Photon to ORS FIX Connectivity
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usstt
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Hello M-etc-users, Thanks is advance for any insight you can provide...
I'm trying to set up Marketcetera to connect to an Interactive Brokers gateway via FIX. So far I've had relative success, getting ORS to connect correctly to the IB gateway. However, I can't seem to get Photon to submit test orders to the ORS properly. Enclosed is the message I get in the PHOTON console: 05:19:59,128 ERROR - Received reject message: ORS rejected incoming ExecutionReport: Value is incorrect (out of range) for this tag From the Marketcetera Admin Console, here is the FIX message being sent. 1) Why is it complaining about tag 167, 1st message, and for 2nd message a bunch of other tags seem to be out of range? 2) How do I change the default contents of the FIX message? thanks. 1st Message: 23 Sep 2008 05:19:59,096 INFO [SocketConnectorIoProcessor-0.0] quickfixj.msg.in coming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=000260☺3 5=8☺34=000006☺43=N☺52=20080923-09:19:38☺49=IB☺56=direc184☺37=0☺11=33001☺17=16234 .1222161578.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=100☺32=0☺31=0.00☺14=0☺ 151=0☺6=0☺167=STK☺6011=71☺58=Destination exchange must be specified☺60=20080923- 09:19:38☺40=2☺59=1☺10=009☺ 23 Sep 2008 05:19:59,113 INFO [QFJ Message Processor] quickfixj.event (?:?) - F IX.4.2:direc184->IB: Message 6 Rejected: Value is incorrect (out of range) for t his tag:167 Sep 23, 2008 5:19:59 AM org.apache.commons.i18n.ResourceBundleMessageProvider ge tText WARNING: No message entries found for bundle with key ors.error_incoming_msg_rejected 2nd Message: 23 Sep 2008 05:19:59,128 INFO [QFJ Message Processor] quickfixj.msg.outgoing (S ession.java:1771) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=167☺35=3☺34=7☺49=direc184☺ 52=20080923-09:19:59.117☺56=IB☺45=6☺58=ORS rejected incoming ExecutionReport: Va lue is incorrect (out of range) for this tag☺371=167☺372=8☺373=5☺10=083☺ _______________________________________________ _______________________________________________ Marketcetera Users mailing list Marketcetera Documentation: http://trac.marketcetera.org To unsubscribe, go to http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email]. |
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toli
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Tzuan-Ta,
This is very exciting - we've had a lot of interest in the community to have an IB connection, and i'd be happy to work with you to resolve your issues. Let me answer the 2nd question first: > 2) How do I change the default contents of the FIX message? There are 2 ways to do that (aside form hand-constructing a message in Ruby which is too complicated) 1. You can use the Custom Fields (http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/PhotonGuide#StockOrderTicket ) in Photon (set in Preferences) to specify additional fields that always get set in outgoing messages. Note that this only works from stock order ticket and not the "command line" in bottom left 2. You can use the Message Modifiers to chain together a few rules on how messages are modified before they go out. This happens after an order from Photon hits the ORS, and the message is modified before it goes out to the FIX counterparty: http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/MessageModifiers This allows you to insert a few fields into any outgoing message (you can do that conditionally based on message type as well) Now on to the 1st one: > 1) Why is it complaining about tag 167, 1st message, and for 2nd message a > bunch of other tags seem to be out of range? Let me ask you a couple of background questions about how you got Marketcetera to send orders to IB. What changes did you make? Do you have the IB FIX dictionary? Would it be possible for you to share it with us? Are you using the Photon GUI (ie the stock order ticket) to send the orders out? Or are you using a Ruby strategy? Based on your messages, i can see this: The first message you have quoted is an message from IB (it's an ExecReport) that's a rejection - > quickfixj.msg.incoming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: > 8=FIX.4.2☺9=000260☺3 > 5=8☺34=000006☺43=N☺52=20080923-09:19:38☺49=IB☺56=direc184☺37=0☺11=33001☺17=16234 > .1222161578.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=100☺32=0☺31=0.00☺14=0☺ > 151=0☺6=0☺167=STK☺6011=71☺58=Destination exchange must be > specified☺60=20080923- > 09:19:38☺40=2☺59=1☺10=009☺ IB seems to complain that you didn't not specify a destination. the 2nd message is a rejection of the first ExecutionReprot by Marketcetera (actually, by QFJ underneath): > 52=20080923-09:19:59.117☺56=IB☺45=6☺58=ORS rejected incoming > ExecutionReport: Va > lue is incorrect (out of range) for this tag☺371=167☺372=8☺373=5☺10=083☺ That is because the incoming ExecutionReport has 167=STK and the FIX.4.2 dictionary doesn't have the value "STK" defined for tag 167 - see http://www.btobits.com/fixopaedia/fixdic42/fd0e-167-3136.html That's why I was asking for IB's FIX spec - they would tell you what the tags are, and then you can specify a custom FIX dictionary that Marketceterea ORS uses on startup: http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/UserFAQ#MybrokerdeviatesfromFIXspec.HowdoIuseacustomFIXdictionary It would also be easier if you could send me the first "outgoing" message that your ORS sends out to IB. It should be right above the messages you sent me, and it'll show exactly what the data is that you send to IB. Do you know if you are sending field 167=STK out? Also, if you'd like, you can modify the ORS setup to not validate the incoming messages - just modify the ors/conf/quickfixj.xml file to have UseDataDictionary set to value="Y" and it will ignore unknown tags and values. I wouldn't recommend it in production, but you can test it out. hope this helps. let me know if there's anything else. -- Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. _______________________________________________ _______________________________________________ Marketcetera Users mailing list Marketcetera Documentation: http://trac.marketcetera.org To unsubscribe, go to http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email]. |
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usstt
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In reply to this post
by usstt
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Hi Toli, Thanks so much for your quick and helpful responses. Please see my responses inlined in blue. Now on to the 1st one: > 1) Why is it complaining about tag 167, 1st message, and for 2nd message a > bunch of other tags seem to be out of range? Let me ask you a couple of background questions about how you got Marketcetera to send orders to IB. What changes did you make? Do you have the IB FIX dictionary? Would it be possible for you to share it with us? So far, we've modified the ors_user.properties with the appropriate IB senderCompID, targetCompID, destination and listening port info. IB ships out a Java based API called the IB gateway for FIX connectivity. See enclosed PDF for IB FIX dictionary. Are you using the Photon GUI (ie the stock order ticket) to send the orders out? Or are you using a Ruby strategy? Using the Photon GUI as a first step. Based on your messages, i can see this: The first message you have quoted is an message from IB (it's an ExecReport) that's a rejection - > quickfixj.msg.incoming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: > 8=FIX.4.2☺9=000260☺3 > 5=8☺34=000006☺43=N☺52=20080923-09:19:38☺49=IB☺56=direc184☺37=0☺11=33001☺17=16234 > .1222161578.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=100☺32=0☺31=0.00☺14=0☺ > 151=0☺6=0☺167=STK☺6011=71☺58=Destination exchange must be > specified☺60=20080923- > 09:19:38☺40=2☺59=1☺10=009☺ IB seems to complain that you didn't not specify a destination. the 2nd message is a rejection of the first ExecutionReprot by Marketcetera (actually, by QFJ underneath): > 52=20080923-09:19:59.117☺56=IB☺45=6☺58=ORS rejected incoming > ExecutionReport: Va > lue is incorrect (out of range) for this tag☺371=167☺372=8☺373=5☺10=083☺ That is because the incoming ExecutionReport has 167=STK and the FIX.4.2 dictionary doesn't have the value "STK" defined for tag 167 - see http://www.btobits.com/fixopaedia/fixdic42/fd0e-167-3136.html That's why I was asking for IB's FIX spec - they would tell you what the tags are, and then you can specify a custom FIX dictionary that Marketceterea ORS uses on startup: http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/UserFAQ#MybrokerdeviatesfromFIXspec.HowdoIuseacustomFIXdictionary It would also be easier if you could send me the first "outgoing" message that your ORS sends out to IB. It should be right above the messages you sent me, and it'll show exactly what the data is that you send to IB. WARNING: No message entries found for bundle with key ors.connecting_to 25 Sep 2008 05:01:07,169 INFO [main] marketcetera.ors.OrderRoutingSystem (Order RoutingSystem.java:95) - ORS is connecting to localhost:6668. 25 Sep 2008 05:01:07,220 DEBUG [main] marketcetera.ors.OrderRoutingSystem (Appli cationBase.java:123) - Starting to wait forever 25 Sep 2008 05:01:07,549 INFO [QFJ Timer] quickfixj.msg.outgoing (Session.java: 1771) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=71☺35=A☺34=1☺49=direc184☺52=20080925-0 9:01:07.534☺56=IB☺98=0☺108=30☺141=Y☺10=095☺ 25 Sep 2008 05:01:07,573 INFO [QFJ Timer] quickfixj.event (?:?) - FIX.4.2:direc 184->IB: Initiated logon request 25 Sep 2008 05:01:09,370 INFO [SocketConnectorIoProcessor-0.0] quickfixj.msg.in coming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=000077☺3 5=A☺34=000001☺43=N☺52=20080925-09:00:43☺49=IB☺56=direc184☺98=0☺108=30☺141=Y☺10=0 61☺ 25 Sep 2008 05:01:09,376 INFO [QFJ Message Processor] quickfixj.event (?:?) - F IX.4.2:direc184->IB: Logon contains ResetSeqNumFlag=Y, resetting sequence number s to 1 25 Sep 2008 05:01:09,486 INFO [QFJ Message Processor] quickfixj.event (?:?) - F IX.4.2:direc184->IB: Received logon response Do you know if you are sending field 167=STK out? Also, if you'd like, you can modify the ORS setup to not validate the incoming messages - just modify the ors/conf/quickfixj.xml file to have UseDataDictionary set to value="Y" and it will ignore unknown tags and values. I wouldn't recommend it in production, but you can test it out. Yes, I'm setting 167 as a custom field. this is the output: 25 Sep 2008 06:16:08,165 DEBUG [ActiveMQ Session Task] marketcetera.spring.JMSFI XMessageConverter (JMSFIXMessageConverter.java:42) - Received JMS msg: ActiveMQT extMessage {commandId = 6, responseRequired = true, messageId = ID:DESTROYER-640 75-1222336644112-1:5:1:1:2, originalDestination = null, originalTransactionId = null, producerId = ID:DESTROYER-64075-1222336644112-1:5:1:1, destination = queue ://ors-commands, transactionId = null, expiration = 0, timestamp = 1222337768159 , arrival = 0, brokerInTime = 1222337768160, brokerOutTime = 1222337768161, corr elationId = null, replyTo = null, persistent = true, type = null, priority = 4, groupID = null, groupSequence = 0, targetConsumerId = null, compressed = false, userID = null, content = org.apache.activemq.util.ByteSequence@26d560, marshalle dProperties = null, dataStructure = null, redeliveryCounter = 0, size = 0, prope rties = null, readOnlyProperties = true, readOnlyBody = true, droppable = false, text = null} 25 Sep 2008 06:16:08,185 INFO [ActiveMQ Session Task] quickfixj.msg.outgoing (S ession.java:1771) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=148☺35=D☺34=141☺49=direc18 4☺52=20080925-10:16:08.185☺56=IB☺11=46004☺21=1☺38=100☺40=2☺44=111☺54=1☺55=IBM☺59 =1☺60=20080925-10:16:08.158☺100=SMART☺167=STK☺10=162☺ 25 Sep 2008 06:16:08,194 DEBUG [ActiveMQ Session Task] marketcetera.ors.Outgoing MessageHandler (OutgoingMessageHandler.java:126) - Sending immediate execReport: 8=FIX.4.2☺9=165☺35=8☺52=20080925-10:16:08.184☺6=0☺11=46004☺14=0☺17=48002☺20=0☺ 21=1☺31=0☺32=0☺38=100☺39=A☺40=2☺44=111☺54=1☺55=IBM☺59=1☺60=20080925-10:16:08.184 ☺150=A☺151=100☺167=STK☺10=117☺ 25 Sep 2008 06:16:08,537 INFO [SocketConnectorIoProcessor-0.0] quickfixj.msg.in coming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: 8=FIX.4.2☺9=000247☺3 5=8☺34=000138☺43=N☺52=20080925-10:15:43☺49=IB☺56=direc184☺37=0☺11=46004☺17=16234 .1222337743.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=111☺32=0☺31=0.00☺14=0☺ 151=0☺6=0☺167=STK☺6011=33☺58=Invalid BD flag or Origin☺60=20080925-10:15:43☺40=2 ☺59=1☺10=045☺ With regards to the UseDataDictionary, I've set it to "N" as it was already set to "Y". This actually makes a difference. When I set a custom tag 100=SMART per IB's FIX dictionary, that only gets picked up if UseDataDictionary="N". When set to "Y", I get the same 05:57:55,972 ERROR - Received reject message: ORS rejected incoming ExecutionReport: Value is incorrect (out of range) for this tag but when set at "N", I now get a new error: 05:59:05,097 ERROR - Order rejected 46003 IBM: Invalid BD flag or Origin Do you have other suggestions? thanks! hope this helps. let me know if there's anything else. -- Toli Kuznets ----- Original Message ---- From: Toli Kuznets <[hidden email]> To: Tzuan-Ta Wang <[hidden email]> Cc: [hidden email] Sent: Wednesday, September 24, 2008 11:38:39 AM Subject: Re: [m-etc-users] Photon to ORS FIX Connectivity Tzuan-Ta, This is very exciting - we've had a lot of interest in the community to have an IB connection, and i'd be happy to work with you to resolve your issues. Let me answer the 2nd question first: > 2) How do I change the default contents of the FIX message? There are 2 ways to do that (aside form hand-constructing a message in Ruby which is too complicated) 1. You can use the Custom Fields (http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/PhotonGuide#StockOrderTicket ) in Photon (set in Preferences) to specify additional fields that always get set in outgoing messages. Note that this only works from stock order ticket and not the "command line" in bottom left 2. You can use the Message Modifiers to chain together a few rules on how messages are modified before they go out. This happens after an order from Photon hits the ORS, and the message is modified before it goes out to the FIX counterparty: http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/MessageModifiers This allows you to insert a few fields into any outgoing message (you can do that conditionally based on message type as well) Now on to the 1st one: > 1) Why is it complaining about tag 167, 1st message, and for 2nd message a > bunch of other tags seem to be out of range? Let me ask you a couple of background questions about how you got Marketcetera to send orders to IB. What changes did you make? Do you have the IB FIX dictionary? Would it be possible for you to share it with us? Are you using the Photon GUI (ie the stock order ticket) to send the orders out? Or are you using a Ruby strategy? Based on your messages, i can see this: The first message you have quoted is an message from IB (it's an ExecReport) that's a rejection - > quickfixj.msg.incoming (AbstractIoHandler.java:109) - FIX.4.2:direc184->IB: > 8=FIX.4.2☺9=000260☺3 > 5=8☺34=000006☺43=N☺52=20080923-09:19:38☺49=IB☺56=direc184☺37=0☺11=33001☺17=16234 > .1222161578.0☺150=8☺20=0☺103=0☺39=8☺55=IBM☺54=1☺38=100☺44=100☺32=0☺31=0.00☺14=0☺ > 151=0☺6=0☺167=STK☺6011=71☺58=Destination exchange must be > specified☺60=20080923- > 09:19:38☺40=2☺59=1☺10=009☺ IB seems to complain that you didn't not specify a destination. the 2nd message is a rejection of the first ExecutionReprot by Marketcetera (actually, by QFJ underneath): > 52=20080923-09:19:59.117☺56=IB☺45=6☺58=ORS rejected incoming > ExecutionReport: Va > lue is incorrect (out of range) for this tag☺371=167☺372=8☺373=5☺10=083☺ That is because the incoming ExecutionReport has 167=STK and the FIX.4.2 dictionary doesn't have the value "STK" defined for tag 167 - see http://www.btobits.com/fixopaedia/fixdic42/fd0e-167-3136.html That's why I was asking for IB's FIX spec - they would tell you what the tags are, and then you can specify a custom FIX dictionary that Marketceterea ORS uses on startup: http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/UserFAQ#MybrokerdeviatesfromFIXspec.HowdoIuseacustomFIXdictionary It would also be easier if you could send me the first "outgoing" message that your ORS sends out to IB. It should be right above the messages you sent me, and it'll show exactly what the data is that you send to IB. Do you know if you are sending field 167=STK out? Also, if you'd like, you can modify the ORS setup to not validate the incoming messages - just modify the ors/conf/quickfixj.xml file to have UseDataDictionary set to value="Y" and it will ignore unknown tags and values. I wouldn't recommend it in production, but you can test it out. hope this helps. let me know if there's anything else. -- Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. _______________________________________________ _______________________________________________ Marketcetera Users mailing list Marketcetera Documentation: http://trac.marketcetera.org To unsubscribe, go to http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email]. |
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IB_FIX_Manual_Rev20.pdf (588K) |
toli
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Tzuan,
> Yes, I'm setting 167 as a custom field. this is the output: > Do you have other suggestions? thanks! Excellent, I think this is pretty clear now. You need to modify the "vanilla" FIX.4.2 dictionary to have the custom values you are using for tag 167 and 100, and then you can turn the FIX dictionary validation back on. Strangely, their FIX spec doesn't list STK as a valid value for tag 167 (SecurityType) on page 66, but it shows up in the sample messages they have. I've added it to the sample file (around line 2166) Gotta love broker's undocumented features :) You can see the FAQ entry at http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/UserFAQ#MybrokerdeviatesfromFIXspec.HowdoIuseacustomFIXdictionary on how to use your custom dictionary. Just drop the file in the ors/conf directory and modify the ors.xml file accordingly. > but when set at "N", I now get a new error: > 05:59:05,097 ERROR - Order rejected 46003 IBM: Invalid BD flag or Origin For the other error, i don't know what BD flag or Origin means - it does not show up in the docs. Also, the log you sent didn't have a message with id 46003 but only 46004. But assuming that 46003 is the same message as 46004, that outgoing buy order looks good. It seems that IB perhaps requires you to specify a few more fields but I couldn't find anything in the spec for New Order Single (page 15-16). is there any additional output you are seeing on the IB FIX engine's side? Seems like you may need to contact someone at IB to figure out what fields are missing that they expect. I've noticed that there are a few more fields that IB added to the FIX spec, so you may need add them to the attached dictionary as well. let me know this goes and if there's anything else i can help you with. -- Toli Kuznets http://www.marketcetera.com: Open-Source Trading Platform download.run.trade. <fix major="4" minor="2"> <header> <field name="BeginString" required="Y"/> <field name="BodyLength" required="Y"/> <field name="MsgType" required="Y"/> <field name="SenderCompID" required="Y"/> <field name="TargetCompID" required="Y"/> <field name="OnBehalfOfCompID" required="N"/> <field name="DeliverToCompID" required="N"/> <field name="SecureDataLen" required="N"/> <field name="SecureData" required="N"/> <field name="MsgSeqNum" required="Y"/> <field name="SenderSubID" required="N"/> <field name="SenderLocationID" required="N"/> <field name="TargetSubID" required="N"/> <field name="TargetLocationID" required="N"/> <field name="OnBehalfOfSubID" required="N"/> <field name="OnBehalfOfLocationID" required="N"/> <field name="DeliverToSubID" required="N"/> <field name="DeliverToLocationID" required="N"/> <field name="PossDupFlag" required="N"/> <field name="PossResend" required="N"/> <field name="SendingTime" required="Y"/> <field name="OrigSendingTime" required="N"/> <field name="XmlDataLen" required="N"/> <field name="XmlData" required="N"/> <field name="MessageEncoding" required="N"/> <field name="LastMsgSeqNumProcessed" required="N"/> <field name="OnBehalfOfSendingTime" required="N"/> </header> <trailer> <field name="SignatureLength" required="N"/> <field name="Signature" required="N"/> <field name="CheckSum" required="Y"/> </trailer> <messages> <message name="Heartbeat" msgtype="0" msgcat="admin"> <field name="TestReqID" required="N"/> </message> <message name="Logon" msgtype="A" msgcat="admin"> <field name="EncryptMethod" required="Y"/> <field name="HeartBtInt" required="Y"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> <field name="ResetSeqNumFlag" required="N"/> <field name="MaxMessageSize" required="N"/> <group name="NoMsgTypes" required="N"> <field name="RefMsgType" required="N"/> <field name="MsgDirection" required="N"/> </group> </message> <message name="TestRequest" msgtype="1" msgcat="admin"> <field name="TestReqID" required="Y"/> </message> <message name="ResendRequest" msgtype="2" msgcat="admin"> <field name="BeginSeqNo" required="Y"/> <field name="EndSeqNo" required="Y"/> </message> <message name="Reject" msgtype="3" msgcat="admin"> <field name="RefSeqNum" required="Y"/> <field name="RefTagID" required="N"/> <field name="RefMsgType" required="N"/> <field name="SessionRejectReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SequenceReset" msgtype="4" msgcat="admin"> <field name="GapFillFlag" required="N"/> <field name="NewSeqNo" required="Y"/> </message> <message name="Logout" msgtype="5" msgcat="admin"> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="Advertisement" msgtype="7" msgcat="app"> <field name="AdvId" required="Y"/> <field name="AdvTransType" required="Y"/> <field name="AdvRefID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="AdvSide" required="Y"/> <field name="Shares" required="Y"/> <field name="Price" required="N"/> <field name="Currency" required="N"/> <field name="TradeDate" required="N"/> <field name="TransactTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="URLLink" required="N"/> <field name="LastMkt" required="N"/> <field name="TradingSessionID" required="N"/> </message> <message name="IndicationofInterest" msgtype="6" msgcat="app"> <field name="IOIid" required="Y"/> <field name="IOITransType" required="Y"/> <field name="IOIRefID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> <field name="IOIShares" required="Y"/> <field name="Price" required="N"/> <field name="Currency" required="N"/> <field name="ValidUntilTime" required="N"/> <field name="IOIQltyInd" required="N"/> <field name="IOINaturalFlag" required="N"/> <group name="NoIOIQualifiers" required="N"> <field name="IOIQualifier" required="N"/> </group> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="TransactTime" required="N"/> <field name="URLLink" required="N"/> <group name="NoRoutingIDs" required="N"> <field name="RoutingType" required="N"/> <field name="RoutingID" required="N"/> </group> <field name="SpreadToBenchmark" required="N"/> <field name="Benchmark" required="N"/> </message> <message name="News" msgtype="B" msgcat="app"> <field name="OrigTime" required="N"/> <field name="Urgency" required="N"/> <field name="Headline" required="Y"/> <field name="EncodedHeadlineLen" required="N"/> <field name="EncodedHeadline" required="N"/> <group name="NoRoutingIDs" required="N"> <field name="RoutingType" required="N"/> <field name="RoutingID" required="N"/> </group> <group name="NoRelatedSym" required="N"> <field name="RelatdSym" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> </group> <group name="LinesOfText" required="Y"> <field name="Text" required="Y"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> <field name="URLLink" required="N"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> </message> <message name="Email" msgtype="C" msgcat="app"> <field name="EmailThreadID" required="Y"/> <field name="EmailType" required="Y"/> <field name="OrigTime" required="N"/> <field name="Subject" required="Y"/> <field name="EncodedSubjectLen" required="N"/> <field name="EncodedSubject" required="N"/> <group name="NoRoutingIDs" required="N"> <field name="RoutingType" required="N"/> <field name="RoutingID" required="N"/> </group> <group name="NoRelatedSym" required="N"> <field name="RelatdSym" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> </group> <field name="OrderID" required="N"/> <field name="ClOrdID" required="N"/> <group name="LinesOfText" required="Y"> <field name="Text" required="Y"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> </message> <message name="QuoteRequest" msgtype="R" msgcat="app"> <field name="QuoteReqID" required="Y"/> <group name="NoRelatedSym" required="Y"> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="PrevClosePx" required="N"/> <field name="QuoteRequestType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="Side" required="N"/> <field name="OrderQty" required="N"/> <field name="FutSettDate" required="N"/> <field name="OrdType" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="ExpireTime" required="N"/> <field name="TransactTime" required="N"/> <field name="Currency" required="N"/> </group> </message> <message name="Quote" msgtype="S" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="Y"/> <field name="QuoteResponseLevel" required="N"/> <field name="TradingSessionID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="BidPx" required="N"/> <field name="OfferPx" required="N"/> <field name="BidSize" required="N"/> <field name="OfferSize" required="N"/> <field name="ValidUntilTime" required="N"/> <field name="BidSpotRate" required="N"/> <field name="OfferSpotRate" required="N"/> <field name="BidForwardPoints" required="N"/> <field name="OfferForwardPoints" required="N"/> <field name="TransactTime" required="N"/> <field name="FutSettDate" required="N"/> <field name="OrdType" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> </message> <message name="MassQuote" msgtype="i" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="Y"/> <field name="QuoteResponseLevel" required="N"/> <field name="DefBidSize" required="N"/> <field name="DefOfferSize" required="N"/> <group name="NoQuoteSets" required="Y"> <field name="QuoteSetID" required="Y"/> <field name="UnderlyingSymbol" required="Y"/> <field name="UnderlyingSymbolSfx" required="N"/> <field name="UnderlyingSecurityID" required="N"/> <field name="UnderlyingIDSource" required="N"/> <field name="UnderlyingSecurityType" required="N"/> <field name="UnderlyingMaturityMonthYear" required="N"/> <field name="UnderlyingMaturityDay" required="N"/> <field name="UnderlyingPutOrCall" required="N"/> <field name="UnderlyingStrikePrice" required="N"/> <field name="UnderlyingOptAttribute" required="N"/> <field name="UnderlyingContractMultiplier" required="N"/> <field name="UnderlyingCouponRate" required="N"/> <field name="UnderlyingSecurityExchange" required="N"/> <field name="UnderlyingIssuer" required="N"/> <field name="EncodedUnderlyingIssuerLen" required="N"/> <field name="EncodedUnderlyingIssuer" required="N"/> <field name="UnderlyingSecurityDesc" required="N"/> <field name="EncodedUnderlyingSecurityDescLen" required="N"/> <field name="EncodedUnderlyingSecurityDesc" required="N"/> <field name="QuoteSetValidUntilTime" required="N"/> <field name="TotQuoteEntries" required="Y"/> <group name="NoQuoteEntries" required="Y"> <field name="QuoteEntryID" required="Y"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="BidPx" required="N"/> <field name="OfferPx" required="N"/> <field name="BidSize" required="N"/> <field name="OfferSize" required="N"/> <field name="ValidUntilTime" required="N"/> <field name="BidSpotRate" required="N"/> <field name="OfferSpotRate" required="N"/> <field name="BidForwardPoints" required="N"/> <field name="OfferForwardPoints" required="N"/> <field name="TransactTime" required="N"/> <field name="TradingSessionID" required="N"/> <field name="FutSettDate" required="N"/> <field name="OrdType" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> </group> </group> </message> <message name="QuoteCancel" msgtype="Z" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="Y"/> <field name="QuoteCancelType" required="Y"/> <field name="QuoteResponseLevel" required="N"/> <field name="TradingSessionID" required="N"/> <group name="NoQuoteEntries" required="Y"> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="UnderlyingSymbol" required="N"/> </group> </message> <message name="QuoteStatusRequest" msgtype="a" msgcat="app"> <field name="QuoteID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="N"/> <field name="TradingSessionID" required="N"/> </message> <message name="QuoteAcknowledgement" msgtype="b" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="N"/> <field name="QuoteAckStatus" required="Y"/> <field name="QuoteRejectReason" required="N"/> <field name="QuoteResponseLevel" required="N"/> <field name="TradingSessionID" required="N"/> <field name="Text" required="N"/> <group name="NoQuoteSets" required="N"> <field name="QuoteSetID" required="N"/> <field name="UnderlyingSymbol" required="N"/> <field name="UnderlyingSymbolSfx" required="N"/> <field name="UnderlyingSecurityID" required="N"/> <field name="UnderlyingIDSource" required="N"/> <field name="UnderlyingSecurityType" required="N"/> <field name="UnderlyingMaturityMonthYear" required="N"/> <field name="UnderlyingMaturityDay" required="N"/> <field name="UnderlyingPutOrCall" required="N"/> <field name="UnderlyingStrikePrice" required="N"/> <field name="UnderlyingOptAttribute" required="N"/> <field name="UnderlyingContractMultiplier" required="N"/> <field name="UnderlyingCouponRate" required="N"/> <field name="UnderlyingSecurityExchange" required="N"/> <field name="UnderlyingIssuer" required="N"/> <field name="EncodedUnderlyingIssuerLen" required="N"/> <field name="EncodedUnderlyingIssuer" required="N"/> <field name="UnderlyingSecurityDesc" required="N"/> <field name="EncodedUnderlyingSecurityDescLen" required="N"/> <field name="EncodedUnderlyingSecurityDesc" required="N"/> <field name="TotQuoteEntries" required="N"/> <group name="NoQuoteEntries" required="N"> <field name="QuoteEntryID" required="N"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="QuoteEntryRejectReason" required="N"/> </group> </group> </message> <message name="MarketDataRequest" msgtype="V" msgcat="app"> <field name="MDReqID" required="Y"/> <field name="SubscriptionRequestType" required="Y"/> <field name="MarketDepth" required="Y"/> <field name="MDUpdateType" required="N"/> <field name="AggregatedBook" required="N"/> <group name="NoMDEntryTypes" required="Y"> <field name="MDEntryType" required="Y"/> </group> <group name="NoRelatedSym" required="Y"> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="TradingSessionID" required="N"/> </group> </message> <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> <field name="MDReqID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="TotalVolumeTraded" required="N"/> <group name="NoMDEntries" required="Y"> <field name="MDEntryType" required="Y"/> <field name="MDEntryPx" required="Y"/> <field name="Currency" required="N"/> <field name="MDEntrySize" required="N"/> <field name="MDEntryDate" required="N"/> <field name="MDEntryTime" required="N"/> <field name="TickDirection" required="N"/> <field name="MDMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="QuoteCondition" required="N"/> <field name="TradeCondition" required="N"/> <field name="MDEntryOriginator" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> <field name="OpenCloseSettleFlag" required="N"/> <field name="TimeInForce" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="MinQty" required="N"/> <field name="ExecInst" required="N"/> <field name="SellerDays" required="N"/> <field name="OrderID" required="N"/> <field name="QuoteEntryID" required="N"/> <field name="MDEntryBuyer" required="N"/> <field name="MDEntrySeller" required="N"/> <field name="NumberOfOrders" required="N"/> <field name="MDEntryPositionNo" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </message> <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app"> <field name="MDReqID" required="N"/> <group name="NoMDEntries" required="Y"> <field name="MDUpdateAction" required="Y"/> <field name="DeleteReason" required="N"/> <field name="MDEntryType" required="N"/> <field name="MDEntryID" required="N"/> <field name="MDEntryRefID" required="N"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="MDEntryPx" required="N"/> <field name="Currency" required="N"/> <field name="MDEntrySize" required="N"/> <field name="MDEntryDate" required="N"/> <field name="MDEntryTime" required="N"/> <field name="TickDirection" required="N"/> <field name="MDMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="QuoteCondition" required="N"/> <field name="TradeCondition" required="N"/> <field name="MDEntryOriginator" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> <field name="OpenCloseSettleFlag" required="N"/> <field name="TimeInForce" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="MinQty" required="N"/> <field name="ExecInst" required="N"/> <field name="SellerDays" required="N"/> <field name="OrderID" required="N"/> <field name="QuoteEntryID" required="N"/> <field name="MDEntryBuyer" required="N"/> <field name="MDEntrySeller" required="N"/> <field name="NumberOfOrders" required="N"/> <field name="MDEntryPositionNo" required="N"/> <field name="TotalVolumeTraded" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </message> <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> <field name="MDReqID" required="Y"/> <field name="MDReqRejReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="SecurityRequestType" required="Y"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Currency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="TradingSessionID" required="N"/> <group name="NoRelatedSym" required="N"> <field name="UnderlyingSymbol" required="N"/> <field name="UnderlyingSymbolSfx" required="N"/> <field name="UnderlyingSecurityID" required="N"/> <field name="UnderlyingIDSource" required="N"/> <field name="UnderlyingSecurityType" required="N"/> <field name="UnderlyingMaturityMonthYear" required="N"/> <field name="UnderlyingMaturityDay" required="N"/> <field name="UnderlyingPutOrCall" required="N"/> <field name="UnderlyingStrikePrice" required="N"/> <field name="UnderlyingOptAttribute" required="N"/> <field name="UnderlyingContractMultiplier" required="N"/> <field name="UnderlyingCouponRate" required="N"/> <field name="UnderlyingSecurityExchange" required="N"/> <field name="UnderlyingIssuer" required="N"/> <field name="EncodedUnderlyingIssuerLen" required="N"/> <field name="EncodedUnderlyingIssuer" required="N"/> <field name="UnderlyingSecurityDesc" required="N"/> <field name="EncodedUnderlyingSecurityDescLen" required="N"/> <field name="EncodedUnderlyingSecurityDesc" required="N"/> <field name="RatioQty" required="N"/> <field name="Side" required="N"/> <field name="UnderlyingCurrency" required="N"/> </group> </message> <message name="SecurityDefinition" msgtype="d" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="SecurityResponseID" required="Y"/> <field name="SecurityResponseType" required="N"/> <field name="TotalNumSecurities" required="Y"/> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Currency" required="N"/> <field name="TradingSessionID" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <group name="NoRelatedSym" required="N"> <field name="UnderlyingSymbol" required="N"/> <field name="UnderlyingSymbolSfx" required="N"/> <field name="UnderlyingSecurityID" required="N"/> <field name="UnderlyingIDSource" required="N"/> <field name="UnderlyingSecurityType" required="N"/> <field name="UnderlyingMaturityMonthYear" required="N"/> <field name="UnderlyingMaturityDay" required="N"/> <field name="UnderlyingPutOrCall" required="N"/> <field name="UnderlyingStrikePrice" required="N"/> <field name="UnderlyingOptAttribute" required="N"/> <field name="UnderlyingContractMultiplier" required="N"/> <field name="UnderlyingCouponRate" required="N"/> <field name="UnderlyingSecurityExchange" required="N"/> <field name="UnderlyingIssuer" required="N"/> <field name="EncodedUnderlyingIssuerLen" required="N"/> <field name="EncodedUnderlyingIssuer" required="N"/> <field name="UnderlyingSecurityDesc" required="N"/> <field name="EncodedUnderlyingSecurityDescLen" required="N"/> <field name="EncodedUnderlyingSecurityDesc" required="N"/> <field name="RatioQty" required="N"/> <field name="Side" required="N"/> <field name="UnderlyingCurrency" required="N"/> </group> </message> <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> <field name="SecurityStatusReqID" required="Y"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Currency" required="N"/> <field name="SubscriptionRequestType" required="Y"/> <field name="TradingSessionID" required="N"/> </message> <message name="SecurityStatus" msgtype="f" msgcat="app"> <field name="SecurityStatusReqID" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Currency" required="N"/> <field name="TradingSessionID" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="SecurityTradingStatus" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="HaltReason" required="N"/> <field name="InViewOfCommon" required="N"/> <field name="DueToRelated" required="N"/> <field name="BuyVolume" required="N"/> <field name="SellVolume" required="N"/> <field name="HighPx" required="N"/> <field name="LowPx" required="N"/> <field name="LastPx" required="N"/> <field name="TransactTime" required="N"/> <field name="Adjustment" required="N"/> </message> <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app"> <field name="TradSesReqID" required="Y"/> <field name="TradingSessionID" required="N"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="SubscriptionRequestType" required="Y"/> </message> <message name="TradingSessionStatus" msgtype="h" msgcat="app"> <field name="TradSesReqID" required="N"/> <field name="TradingSessionID" required="Y"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="TradSesStatus" required="Y"/> <field name="TradSesStartTime" required="N"/> <field name="TradSesOpenTime" required="N"/> <field name="TradSesPreCloseTime" required="N"/> <field name="TradSesCloseTime" required="N"/> <field name="TradSesEndTime" required="N"/> <field name="TotalVolumeTraded" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="NewOrderSingle" msgtype="D" msgcat="app"> <field name="ClOrdID" required="Y"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="Account" required="N"/> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocShares" required="N"/> </group> <field name="SettlmntTyp" required="N"/> <field name="FutSettDate" required="N"/> <field name="HandlInst" required="Y"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <group name="NoTradingSessions" required="N"> <field name="TradingSessionID" required="N"/> </group> <field name="ProcessCode" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="PrevClosePx" required="N"/> <field name="Side" required="Y"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="OrdType" required="Y"/> <field name="Price" required="N"/> <field name="StopPx" required="N"/> <field name="Currency" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="IOIid" required="N"/> <field name="QuoteID" required="N"/> <field name="TimeInForce" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="GTBookingInst" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="Rule80A" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="OpenClose" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="CustomerOrFirm" required="N"/> <field name="MaxShow" required="N"/> <field name="PegDifference" required="N"/> <field name="DiscretionInst" required="N"/> <field name="DiscretionOffset" required="N"/> <field name="ClearingFirm" required="N"/> <field name="ClearingAccount" required="N"/> </message> <message name="ExecutionReport" msgtype="8" msgcat="app"> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrigClOrdID" required="N"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <group name="NoContraBrokers" required="N"> <field name="ContraBroker" required="N"/> <field name="ContraTrader" required="N"/> <field name="ContraTradeQty" required="N"/> <field name="ContraTradeTime" required="N"/> </group> <field name="ListID" required="N"/> <field name="ExecID" required="Y"/> <field name="ExecTransType" required="Y"/> <field name="ExecRefID" required="N"/> <field name="ExecType" required="Y"/> <field name="OrdStatus" required="Y"/> <field name="OrdRejReason" required="N"/> <field name="ExecRestatementReason" required="N"/> <field name="Account" required="N"/> <field name="SettlmntTyp" required="N"/> <field name="FutSettDate" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="OrdType" required="N"/> <field name="Price" required="N"/> <field name="StopPx" required="N"/> <field name="PegDifference" required="N"/> <field name="DiscretionInst" required="N"/> <field name="DiscretionOffset" required="N"/> <field name="Currency" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="TimeInForce" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="ExecInst" required="N"/> <field name="Rule80A" required="N"/> <field name="LastShares" required="N"/> <field name="LastPx" required="N"/> <field name="LastSpotRate" required="N"/> <field name="LastForwardPoints" required="N"/> <field name="LastMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="LastCapacity" required="N"/> <field name="LeavesQty" required="Y"/> <field name="CumQty" required="Y"/> <field name="AvgPx" required="Y"/> <field name="DayOrderQty" required="N"/> <field name="DayCumQty" required="N"/> <field name="DayAvgPx" required="N"/> <field name="GTBookingInst" required="N"/> <field name="TradeDate" required="N"/> <field name="TransactTime" required="N"/> <field name="ReportToExch" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="SettlCurrency" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="HandlInst" required="N"/> <field name="MinQty" required="N"/> <field name="MaxFloor" required="N"/> <field name="OpenClose" required="N"/> <field name="MaxShow" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="ClearingFirm" required="N"/> <field name="ClearingAccount" required="N"/> <field name="MultiLegReportingType" required="N"/> </message> <message name="DontKnowTrade" msgtype="Q" msgcat="app"> <field name="OrderID" required="Y"/> <field name="ExecID" required="Y"/> <field name="DKReason" required="Y"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="LastShares" required="N"/> <field name="LastPx" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> <field name="OrderID" required="N"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="OrigClOrdID" required="Y"/> <field name="ClOrdID" required="Y"/> <field name="ListID" required="N"/> <field name="Account" required="N"/> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocShares" required="N"/> </group> <field name="SettlmntTyp" required="N"/> <field name="FutSettDate" required="N"/> <field name="HandlInst" required="Y"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <group name="NoTradingSessions" required="N"> <field name="TradingSessionID" required="N"/> </group> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> <field name="TransactTime" required="Y"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="OrdType" required="Y"/> <field name="Price" required="N"/> <field name="StopPx" required="N"/> <field name="PegDifference" required="N"/> <field name="DiscretionInst" required="N"/> <field name="DiscretionOffset" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="Currency" required="N"/> <field name="TimeInForce" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="GTBookingInst" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="Rule80A" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="OpenClose" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="CustomerOrFirm" required="N"/> <field name="MaxShow" required="N"/> <field name="LocateReqd" required="N"/> <field name="ClearingFirm" required="N"/> <field name="ClearingAccount" required="N"/> </message> <message name="OrderCancelRequest" msgtype="F" msgcat="app"> <field name="OrigClOrdID" required="Y"/> <field name="OrderID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="ListID" required="N"/> <field name="Account" required="N"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> <field name="TransactTime" required="Y"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="OrderCancelReject" msgtype="9" msgcat="app"> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="OrigClOrdID" required="Y"/> <field name="OrdStatus" required="Y"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="ListID" required="N"/> <field name="Account" required="N"/> <field name="TransactTime" required="N"/> <field name="CxlRejResponseTo" required="Y"/> <field name="CxlRejReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="OrderStatusRequest" msgtype="H" msgcat="app"> <field name="OrderID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="ClientID" required="N"/> <field name="Account" required="N"/> <field name="ExecBroker" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Side" required="Y"/> </message> <message name="Allocation" msgtype="J" msgcat="app"> <field name="AllocID" required="Y"/> <field name="AllocTransType" required="Y"/> <field name="RefAllocID" required="N"/> <field name="AllocLinkID" required="N"/> <field name="AllocLinkType" required="N"/> <group name="NoOrders" required="Y"> <field name="ClOrdID" required="Y"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="ListID" required="N"/> <field name="WaveNo" required="N"/> </group> <group name="NoExecs" required="N"> <field name="LastShares" required="N"/> <field name="ExecID" required="N"/> <field name="LastPx" required="N"/> <field name="LastCapacity" required="N"/> </group> <field name="Side" required="Y"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="Shares" required="Y"/> <field name="LastMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="AvgPx" required="Y"/> <field name="Currency" required="N"/> <field name="AvgPrxPrecision" required="N"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="N"/> <field name="SettlmntTyp" required="N"/> <field name="FutSettDate" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="NetMoney" required="N"/> <field name="OpenClose" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="NumDaysInterest" required="N"/> <field name="AccruedInterestRate" required="N"/> <group name="NoAllocs" required="Y"> <field name="AllocAccount" required="Y"/> <field name="AllocPrice" required="N"/> <field name="AllocShares" required="Y"/> <field name="ProcessCode" required="N"/> <field name="BrokerOfCredit" required="N"/> <field name="NotifyBrokerOfCredit" required="N"/> <field name="AllocHandlInst" required="N"/> <field name="AllocText" required="N"/> <field name="EncodedAllocTextLen" required="N"/> <field name="EncodedAllocText" required="N"/> <field name="ExecBroker" required="N"/> <field name="ClientID" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="AllocAvgPx" required="N"/> <field name="AllocNetMoney" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="SettlCurrency" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="SettlInstMode" required="N"/> <group name="NoMiscFees" required="N"> <field name="MiscFeeAmt" required="N"/> <field name="MiscFeeCurr" required="N"/> <field name="MiscFeeType" required="N"/> </group> </group> </message> <message name="AllocationACK" msgtype="P" msgcat="app"> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="AllocID" required="Y"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="N"/> <field name="AllocStatus" required="Y"/> <field name="AllocRejCode" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SettlementInstructions" msgtype="T" msgcat="app"> <field name="SettlInstID" required="Y"/> <field name="SettlInstTransType" required="Y"/> <field name="SettlInstRefID" required="Y"/> <field name="SettlInstMode" required="Y"/> <field name="SettlInstSource" required="Y"/> <field name="AllocAccount" required="Y"/> <field name="SettlLocation" required="N"/> <field name="TradeDate" required="N"/> <field name="AllocID" required="N"/> <field name="LastMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="Side" required="N"/> <field name="SecurityType" required="N"/> <field name="EffectiveTime" required="N"/> <field name="TransactTime" required="Y"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="StandInstDbType" required="N"/> <field name="StandInstDbName" required="N"/> <field name="StandInstDbID" required="N"/> <field name="SettlDeliveryType" required="N"/> <field name="SettlDepositoryCode" required="N"/> <field name="SettlBrkrCode" required="N"/> <field name="SettlInstCode" required="N"/> <field name="SecuritySettlAgentName" required="N"/> <field name="SecuritySettlAgentCode" required="N"/> <field name="SecuritySettlAgentAcctNum" required="N"/> <field name="SecuritySettlAgentAcctName" required="N"/> <field name="SecuritySettlAgentContactName" required="N"/> <field name="SecuritySettlAgentContactPhone" required="N"/> <field name="CashSettlAgentName" required="N"/> <field name="CashSettlAgentCode" required="N"/> <field name="CashSettlAgentAcctNum" required="N"/> <field name="CashSettlAgentAcctName" required="N"/> <field name="CashSettlAgentContactName" required="N"/> <field name="CashSettlAgentContactPhone" required="N"/> </message> <message name="BidRequest" msgtype="k" msgcat="app"> <field name="BidID" required="N" /> <field name="ClientBidID" required="Y" /> <field name="BidRequestTransType" required="Y" /> <field name="ListName" required="N" /> <field name="TotalNumSecurities" required="Y" /> <field name="BidType" required="Y" /> <field name="NumTickets" required="N" /> <field name="Currency" required="N" /> <field name="SideValue1" required="N" /> <field name="SideValue2" required="N" /> <group name="NoBidDescriptors" required="N"> <field name="BidDescriptorType" required="N" /> <field name="BidDescriptor" required="N" /> <field name="SideValueInd" required="N" /> <field name="LiquidityValue" required="N" /> <field name="LiquidityNumSecurities" required="N" /> <field name="LiquidityPctLow" required="N" /> <field name="LiquidityPctHigh" required="N" /> <field name="EFPTrackingError" required="N" /> <field name="FairValue" required="N" /> <field name="OutsideIndexPct" required="N" /> <field name="ValueOfFutures" required="N" /> </group> <group name="NoBidComponents" required="N"> <field name="ListID" required="N" /> <field name="Side" required="N" /> <field name="TradingSessionID" required="N" /> <field name="NetGrossInd" required="N" /> <field name="SettlmntTyp" required="N" /> <field name="FutSettDate" required="N" /> <field name="Account" required="N" /> </group> <field name="LiquidityIndType" required="N" /> <field name="WtAverageLiquidity" required="N" /> <field name="ExchangeForPhysical" required="N" /> <field name="OutMainCntryUIndex" required="N" /> <field name="CrossPercent" required="N" /> <field name="ProgRptReqs" required="N" /> <field name="ProgPeriodInterval" required="N" /> <field name="IncTaxInd" required="N" /> <field name="ForexReq" required="N" /> <field name="NumBidders" required="N" /> <field name="TradeDate" required="N" /> <field name="TradeType" required="Y" /> <field name="BasisPxType" required="Y" /> <field name="StrikeTime" required="N" /> <field name="Text" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="EncodedText" required="N" /> </message> <message name="BidResponse" msgtype="l" msgcat="app"> <field name="BidID" required="N" /> <field name="ClientBidID" required="N" /> <group name="NoBidComponents" required="Y"> <field name="Commission" required="Y" /> <field name="CommType" required="Y" /> <field name="ListID" required="N" /> <field name="Country" required="N" /> <field name="Side" required="N" /> <field name="Price" required="N" /> <field name="PriceType" required="N" /> <field name="FairValue" required="N" /> <field name="NetGrossInd" required="N" /> <field name="SettlmntTyp" required="N" /> <field name="FutSettDate" required="N" /> <field name="TradingSessionID" required="N" /> <field name="Text" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="EncodedText" required="N" /> </group> </message> <message name="NewOrderList" msgtype="E" msgcat="app"> <field name="ListID" required="Y"/> <field name="BidID" required="N"/> <field name="ClientBidID" required="N"/> <field name="ProgRptReqs" required="N"/> <field name="BidType" required="Y"/> <field name="ProgPeriodInterval" required="N"/> <field name="ListExecInstType" required="N"/> <field name="ListExecInst" required="N"/> <field name="EncodedListExecInstLen" required="N"/> <field name="EncodedListExecInst" required="N"/> <field name="TotNoOrders" required="Y"/> <group name="NoOrders" required="Y"> <field name="ClOrdID" required="Y"/> <field name="ListSeqNo" required="Y"/> <field name="SettlInstMode" required="N"/> <field name="ClientID" required="N"/> <field name="ExecBroker" required="N"/> <field name="Account" required="N"/> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocShares" required="N"/> </group> <field name="SettlmntTyp" required="N"/> <field name="FutSettDate" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <group name="NoTradingSessions" required="N"> <field name="TradingSessionID" required="N"/> </group> <field name="ProcessCode" required="N"/> <field name="Symbol" required="Y"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="IDSource" required="N"/> <field name="SecurityType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDay" required="N"/> <field name="PutOrCall" required="N"/> <field name="StrikePrice" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="Issuer" required="N"/> <field name="EncodedIssuerLen" required="N"/> <field name="EncodedIssuer" required="N"/> <field name="SecurityDesc" required="N"/> <field name="EncodedSecurityDescLen" required="N"/> <field name="EncodedSecurityDesc" required="N"/> <field name="PrevClosePx" required="N"/> <field name="Side" required="Y"/> <field name="SideValueInd" required="N"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="N"/> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="OrdType" required="N"/> <field name="Price" required="N"/> <field name="StopPx" required="N"/> <field name="Currency" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="IOIid" required="N"/> <field name="QuoteID" required="N"/> <field name="TimeInForce" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireDate" required="N"/> <field name="ExpireTime" required="N"/> <field name="GTBookingInst" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="Rule80A" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="FutSettDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="OpenClose" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="CustomerOrFirm" required="N"/> <field name="MaxShow" required="N"/> <field name="PegDifference" required="N"/> <field name="DiscretionInst" required="N"/> <field name="DiscretionOffset" required="N"/> <field name="ClearingFirm" required="N"/> <field name="ClearingAccount" required="N"/> </group> </message> <message name="ListStrikePrice" msgtype="m" msgcat="app"> <field name="ListID" required="Y" /> <field name="TotNoStrikes" required="Y" /> <group name="NoStrikes" required="Y"> <field name="Symbol" required="Y" /> <field name="SymbolSfx" required="N" /> <field name="SecurityID" required="N" /> <field name="IDSource" required="N" /> <field name="SecurityType" required="N" /> <field name="MaturityMonthYear" required="N" /> <field name="MaturityDay" required="N" /> <field name="PutOrCall" required="N" /> <field name="StrikePrice" required="N" /> <field name="OptAttribute" required="N" /> <field name="ContractMultiplier" required="N" /> <field name="CouponRate" required="N" /> <field name="SecurityExchange" required="N" /> <field name="Issuer" required="N" /> <field name="EncodedIssuerLen" required="N" /> <field name="EncodedIssuer" required="N" /> <field name="SecurityDesc" required="N" /> <field name="EncodedSecurityDescLen" required="N" /> <field name="EncodedSecurityDesc" required="N" /> <field name="PrevClosePx" required="N" /> <field name="ClOrdID" required="N" /> <field name="Side" required="N" /> <field name="Price" required="Y" /> <field name="Currency" required="N" /> <field name="Text" required="N" /> <field name="EncodedTextLen" required="N" /> <field name="EncodedText" required="N" /> </group> </message> <message name="ListStatus" msgtype="N" msgcat="app"> <field name="ListID" required="Y"/> <field name="ListStatusType" required="Y"/> <field name="NoRpts" required="Y"/> <field name="ListOrderStatus" required="Y"/> <field name="RptSeq" required="Y"/> <field name="ListStatusText" required="N"/> <field name="EncodedListStatusTextLen" required="N"/> <field name="EncodedListStatusText" required="N"/> <field name="TransactTime" required="N"/> <field name="TotNoOrders" required="Y"/> <group name="NoOrders" required="Y"> <field name="ClOrdID" required="Y"/> <field name="CumQty" required="Y"/> <field name="OrdStatus" required="Y"/> <field name="LeavesQty" required="Y"/> <field name="CxlQty" required="Y"/> <field name="AvgPx" required="Y"/> <field name="OrdRejReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </message> <message name="ListExecute" msgtype="L" msgcat="app"> <field name="ListID" required="Y"/> <field name="ClientBidID" required="N"/> <field name="BidID" required="N"/> <field name="TransactTime" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ListCancelRequest" msgtype="K" msgcat="app"> <field name="ListID" required="Y"/> <field name="TransactTime" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ListStatusRequest" msgtype="M" msgcat="app"> <field name="ListID" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="BusinessMessageReject" msgtype="j" msgcat="app"> <field name="RefSeqNum" required="N"/> <field name="RefMsgType" required="Y"/> <field name="BusinessRejectRefID" required="N"/> <field name="BusinessRejectReason" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> </messages> <fields> <field number="1" name="Account" type="STRING"/> <field number="2" name="AdvId" type="STRING"/> <field number="3" name="AdvRefID" type="STRING"/> <field number="4" name="AdvSide" type="CHAR"> <value enum="B" description="BUY"/> <value enum="S" description="SELL"/> <value enum="X" description="CROSS"/> <value enum="T" description="TRADE"/> </field> <field number="5" name="AdvTransType" type="STRING"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> </field> <field number="6" name="AvgPx" type="PRICE"/> <field number="7" name="BeginSeqNo" type="INT"/> <field number="8" name="BeginString" type="STRING"/> <field number="9" name="BodyLength" type="INT"/> <field number="10" name="CheckSum" type="STRING"/> <field number="11" name="ClOrdID" type="STRING"/> <field number="12" name="Commission" type="AMT"/> <field number="13" name="CommType" type="CHAR"> <value enum="1" description="PER_SHARE"/> <value enum="2" description="PERCENTAGE"/> <value enum="3" description="ABSOLUTE"/> </field> <field number="14" name="CumQty" type="QTY"/> <field number="15" name="Currency" type="CURRENCY"/> <field number="16" name="EndSeqNo" type="INT"/> <field number="17" name="ExecID" type="STRING"/> <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING"> <value enum="1" description="NOT_HELD"/> <value enum="2" description="WORK"/> <value enum="3" description="GO_ALONG"/> <value enum="4" description="OVER_THE_DAY"/> <value enum="5" description="HELD"/> <value enum="6" description="PARTICIPATE_DONT_INITIATE"/> <value enum="7" description="STRICT_SCALE"/> <value enum="8" description="TRY_TO_SCALE"/> <value enum="9" description="STAY_ON_BIDSIDE"/> <value enum="0" description="STAY_ON_OFFERSIDE"/> <value enum="A" description="NO_CROSS"/> <value enum="B" description="OK_TO_CROSS"/> <value enum="C" description="CALL_FIRST"/> <value enum="D" description="PERCENT_OF_VOLUME"/> <value enum="E" description="DO_NOT_INCREASE_DNI"/> <value enum="F" description="DO_NOT_REDUCE_DNR"/> <value enum="G" description="ALL_OR_NONE_AON"/> <value enum="I" description="INSTITUTIONS_ONLY"/> <value enum="L" description="LAST_PEG"/> <value enum="M" description="MIDPRICE_PEG"/> <value enum="N" description="NONNEGOTIABLE"/> <value enum="O" description="OPENING_PEG"/> <value enum="P" description="MARKET_PEG"/> <value enum="R" description="PRIMARY_PEG"/> <value enum="S" description="SUSPEND"/> <value enum="T" description="FIXED_PEG"/> <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/> <value enum="V" description="NETTING"/> <value enum="W" description="PEG_TO_VWAP"/> </field> <field number="19" name="ExecRefID" type="STRING"/> <field number="20" name="ExecTransType" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="CANCEL"/> <value enum="2" description="CORRECT"/> <value enum="3" description="STATUS"/> </field> <field number="21" name="HandlInst" type="CHAR"> <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/> <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/> <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/> </field> <field number="22" name="IDSource" type="STRING"> <value enum="1" description="CUSIP"/> <value enum="2" description="SEDOL"/> <value enum="3" description="QUIK"/> <value enum="4" description="ISIN_NUMBER"/> <value enum="5" description="RIC_CODE"/> <value enum="6" description="ISO_CURRENCY_CODE"/> <value enum="7" description="ISO_COUNTRY_CODE"/> <value enum="8" description="EXCHANGE_SYMBOL"/> <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/> </field> <field number="23" name="IOIid" type="STRING"/> <field number="24" name="IOIOthSvc" type="CHAR"/> <field number="25" name="IOIQltyInd" type="CHAR"> <value enum="L" description="LOW"/> <value enum="M" description="MEDIUM"/> <value enum="H" description="HIGH"/> </field> <field number="26" name="IOIRefID" type="STRING"/> <field number="27" name="IOIShares" type="STRING"/> <field number="28" name="IOITransType" type="CHAR"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> </field> <field number="29" name="LastCapacity" type="CHAR"> <value enum="1" description="AGENT"/> <value enum="2" description="CROSS_AS_AGENT"/> <value enum="3" description="CROSS_AS_PRINCIPAL"/> <value enum="4" description="PRINCIPAL"/> </field> <field number="30" name="LastMkt" type="EXCHANGE"/> <field number="31" name="LastPx" type="PRICE"/> <field number="32" name="LastShares" type="QTY"/> <field number="33" name="LinesOfText" type="INT"/> <field number="34" name="MsgSeqNum" type="INT"/> <field number="35" name="MsgType" type="STRING"> <value enum="0" description="HEARTBEAT" /> <value enum="1" description="TEST_REQUEST" /> <value enum="2" description="RESEND_REQUEST" /> <value enum="3" description="REJECT" /> <value enum="4" description="SEQUENCE_RESET" /> <value enum="5" description="LOGOUT" /> <value enum="6" description="INDICATION_OF_INTEREST" /> <value enum="7" description="ADVERTISEMENT" /> <value enum="8" description="EXECUTION_REPORT" /> <value enum="9" description="ORDER_CANCEL_REJECT" /> <value enum="A" description="LOGON" /> <value enum="B" description="NEWS" /> <value enum="C" description="EMAIL" /> <value enum="D" description="ORDER_SINGLE" /> <value enum="E" description="ORDER_LIST" /> <value enum="F" description="ORDER_CANCEL_REQUEST" /> <value enum="G" description="ORDER_CANCEL" /> <value enum="H" description="ORDER_STATUS_REQUEST" /> <value enum="J" description="ALLOCATION" /> <value enum="K" description="LIST_CANCEL_REQUEST" /> <value enum="L" description="LIST_EXECUTE" /> <value enum="M" description="LIST_STATUS_REQUEST" /> <value enum="N" description="LIST_STATUS" /> <value enum="P" description="ALLOCATION_ACK" /> <value enum="Q" description="DONT_KNOW_TRADE" /> <value enum="R" description="QUOTE_REQUEST" /> <value enum="S" description="QUOTE" /> <value enum="T" description="SETTLEMENT_INSTRUCTIONS" /> <value enum="V" description="MARKET_DATA_REQUEST" /> <value enum="W" description="MARKET_DATA_SNAPSHOT" /> <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" /> <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" /> <value enum="Z" description="QUOTE_CANCEL" /> <value enum="a" description="QUOTE_STATUS_REQUEST" /> <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" /> <value enum="c" description="SECURITY_DEFINITION_REQUEST" /> <value enum="d" description="SECURITY_DEFINITION" /> <value enum="e" description="SECURITY_STATUS_REQUEST" /> <value enum="f" description="SECURITY_STATUS" /> <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" /> <value enum="h" description="TRADING_SESSION_STATUS" /> <value enum="i" description="MASS_QUOTE" /> <value enum="j" description="BUSINESS_MESSAGE_REJECT" /> <value enum="k" description="BID_REQUEST" /> <value enum="l" description="BID_RESPONSE" /> <value enum="m" description="LIST_STRIKE_PRICE" /> </field> <field number="36" name="NewSeqNo" type="INT"/> <field number="37" name="OrderID" type="STRING"/> <field number="38" name="OrderQty" type="QTY"/> <field number="39" name="OrdStatus" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="PARTIALLY_FILLED"/> <value enum="2" description="FILLED"/> <value enum="3" description="DONE_FOR_DAY"/> <value enum="4" description="CANCELED"/> <value enum="5" description="REPLACED"/> <value enum="6" description="PENDING_CANCEL"/> <value enum="7" description="STOPPED"/> <value enum="8" description="REJECTED"/> <value enum="9" description="SUSPENDED"/> <value enum="A" description="PENDING_NEW"/> <value enum="B" description="CALCULATED"/> <value enum="C" description="EXPIRED"/> <value enum="D" description="ACCEPTED_FOR_BIDDING"/> <value enum="E" description="PENDING_REPLACE"/> </field> <field number="40" name="OrdType" type="CHAR"> <value enum="1" description="MARKET"/> <value enum="2" description="LIMIT"/> <value enum="3" description="STOP"/> <value enum="4" description="STOP_LIMIT"/> <value enum="5" description="MARKET_ON_CLOSE"/> <value enum="6" description="WITH_OR_WITHOUT"/> <value enum="7" description="LIMIT_OR_BETTER"/> <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/> <value enum="9" description="ON_BASIS"/> <value enum="A" description="ON_CLOSE"/> <value enum="B" description="LIMIT_ON_CLOSE"/> <value enum="C" description="FOREX_MARKET"/> <value enum="D" description="PREVIOUSLY_QUOTED"/> <value enum="E" description="PREVIOUSLY_INDICATED"/> <value enum="F" description="FOREX_LIMIT"/> <value enum="G" description="FOREX_SWAP"/> <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/> <value enum="I" description="FUNARI"/> <value enum="P" description="PEGGED"/> </field> <field number="41" name="OrigClOrdID" type="STRING"/> <field number="42" name="OrigTime" type="UTCTIMESTAMP"/> <field number="43" name="PossDupFlag" type="BOOLEAN"> <value enum="Y" description="POSSIBLE_DUPLICATE"/> <value enum="N" description="ORIGINAL_TRANSMISSION"/> </field> <field number="44" name="Price" type="PRICE"/> <field number="45" name="RefSeqNum" type="INT"/> <field number="46" name="RelatdSym" type="STRING"/> <field number="47" name="Rule80A" type="CHAR"> <value enum="A" description="AGENCY_SINGLE_ORDER"/> <value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/> <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/> <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/> <value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/> <value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/> <value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/> <value enum="I" description="INDIVIDUAL_INVESTOR"/> <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/> <value enum="L" description="SHORT_EXEMPT_AFFILIATED"/> <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/> <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/> <value enum="O" description="COMPETING_DEALER_TRADES_O"/> <value enum="P" description="PRINCIPAL"/> <value enum="R" description="COMPETING_DEALER_TRADES_R"/> <value enum="S" description="SPECIALIST_TRADES"/> <value enum="T" description="COMPETING_DEALER_TRADES_T"/> <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/> <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/> <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/> <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/> <value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/> </field> <field number="48" name="SecurityID" type="STRING"/> <field number="49" name="SenderCompID" type="STRING"/> <field number="50" name="SenderSubID" type="STRING"/> <field number="52" name="SendingTime" type="UTCTIMESTAMP"/> <field number="53" name="Shares" type="QTY"/> <field number="54" name="Side" type="CHAR"> <value enum="1" description="BUY"/> <value enum="2" description="SELL"/> <value enum="3" description="BUY_MINUS"/> <value enum="4" description="SELL_PLUS"/> <value enum="5" description="SELL_SHORT"/> <value enum="6" description="SELL_SHORT_EXEMPT"/> <value enum="7" description="D"/> <value enum="8" description="CROSS"/> <value enum="9" description="CROSS_SHORT"/> </field> <field number="55" name="Symbol" type="STRING"/> <field number="56" name="TargetCompID" type="STRING"/> <field number="57" name="TargetSubID" type="STRING"/> <field number="58" name="Text" type="STRING"/> <field number="59" name="TimeInForce" type="CHAR"> <value enum="0" description="DAY"/> <value enum="1" description="GOOD_TILL_CANCEL"/> <value enum="2" description="AT_THE_OPENING"/> <value enum="3" description="IMMEDIATE_OR_CANCEL"/> <value enum="4" description="FILL_OR_KILL"/> <value enum="5" description="GOOD_TILL_CROSSING"/> <value enum="6" description="GOOD_TILL_DATE"/> </field> <field number="60" name="TransactTime" type="UTCTIMESTAMP"/> <field number="61" name="Urgency" type="CHAR"> <value enum="0" description="NORMAL"/> <value enum="1" description="FLASH"/> <value enum="2" description="BACKGROUND"/> </field> <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/> <field number="63" name="SettlmntTyp" type="CHAR"> <value enum="0" description="REGULAR"/> <value enum="1" description="CASH"/> <value enum="2" description="NEXT_DAY"/> <value enum="3" description="TPLUS2"/> <value enum="4" description="TPLUS3"/> <value enum="5" description="TPLUS4"/> <value enum="6" description="FUTURE"/> <value enum="7" description="WHEN_ISSUED"/> <value enum="8" description="SELLERS_OPTION"/> <value enum="9" description="TPLUS5"/> </field> <field number="64" name="FutSettDate" type="LOCALMKTDATE"/> <field number="65" name="SymbolSfx" type="STRING"/> <field number="66" name="ListID" type="STRING"/> <field number="67" name="ListSeqNo" type="INT"/> <field number="68" name="TotNoOrders" type="INT"/> <field number="69" name="ListExecInst" type="STRING"/> <field number="70" name="AllocID" type="STRING"/> <field number="71" name="AllocTransType" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="REPLACE"/> <value enum="2" description="CANCEL"/> <value enum="3" description="PRELIMINARY"/> <value enum="4" description="CALCULATED"/> <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/> </field> <field number="72" name="RefAllocID" type="STRING"/> <field number="73" name="NoOrders" type="INT"/> <field number="74" name="AvgPrxPrecision" type="INT"/> <field number="75" name="TradeDate" type="LOCALMKTDATE"/> <field number="76" name="ExecBroker" type="STRING"/> <field number="77" name="OpenClose" type="CHAR"> <value enum="O" description="OPEN"/> <value enum="C" description="CLOSE"/> </field> <field number="78" name="NoAllocs" type="INT"/> <field number="79" name="AllocAccount" type="STRING"/> <field number="80" name="AllocShares" type="QTY"/> <field number="81" name="ProcessCode" type="CHAR"> <value enum="0" description="REGULAR"/> <value enum="1" description="SOFT_DOLLAR"/> <value enum="2" description="STEPIN"/> <value enum="3" description="STEPOUT"/> <value enum="4" description="SOFTDOLLAR_STEPIN"/> <value enum="5" description="SOFTDOLLAR_STEPOUT"/> <value enum="6" description="PLAN_SPONSOR"/> </field> <field number="82" name="NoRpts" type="INT"/> <field number="83" name="RptSeq" type="INT"/> <field number="84" name="CxlQty" type="QTY"/> <field number="85" name="NoDlvyInst" type="INT"/> <field number="86" name="DlvyInst" type="STRING"/> <field number="87" name="AllocStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="REJECTED"/> <value enum="2" description="PARTIAL_ACCEPT"/> <value enum="3" description="RECEIVED"/> </field> <field number="88" name="AllocRejCode" type="INT"> <value enum="0" description="UNKNOWN_ACCOUNT"/> <value enum="1" description="INCORRECT_QUANTITY"/> <value enum="2" description="INCORRECT_AVERAGE_PRICE"/> <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/> <value enum="4" description="COMMISSION_DIFFERENCE"/> <value enum="5" description="UNKNOWN_ORDERID"/> <value enum="6" description="UNKNOWN_LISTID"/> <value enum="7" description="OTHER"/> </field> <field number="89" name="Signature" type="DATA"/> <field number="90" name="SecureDataLen" type="INT"/> <field number="91" name="SecureData" type="DATA"/> <field number="92" name="BrokerOfCredit" type="STRING"/> <field number="93" name="SignatureLength" type="INT"/> <field number="94" name="EmailType" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="REPLY"/> <value enum="2" description="ADMIN_REPLY"/> </field> <field number="95" name="RawDataLength" type="INT"/> <field number="96" name="RawData" type="DATA"/> <field number="97" name="PossResend" type="BOOLEAN"/> <field number="98" name="EncryptMethod" type="INT"> <value enum="0" description="NONE_OTHER"/> <value enum="1" description="PKCS"/> <value enum="2" description="DES"/> <value enum="3" description="PKCSDES"/> <value enum="4" description="PGPDES"/> <value enum="5" description="PGPDESMD5"/> <value enum="6" description="PEMDESMD5"/> </field> <field number="99" name="StopPx" type="PRICE"/> <field number="100" name="ExDestination" type="EXCHANGE"/> <field number="102" name="CxlRejReason" type="INT"> <value enum="0" description="TOO_LATE_TO_CANCEL"/> <value enum="1" description="UNKNOWN_ORDER"/> <value enum="2" description="BROKER_OPTION"/> <value enum="3" description="ALREADY_PENDING"/> </field> <field number="103" name="OrdRejReason" type="INT"> <value enum="0" description="BROKER_OPTION"/> <value enum="1" description="UNKNOWN_SYMBOL"/> <value enum="2" description="EXCHANGE_CLOSED"/> <value enum="3" description="ORDER_EXCEEDS_LIMIT"/> <value enum="4" description="TOO_LATE_TO_ENTER"/> <value enum="5" description="UNKNOWN_ORDER"/> <value enum="6" description="DUPLICATE_ORDER"/> <value enum="7" description="DUPLICATE_VERBALYES"/> <value enum="8" description="STALE_ORDER"/> </field> <field number="104" name="IOIQualifier" type="CHAR"> <value enum="A" description="ALL_OR_NONE"/> <value enum="C" description="AT_THE_CLOSE"/> <value enum="I" description="IN_TOUCH_WITH"/> <value enum="L" description="LIMIT"/> <value enum="M" description="MORE_BEHIND"/> <value enum="O" description="AT_THE_OPEN"/> <value enum="P" description="TAKING_A_POSITION"/> <value enum="Q" description="AT_THE_MARKET"/> <value enum="R" description="READY_TO_TRADE"/> <value enum="S" description="PORTFOLIO_SHOWN"/> <value enum="T" description="THROUGH_THE_DAY"/> <value enum="V" description="VERSUS"/> <value enum="W" description="INDICATION_WORKING_AWAY"/> <value enum="X" description="CROSSING_OPPORTUNITY"/> <value enum="Y" description="AT_THE_MIDPOINT"/> <value enum="Z" description="PREOPEN"/> </field> <field number="105" name="WaveNo" type="STRING"/> <field number="106" name="Issuer" type="STRING"/> <field number="107" name="SecurityDesc" type="STRING"/> <field number="108" name="HeartBtInt" type="INT"/> <field number="109" name="ClientID" type="STRING"/> <field number="110" name="MinQty" type="QTY"/> <field number="111" name="MaxFloor" type="QTY"/> <field number="112" name="TestReqID" type="STRING"/> <field number="113" name="ReportToExch" type="BOOLEAN"> <value enum="Y" description="YES"/> <value enum="N" description="NO"/> </field> <field number="114" name="LocateReqd" type="BOOLEAN"> <value enum="Y" description="YES"/> <value enum="N" description="NO"/> </field> <field number="115" name="OnBehalfOfCompID" type="STRING"/> <field number="116" name="OnBehalfOfSubID" type="STRING"/> <field number="117" name="QuoteID" type="STRING"/> <field number="118" name="NetMoney" type="AMT"/> <field number="119" name="SettlCurrAmt" type="AMT"/> <field number="120" name="SettlCurrency" type="CURRENCY"/> <field number="121" name="ForexReq" type="BOOLEAN"> <value enum="Y" description="YES"/> <value enum="N" description="NO"/> </field> <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/> <field number="123" name="GapFillFlag" type="BOOLEAN"> <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/> <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/> </field> <field number="124" name="NoExecs" type="INT"/> <field number="126" name="ExpireTime" type="UTCTIMESTAMP"/> <field number="127" name="DKReason" type="CHAR"> <value enum="A" description="UNKNOWN_SYMBOL"/> <value enum="B" description="WRONG_SIDE"/> <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/> <value enum="D" description="NO_MATCHING_ORDER"/> <value enum="E" description="PRICE_EXCEEDS_LIMIT"/> <value enum="Z" description="OTHER" /> </field> <field number="128" name="DeliverToCompID" type="STRING"/> <field number="129" name="DeliverToSubID" type="STRING"/> <field number="130" name="IOINaturalFlag" type="BOOLEAN"> <value enum="Y" description="NATURAL"/> <value enum="N" description="NOT_NATURAL"/> </field> <field number="131" name="QuoteReqID" type="STRING"/> <field number="132" name="BidPx" type="PRICE"/> <field number="133" name="OfferPx" type="PRICE"/> <field number="134" name="BidSize" type="QTY"/> <field number="135" name="OfferSize" type="QTY"/> <field number="136" name="NoMiscFees" type="INT"/> <field number="137" name="MiscFeeAmt" type="AMT"/> <field number="138" name="MiscFeeCurr" type="CURRENCY"/> <field number="139" name="MiscFeeType" type="CHAR"> <value enum="1" description="REGULATORY"/> <value enum="2" description="TAX"/> <value enum="3" description="LOCAL_COMMISSION"/> <value enum="4" description="EXCHANGE_FEES"/> <value enum="5" description="STAMP"/> <value enum="6" description="LEVY"/> <value enum="7" description="OTHER"/> <value enum="8" description="MARKUP"/> <value enum="9" description="CONSUMPTION_TAX"/> </field> <field number="140" name="PrevClosePx" type="PRICE"/> <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"> <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/> <value enum="N" description="NO"/> </field> <field number="142" name="SenderLocationID" type="STRING"/> <field number="143" name="TargetLocationID" type="STRING"/> <field number="144" name="OnBehalfOfLocationID" type="STRING"/> <field number="145" name="DeliverToLocationID" type="STRING"/> <field number="146" name="NoRelatedSym" type="INT"/> <field number="147" name="Subject" type="STRING"/> <field number="148" name="Headline" type="STRING"/> <field number="149" name="URLLink" type="STRING"/> <field number="150" name="ExecType" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="PARTIAL_FILL"/> <value enum="2" description="FILL"/> <value enum="3" description="DONE_FOR_DAY"/> <value enum="4" description="CANCELED"/> <value enum="5" description="REPLACE"/> <value enum="6" description="PENDING_CANCEL"/> <value enum="7" description="STOPPED"/> <value enum="8" description="REJECTED"/> <value enum="9" description="SUSPENDED"/> <value enum="A" description="PENDING_NEW"/> <value enum="B" description="CALCULATED"/> <value enum="C" description="EXPIRED"/> <value enum="D" description="RESTATED"/> <value enum="E" description="PENDING_REPLACE"/> </field> <field number="151" name="LeavesQty" type="QTY"/> <field number="152" name="CashOrderQty" type="QTY"/> <field number="153" name="AllocAvgPx" type="PRICE"/> <field number="154" name="AllocNetMoney" type="AMT"/> <field number="155" name="SettlCurrFxRate" type="FLOAT"/> <field number="156" name="SettlCurrFxRateCalc" type="CHAR"> <value enum="M" description="MULTIPLY"/> <value enum="D" description="DIVIDE"/> </field> <field number="157" name="NumDaysInterest" type="INT"/> <field number="158" name="AccruedInterestRate" type="FLOAT"/> <field number="159" name="AccruedInterestAmt" type="AMT"/> <field number="160" name="SettlInstMode" type="CHAR"> <value enum="0" description="DEFAULT"/> <value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/> <value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"/> <value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/> </field> <field number="161" name="AllocText" type="STRING"/> <field number="162" name="SettlInstID" type="STRING"/> <field number="163" name="SettlInstTransType" type="CHAR"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> </field> <field number="164" name="EmailThreadID" type="STRING"/> <field number="165" name="SettlInstSource" type="CHAR"> <value enum="1" description="BROKER"/> <value enum="2" description="INSTITUTION"/> </field> <field number="166" name="SettlLocation" type="STRING"> <value enum="CED" description="CEDEL"/> <value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/> <value enum="EUR" description="EUROCLEAR"/> <value enum="FED" description="FEDERAL_BOOK_ENTRY"/> <value enum="PNY" description="PHYSICAL"/> <value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/> <value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/> </field> <field number="167" name="SecurityType" type="STRING"> <value enum="BA" description="BANKERS_ACCEPTANCE"/> <value enum="CB" description="CONVERTIBLE_BOND"/> <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/> <value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/> <value enum="CORP" description="CORPORATE_BOND"/> <value enum="CP" description="COMMERCIAL_PAPER"/> <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/> <value enum="CS" description="COMMON_STOCK"/> <value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/> <value enum="FHL" description="FEDERAL_HOME_LOAN"/> <value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"/> <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/> <value enum="FUT" description="FUTURE"/> <value enum="GN" description="GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/> <value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/> <value enum="MF" description="MUTUAL_FUND"/> <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/> <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/> <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/> <value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/> <value enum="MUNI" description="MUNICIPAL_BOND"/> <value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/> <value enum="OPT" description="OPTION"/> <value enum="PS" description="PREFERRED_STOCK"/> <value enum="RP" description="REPURCHASE_AGREEMENT"/> <value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/> <value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/> <value enum="TD" description="TIME_DEPOSIT"/> <value enum="USTB" description="US_TREASURY_BILL"/> <value enum="WAR" description="WARRANT"/> <value enum="ZOO" description="CATS_TIGERS"/> <!-- IB undocumented value --> <value enum="STK" description="STK"/> <!-- end IB undocumented value --> </field> <field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/> <field number="169" name="StandInstDbType" type="INT"> <value enum="0" description="OTHER"/> <value enum="1" description="DTC_SID"/> <value enum="2" description="THOMSON_ALERT"/> <value enum="3" description="A_GLOBAL_CUSTODIAN"/> </field> <field number="170" name="StandInstDbName" type="STRING"/> <field number="171" name="StandInstDbID" type="STRING"/> <field number="172" name="SettlDeliveryType" type="INT"/> <field number="173" name="SettlDepositoryCode" type="STRING"/> <field number="174" name="SettlBrkrCode" type="STRING"/> <field number="175" name="SettlInstCode" type="STRING"/> <field number="176" name="SecuritySettlAgentName" type="STRING"/> <field number="177" name="SecuritySettlAgentCode" type="STRING"/> <field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/> <field number="179" name="SecuritySettlAgentAcctName" type="STRING"/> <field number="180" name="SecuritySettlAgentContactName" type="STRING"/> <field number="181" name="SecuritySettlAgentContactPhone" type="STRING"/> <field number="182" name="CashSettlAgentName" type="STRING"/> <field number="183" name="CashSettlAgentCode" type="STRING"/> <field number="184" name="CashSettlAgentAcctNum" type="STRING"/> <field number="185" name="CashSettlAgentAcctName" type="STRING"/> <field number="186" name="CashSettlAgentContactName" type="STRING"/> <field number="187" name="CashSettlAgentContactPhone" type="STRING"/> <field number="188" name="BidSpotRate" type="PRICE"/> <field number="189" name="BidForwardPoints" type="PRICEOFFSET"/> <field number="190" name="OfferSpotRate" type="PRICE"/> <field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/> <field number="192" name="OrderQty2" type="QTY"/> <field number="193" name="FutSettDate2" type="LOCALMKTDATE"/> <field number="194" name="LastSpotRate" type="PRICE"/> <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/> <field number="196" name="AllocLinkID" type="STRING"/> <field number="197" name="AllocLinkType" type="INT"> <value enum="0" description="FX_NETTING"/> <value enum="1" description="FX_SWAP"/> </field> <field number="198" name="SecondaryOrderID" type="STRING"/> <field number="199" name="NoIOIQualifiers" type="INT"/> <field number="200" name="MaturityMonthYear" type="MONTHYEAR"/> <field number="201" name="PutOrCall" type="INT"> <value enum="0" description="PUT"/> <value enum="1" description="CALL"/> </field> <field number="202" name="StrikePrice" type="PRICE"/> <field number="203" name="CoveredOrUncovered" type="INT"> <value enum="0" description="COVERED"/> <value enum="1" description="UNCOVERED"/> </field> <field number="204" name="CustomerOrFirm" type="INT"> <value enum="0" description="CUSTOMER"/> <value enum="1" description="FIRM"/> </field> <field number="205" name="MaturityDay" type="DAYOFMONTH"/> <field number="206" name="OptAttribute" type="CHAR"/> <field number="207" name="SecurityExchange" type="EXCHANGE"/> <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN"> <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/> <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/> </field> <field number="209" name="AllocHandlInst" type="INT"> <value enum="1" description="MATCH"/> <value enum="2" description="FORWARD"/> <value enum="3" description="FORWARD_AND_MATCH"/> </field> <field number="210" name="MaxShow" type="QTY"/> <field number="211" name="PegDifference" type="PRICEOFFSET"/> <field number="212" name="XmlDataLen" type="INT"/> <field number="213" name="XmlData" type="DATA"/> <field number="214" name="SettlInstRefID" type="STRING"/> <field number="215" name="NoRoutingIDs" type="INT"/> <field number="216" name="RoutingType" type="INT"> <value enum="1" description="TARGET_FIRM"/> <value enum="2" description="TARGET_LIST"/> <value enum="3" description="BLOCK_FIRM"/> <value enum="4" description="BLOCK_LIST"/> </field> <field number="217" name="RoutingID" type="STRING"/> <field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/> <field number="219" name="Benchmark" type="CHAR"> <value enum="1" description="CURVE"/> <value enum="2" description="FIVEYR"/> <value enum="3" description="OLD5"/> <value enum="4" description="TENYR"/> <value enum="5" description="OLD10"/> <value enum="6" description="THIRTYYR"/> <value enum="7" description="OLD30"/> <value enum="8" description="THREEMOLIBOR"/> <value enum="9" description="SIXMOLIBOR"/> </field> <field number="223" name="CouponRate" type="FLOAT"/> <field number="231" name="ContractMultiplier" type="FLOAT"/> <field number="262" name="MDReqID" type="STRING"/> <field number="263" name="SubscriptionRequestType" type="CHAR"> <value enum="0" description="SNAPSHOT"/> <value enum="1" description="SNAPSHOT_PLUS_UPDATES"/> <value enum="2" description="DISABLE_PREVIOUS"/> </field> <field number="264" name="MarketDepth" type="INT"> <!-- Temporarily commented out until we can handle N>1 scenario <value enum="0" description="FULL_BOOK"/> <value enum="1" description="TOP_OF_BOOK"/> --> </field> <field number="265" name="MDUpdateType" type="INT"> <value enum="0" description="FULL_REFRESH"/> <value enum="1" description="INCREMENTAL_REFRESH"/> </field> <field number="266" name="AggregatedBook" type="BOOLEAN"> <value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/> <value enum="N" description="MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/> </field> <field number="267" name="NoMDEntryTypes" type="INT"/> <field number="268" name="NoMDEntries" type="INT"/> <field number="269" name="MDEntryType" type="CHAR"> <value enum="0" description="BID"/> <value enum="1" description="OFFER"/> <value enum="2" description="TRADE"/> <value enum="3" description="INDEX_VALUE"/> <value enum="4" description="OPENING_PRICE"/> <value enum="5" description="CLOSING_PRICE"/> <value enum="6" description="SETTLEMENT_PRICE"/> <value enum="7" description="TRADING_SESSION_HIGH_PRICE"/> <value enum="8" description="TRADING_SESSION_LOW_PRICE"/> <value enum="9" description="TRADING_SESSION_VWAP_PRICE"/> </field> <field number="270" name="MDEntryPx" type="PRICE"/> <field number="271" name="MDEntrySize" type="QTY"/> <field number="272" name="MDEntryDate" type="UTCDATE"/> <field number="273" name="MDEntryTime" type="UTCTIMEONLY"/> <field number="274" name="TickDirection" type="CHAR"> <value enum="0" description="PLUS_TICK"/> <value enum="1" description="ZEROPLUS_TICK"/> <value enum="2" description="MINUS_TICK"/> <value enum="3" description="ZEROMINUS_TICK"/> </field> <field number="275" name="MDMkt" type="EXCHANGE"/> <field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING"> <value enum="A" description="OPEN_ACTIVE"/> <value enum="B" description="CLOSED_INACTIVE"/> <value enum="C" description="EXCHANGE_BEST"/> <value enum="D" description="CONSOLIDATED_BEST"/> <value enum="E" description="LOCKED"/> <value enum="F" description="CROSSED"/> <value enum="G" description="DEPTH"/> <value enum="H" description="FAST_TRADING"/> <value enum="I" description="NONFIRM"/> </field> <field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING"> <value enum="A" description="CASH"/> <value enum="B" description="AVERAGE_PRICE_TRADE"/> <value enum="C" description="CASH_TRADE"/> <value enum="D" description="NEXT_DAY"/> <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/> <value enum="F" description="INTRADAY_TRADE_DETAIL"/> <value enum="G" description="RULE_127_TRADE"/> <value enum="H" description="RULE_155_TRADE"/> <value enum="I" description="SOLD_LAST"/> <value enum="J" description="NEXT_DAY_TRADE"/> <value enum="K" description="OPENED"/> <value enum="L" description="SELLER"/> <value enum="M" description="SOLD"/> <value enum="N" description="STOPPED_STOCK"/> </field> <field number="278" name="MDEntryID" type="STRING"/> <field number="279" name="MDUpdateAction" type="CHAR"> <value enum="0" description="NEW"/> <value enum="1" description="CHANGE"/> <value enum="2" description="DELETE"/> </field> <field number="280" name="MDEntryRefID" type="STRING"/> <field number="281" name="MDReqRejReason" type="CHAR"> <value enum="0" description="UNKNOWN_SYMBOL"/> <value enum="1" description="DUPLICATE_MDREQID"/> <value enum="2" description="INSUFFICIENT_BANDWIDTH"/> <value enum="3" description="INSUFFICIENT_PERMISSIONS"/> <value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/> <value enum="5" description="UNSUPPORTED_MARKETDEPTH"/> <value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/> <value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/> <value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/> </field> <field number="282" name="MDEntryOriginator" type="STRING"/> <field number="283" name="LocationID" type="STRING"/> <field number="284" name="DeskID" type="STRING"/> <field number="285" name="DeleteReason" type="CHAR"> <value enum="0" description="CANCELATION_TRADE_BUST"/> <value enum="1" description="ERROR"/> </field> <field number="286" name="OpenCloseSettleFlag" type="CHAR"> <value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/> <value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/> <value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/> </field> <field number="287" name="SellerDays" type="INT"/> <field number="288" name="MDEntryBuyer" type="STRING"/> <field number="289" name="MDEntrySeller" type="STRING"/> <field number="290" name="MDEntryPositionNo" type="INT"/> <field number="291" name="FinancialStatus" type="CHAR"> <value enum="1" description="BANKRUPT"/> </field> <field number="292" name="CorporateAction" type="CHAR"> <value enum="A" description="EXDIVIDEND"/> <value enum="B" description="EXDISTRIBUTION"/> <value enum="C" description="EXRIGHTS"/> <value enum="D" description="NEW"/> <value enum="E" description="EXINTEREST"/> </field> <field number="293" name="DefBidSize" type="QTY"/> <field number="294" name="DefOfferSize" type="QTY"/> <field number="295" name="NoQuoteEntries" type="INT"/> <field number="296" name="NoQuoteSets" type="INT"/> <field number="297" name="QuoteAckStatus" type="INT"/> <field number="298" name="QuoteCancelType" type="INT"/> <field number="299" name="QuoteEntryID" type="STRING"/> <field number="300" name="QuoteRejectReason" type="INT"> <value enum="1" description="UNKNOWN_SYMBOL"/> <value enum="2" description="EXCHANGE"/> <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/> <value enum="4" description="TOO_LATE_TO_ENTER"/> <value enum="5" description="UNKNOWN_QUOTE"/> <value enum="6" description="DUPLICATE_QUOTE_7"/> <value enum="8" description="INVALID_PRICE"/> <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> </field> <field number="301" name="QuoteResponseLevel" type="INT"/> <field number="302" name="QuoteSetID" type="STRING"/> <field number="303" name="QuoteRequestType" type="INT"/> <field number="304" name="TotQuoteEntries" type="INT"/> <field number="305" name="UnderlyingIDSource" type="STRING"/> <field number="306" name="UnderlyingIssuer" type="STRING"/> <field number="307" name="UnderlyingSecurityDesc" type="STRING"/> <field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE"/> <field number="309" name="UnderlyingSecurityID" type="STRING"/> <field number="310" name="UnderlyingSecurityType" type="STRING"/> <field number="311" name="UnderlyingSymbol" type="STRING"/> <field number="312" name="UnderlyingSymbolSfx" type="STRING"/> <field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR"/> <field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH"/> <field number="315" name="UnderlyingPutOrCall" type="INT"/> <field number="316" name="UnderlyingStrikePrice" type="PRICE"/> <field number="317" name="UnderlyingOptAttribute" type="CHAR"/> <field number="318" name="UnderlyingCurrency" type="CURRENCY"/> <field number="319" name="RatioQty" type="QTY"/> <field number="320" name="SecurityReqID" type="STRING"/> <field number="321" name="SecurityRequestType" type="INT"> <value enum="0" description="REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS"/> <value enum="1" description="REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED"/> <value enum="2" description="REQUEST_LIST_SECURITY_TYPES"/> <value enum="3" description="REQUEST_LIST_SECURITIES"/> </field> <field number="322" name="SecurityResponseID" type="STRING"/> <field number="323" name="SecurityResponseType" type="INT"> <value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS"/> <value enum="2" description="ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE"/> <value enum="3" description="LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST"/> <value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST"/> <value enum="5" description="REJECT_SECURITY_PROPOSAL"/> <value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA"/> </field> <field number="324" name="SecurityStatusReqID" type="STRING"/> <field number="325" name="UnsolicitedIndicator" type="BOOLEAN"> <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/> <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/> </field> <field number="326" name="SecurityTradingStatus" type="INT"> <value enum="1" description="OPENING_DELAY"/> <value enum="2" description="TRADING_HALT"/> <value enum="3" description="RESUME"/> <value enum="4" description="NO_OPENNO_RESUME"/> <value enum="5" description="PRICE_INDICATION"/> <value enum="6" description="TRADING_RANGE_INDICATION"/> <value enum="7" description="MARKET_IMBALANCE_BUY"/> <value enum="8" description="MARKET_IMBALANCE_SELL"/> <value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY"/> <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/> <value enum="11" description="NOT_ASSIGNED" /> <value enum="12" description="NO_MARKET_IMBALANCE"/> <value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/> <value enum="14" description="ITS_PREOPENING"/> <value enum="15" description="NEW_PRICE_INDICATION"/> <value enum="16" description="TRADE_DISSEMINATION_TIME"/> <value enum="17" description="READY_TO_TRADE"/> <value enum="18" description="NOT_AVAILABLE_FOR_TRADING"/> <value enum="19" description="NOT_TRADED_ON_THIS_MARKET"/> <value enum="20" description="UNKNOWN_OR_INVALID"/> </field> <field number="327" name="HaltReason" type="CHAR"> <value enum="I" description="ORDER_IMBALANCE"/> <value enum="X" description="EQUIPMENT_CHANGEOVER"/> <value enum="P" description="NEWS_PENDING"/> <value enum="D" description="NEWS_DISSEMINATION"/> <value enum="E" description="ORDER_INFLUX"/> <value enum="M" description="ADDITIONAL_INFORMATION"/> </field> <field number="328" name="InViewOfCommon" type="BOOLEAN"> <value enum="Y" description="HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/> <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/> </field> <field number="329" name="DueToRelated" type="BOOLEAN"> <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/> <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/> </field> <field number="330" name="BuyVolume" type="QTY"/> <field number="331" name="SellVolume" type="QTY"/> <field number="332" name="HighPx" type="PRICE"/> <field number="333" name="LowPx" type="PRICE"/> <field number="334" name="Adjustment" type="INT"> <value enum="1" description="CANCEL"/> <value enum="2" description="ERROR"/> <value enum="3" description="CORRECTION"/> </field> <field number="335" name="TradSesReqID" type="STRING"/> <field number="336" name="TradingSessionID" type="STRING"/> <field number="337" name="ContraTrader" type="STRING"/> <field number="338" name="TradSesMethod" type="INT"> <value enum="1" description="ELECTRONIC"/> <value enum="2" description="OPEN_OUTCRY"/> <value enum="3" description="TWO_PARTY"/> </field> <field number="339" name="TradSesMode" type="INT"> <value enum="1" description="TESTING"/> <value enum="2" description="SIMULATED"/> <value enum="3" description="PRODUCTION"/> </field> <field number="340" name="TradSesStatus" type="INT"> <value enum="1" description="HALTED"/> <value enum="2" description="OPEN"/> <value enum="3" description="CLOSED"/> <value enum="4" description="PREOPEN"/> <value enum="5" description="PRECLOSE"/> </field> <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/> <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/> <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/> <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/> <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/> <field number="346" name="NumberOfOrders" type="INT"/> <field number="347" name="MessageEncoding" type="STRING"/> <field number="348" name="EncodedIssuerLen" type="INT"/> <field number="349" name="EncodedIssuer" type="DATA"/> <field number="350" name="EncodedSecurityDescLen" type="INT"/> <field number="351" name="EncodedSecurityDesc" type="DATA"/> <field number="352" name="EncodedListExecInstLen" type="INT"/> <field number="353" name="EncodedListExecInst" type="DATA"/> <field number="354" name="EncodedTextLen" type="INT"/> <field number="355" name="EncodedText" type="DATA"/> <field number="356" name="EncodedSubjectLen" type="INT"/> <field number="357" name="EncodedSubject" type="DATA"/> <field number="358" name="EncodedHeadlineLen" type="INT"/> <field number="359" name="EncodedHeadline" type="DATA"/> <field number="360" name="EncodedAllocTextLen" type="INT"/> <field number="361" name="EncodedAllocText" type="DATA"/> <field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/> <field number="363" name="EncodedUnderlyingIssuer" type="DATA"/> <field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"/> <field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/> <field number="366" name="AllocPrice" type="PRICE"/> <field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/> <field number="368" name="QuoteEntryRejectReason" type="INT"> <value enum="1" description="UNKNOWN_SYMBOL"/> <value enum="2" description="EXCHANGE"/> <value enum="3" description="QUOTE_EXCEEDS_LIMIT"/> <value enum="4" description="TOO_LATE_TO_ENTER"/> <value enum="5" description="UNKNOWN_QUOTE"/> <value enum="6" description="DUPLICATE_QUOTE"/> <value enum="7" description="INVALID_BIDASK_SPREAD"/> <value enum="8" description="INVALID_PRICE"/> <value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/> </field> <field number="369" name="LastMsgSeqNumProcessed" type="INT"/> <field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/> <field number="371" name="RefTagID" type="INT"/> <field number="372" name="RefMsgType" type="STRING"/> <field number="373" name="SessionRejectReason" type="INT"> <value enum="0" description="INVALID_TAG_NUMBER"/> <value enum="1" description="REQUIRED_TAG_MISSING"/> <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/> <value enum="3" description="UNDEFINED_TAG"/> <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/> <value enum="5" description="VALUE_IS_INCORRECT"/> <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/> <value enum="7" description="DECRYPTION_PROBLEM"/> <value enum="8" description="SIGNATURE_PROBLEM"/> <value enum="9" description="COMPID_PROBLEM"/> <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/> <value enum="11" description="E"/> </field> <field number="374" name="BidRequestTransType" type="CHAR"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> </field> <field number="375" name="ContraBroker" type="STRING"/> <field number="376" name="ComplianceID" type="STRING"/> <field number="377" name="SolicitedFlag" type="BOOLEAN"> <value enum="Y" description="WAS_SOLCITIED"/> <value enum="N" description="WAS_NOT_SOLICITED"/> </field> <field number="378" name="ExecRestatementReason" type="INT"> <value enum="0" description="GT_CORPORATE_ACTION"/> <value enum="1" description="GT_RENEWAL_RESTATEMENT"/> <value enum="2" description="VERBAL_CHANGE"/> <value enum="3" description="REPRICING_OF_ORDER"/> <value enum="4" description="BROKER_OPTION"/> <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/> </field> <field number="379" name="BusinessRejectRefID" type="STRING"/> <field number="380" name="BusinessRejectReason" type="INT"> <value enum="0" description="OTHER"/> <value enum="1" description="UNKOWN_ID"/> <value enum="2" description="UNKNOWN_SECURITY"/> <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/> <value enum="4" description="APPLICATION_NOT_AVAILABLE"/> <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/> </field> <field number="381" name="GrossTradeAmt" type="AMT"/> <field number="382" name="NoContraBrokers" type="INT"/> <field number="383" name="MaxMessageSize" type="INT"/> <field number="384" name="NoMsgTypes" type="INT"/> <field number="385" name="MsgDirection" type="CHAR"> <value enum="S" description="SEND"/> <value enum="R" description="RECEIVE"/> </field> <field number="386" name="NoTradingSessions" type="INT"/> <field number="387" name="TotalVolumeTraded" type="QTY"/> <field number="388" name="DiscretionInst" type="CHAR"> <value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/> <value enum="1" description="RELATED_TO_MARKET_PRICE"/> <value enum="2" description="RELATED_TO_PRIMARY_PRICE"/> <value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/> <value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/> <value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/> </field> <field number="389" name="DiscretionOffset" type="PRICEOFFSET"/> <field number="390" name="BidID" type="STRING"/> <field number="391" name="ClientBidID" type="STRING"/> <field number="392" name="ListName" type="STRING"/> <field number="393" name="TotalNumSecurities" type="INT"/> <field number="394" name="BidType" type="INT"/> <field number="395" name="NumTickets" type="INT"/> <field number="396" name="SideValue1" type="AMT"/> <field number="397" name="SideValue2" type="AMT"/> <field number="398" name="NoBidDescriptors" type="INT"/> <field number="399" name="BidDescriptorType" type="INT"/> <field number="400" name="BidDescriptor" type="STRING"/> <field number="401" name="SideValueInd" type="INT"/> <field number="402" name="LiquidityPctLow" type="FLOAT"/> <field number="403" name="LiquidityPctHigh" type="FLOAT"/> <field number="404" name="LiquidityValue" type="AMT"/> <field number="405" name="EFPTrackingError" type="FLOAT"/> <field number="406" name="FairValue" type="AMT"/> <field number="407" name="OutsideIndexPct" type="FLOAT"/> <field number="408" name="ValueOfFutures" type="AMT"/> <field number="409" name="LiquidityIndType" type="INT"/> <field number="410" name="WtAverageLiquidity" type="FLOAT"/> <field number="411" name="ExchangeForPhysical" type="BOOLEAN"> <value enum="Y" description="TRUE"/> <value enum="N" description="FALSE"/> </field> <field number="412" name="OutMainCntryUIndex" type="AMT"/> <field number="413" name="CrossPercent" type="FLOAT"/> <field number="414" name="ProgRptReqs" type="INT"/> <field number="415" name="ProgPeriodInterval" type="INT"/> <field number="416" name="IncTaxInd" type="INT"/> <field number="417" name="NumBidders" type="INT"/> <field number="418" name="TradeType" type="CHAR"/> <field number="419" name="BasisPxType" type="CHAR"/> <field number="420" name="NoBidComponents" type="INT"/> <field number="421" name="Country" type="STRING"/> <field number="422" name="TotNoStrikes" type="INT"/> <field number="423" name="PriceType" type="INT"/> <field number="424" name="DayOrderQty" type="QTY"/> <field number="425" name="DayCumQty" type="QTY"/> <field number="426" name="DayAvgPx" type="PRICE"/> <field number="427" name="GTBookingInst" type="INT"> <value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"/> <value enum="1" description="ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/> <value enum="2" description="ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/> </field> <field number="428" name="NoStrikes" type="INT"/> <field number="429" name="ListStatusType" type="INT"/> <field number="430" name="NetGrossInd" type="INT"/> <field number="431" name="ListOrderStatus" type="INT"/> <field number="432" name="ExpireDate" type="LOCALMKTDATE"/> <field number="433" name="ListExecInstType" type="CHAR"/> <field number="434" name="CxlRejResponseTo" type="CHAR"/> <field number="435" name="UnderlyingCouponRate" type="FLOAT"/> <field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/> <field number="437" name="ContraTradeQty" type="QTY"/> <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/> <field number="439" name="ClearingFirm" type="STRING"/> <field number="440" name="ClearingAccount" type="STRING"/> <field number="441" name="LiquidityNumSecurities" type="INT"/> <field number="442" name="MultiLegReportingType" type="CHAR"/> <field number="443" name="StrikeTime" type="UTCTIMESTAMP"/> <field number="444" name="ListStatusText" type="STRING"/> <field number="445" name="EncodedListStatusTextLen" type="INT"/> <field number="446" name="EncodedListStatusText" type="DATA"/> </fields> </fix> _______________________________________________ _______________________________________________ Marketcetera Users mailing list Marketcetera Documentation: http://trac.marketcetera.org To unsubscribe, go to http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email]. |
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