field name="OptAttribute" required="N"/>
  307. <field name="SecurityExchange" required="N"/>
  308. <field name="Issuer" required="N"/>
  309. <field name="SecurityDesc" required="N"/>
  310. <field name="Side" required="Y"/>
  311. <field name="OrderQty" required="Y"/>
  312. <field name="OrdType" required="N"/>
  313. <field name="Price" required="N"/>
  314. <field name="StopPx" required="N"/>
  315. <field name="PegDifference" required="N"/>
  316. <field name="Currency" required="N"/>
  317. <field name="TimeInForce" required="N"/>
  318. <field name="ExpireTime" required="N"/>
  319. <field name="ExecInst" required="N"/>
  320. <field name="Rule80A" required="N"/>
  321. <field name="LastShares" required="Y"/>
  322. <field name="LastPx" required="Y"/>
  323. <field name="LastSpotRate" required="N"/>
  324. <field name="LastForwardPoints" required="N"/>
  325. <field name="LastMkt" required="N"/>
  326. <field name="LastCapacity" required="N"/>
  327. <field name="LeavesQty" required="Y"/>
  328. <field name="CumQty" required="Y"/>
  329. <field name="AvgPx" required="Y"/>
  330. <field name="TradeDate" required="N"/>
  331. <field name="TransactTime" required="N"/>
  332. <field name="ReportToExch" required="N"/>
  333. <field name="Commission" required="N"/>
  334. <field name="CommType" required="N"/>
  335. <field name="SettlCurrAmt" required="N"/>
  336. <field name="SettlCurrency" required="N"/>
  337. <field name="Text" required="N"/>
  338. </message>
  339. <message name="DontKnowTrade" msgtype="Q" msgcat="app">
  340. <field name="OrderID" required="N"/>
  341. <field name="ExecID" required="N"/>
  342. <field name="DKReason" required="Y"/>
  343. <field name="Symbol" required="Y"/>
  344. <field name="SymbolSfx" required="N"/>
  345. <field name="SecurityID" required="N"/>
  346. <field name="IDSource" required="N"/>
  347. <field name="SecurityType" required="N"/>
  348. <field name="MaturityMonthYear" required="N"/>
  349. <field name="MaturityDay" required="N"/>
  350. <field name="PutOrCall" required="N"/>
  351. <field name="StrikePrice" required="N"/>
  352. <field name="OptAttribute" required="N"/>
  353. <field name="SecurityExchange" required="N"/>
  354. <field name="Issuer" required="N"/>
  355. <field name="SecurityDesc" required="N"/>
  356. <field name="Side" required="Y"/>
  357. <field name="OrderQty" required="N"/>
  358. <field name="CashOrderQty" required="N"/>
  359. <field name="LastShares" required="N"/>
  360. <field name="LastPx" required="N"/>
  361. <field name="Text" required="N"/>
  362. </message>
  363. <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
  364. <field name="OrderID" required="N"/>
  365. <field name="ClientID" required="N"/>
  366. <field name="ExecBroker" required="N"/>
  367. <field name="OrigClOrdID" required="Y"/>
  368. <field name="ClOrdID" required="Y"/>
  369. <field name="ListID" required="N"/>
  370. <field name="Account" required="N"/>
  371. <field name="SettlmntTyp" required="N"/>
  372. <field name="FutSettDate" required="N"/>
  373. <field name="HandlInst" required="Y"/>
  374. <field name="ExecInst" required="N"/>
  375. <field name="MinQty" required="N"/>
  376. <field name="MaxFloor" required="N"/>
  377. <field name="ExDestination" required="N"/>
  378. <field name="Symbol" required="Y"/>
  379. <field name="SymbolSfx" required="N"/>
  380. <field name="SecurityID" required="N"/>
  381. <field name="IDSource" required="N"/>
  382. <field name="SecurityType" required="N"/>
  383. <field name="MaturityMonthYear" required="N"/>
  384. <field name="MaturityDay" required="N"/>
  385. <field name="PutOrCall" required="N"/>
  386. <field name="StrikePrice" required="N"/>
  387. <field name="OptAttribute" required="N"/>
  388. <field name="SecurityExchange" required="N"/>
  389. <field name="Issuer" required="N"/>
  390. <field name="SecurityDesc" required="N"/>
  391. <field name="Side" required="Y"/>
  392. <field name="OrderQty" required="N"/>
  393. <field name="CashOrderQty" required="N"/>
  394. <field name="OrdType" required="Y"/>
  395. <field name="Price" required="N"/>
  396. <field name="StopPx" required="N"/>
  397. <field name="PegDifference" required="N"/>
  398. <field name="Currency" required="N"/>
  399. <field name="TimeInForce" required="N"/>
  400. <field name="ExpireTime" required="N"/>
  401. <field name="Commission" required="N"/>
  402. <field name="CommType" required="N"/>
  403. <field name="Rule80A" required="N"/>
  404. <field name="ForexReq" required="N"/>
  405. <field name="SettlCurrency" required="N"/>
  406. <field name="Text" required="N"/>
  407. <field name="FutSettDate2" required="N"/>
  408. <field name="OrderQty2" required="N"/>
  409. <field name="OpenClose" required="N"/>
  410. <field name="CoveredOrUncovered" required="N"/>
  411. <field name="CustomerOrFirm" required="N"/>
  412. <field name="MaxShow" required="N"/>
  413. <field name="LocateReqd" required="N"/>
  414. </message>
  415. <message name="OrderCancelRequest" msgtype="F" msgcat="app">
  416. <field name="OrigClOrdID" required="Y"/>
  417. <field name="OrderID" required="N"/>
  418. <field name="ClOrdID" required="Y"/>
  419. <field name="ListID" required="N"/>
  420. <field name="ClientID" required="N"/>
  421. <field name="ExecBroker" required="N"/>
  422. <field name="Symbol" required="Y"/>
  423. <field name="SymbolSfx" required="N"/>
  424. <field name="SecurityID" required="N"/>
  425. <field name="IDSource" required="N"/>
  426. <field name="SecurityType" required="N"/>
  427. <field name="MaturityMonthYear" required="N"/>
  428. <field name="MaturityDay" required="N"/>
  429. <field name="PutOrCall" required="N"/>
  430. <field name="StrikePrice" required="N"/>
  431. <field name="OptAttribute" required="N"/>
  432. <field name="SecurityExchange" required="N"/>
  433. <field name="Issuer" required="N"/>
  434. <field name="SecurityDesc" required="N"/>
  435. <field name="Side" required="Y"/>
  436. <field name="OrderQty" required="N"/>
  437. <field name="CashOrderQty" required="N"/>
  438. <field name="Text" required="N"/>
  439. </message>
  440. <message name="OrderCancelReject" msgtype="9" msgcat="app">
  441. <field name="OrderID" required="Y"/>
  442. <field name="SecondaryOrderID" required="N"/>
  443. <field name="ClOrdID" required="Y"/>
  444. <field name="OrigClOrdID" required="Y"/>
  445. <field name="OrdStatus" required="Y"/>
  446. <field name="ClientID" required="N"/>
  447. <field name="ExecBroker" required="N"/>
  448. <field name="ListID" required="N"/>
  449. <field name="CxlRejReason" required="N"/>
  450. <field name="Text" required="N"/>
  451. </message>
  452. <message name="OrderStatusRequest" msgtype="H" msgcat="app">
  453. <field name="OrderID" required="N"/>
  454. <field name="ClOrdID" required="Y"/>
  455. <field name="ClientID" required="N"/>
  456. <field name="ExecBroker" required="N"/>
  457. <field name="Symbol" required="Y"/>
  458. <field name="SymbolSfx" required="N"/>
  459. <field name="SecurityID" required="N"/>
  460. <field name="IDSource" required="N"/>
  461. <field name="SecurityType" required="N"/>
  462. <field name="MaturityMonthYear" required="N"/>
  463. <field name="MaturityDay" required="N"/>
  464. <field name="PutOrCall" required="N"/>
  465. <field name="StrikePrice" required="N"/>
  466. <field name="OptAttribute" required="N"/>
  467. <field name="SecurityExchange" required="N"/>
  468. <field name="Issuer" required="N"/>
  469. <field name="SecurityDesc" required="N"/>
  470. <field name="Side" required="Y"/>
  471. </message>
  472. <message name="Allocation" msgtype="J" msgcat="app">
  473. <field name="AllocID" required="Y"/>
  474. <field name="AllocTransType" required="Y"/>
  475. <field name="RefAllocID" required="N"/>
  476. <field name="AllocLinkID" required="N"/>
  477. <field name="AllocLinkType" required="N"/>
  478. <group name="NoOrders" required="Y">
  479. <field name="ClOrdID" required="Y"/>
  480. <field name="OrderID" required="N"/>
  481. <field name="SecondaryOrderID" required="N"/>
  482. <field name="ListID" required="N"/>
  483. <field name="WaveNo" required="N"/>
  484. </group>
  485. <group name="NoExecs" required="N">
  486. <field name="LastShares" required="N"/>
  487. <field name="ExecID" required="N"/>
  488. <field name="LastPx" required="N"/>
  489. <field name="LastCapacity" required="N"/>
  490. </group>
  491. <field name="Side" required="Y"/>
  492. <field name="Symbol" required="Y"/>
  493. <field name="SymbolSfx" required="N"/>
  494. <field name="SecurityID" required="N"/>
  495. <field name="IDSource" required="N"/>
  496. <field name="SecurityType" required="N"/>
  497. <field name="MaturityMonthYear" required="N"/>
  498. <field name="MaturityDay" required="N"/>
  499. <field name="PutOrCall" required="N"/>
  500. <field name="StrikePrice" required="N"/>
  501. <field name="OptAttribute" required="N"/>
  502. <field name="SecurityExchange" required="N"/>
  503. <field name="Issuer" required="N"/>
  504. <field name="SecurityDesc" required="N"/>
  505. <field name="Shares" required="Y"/>
  506. <field name="LastMkt" required="N"/>
  507. <field name="AvgPx" required="Y"/>
  508. <field name="Currency" required="N"/>
  509. <field name="AvgPrxPrecision" required="N"/>
  510. <field name="TradeDate" required="Y"/>
  511. <field name="TransactTime" required="N"/>
  512. <field name="SettlmntTyp" required="N"/>
  513. <field name="FutSettDate" required="N"/>
  514. <field name="NetMoney" required="N"/>
  515. <field name="OpenClose" required="N"/>
  516. <field name="Text" required="N"/>
  517. <field name="NumDaysInterest" required="N"/>
  518. <field name="AccruedInterestRate" required="N"/>
  519. <group name="NoAllocs" required="Y">
  520. <field name="AllocAccount" required="Y"/>
  521. <field name="AllocShares" required="Y"/>
  522. <field name="ProcessCode" required="N"/>
  523. <field name="BrokerOfCredit" required="N"/>
  524. <field name="NotifyBrokerOfCredit" required="N"/>
  525. <field name="AllocHandlInst" required="N"/>
  526. <field name="AllocText" required="N"/>
  527. <field name="ExecBroker" required="N"/>
  528. <field name="ClientID" required="N"/>
  529. <field name="Commission" required="N"/>
  530. <field name="CommType" required="N"/>
  531. <field name="AllocAvgPx" required="N"/>
  532. <field name="AllocNetMoney" required="N"/>
  533. <field name="SettlCurrAmt" required="N"/>
  534. <field name="SettlCurrency" required="N"/>
  535. <field name="SettlCurrFxRate" required="N"/>
  536. <field name="SettlCurrFxRateCalc" required="N"/>
  537. <field name="AccruedInterestAmt" required="N"/>
  538. <field name="SettlInstMode" required="N"/>
  539. <group name="NoMiscFees" required="N">
  540. <field name="MiscFeeAmt" required="N"/>
  541. <field name="MiscFeeCurr" required="N"/>
  542. <field name="MiscFeeType" required="N"/>
  543. </group>
  544. </group>
  545. </message>
  546. <message name="AllocationACK" msgtype="P" msgcat="app">
  547. <field name="ClientID" required="N"/>
  548. <field name="ExecBroker" required="N"/>
  549. <field name="AllocID" required="Y"/>
  550. <field name="TradeDate" required="Y"/>
  551. <field name="TransactTime" required="N"/>
  552. <field name="AllocStatus" required="Y"/>
  553. <field name="AllocRejCode" required="N"/>
  554. <field name="Text" required="N"/>
  555. </message>
  556. <message name="SettlementInstructions" msgtype="T" msgcat="app">
  557. <field name="SettlInstID" required="Y"/>
  558. <field name="SettlInstTransType" required="Y"/>
  559. <field name="SettlInstMode" required="Y"/>
  560. <field name="SettlInstSource" required="Y"/>
  561. <field name="AllocAccount" required="Y"/>
  562. <field name="SettlLocation" required="N"/>
  563. <field name="TradeDate" required="N"/>
  564. <field name="AllocID" required="N"/>
  565. <field name="LastMkt" required="N"/>
  566. <field name="Side" required="N"/>
  567. <field name="SecurityType" required="N"/>
  568. <field name="EffectiveTime" required="N"/>
  569. <field name="TransactTime" required="Y"/>
  570. <field name="ClientID" required="N"/>
  571. <field name="ExecBroker" required="N"/>
  572. <field name="StandInstDbType" required="N"/>
  573. <field name="StandInstDbName" required="N"/>
  574. <field name="StandInstDbID" required="N"/>
  575. <field name="SettlDeliveryType" required="N"/>
  576. <field name="SettlDepositoryCode" required="N"/>
  577. <field name="SettlBrkrCode" required="N"/>
  578. <field name="SettlInstCode" required="N"/>
  579. <field name="SecuritySettlAgentName" required="N"/>
  580. <field name="SecuritySettlAgentCode" required="N"/>
  581. <field name="SecuritySettlAgentAcctNum" required="N"/>
  582. <field name="SecuritySettlAgentAcctName" required="N"/>
  583. <field name="SecuritySettlAgentContactName" required="N"/>
  584. <field name="SecuritySettlAgentContactPhone" required="N"/>
  585. <field name="CashSettlAgentName" required="N"/>
  586. <field name="CashSettlAgentCode" required="N"/>
  587. <field name="CashSettlAgentAcctNum" required="N"/>
  588. <field name="CashSettlAgentAcctName" required="N"/>
  589. <field name="CashSettlAgentContactName" required="N"/>
  590. <field name="CashSettlAgentContactPhone" required="N"/>
  591. </message>
  592. <message name="NewOrderList" msgtype="E" msgcat="app">
  593. <field name="ListID" required="Y"/>
  594. <field name="WaveNo" required="N"/>
  595. <field name="ListSeqNo" required="Y"/>
  596. <field name="ListNoOrds" required="Y"/>
  597. <field name="ListExecInst" required="N"/>
  598. <field name="ClOrdID" required="Y"/>
  599. <field name="ClientID" required="N"/>
  600. <field name="ExecBroker" required="N"/>
  601. <field name="Account" required="N"/>
  602. <field name="SettlmntTyp" required="N"/>
  603. <field name="FutSettDate" required="N"/>
  604. <field name="HandlInst" required="Y"/>
  605. <field name="ExecInst" required="N"/>
  606. <field name="MinQty" required="N"/>
  607. <field name="MaxFloor" required="N"/>
  608. <field name="ExDestination" required="N"/>
  609. <field name="ProcessCode" required="N"/>
  610. <field name="Symbol" required="Y"/>
  611. <field name="SymbolSfx" required="N"/>
  612. <field name="SecurityID" required="N"/>
  613. <field name="IDSource" required="N"/>
  614. <field name="SecurityType" required="N"/>
  615. <field name="MaturityMonthYear" required="N"/>
  616. <field name="MaturityDay" required="N"/>
  617. <field name="PutOrCall" required="N"/>
  618. <field name="StrikePrice" required="N"/>
  619. <field name="OptAttribute" required="N"/>
  620. <field name="SecurityExchange" required="N"/>
  621. <field name="Issuer" required="N"/>
  622. <field name="SecurityDesc" required="N"/>
  623. <field name="PrevClosePx" required="N"/>
  624. <field name="Side" required="Y"/>
  625. <field name="LocateReqd" required="N"/>
  626. <field name="OrderQty" required="Y"/>
  627. <field name="OrdType" required="Y"/>
  628. <field name="Price" required="N"/>
  629. <field name="StopPx" required="N"/>
  630. <field name="PegDifference" required="N"/>
  631. <field name="Currency" required="N"/>
  632. <field name="TimeInForce" required="N"/>
  633. <field name="ExpireTime" required="N"/>
  634. <field name="Commission" required="N"/>
  635. <field name="CommType" required="N"/>
  636. <field name="Rule80A" required="N"/>
  637. <field name="ForexReq" required="N"/>
  638. <field name="SettlCurrency" required="N"/>
  639. <field name="Text" required="N"/>
  640. <field name="FutSettDate2" required="N"/>
  641. <field name="OrderQty2" required="N"/>
  642. <field name="OpenClose" required="N"/>
  643. <field name="CoveredOrUncovered" required="N"/>
  644. <field name="CustomerOrFirm" required="N"/>
  645. <field name="MaxShow" required="N"/>
  646. </message>
  647. <message name="ListStatus" msgtype="N" msgcat="app">
  648. <field name="ListID" required="Y"/>
  649. <field name="WaveNo" required="N"/>
  650. <field name="NoRpts" required="Y"/>
  651. <field name="RptSeq" required="Y"/>
  652. <group name="NoOrders" required="Y">
  653. <field name="ClOrdID" required="Y"/>
  654. <field name="CumQty" required="Y"/>
  655. <field name="LeavesQty" required="Y"/>
  656. <field name="CxlQty" required="Y"/>
  657. <field name="AvgPx" required="Y"/>
  658. </group>
  659. </message>
  660. <message name="ListExecute" msgtype="L" msgcat="app">
  661. <field name="ListID" required="Y"/>
  662. <field name="WaveNo" required="N"/>
  663. <field name="Text" required="N"/>
  664. </message>
  665. <message name="ListCancelRequest" msgtype="K" msgcat="app">
  666. <field name="ListID" required="Y"/>
  667. <field name="WaveNo" required="N"/>
  668. <field name="Text" required="N"/>
  669. </message>
  670. <message name="ListStatusRequest" msgtype="M" msgcat="app">
  671. <field name="ListID" required="Y"/>
  672. <field name="WaveNo" required="N"/>
  673. <field name="Text" required="N"/>
  674. </message>
  675. </messages>
  676. <fields>
  677. <field number="1" name="Account" type="STRING"/>
  678. <field number="2" name="AdvId" type="STRING"/>
  679. <field number="3" name="AdvRefID" type="STRING"/>
  680. <field number="4" name="AdvSide" type="STRING">
  681. <value enum="B" description="BUY"/>
  682. <value enum="S" description="SELL"/>
  683. <value enum="X" description="CROSS"/>
  684. <value enum="T" description="TRADE"/>
  685. </field>
  686. <field number="5" name="AdvTransType" type="STRING">
  687. <value enum="N" description="NEW"/>
  688. <value enum="C" description="CANCEL"/>
  689. <value enum="R" description="REPLACE"/>
  690. </field>
  691. <field number="6" name="AvgPx" type="FLOAT"/>
  692. <field number="7" name="BeginSeqNo" type="INT"/>
  693. <field number="8" name="BeginString" type="STRING"/>
  694. <field number="9" name="BodyLength" type="INT"/>
  695. <field number="10" name="CheckSum" type="STRING"/>
  696. <field number="11" name="ClOrdID" type="STRING"/>
  697. <field number="12" name="Commission" type="FLOAT"/>
  698. <field number="13" name="CommType" type="STRING">
  699. <value enum="1" description="PER_SHARE"/>
  700. <value enum="2" description="PERCENTAGE"/>
  701. <value enum="3" description="ABSOLUTE"/>
  702. </field>
  703. <field number="14" name="CumQty" type="INT"/>
  704. <field number="15" name="Currency" type="STRING"/>
  705. <field number="16" name="EndSeqNo" type="INT"/>
  706. <field number="17" name="ExecID" type="STRING"/>
  707. <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
  708. <value enum="1" description="NOT_HELD"/>
  709. <value enum="2" description="WORK"/>
  710. <value enum="3" description="GO_ALONG"/>
  711. <value enum="4" description="OVER_THE_DAY"/>
  712. <value enum="5" description="HELD"/>
  713. <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
  714. <value enum="7" description="STRICT_SCALE"/>
  715. <value enum="8" description="TRY_TO_SCALE"/>
  716. <value enum="9" description="STAY_ON_BIDSIDE"/>
  717. <value enum="0" description="STAY_ON_OFFERSIDE"/>
  718. <value enum="A" description="NO_CROSS"/>
  719. <value enum="B" description="OK_TO_CROSS"/>
  720. <value enum="C" description="CALL_FIRST"/>
  721. <value enum="D" description="PERCENT_OF_VOLUME"/>
  722. <value enum="E" description="DO_NOT_INCREASE_DNI"/>
  723. <value enum="F" description="DO_NOT_REDUCE_DNR"/>
  724. <value enum="G" description="ALL_OR_NONE_AON"/>
  725. <value enum="I" description="INSTITUTIONS_ONLY"/>
  726. <value enum="L" description="LAST_PEG"/>
  727. <value enum="M" description="MIDPRICE_PEG"/>
  728. <value enum="N" description="NONNEGOTIABLE"/>
  729. <value enum="O" description="OPENING_PEG"/>
  730. <value enum="P" description="MARKET_PEG"/>
  731. <value enum="R" description="PRIMARY_PEG"/>
  732. <value enum="S" description="SUSPEND"/>
  733. <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
  734. <value enum="V" description="NETTING"/>
  735. </field>
  736. <field number="19" name="ExecRefID" type="STRING"/>
  737. <field number="20" name="ExecTransType" type="STRING">
  738. <value enum="0" description="NEW"/>
  739. <value enum="1" description="CANCEL"/>
  740. <value enum="2" description="CORRECT"/>
  741. <value enum="3" description="STATUS"/>
  742. </field>
  743. <field number="21" name="HandlInst" type="STRING">
  744. <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
  745. <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
  746. <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
  747. </field>
  748. <field number="22" name="IDSource" type="STRING">
  749. <value enum="1" description="CUSIP"/>
  750. <value enum="2" description="SEDOL"/>
  751. <value enum="3" description="QUIK"/>
  752. <value enum="4" description="ISIN_NUMBER"/>
  753. <value enum="5" description="RIC_CODE"/>
  754. <value enum="6" description="ISO_CURRENCY_CODE"/>
  755. <value enum="7" description="ISO_COUNTRY_CODE"/>
  756. </field>
  757. <field number="23" name="IOIid" type="STRING"/>
  758. <field number="24" name="IOIOthSvc" type="STRING"/>
  759. <field number="25" name="IOIQltyInd" type="STRING">
  760. <value enum="L" description="LOW"/>
  761. <value enum="M" description="MEDIUM"/>
  762. <value enum="H" description="HIGH"/>
  763. </field>
  764. <field number="26" name="IOIRefID" type="STRING"/>
  765. <field number="27" name="IOIShares" type="STRING"/>
  766. <field number="28" name="IOITransType" type="STRING">
  767. <value enum="N" description="NEW"/>
  768. <value enum="C" description="CANCEL"/>
  769. <value enum="R" description="REPLACE"/>
  770. </field>
  771. <field number="29" name="LastCapacity" type="STRING">
  772. <value enum="1" description="AGENT"/>
  773. <value enum="2" description="CROSS_AS_AGENT"/>
  774. <value enum="3" description="CROSS_AS_PRINCIPAL"/>
  775. <value enum="4" description="PRINCIPAL"/>
  776. </field>
  777. <field number="30" name="LastMkt" type="STRING"/>
  778. <field number="31" name="LastPx" type="FLOAT"/>
  779. <field number="32" name="LastShares" type="INT"/>
  780. <field number="33" name="LinesOfText" type="INT"/>
  781. <field number="34" name="MsgSeqNum" type="INT"/>
  782. <field number="35" name="MsgType" type="STRING">
  783. <value enum="0" description="HEARTBEAT" />
  784. <value enum="1" description="TEST_REQUEST" />
  785. <value enum="2" description="RESEND_REQUEST" />
  786. <value enum="3" description="REJECT" />
  787. <value enum="4" description="SEQUENCE_RESET" />
  788. <value enum="5" description="LOGOUT" />
  789. <value enum="6" description="INDICATION_OF_INTEREST" />
  790. <value enum="7" description="ADVERTISEMENT" />
  791. <value enum="8" description="EXECUTION_REPORT" />
  792. <value enum="9" description="ORDER_CANCEL_REJECT" />
  793. <value enum="A" description="LOGON" />
  794. <value enum="B" description="NEWS" />
  795. <value enum="C" description="EMAIL" />
  796. <value enum="D" description="ORDER_SINGLE" />
  797. <value enum="E" description="ORDER_LIST" />
  798. <value enum="F" description="ORDER_CANCEL_REQUEST" />
  799. <value enum="G" description="ORDER_CANCEL" />
  800. <value enum="H" description="ORDER_STATUS_REQUEST" />
  801. <value enum="J" description="ALLOCATION" />
  802. <value enum="K" description="LIST_CANCEL_REQUEST" />
  803. <value enum="L" description="LIST_EXECUTE" />
  804. <value enum="M" description="LIST_STATUS_REQUEST" />
  805. <value enum="N" description="LIST_STATUS" />
  806. <value enum="P" description="ALLOCATION_ACK" />
  807. <value enum="Q" description="DONT_KNOW_TRADE" />
  808. <value enum="R" description="QUOTE_REQUEST" />
  809. <value enum="S" description="QUOTE" />
  810. <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
  811. </field>
  812. <field number="36" name="NewSeqNo" type="INT"/>
  813. <field number="37" name="OrderID" type="STRING"/>
  814. <field number="38" name="OrderQty" type="INT"/>
  815. <field number="39" name="OrdStatus" type="STRING">
  816. <value enum="0" description="NEW"/>
  817. <value enum="1" description="PARTIALLY_FILLED"/>
  818. <value enum="2" description="FILLED"/>
  819. <value enum="3" description="DONE_FOR_DAY"/>
  820. <value enum="4" description="CANCELED"/>
  821. <value enum="5" description="REPLACED"/>
  822. <value enum="6" description="PENDING_CANCELREPLACE"/>
  823. <value enum="7" description="STOPPED"/>
  824. <value enum="8" description="REJECTED"/>
  825. <value enum="9" description="SUSPENDED"/>
  826. <value enum="A" description="PENDING_NEW"/>
  827. <value enum="B" description="CALCULATED"/>
  828. <value enum="C" description="EXPIRED"/>
  829. </field>
  830. <field number="40" name="OrdType" type="STRING">
  831. <value enum="1" description="MARKET"/>
  832. <value enum="2" description="LIMIT"/>
  833. <value enum="3" description="STOP"/>
  834. <value enum="4" description="STOP_LIMIT"/>
  835. <value enum="5" description="MARKET_ON_CLOSE"/>
  836. <value enum="6" description="WITH_OR_WITHOUT"/>
  837. <value enum="7" description="LIMIT_OR_BETTER"/>
  838. <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
  839. <value enum="9" description="ON_BASIS"/>
  840. <value enum="A" description="ON_CLOSE"/>
  841. <value enum="B" description="LIMIT_ON_CLOSE"/>
  842. <value enum="C" description="FOREX_MARKET"/>
  843. <value enum="D" description="PREVIOUSLY_QUOTED"/>
  844. <value enum="E" description="PREVIOUSLY_INDICATED"/>
  845. <value enum="F" description="FOREX_LIMIT"/>
  846. <value enum="G" description="FOREX_SWAP"/>
  847. <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
  848. <value enum="P" description="PEGGED"/>
  849. </field>
  850. <field number="41" name="OrigClOrdID" type="STRING"/>
  851. <field number="42" name="OrigTime" type="TIME"/>
  852. <field number="43" name="PossDupFlag" type="STRING">
  853. <value enum="Y" description="POSSIBLE_DUPLICATE"/>
  854. <value enum="N" description="ORIGINAL_TRANSMISSION"/>
  855. </field>
  856. <field number="44" name="Price" type="FLOAT"/>
  857. <field number="45" name="RefSeqNum" type="INT"/>
  858. <field number="46" name="RelatdSym" type="STRING"/>
  859. <field number="47" name="Rule80A" type="STRING">
  860. <value enum="A" description="AGENCY_SINGLE_ORDER"/>
  861. <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
  862. <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
  863. <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
  864. <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
  865. <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
  866. <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
  867. <value enum="I" description="INDIVIDUAL_INVESTOR"/>
  868. <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
  869. <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
  870. <value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
  871. <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
  872. <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
  873. <value enum="O" description="COMPETING_DEALER_TRADES_O"/>
  874. <value enum="P" description="PRINCIPAL"/>
  875. <value enum="R" description="COMPETING_DEALER_TRADES_R"/>
  876. <value enum="S" description="SPECIALIST_TRADES"/>
  877. <value enum="T" description="COMPETING_DEALER_TRADES_T"/>
  878. <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
  879. <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
  880. <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
  881. <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
  882. <value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
  883. </field>
  884. <field number="48" name="SecurityID" type="STRING"/>
  885. <field number="49" name="SenderCompID" type="STRING"/>
  886. <field number="50" name="SenderSubID" type="STRING"/>
  887. <field number="52" name="SendingTime" type="TIME"/>
  888. <field number="53" name="Shares" type="INT"/>
  889. <field number="54" name="Side" type="STRING">
  890. <value enum="1" description="BUY"/>
  891. <value enum="2" description="SELL"/>
  892. <value enum="3" description="BUY_MINUS"/>
  893. <value enum="4" description="SELL_PLUS"/>
  894. <value enum="5" description="SELL_SHORT"/>
  895. <value enum="6" description="SELL_SHORT_EXEMPT"/>
  896. <value enum="7" description="D"/>
  897. <value enum="8" description="CROSS"/>
  898. </field>
  899. <field number="55" name="Symbol" type="STRING"/>
  900. <field number="56" name="TargetCompID" type="STRING"/>
  901. <field number="57" name="TargetSubID" type="STRING"/>
  902. <field number="58" name="Text" type="STRING"/>
  903. <field number="59" name="TimeInForce" type="STRING">
  904. <value enum="0" description="DAY"/>
  905. <value enum="1" description="GOOD_TILL_CANCEL"/>
  906. <value enum="2" description="AT_THE_OPENING"/>
  907. <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
  908. <value enum="4" description="FILL_OR_KILL"/>
  909. <value enum="5" description="GOOD_TILL_CROSSING"/>
  910. <value enum="6" description="GOOD_TILL_DATE"/>
  911. </field>
  912. <field number="60" name="TransactTime" type="TIME"/>
  913. <field number="61" name="Urgency" type="STRING">
  914. <value enum="0" description="NORMAL"/>
  915. <value enum="1" description="FLASH"/>
  916. <value enum="2" description="BACKGROUND"/>
  917. </field>
  918. <field number="62" name="ValidUntilTime" type="TIME"/>
  919. <field number="63" name="SettlmntTyp" type="STRING">
  920. <value enum="0" description="REGULAR"/>
  921. <value enum="1" description="CASH"/>
  922. <value enum="2" description="NEXT_DAY"/>
  923. <value enum="3" description="TPLUS2"/>
  924. <value enum="4" description="TPLUS3"/>
  925. <value enum="5" description="TPLUS4"/>
  926. <value enum="6" description="FUTURE"/>
  927. <value enum="7" description="WHEN_ISSUED"/>
  928. <value enum="8" description="SELLERS_OPTION"/>
  929. <value enum="9" description="TPLUS5"/>
  930. </field>
  931. <field number="64" name="FutSettDate" type="DATE"/>
  932. <field number="65" name="SymbolSfx" type="STRING"/>
  933. <field number="66" name="ListID" type="STRING"/>
  934. <field number="67" name="ListSeqNo" type="INT"/>
  935. <field number="68" name="ListNoOrds" type="INT"/>
  936. <field number="69" name="ListExecInst" type="STRING"/>
  937. <field number="70" name="AllocID" type="STRING"/>
  938. <field number="71" name="AllocTransType" type="STRING">
  939. <value enum="0" description="NEW"/>
  940. <value enum="1" description="REPLACE"/>
  941. <value enum="2" description="CANCEL"/>
  942. <value enum="3" description="PRELIMINARY"/>
  943. <value enum="4" description="CALCULATED"/>
  944. </field>
  945. <field number="72" name="RefAllocID" type="STRING"/>
  946. <field number="73" name="NoOrders" type="INT"/>
  947. <field number="74" name="AvgPrxPrecision" type="INT"/>
  948. <field number="75" name="TradeDate" type="DATE"/>
  949. <field number="76" name="ExecBroker" type="STRING"/>
  950. <field number="77" name="OpenClose" type="STRING"/>
  951. <field number="78" name="NoAllocs" type="INT"/>
  952. <field number="79" name="AllocAccount" type="STRING"/>
  953. <field number="80" name="AllocShares" type="INT"/>
  954. <field number="81" name="ProcessCode" type="STRING">
  955. <value enum="0" description="REGULAR"/>
  956. <value enum="1" description="SOFT_DOLLAR"/>
  957. <value enum="2" description="STEPIN"/>
  958. <value enum="3" description="STEPOUT"/>
  959. <value enum="4" description="SOFTDOLLAR_STEPIN"/>
  960. <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
  961. <value enum="6" description="PLAN_SPONSOR"/>
  962. </field>
  963. <field number="82" name="NoRpts" type="INT"/>
  964. <field number="83" name="RptSeq" type="INT"/>
  965. <field number="84" name="CxlQty" type="INT"/>
  966. <field number="85" name="NoDlvyInst" type="INT"/>
  967. <field number="86" name="DlvyInst" type="STRING"/>
  968. <field number="87" name="AllocStatus" type="INT">
  969. <value enum="0" description="ACCEPTED"/>
  970. <value enum="1" description="REJECTED"/>
  971. <value enum="2" description="PARTIAL_ACCEPT"/>
  972. <value enum="3" description="RECEIVED"/>
  973. </field>
  974. <field number="88" name="AllocRejCode" type="INT">
  975. <value enum="0" description="UNKNOWN_ACCOUNT"/>
  976. <value enum="1" description="INCORRECT_QUANTITY"/>
  977. <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
  978. <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
  979. <value enum="4" description="COMMISSION_DIFFERENCE"/>
  980. <value enum="5" description="UNKNOWN_ORDERID"/>
  981. <value enum="6" description="UNKNOWN_LISTID"/>
  982. <value enum="7" description="OTHER"/>
  983. </field>
  984. <field number="89" name="Signature" type="DATA"/>
  985. <field number="90" name="SecureDataLen" type="INT"/>
  986. <field number="91" name="SecureData" type="DATA"/>
  987. <field number="92" name="BrokerOfCredit" type="STRING"/>
  988. <field number="93" name="SignatureLength" type="INT"/>
  989. <field number="94" name="EmailType" type="STRING">
  990. <value enum="0" description="NEW"/>
  991. <value enum="1" description="REPLY"/>
  992. <value enum="2" description="ADMIN_REPLY"/>
  993. </field>
  994. <field number="95" name="RawDataLength" type="INT"/>
  995. <field number="96" name="RawData" type="DATA"/>
  996. <field number="97" name="PossResend" type="STRING"/>
  997. <field number="98" name="EncryptMethod" type="INT">
  998. <value enum="0" description="NONE_OTHER"/>
  999. <value enum="1" description="PKCS"/>
  1000. <value enum="2" description="DES"/>
  1001. <value enum="3" description="PKCSDES"/>
  1002. <value enum="4" description="PGPDES"/>
  1003. <value enum="5" description="PGPDESMD5"/>
  1004. <value enum="6" description="PEMDESMD5"/>
  1005. </field>
  1006. <field number="99" name="StopPx" type="FLOAT"/>
  1007. <field number="100" name="ExDestination" type="STRING"/>
  1008. <field number="102" name="CxlRejReason" type="INT">
  1009. <value enum="0" description="TOO_LATE_TO_CANCEL"/>
  1010. <value enum="1" description="UNKNOWN_ORDER"/>
  1011. </field>
  1012. <field number="103" name="OrdRejReason" type="INT">
  1013. <value enum="0" description="BROKER_OPTION"/>
  1014. <value enum="1" description="UNKNOWN_SYMBOL"/>
  1015. <value enum="2" description="EXCHANGE_CLOSED"/>
  1016. <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
  1017. <value enum="4" description="TOO_LATE_TO_ENTER"/>
  1018. <value enum="5" description="UNKNOWN_ORDER"/>
  1019. <value enum="6" description="DUPLICATE_ORDER"/>
  1020. </field>
  1021. <field number="104" name="IOIQualifier" type="STRING">
  1022. <value enum="X" description="CROSSING_OPPORTUNITY"/>
  1023. <value enum="O" description="AT_THE_OPEN"/>
  1024. <value enum="M" description="MORE_BEHIND"/>
  1025. <value enum="P" description="TAKING_A_POSITION"/>
  1026. <value enum="V" description="VERSUS"/>
  1027. <value enum="Q" description="AT_THE_MARKET"/>
  1028. <value enum="C" description="AT_THE_CLOSE"/>
  1029. <value enum="S" description="PORTFOLIO_SHOWN"/>
  1030. <value enum="I" description="IN_TOUCH_WITH"/>
  1031. <value enum="W" description="INDICATION_WORKING_AWAY"/>
  1032. <value enum="A" description="ALL_OR_NONE"/>
  1033. <value enum="L" description="LIMIT"/>
  1034. <value enum="T" description="THROUGH_THE_DAY"/>
  1035. <value enum="Y" description="AT_THE_MIDPOINT"/>
  1036. <value enum="Z" description="PREOPEN"/>
  1037. </field>
  1038. <field number="105" name="WaveNo" type="STRING"/>
  1039. <field number="106" name="Issuer" type="STRING"/>
  1040. <field number="107" name="SecurityDesc" type="STRING"/>
  1041. <field number="108" name="HeartBtInt" type="INT"/>
  1042. <field number="109" name="ClientID" type="STRING"/>
  1043. <field number="110" name="MinQty" type="INT"/>
  1044. <field number="111" name="MaxFloor" type="INT"/>
  1045. <field number="112" name="TestReqID" type="STRING"/>
  1046. <field number="113" name="ReportToExch" type="STRING">
  1047. <value enum="Y" description="YES"/>
  1048. <value enum="N" description="NO"/>
  1049. </field>
  1050. <field number="114" name="LocateReqd" type="STRING">
  1051. <value enum="Y" description="YES"/>
  1052. <value enum="N" description="NO"/>
  1053. </field>
  1054. <field number="115" name="OnBehalfOfCompID" type="STRING"/>
  1055. <field number="116" name="OnBehalfOfSubID" type="STRING"/>
  1056. <field number="117" name="QuoteID" type="STRING"/>
  1057. <field number="118" name="NetMoney" type="FLOAT"/>
  1058. <field number="119" name="SettlCurrAmt" type="FLOAT"/>
  1059. <field number="120" name="SettlCurrency" type="STRING"/>
  1060. <field number="121" name="ForexReq" type="STRING">
  1061. <value enum="Y" description="YES"/>
  1062. <value enum="N" description="NO"/>
  1063. </field>
  1064. <field number="122" name="OrigSendingTime" type="TIME"/>
  1065. <field number="123" name="GapFillFlag" type="STRING">
  1066. <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
  1067. <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
  1068. </field>
  1069. <field number="124" name="NoExecs" type="INT"/>
  1070. <field number="126" name="ExpireTime" type="TIME"/>
  1071. <field number="127" name="DKReason" type="STRING">
  1072. <value enum="A" description="UNKNOWN_SYMBOL"/>
  1073. <value enum="B" description="WRONG_SIDE"/>
  1074. <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
  1075. <value enum="D" description="NO_MATCHING_ORDER"/>
  1076. <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
  1077. <value enum="Z" description="OTHER" />
  1078. </field>
  1079. <field number="128" name="DeliverToCompID" type="STRING"/>
  1080. <field number="129" name="DeliverToSubID" type="STRING"/>
  1081. <field number="130" name="IOINaturalFlag" type="STRING">
  1082. <value enum="Y" description="NATURAL"/>
  1083. <value enum="N" description="NOT_NATURAL"/>
  1084. </field>
  1085. <field number="131" name="QuoteReqID" type="STRING"/>
  1086. <field number="132" name="BidPx" type="FLOAT"/>
  1087. <field number="133" name="OfferPx" type="FLOAT"/>
  1088. <field number="134" name="BidSize" type="INT"/>
  1089. <field number="135" name="OfferSize" type="INT"/>
  1090. <field number="136" name="NoMiscFees" type="INT"/>
  1091. <field number="137" name="MiscFeeAmt" type="FLOAT"/>
  1092. <field number="138" name="MiscFeeCurr" type="STRING"/>
  1093. <field number="139" name="MiscFeeType" type="STRING">
  1094. <value enum="1" description="REGULATORY"/>
  1095. <value enum="2" description="TAX"/>
  1096. <value enum="3" description="LOCAL_COMMISSION"/>
  1097. <value enum="4" description="EXCHANGE_FEES"/>
  1098. <value enum="5" description="STAMP"/>
  1099. <value enum="6" description="LEVY"/>
  1100. <value enum="7" description="OTHER"/>
  1101. <value enum="8" description="MARKUP"/>
  1102. </field>
  1103. <field number="140" name="PrevClosePx" type="FLOAT"/>
  1104. <field number="141" name="ResetSeqNumFlag" type="STRING">
  1105. <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
  1106. <value enum="N" description="NO"/>
  1107. </field>
  1108. <field number="142" name="SenderLocationID" type="STRING"/>
  1109. <field number="143" name="TargetLocationID" type="STRING"/>
  1110. <field number="144" name="OnBehalfOfLocationID" type="STRING"/>
  1111. <field number="145" name="DeliverToLocationID" type="STRING"/>
  1112. <field number="146" name="NoRelatedSym" type="INT"/>
  1113. <field number="147" name="Subject" type="STRING"/>
  1114. <field number="148" name="Headline" type="STRING"/>
  1115. <field number="149" name="URLLink" type="STRING"/>
  1116. <field number="150" name="ExecType" type="STRING">
  1117. <value enum="0" description="NEW"/>
  1118. <value enum="1" description="PARTIAL_FILL"/>
  1119. <value enum="2" description="FILL"/>
  1120. <value enum="3" description="DONE_FOR_DAY"/>
  1121. <value enum="4" description="CANCELLED"/>
  1122. <value enum="5" description="REPLACE"/>
  1123. <value enum="6" description="PENDING_CANCELREPLACE"/>
  1124. <value enum="7" description="STOPPED"/>
  1125. <value enum="8" description="REJECTED"/>
  1126. <value enum="9" description="SUSPENDED"/>
  1127. <value enum="A" description="PENDING_NEW"/>
  1128. <value enum="B" description="CALCULATED"/>
  1129. <value enum="C" description="EXPIRED"/>
  1130. </field>
  1131. <field number="151" name="LeavesQty" type="INT"/>
  1132. <field number="152" name="CashOrderQty" type="FLOAT"/>
  1133. <field number="153" name="AllocAvgPx" type="FLOAT"/>
  1134. <field number="154" name="AllocNetMoney" type="FLOAT"/>
  1135. <field number="155" name="SettlCurrFxRate" type="FLOAT"/>
  1136. <field number="156" name="SettlCurrFxRateCalc" type="STRING"/>
  1137. <field number="157" name="NumDaysInterest" type="INT"/>
  1138. <field number="158" name="AccruedInterestRate" type="FLOAT"/>
  1139. <field number="159" name="AccruedInterestAmt" type="FLOAT"/>
  1140. <field number="160" name="SettlInstMode" type="STRING">
  1141. <value enum="0" description="DEFAULT"/>
  1142. <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
  1143. <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/>
  1144. <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
  1145. </field>
  1146. <field number="161" name="AllocText" type="STRING"/>
  1147. <field number="162" name="SettlInstID" type="STRING"/>
  1148. <field number="163" name="SettlInstTransType" type="STRING">
  1149. <value enum="N" description="NEW"/>
  1150. <value enum="C" description="CANCEL"/>
  1151. <value enum="R" description="REPLACE"/>
  1152. </field>
  1153. <field number="164" name="EmailThreadID" type="STRING"/>
  1154. <field number="165" name="SettlInstSource" type="STRING">
  1155. <value enum="1" description="BROKER"/>
  1156. <value enum="2" description="INSTITUTION"/>
  1157. </field>
  1158. <field number="166" name="SettlLocation" type="STRING">
  1159. <value enum="CED" description="CEDEL"/>
  1160. <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
  1161. <value enum="EUR" description="EUROCLEAR"/>
  1162. <value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
  1163. <value enum="PNY" description="PHYSICAL"/>
  1164. <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
  1165. <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
  1166. </field>
  1167. <field number="167" name="SecurityType" type="STRING">
  1168. <value enum="BA" description="BANKERS_ACCEPTANCE"/>
  1169. <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
  1170. <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
  1171. <value enum="CORP" description="CORPORATE_BOND"/>
  1172. <value enum="CP" description="COMMERCIAL_PAPER"/>
  1173. <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
  1174. <value enum="CS" description="COMMON_STOCK"/>
  1175. <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
  1176. <value enum="FHL" description="FEDERAL_HOME_LOAN"/>
  1177. <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/>
  1178. <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
  1179. <value enum="FUT" description="FUTURE"/>
  1180. <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
  1181. <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
  1182. <value enum="MF" description="MUTUAL_FUND"/>
  1183. <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
  1184. <value enum="MPO" description="MORTGAGE_PRINCIPLE_ONLY"/>
  1185. <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
  1186. <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
  1187. <value enum="MUNI" description="MUNICIPAL_BOND"/>
  1188. <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
  1189. <value enum="OPT" description="OPTION"/>
  1190. <value enum="PS" description="PREFERRED_STOCK"/>
  1191. <value enum="RP" description="REPURCHASE_AGREEMENT"/>
  1192. <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
  1193. <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
  1194. <value enum="TD" description="TIME_DEPOSIT"/>
  1195. <value enum="USTB" description="US_TREASURY_BILL"/>
  1196. <value enum="WAR" description="WARRANT"/>
  1197. <value enum="ZOO" description="CATS_TIGERS"/>
  1198. </field>
  1199. <field number="168" name="EffectiveTime" type="TIME"/>
  1200. <field number="169" name="StandInstDbType" type="INT">
  1201. <value enum="0" description="OTHER"/>
  1202. <value enum="1" description="DTC_SID"/>
  1203. <value enum="2" description="THOMSON_ALERT"/>
  1204. <value enum="3" description="A_GLOBAL_CUSTODIAN"/>
  1205. </field>
  1206. <field number="170" name="StandInstDbName" type="STRING"/>
  1207. <field number="171" name="StandInstDbID" type="STRING"/>
  1208. <field number="172" name="SettlDeliveryType" type="INT"/>
  1209. <field number="173" name="SettlDepositoryCode" type="STRING"/>
  1210. <field number="174" name="SettlBrkrCode" type="STRING"/>
  1211. <field number="175" name="SettlInstCode" type="STRING"/>
  1212. <field number="176" name="SecuritySettlAgentName" type="STRING"/>
  1213. <field number="177" name="SecuritySettlAgentCode" type="STRING"/>
  1214. <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
  1215. <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
  1216. <field number="180" name="SecuritySettlAgentContactName" type="STRING"/>
  1217. <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/>
  1218. <field number="182" name="CashSettlAgentName" type="STRING"/>
  1219. <field number="183" name="CashSettlAgentCode" type="STRING"/>
  1220. <field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
  1221. <field number="185" name="CashSettlAgentAcctName" type="STRING"/>
  1222. <field number="186" name="CashSettlAgentContactName" type="STRING"/>
  1223. <field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
  1224. <field number="188" name="BidSpotRate" type="FLOAT"/>
  1225. <field number="189" name="BidForwardPoints" type="FLOAT"/>
  1226. <field number="190" name="OfferSpotRate" type="FLOAT"/>
  1227. <field number="191" name="OfferForwardPoints" type="FLOAT"/>
  1228. <field number="192" name="OrderQty2" type="FLOAT"/>
  1229. <field number="193" name="FutSettDate2" type="DATE"/>
  1230. <field number="194" name="LastSpotRate" type="FLOAT"/>
  1231. <field number="195" name="LastForwardPoints" type="FLOAT"/>
  1232. <field number="196" name="AllocLinkID" type="STRING"/>
  1233. <field number="197" name="AllocLinkType" type="INT">
  1234. <value enum="0" description="FX_NETTING"/>
  1235. <value enum="1" description="FX_SWAP"/>
  1236. </field>
  1237. <field number="198" name="SecondaryOrderID" type="STRING"/>
  1238. <field number="199" name="NoIOIQualifiers" type="INT"/>
  1239. <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
  1240. <field number="201" name="PutOrCall" type="INT">
  1241. <value enum="0" description="PUT"/>
  1242. <value enum="1" description="CALL"/>
  1243. </field>
  1244. <field number="202" name="StrikePrice" type="FLOAT"/>
  1245. <field number="203" name="CoveredOrUncovered" type="INT">
  1246. <value enum="0" description="COVERED"/>
  1247. <value enum="1" description="UNCOVERED"/>
  1248. </field>
  1249. <field number="204" name="CustomerOrFirm" type="INT">
  1250. <value enum="0" description="CUSTOMER"/>
  1251. <value enum="1" description="FIRM"/>
  1252. </field>
  1253. <field number="205" name="MaturityDay" type="DAYOFMONTH"/>
  1254. <field number="206" name="OptAttribute" type="STRING"/>
  1255. <field number="207" name="SecurityExchange" type="STRING"/>
  1256. <field number="208" name="NotifyBrokerOfCredit" type="STRING">
  1257. <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
  1258. <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
  1259. </field>
  1260. <field number="209" name="AllocHandlInst" type="INT">
  1261. <value enum="1" description="MATCH"/>
  1262. <value enum="2" description="FORWARD"/>
  1263. <value enum="3" description="FORWARD_AND_MATCH"/>
  1264. </field>
  1265. <field number="210" name="MaxShow" type="INT"/>
  1266. <field number="211" name="PegDifference" type="FLOAT"/>
  1267. </fields>
  1268. </fix>
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