ransFIX.1.0.0-alpha.source-code.FIX42.xml Maven / Gradle / Ivy
<?xml version='1.0' encoding='ISO-8859-1'?>
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~ Copyright 2014 Higher Frequency Trading
~
~ http://www.higherfrequencytrading.com
~
~ Licensed under the Apache License, Version 2.0 (the "License");
~ you may not use this file except in compliance with the License.
~ You may obtain a copy of the License at
~
~ http://www.apache.org/licenses/LICENSE-2.0
~
~ Unless required by applicable law or agreed to in writing, software
~ distributed under the License is distributed on an "AS IS" BASIS,
~ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
~ See the License for the specific language governing permissions and
~ limitations under the License.
-->
<fix major='4' type='FIX' servicepack='0' 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>
<messages>
<message name='Heartbeat' msgcat='admin' msgtype='0'>
<field name='TestReqID' required='N'/>
</message>
<message name='TestRequest' msgcat='admin' msgtype='1'>
<field name='TestReqID' required='Y'/>
</message>
<message name='ResendRequest' msgcat='admin' msgtype='2'>
<field name='BeginSeqNo' required='Y'/>
<field name='EndSeqNo' required='Y'/>
</message>
<message name='Reject' msgcat='admin' msgtype='3'>
<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' msgcat='admin' msgtype='4'>
<field name='GapFillFlag' required='N'/>
<field name='NewSeqNo' required='Y'/>
</message>
<message name='Logout' msgcat='admin' msgtype='5'>
<field name='Text' required='N'/>
<field name='EncodedTextLen' required='N'/>
<field name='EncodedText' required='N'/>
</message>
<message name='IndicationofInterest' msgcat='app' msgtype='6'>
<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='Advertisement' msgcat='app' msgtype='7'>
<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='ExecutionReport' msgcat='app' msgtype='8'>
<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='OrderCancelReject' msgcat='app' msgtype='9'>
<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='Logon' msgcat='admin' msgtype='A'>
<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='News' msgcat='app' msgtype='B'>
<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' msgcat='app' msgtype='C'>
<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='NewOrderSingle' msgcat='app' msgtype='D'>
<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='NewOrderList' msgcat='app' msgtype='E'>
<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='OrderCancelRequest' msgcat='app' msgtype='F'>
<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='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
<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='OrderStatusRequest' msgcat='app' msgtype='H'>
<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' msgcat='app' msgtype='J'>
<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='N'>
<field name='ClOrdID' required='N'/>
<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='N'>
<field name='AllocAccount' required='N'/>
<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='ListCancelRequest' msgcat='app' msgtype='K'>
<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='ListExecute' msgcat='app' msgtype='L'>
<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='ListStatusRequest' msgcat='app' msgtype='M'>
<field name='ListID' required='Y'/>
<field name='Text' required='N'/>
<field name='EncodedTextLen' required='N'/>
<field name='EncodedText' required='N'/>
</message>
<message name='ListStatus' msgcat='app' msgtype='N'>
<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='AllocationACK' msgcat='app' msgtype='P'>
<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='DontKnowTrade' msgcat='app' msgtype='Q'>
<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='QuoteRequest' msgcat='app' msgtype='R'>
<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' msgcat='app' msgtype='S'>
<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='SettlementInstructions' msgcat='app' msgtype='T'>
<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='MarketDataRequest' msgcat='app' msgtype='V'>
<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' msgcat='app' msgtype='W'>
<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' msgcat='app' msgtype='X'>
<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' msgcat='app' msgtype='Y'>
<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='QuoteCancel' msgcat='app' msgtype='Z'>
<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' msgcat='app' msgtype='a'>
<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' msgcat='app' msgtype='b'>
<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='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
<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' msgcat='app' msgtype='d'>
<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' msgcat='app' msgtype='e'>
<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' msgcat='app' msgtype='f'>
<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='HaltReasonChar' 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' msgcat='app' msgtype='g'>
<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' msgcat='app' msgtype='h'>
<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='MassQuote' msgcat='app' msgtype='i'>
<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='BusinessMessageReject' msgcat='app' msgtype='j'>
<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>
<message name='BidRequest' msgcat='app' msgtype='k'>
<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' msgcat='app' msgtype='l'>
<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='ListStrikePrice' msgcat='app' msgtype='m'>
<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>
</messages>
<trailer>
<field name='SignatureLength' required='N'/>
<field name='Signature' required='N'/>
<field name='CheckSum' required='Y'/>
</trailer>
<components/>
<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='T' description='TRADE'/>
<value enum='X' description='CROSS'/>
</field>
<field number='5' name='AdvTransType' type='STRING'>
<value enum='C' description='CANCEL'/>
<value enum='N' description='NEW'/>
<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='0' description='STAY_ON_OFFERSIDE'/>
<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='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'/>
<value enum='F' description='DO_NOT_REDUCE'/>
<value enum='G' description='ALL_OR_NONE'/>
<value enum='I' description='INSTITUTIONS_ONLY'/>
<value enum='L' description='LAST_PEG'/>
<value enum='M' description='MID_PRICE_PEG'/>
<value enum='N' description='NON_NEGOTIABLE'/>
<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_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER'/>
<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='H' description='HIGH'/>
<value enum='L' description='LOW'/>
<value enum='M' description='MEDIUM'/>
</field>
<field number='26' name='IOIRefID' type='STRING'/>
<field number='27' name='IOIShares' type='STRING'>
<value enum='L' description='LARGE'/>
<value enum='M' description='MEDIUM'/>
<value enum='S' description='SMALL'/>
</field>
<field number='28' name='IOITransType' type='CHAR'>
<value enum='C' description='CANCEL'/>
<value enum='N' description='NEW'/>
<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='QUOTE_STATUS_REQUEST'/>
<value enum='A' description='LOGON'/>
<value enum='B' description='NEWS'/>
<value enum='b' description='QUOTE_ACKNOWLEDGEMENT'/>
<value enum='C' description='EMAIL'/>
<value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
<value enum='D' description='ORDER_SINGLE'/>
<value enum='d' description='SECURITY_DEFINITION'/>
<value enum='E' description='ORDER_LIST'/>
<value enum='e' description='SECURITY_STATUS_REQUEST'/>
<value enum='f' description='SECURITY_STATUS'/>
<value enum='F' description='ORDER_CANCEL_REQUEST'/>
<value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
<value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
<value enum='H' description='ORDER_STATUS_REQUEST'/>
<value enum='h' description='TRADING_SESSION_STATUS'/>
<value enum='i' description='MASS_QUOTE'/>
<value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
<value enum='J' description='ALLOCATION'/>
<value enum='K' description='LIST_CANCEL_REQUEST'/>
<value enum='k' description='BID_REQUEST'/>
<value enum='l' description='BID_RESPONSE'/>
<value enum='L' description='LIST_EXECUTE'/>
<value enum='m' description='LIST_STRIKE_PRICE'/>
<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_FULL_REFRESH'/>
<value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
<value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
<value enum='Z' description='QUOTE_CANCEL'/>
</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_C'/>
<value enum='D' description='PREVIOUSLY_QUOTED'/>
<value enum='E' description='PREVIOUSLY_INDICATED'/>
<value enum='F' description='FOREX_F'/>
<value enum='G' description='FOREX_G'/>
<value enum='H' description='FOREX_H'/>
<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='N' description='NO'/>
<value enum='Y' description='YES'/>
</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_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG'/>
<value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG'/>
<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_SINGLE_ORDER'/>
<value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER'/>
<value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER'/>
<value enum='L'
description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE'/>
<value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER'/>
<value enum='N' description='PROGRAM_ORDER_NON_INDEX_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_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE'/>
<value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY'/>
<value enum='Z'
description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER'/>
</field>
<field number='48' name='SecurityID' type='STRING'/>
<field number='49' name='SenderCompID' type='STRING'/>
<field number='50' name='SenderSubID' type='STRING'/>
<field number='51' name='SendingDate' type='LOCALMKTDATE'/>
<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='UNDISCLOSED'/>
<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='T_PLUS_2'/>
<value enum='4' description='T_PLUS_3'/>
<value enum='5' description='T_PLUS_4'/>
<value enum='6' description='FUTURE'/>
<value enum='7' description='WHEN_ISSUED'/>
<value enum='8' description='SELLERS_OPTION'/>
<value enum='9' description='T_PLUS_5'/>
</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='C' description='CLOSE'/>
<value enum='O' description='OPEN'/>
</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='STEP_IN'/>
<value enum='3' description='STEP_OUT'/>
<value enum='4' description='SOFT_DOLLAR_STEP_IN'/>
<value enum='5' description='SOFT_DOLLAR_STEP_OUT'/>
<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='LENGTH'/>
<field number='91' name='SecureData' type='DATA'/>
<field number='92' name='BrokerOfCredit' type='STRING'/>
<field number='93' name='SignatureLength' type='LENGTH'/>
<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='LENGTH'/>
<field number='96' name='RawData' type='DATA'/>
<field number='97' name='PossResend' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='98' name='EncryptMethod' type='INT'>
<value enum='0' description='NONE'/>
<value enum='1' description='PKCS'/>
<value enum='2' description='DES'/>
<value enum='3' description='PKCS_DES'/>
<value enum='4' description='PGP_DES'/>
<value enum='5' description='PGP_DES_MD5'/>
<value enum='6' description='PEM_DES_MD5'/>
</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='ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS'/>
</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_OF_A_VERBALLY_COMMUNICATED_ORDER'/>
<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_SHOW_N'/>
<value enum='T' description='THROUGH_THE_DAY'/>
<value enum='V' description='VERSUS'/>
<value enum='W' description='INDICATION'/>
<value enum='X' description='CROSSING_OPPORTUNITY'/>
<value enum='Y' description='AT_THE_MIDPOINT'/>
<value enum='Z' description='PRE_OPEN'/>
</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='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='114' name='LocateReqd' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='122' name='OrigSendingTime' type='UTCTIMESTAMP'/>
<field number='123' name='GapFillFlag' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='124' name='NoExecs' type='INT'/>
<field number='125' name='CxlType' type=' CHAR'/>
<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='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='C' description='CANCEL'/>
<value enum='N' description='NEW'/>
<value enum='R' description='REPLACE'/>
</field>
<field number='164' name='EmailThreadID' type='STRING'/>
<field number='165' name='SettlInstSource' type='CHAR'>
<value enum='1' description='BROKERS_INSTRUCTIONS'/>
<value enum='2' description='INSTITUTIONS_INSTRUCTIONS'/>
</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='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION'/>
<value enum='PNY' description='PHYSICAL'/>
<value enum='PTC' description='PARTICIPANT_TRUST_COMPANY'/>
</field>
<field number='167' name='SecurityType' type='STRING'>
<value enum='?' description='WILDCARD_ENTRY'/>
<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='IET' description='MORTGAGE_IOETTE'/>
<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_PASS_THRU'/>
<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_LIONS'/>
</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='F_X_NETTING'/>
<value enum='1' description='F_X_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='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='LENGTH'/>
<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='5_YR'/>
<value enum='3' description='OLD_5'/>
<value enum='4' description='10_YR'/>
<value enum='5' description='OLD_10'/>
<value enum='6' description='30_YR'/>
<value enum='7' description='OLD_30'/>
<value enum='8' description='3_MO_LIBOR'/>
<value enum='9' description='6_MO_LIBOR'/>
</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_SNAPSHOT_PLUS_UPDATE_REQUEST'/>
</field>
<field number='264' name='MarketDepth' type='INT'/>
<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='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='ZERO_PLUS_TICK'/>
<value enum='2' description='MINUS_TICK'/>
<value enum='3' description='ZERO_MINUS_TICK'/>
</field>
<field number='275' name='MDMkt' type='EXCHANGE'/>
<field number='276' name='QuoteCondition' type='MULTIPLEVALUESTRING'>
<value enum='A' description='OPEN'/>
<value enum='B' description='CLOSED'/>
<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='NON_FIRM'/>
</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'/>
<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'/>
<value enum='1' description='ERROR'/>
</field>
<field number='286' name='OpenCloseSettleFlag' type='CHAR'>
<value enum='0' description='DAILY_OPEN'/>
<value enum='1' description='SESSION_OPEN'/>
<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='EX_DIVIDEND'/>
<value enum='B' description='EX_DISTRIBUTION'/>
<value enum='C' description='EX_RIGHTS'/>
<value enum='D' description='NEW'/>
<value enum='E' description='EX_INTEREST'/>
</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'>
<value enum='0' description='ACCEPTED'/>
<value enum='1' description='CANCELED_FOR_SYMBOL'/>
<value enum='2' description='CANCELED_FOR_SECURITY_TYPE'/>
<value enum='3' description='CANCELED_FOR_UNDERLYING'/>
<value enum='4' description='CANCELED_ALL'/>
<value enum='5' description='REJECTED'/>
</field>
<field number='298' name='QuoteCancelType' type='INT'>
<value enum='1' description='CANCEL_FOR_SYMBOL'/>
<value enum='2' description='CANCEL_FOR_SECURITY_TYPE'/>
<value enum='3' description='CANCEL_FOR_UNDERLYING_SYMBOL'/>
<value enum='4' description='CANCEL_FOR_ALL_QUOTES'/>
</field>
<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'/>
<value enum='7' description='INVALID_BID_ASK_SPREAD'/>
<value enum='8' description='INVALID_PRICE'/>
<value enum='9' description='NOT_AUTHORIZED_TO_QUOTE_SECURITY'/>
</field>
<field number='301' name='QuoteResponseLevel' type='INT'>
<value enum='0' description='NO_ACKNOWLEDGEMENT'/>
<value enum='1' description='ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES'/>
<value enum='2' description='ACKNOWLEDGE_EACH_QUOTE_MESSAGES'/>
</field>
<field number='302' name='QuoteSetID' type='STRING'/>
<field number='303' name='QuoteRequestType' type='INT'>
<value enum='1' description='MANUAL'/>
<value enum='2' description='AUTOMATIC'/>
</field>
<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='QUANTITY'/>
<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='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='326' name='SecurityTradingStatus' type='INT'>
<value enum='1' description='OPENING_DELAY'/>
<value enum='10' description='MARKET_ON_CLOSE_IMBALANCE_SELL'/>
<value enum='11' description='11'/>
<value enum='12' description='NO_MARKET_IMBALANCE'/>
<value enum='13' description='NO_MARKET_ON_CLOSE_IMBALANCE'/>
<value enum='14' description='ITS_PRE_OPENING'/>
<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='2' description='TRADING_HALT'/>
<value enum='20' description='UNKNOWN_OR_INVALID'/>
<value enum='3' description='RESUME'/>
<value enum='4' description='NO_OPEN_NO_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'/>
</field>
<field number='327' name='HaltReasonChar' type='CHAR'>
<value enum='D' description='NEWS_DISSEMINATION'/>
<value enum='E' description='ORDER_INFLUX'/>
<value enum='I' description='ORDER_IMBALANCE'/>
<value enum='M' description='ADDITIONAL_INFORMATION'/>
<value enum='P' description='NEWS_PENDING'/>
<value enum='X' description='EQUIPMENT_CHANGEOVER'/>
</field>
<field number='328' name='InViewOfCommon' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='329' name='DueToRelated' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</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='PRE_OPEN'/>
<value enum='5' description='PRE_CLOSE'/>
</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'>
<value enum='EUC-JP' description='EUC_JP'/>
<value enum='ISO-2022-JP' description='ISO_2022_JP'/>
<value enum='SHIFT_JIS' description='SHIFT_JIS'/>
<value enum='UTF-8' description='UTF_8'/>
</field>
<field number='348' name='EncodedIssuerLen' type='LENGTH'/>
<field number='349' name='EncodedIssuer' type='DATA'/>
<field number='350' name='EncodedSecurityDescLen' type='LENGTH'/>
<field number='351' name='EncodedSecurityDesc' type='DATA'/>
<field number='352' name='EncodedListExecInstLen' type='LENGTH'/>
<field number='353' name='EncodedListExecInst' type='DATA'/>
<field number='354' name='EncodedTextLen' type='LENGTH'/>
<field number='355' name='EncodedText' type='DATA'/>
<field number='356' name='EncodedSubjectLen' type='LENGTH'/>
<field number='357' name='EncodedSubject' type='DATA'/>
<field number='358' name='EncodedHeadlineLen' type='LENGTH'/>
<field number='359' name='EncodedHeadline' type='DATA'/>
<field number='360' name='EncodedAllocTextLen' type='LENGTH'/>
<field number='361' name='EncodedAllocText' type='DATA'/>
<field number='362' name='EncodedUnderlyingIssuerLen' type='LENGTH'/>
<field number='363' name='EncodedUnderlyingIssuer' type='DATA'/>
<field number='364' name='EncodedUnderlyingSecurityDescLen' type='LENGTH'/>
<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_BID_ASK_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='10' description='SENDINGTIME_ACCURACY_PROBLEM'/>
<value enum='11' description='INVALID_MSGTYPE'/>
<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'/>
</field>
<field number='374' name='BidRequestTransType' type='CHAR'>
<value enum='C' description='CANCEL'/>
<value enum='N' description='NO'/>
</field>
<field number='375' name='ContraBroker' type='STRING'/>
<field number='376' name='ComplianceID' type='STRING'/>
<field number='377' name='SolicitedFlag' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='378' name='ExecRestatementReason' type='INT'>
<value enum='0' description='GT_CORPORATE_ACTION'/>
<value enum='1' description='GT_RENEWAL'/>
<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='R' description='RECEIVE'/>
<value enum='S' description='SEND'/>
</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'>
<value enum='1' description='5_DAY_MOVING_AVERAGE'/>
<value enum='2' description='20_DAY_MOVING_AVERAGE'/>
<value enum='3' description='NORMAL_MARKET_SIZE'/>
<value enum='4' description='OTHER'/>
</field>
<field number='410' name='WtAverageLiquidity' type='FLOAT'/>
<field number='411' name='ExchangeForPhysical' type='BOOLEAN'>
<value enum='N' description='NO'/>
<value enum='Y' description='YES'/>
</field>
<field number='412' name='OutMainCntryUIndex' type='AMT'/>
<field number='413' name='CrossPercent' type='FLOAT'/>
<field number='414' name='ProgRptReqs' type='INT'>
<value enum='1' description='BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST'/>
<value enum='2'
description='SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD'/>
<value enum='3' description='REAL_TIME_EXECUTION_REPORTS'/>
</field>
<field number='415' name='ProgPeriodInterval' type='INT'/>
<field number='416' name='IncTaxInd' type='INT'>
<value enum='1' description='NET'/>
<value enum='2' description='GROSS'/>
</field>
<field number='417' name='NumBidders' type='INT'/>
<field number='418' name='TradeType' type='CHAR'>
<value enum='A' description='AGENCY'/>
<value enum='G' description='VWAP_GUARANTEE'/>
<value enum='J' description='GUARANTEED_CLOSE'/>
<value enum='R' description='RISK_TRADE'/>
</field>
<field number='419' name='BasisPxType' type='CHAR'>
<value enum='2' description='CLOSING_PRICE_AT_MORNING_SESSION'/>
<value enum='3' description='CLOSING_PRICE'/>
<value enum='4' description='CURRENT_PRICE'/>
<value enum='5' description='SQ'/>
<value enum='6' description='VWAP_THROUGH_A_DAY'/>
<value enum='7' description='VWAP_THROUGH_A_MORNING_SESSION'/>
<value enum='8' description='VWAP_THROUGH_AN_AFTERNOON_SESSION'/>
<value enum='9' description='VWAP_THROUGH_A_DAY_EXCEPT_YORI'/>
<value enum='A' description='VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI'/>
<value enum='B' description='VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI'/>
<value enum='C' description='STRIKE'/>
<value enum='D' description='OPEN'/>
<value enum='Z' description='OTHERS'/>
</field>
<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'>
<value enum='1' description='PERCENTAGE'/>
<value enum='2' description='PER_SHARE'/>
<value enum='3' description='FIXED_AMOUNT'/>
</field>
<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'>
<value enum='1' description='NET'/>
<value enum='2' description='GROSS'/>
</field>
<field number='431' name='ListOrderStatus' type='INT'/>
<field number='432' name='ExpireDate' type='LOCALMKTDATE'/>
<field number='433' name='ListExecInstType' type='CHAR'>
<value enum='1' description='IMMEDIATE'/>
<value enum='2' description='WAIT_FOR_EXECUTE_INSTRUCTION'/>
</field>
<field number='434' name='CxlRejResponseTo' type='CHAR'>
<value enum='1' description='ORDER_CANCEL_REQUEST'/>
<value enum='2' description='ORDER_CANCEL_REPLACE_REQUEST'/>
</field>
<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'>
<value enum='1' description='SINGLE_SECURITY'/>
<value enum='2' description='INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY'/>
<value enum='3' description='MULTI_LEG_SECURITY'/>
</field>
<field number='443' name='StrikeTime' type='UTCTIMESTAMP'/>
<field number='444' name='ListStatusText' type='STRING'/>
<field number='445' name='EncodedListStatusTextLen' type='LENGTH'/>
<field number='446' name='EncodedListStatusText' type='DATA'/>
</fields>
</fix>
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