.quickfixj-all.1.6.3.source-code.FIX50SP1.xml Maven / Gradle / Ivy
<fix major="5" minor="0"> <header/> <trailer/> <messages> <message name="IOI" msgtype="6" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="IOIID" required="Y"/> <field name="IOITransType" required="Y"/> <field name="IOIRefID" required="N"/> <component name="Instrument" required="Y"/> <component name="Parties" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="Y"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="N"/> <field name="IOIQty" required="Y"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <component name="InstrmtLegIOIGrp" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="ValidUntilTime" required="N"/> <field name="IOIQltyInd" required="N"/> <field name="IOINaturalFlag" required="N"/> <component name="IOIQualGrp" required="N"/> <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"/> <component name="RoutingGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> </message> <message name="Advertisement" msgtype="7" msgcat="app"> <field name="AdvId" required="Y"/> <field name="AdvTransType" required="Y"/> <field name="AdvRefID" required="N"/> <component name="Instrument" required="Y"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="AdvSide" required="Y"/> <field name="Quantity" required="Y"/> <field name="QtyType" required="N"/> <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"/> <field name="TradingSessionSubID" required="N"/> </message> <message name="ExecutionReport" msgtype="8" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="SecondaryExecID" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrigClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <field name="QuoteRespID" required="N"/> <field name="OrdStatusReqID" required="N"/> <field name="MassStatusReqID" required="N"/> <field name="HostCrossID" required="N"/> <field name="TotNumReports" required="N"/> <field name="LastRptRequested" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <component name="ContraGrp" required="N"/> <field name="ListID" required="N"/> <field name="CrossID" required="N"/> <field name="OrigCrossID" required="N"/> <field name="CrossType" required="N"/> <field name="TrdMatchID" required="N"/> <field name="ExecID" required="Y"/> <field name="ExecRefID" required="N"/> <field name="ExecType" required="Y"/> <field name="OrdStatus" required="Y"/> <field name="WorkingIndicator" required="N"/> <field name="OrdRejReason" required="N"/> <field name="ExecRestatementReason" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="MatchType" required="N"/> <field name="OrderCategory" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="Y"/> <component name="Stipulations" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="N"/> <field name="LotType" required="N"/> <field name="OrdType" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="PeggedPrice" required="N"/> <field name="PeggedRefPrice" required="N"/> <field name="DiscretionPrice" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" required="N"/> <field name="TargetStrategyPerformance" 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="AggressorIndicator" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="LastQty" required="N"/> <field name="CalculatedCcyLastQty" required="N"/> <field name="LastSwapPoints" required="N"/> <field name="UnderlyingLastQty" required="N"/> <field name="LastPx" required="N"/> <field name="UnderlyingLastPx" required="N"/> <field name="LastParPx" required="N"/> <field name="LastSpotRate" required="N"/> <field name="LastForwardPoints" required="N"/> <field name="LastMkt" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TimeBracket" required="N"/> <field name="LastCapacity" required="N"/> <field name="LeavesQty" required="Y"/> <field name="CumQty" required="Y"/> <field name="AvgPx" required="N"/> <field name="DayOrderQty" required="N"/> <field name="DayCumQty" required="N"/> <field name="DayAvgPx" required="N"/> <field name="TotNoFills" required="N"/> <field name="LastFragment" required="N"/> <component name="FillsGrp" required="N"/> <field name="GTBookingInst" required="N"/> <field name="TradeDate" required="N"/> <field name="TransactTime" required="N"/> <field name="ReportToExch" required="N"/> <component name="CommissionData" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="NumDaysInterest" required="N"/> <field name="ExDate" required="N"/> <field name="AccruedInterestRate" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="TradedFlatSwitch" required="N"/> <field name="BasisFeatureDate" required="N"/> <field name="BasisFeaturePrice" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" 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="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="PositionEffect" required="N"/> <field name="MaxShow" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="LastForwardPoints2" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> <field name="TransBkdTime" required="N"/> <field name="ExecValuationPoint" required="N"/> <field name="ExecPriceType" required="N"/> <field name="ExecPriceAdjustment" required="N"/> <field name="PriorityIndicator" required="N"/> <field name="PriceImprovement" required="N"/> <field name="LastLiquidityInd" required="N"/> <component name="ContAmtGrp" required="N"/> <component name="InstrmtLegExecGrp" required="N"/> <field name="CopyMsgIndicator" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="DividendYield" required="N"/> <field name="ManualOrderIndicator" required="N"/> <field name="CustDirectedOrder" required="N"/> <field name="ReceivedDeptID" required="N"/> <field name="CustOrderHandlingInst" required="N"/> <field name="OrderHandlingInstSource" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Volatility" required="N"/> <field name="TimeToExpiration" required="N"/> <field name="RiskFreeRate" required="N"/> <field name="PriceDelta" required="N"/> </message> <message name="OrderCancelReject" msgtype="9" msgcat="app"> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="ClOrdLinkID" required="N"/> <field name="OrigClOrdID" required="N"/> <field name="OrdStatus" required="Y"/> <field name="WorkingIndicator" required="N"/> <field name="OrigOrdModTime" required="N"/> <field name="ListID" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" 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="DerivativeSecurityList" msgtype="AA" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="Y"/> <field name="SecurityRequestResult" required="N"/> <component name="UnderlyingInstrument" required="N"/> <component name="DerivativeSecurityDefinition" required="N"/> <field name="TotNoRelatedSym" required="N"/> <field name="LastFragment" required="N"/> <component name="RelSymDerivSecGrp" required="N"/> </message> <message name="NewOrderMultileg" msgtype="AB" msgcat="app"> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocMlegGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <field name="Side" required="Y"/> <component name="Instrument" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="SwapPoints" required="N"/> <component name="LegOrdGrp" required="N"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="N"/> <field name="OrdType" required="Y"/> <field name="MultilegModel" required="N"/> <field name="MultilegPriceMethod" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" 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="RefOrderID" required="N"/> <field name="RefOrderIDSource" 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"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="RiskFreeRate" required="N"/> <field name="ParticipationRate" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> <field name="MultiLegRptTypeReq" required="N"/> </message> <message name="MultilegOrderCancelReplace" msgtype="AC" msgcat="app"> <field name="OrderID" required="N"/> <field name="OrigClOrdID" required="N"/> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <field name="OrigOrdModTime" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocMlegGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <field name="Side" required="Y"/> <component name="Instrument" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="SwapPoints" required="N"/> <component name="LegOrdGrp" required="N"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="Y"/> <field name="OrdType" required="Y"/> <field name="MultilegModel" required="N"/> <field name="MultilegPriceMethod" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" 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"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="RiskFreeRate" required="N"/> <field name="ParticipationRate" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> <field name="MultiLegRptTypeReq" required="N"/> </message> <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app"> <field name="TradeRequestID" required="Y"/> <field name="TradeID" required="N"/> <field name="SecondaryTradeID" required="N"/> <field name="FirmTradeID" required="N"/> <field name="SecondaryFirmTradeID" required="N"/> <field name="TradeRequestType" required="Y"/> <field name="SubscriptionRequestType" required="N"/> <field name="TradeReportID" required="N"/> <field name="SecondaryTradeReportID" required="N"/> <field name="ExecID" required="N"/> <field name="ExecType" required="N"/> <field name="OrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="MatchStatus" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="TradeHandlingInstr" required="N"/> <field name="TransferReason" required="N"/> <field name="SecondaryTrdType" required="N"/> <field name="TradeLinkID" required="N"/> <field name="TrdMatchID" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="TrdCapDtGrp" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TimeBracket" required="N"/> <field name="Side" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="TradeInputSource" required="N"/> <field name="TradeInputDevice" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MessageEventSource" required="N"/> </message> <message name="TradeCaptureReport" msgtype="AE" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="TradeReportID" required="N"/> <field name="TradeID" required="N"/> <field name="SecondaryTradeID" required="N"/> <field name="FirmTradeID" required="N"/> <field name="SecondaryFirmTradeID" required="N"/> <field name="TradeReportTransType" required="N"/> <field name="TradeReportType" required="N"/> <field name="TrdRptStatus" required="N"/> <field name="TradeRequestID" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="SecondaryTrdType" required="N"/> <field name="TradeHandlingInstr" required="N"/> <field name="OrigTradeHandlingInstr" required="N"/> <field name="OrigTradeDate" required="N"/> <field name="OrigTradeID" required="N"/> <field name="OrigSecondaryTradeID" required="N"/> <field name="TransferReason" required="N"/> <field name="ExecType" required="N"/> <field name="TotNumTradeReports" required="N"/> <field name="LastRptRequested" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="TradeReportRefID" required="N"/> <field name="SecondaryTradeReportRefID" required="N"/> <field name="SecondaryTradeReportID" required="N"/> <field name="TradeLinkID" required="N"/> <field name="TrdMatchID" required="N"/> <field name="ExecID" required="N"/> <field name="OrdStatus" required="N"/> <field name="SecondaryExecID" required="N"/> <field name="ExecRestatementReason" required="N"/> <field name="PreviouslyReported" required="N"/> <field name="PriceType" required="N"/> <component name="RootParties" required="N"/> <field name="AsOfIndicator" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="OrderQtyData" required="N"/> <field name="QtyType" required="N"/> <component name="YieldData" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="UnderlyingTradingSessionID" required="N"/> <field name="UnderlyingTradingSessionSubID" required="N"/> <field name="LastQty" required="Y"/> <field name="LastPx" required="Y"/> <field name="CalculatedCcyLastQty" required="N"/> <field name="Currency" required="N"/> <field name="SettlCurrency" required="N"/> <field name="LastParPx" required="N"/> <field name="LastSpotRate" required="N"/> <field name="LastForwardPoints" required="N"/> <field name="LastSwapPoints" required="N"/> <field name="LastMkt" required="N"/> <field name="TradeDate" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="AvgPx" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="AvgPxIndicator" required="N"/> <component name="PositionAmountData" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="TradeLegRefID" required="N"/> <component name="TrdInstrmtLegGrp" required="N"/> <field name="TransactTime" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="UnderlyingSettlementDate" required="N"/> <field name="MatchStatus" required="N"/> <field name="MatchType" required="N"/> <field name="OrderCategory" required="N"/> <component name="TrdCapRptSideGrp" required="Y"/> <field name="Volatility" required="N"/> <field name="DividendYield" required="N"/> <field name="RiskFreeRate" required="N"/> <field name="CurrencyRatio" required="N"/> <field name="CopyMsgIndicator" required="N"/> <component name="TrdRepIndicatorsGrp" required="N"/> <field name="PublishTrdIndicator" required="N"/> <field name="TradePublishIndicator" required="N"/> <field name="ShortSaleReason" required="N"/> <field name="TierCode" required="N"/> <field name="MessageEventSource" required="N"/> <field name="LastUpdateTime" required="N"/> <field name="RndPx" required="N"/> <field name="TZTransactTime" required="N"/> <field name="ReportedPxDiff" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="RejectText" required="N"/> <field name="FeeMultiplier" required="N"/> </message> <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app"> <field name="MassStatusReqID" required="Y"/> <field name="MassStatusReqType" required="Y"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Instrument" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="Side" required="N"/> </message> <message name="QuoteRequestReject" msgtype="AG" msgcat="app"> <field name="QuoteReqID" required="Y"/> <field name="RFQReqID" required="N"/> <field name="QuoteRequestRejectReason" required="Y"/> <field name="PrivateQuote" required="N"/> <field name="RespondentType" required="N"/> <field name="PreTradeAnonymity" required="N"/> <component name="RootParties" required="N"/> <component name="QuotReqRjctGrp" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="RFQRequest" msgtype="AH" msgcat="app"> <field name="RFQReqID" required="Y"/> <component name="Parties" required="N"/> <component name="RFQReqGrp" required="Y"/> <field name="SubscriptionRequestType" required="N"/> <field name="PrivateQuote" required="N"/> </message> <message name="QuoteStatusReport" msgtype="AI" msgcat="app"> <field name="QuoteStatusReqID" required="N"/> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="N"/> <field name="QuoteMsgID" required="N"/> <field name="QuoteRespID" required="N"/> <field name="QuoteType" required="N"/> <field name="QuoteCancelType" required="N"/> <component name="Parties" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="N"/> <component name="OrderQtyData" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="LegQuotStatGrp" required="N"/> <component name="QuotQualGrp" required="N"/> <field name="ExpireTime" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="BidPx" required="N"/> <field name="OfferPx" required="N"/> <field name="MktBidPx" required="N"/> <field name="MktOfferPx" required="N"/> <field name="MinBidSize" required="N"/> <field name="BidSize" required="N"/> <field name="MinOfferSize" required="N"/> <field name="OfferSize" required="N"/> <field name="MinQty" 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="MidPx" required="N"/> <field name="BidYield" required="N"/> <field name="MidYield" required="N"/> <field name="OfferYield" required="N"/> <field name="TransactTime" required="N"/> <field name="OrdType" required="N"/> <field name="BidForwardPoints2" required="N"/> <field name="OfferForwardPoints2" required="N"/> <field name="SettlCurrBidFxRate" required="N"/> <field name="SettlCurrOfferFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="CommType" required="N"/> <field name="Commission" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <field name="QuoteStatus" required="N"/> <field name="QuoteRejectReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="QuoteResponse" msgtype="AJ" msgcat="app"> <field name="QuoteRespID" required="Y"/> <field name="QuoteID" required="N"/> <field name="QuoteMsgID" required="N"/> <field name="QuoteRespType" required="Y"/> <field name="ClOrdID" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="IOIID" required="N"/> <field name="QuoteType" required="N"/> <field name="PreTradeAnonymity" required="N"/> <component name="QuotQualGrp" required="N"/> <component name="Parties" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="N"/> <component name="OrderQtyData" required="N"/> <field name="MinQty" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="LegQuotGrp" required="N"/> <field name="BidPx" required="N"/> <field name="OfferPx" required="N"/> <field name="MktBidPx" required="N"/> <field name="MktOfferPx" required="N"/> <field name="MinBidSize" required="N"/> <field name="BidSize" required="N"/> <field name="MinOfferSize" 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="MidPx" required="N"/> <field name="BidYield" required="N"/> <field name="MidYield" required="N"/> <field name="OfferYield" required="N"/> <field name="TransactTime" required="N"/> <field name="OrdType" required="N"/> <field name="BidForwardPoints2" required="N"/> <field name="OfferForwardPoints2" required="N"/> <field name="SettlCurrBidFxRate" required="N"/> <field name="SettlCurrOfferFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> </message> <message name="Confirmation" msgtype="AK" msgcat="app"> <field name="ConfirmID" required="Y"/> <field name="ConfirmRefID" required="N"/> <field name="ConfirmReqID" required="N"/> <field name="ConfirmTransType" required="Y"/> <field name="ConfirmType" required="Y"/> <field name="CopyMsgIndicator" required="N"/> <field name="LegalConfirm" required="N"/> <field name="ConfirmStatus" required="Y"/> <component name="Parties" required="N"/> <component name="OrdAllocGrp" required="N"/> <field name="AllocID" required="N"/> <field name="SecondaryAllocID" required="N"/> <field name="IndividualAllocID" required="N"/> <field name="TransactTime" required="Y"/> <field name="TradeDate" required="Y"/> <component name="TrdRegTimestamps" required="N"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="Y"/> <component name="InstrmtLegGrp" required="Y"/> <component name="YieldData" required="N"/> <field name="AllocQty" required="Y"/> <field name="QtyType" required="N"/> <field name="Side" required="Y"/> <field name="Currency" required="N"/> <field name="LastMkt" required="N"/> <component name="CpctyConfGrp" required="Y"/> <field name="AllocAccount" required="Y"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocAccountType" required="N"/> <field name="AvgPx" required="Y"/> <field name="AvgPxPrecision" required="N"/> <field name="PriceType" required="N"/> <field name="AvgParPx" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="ReportedPx" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="ProcessCode" required="N"/> <field name="GrossTradeAmt" required="Y"/> <field name="NumDaysInterest" required="N"/> <field name="ExDate" required="N"/> <field name="AccruedInterestRate" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="Y"/> <field name="MaturityNetMoney" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="SettlCurrency" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <component name="SettlInstructionsData" required="N"/> <component name="CommissionData" required="N"/> <field name="SharedCommission" required="N"/> <component name="Stipulations" required="N"/> <component name="MiscFeesGrp" required="N"/> </message> <message name="PositionMaintenanceRequest" msgtype="AL" msgcat="app"> <field name="PosReqID" required="N"/> <field name="PosTransType" required="Y"/> <field name="PosMaintAction" required="Y"/> <field name="OrigPosReqRefID" required="N"/> <field name="PosMaintRptRefID" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <component name="Parties" required="Y"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="Instrument" required="Y"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="TransactTime" required="N"/> <component name="PositionQty" required="Y"/> <component name="PositionAmountData" required="N"/> <field name="AdjustmentType" required="N"/> <field name="ContraryInstructionIndicator" required="N"/> <field name="PriorSpreadIndicator" required="N"/> <field name="ThresholdAmount" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SettlCurrency" required="N"/> </message> <message name="PositionMaintenanceReport" msgtype="AM" msgcat="app"> <field name="PosMaintRptID" required="Y"/> <field name="PosTransType" required="Y"/> <field name="PosReqID" required="N"/> <field name="PosMaintAction" required="Y"/> <field name="OrigPosReqRefID" required="N"/> <field name="PosMaintStatus" required="Y"/> <field name="PosMaintResult" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="PosMaintRptRefID" required="N"/> <component name="Instrument" required="Y"/> <field name="Currency" required="N"/> <field name="SettlCurrency" required="N"/> <field name="ContraryInstructionIndicator" required="N"/> <field name="PriorSpreadIndicator" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="TransactTime" required="N"/> <component name="PositionQty" required="Y"/> <component name="PositionAmountData" required="N"/> <field name="AdjustmentType" required="N"/> <field name="ThresholdAmount" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="RequestForPositions" msgtype="AN" msgcat="app"> <field name="PosReqID" required="Y"/> <field name="PosReqType" required="Y"/> <field name="MatchStatus" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="SettlCurrency" required="N"/> <component name="Parties" required="Y"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="Instrument" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="TransactTime" required="Y"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="RequestForPositionsAck" msgtype="AO" msgcat="app"> <field name="PosMaintRptID" required="Y"/> <field name="PosReqID" required="N"/> <field name="TotalNumPosReports" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="PosReqResult" required="Y"/> <field name="PosReqStatus" required="Y"/> <field name="PosReqType" required="N"/> <field name="MatchStatus" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="SettlCurrency" required="N"/> <component name="Parties" required="Y"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="Instrument" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="PositionReport" msgtype="AP" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="PosMaintRptID" required="Y"/> <field name="PosReqID" required="N"/> <field name="PosReqType" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="TotalNumPosReports" required="N"/> <field name="PosReqResult" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="PriceType" required="N"/> <field name="SettlCurrency" required="N"/> <field name="MessageEventSource" required="N"/> <component name="Parties" required="Y"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="Instrument" required="N"/> <field name="Currency" required="N"/> <field name="SettlPrice" required="N"/> <field name="SettlPriceType" required="N"/> <field name="PriorSettlPrice" required="N"/> <field name="MatchStatus" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="PosUndInstrmtGrp" required="N"/> <component name="PositionQty" required="N"/> <component name="PositionAmountData" required="N"/> <field name="RegistStatus" required="N"/> <field name="DeliveryDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="TradeCaptureReportRequestAck" msgtype="AQ" msgcat="app"> <field name="TradeRequestID" required="Y"/> <field name="TradeID" required="N"/> <field name="SecondaryTradeID" required="N"/> <field name="FirmTradeID" required="N"/> <field name="SecondaryFirmTradeID" required="N"/> <field name="TradeRequestType" required="Y"/> <field name="SubscriptionRequestType" required="N"/> <field name="TotNumTradeReports" required="N"/> <field name="TradeRequestResult" required="Y"/> <field name="TradeRequestStatus" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MessageEventSource" required="N"/> </message> <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app"> <field name="TradeReportID" required="N"/> <field name="TradeID" required="N"/> <field name="SecondaryTradeID" required="N"/> <field name="FirmTradeID" required="N"/> <field name="SecondaryFirmTradeID" required="N"/> <field name="TradeReportTransType" required="N"/> <field name="TradeReportType" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="SecondaryTrdType" required="N"/> <field name="TradeHandlingInstr" required="N"/> <field name="OrigTradeHandlingInstr" required="N"/> <field name="OrigTradeDate" required="N"/> <field name="OrigTradeID" required="N"/> <field name="OrigSecondaryTradeID" required="N"/> <field name="TransferReason" required="N"/> <component name="RootParties" required="N"/> <field name="ExecType" required="N"/> <field name="TradeReportRefID" required="N"/> <field name="SecondaryTradeReportRefID" required="N"/> <field name="TrdRptStatus" required="N"/> <field name="TradeReportRejectReason" required="N"/> <field name="SecondaryTradeReportID" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="TradeLinkID" required="N"/> <field name="TrdMatchID" required="N"/> <field name="ExecID" required="N"/> <field name="SecondaryExecID" required="N"/> <field name="OrdStatus" required="N"/> <field name="ExecRestatementReason" required="N"/> <field name="PreviouslyReported" required="N"/> <field name="PriceType" required="N"/> <field name="UnderlyingTradingSessionID" required="N"/> <field name="UnderlyingTradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="QtyType" required="N"/> <field name="LastQty" required="N"/> <field name="LastPx" required="N"/> <component name="Instrument" required="Y"/> <field name="LastParPx" required="N"/> <field name="CalculatedCcyLastQty" required="N"/> <field name="LastSwapPoints" required="N"/> <field name="Currency" required="N"/> <field name="SettlCurrency" required="N"/> <field name="LastSpotRate" required="N"/> <field name="LastForwardPoints" required="N"/> <field name="LastMkt" required="N"/> <field name="TradeDate" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="AvgPx" required="N"/> <field name="AvgPxIndicator" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="TradeLegRefID" required="N"/> <field name="TransactTime" required="N"/> <field name="SettlType" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="MatchStatus" required="N"/> <field name="MatchType" required="N"/> <field name="CopyMsgIndicator" required="N"/> <component name="TrdRepIndicatorsGrp" required="N"/> <field name="PublishTrdIndicator" required="N"/> <field name="TradePublishIndicator" required="N"/> <field name="ShortSaleReason" required="N"/> <component name="TrdInstrmtLegGrp" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="AsOfIndicator" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <component name="PositionAmountData" required="N"/> <field name="TierCode" required="N"/> <field name="MessageEventSource" required="N"/> <field name="LastUpdateTime" required="N"/> <field name="RndPx" required="N"/> <component name="TrdCapRptAckSideGrp" required="N"/> <field name="RptSys" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="SettlDate" required="N"/> <field name="FeeMultiplier" required="N"/> </message> <message name="AllocationReport" msgtype="AS" msgcat="app"> <field name="AllocReportID" required="Y"/> <field name="AllocID" required="N"/> <field name="AllocTransType" required="Y"/> <field name="AllocReportRefID" required="N"/> <field name="AllocCancReplaceReason" required="N"/> <field name="SecondaryAllocID" required="N"/> <field name="AllocReportType" required="Y"/> <field name="AllocStatus" required="Y"/> <field name="AllocRejCode" required="N"/> <field name="RefAllocID" required="N"/> <field name="AllocIntermedReqType" required="N"/> <field name="AllocLinkID" required="N"/> <field name="AllocLinkType" required="N"/> <field name="BookingRefID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="TradeInputSource" required="N"/> <field name="RndPx" required="N"/> <field name="MessageEventSource" required="N"/> <field name="TradeInputDevice" required="N"/> <field name="AvgPxIndicator" required="N"/> <field name="AllocNoOrdersType" required="N"/> <component name="OrdAllocGrp" required="N"/> <component name="ExecAllocGrp" required="N"/> <field name="PreviouslyReported" required="N"/> <field name="ReversalIndicator" required="N"/> <field name="MatchType" required="N"/> <field name="Side" required="Y"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Quantity" required="Y"/> <field name="QtyType" required="N"/> <field name="LastMkt" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="PriceType" required="N"/> <field name="AvgPx" required="Y"/> <field name="AvgParPx" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="Currency" required="N"/> <field name="AvgPxPrecision" required="N"/> <component name="Parties" required="N"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="BookingType" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="N"/> <field name="PositionEffect" required="N"/> <field name="AutoAcceptIndicator" 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"/> <field name="AccruedInterestAmt" required="N"/> <field name="TotalAccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="LegalConfirm" required="N"/> <component name="Stipulations" required="N"/> <component name="YieldData" required="N"/> <component name="PositionAmountData" required="N"/> <field name="TotNoAllocs" required="N"/> <field name="LastFragment" required="N"/> <component name="AllocGrp" required="N"/> </message> <message name="AllocationReportAck" msgtype="AT" msgcat="app"> <field name="AllocReportID" required="Y"/> <field name="AllocID" required="Y"/> <field name="ClearingBusinessDate" required="N"/> <field name="AvgPxIndicator" required="N"/> <field name="Quantity" required="N"/> <field name="AllocTransType" required="N"/> <component name="Parties" required="N"/> <field name="SecondaryAllocID" required="N"/> <field name="TradeDate" required="N"/> <field name="TransactTime" required="N"/> <field name="AllocStatus" required="N"/> <field name="AllocRejCode" required="N"/> <field name="AllocReportType" required="N"/> <field name="AllocIntermedReqType" required="N"/> <field name="MatchStatus" required="N"/> <field name="Product" required="N"/> <field name="SecurityType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <component name="AllocAckGrp" required="N"/> </message> <message name="ConfirmationAck" msgtype="AU" msgcat="app"> <field name="ConfirmID" required="Y"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="Y"/> <field name="AffirmStatus" required="Y"/> <field name="ConfirmRejReason" required="N"/> <field name="MatchStatus" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SettlementInstructionRequest" msgtype="AV" msgcat="app"> <field name="SettlInstReqID" required="Y"/> <field name="TransactTime" required="Y"/> <component name="Parties" required="N"/> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="Side" required="N"/> <field name="Product" required="N"/> <field name="SecurityType" required="N"/> <field name="CFICode" required="N"/> <field name="SettlCurrency" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireTime" required="N"/> <field name="LastUpdateTime" required="N"/> <field name="StandInstDbType" required="N"/> <field name="StandInstDbName" required="N"/> <field name="StandInstDbID" required="N"/> </message> <message name="AssignmentReport" msgtype="AW" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="AsgnRptID" required="Y"/> <field name="TotNumAssignmentReports" required="N"/> <field name="LastRptRequested" required="N"/> <component name="Parties" required="Y"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <component name="Instrument" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="PositionQty" required="N"/> <component name="PositionAmountData" required="N"/> <field name="ThresholdAmount" required="N"/> <field name="SettlPrice" required="N"/> <field name="SettlPriceType" required="N"/> <field name="UnderlyingSettlPrice" required="N"/> <field name="PriorSettlPrice" required="N"/> <field name="ExpireDate" required="N"/> <field name="AssignmentMethod" required="N"/> <field name="AssignmentUnit" required="N"/> <field name="OpenInterest" required="N"/> <field name="ExerciseMethod" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="CollateralRequest" msgtype="AX" msgcat="app"> <field name="CollReqID" required="Y"/> <field name="CollAsgnReason" required="Y"/> <field name="TransactTime" required="Y"/> <field name="ExpireTime" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtCollGrp" required="N"/> <field name="MarginExcess" required="N"/> <field name="TotalNetValue" required="N"/> <field name="CashOutstanding" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Side" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="Stipulations" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="CollateralAssignment" msgtype="AY" msgcat="app"> <field name="CollAsgnID" required="Y"/> <field name="CollReqID" required="N"/> <field name="CollAsgnReason" required="Y"/> <field name="CollAsgnTransType" required="Y"/> <field name="CollAsgnRefID" required="N"/> <field name="TransactTime" required="Y"/> <field name="ExpireTime" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtCollGrp" required="N"/> <field name="MarginExcess" required="N"/> <field name="TotalNetValue" required="N"/> <field name="CashOutstanding" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Side" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="Stipulations" required="N"/> <component name="SettlInstructionsData" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="CollateralResponse" msgtype="AZ" msgcat="app"> <field name="CollRespID" required="Y"/> <field name="CollAsgnID" required="N"/> <field name="CollReqID" required="N"/> <field name="CollAsgnReason" required="N"/> <field name="CollAsgnTransType" required="N"/> <field name="CollAsgnRespType" required="Y"/> <field name="CollAsgnRejectReason" required="N"/> <field name="TransactTime" required="Y"/> <field name="CollApplType" required="N"/> <field name="FinancialStatus" required="N"/> <field name="ClearingBusinessDate" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtCollGrp" required="N"/> <field name="MarginExcess" required="N"/> <field name="TotalNetValue" required="N"/> <field name="CashOutstanding" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Side" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="Stipulations" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="News" msgtype="B" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <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"/> <component name="RoutingGrp" required="N"/> <component name="InstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="LinesOfTextGrp" required="Y"/> <field name="URLLink" required="N"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> </message> <message name="CollateralReport" msgtype="BA" msgcat="app"> <field name="CollRptID" required="Y"/> <field name="CollInquiryID" required="N"/> <field name="TransactTime" required="N"/> <field name="CollApplType" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CollStatus" required="Y"/> <field name="TotNumReports" required="N"/> <field name="LastRptRequested" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="MarginExcess" required="N"/> <field name="TotalNetValue" required="N"/> <field name="CashOutstanding" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Side" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="Stipulations" required="N"/> <component name="SettlInstructionsData" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="CollateralInquiry" msgtype="BB" msgcat="app"> <field name="CollInquiryID" required="N"/> <component name="CollInqQualGrp" required="N"/> <field name="SubscriptionRequestType" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="MarginExcess" required="N"/> <field name="TotalNetValue" required="N"/> <field name="CashOutstanding" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="Side" required="N"/> <field name="Price" required="N"/> <field name="PriceType" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="Stipulations" required="N"/> <component name="SettlInstructionsData" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="NetworkCounterpartySystemStatusRequest" msgtype="BC" msgcat="app"> <field name="NetworkRequestType" required="Y"/> <field name="NetworkRequestID" required="Y"/> <component name="CompIDReqGrp" required="N"/> </message> <message name="NetworkCounterpartySystemStatusResponse" msgtype="BD" msgcat="app"> <field name="NetworkStatusResponseType" required="Y"/> <field name="NetworkRequestID" required="N"/> <field name="NetworkResponseID" required="Y"/> <field name="LastNetworkResponseID" required="N"/> <component name="CompIDStatGrp" required="Y"/> </message> <message name="UserRequest" msgtype="BE" msgcat="app"> <field name="UserRequestID" required="Y"/> <field name="UserRequestType" required="Y"/> <field name="Username" required="Y"/> <field name="Password" required="N"/> <field name="NewPassword" required="N"/> <field name="EncryptedPasswordMethod" required="N"/> <field name="EncryptedPasswordLen" required="N"/> <field name="EncryptedPassword" required="N"/> <field name="EncryptedNewPasswordLen" required="N"/> <field name="EncryptedNewPassword" required="N"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> </message> <message name="UserResponse" msgtype="BF" msgcat="app"> <field name="UserRequestID" required="Y"/> <field name="Username" required="Y"/> <field name="UserStatus" required="N"/> <field name="UserStatusText" required="N"/> </message> <message name="CollateralInquiryAck" msgtype="BG" msgcat="app"> <field name="CollInquiryID" required="Y"/> <field name="CollInquiryStatus" required="Y"/> <field name="CollInquiryResult" required="N"/> <component name="CollInqQualGrp" required="N"/> <field name="TotNumReports" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AccountType" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <component name="ExecCollGrp" required="N"/> <component name="TrdCollGrp" required="N"/> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <field name="SettlDate" required="N"/> <field name="Quantity" required="N"/> <field name="QtyType" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlSessID" required="N"/> <field name="SettlSessSubID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="ResponseTransportType" required="N"/> <field name="ResponseDestination" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ConfirmationRequest" msgtype="BH" msgcat="app"> <field name="ConfirmReqID" required="Y"/> <field name="ConfirmType" required="Y"/> <component name="OrdAllocGrp" required="N"/> <field name="AllocID" required="N"/> <field name="SecondaryAllocID" required="N"/> <field name="IndividualAllocID" required="N"/> <field name="TransactTime" required="Y"/> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocAccountType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="TradingSessionListRequest" msgtype="BI" msgcat="app"> <field name="TradSesReqID" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SecurityExchange" required="N"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="SubscriptionRequestType" required="Y"/> </message> <message name="TradingSessionList" msgtype="BJ" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="TradSesReqID" required="N"/> <component name="TrdSessLstGrp" required="Y"/> </message> <message name="SecurityListUpdateReport" msgtype="BK" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReportID" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="N"/> <field name="SecurityRequestResult" required="N"/> <field name="TotNoRelatedSym" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SecurityUpdateAction" required="N"/> <field name="CorporateAction" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="LastFragment" required="N"/> <component name="SecLstUpdRelSymGrp" required="N"/> </message> <message name="AdjustedPositionReport" msgtype="BL" msgcat="app"> <field name="PosMaintRptID" required="Y"/> <field name="PosReqType" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <field name="SettlSessID" required="N"/> <field name="PosMaintRptRefID" required="N"/> <component name="Parties" required="Y"/> <component name="PositionQty" required="Y"/> <component name="InstrmtGrp" required="N"/> <field name="SettlPrice" required="N"/> <field name="PriorSettlPrice" required="N"/> </message> <message name="AllocationInstructionAlert" msgtype="BM" msgcat="app"> <field name="AllocID" required="Y"/> <field name="AllocTransType" required="Y"/> <field name="AllocType" required="Y"/> <field name="SecondaryAllocID" required="N"/> <field name="RefAllocID" required="N"/> <field name="AllocCancReplaceReason" required="N"/> <field name="AllocIntermedReqType" required="N"/> <field name="AllocLinkID" required="N"/> <field name="AllocLinkType" required="N"/> <field name="BookingRefID" required="N"/> <field name="AllocNoOrdersType" required="N"/> <component name="OrdAllocGrp" required="N"/> <component name="ExecAllocGrp" required="N"/> <field name="PreviouslyReported" required="N"/> <field name="ReversalIndicator" required="N"/> <field name="MatchType" required="N"/> <field name="Side" required="Y"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Quantity" required="Y"/> <field name="QtyType" required="N"/> <field name="LastMkt" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="PriceType" required="N"/> <field name="AvgPx" required="N"/> <field name="AvgParPx" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="Currency" required="N"/> <field name="AvgPxPrecision" required="N"/> <component name="Parties" required="N"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="BookingType" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="N"/> <field name="PositionEffect" required="N"/> <field name="AutoAcceptIndicator" 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"/> <field name="AccruedInterestAmt" required="N"/> <field name="TotalAccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="LegalConfirm" required="N"/> <component name="Stipulations" required="N"/> <component name="YieldData" required="N"/> <component name="PositionAmountData" required="N"/> <field name="TotNoAllocs" required="N"/> <field name="LastFragment" required="N"/> <component name="AllocGrp" required="N"/> <field name="AvgPxIndicator" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="TradeInputSource" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="MessageEventSource" required="N"/> <field name="RndPx" required="N"/> </message> <message name="ExecutionAcknowledgement" msgtype="BN" msgcat="app"> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="ExecAckStatus" required="Y"/> <field name="ExecID" required="Y"/> <field name="DKReason" required="N"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Side" required="Y"/> <component name="OrderQtyData" required="Y"/> <field name="LastQty" required="N"/> <field name="LastPx" required="N"/> <field name="PriceType" required="N"/> <field name="LastParPx" required="N"/> <field name="CumQty" required="N"/> <field name="AvgPx" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ContraryIntentionReport" msgtype="BO" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="ContIntRptID" required="Y"/> <field name="TransactTime" required="N"/> <field name="LateIndicator" required="N"/> <field name="InputSource" required="N"/> <field name="ClearingBusinessDate" required="Y"/> <component name="Parties" required="Y"/> <component name="ExpirationQty" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SecurityDefinitionUpdateReport" msgtype="BP" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReportID" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="N"/> <field name="SecurityResponseType" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SecurityUpdateAction" required="N"/> <field name="CorporateAction" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Currency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <component name="Stipulations" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <component name="MarketSegmentGrp" required="N"/> </message> <message name="SettlementObligationReport" msgtype="BQ" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SettlementCycleNo" required="N"/> <field name="SettlObligMsgID" required="Y"/> <field name="SettlObligMode" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="TransactTime" required="N"/> <component name="SettlObligationInstructions" required="Y"/> </message> <message name="DerivativeSecurityListUpdateReport" msgtype="BR" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="N"/> <field name="SecurityRequestResult" required="N"/> <field name="SecurityUpdateAction" required="N"/> <component name="UnderlyingInstrument" required="N"/> <component name="DerivativeSecurityDefinition" required="N"/> <field name="TotNoRelatedSym" required="N"/> <field name="LastFragment" required="N"/> <component name="RelSymDerivSecUpdGrp" required="N"/> </message> <message name="TradingSessionListUpdateReport" msgtype="BS" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="TradSesReqID" required="N"/> <field name="TradSesUpdateAction" required="N"/> <component name="TrdSessLstGrp" required="Y"/> </message> <message name="MarketDefinitionRequest" msgtype="BT" msgcat="app"> <field name="MarketReqID" required="Y"/> <field name="SubscriptionRequestType" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="ParentMktSegmID" required="N"/> </message> <message name="MarketDefinition" msgtype="BU" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="MarketReportID" required="Y"/> <field name="MarketReqID" required="N"/> <field name="MarketID" required="Y"/> <field name="MarketSegmentID" required="N"/> <field name="MarketSegmentDesc" required="N"/> <field name="EncodedMktSegmDescLen" required="N"/> <field name="EncodedMktSegmDesc" required="N"/> <field name="ParentMktSegmID" required="N"/> <field name="Currency" required="N"/> <component name="BaseTradingRules" required="N"/> <component name="OrdTypeRules" required="N"/> <component name="TimeInForceRules" required="N"/> <component name="ExecInstRules" required="N"/> <field name="TransactTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="MarketDefinitionUpdateReport" msgtype="BV" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="MarketReportID" required="Y"/> <field name="MarketReqID" required="N"/> <field name="MarketUpdateAction" required="N"/> <field name="MarketID" required="Y"/> <field name="MarketSegmentID" required="N"/> <field name="MarketSegmentDesc" required="N"/> <field name="EncodedMktSegmDescLen" required="N"/> <field name="EncodedMktSegmDesc" required="N"/> <field name="ParentMktSegmID" required="N"/> <field name="Currency" required="N"/> <component name="BaseTradingRules" required="N"/> <component name="OrdTypeRules" required="N"/> <component name="TimeInForceRules" required="N"/> <component name="ExecInstRules" required="N"/> <field name="TransactTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ApplicationMessageRequest" msgtype="BW" msgcat="app"> <field name="ApplReqID" required="Y"/> <field name="ApplReqType" required="Y"/> <component name="ApplIDRequestGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ApplicationMessageRequestAck" msgtype="BX" msgcat="app"> <field name="ApplResponseID" required="Y"/> <field name="ApplReqID" required="N"/> <field name="ApplReqType" required="N"/> <field name="ApplResponseType" required="N"/> <field name="ApplTotalMessageCount" required="N"/> <component name="ApplIDRequestAckGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ApplicationMessageReport" msgtype="BY" msgcat="app"> <field name="ApplReportID" required="Y"/> <field name="ApplReportType" required="Y"/> <component name="ApplIDReportGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="OrderMassActionReport" msgtype="BZ" msgcat="app"> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="MassActionReportID" required="Y"/> <field name="MassActionType" required="Y"/> <field name="MassActionScope" required="Y"/> <field name="MassActionResponse" required="Y"/> <field name="MassActionRejectReason" required="N"/> <field name="TotalAffectedOrders" required="N"/> <component name="AffectedOrdGrp" required="N"/> <component name="NotAffectedOrdersGrp" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="Side" required="N"/> <field name="TransactTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="Email" msgtype="C" msgcat="app"> <field name="EmailThreadID" required="Y"/> <field name="EmailType" required="Y"/> <field name="OrigTime" required="N"/> <field name="Subject" required="Y"/> <field name="EncodedSubjectLen" required="N"/> <field name="EncodedSubject" required="N"/> <component name="RoutingGrp" required="N"/> <component name="InstrmtGrp" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="OrderID" required="N"/> <field name="ClOrdID" required="N"/> <component name="LinesOfTextGrp" required="Y"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> </message> <message name="OrderMassActionRequest" msgtype="CA" msgcat="app"> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="MassActionType" required="Y"/> <field name="MassActionScope" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="Side" 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="UserNotification" msgtype="CB" msgcat="app"> <component name="UsernameGrp" required="N"/> <field name="UserStatus" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="NewOrderSingle" msgtype="D" msgcat="app"> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="Side" required="Y"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <component name="Stipulations" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="Y"/> <field name="OrdType" required="Y"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" 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"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Price2" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> <field name="ManualOrderIndicator" required="N"/> <field name="CustDirectedOrder" required="N"/> <field name="ReceivedDeptID" required="N"/> <field name="CustOrderHandlingInst" required="N"/> <field name="OrderHandlingInstSource" required="N"/> <component name="TrdRegTimestamps" required="N"/> <field name="RefOrderID" required="N"/> <field name="RefOrderIDSource" required="N"/> </message> <message name="NewOrderList" msgtype="E" msgcat="app"> <field name="ListID" required="Y"/> <field name="BidID" required="N"/> <field name="ClientBidID" required="N"/> <field name="ProgRptReqs" required="N"/> <field name="BidType" required="Y"/> <field name="ProgPeriodInterval" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="ListExecInstType" required="N"/> <field name="ListExecInst" required="N"/> <field name="ContingencyType" required="N"/> <field name="EncodedListExecInstLen" required="N"/> <field name="EncodedListExecInst" required="N"/> <field name="AllowableOneSidednessPct" required="N"/> <field name="AllowableOneSidednessValue" required="N"/> <field name="AllowableOneSidednessCurr" required="N"/> <field name="TotNoOrders" required="Y"/> <field name="LastFragment" required="N"/> <component name="RootParties" required="N"/> <component name="ListOrdGrp" required="Y"/> </message> <message name="OrderCancelRequest" msgtype="F" msgcat="app"> <field name="OrigClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <field name="ListID" required="N"/> <field name="OrigOrdModTime" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="Y"/> <field name="TransactTime" required="Y"/> <component name="OrderQtyData" required="Y"/> <field name="ComplianceID" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app"> <field name="OrderID" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="OrigClOrdID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <field name="ListID" required="N"/> <field name="OrigOrdModTime" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="Y"/> <field name="TransactTime" required="Y"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="Y"/> <field name="OrdType" required="Y"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" 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"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Price2" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="MaxShow" required="N"/> <field name="LocateReqd" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> <field name="ManualOrderIndicator" required="N"/> <field name="CustDirectedOrder" required="N"/> <field name="ReceivedDeptID" required="N"/> <field name="CustOrderHandlingInst" required="N"/> <field name="OrderHandlingInstSource" required="N"/> <component name="TrdRegTimestamps" required="N"/> </message> <message name="OrderStatusRequest" msgtype="H" msgcat="app"> <field name="OrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <component name="Parties" required="N"/> <field name="OrdStatusReqID" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="Y"/> </message> <message name="AllocationInstruction" msgtype="J" msgcat="app"> <field name="AllocID" required="Y"/> <field name="AllocTransType" required="Y"/> <field name="AllocType" required="Y"/> <field name="SecondaryAllocID" required="N"/> <field name="RefAllocID" required="N"/> <field name="AllocCancReplaceReason" required="N"/> <field name="AllocIntermedReqType" required="N"/> <field name="AllocLinkID" required="N"/> <field name="AllocLinkType" required="N"/> <field name="BookingRefID" required="N"/> <field name="AllocNoOrdersType" required="N"/> <component name="OrdAllocGrp" required="N"/> <component name="ExecAllocGrp" required="N"/> <field name="PreviouslyReported" required="N"/> <field name="ReversalIndicator" required="N"/> <field name="MatchType" required="N"/> <field name="Side" required="Y"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Quantity" required="Y"/> <field name="QtyType" required="N"/> <field name="LastMkt" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="PriceType" required="N"/> <field name="AvgPx" required="N"/> <field name="AvgParPx" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="Currency" required="N"/> <field name="AvgPxPrecision" required="N"/> <component name="Parties" required="N"/> <field name="TradeDate" required="Y"/> <field name="TransactTime" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="BookingType" required="N"/> <field name="GrossTradeAmt" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="N"/> <field name="PositionEffect" required="N"/> <field name="AutoAcceptIndicator" 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"/> <field name="AccruedInterestAmt" required="N"/> <field name="TotalAccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="LegalConfirm" required="N"/> <component name="Stipulations" required="N"/> <component name="YieldData" required="N"/> <component name="PositionAmountData" required="N"/> <field name="TotNoAllocs" required="N"/> <field name="LastFragment" required="N"/> <component name="AllocGrp" required="N"/> <field name="AvgPxIndicator" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="TrdType" required="N"/> <field name="TrdSubType" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="TradeInputSource" required="N"/> <field name="MultiLegReportingType" required="N"/> <field name="MessageEventSource" required="N"/> <field name="RndPx" required="N"/> </message> <message name="ListCancelRequest" msgtype="K" msgcat="app"> <field name="ListID" required="Y"/> <component name="Parties" required="N"/> <field name="TransactTime" required="Y"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ListExecute" msgtype="L" msgcat="app"> <field name="ListID" required="Y"/> <field name="ClientBidID" required="N"/> <field name="BidID" required="N"/> <field name="TransactTime" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ListStatusRequest" msgtype="M" msgcat="app"> <field name="ListID" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="ListStatus" msgtype="N" msgcat="app"> <field name="ListID" required="Y"/> <field name="ListStatusType" required="Y"/> <field name="NoRpts" required="Y"/> <field name="ListOrderStatus" required="Y"/> <field name="ContingencyType" required="N"/> <field name="ListRejectReason" required="N"/> <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"/> <field name="LastFragment" required="N"/> <component name="OrdListStatGrp" required="Y"/> </message> <message name="AllocationInstructionAck" msgtype="P" msgcat="app"> <field name="AllocID" required="Y"/> <component name="Parties" required="N"/> <field name="SecondaryAllocID" required="N"/> <field name="TradeDate" required="N"/> <field name="TransactTime" required="N"/> <field name="AllocStatus" required="Y"/> <field name="AllocRejCode" required="N"/> <field name="AllocType" required="N"/> <field name="AllocIntermedReqType" required="N"/> <field name="MatchStatus" required="N"/> <field name="Product" required="N"/> <field name="SecurityType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <component name="AllocAckGrp" required="N"/> </message> <message name="DontKnowTrade" msgtype="Q" msgcat="app"> <field name="OrderID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="ExecID" required="Y"/> <field name="DKReason" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Side" required="Y"/> <component name="OrderQtyData" required="Y"/> <field name="LastQty" 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" msgtype="R" msgcat="app"> <field name="QuoteReqID" required="Y"/> <field name="RFQReqID" required="N"/> <field name="ClOrdID" required="N"/> <field name="OrderCapacity" required="N"/> <field name="PrivateQuote" required="N"/> <field name="RespondentType" required="N"/> <field name="PreTradeAnonymity" required="N"/> <component name="RootParties" required="N"/> <component name="QuotReqGrp" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="Quote" msgtype="S" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="Y"/> <field name="QuoteMsgID" required="N"/> <field name="QuoteRespID" required="N"/> <field name="QuoteType" required="N"/> <field name="PrivateQuote" required="N"/> <component name="QuotQualGrp" required="N"/> <field name="QuoteResponseLevel" required="N"/> <component name="Parties" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Side" required="N"/> <component name="OrderQtyData" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="LegQuotGrp" required="N"/> <field name="BidPx" required="N"/> <field name="OfferPx" required="N"/> <field name="MktBidPx" required="N"/> <field name="MktOfferPx" required="N"/> <field name="MinBidSize" required="N"/> <field name="BidSize" required="N"/> <field name="MinOfferSize" required="N"/> <field name="OfferSize" required="N"/> <field name="MinQty" 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="BidSwapPoints" required="N"/> <field name="OfferSwapPoints" required="N"/> <field name="MidPx" required="N"/> <field name="BidYield" required="N"/> <field name="MidYield" required="N"/> <field name="OfferYield" required="N"/> <field name="TransactTime" required="N"/> <field name="OrdType" required="N"/> <field name="BidForwardPoints2" required="N"/> <field name="OfferForwardPoints2" required="N"/> <field name="SettlCurrBidFxRate" required="N"/> <field name="SettlCurrOfferFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="CommType" required="N"/> <field name="Commission" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <field name="OrderCapacity" required="N"/> <field name="PriceType" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SettlementInstructions" msgtype="T" msgcat="app"> <field name="SettlInstMsgID" required="Y"/> <field name="SettlInstReqID" required="N"/> <field name="SettlInstMode" required="Y"/> <field name="SettlInstReqRejCode" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="ClOrdID" required="N"/> <field name="TransactTime" required="Y"/> <component name="SettlInstGrp" required="N"/> </message> <message name="MarketDataRequest" msgtype="V" msgcat="app"> <field name="MDReqID" required="Y"/> <field name="SubscriptionRequestType" required="Y"/> <component name="Parties" required="N"/> <field name="MarketDepth" required="Y"/> <field name="MDUpdateType" required="N"/> <field name="AggregatedBook" required="N"/> <field name="OpenCloseSettlFlag" required="N"/> <field name="Scope" required="N"/> <field name="MDImplicitDelete" required="N"/> <component name="MDReqGrp" required="Y"/> <component name="InstrmtMDReqGrp" required="Y"/> <component name="TrdgSesGrp" required="N"/> <field name="ApplQueueAction" required="N"/> <field name="ApplQueueMax" required="N"/> <field name="MDQuoteType" required="N"/> </message> <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="TotNumReports" required="N"/> <field name="MDReportID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="MDBookType" required="N"/> <field name="MDSubBookType" required="N"/> <field name="MarketDepth" required="N"/> <field name="MDFeedType" required="N"/> <field name="RefreshIndicator" required="N"/> <field name="TradeDate" required="N"/> <field name="MDReqID" required="N"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="NetChgPrevDay" required="N"/> <component name="MDFullGrp" required="Y"/> <field name="ApplQueueDepth" required="N"/> <field name="ApplQueueResolution" required="N"/> <component name="RoutingGrp" required="N"/> </message> <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="MDBookType" required="N"/> <field name="MDFeedType" required="N"/> <field name="TradeDate" required="N"/> <field name="MDReqID" required="N"/> <component name="MDIncGrp" required="Y"/> <field name="ApplQueueDepth" required="N"/> <field name="ApplQueueResolution" required="N"/> <component name="RoutingGrp" required="N"/> </message> <message name="MarketDataRequestReject" msgtype="Y" msgcat="app"> <field name="MDReqID" required="Y"/> <component name="Parties" required="N"/> <field name="MDReqRejReason" required="N"/> <component name="MDRjctGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="QuoteCancel" msgtype="Z" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="N"/> <field name="QuoteMsgID" required="N"/> <field name="QuoteCancelType" required="Y"/> <field name="QuoteResponseLevel" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="QuotCxlEntriesGrp" required="N"/> </message> <message name="QuoteStatusRequest" msgtype="a" msgcat="app"> <field name="QuoteStatusReqID" required="N"/> <field name="QuoteID" required="N"/> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SubscriptionRequestType" required="N"/> </message> <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="N"/> <field name="QuoteStatus" required="Y"/> <field name="QuoteRejectReason" required="N"/> <field name="QuoteResponseLevel" required="N"/> <field name="QuoteType" required="N"/> <field name="QuoteCancelType" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <component name="QuotSetAckGrp" required="N"/> </message> <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="SecurityRequestType" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="UndInstrmtGrp" 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"/> <field name="TradingSessionSubID" required="N"/> <component name="Stipulations" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="ExpirationCycle" required="N"/> <field name="SubscriptionRequestType" required="N"/> </message> <message name="SecurityDefinition" msgtype="d" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReportID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="N"/> <field name="SecurityResponseType" required="N"/> <field name="CorporateAction" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Currency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <component name="Stipulations" required="N"/> <component name="InstrmtLegGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <component name="MarketSegmentGrp" required="N"/> </message> <message name="SecurityStatusRequest" msgtype="e" msgcat="app"> <field name="SecurityStatusReqID" required="Y"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Currency" required="N"/> <field name="SubscriptionRequestType" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> </message> <message name="SecurityStatus" msgtype="f" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityStatusReqID" required="N"/> <component name="Instrument" required="Y"/> <component name="InstrumentExtension" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Currency" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="SecurityTradingStatus" required="N"/> <field name="SecurityTradingEvent" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="HaltReason" required="N"/> <field name="InViewOfCommon" required="N"/> <field name="DueToRelated" required="N"/> <field name="MDBookType" required="N"/> <field name="MarketDepth" 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"/> <field name="FirstPx" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app"> <field name="TradSesReqID" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="SubscriptionRequestType" required="Y"/> <field name="SecurityExchange" required="N"/> </message> <message name="TradingSessionStatus" msgtype="h" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="TradSesReqID" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="Y"/> <field name="TradingSessionSubID" required="N"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="TradSesStatus" required="Y"/> <field name="TradSesEvent" required="N"/> <field name="TradSesStatusRejReason" required="N"/> <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"/> <component name="Instrument" required="N"/> </message> <message name="MassQuote" msgtype="i" msgcat="app"> <field name="QuoteReqID" required="N"/> <field name="QuoteID" required="Y"/> <field name="QuoteType" required="N"/> <field name="QuoteResponseLevel" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DefBidSize" required="N"/> <field name="DefOfferSize" required="N"/> <component name="QuotSetGrp" required="Y"/> </message> <message name="BusinessMessageReject" msgtype="j" msgcat="app"> <field name="RefSeqNum" required="N"/> <field name="RefMsgType" required="Y"/> <field name="RefApplVerID" required="N"/> <field name="RefApplExtID" required="N"/> <field name="RefCstmApplVerID" required="N"/> <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" msgtype="k" msgcat="app"> <field name="BidID" required="N"/> <field name="ClientBidID" required="Y"/> <field name="BidRequestTransType" required="Y"/> <field name="ListName" required="N"/> <field name="TotNoRelatedSym" 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"/> <component name="BidDescReqGrp" required="N"/> <component name="BidCompReqGrp" required="N"/> <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="BidTradeType" required="Y"/> <field name="BasisPxType" required="Y"/> <field name="StrikeTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="BidResponse" msgtype="l" msgcat="app"> <field name="BidID" required="N"/> <field name="ClientBidID" required="N"/> <component name="BidCompRspGrp" required="Y"/> </message> <message name="ListStrikePrice" msgtype="m" msgcat="app"> <field name="ListID" required="Y"/> <field name="TotNoStrikes" required="Y"/> <field name="LastFragment" required="N"/> <component name="InstrmtStrkPxGrp" required="Y"/> </message> <message name="RegistrationInstructions" msgtype="o" msgcat="app"> <field name="RegistID" required="Y"/> <field name="RegistTransType" required="Y"/> <field name="RegistRefID" required="Y"/> <field name="ClOrdID" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="RegistAcctType" required="N"/> <field name="TaxAdvantageType" required="N"/> <field name="OwnershipType" required="N"/> <component name="RgstDtlsGrp" required="N"/> <component name="RgstDistInstGrp" required="N"/> </message> <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app"> <field name="RegistID" required="Y"/> <field name="RegistTransType" required="Y"/> <field name="RegistRefID" required="Y"/> <field name="ClOrdID" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="RegistStatus" required="Y"/> <field name="RegistRejReasonCode" required="N"/> <field name="RegistRejReasonText" required="N"/> </message> <message name="OrderMassCancelRequest" msgtype="q" msgcat="app"> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="MassCancelRequestType" required="Y"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="Side" 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="OrderMassCancelReport" msgtype="r" msgcat="app"> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="OrderID" required="Y"/> <field name="MassActionReportID" required="Y"/> <field name="SecondaryOrderID" required="N"/> <field name="MassCancelRequestType" required="Y"/> <field name="MassCancelResponse" required="Y"/> <field name="MassCancelRejectReason" required="N"/> <field name="TotalAffectedOrders" required="N"/> <component name="AffectedOrdGrp" required="N"/> <component name="NotAffectedOrdersGrp" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="Parties" required="N"/> <component name="Instrument" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="Side" required="N"/> <field name="TransactTime" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="NewOrderCross" msgtype="s" msgcat="app"> <field name="CrossID" required="Y"/> <field name="CrossType" required="Y"/> <field name="CrossPrioritization" required="Y"/> <component name="RootParties" required="N"/> <component name="SideCrossOrdModGrp" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <field name="PrevClosePx" required="N"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <field name="TransBkdTime" required="N"/> <component name="Stipulations" required="N"/> <field name="OrdType" required="Y"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="Currency" required="N"/> <field name="ComplianceID" 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="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> </message> <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app"> <field name="OrderID" required="N"/> <field name="CrossID" required="Y"/> <field name="OrigCrossID" required="Y"/> <field name="HostCrossID" required="N"/> <field name="CrossType" required="Y"/> <field name="CrossPrioritization" required="Y"/> <component name="RootParties" required="N"/> <component name="SideCrossOrdModGrp" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <field name="PrevClosePx" required="N"/> <field name="LocateReqd" required="N"/> <field name="TransactTime" required="Y"/> <field name="TransBkdTime" required="N"/> <component name="Stipulations" required="N"/> <field name="OrdType" required="Y"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="Currency" required="N"/> <field name="ComplianceID" 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="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" required="N"/> <field name="CancellationRights" required="N"/> <field name="MoneyLaunderingStatus" required="N"/> <field name="RegistID" required="N"/> <field name="Designation" required="N"/> </message> <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app"> <field name="OrderID" required="N"/> <field name="CrossID" required="Y"/> <field name="OrigCrossID" required="Y"/> <field name="HostCrossID" required="N"/> <field name="CrossType" required="Y"/> <field name="CrossPrioritization" required="Y"/> <component name="RootParties" required="N"/> <component name="SideCrossOrdCxlGrp" required="Y"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="TransactTime" required="Y"/> </message> <message name="SecurityTypeRequest" msgtype="v" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="Product" required="N"/> <field name="SecurityType" required="N"/> <field name="SecuritySubType" required="N"/> </message> <message name="SecurityTypes" msgtype="w" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReqID" required="Y"/> <field name="SecurityResponseID" required="Y"/> <field name="SecurityResponseType" required="Y"/> <field name="TotNoSecurityTypes" required="N"/> <field name="LastFragment" required="N"/> <component name="SecTypesGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SubscriptionRequestType" required="N"/> </message> <message name="SecurityListRequest" msgtype="x" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="SecurityListRequestType" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" 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"/> <field name="TradingSessionSubID" required="N"/> <field name="SubscriptionRequestType" required="N"/> </message> <message name="SecurityList" msgtype="y" msgcat="app"> <component name="ApplicationSequenceControl" required="N"/> <field name="SecurityReportID" required="N"/> <field name="ClearingBusinessDate" required="N"/> <field name="SecurityReqID" required="N"/> <field name="SecurityResponseID" required="N"/> <field name="SecurityRequestResult" required="N"/> <field name="TotNoRelatedSym" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="LastFragment" required="N"/> <component name="SecListGrp" required="N"/> </message> <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app"> <field name="SecurityReqID" required="Y"/> <field name="SecurityListRequestType" required="Y"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <component name="UnderlyingInstrument" required="N"/> <component name="DerivativeInstrument" required="N"/> <field name="SecuritySubType" 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"/> <field name="TradingSessionSubID" required="N"/> <field name="SubscriptionRequestType" required="N"/> </message> </messages> <components> <component name="MDFullGrp"> <group name="NoMDEntries" required="Y"> <field name="MDEntryType" required="Y"/> <field name="MDEntryID" required="N"/> <field name="MDEntryPx" required="N"/> <field name="PriceType" required="N"/> <component name="YieldData" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="OrdType" required="N"/> <field name="Currency" required="N"/> <field name="MDEntrySize" required="N"/> <component name="SecSizesGrp" required="N"/> <field name="LotType" 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="TradingSessionSubID" required="N"/> <field name="SecurityTradingStatus" required="N"/> <field name="HaltReason" 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="OpenCloseSettlFlag" 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="SecondaryOrderID" 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="Scope" required="N"/> <field name="PriceDelta" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MDPriceLevel" required="N"/> <field name="OrderCapacity" required="N"/> <field name="MDOriginType" required="N"/> <field name="HighPx" required="N"/> <field name="LowPx" required="N"/> <field name="TradeVolume" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="MDQuoteType" required="N"/> <field name="RptSeq" required="N"/> <field name="DealingCapacity" required="N"/> <field name="MDEntrySpotRate" required="N"/> <field name="MDEntryForwardPoints" required="N"/> <component name="Parties" required="N"/> </group> </component> <component name="LegOrdGrp"> <group name="NoLegs" required="Y"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegSwapType" required="N"/> <component name="LegStipulations" required="N"/> <field name="LegAllocID" required="N"/> <component name="LegPreAllocGrp" required="N"/> <field name="LegPositionEffect" required="N"/> <field name="LegCoveredOrUncovered" required="N"/> <component name="NestedParties" required="N"/> <field name="LegRefID" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <field name="LegSettlCurrency" required="N"/> <field name="LegOrderQty" required="N"/> <field name="LegVolatility" required="N"/> <field name="LegDividendYield" required="N"/> <field name="LegCurrencyRatio" required="N"/> <field name="LegExecInst" required="N"/> </group> </component> <component name="RgstDistInstGrp"> <group name="NoDistribInsts" required="N"> <field name="DistribPaymentMethod" required="N"/> <field name="DistribPercentage" required="N"/> <field name="CashDistribCurr" required="N"/> <field name="CashDistribAgentName" required="N"/> <field name="CashDistribAgentCode" required="N"/> <field name="CashDistribAgentAcctNumber" required="N"/> <field name="CashDistribPayRef" required="N"/> <field name="CashDistribAgentAcctName" required="N"/> </group> </component> <component name="NestedParties4"> <group name="NoNested4PartyIDs" required="N"> <field name="Nested4PartyID" required="N"/> <field name="Nested4PartyIDSource" required="N"/> <field name="Nested4PartyRole" required="N"/> <component name="NstdPtys4SubGrp" required="N"/> </group> </component> <component name="NestedParties3"> <group name="NoNested3PartyIDs" required="N"> <field name="Nested3PartyID" required="N"/> <field name="Nested3PartyIDSource" required="N"/> <field name="Nested3PartyRole" required="N"/> <component name="NstdPtys3SubGrp" required="N"/> </group> </component> <component name="NestedParties2"> <group name="NoNested2PartyIDs" required="N"> <field name="Nested2PartyID" required="N"/> <field name="Nested2PartyIDSource" required="N"/> <field name="Nested2PartyRole" required="N"/> <component name="NstdPtys2SubGrp" required="N"/> </group> </component> <component name="TradeCapLegUnderlyingsGrp"> <group name="NoOfLegUnderlyings" required="N"> <component name="UnderlyingLegInstrument" required="N"/> </group> </component> <component name="RootParties"> <group name="NoRootPartyIDs" required="N"> <field name="RootPartyID" required="N"/> <field name="RootPartyIDSource" required="N"/> <field name="RootPartyRole" required="N"/> <component name="RootSubParties" required="N"/> </group> </component> <component name="SettlDetails"> <group name="NoSettlDetails" required="N"> <field name="SettlObligSource" required="N"/> <component name="SettlParties" required="N"/> </group> </component> <component name="UsernameGrp"> <group name="NoUsernames" required="N"> <field name="Username" required="N"/> </group> </component> <component name="RelSymDerivSecUpdGrp"> <group name="NoRelatedSym" required="N"> <field name="ListUpdateAction" required="N"/> <field name="CorporateAction" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="SecondaryPriceLimits" required="N"/> <field name="Currency" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="DerivativeSecurityDefinition"> <component name="DerivativeInstrument" required="N"/> <component name="DerivativeInstrumentAttribute" required="N"/> <component name="MarketSegmentGrp" required="N"/> </component> <component name="RootSubParties"> <group name="NoRootPartySubIDs" required="N"> <field name="RootPartySubID" required="N"/> <field name="RootPartySubIDType" required="N"/> </group> </component> <component name="TimeInForceRules"> <group name="NoTimeInForceRules" required="N"> <field name="TimeInForce" required="N"/> </group> </component> <component name="TrdRepIndicatorsGrp"> <group name="NoTrdRepIndicators" required="N"> <field name="TrdRepPartyRole" required="N"/> <field name="TrdRepIndicator" required="N"/> </group> </component> <component name="AllocGrp"> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="MatchStatus" required="N"/> <field name="AllocPrice" required="N"/> <field name="AllocQty" required="N"/> <field name="IndividualAllocID" required="N"/> <field name="ProcessCode" required="N"/> <field name="SecondaryIndividualAllocID" required="N"/> <field name="AllocMethod" required="N"/> <field name="AllocCustomerCapacity" required="N"/> <field name="AllocPositionEffect" required="N"/> <field name="IndividualAllocType" required="N"/> <component name="NestedParties" 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"/> <component name="CommissionData" required="N"/> <field name="AllocAvgPx" required="N"/> <field name="AllocNetMoney" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="AllocSettlCurrAmt" required="N"/> <field name="SettlCurrency" required="N"/> <field name="AllocSettlCurrency" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="AllocAccruedInterestAmt" required="N"/> <field name="AllocInterestAtMaturity" required="N"/> <component name="MiscFeesGrp" required="N"/> <component name="ClrInstGrp" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="AllocSettlInstType" required="N"/> <component name="SettlInstructionsData" required="N"/> </group> </component> <component name="FillsGrp"> <group name="NoFills" required="N"> <field name="FillExecID" required="N"/> <field name="FillPx" required="N"/> <field name="FillQty" required="N"/> <component name="NestedParties4" required="N"/> </group> </component> <component name="ExecInstRules"> <group name="NoExecInstRules" required="N"> <field name="ExecInstValue" required="N"/> </group> </component> <component name="RoutingGrp"> <group name="NoRoutingIDs" required="N"> <field name="RoutingType" required="N"/> <field name="RoutingID" required="N"/> </group> </component> <component name="LegQuotGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegOrderQty" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <component name="LegStipulations" required="N"/> <component name="NestedParties" required="N"/> <field name="LegPriceType" required="N"/> <field name="LegBidPx" required="N"/> <field name="LegOfferPx" required="N"/> <component name="LegBenchmarkCurveData" required="N"/> <field name="LegRefID" required="N"/> <field name="LegBidForwardPoints" required="N"/> <field name="LegOfferForwardPoints" required="N"/> </group> </component> <component name="CompIDStatGrp"> <group name="NoCompIDs" required="Y"> <field name="RefCompID" required="Y"/> <field name="RefSubID" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> <field name="StatusValue" required="Y"/> <field name="StatusText" required="N"/> </group> </component> <component name="PegInstructions"> <field name="PegOffsetValue" required="N"/> <field name="PegPriceType" required="N"/> <field name="PegMoveType" required="N"/> <field name="PegOffsetType" required="N"/> <field name="PegLimitType" required="N"/> <field name="PegRoundDirection" required="N"/> <field name="PegScope" required="N"/> <field name="PegSecurityIDSource" required="N"/> <field name="PegSecurityID" required="N"/> <field name="PegSymbol" required="N"/> <field name="PegSecurityDesc" required="N"/> </component> <component name="TradingSessionRules"> <component name="OrdTypeRules" required="N"/> <component name="TimeInForceRules" required="N"/> <component name="ExecInstRules" required="N"/> <component name="MatchRules" required="N"/> <component name="MarketDataFeedTypes" required="N"/> </component> <component name="ApplIDRequestGrp"> <group name="NoApplIDs" required="N"> <field name="RefApplID" required="N"/> <field name="ApplBegSeqNum" required="N"/> <field name="ApplEndSeqNum" required="N"/> </group> </component> <component name="TradingSessionRulesGrp"> <group name="NoTradingSessionRules" required="N"> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <component name="TradingSessionRules" required="N"/> </group> </component> <component name="MatchRules"> <group name="NoMatchRules" required="N"> <field name="MatchAlgorithm" required="N"/> <field name="MatchType" required="N"/> </group> </component> <component name="SecLstUpdRelSymGrp"> <group name="NoRelatedSym" required="N"> <field name="ListUpdateAction" required="N"/> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="SecurityTradingRules" required="N"/> <component name="StrikeRules" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <component name="SecLstUpdRelSymsLegGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="MiscFeesGrp"> <group name="NoMiscFees" required="N"> <field name="MiscFeeAmt" required="N"/> <field name="MiscFeeCurr" required="N"/> <field name="MiscFeeType" required="N"/> <field name="MiscFeeBasis" required="N"/> </group> </component> <component name="InstrmtGrp"> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N"/> </group> </component> <component name="DlvyInstGrp"> <group name="NoDlvyInst" required="N"> <field name="SettlInstSource" required="N"/> <field name="DlvyInstType" required="N"/> <component name="SettlParties" required="N"/> </group> </component> <component name="LegQuotStatGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegOrderQty" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <component name="LegStipulations" required="N"/> <component name="NestedParties" required="N"/> </group> </component> <component name="UnderlyingLegSecurityAltIDGrp"> <group name="NoUnderlyingLegSecurityAltID" required="N"> <field name="UnderlyingLegSecurityAltID" required="N"/> <field name="UnderlyingLegSecurityAltIDSource" required="N"/> </group> </component> <component name="PositionAmountData"> <group name="NoPosAmt" required="N"> <field name="PosAmtType" required="N"/> <field name="PosAmt" required="N"/> <field name="PositionCurrency" required="N"/> </group> </component> <component name="SettlPtysSubGrp"> <group name="NoSettlPartySubIDs" required="N"> <field name="SettlPartySubID" required="N"/> <field name="SettlPartySubIDType" required="N"/> </group> </component> <component name="DerivativeInstrumentPartySubIDsGrp"> <group name="NoDerivativeInstrumentPartySubIDs" required="N"> <field name="DerivativeInstrumentPartySubID" required="N"/> <field name="DerivativeInstrumentPartySubIDType" required="N"/> </group> </component> <component name="RelSymDerivSecGrp"> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N"/> <component name="SecondaryPriceLimits" required="N"/> <field name="Currency" required="N"/> <field name="CorporateAction" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="BidCompReqGrp"> <group name="NoBidComponents" required="N"> <field name="ListID" required="N"/> <field name="Side" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="NetGrossInd" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> </group> </component> <component name="QuotCxlEntriesGrp"> <group name="NoQuoteEntries" required="N"> <component name="Instrument" required="N"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> </group> </component> <component name="PositionQty"> <group name="NoPositions" required="N"> <field name="PosType" required="N"/> <field name="LongQty" required="N"/> <field name="ShortQty" required="N"/> <field name="PosQtyStatus" required="N"/> <field name="QuantityDate" required="N"/> <component name="NestedParties" required="N"/> </group> </component> <component name="AllocAckGrp"> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocPrice" required="N"/> <field name="AllocPositionEffect" required="N"/> <field name="IndividualAllocID" required="N"/> <field name="IndividualAllocRejCode" required="N"/> <component name="NestedParties" required="N"/> <field name="AllocText" required="N"/> <field name="EncodedAllocTextLen" required="N"/> <field name="EncodedAllocText" required="N"/> <field name="SecondaryIndividualAllocID" required="N"/> <field name="AllocCustomerCapacity" required="N"/> <field name="IndividualAllocType" required="N"/> <field name="AllocQty" required="N"/> </group> </component> <component name="FinancingDetails"> <field name="AgreementDesc" required="N"/> <field name="AgreementID" required="N"/> <field name="AgreementDate" required="N"/> <field name="AgreementCurrency" required="N"/> <field name="TerminationType" required="N"/> <field name="StartDate" required="N"/> <field name="EndDate" required="N"/> <field name="DeliveryType" required="N"/> <field name="MarginRatio" required="N"/> </component> <component name="PreAllocMlegGrp"> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocSettlCurrency" required="N"/> <field name="IndividualAllocID" required="N"/> <component name="NestedParties3" required="N"/> <field name="AllocQty" required="N"/> </group> </component> <component name="SettlInstGrp"> <group name="NoSettlInst" required="N"> <field name="SettlInstID" required="N"/> <field name="SettlInstTransType" required="N"/> <field name="SettlInstRefID" required="N"/> <component name="Parties" required="N"/> <field name="Side" required="N"/> <field name="Product" required="N"/> <field name="SecurityType" required="N"/> <field name="CFICode" required="N"/> <field name="SettlCurrency" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireTime" required="N"/> <field name="LastUpdateTime" required="N"/> <component name="SettlInstructionsData" required="N"/> <field name="PaymentMethod" required="N"/> <field name="PaymentRef" required="N"/> <field name="CardHolderName" required="N"/> <field name="CardNumber" required="N"/> <field name="CardStartDate" required="N"/> <field name="CardExpDate" required="N"/> <field name="CardIssNum" required="N"/> <field name="PaymentDate" required="N"/> <field name="PaymentRemitterID" required="N"/> </group> </component> <component name="CpctyConfGrp"> <group name="NoCapacities" required="Y"> <field name="OrderCapacity" required="Y"/> <field name="OrderRestrictions" required="N"/> <field name="OrderCapacityQty" required="Y"/> </group> </component> <component name="TrdCollGrp"> <group name="NoTrades" required="N"> <field name="TradeReportID" required="N"/> <field name="SecondaryTradeReportID" required="N"/> </group> </component> <component name="SecListGrp"> <group name="NoRelatedSym" required="N"> <component name="Instrument" required="N"/> <component name="InstrumentExtension" required="N"/> <component name="FinancingDetails" required="N"/> <component name="SecurityTradingRules" required="N"/> <component name="StrikeRules" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <component name="InstrmtLegSecListGrp" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="DerivativeInstrument"> <field name="DerivativeSymbol" required="N"/> <field name="DerivativeSymbolSfx" required="N"/> <field name="DerivativeSecurityID" required="N"/> <field name="DerivativeSecurityIDSource" required="N"/> <component name="DerivativeSecurityAltIDGrp" required="N"/> <field name="DerivativeProduct" required="N"/> <field name="DerivativeProductComplex" required="N"/> <field name="DerivFlexProductEligibilityIndicator" required="N"/> <field name="DerivativeSecurityGroup" required="N"/> <field name="DerivativeCFICode" required="N"/> <field name="DerivativeSecurityType" required="N"/> <field name="DerivativeSecuritySubType" required="N"/> <field name="DerivativeMaturityMonthYear" required="N"/> <field name="DerivativeMaturityDate" required="N"/> <field name="DerivativeMaturityTime" required="N"/> <field name="DerivativeSettleOnOpenFlag" required="N"/> <field name="DerivativeInstrmtAssignmentMethod" required="N"/> <field name="DerivativeSecurityStatus" required="N"/> <field name="DerivativeIssueDate" required="N"/> <field name="DerivativeInstrRegistry" required="N"/> <field name="DerivativeCountryOfIssue" required="N"/> <field name="DerivativeStateOrProvinceOfIssue" required="N"/> <field name="DerivativeLocaleOfIssue" required="N"/> <field name="DerivativeStrikePrice" required="N"/> <field name="DerivativeStrikeCurrency" required="N"/> <field name="DerivativeStrikeMultiplier" required="N"/> <field name="DerivativeStrikeValue" required="N"/> <field name="DerivativeOptAttribute" required="N"/> <field name="DerivativeContractMultiplier" required="N"/> <field name="DerivativeMinPriceIncrement" required="N"/> <field name="DerivativeMinPriceIncrementAmount" required="N"/> <field name="DerivativeUnitOfMeasure" required="N"/> <field name="DerivativeUnitOfMeasureQty" required="N"/> <field name="DerivativePriceUnitOfMeasure" required="N"/> <field name="DerivativePriceUnitOfMeasureQty" required="N"/> <field name="DerivativeSettlMethod" required="N"/> <field name="DerivativePriceQuoteMethod" required="N"/> <field name="DerivativeFuturesValuationMethod" required="N"/> <field name="DerivativeListMethod" required="N"/> <field name="DerivativeCapPrice" required="N"/> <field name="DerivativeFloorPrice" required="N"/> <field name="DerivativePutOrCall" required="N"/> <field name="DerivativeExerciseStyle" required="N"/> <field name="DerivativeOptPayAmount" required="N"/> <field name="DerivativeTimeUnit" required="N"/> <field name="DerivativeSecurityExchange" required="N"/> <field name="DerivativePositionLimit" required="N"/> <field name="DerivativeNTPositionLimit" required="N"/> <field name="DerivativeIssuer" required="N"/> <field name="DerivativeEncodedIssuerLen" required="N"/> <field name="DerivativeEncodedIssuer" required="N"/> <field name="DerivativeSecurityDesc" required="N"/> <field name="DerivativeEncodedSecurityDescLen" required="N"/> <field name="DerivativeEncodedSecurityDesc" required="N"/> <component name="DerivativeSecurityXML" required="N"/> <field name="DerivativeContractSettlMonth" required="N"/> <component name="DerivativeEventsGrp" required="N"/> <component name="DerivativeInstrumentParties" required="N"/> </component> <component name="StrikeRules"> <group name="NoStrikeRules" required="N"> <field name="StrikeRuleID" required="N"/> <field name="StartStrikePxRange" required="N"/> <field name="EndStrikePxRange" required="N"/> <field name="StrikeIncrement" required="N"/> <field name="StrikeExerciseStyle" required="N"/> <component name="MaturityRules" required="N"/> </group> </component> <component name="BaseTradingRules"> <component name="TickRules" required="N"/> <component name="LotTypeRules" required="N"/> <component name="PriceLimits" required="N"/> <field name="ExpirationCycle" required="N"/> <field name="MinTradeVol" required="N"/> <field name="MaxTradeVol" required="N"/> <field name="MaxPriceVariation" required="N"/> <field name="ImpliedMarketIndicator" required="N"/> <field name="TradingCurrency" required="N"/> <field name="RoundLot" required="N"/> <field name="MultilegModel" required="N"/> <field name="MultilegPriceMethod" required="N"/> <field name="PriceType" required="N"/> </component> <component name="BidCompRspGrp"> <group name="NoBidComponents" required="Y"> <component name="CommissionData" 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="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="TrdSessLstGrp"> <group name="NoTradingSessions" required="Y"> <field name="TradingSessionID" required="Y"/> <field name="TradingSessionSubID" required="N"/> <field name="SecurityExchange" required="N"/> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <field name="TradingSessionDesc" required="N"/> <field name="TradSesMethod" required="N"/> <field name="TradSesMode" required="N"/> <field name="UnsolicitedIndicator" required="N"/> <field name="TradSesStatus" required="Y"/> <field name="TradSesStatusRejReason" required="N"/> <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"/> <component name="TradingSessionRules" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="LinesOfTextGrp"> <group name="NoLinesOfText" required="Y"> <field name="Text" required="Y"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="UndlyInstrumentPtysSubGrp"> <group name="NoUndlyInstrumentPartySubIDs" required="N"> <field name="UndlyInstrumentPartySubID" required="N"/> <field name="UndlyInstrumentPartySubIDType" required="N"/> </group> </component> <component name="BidDescReqGrp"> <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> </component> <component name="LotTypeRules"> <group name="NoLotTypeRules" required="N"> <field name="LotType" required="N"/> <field name="MinLotSize" required="N"/> </group> </component> <component name="ContraGrp"> <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"/> <field name="ContraLegRefID" required="N"/> </group> </component> <component name="InstrmtStrkPxGrp"> <group name="NoStrikes" required="Y"> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="Side" required="N"/> <field name="Price" required="N"/> <field name="Currency" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="InstrumentExtension"> <field name="DeliveryForm" required="N"/> <field name="PctAtRisk" required="N"/> <component name="AttrbGrp" required="N"/> </component> <component name="UndInstrmtGrp"> <group name="NoUnderlyings" required="N"> <component name="UnderlyingInstrument" required="N"/> </group> </component> <component name="ExecCollGrp"> <group name="NoExecs" required="N"> <field name="ExecID" required="N"/> </group> </component> <component name="UnderlyingInstrument"> <field name="UnderlyingSymbol" required="N"/> <field name="UnderlyingSymbolSfx" required="N"/> <field name="UnderlyingSecurityID" required="N"/> <field name="UnderlyingSecurityIDSource" required="N"/> <component name="UndSecAltIDGrp" required="N"/> <field name="UnderlyingProduct" required="N"/> <field name="UnderlyingCFICode" required="N"/> <field name="UnderlyingSecurityType" required="N"/> <field name="UnderlyingSecuritySubType" required="N"/> <field name="UnderlyingMaturityMonthYear" required="N"/> <field name="UnderlyingMaturityDate" required="N"/> <field name="UnderlyingMaturityTime" required="N"/> <field name="UnderlyingCouponPaymentDate" required="N"/> <field name="UnderlyingIssueDate" required="N"/> <field name="UnderlyingRepoCollateralSecurityType" required="N"/> <field name="UnderlyingRepurchaseTerm" required="N"/> <field name="UnderlyingRepurchaseRate" required="N"/> <field name="UnderlyingFactor" required="N"/> <field name="UnderlyingCreditRating" required="N"/> <field name="UnderlyingInstrRegistry" required="N"/> <field name="UnderlyingCountryOfIssue" required="N"/> <field name="UnderlyingStateOrProvinceOfIssue" required="N"/> <field name="UnderlyingLocaleOfIssue" required="N"/> <field name="UnderlyingRedemptionDate" required="N"/> <field name="UnderlyingStrikePrice" required="N"/> <field name="UnderlyingStrikeCurrency" required="N"/> <field name="UnderlyingOptAttribute" required="N"/> <field name="UnderlyingContractMultiplier" required="N"/> <field name="UnderlyingUnitOfMeasure" required="N"/> <field name="UnderlyingUnitOfMeasureQty" required="N"/> <field name="UnderlyingPriceUnitOfMeasure" required="N"/> <field name="UnderlyingPriceUnitOfMeasureQty" required="N"/> <field name="UnderlyingTimeUnit" required="N"/> <field name="UnderlyingExerciseStyle" 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="UnderlyingCPProgram" required="N"/> <field name="UnderlyingCPRegType" required="N"/> <field name="UnderlyingAllocationPercent" required="N"/> <field name="UnderlyingCurrency" required="N"/> <field name="UnderlyingQty" required="N"/> <field name="UnderlyingSettlementType" required="N"/> <field name="UnderlyingCashAmount" required="N"/> <field name="UnderlyingCashType" required="N"/> <field name="UnderlyingPx" required="N"/> <field name="UnderlyingDirtyPrice" required="N"/> <field name="UnderlyingEndPrice" required="N"/> <field name="UnderlyingStartValue" required="N"/> <field name="UnderlyingCurrentValue" required="N"/> <field name="UnderlyingEndValue" required="N"/> <component name="UnderlyingStipulations" required="N"/> <field name="UnderlyingAdjustedQuantity" required="N"/> <field name="UnderlyingFXRate" required="N"/> <field name="UnderlyingFXRateCalc" required="N"/> <field name="UnderlyingCapValue" required="N"/> <component name="UndlyInstrumentParties" required="N"/> <field name="UnderlyingSettlMethod" required="N"/> <field name="UnderlyingPutOrCall" required="N"/> </component> <component name="DerivativeInstrumentParties"> <group name="NoDerivativeInstrumentParties" required="N"> <field name="DerivativeInstrumentPartyID" required="N"/> <field name="DerivativeInstrumentPartyIDSource" required="N"/> <field name="DerivativeInstrumentPartyRole" required="N"/> <component name="DerivativeInstrumentPartySubIDsGrp" required="N"/> </group> </component> <component name="InstrmtLegIOIGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegIOIQty" required="N"/> <component name="LegStipulations" required="N"/> </group> </component> <component name="HopGrp"> <group name="NoHops" required="N"> <field name="HopCompID" required="N"/> <field name="HopSendingTime" required="N"/> <field name="HopRefID" required="N"/> </group> </component> <component name="PreAllocGrp"> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocSettlCurrency" required="N"/> <field name="IndividualAllocID" required="N"/> <component name="NestedParties" required="N"/> <field name="AllocQty" required="N"/> </group> </component> <component name="DerivativeInstrumentAttribute"> <group name="NoDerivativeInstrAttrib" required="N"> <field name="DerivativeInstrAttribType" required="N"/> <field name="DerivativeInstrAttribValue" required="N"/> </group> </component> <component name="TrdInstrmtLegGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegReportID" required="N"/> <field name="LegNumber" required="N"/> <component name="LegStipulations" required="N"/> <field name="LegPositionEffect" required="N"/> <field name="LegCoveredOrUncovered" required="N"/> <component name="NestedParties" required="N"/> <field name="LegRefID" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <field name="LegLastPx" required="N"/> <field name="LegSettlCurrency" required="N"/> <field name="LegLastForwardPoints" required="N"/> <field name="LegCalculatedCcyLastQty" required="N"/> <field name="LegGrossTradeAmt" required="N"/> <field name="LegVolatility" required="N"/> <field name="LegDividendYield" required="N"/> <field name="LegCurrencyRatio" required="N"/> <field name="LegExecInst" required="N"/> <field name="LegLastQty" required="N"/> <component name="TradeCapLegUnderlyingsGrp" required="N"/> </group> </component> <component name="TrdCapRptSideGrp"> <group name="NoSides" required="Y"> <field name="Side" required="Y"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="ExecRefID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ListID" required="N"/> <field name="SideQty" required="N"/> <field name="SideTradeReportID" required="N"/> <field name="SideFillStationCd" required="N"/> <field name="SideReasonCd" required="N"/> <field name="RptSeq" required="N"/> <field name="SideTrdSubTyp" required="N"/> <field name="NetGrossInd" required="N"/> <field name="SideCurrency" required="N"/> <field name="SideSettlCurrency" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="ProcessCode" required="N"/> <field name="LotType" required="N"/> <field name="OddLot" required="N"/> <component name="ClrInstGrp" required="N"/> <field name="TradeInputSource" required="N"/> <field name="TradeInputDevice" required="N"/> <field name="OrderInputDevice" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="OrdType" required="N"/> <field name="ExecInst" required="N"/> <field name="TransBkdTime" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TimeBracket" required="N"/> <component name="CommissionData" required="N"/> <field name="NumDaysInterest" required="N"/> <field name="ExDate" required="N"/> <field name="AccruedInterestRate" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="PositionEffect" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SideMultiLegReportingType" required="N"/> <component name="ContAmtGrp" required="N"/> <component name="Stipulations" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="ExchangeRule" required="N"/> <field name="TradeAllocIndicator" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="TrdAllocGrp" required="N"/> <component name="SideTrdRegTS" required="N"/> <component name="SettlDetails" required="N"/> <field name="SideGrossTradeAmt" required="N"/> <field name="AggressorIndicator" required="N"/> <field name="ExchangeSpecialInstructions" required="N"/> </group> </component> <component name="UndInstrmtCollGrp"> <group name="NoUnderlyings" required="N"> <component name="UnderlyingInstrument" required="N"/> <field name="CollAction" required="N"/> </group> </component> <component name="MarketSegmentGrp"> <group name="NoMarketSegments" required="N"> <field name="MarketID" required="N"/> <field name="MarketSegmentID" required="N"/> <component name="SecurityTradingRules" required="N"/> <component name="StrikeRules" required="N"/> </group> </component> <component name="SecondaryPriceLimits"> <field name="SecondaryPriceLimitType" required="N"/> <field name="SecondaryLowLimitPrice" required="N"/> <field name="SecondaryHighLimitPrice" required="N"/> <field name="SecondaryTradingReferencePrice" required="N"/> </component> <component name="ExpirationQty"> <group name="NoExpiration" required="N"> <field name="ExpirationQtyType" required="N"/> <field name="ExpQty" required="N"/> </group> </component> <component name="OrdTypeRules"> <group name="NoOrdTypeRules" required="N"> <field name="OrdType" required="N"/> </group> </component> <component name="NstdPtys2SubGrp"> <group name="NoNested2PartySubIDs" required="N"> <field name="Nested2PartySubID" required="N"/> <field name="Nested2PartySubIDType" required="N"/> </group> </component> <component name="DisplayInstruction"> <field name="DisplayQty" required="N"/> <field name="SecondaryDisplayQty" required="N"/> <field name="DisplayWhen" required="N"/> <field name="DisplayMethod" required="N"/> <field name="DisplayLowQty" required="N"/> <field name="DisplayHighQty" required="N"/> <field name="DisplayMinIncr" required="N"/> <field name="RefreshQty" required="N"/> </component> <component name="ExecAllocGrp"> <group name="NoExecs" required="N"> <field name="LastQty" required="N"/> <field name="ExecID" required="N"/> <field name="SecondaryExecID" required="N"/> <field name="LastPx" required="N"/> <field name="LastParPx" required="N"/> <field name="LastCapacity" required="N"/> <field name="TradeID" required="N"/> <field name="FirmTradeID" required="N"/> </group> </component> <component name="SecAltIDGrp"> <group name="NoSecurityAltID" required="N"> <field name="SecurityAltID" required="N"/> <field name="SecurityAltIDSource" required="N"/> </group> </component> <component name="MaturityRules"> <group name="NoMaturityRules" required="N"> <field name="MaturityRuleID" required="N"/> <field name="MaturityMonthYearFormat" required="N"/> <field name="MaturityMonthYearIncrementUnits" required="N"/> <field name="StartMaturityMonthYear" required="N"/> <field name="EndMaturityMonthYear" required="N"/> <field name="MaturityMonthYearIncrement" required="N"/> </group> </component> <component name="PosUndInstrmtGrp"> <group name="NoUnderlyings" required="N"> <component name="UnderlyingInstrument" required="N"/> <field name="UnderlyingSettlPrice" required="N"/> <field name="UnderlyingSettlPriceType" required="N"/> <field name="UnderlyingDeliveryAmount" required="N"/> <component name="UnderlyingAmount" required="N"/> </group> </component> <component name="InstrmtMDReqGrp"> <group name="NoRelatedSym" required="Y"> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="Currency" required="N"/> <field name="QuoteType" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="MDEntrySize" required="N"/> </group> </component> <component name="QuotReqGrp"> <group name="NoRelatedSym" required="Y"> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="QuoteRequestType" required="N"/> <field name="QuoteType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="Side" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="N"/> <field name="MinQty" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="QuotReqLegsGrp" required="N"/> <component name="QuotQualGrp" required="N"/> <field name="QuotePriceType" required="N"/> <field name="OrdType" required="N"/> <field name="ValidUntilTime" required="N"/> <field name="ExpireTime" required="N"/> <field name="TransactTime" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="Price2" required="N"/> <component name="YieldData" required="N"/> <component name="Parties" required="N"/> </group> </component> <component name="NstdPtys4SubGrp"> <group name="NoNested4PartySubIDs" required="N"> <field name="Nested4PartySubID" required="N"/> <field name="Nested4PartySubIDType" required="N"/> </group> </component> <component name="TrdRegTimestamps"> <group name="NoTrdRegTimestamps" required="N"> <field name="TrdRegTimestamp" required="N"/> <field name="TrdRegTimestampType" required="N"/> <field name="TrdRegTimestampOrigin" required="N"/> <field name="DeskType" required="N"/> <field name="DeskTypeSource" required="N"/> <field name="DeskOrderHandlingInst" required="N"/> </group> </component> <component name="QuotReqRjctGrp"> <group name="NoRelatedSym" required="Y"> <component name="Instrument" required="Y"/> <component name="FinancingDetails" required="N"/> <component name="UndInstrmtGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="QuoteRequestType" required="N"/> <field name="QuoteType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="Side" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Currency" required="N"/> <component name="Stipulations" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <component name="QuotReqLegsGrp" required="N"/> <component name="QuotQualGrp" required="N"/> <field name="QuotePriceType" required="N"/> <field name="OrdType" required="N"/> <field name="ExpireTime" required="N"/> <field name="TransactTime" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="Price2" required="N"/> <component name="YieldData" required="N"/> <component name="Parties" required="N"/> </group> </component> <component name="UndlyInstrumentParties"> <group name="NoUndlyInstrumentParties" required="N"> <field name="UndlyInstrumentPartyID" required="N"/> <field name="UndlyInstrumentPartyIDSource" required="N"/> <field name="UndlyInstrumentPartyRole" required="N"/> <component name="UndlyInstrumentPtysSubGrp" required="N"/> </group> </component> <component name="OrdAllocGrp"> <group name="NoOrders" required="N"> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ListID" required="N"/> <component name="NestedParties2" required="N"/> <field name="OrderQty" required="N"/> <field name="OrderAvgPx" required="N"/> <field name="OrderBookingQty" required="N"/> </group> </component> <component name="InstrmtLegGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> </group> </component> <component name="SettlObligationInstructions"> <group name="NoSettlOblig" required="N"> <field name="NetGrossInd" required="N"/> <field name="SettlObligID" required="N"/> <field name="SettlObligTransType" required="N"/> <field name="SettlObligRefID" required="N"/> <field name="CcyAmt" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="Currency" required="N"/> <field name="SettlCurrency" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlDate" required="N"/> <component name="Instrument" required="N"/> <component name="Parties" required="N"/> <field name="EffectiveTime" required="N"/> <field name="ExpireTime" required="N"/> <field name="LastUpdateTime" required="N"/> <component name="SettlDetails" required="N"/> </group> </component> <component name="UnderlyingStipulations"> <group name="NoUnderlyingStips" required="N"> <field name="UnderlyingStipType" required="N"/> <field name="UnderlyingStipValue" required="N"/> </group> </component> <component name="SecTypesGrp"> <group name="NoSecurityTypes" required="N"> <field name="SecurityType" required="N"/> <field name="SecuritySubType" required="N"/> <field name="Product" required="N"/> <field name="CFICode" required="N"/> </group> </component> <component name="QuotEntryAckGrp"> <group name="NoQuoteEntries" required="N"> <field name="QuoteEntryID" required="N"/> <component name="Instrument" required="N"/> <component name="InstrmtLegGrp" 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="MidPx" required="N"/> <field name="BidYield" required="N"/> <field name="MidYield" required="N"/> <field name="OfferYield" required="N"/> <field name="TransactTime" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlDate" required="N"/> <field name="OrdType" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="BidForwardPoints2" required="N"/> <field name="OfferForwardPoints2" required="N"/> <field name="Currency" required="N"/> <field name="QuoteEntryStatus" required="N"/> <field name="QuoteEntryRejectReason" required="N"/> </group> </component> <component name="LegBenchmarkCurveData"> <field name="LegBenchmarkCurveCurrency" required="N"/> <field name="LegBenchmarkCurveName" required="N"/> <field name="LegBenchmarkCurvePoint" required="N"/> <field name="LegBenchmarkPrice" required="N"/> <field name="LegBenchmarkPriceType" required="N"/> </component> <component name="NotAffectedOrdersGrp"> <group name="NoNotAffectedOrders" required="N"> <field name="NotAffOrigClOrdID" required="N"/> <field name="NotAffectedOrderID" required="N"/> </group> </component> <component name="StatsIndGrp"> <group name="NoStatsIndicators" required="N"> <field name="StatsType" required="N"/> </group> </component> <component name="SecLstUpdRelSymsLegGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegSettlType" required="N"/> <component name="LegStipulations" required="N"/> <component name="LegBenchmarkCurveData" required="N"/> </group> </component> <component name="DiscretionInstructions"> <field name="DiscretionInst" required="N"/> <field name="DiscretionOffsetValue" required="N"/> <field name="DiscretionMoveType" required="N"/> <field name="DiscretionOffsetType" required="N"/> <field name="DiscretionLimitType" required="N"/> <field name="DiscretionRoundDirection" required="N"/> <field name="DiscretionScope" required="N"/> </component> <component name="InstrumentPtysSubGrp"> <group name="NoInstrumentPartySubIDs" required="N"> <field name="InstrumentPartySubID" required="N"/> <field name="InstrumentPartySubIDType" required="N"/> </group> </component> <component name="OrderQtyData"> <field name="OrderQty" required="N"/> <field name="CashOrderQty" required="N"/> <field name="OrderPercent" required="N"/> <field name="RoundingDirection" required="N"/> <field name="RoundingModulus" required="N"/> </component> <component name="CommissionData"> <field name="Commission" required="N"/> <field name="CommType" required="N"/> <field name="CommCurrency" required="N"/> <field name="FundRenewWaiv" required="N"/> </component> <component name="YieldData"> <field name="YieldType" required="N"/> <field name="Yield" required="N"/> <field name="YieldCalcDate" required="N"/> <field name="YieldRedemptionDate" required="N"/> <field name="YieldRedemptionPrice" required="N"/> <field name="YieldRedemptionPriceType" required="N"/> </component> <component name="UndSecAltIDGrp"> <group name="NoUnderlyingSecurityAltID" required="N"> <field name="UnderlyingSecurityAltID" required="N"/> <field name="UnderlyingSecurityAltIDSource" required="N"/> </group> </component> <component name="SpreadOrBenchmarkCurveData"> <field name="Spread" required="N"/> <field name="BenchmarkCurveCurrency" required="N"/> <field name="BenchmarkCurveName" required="N"/> <field name="BenchmarkCurvePoint" required="N"/> <field name="BenchmarkPrice" required="N"/> <field name="BenchmarkPriceType" required="N"/> <field name="BenchmarkSecurityID" required="N"/> <field name="BenchmarkSecurityIDSource" required="N"/> </component> <component name="Stipulations"> <group name="NoStipulations" required="N"> <field name="StipulationType" required="N"/> <field name="StipulationValue" required="N"/> </group> </component> <component name="SideTrdRegTS"> <group name="NoSideTrdRegTS" required="N"> <field name="SideTrdRegTimestamp" required="N"/> <field name="SideTrdRegTimestampType" required="N"/> <field name="SideTrdRegTimestampSrc" required="N"/> </group> </component> <component name="SecurityXML"> <field name="SecurityXMLLen" required="N"/> <field name="SecurityXML" required="N"/> <field name="SecurityXMLSchema" required="N"/> </component> <component name="MDRjctGrp"> <group name="NoAltMDSource" required="N"> <field name="AltMDSourceID" required="N"/> </group> </component> <component name="RFQReqGrp"> <group name="NoRelatedSym" required="Y"> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="PrevClosePx" required="N"/> <field name="QuoteRequestType" required="N"/> <field name="QuoteType" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> </group> </component> <component name="InstrmtLegExecGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegOrderQty" required="N"/> <field name="LegSwapType" required="N"/> <component name="LegStipulations" required="N"/> <field name="LegAllocID" required="N"/> <component name="LegPreAllocGrp" required="N"/> <field name="LegPositionEffect" required="N"/> <field name="LegCoveredOrUncovered" required="N"/> <component name="NestedParties3" required="N"/> <field name="LegRefID" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <field name="LegLastPx" required="N"/> <field name="LegSettlCurrency" required="N"/> <field name="LegLastForwardPoints" required="N"/> <field name="LegCalculatedCcyLastQty" required="N"/> <field name="LegGrossTradeAmt" required="N"/> <field name="LegVolatility" required="N"/> <field name="LegDividendYield" required="N"/> <field name="LegCurrencyRatio" required="N"/> <field name="LegExecInst" required="N"/> <field name="LegLastQty" required="N"/> </group> </component> <component name="SecurityTradingRules"> <component name="BaseTradingRules" required="N"/> <component name="TradingSessionRulesGrp" required="N"/> <component name="NestedInstrumentAttribute" required="N"/> </component> <component name="SettlParties"> <group name="NoSettlPartyIDs" required="N"> <field name="SettlPartyID" required="N"/> <field name="SettlPartyIDSource" required="N"/> <field name="SettlPartyRole" required="N"/> <component name="SettlPtysSubGrp" required="N"/> </group> </component> <component name="CompIDReqGrp"> <group name="NoCompIDs" required="N"> <field name="RefCompID" required="N"/> <field name="RefSubID" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> </group> </component> <component name="QuotQualGrp"> <group name="NoQuoteQualifiers" required="N"> <field name="QuoteQualifier" required="N"/> </group> </component> <component name="PtysSubGrp"> <group name="NoPartySubIDs" required="N"> <field name="PartySubID" required="N"/> <field name="PartySubIDType" required="N"/> </group> </component> <component name="LegSecAltIDGrp"> <group name="NoLegSecurityAltID" required="N"> <field name="LegSecurityAltID" required="N"/> <field name="LegSecurityAltIDSource" required="N"/> </group> </component> <component name="StrategyParametersGrp"> <group name="NoStrategyParameters" required="N"> <field name="StrategyParameterName" required="N"/> <field name="StrategyParameterType" required="N"/> <field name="StrategyParameterValue" required="N"/> </group> </component> <component name="NestedParties"> <group name="NoNestedPartyIDs" required="N"> <field name="NestedPartyID" required="N"/> <field name="NestedPartyIDSource" required="N"/> <field name="NestedPartyRole" required="N"/> <component name="NstdPtysSubGrp" required="N"/> </group> </component> <component name="ApplicationSequenceControl"> <field name="ApplID" required="N"/> <field name="ApplSeqNum" required="N"/> <field name="ApplLastSeqNum" required="N"/> <field name="ApplResendFlag" required="N"/> </component> <component name="OrdListStatGrp"> <group name="NoOrders" required="Y"> <field name="ClOrdID" required="N"/> <field name="OrderID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="CumQty" required="Y"/> <field name="OrdStatus" required="Y"/> <field name="WorkingIndicator" required="N"/> <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> </component> <component name="CollInqQualGrp"> <group name="NoCollInquiryQualifier" required="N"> <field name="CollInquiryQualifier" required="N"/> </group> </component> <component name="UnderlyingAmount"> <group name="NoUnderlyingAmounts" required="N"> <field name="UnderlyingPayAmount" required="N"/> <field name="UnderlyingCollectAmount" required="N"/> <field name="UnderlyingSettlementDate" required="N"/> <field name="UnderlyingSettlementStatus" required="N"/> </group> </component> <component name="UnderlyingLegInstrument"> <field name="UnderlyingLegSymbol" required="N"/> <field name="UnderlyingLegSymbolSfx" required="N"/> <field name="UnderlyingLegSecurityID" required="N"/> <field name="UnderlyingLegSecurityIDSource" required="N"/> <component name="UnderlyingLegSecurityAltIDGrp" required="N"/> <field name="UnderlyingLegCFICode" required="N"/> <field name="UnderlyingLegSecurityType" required="N"/> <field name="UnderlyingLegSecuritySubType" required="N"/> <field name="UnderlyingLegMaturityMonthYear" required="N"/> <field name="UnderlyingLegMaturityDate" required="N"/> <field name="UnderlyingLegMaturityTime" required="N"/> <field name="UnderlyingLegStrikePrice" required="N"/> <field name="UnderlyingLegOptAttribute" required="N"/> <field name="UnderlyingLegPutOrCall" required="N"/> <field name="UnderlyingLegSecurityExchange" required="N"/> <field name="UnderlyingLegSecurityDesc" required="N"/> </component> <component name="QuotSetAckGrp"> <group name="NoQuoteSets" required="N"> <field name="QuoteSetID" required="N"/> <component name="UnderlyingInstrument" required="N"/> <field name="TotNoQuoteEntries" required="N"/> <field name="TotNoCxldQuotes" required="N"/> <field name="TotNoAccQuotes" required="N"/> <field name="TotNoRejQuotes" required="N"/> <field name="LastFragment" required="N"/> <component name="QuotEntryAckGrp" required="N"/> </group> </component> <component name="ListOrdGrp"> <group name="NoOrders" required="Y"> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ListSeqNo" required="Y"/> <field name="ClOrdLinkID" required="N"/> <field name="SettlInstMode" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="AllocID" required="N"/> <field name="PreallocMethod" required="N"/> <component name="PreAllocGrp" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="HandlInst" required="N"/> <field name="ExecInst" required="N"/> <field name="MinQty" required="N"/> <field name="MatchIncrement" required="N"/> <field name="MaxPriceLevels" required="N"/> <component name="DisplayInstruction" required="N"/> <field name="MaxFloor" required="N"/> <field name="ExDestination" required="N"/> <field name="ExDestinationIDSource" required="N"/> <component name="TrdgSesGrp" required="N"/> <field name="ProcessCode" required="N"/> <component name="Instrument" required="Y"/> <component name="UndInstrmtGrp" 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"/> <component name="Stipulations" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="Y"/> <field name="OrdType" required="N"/> <field name="PriceType" required="N"/> <field name="Price" required="N"/> <field name="PriceProtectionScope" required="N"/> <field name="StopPx" required="N"/> <component name="TriggeringInstruction" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <component name="YieldData" 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="RefOrderID" required="N"/> <field name="RefOrderIDSource" 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"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="Price2" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="MaxShow" required="N"/> <component name="PegInstructions" required="N"/> <component name="DiscretionInstructions" required="N"/> <field name="TargetStrategy" required="N"/> <component name="StrategyParametersGrp" required="N"/> <field name="TargetStrategyParameters" required="N"/> <field name="ParticipationRate" required="N"/> <field name="Designation" required="N"/> </group> </component> <component name="NestedInstrumentAttribute"> <group name="NoNestedInstrAttrib" required="N"> <field name="NestedInstrAttribType" required="N"/> <field name="NestedInstrAttribValue" required="N"/> </group> </component> <component name="TickRules"> <group name="NoTickRules" required="N"> <field name="StartTickPriceRange" required="N"/> <field name="EndTickPriceRange" required="N"/> <field name="TickIncrement" required="N"/> <field name="TickRuleType" required="N"/> </group> </component> <component name="LegStipulations"> <group name="NoLegStipulations" required="N"> <field name="LegStipulationType" required="N"/> <field name="LegStipulationValue" required="N"/> </group> </component> <component name="DerivativeEventsGrp"> <group name="NoDerivativeEvents" required="N"> <field name="DerivativeEventType" required="N"/> <field name="DerivativeEventDate" required="N"/> <field name="DerivativeEventTime" required="N"/> <field name="DerivativeEventPx" required="N"/> <field name="DerivativeEventText" required="N"/> </group> </component> <component name="TrdgSesGrp"> <group name="NoTradingSessions" required="N"> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> </group> </component> <component name="ContAmtGrp"> <group name="NoContAmts" required="N"> <field name="ContAmtType" required="N"/> <field name="ContAmtValue" required="N"/> <field name="ContAmtCurr" required="N"/> </group> </component> <component name="EvntGrp"> <group name="NoEvents" required="N"> <field name="EventType" required="N"/> <field name="EventDate" required="N"/> <field name="EventTime" required="N"/> <field name="EventPx" required="N"/> <field name="EventText" required="N"/> </group> </component> <component name="DerivativeSecurityAltIDGrp"> <group name="NoDerivativeSecurityAltID" required="N"> <field name="DerivativeSecurityAltID" required="N"/> <field name="DerivativeSecurityAltIDSource" required="N"/> </group> </component> <component name="ApplIDRequestAckGrp"> <group name="NoApplIDs" required="N"> <field name="RefApplID" required="N"/> <field name="ApplBegSeqNum" required="N"/> <field name="ApplEndSeqNum" required="N"/> <field name="RefApplLastSeqNum" required="N"/> <field name="ApplResponseError" required="N"/> </group> </component> <component name="NstdPtys3SubGrp"> <group name="NoNested3PartySubIDs" required="N"> <field name="Nested3PartySubID" required="N"/> <field name="Nested3PartySubIDType" required="N"/> </group> </component> <component name="LegPreAllocGrp"> <group name="NoLegAllocs" required="N"> <field name="LegAllocAccount" required="N"/> <field name="LegIndividualAllocID" required="N"/> <component name="NestedParties2" required="N"/> <field name="LegAllocQty" required="N"/> <field name="LegAllocAcctIDSource" required="N"/> <field name="LegAllocSettlCurrency" required="N"/> </group> </component> <component name="PriceLimits"> <field name="PriceLimitType" required="N"/> <field name="LowLimitPrice" required="N"/> <field name="HighLimitPrice" required="N"/> <field name="TradingReferencePrice" required="N"/> </component> <component name="AffectedOrdGrp"> <group name="NoAffectedOrders" required="N"> <field name="OrigClOrdID" required="N"/> <field name="AffectedOrderID" required="N"/> <field name="AffectedSecondaryOrderID" required="N"/> </group> </component> <component name="ApplIDReportGrp"> <group name="NoApplIDs" required="N"> <field name="RefApplID" required="N"/> <field name="ApplNewSeqNum" required="N"/> <field name="RefApplLastSeqNum" required="N"/> </group> </component> <component name="TriggeringInstruction"> <field name="TriggerType" required="N"/> <field name="TriggerAction" required="N"/> <field name="TriggerPrice" required="N"/> <field name="TriggerSymbol" required="N"/> <field name="TriggerSecurityID" required="N"/> <field name="TriggerSecurityIDSource" required="N"/> <field name="TriggerSecurityDesc" required="N"/> <field name="TriggerPriceType" required="N"/> <field name="TriggerPriceTypeScope" required="N"/> <field name="TriggerPriceDirection" required="N"/> <field name="TriggerNewPrice" required="N"/> <field name="TriggerOrderType" required="N"/> <field name="TriggerNewQty" required="N"/> <field name="TriggerTradingSessionID" required="N"/> <field name="TriggerTradingSessionSubID" required="N"/> </component> <component name="AttrbGrp"> <group name="NoInstrAttrib" required="N"> <field name="InstrAttribType" required="N"/> <field name="InstrAttribValue" required="N"/> </group> </component> <component name="ClrInstGrp"> <group name="NoClearingInstructions" required="N"> <field name="ClearingInstruction" required="N"/> </group> </component> <component name="NstdPtysSubGrp"> <group name="NoNestedPartySubIDs" required="N"> <field name="NestedPartySubID" required="N"/> <field name="NestedPartySubIDType" required="N"/> </group> </component> <component name="RgstDtlsGrp"> <group name="NoRegistDtls" required="N"> <field name="RegistDtls" required="N"/> <field name="RegistEmail" required="N"/> <field name="MailingDtls" required="N"/> <field name="MailingInst" required="N"/> <component name="NestedParties" required="N"/> <field name="OwnerType" required="N"/> <field name="DateOfBirth" required="N"/> <field name="InvestorCountryOfResidence" required="N"/> </group> </component> <component name="QuotEntryGrp"> <group name="NoQuoteEntries" required="Y"> <field name="QuoteEntryID" required="Y"/> <component name="Instrument" required="N"/> <component name="InstrmtLegGrp" 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="MidPx" required="N"/> <field name="BidYield" required="N"/> <field name="MidYield" required="N"/> <field name="OfferYield" required="N"/> <field name="TransactTime" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="SettlDate" required="N"/> <field name="OrdType" required="N"/> <field name="SettlDate2" required="N"/> <field name="OrderQty2" required="N"/> <field name="BidForwardPoints2" required="N"/> <field name="OfferForwardPoints2" required="N"/> <field name="Currency" required="N"/> </group> </component> <component name="InstrmtLegSecListGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegSettlType" required="N"/> <component name="LegStipulations" required="N"/> <component name="LegBenchmarkCurveData" required="N"/> </group> </component> <component name="SideCrossOrdCxlGrp"> <group name="NoSides" required="Y"> <field name="Side" required="Y"/> <field name="OrigClOrdID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <field name="OrigOrdModTime" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <component name="OrderQtyData" required="Y"/> <field name="ComplianceID" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </group> </component> <component name="TrdCapDtGrp"> <group name="NoDates" required="N"> <field name="TradeDate" required="N"/> <field name="LastUpdateTime" required="N"/> <field name="TransactTime" required="N"/> </group> </component> <component name="MDReqGrp"> <group name="NoMDEntryTypes" required="Y"> <field name="MDEntryType" required="Y"/> </group> </component> <component name="TrdCapRptAckSideGrp"> <group name="NoSides" required="Y"> <field name="Side" required="Y"/> <field name="OrderID" required="N"/> <field name="SecondaryOrderID" required="N"/> <field name="ClOrdID" required="N"/> <field name="SecondaryClOrdID" required="N"/> <field name="ListID" required="N"/> <component name="Parties" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="ProcessCode" required="N"/> <field name="OddLot" required="N"/> <field name="LotType" required="N"/> <component name="ClrInstGrp" required="N"/> <field name="TradeInputSource" required="N"/> <field name="TradeInputDevice" required="N"/> <field name="OrderInputDevice" required="N"/> <field name="ComplianceID" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="OrdType" required="N"/> <field name="ExecInst" required="N"/> <field name="TransBkdTime" required="N"/> <field name="TradingSessionID" required="N"/> <field name="TradingSessionSubID" required="N"/> <field name="TimeBracket" required="N"/> <field name="NetGrossInd" required="N"/> <field name="SideCurrency" required="N"/> <field name="SideSettlCurrency" required="N"/> <component name="CommissionData" required="N"/> <field name="NumDaysInterest" required="N"/> <field name="ExDate" required="N"/> <field name="AccruedInterestRate" required="N"/> <field name="AccruedInterestAmt" required="N"/> <field name="InterestAtMaturity" required="N"/> <field name="EndAccruedInterestAmt" required="N"/> <field name="StartCash" required="N"/> <field name="EndCash" required="N"/> <field name="Concession" required="N"/> <field name="TotalTakedown" required="N"/> <field name="NetMoney" required="N"/> <field name="SettlCurrAmt" required="N"/> <field name="SettlCurrFxRate" required="N"/> <field name="SettlCurrFxRateCalc" required="N"/> <field name="PositionEffect" required="N"/> <field name="SideMultiLegReportingType" required="N"/> <component name="ContAmtGrp" required="N"/> <component name="Stipulations" required="N"/> <component name="MiscFeesGrp" required="N"/> <field name="ExchangeRule" required="N"/> <component name="SettlDetails" required="N"/> <field name="TradeAllocIndicator" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="TrdAllocGrp" required="N"/> <field name="SideGrossTradeAmt" required="N"/> <field name="AggressorIndicator" required="N"/> <field name="SideQty" required="N"/> <field name="SideTradeReportID" required="N"/> <field name="SideFillStationCd" required="N"/> <field name="SideReasonCd" required="N"/> <field name="RptSeq" required="N"/> <field name="SideTrdSubTyp" required="N"/> <component name="SideTrdRegTS" required="N"/> </group> </component> <component name="InstrumentParties"> <group name="NoInstrumentParties" required="N"> <field name="InstrumentPartyID" required="N"/> <field name="InstrumentPartyIDSource" required="N"/> <field name="InstrumentPartyRole" required="N"/> <component name="InstrumentPtysSubGrp" required="N"/> </group> </component> <component name="InstrumentLeg"> <field name="LegSymbol" required="N"/> <field name="LegSymbolSfx" required="N"/> <field name="LegSecurityID" required="N"/> <field name="LegSecurityIDSource" required="N"/> <component name="LegSecAltIDGrp" required="N"/> <field name="LegProduct" required="N"/> <field name="LegCFICode" required="N"/> <field name="LegSecurityType" required="N"/> <field name="LegSecuritySubType" required="N"/> <field name="LegMaturityMonthYear" required="N"/> <field name="LegMaturityDate" required="N"/> <field name="LegMaturityTime" required="N"/> <field name="LegCouponPaymentDate" required="N"/> <field name="LegIssueDate" required="N"/> <field name="LegRepoCollateralSecurityType" required="N"/> <field name="LegRepurchaseTerm" required="N"/> <field name="LegRepurchaseRate" required="N"/> <field name="LegFactor" required="N"/> <field name="LegCreditRating" required="N"/> <field name="LegInstrRegistry" required="N"/> <field name="LegCountryOfIssue" required="N"/> <field name="LegStateOrProvinceOfIssue" required="N"/> <field name="LegLocaleOfIssue" required="N"/> <field name="LegRedemptionDate" required="N"/> <field name="LegStrikePrice" required="N"/> <field name="LegStrikeCurrency" required="N"/> <field name="LegOptAttribute" required="N"/> <field name="LegContractMultiplier" required="N"/> <field name="LegUnitOfMeasure" required="N"/> <field name="LegUnitOfMeasureQty" required="N"/> <field name="LegPriceUnitOfMeasure" required="N"/> <field name="LegPriceUnitOfMeasureQty" required="N"/> <field name="LegTimeUnit" required="N"/> <field name="LegExerciseStyle" required="N"/> <field name="LegCouponRate" required="N"/> <field name="LegSecurityExchange" required="N"/> <field name="LegIssuer" required="N"/> <field name="EncodedLegIssuerLen" required="N"/> <field name="EncodedLegIssuer" required="N"/> <field name="LegSecurityDesc" required="N"/> <field name="EncodedLegSecurityDescLen" required="N"/> <field name="EncodedLegSecurityDesc" required="N"/> <field name="LegRatioQty" required="N"/> <field name="LegSide" required="N"/> <field name="LegCurrency" required="N"/> <field name="LegPool" required="N"/> <field name="LegDatedDate" required="N"/> <field name="LegContractSettlMonth" required="N"/> <field name="LegInterestAccrualDate" required="N"/> <field name="LegPutOrCall" required="N"/> <field name="LegOptionRatio" required="N"/> <field name="LegPrice" required="N"/> </component> <component name="QuotSetGrp"> <group name="NoQuoteSets" required="Y"> <field name="QuoteSetID" required="Y"/> <component name="UnderlyingInstrument" required="N"/> <field name="QuoteSetValidUntilTime" required="N"/> <field name="TotNoQuoteEntries" required="Y"/> <field name="LastFragment" required="N"/> <component name="QuotEntryGrp" required="Y"/> </group> </component> <component name="SideCrossOrdModGrp"> <group name="NoSides" required="Y"> <field name="Side" required="Y"/> <field name="OrigClOrdID" required="N"/> <field name="ClOrdID" required="Y"/> <field name="SecondaryClOrdID" required="N"/> <field name="ClOrdLinkID" required="N"/> <component name="Parties" required="N"/> <field name="TradeOriginationDate" required="N"/> <field name="TradeDate" required="N"/> <field name="Account" required="N"/> <field name="AcctIDSource" required="N"/> <field name="AccountType" required="N"/> <field name="DayBookingInst" required="N"/> <field name="BookingUnit" required="N"/> <field name="PreallocMethod" required="N"/> <field name="AllocID" required="N"/> <component name="PreAllocGrp" required="N"/> <field name="QtyType" required="N"/> <component name="OrderQtyData" required="Y"/> <component name="CommissionData" required="N"/> <field name="OrderCapacity" required="N"/> <field name="OrderRestrictions" required="N"/> <field name="PreTradeAnonymity" required="N"/> <field name="CustOrderCapacity" required="N"/> <field name="ForexReq" required="N"/> <field name="SettlCurrency" required="N"/> <field name="BookingType" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="PositionEffect" required="N"/> <field name="CoveredOrUncovered" required="N"/> <field name="CashMargin" required="N"/> <field name="ClearingFeeIndicator" required="N"/> <field name="SolicitedFlag" required="N"/> <field name="SideComplianceID" required="N"/> <field name="SideTimeInForce" required="N"/> </group> </component> <component name="QuotReqLegsGrp"> <group name="NoLegs" required="N"> <component name="InstrumentLeg" required="N"/> <field name="LegQty" required="N"/> <field name="LegOrderQty" required="N"/> <field name="LegSwapType" required="N"/> <field name="LegSettlType" required="N"/> <field name="LegSettlDate" required="N"/> <component name="LegStipulations" required="N"/> <component name="NestedParties" required="N"/> <component name="LegBenchmarkCurveData" required="N"/> <field name="LegRefID" required="N"/> </group> </component> <component name="MarketDataFeedTypes"> <group name="NoMDFeedTypes" required="N"> <field name="MDFeedType" required="N"/> <field name="MarketDepth" required="N"/> <field name="MDBookType" required="N"/> </group> </component> <component name="MDIncGrp"> <group name="NoMDEntries" required="Y"> <field name="MDUpdateAction" required="Y"/> <field name="DeleteReason" required="N"/> <field name="MDSubBookType" required="N"/> <field name="MarketDepth" required="N"/> <field name="MDEntryType" required="N"/> <field name="MDEntryID" required="N"/> <field name="MDEntryRefID" required="N"/> <component name="Instrument" required="N"/> <component name="UndInstrmtGrp" required="N"/> <component name="InstrmtLegGrp" required="N"/> <field name="FinancialStatus" required="N"/> <field name="CorporateAction" required="N"/> <field name="MDEntryPx" required="N"/> <field name="PriceType" required="N"/> <component name="YieldData" required="N"/> <component name="SpreadOrBenchmarkCurveData" required="N"/> <field name="OrdType" required="N"/> <field name="Currency" required="N"/> <field name="MDEntrySize" required="N"/> <component name="SecSizesGrp" required="N"/> <field name="LotType" 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="TradingSessionSubID" required="N"/> <field name="SecurityTradingStatus" required="N"/> <field name="HaltReason" required="N"/> <field name="QuoteCondition" required="N"/> <field name="TradeCondition" required="N"/> <field name="TrdType" required="N"/> <field name="MatchType" required="N"/> <field name="MDEntryOriginator" required="N"/> <field name="LocationID" required="N"/> <field name="DeskID" required="N"/> <field name="OpenCloseSettlFlag" 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="SecondaryOrderID" required="N"/> <field name="QuoteEntryID" required="N"/> <field name="TradeID" required="N"/> <field name="MDEntryBuyer" required="N"/> <field name="MDEntrySeller" required="N"/> <field name="NumberOfOrders" required="N"/> <field name="MDEntryPositionNo" required="N"/> <field name="Scope" required="N"/> <field name="PriceDelta" required="N"/> <field name="NetChgPrevDay" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> <field name="MDPriceLevel" required="N"/> <field name="OrderCapacity" required="N"/> <field name="MDOriginType" required="N"/> <field name="HighPx" required="N"/> <field name="LowPx" required="N"/> <field name="TradeVolume" required="N"/> <field name="SettlType" required="N"/> <field name="SettlDate" required="N"/> <field name="TransBkdTime" required="N"/> <field name="TransactTime" required="N"/> <field name="MDQuoteType" required="N"/> <field name="RptSeq" required="N"/> <field name="DealingCapacity" required="N"/> <field name="MDEntrySpotRate" required="N"/> <field name="MDEntryForwardPoints" required="N"/> <component name="StatsIndGrp" required="N"/> <component name="Parties" required="N"/> </group> </component> <component name="TrdAllocGrp"> <group name="NoAllocs" required="N"> <field name="AllocAccount" required="N"/> <field name="AllocAcctIDSource" required="N"/> <field name="AllocSettlCurrency" required="N"/> <field name="IndividualAllocID" required="N"/> <component name="NestedParties2" required="N"/> <field name="AllocQty" required="N"/> <field name="AllocCustomerCapacity" required="N"/> <field name="AllocMethod" required="N"/> <field name="SecondaryIndividualAllocID" required="N"/> <field name="AllocClearingFeeIndicator" required="N"/> </group> </component> <component name="Parties"> <group name="NoPartyIDs" required="N"> <field name="PartyID" required="N"/> <field name="PartyIDSource" required="N"/> <field name="PartyRole" required="N"/> <component name="PtysSubGrp" required="N"/> </group> </component> <component name="SecSizesGrp"> <group name="NoOfSecSizes" required="N"> <field name="MDSecSizeType" required="N"/> <field name="MDSecSize" required="N"/> </group> </component> <component name="IOIQualGrp"> <group name="NoIOIQualifiers" required="N"> <field name="IOIQualifier" required="N"/> </group> </component> <component name="DerivativeSecurityXML"> <field name="DerivativeSecurityXMLLen" required="N"/> <field name="DerivativeSecurityXML" required="N"/> <field name="DerivativeSecurityXMLSchema" required="N"/> </component> <component name="SettlInstructionsData"> <field name="SettlDeliveryType" required="N"/> <field name="StandInstDbType" required="N"/> <field name="StandInstDbName" required="N"/> <field name="StandInstDbID" required="N"/> <component name="DlvyInstGrp" required="N"/> </component> <component name="Instrument"> <field name="Symbol" required="N"/> <field name="SymbolSfx" required="N"/> <field name="SecurityID" required="N"/> <field name="SecurityIDSource" required="N"/> <component name="SecAltIDGrp" required="N"/> <field name="Product" required="N"/> <field name="ProductComplex" required="N"/> <field name="SecurityGroup" required="N"/> <field name="CFICode" required="N"/> <field name="SecurityType" required="N"/> <field name="SecuritySubType" required="N"/> <field name="MaturityMonthYear" required="N"/> <field name="MaturityDate" required="N"/> <field name="MaturityTime" required="N"/> <field name="SettleOnOpenFlag" required="N"/> <field name="InstrmtAssignmentMethod" required="N"/> <field name="SecurityStatus" required="N"/> <field name="CouponPaymentDate" required="N"/> <field name="IssueDate" required="N"/> <field name="RepoCollateralSecurityType" required="N"/> <field name="RepurchaseTerm" required="N"/> <field name="RepurchaseRate" required="N"/> <field name="Factor" required="N"/> <field name="CreditRating" required="N"/> <field name="InstrRegistry" required="N"/> <field name="CountryOfIssue" required="N"/> <field name="StateOrProvinceOfIssue" required="N"/> <field name="LocaleOfIssue" required="N"/> <field name="RedemptionDate" required="N"/> <field name="StrikePrice" required="N"/> <field name="StrikeCurrency" required="N"/> <field name="StrikeMultiplier" required="N"/> <field name="StrikeValue" required="N"/> <field name="OptAttribute" required="N"/> <field name="ContractMultiplier" required="N"/> <field name="MinPriceIncrement" required="N"/> <field name="MinPriceIncrementAmount" required="N"/> <field name="UnitOfMeasure" required="N"/> <field name="UnitOfMeasureQty" required="N"/> <field name="PriceUnitOfMeasure" required="N"/> <field name="PriceUnitOfMeasureQty" required="N"/> <field name="SettlMethod" required="N"/> <field name="ExerciseStyle" required="N"/> <field name="OptPayAmount" required="N"/> <field name="PriceQuoteMethod" required="N"/> <field name="FuturesValuationMethod" required="N"/> <field name="ListMethod" required="N"/> <field name="CapPrice" required="N"/> <field name="FloorPrice" required="N"/> <field name="PutOrCall" required="N"/> <field name="FlexibleIndicator" required="N"/> <field name="FlexProductEligibilityIndicator" required="N"/> <field name="TimeUnit" required="N"/> <field name="CouponRate" required="N"/> <field name="SecurityExchange" required="N"/> <field name="PositionLimit" required="N"/> <field name="NTPositionLimit" 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"/> <component name="SecurityXML" required="N"/> <field name="Pool" required="N"/> <field name="ContractSettlMonth" required="N"/> <field name="CPProgram" required="N"/> <field name="CPRegType" required="N"/> <component name="EvntGrp" required="N"/> <field name="DatedDate" required="N"/> <field name="InterestAccrualDate" required="N"/> <component name="InstrumentParties" required="N"/> </component> </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="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> </field> <field number="6" name="AvgPx" type="PRICE"/> <field number="8" name="BeginString" type="STRING"/> <field number="9" name="BodyLength" type="LENGTH"/> <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_UNIT"/> <value enum="2" description="PERCENT"/> <value enum="3" description="ABSOLUTE"/> <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT"/> <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS"/> <value enum="6" description="POINTS_PER_BOND_OR_CONTRACT"/> </field> <field number="14" name="CumQty" type="QTY"/> <field number="15" name="Currency" type="CURRENCY"/> <field number="17" name="ExecID" type="STRING"/> <field number="18" name="ExecInst" type="MULTIPLECHARVALUE"> <value enum="0" description="STAY_ON_OFFER_SIDE"/> <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_BID_SIDE"/> <value enum="A" description="NO_CROSS"/> <value enum="B" description="OK_TO_CROSS"/> <value enum="C" description="CALL_FIRST"/> <value enum="D" description="PERCENT_OF_VOLUME"/> <value enum="E" description="DO_NOT_INCREASE_DNI"/> <value enum="F" description="DO_NOT_REDUCE_DNR"/> <value enum="G" description="ALL_OR_NONE_AON"/> <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE"/> <value enum="I" description="INSTITUTIONS_ONLY"/> <value enum="J" description="REINSTATE_ON_TRADING_HALT"/> <value enum="K" description="CANCEL_ON_TRADING_HALT"/> <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="Q" description="CANCEL_ON_SYSTEM_FAILURE"/> <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"/> <value enum="X" description="TRADE_ALONG"/> <value enum="Y" description="TRY_TO_STOP"/> <value enum="Z" description="CANCEL_IF_NOT_BEST"/> <value enum="a" description="TRAILING_STOP_PEG"/> <value enum="b" description="STRICT_LIMIT"/> <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS"/> <value enum="d" description="PEG_TO_LIMIT_PRICE"/> <value enum="e" description="WORK_TO_TARGET_STRATEGY"/> <value enum="f" description="INTERMARKET_SWEEP"/> <value enum="g" description="EXTERNAL_ROUTING_ALLOWED"/> <value enum="h" description="EXTERNAL_ROUTING_NOT_ALLOWED"/> <value enum="i" description="IMBALANCE_ONLY"/> <value enum="j" description="SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE"/> <value enum="k" description="BEST_EXECUTION"/> <value enum="l" description="SUSPEND_ON_SYSTEM_FAILURE"/> <value enum="m" description="SUSPEND_ON_TRADING_HALT"/> <value enum="n" description="REINSTATE_ON_CONNECTION_LOSS"/> <value enum="o" description="CANCEL_ON_CONNECTION_LOSS"/> <value enum="p" description="SUSPEND_ON_CONNECTION_LOSS"/> <value enum="q" description="RELEASE_FROM_SUSPENSION"/> <value enum="r" description="EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED"/> <value enum="s" description="EXECUTE_AS_DURATION_NEUTRAL"/> <value enum="t" description="EXECUTE_AS_FX_NEUTRAL"/> </field> <field number="19" name="ExecRefID" type="STRING"/> <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="SecurityIDSource" 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"/> <value enum="A" description="BLOOMBERG_SYMBOL"/> <value enum="B" description="WERTPAPIER"/> <value enum="C" description="DUTCH"/> <value enum="D" description="VALOREN"/> <value enum="E" description="SICOVAM"/> <value enum="F" description="BELGIAN"/> <value enum="G" description="COMMON"/> <value enum="H" description="CLEARING_HOUSE_CLEARING_ORGANIZATION"/> <value enum="I" description="ISDA_FPML_PRODUCT_SPECIFICATION"/> <value enum="J" description="OPTION_PRICE_REPORTING_AUTHORITY"/> <value enum="K" description="ISDA_FPML_PRODUCT_URL"/> <value enum="L" description="LETTER_OF_CREDIT"/> <value enum="M" description="MARKETPLACE_ASSIGNED_IDENTIFIER"/> </field> <field number="23" name="IOIID" type="STRING"/> <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="IOIQty" type="STRING" allowOtherValues="true"> <value enum="S" description="SMALL"/> <value enum="M" description="MEDIUM"/> <value enum="L" description="LARGE"/> <value enum="U" description="UNDISCLOSED_QUANTITY"/> </field> <field number="28" name="IOITransType" type="CHAR"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> </field> <field number="29" name="LastCapacity" type="CHAR"> <value enum="1" description="AGENT"/> <value enum="2" description="CROSS_AS_AGENT"/> <value enum="3" description="CROSS_AS_PRINCIPAL"/> <value enum="4" description="PRINCIPAL"/> </field> <field number="30" name="LastMkt" type="EXCHANGE"/> <field number="31" name="LastPx" type="PRICE"/> <field number="32" name="LastQty" type="QTY"/> <field number="33" name="NoLinesOfText" type="NUMINGROUP"/> <field number="34" name="MsgSeqNum" type="SEQNUM"/> <field number="35" name="MsgType" type="STRING"> <value enum="0" description="HEARTBEAT"/> <value enum="1" description="TESTREQUEST"/> <value enum="2" description="RESENDREQUEST"/> <value enum="3" description="REJECT"/> <value enum="4" description="SEQUENCERESET"/> <value enum="5" description="LOGOUT"/> <value enum="6" description="IOI"/> <value enum="7" description="ADVERTISEMENT"/> <value enum="8" description="EXECUTIONREPORT"/> <value enum="9" description="ORDERCANCELREJECT"/> <value enum="A" description="LOGON"/> <value enum="AA" description="DERIVATIVESECURITYLIST"/> <value enum="AB" description="NEWORDERMULTILEG"/> <value enum="AC" description="MULTILEGORDERCANCELREPLACE"/> <value enum="AD" description="TRADECAPTUREREPORTREQUEST"/> <value enum="AE" description="TRADECAPTUREREPORT"/> <value enum="AF" description="ORDERMASSSTATUSREQUEST"/> <value enum="AG" description="QUOTEREQUESTREJECT"/> <value enum="AH" description="RFQREQUEST"/> <value enum="AI" description="QUOTESTATUSREPORT"/> <value enum="AJ" description="QUOTERESPONSE"/> <value enum="AK" description="CONFIRMATION"/> <value enum="AL" description="POSITIONMAINTENANCEREQUEST"/> <value enum="AM" description="POSITIONMAINTENANCEREPORT"/> <value enum="AN" description="REQUESTFORPOSITIONS"/> <value enum="AO" description="REQUESTFORPOSITIONSACK"/> <value enum="AP" description="POSITIONREPORT"/> <value enum="AQ" description="TRADECAPTUREREPORTREQUESTACK"/> <value enum="AR" description="TRADECAPTUREREPORTACK"/> <value enum="AS" description="ALLOCATIONREPORT"/> <value enum="AT" description="ALLOCATIONREPORTACK"/> <value enum="AU" description="CONFIRMATIONACK"/> <value enum="AV" description="SETTLEMENTINSTRUCTIONREQUEST"/> <value enum="AW" description="ASSIGNMENTREPORT"/> <value enum="AX" description="COLLATERALREQUEST"/> <value enum="AY" description="COLLATERALASSIGNMENT"/> <value enum="AZ" description="COLLATERALRESPONSE"/> <value enum="B" description="NEWS"/> <value enum="BA" description="COLLATERALREPORT"/> <value enum="BB" description="COLLATERALINQUIRY"/> <value enum="BC" description="NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST"/> <value enum="BD" description="NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE"/> <value enum="BE" description="USERREQUEST"/> <value enum="BF" description="USERRESPONSE"/> <value enum="BG" description="COLLATERALINQUIRYACK"/> <value enum="BH" description="CONFIRMATIONREQUEST"/> <value enum="BI" description="TRADINGSESSIONLISTREQUEST"/> <value enum="BJ" description="TRADINGSESSIONLIST"/> <value enum="BK" description="SECURITYLISTUPDATEREPORT"/> <value enum="BL" description="ADJUSTEDPOSITIONREPORT"/> <value enum="BM" description="ALLOCATIONINSTRUCTIONALERT"/> <value enum="BN" description="EXECUTIONACKNOWLEDGEMENT"/> <value enum="BO" description="CONTRARYINTENTIONREPORT"/> <value enum="BP" description="SECURITYDEFINITIONUPDATEREPORT"/> <value enum="BQ" description="SETTLEMENTOBLIGATIONREPORT"/> <value enum="BR" description="DERIVATIVESECURITYLISTUPDATEREPORT"/> <value enum="BS" description="TRADINGSESSIONLISTUPDATEREPORT"/> <value enum="BT" description="MARKETDEFINITIONREQUEST"/> <value enum="BU" description="MARKETDEFINITION"/> <value enum="BV" description="MARKETDEFINITIONUPDATEREPORT"/> <value enum="BW" description="APPLICATIONMESSAGEREQUEST"/> <value enum="BX" description="APPLICATIONMESSAGEREQUESTACK"/> <value enum="BY" description="APPLICATIONMESSAGEREPORT"/> <value enum="BZ" description="ORDERMASSACTIONREPORT"/> <value enum="C" description="EMAIL"/> <value enum="CA" description="ORDERMASSACTIONREQUEST"/> <value enum="CB" description="USERNOTIFICATION"/> <value enum="D" description="NEWORDERSINGLE"/> <value enum="E" description="NEWORDERLIST"/> <value enum="F" description="ORDERCANCELREQUEST"/> <value enum="G" description="ORDERCANCELREPLACEREQUEST"/> <value enum="H" description="ORDERSTATUSREQUEST"/> <value enum="J" description="ALLOCATIONINSTRUCTION"/> <value enum="K" description="LISTCANCELREQUEST"/> <value enum="L" description="LISTEXECUTE"/> <value enum="M" description="LISTSTATUSREQUEST"/> <value enum="N" description="LISTSTATUS"/> <value enum="P" description="ALLOCATIONINSTRUCTIONACK"/> <value enum="Q" description="DONTKNOWTRADE"/> <value enum="R" description="QUOTEREQUEST"/> <value enum="S" description="QUOTE"/> <value enum="T" description="SETTLEMENTINSTRUCTIONS"/> <value enum="V" description="MARKETDATAREQUEST"/> <value enum="W" description="MARKETDATASNAPSHOTFULLREFRESH"/> <value enum="X" description="MARKETDATAINCREMENTALREFRESH"/> <value enum="Y" description="MARKETDATAREQUESTREJECT"/> <value enum="Z" description="QUOTECANCEL"/> <value enum="a" description="QUOTESTATUSREQUEST"/> <value enum="b" description="MASSQUOTEACKNOWLEDGEMENT"/> <value enum="c" description="SECURITYDEFINITIONREQUEST"/> <value enum="d" description="SECURITYDEFINITION"/> <value enum="e" description="SECURITYSTATUSREQUEST"/> <value enum="f" description="SECURITYSTATUS"/> <value enum="g" description="TRADINGSESSIONSTATUSREQUEST"/> <value enum="h" description="TRADINGSESSIONSTATUS"/> <value enum="i" description="MASSQUOTE"/> <value enum="j" description="BUSINESSMESSAGEREJECT"/> <value enum="k" description="BIDREQUEST"/> <value enum="l" description="BIDRESPONSE"/> <value enum="m" description="LISTSTRIKEPRICE"/> <value enum="n" description="XMLNONFIX"/> <value enum="o" description="REGISTRATIONINSTRUCTIONS"/> <value enum="p" description="REGISTRATIONINSTRUCTIONSRESPONSE"/> <value enum="q" description="ORDERMASSCANCELREQUEST"/> <value enum="r" description="ORDERMASSCANCELREPORT"/> <value enum="s" description="NEWORDERCROSS"/> <value enum="t" description="CROSSORDERCANCELREPLACEREQUEST"/> <value enum="u" description="CROSSORDERCANCELREQUEST"/> <value enum="v" description="SECURITYTYPEREQUEST"/> <value enum="w" description="SECURITYTYPES"/> <value enum="x" description="SECURITYLISTREQUEST"/> <value enum="y" description="SECURITYLIST"/> <value enum="z" description="DERIVATIVESECURITYLISTREQUEST"/> </field> <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_STOP_LOSS"/> <value enum="4" description="STOP_LIMIT"/> <value enum="5" description="MARKET_ON_CLOSE"/> <value enum="6" description="WITH_OR_WITHOUT"/> <value enum="7" description="LIMIT_OR_BETTER"/> <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/> <value enum="9" description="ON_BASIS"/> <value enum="A" description="ON_CLOSE"/> <value enum="B" description="LIMIT_ON_CLOSE"/> <value enum="C" description="FOREX_MARKET"/> <value enum="D" description="PREVIOUSLY_QUOTED"/> <value enum="E" description="PREVIOUSLY_INDICATED"/> <value enum="F" description="FOREX_LIMIT"/> <value enum="G" description="FOREX_SWAP"/> <value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/> <value enum="I" description="FUNARI"/> <value enum="J" description="MARKET_IF_TOUCHED"/> <value enum="K" description="MARKET_WITH_LEFT_OVER_AS_LIMIT"/> <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT"/> <value enum="M" description="NEXT_FUND_VALUATION_POINT"/> <value enum="P" description="PEGGED"/> <value enum="Q" description="COUNTER_ORDER_SELECTION"/> </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="ORIGINAL_TRANSMISSION"/> <value enum="Y" description="POSSIBLE_DUPLICATE"/> </field> <field number="44" name="Price" type="PRICE"/> <field number="45" name="RefSeqNum" type="SEQNUM"/> <field number="48" name="SecurityID" type="STRING"/> <field number="49" name="SenderCompID" type="STRING"/> <field number="50" name="SenderSubID" type="STRING"/> <field number="52" name="SendingTime" type="UTCTIMESTAMP"/> <field number="53" name="Quantity" 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"/> <value enum="A" description="CROSS_SHORT_EXXMPT"/> <value enum="B" description="AS_DEFINED"/> <value enum="C" description="OPPOSITE"/> <value enum="D" description="SUBSCRIBE"/> <value enum="E" description="REDEEM"/> <value enum="F" description="LEND"/> <value enum="G" description="BORROW"/> </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"/> <value enum="7" description="AT_THE_CLOSE"/> <value enum="8" description="GOOD_THROUGH_CROSSING"/> <value enum="9" description="AT_CROSSING"/> </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="SettlType" type="STRING"> <value enum="0" description="REGULAR_FX_SPOT_SETTLEMENT"/> <value enum="1" description="CASH"/> <value enum="2" description="NEXT_DAY"/> <value enum="3" description="T_2"/> <value enum="4" description="T_3"/> <value enum="5" description="T_4"/> <value enum="6" description="FUTURE"/> <value enum="7" description="WHEN_AND_IF_ISSUED"/> <value enum="8" description="SELLERS_OPTION"/> <value enum="9" description="T_5"/> <value enum="B" description="BROKEN_DATE_FOR_FX_EXPRESSING_NON_STANDARD_TENOR_SETTLDATE_MUST_BE_SPECIFIED"/> <value enum="C" description="FX_SPOT_NEXT_SETTLEMENT"/> </field> <field number="64" name="SettlDate" type="LOCALMKTDATE"/> <field number="65" name="SymbolSfx" type="STRING"> <value enum="CD" description="EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE"/> <value enum="WI" description="WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN"/> </field> <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"/> <value enum="6" description="REVERSAL"/> </field> <field number="72" name="RefAllocID" type="STRING"/> <field number="73" name="NoOrders" type="NUMINGROUP"/> <field number="74" name="AvgPxPrecision" type="INT"/> <field number="75" name="TradeDate" type="LOCALMKTDATE"/> <field number="77" name="PositionEffect" type="CHAR"> <value enum="C" description="CLOSE"/> <value enum="F" description="FIFO"/> <value enum="O" description="OPEN"/> <value enum="R" description="ROLLED"/> <value enum="N" description="CLOSE_BUT_NOTIFY_ON_OPEN"/> <value enum="D" description="DEFAULT"/> </field> <field number="78" name="NoAllocs" type="NUMINGROUP"/> <field number="79" name="AllocAccount" type="STRING"/> <field number="80" name="AllocQty" 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="NUMINGROUP"/> <field number="87" name="AllocStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="BLOCK_LEVEL_REJECT"/> <value enum="2" description="ACCOUNT_LEVEL_REJECT"/> <value enum="3" description="RECEIVED"/> <value enum="4" description="INCOMPLETE"/> <value enum="5" description="REJECTED_BY_INTERMEDIARY"/> <value enum="6" description="ALLOCATION_PENDING"/> <value enum="7" description="REVERSED"/> </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_AVERAGEG_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"/> <value enum="8" description="INCORRECT_ALLOCATED_QUANTITY"/> <value enum="9" description="CALCULATION_DIFFERENCE"/> <value enum="10" description="UNKNOWN_OR_STALE_EXECID"/> <value enum="11" description="MISMATCHED_DATA"/> <value enum="12" description="UNKNOWN_CLORDID"/> <value enum="13" description="WAREHOUSE_REQUEST_REJECTED"/> </field> <field number="89" name="Signature" type="DATA"/> <field number="90" name="SecureDataLen" type="LENGTH"/> <field number="91" name="SecureData" type="DATA"/> <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="ORIGINAL_TRANSMISSION"/> <value enum="Y" description="POSSIBLE_RESEND"/> </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_EXCHANGE_OPTION"/> <value enum="3" description="ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS"/> <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST"/> <value enum="5" description="ORIGORDMODTIME_OF_ORDER"/> <value enum="6" description="DUPLICATE_CLORDID_RECEIVED"/> <value enum="7" description="PRICE_EXCEEDS_CURRENT_PRICE"/> <value enum="8" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/> <value enum="18" description="INVALID_PRICE_INCREMENT"/> <value enum="99" description="OTHER"/> </field> <field number="103" name="OrdRejReason" type="INT"> <value enum="0" description="BROKER_EXCHANGE_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"/> <value enum="9" description="TRADE_ALONG_REQUIRED"/> <value enum="10" description="INVALID_INVESTOR_ID"/> <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC"/> <value enum="12" description="SURVEILLENCE_OPTION"/> <value enum="13" description="INCORRECT_QUANTITY"/> <value enum="14" description="INCORRECT_ALLOCATED_QUANTITY"/> <value enum="15" description="UNKNOWN_ACCOUNT"/> <value enum="16" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/> <value enum="18" description="INVALID_PRICE_INCREMENT"/> <value enum="99" description="OTHER"/> </field> <field number="104" name="IOIQualifier" type="CHAR"> <value enum="A" description="ALL_OR_NONE"/> <value enum="B" description="MARKET_ON_CLOSE"/> <value enum="C" description="AT_THE_CLOSE"/> <value enum="D" description="VWAP"/> <value enum="I" description="IN_TOUCH_WITH"/> <value enum="L" description="LIMIT"/> <value enum="M" description="MORE_BEHIND"/> <value enum="O" description="AT_THE_OPEN"/> <value enum="P" description="TAKING_A_POSITION"/> <value enum="Q" description="AT_THE_MARKET"/> <value enum="R" description="READY_TO_TRADE"/> <value enum="S" description="PORTFOLIO_SHOWN"/> <value enum="T" description="THROUGH_THE_DAY"/> <value enum="V" description="VERSUS"/> <value enum="W" description="INDIDCATION_WORKING_AWAY"/> <value enum="X" description="CROSSING_OPPORTUNITY"/> <value enum="Y" description="AT_THE_MIDPOINT"/> <value enum="Z" description="PRE_OPEN"/> </field> <field number="106" name="Issuer" type="STRING"/> <field number="107" name="SecurityDesc" type="STRING"/> <field number="110" name="MinQty" type="QTY"/> <field number="111" name="MaxFloor" type="QTY"/> <field number="113" name="ReportToExch" type="BOOLEAN"> <value enum="N" description="INDICATES_THE_PARTY_SENDING_MESSAGE_WILL_REPORT_TRADE"/> <value enum="Y" description="INDICATES_THE_PARTY_RECEIVING_MESSAGE_MUST_REPORT_TRADE"/> </field> <field number="114" name="LocateReqd" type="BOOLEAN"> <value enum="N" description="INDICATES_THE_BROKER_IS_NOT_REQUIRED_TO_LOCATE"/> <value enum="Y" description="INDICATES_THE_BROKER_IS_RESPONSIBLE_FOR_LOCATING_THE_STOCK"/> </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="DO_NOT_EXECUTE_FOREX_AFTER_SECURITY_TRADE"/> <value enum="Y" description="EXECUTE_FOREX_AFTER_SECURITY_TRADE"/> </field> <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/> <field number="124" name="NoExecs" type="NUMINGROUP"/> <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="F" description="CALCULATION_DIFFERENCE"/> <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="NOT_NATURAL"/> <value enum="Y" description="NATURAL"/> </field> <field number="131" name="QuoteReqID" type="STRING"/> <field number="132" name="BidPx" type="PRICE"/> <field number="133" name="OfferPx" type="PRICE"/> <field number="134" name="BidSize" type="QTY"/> <field number="135" name="OfferSize" type="QTY"/> <field number="136" name="NoMiscFees" type="NUMINGROUP"/> <field number="137" name="MiscFeeAmt" type="AMT"/> <field number="138" name="MiscFeeCurr" type="CURRENCY"/> <field number="139" name="MiscFeeType" type="STRING"> <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"/> <value enum="10" description="PER_TRANSACTION"/> <value enum="11" description="CONVERSION"/> <value enum="12" description="AGENT"/> <value enum="13" description="TRANSFER_FEE"/> <value enum="14" description="SECURITY_LENDING"/> </field> <field number="140" name="PrevClosePx" type="PRICE"/> <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="NUMINGROUP"/> <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="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="RESTATED"/> <value enum="E" description="PENDING_REPLACE"/> <value enum="F" description="TRADE"/> <value enum="G" description="TRADE_CORRECT"/> <value enum="H" description="TRADE_CANCEL"/> <value enum="I" description="ORDER_STATUS"/> <value enum="J" description="TRADE_IN_A_CLEARING_HOLD"/> <value enum="K" description="TRADE_HAS_BEEN_RELEASED_TO_CLEARING"/> <value enum="L" description="TRIGGERED_OR_ACTIVATED_BY_SYSTEM"/> </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="PERCENTAGE"/> <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"/> <value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT"/> <value enum="5" description="REQUEST_REJECT"/> </field> <field number="161" name="AllocText" type="STRING"/> <field number="162" name="SettlInstID" type="STRING"/> <field number="163" name="SettlInstTransType" type="CHAR"> <value enum="N" description="NEW"/> <value enum="C" description="CANCEL"/> <value enum="R" description="REPLACE"/> <value enum="T" description="RESTATE"/> </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"/> <value enum="3" description="INVESTOR"/> </field> <field number="167" name="SecurityType" type="STRING"> <value enum="EUSUPRA" description="EURO_SUPRANATIONAL_COUPONS_"/> <value enum="CORP" description="CORPORATE_BOND"/> <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/> <value enum="CDS" description="CREDIT_DEFAULT_SWAP"/> <value enum="CS" description="COMMON_STOCK"/> <value enum="REPO" description="REPURCHASE"/> <value enum="BRADY" description="BRADY_BOND"/> <value enum="TERM" description="TERM_LOAN"/> <value enum="BA" description="BANKERS_ACCEPTANCE"/> <value enum="ABS" description="ASSET_BACKED_SECURITIES"/> <value enum="AN" description="OTHER_ANTICIPATION_NOTES"/> <value enum="MF" description="MUTUAL_FUND"/> <value enum="FAC" description="FEDERAL_AGENCY_COUPON"/> <value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/> <value enum="FUT" description="FUTURE"/> <value enum="PS" description="PREFERRED_STOCK"/> <value enum="FORWARD" description="FORWARD"/> <value enum="CAN" description="CANADIAN_TREASURY_NOTES"/> <value enum="RVLV" description="REVOLVER_LOAN"/> <value enum="BDN" description="BANK_DEPOSITORY_NOTE"/> <value enum="CMB" description="CANADIAN_MORTGAGE_BONDS"/> <value enum="COFO" description="CERTIFICATE_OF_OBLIGATION"/> <value enum="MLEG" description="MULTI_LEG_INSTRUMENT"/> <value enum="FADN" description="FEDERAL_AGENCY_DISCOUNT_NOTE"/> <value enum="CB" description="CONVERTIBLE_BOND"/> <value enum="OPT" description="OPTION"/> <value enum="BUYSELL" description="BUY_SELLBACK"/> <value enum="CTB" description="CANADIAN_TREASURY_BILLS"/> <value enum="RVLVTRM" description="REVOLVER_TERM_LOAN"/> <value enum="BN" description="BANK_NOTES"/> <value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES"/> <value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION"/> <value enum="NONE" description="NO_SECURITY_TYPE"/> <value enum="UST" description="US_TREASURY_NOTE"/> <value enum="PEF" description="PRIVATE_EXPORT_FUNDING_"/> <value enum="DUAL" description="DUAL_CURRENCY"/> <value enum="OOF" description="OPTIONS_ON_FUTURES"/> <value enum="SECLOAN" description="SECURITIES_LOAN"/> <value enum="EUSOV" description="EURO_SOVEREIGNS_"/> <value enum="BRIDGE" description="BRIDGE_LOAN"/> <value enum="BOX" description="BILL_OF_EXCHANGES"/> <value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION"/> <value enum="GO" description="GENERAL_OBLIGATION_BONDS"/> <value enum="USTB" description="US_TREASURY_BILL"/> <value enum="SUPRA" description="USD_SUPRANATIONAL_COUPONS_"/> <value enum="EUCORP" description="EURO_CORPORATE_BOND"/> <value enum="OOP" description="OPTIONS_ON_PHYSICAL_USE_NOT_RECOMMENDED"/> <value enum="SECPLEDGE" description="SECURITIES_PLEDGE"/> <value enum="PROV" description="CANADIAN_PROVINCIAL_BONDS"/> <value enum="LOFC" description="LETTER_OF_CREDIT"/> <value enum="CAMM" description="CANADIAN_MONEY_MARKETS"/> <value enum="IET" description="IOETTE_MORTGAGE"/> <value enum="MT" description="MANDATORY_TENDER"/> <value enum="EUFRN" description="EURO_CORPORATE_FLOATING_RATE_NOTES"/> <value enum="IRS" description="INTEREST_RATE_SWAP"/> <value enum="TB" description="TREASURY_BILL_NON_US"/> <value enum="SWING" description="SWING_LINE_FACILITY"/> <value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/> <value enum="MBS" description="MORTGAGE_BACKED_SECURITIES"/> <value enum="RAN" description="REVENUE_ANTICIPATION_NOTE"/> <value enum="?" description="WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST"/> <value enum="FRN" description="US_CORPORATE_FLOATING_RATE_NOTES"/> <value enum="OOC" description="OPTIONS_ON_COMBO"/> <value enum="TBOND" description="US_TREASURY_BOND"/> <value enum="DINP" description="DEBTOR_IN_POSSESSION"/> <value enum="CL" description="CALL_LOANS"/> <value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/> <value enum="REV" description="REVENUE_BONDS"/> <value enum="CASH" description="CASH"/> <value enum="XLINKD" description="INDEXED_LINKED"/> <value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE"/> <value enum="DEFLTED" description="DEFAULTED"/> <value enum="CP" description="COMMERCIAL_PAPER"/> <value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/> <value enum="SPCLA" description="SPECIAL_ASSESSMENT"/> <value enum="STRUCT" description="STRUCTURED_NOTES"/> <value enum="TBILL" description="US_TREASURY_BILL_1"/> <value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES"/> <value enum="WITHDRN" description="WITHDRAWN"/> <value enum="DN" description="DEPOSIT_NOTES"/> <value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/> <value enum="SPCLO" description="SPECIAL_OBLIGATION"/> <value enum="YANK" description="YANKEE_CORPORATE_BOND"/> <value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE"/> <value enum="REPLACD" description="REPLACED"/> <value enum="EUCD" description="EURO_CERTIFICATE_OF_DEPOSIT"/> <value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH"/> <value enum="SPCLT" description="SPECIAL_TAX"/> <value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE"/> <value enum="MATURED" description="MATURED"/> <value enum="EUCP" description="EURO_COMMERCIAL_PAPER"/> <value enum="PFAND" description="PFANDBRIEFE_"/> <value enum="TAN" description="TAX_ANTICIPATION_NOTE"/> <value enum="TNOTE" description="US_TREASURY_NOTE_1"/> <value enum="AMENDED" description="AMENDED_RESTATED"/> <value enum="LQN" description="LIQUIDITY_NOTE"/> <value enum="TBA" description="TO_BE_ANNOUNCED"/> <value enum="TAXA" description="TAX_ALLOCATION"/> <value enum="RETIRED" description="RETIRED"/> <value enum="MTN" description="MEDIUM_TERM_NOTES"/> <value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER"/> <value enum="ONITE" description="OVERNIGHT"/> <value enum="TMCP" description="TAXABLE_MUNICIPAL_CP"/> <value enum="PN" description="PROMISSORY_NOTE"/> <value enum="STN" description="SHORT_TERM_LOAN_NOTE"/> <value enum="TRAN" description="TAX_REVENUE_ANTICIPATION_NOTE"/> <value enum="PZFJ" description="PLAZOS_FIJOS"/> <value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE"/> <value enum="SLQN" description="SECURED_LIQUIDITY_NOTE"/> <value enum="WAR" description="WARRANT"/> <value enum="TD" description="TIME_DEPOSIT"/> <value enum="TLQN" description="TERM_LIQUIDITY_NOTE"/> <value enum="XCN" description="EXTENDED_COMM_NOTE"/> <value enum="YCD" description="YANKEE_CERTIFICATE_OF_DEPOSIT"/> </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"/> <value enum="4" description="ACCOUNTNET"/> </field> <field number="170" name="StandInstDbName" type="STRING"/> <field number="171" name="StandInstDbID" type="STRING"/> <field number="172" name="SettlDeliveryType" type="INT"> <value enum="0" description="VERSUS_PAYMENT_DELIVER_PAYMENT"/> <value enum="1" description="FREE_DELIVER_FREE"/> <value enum="2" description="TRI_PARTY"/> <value enum="3" description="HOLD_IN_CUSTODY"/> </field> <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="SettlDate2" type="LOCALMKTDATE"/> <field number="194" name="LastSpotRate" type="PRICE"/> <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/> <field number="196" name="AllocLinkID" type="STRING"/> <field number="197" name="AllocLinkType" type="INT"> <value enum="0" description="FX_NETTING"/> <value enum="1" description="FX_SWAP"/> </field> <field number="198" name="SecondaryOrderID" type="STRING"/> <field number="199" name="NoIOIQualifiers" type="NUMINGROUP"/> <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="206" name="OptAttribute" type="CHAR"/> <field number="207" name="SecurityExchange" type="EXCHANGE"/> <field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN"> <value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/> <value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/> </field> <field number="209" name="AllocHandlInst" type="INT"> <value enum="1" description="MATCH"/> <value enum="2" description="FORWARD"/> <value enum="3" description="FORWARD_AND_MATCH"/> </field> <field number="210" name="MaxShow" type="QTY"/> <field number="211" name="PegOffsetValue" type="FLOAT"/> <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="NUMINGROUP"/> <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="Spread" type="PRICEOFFSET"/> <field number="220" name="BenchmarkCurveCurrency" type="CURRENCY"/> <field number="221" name="BenchmarkCurveName" type="STRING"> <value enum="EONIA" description="EONIA"/> <value enum="EUREPO" description="EUREPO"/> <value enum="Euribor" description="EURIBOR"/> <value enum="FutureSWAP" description="FUTURESWAP"/> <value enum="LIBID" description="LIBID"/> <value enum="LIBOR" description="LIBOR"/> <value enum="MuniAAA" description="MUNIAAA"/> <value enum="OTHER" description="OTHER"/> <value enum="Pfandbriefe" description="PFANDBRIEFE"/> <value enum="SONIA" description="SONIA"/> <value enum="SWAP" description="SWAP"/> <value enum="Treasury" description="TREASURY"/> </field> <field number="222" name="BenchmarkCurvePoint" type="STRING"/> <field number="223" name="CouponRate" type="PERCENTAGE"/> <field number="224" name="CouponPaymentDate" type="LOCALMKTDATE"/> <field number="225" name="IssueDate" type="LOCALMKTDATE"/> <field number="226" name="RepurchaseTerm" type="INT"/> <field number="227" name="RepurchaseRate" type="PERCENTAGE"/> <field number="228" name="Factor" type="FLOAT"/> <field number="229" name="TradeOriginationDate" type="LOCALMKTDATE"/> <field number="230" name="ExDate" type="LOCALMKTDATE"/> <field number="231" name="ContractMultiplier" type="FLOAT"/> <field number="232" name="NoStipulations" type="NUMINGROUP"/> <field number="233" name="StipulationType" type="STRING"> <value enum="AMT" description="ALTERNATIVE_MINIMUM_TAX"/> <value enum="ABS" description="ABSOLUTE_PREPAYMENT_SPEED"/> <value enum="AUTOREINV" description="AUTO_REINVESTMENT_AT_RATE_OR_BETTER"/> <value enum="CPP" description="CONSTANT_PREPAYMENT_PENALTY"/> <value enum="BANKQUAL" description="BANK_QUALIFIED"/> <value enum="CPR" description="CONSTANT_PREPAYMENT_RATE"/> <value enum="BGNCON" description="BARGAIN_CONDITIONS"/> <value enum="CPY" description="CONSTANT_PREPAYMENT_YIELD"/> <value enum="COUPON" description="COUPON_RANGE"/> <value enum="HEP" description="FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE"/> <value enum="CURRENCY" description="ISO_CURRENCY_CODE"/> <value enum="MHP" description="PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE"/> <value enum="CUSTOMDATE" description="CUSTOM_START_END_DATE"/> <value enum="MPR" description="MONTHLY_PREPAYMENT_RATE"/> <value enum="GEOG" description="GEOGRAPHICS_AND_RANGE"/> <value enum="PPC" description="PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE"/> <value enum="HAIRCUT" description="VALUATION_DISCOUNT"/> <value enum="PSA" description="PERCENT_OF_BMA_PREPAYMENT_CURVE"/> <value enum="INSURED" description="INSURED"/> <value enum="SMM" description="SINGLE_MONTHLY_MORTALITY"/> <value enum="ISSUE" description="YEAR_OR_YEAR_MONTH_OF_ISSUE"/> <value enum="ISSUER" description="ISSUERS_TICKER"/> <value enum="ISSUESIZE" description="ISSUE_SIZE_RANGE"/> <value enum="LOOKBACK" description="LOOKBACK_DAYS"/> <value enum="LOT" description="EXPLICIT_LOT_IDENTIFIER"/> <value enum="LOTVAR" description="LOT_VARIANCE"/> <value enum="MAT" description="MATURITY_YEAR_AND_MONTH"/> <value enum="MATURITY" description="MATURITY_RANGE"/> <value enum="MAXSUBS" description="MAXIMUM_SUBSTITUTIONS"/> <value enum="MINDNOM" description="MINIMUM_DENOMINATION"/> <value enum="MININCR" description="MINIMUM_INCREMENT"/> <value enum="MINQTY" description="MINIMUM_QUANTITY"/> <value enum="PAYFREQ" description="PAYMENT_FREQUENCY_CALENDAR"/> <value enum="PIECES" description="NUMBER_OF_PIECES"/> <value enum="PMAX" description="POOLS_MAXIMUM"/> <value enum="PPL" description="POOLS_PER_LOT"/> <value enum="PPM" description="POOLS_PER_MILLION"/> <value enum="PPT" description="POOLS_PER_TRADE"/> <value enum="PRICE" description="PRICE_RANGE"/> <value enum="PRICEFREQ" description="PRICING_FREQUENCY"/> <value enum="PROD" description="PRODUCTION_YEAR"/> <value enum="PROTECT" description="CALL_PROTECTION"/> <value enum="PURPOSE" description="PURPOSE"/> <value enum="PXSOURCE" description="BENCHMARK_PRICE_SOURCE"/> <value enum="RATING" description="RATING_SOURCE_AND_RANGE"/> <value enum="REDEMPTION" description="TYPE_OF_REDEMPTION_VALUES_ARE_NONCALLABLE_PREFUNDED_ESCROWEDTOMATURITY_PUTABLE_CONVERTIBLE"/> <value enum="RESTRICTED" description="RESTRICTED"/> <value enum="SECTOR" description="MARKET_SECTOR"/> <value enum="SECTYPE" description="SECURITY_TYPE_INCLUDED_OR_EXCLUDED"/> <value enum="STRUCT" description="STRUCTURE"/> <value enum="SUBSFREQ" description="SUBSTITUTIONS_FREQUENCY"/> <value enum="SUBSLEFT" description="SUBSTITUTIONS_LEFT"/> <value enum="TEXT" description="FREEFORM_TEXT"/> <value enum="TRDVAR" description="TRADE_VARIANCE"/> <value enum="WAC" description="WEIGHTED_AVERAGE_COUPON_VALUE_IN_PERCENT"/> <value enum="WAL" description="WEIGHTED_AVERAGE_LIFE_COUPON_VALUE_IN_PERCENT"/> <value enum="WALA" description="WEIGHTED_AVERAGE_LOAN_AGE_VALUE_IN_MONTHS"/> <value enum="WAM" description="WEIGHTED_AVERAGE_MATURITY_VALUE_IN_MONTHS"/> <value enum="WHOLE" description="WHOLE_POOL"/> <value enum="YIELD" description="YIELD_RANGE"/> <value enum="AVFICO" description="AVERAGE_FICO_SCORE"/> <value enum="AVSIZE" description="AVERAGE_LOAN_SIZE"/> <value enum="MAXBAL" description="MAXIMUM_LOAN_BALANCE"/> <value enum="POOL" description="POOL_IDENTIFIER"/> <value enum="ROLLTYPE" description="TYPE_OF_ROLL_TRADE"/> <value enum="REFTRADE" description="REFERENCE_TO_ROLLING_OR_CLOSING_TRADE"/> <value enum="REFPRIN" description="PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE"/> <value enum="REFINT" description="INTEREST_OF_ROLLING_OR_CLOSING_TRADE"/> <value enum="AVAILQTY" description="AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET"/> <value enum="BROKERCREDIT" description="BROKERS_SALES_CREDIT"/> <value enum="INTERNALPX" description="OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS"/> <value enum="INTERNALQTY" description="OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS"/> <value enum="LEAVEQTY" description="THE_MINIMUM_RESIDUAL_OFFER_QUANTITY"/> <value enum="MAXORDQTY" description="MAXIMUM_ORDER_SIZE"/> <value enum="ORDRINCR" description="ORDER_QUANTITY_INCREMENT"/> <value enum="PRIMARY" description="PRIMARY_OR_SECONDARY_MARKET_INDICATOR"/> <value enum="SALESCREDITOVR" description="BROKER_SALES_CREDIT_OVERRIDE"/> <value enum="TRADERCREDIT" description="TRADERS_CREDIT"/> <value enum="DISCOUNT" description="DISCOUNT_RATE"/> <value enum="YTM" description="YIELD_TO_MATURITY"/> </field> <field number="234" name="StipulationValue" type="STRING"/> <field number="235" name="YieldType" type="STRING"> <value enum="AFTERTAX" description="AFTER_TAX_YIELD"/> <value enum="ANNUAL" description="ANNUAL_YIELD"/> <value enum="ATISSUE" description="YIELD_AT_ISSUE"/> <value enum="AVGMATURITY" description="YIELD_TO_AVG_MATURITY"/> <value enum="BOOK" description="BOOK_YIELD"/> <value enum="CALL" description="YIELD_TO_NEXT_CALL"/> <value enum="CHANGE" description="YIELD_CHANGE_SINCE_CLOSE"/> <value enum="CLOSE" description="CLOSING_YIELD"/> <value enum="COMPOUND" description="COMPOUND_YIELD"/> <value enum="CURRENT" description="CURRENT_YIELD"/> <value enum="GOVTEQUIV" description="GVNT_EQUIVALENT_YIELD"/> <value enum="GROSS" description="TRUE_GROSS_YIELD"/> <value enum="INFLATION" description="YIELD_WITH_INFLATION_ASSUMPTION"/> <value enum="INVERSEFLOATER" description="INVERSE_FLOATER_BOND_YIELD"/> <value enum="LASTCLOSE" description="MOST_RECENT_CLOSING_YIELD"/> <value enum="LASTMONTH" description="CLOSING_YIELD_MOST_RECENT_MONTH"/> <value enum="LASTQUARTER" description="CLOSING_YIELD_MOST_RECENT_QUARTER"/> <value enum="LASTYEAR" description="CLOSING_YIELD_MOST_RECENT_YEAR"/> <value enum="LONGAVGLIFE" description="YIELD_TO_LONGEST_AVERAGE_LIFE"/> <value enum="MARK" description="MARK_TO_MARKET_YIELD"/> <value enum="MATURITY" description="YIELD_TO_MATURITY"/> <value enum="NEXTREFUND" description="YIELD_TO_NEXT_REFUND"/> <value enum="OPENAVG" description="OPEN_AVERAGE_YIELD"/> <value enum="PREVCLOSE" description="PREVIOUS_CLOSE_YIELD"/> <value enum="PROCEEDS" description="PROCEEDS_YIELD"/> <value enum="PUT" description="YIELD_TO_NEXT_PUT"/> <value enum="SEMIANNUAL" description="SEMI_ANNUAL_YIELD"/> <value enum="SHORTAVGLIFE" description="YIELD_TO_SHORTEST_AVERAGE_LIFE"/> <value enum="SIMPLE" description="SIMPLE_YIELD"/> <value enum="TAXEQUIV" description="TAX_EQUIVALENT_YIELD"/> <value enum="TENDER" description="YIELD_TO_TENDER_DATE"/> <value enum="TRUE" description="TRUE_YIELD"/> <value enum="VALUE1_32" description="YIELD_VALUE_OF_1_32"/> <value enum="WORST" description="YIELD_TO_WORST"/> </field> <field number="236" name="Yield" type="PERCENTAGE"/> <field number="237" name="TotalTakedown" type="AMT"/> <field number="238" name="Concession" type="AMT"/> <field number="239" name="RepoCollateralSecurityType" type="STRING"/> <field number="240" name="RedemptionDate" type="LOCALMKTDATE"/> <field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE"/> <field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE"/> <field number="243" name="UnderlyingRepoCollateralSecurityType" type="STRING"/> <field number="244" name="UnderlyingRepurchaseTerm" type="INT"/> <field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE"/> <field number="246" name="UnderlyingFactor" type="FLOAT"/> <field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE"/> <field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE"/> <field number="249" name="LegIssueDate" type="LOCALMKTDATE"/> <field number="250" name="LegRepoCollateralSecurityType" type="STRING"/> <field number="251" name="LegRepurchaseTerm" type="INT"/> <field number="252" name="LegRepurchaseRate" type="PERCENTAGE"/> <field number="253" name="LegFactor" type="FLOAT"/> <field number="254" name="LegRedemptionDate" type="LOCALMKTDATE"/> <field number="255" name="CreditRating" type="STRING"/> <field number="256" name="UnderlyingCreditRating" type="STRING"/> <field number="257" name="LegCreditRating" type="STRING"/> <field number="258" name="TradedFlatSwitch" type="BOOLEAN"> <value enum="N" description="NOT_TRADED_FLAT"/> <value enum="Y" description="TRADED_FLAT"/> </field> <field number="259" name="BasisFeatureDate" type="LOCALMKTDATE"/> <field number="260" name="BasisFeaturePrice" type="PRICE"/> <field number="262" name="MDReqID" type="STRING"/> <field number="263" name="SubscriptionRequestType" type="CHAR"> <value enum="0" description="SNAPSHOT"/> <value enum="1" description="SNAPSHOT_UPDATES"/> <value enum="2" description="DISABLE_PREVIOUS_SNAPSHOT_UPDATE_REQUEST"/> </field> <field number="264" name="MarketDepth" type="INT"/> <field number="265" name="MDUpdateType" type="INT"> <value enum="0" description="FULL_REFERSH"/> <value enum="1" description="INCREMENTAL_REFRES"/> </field> <field number="266" name="AggregatedBook" type="BOOLEAN"> <value enum="Y" description="BOOK_ENTRIES_TO_BE_AGGREGATED"/> <value enum="N" description="BOOK_ENTRIES_SHOULD_NOT_BE_AGGREGATED"/> </field> <field number="267" name="NoMDEntryTypes" type="NUMINGROUP"/> <field number="268" name="NoMDEntries" type="NUMINGROUP"/> <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"/> <value enum="A" description="IMBALANCE"/> <value enum="B" description="TRADE_VOLUME"/> <value enum="C" description="OPEN_INTEREST"/> <value enum="D" description="COMPOSITE_UNDERLYING_PRICE"/> <value enum="E" description="SIMULATED_SELL_PRICE"/> <value enum="F" description="SIMULATED_BUY_PRICE"/> <value enum="G" description="MARGIN_RATE"/> <value enum="H" description="MID_PRICE"/> <value enum="J" description="EMPTY_BOOK"/> <value enum="K" description="SETTLE_HIGH_PRICE"/> <value enum="L" description="SETTLE_LOW_PRICE"/> <value enum="M" description="PRIOR_SETTLE_PRICE"/> <value enum="N" description="SESSION_HIGH_BID"/> <value enum="O" description="SESSION_LOW_OFFER"/> <value enum="P" description="EARLY_PRICES"/> <value enum="Q" description="AUCTION_CLEARING_PRICE"/> <value enum="S" description="SWAP_VALUE_FACTOR"/> <value enum="R" description="DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS"/> <value enum="T" description="CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS"/> <value enum="U" description="DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS"/> <value enum="V" description="CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS"/> </field> <field number="270" name="MDEntryPx" type="PRICE"/> <field number="271" name="MDEntrySize" type="QTY"/> <field number="272" name="MDEntryDate" type="UTCDATEONLY"/> <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="MULTIPLESTRINGVALUE"> <value enum="A" description="OPEN_ACTIVE"/> <value enum="B" description="CLOSED_INACTIVE"/> <value enum="C" description="EXCHANGE_BEST"/> <value enum="D" description="CONSOLIDATED_BEST"/> <value enum="E" description="LOCKED"/> <value enum="F" description="CROSSED"/> <value enum="G" description="DEPTH"/> <value enum="H" description="FAST_TRADING"/> <value enum="I" description="NON_FIRM"/> <value enum="L" description="MANUAL_SLOW_QUOTE"/> <value enum="J" description="OUTRIGHT_PRICE"/> <value enum="K" description="IMPLIED_PRICE"/> <value enum="M" description="DEPTH_ON_OFFER"/> <value enum="N" description="DEPTH_ON_BID"/> <value enum="O" description="CLOSING"/> <value enum="P" description="NEWS_DISSEMINATION"/> <value enum="Q" description="TRADING_RANGE"/> <value enum="R" description="ORDER_INFLUX"/> <value enum="S" description="DUE_TO_RELATED"/> <value enum="T" description="NEWS_PENDING"/> <value enum="U" description="ADDITIONAL_INFO"/> <value enum="V" description="ADDITIONAL_INFO_DUE_TO_RELATED"/> <value enum="W" description="RESUME"/> <value enum="X" description="VIEW_OF_COMMON"/> <value enum="Y" description="VOLUME_ALERT"/> <value enum="Z" description="ORDER_IMBALANCE"/> <value enum="a" description="EQUIPMENT_CHANGEOVER"/> <value enum="b" description="NO_OPEN_NO_RESUME"/> <value enum="c" description="REGULAR_ETH"/> <value enum="d" description="AUTOMATIC_EXECUTION"/> <value enum="e" description="AUTOMATIC_EXECUTION_ETH"/> <value enum="f " description="FAST_MARKET_ETH"/> <value enum="g" description="INACTIVE_ETH"/> <value enum="h" description="ROTATION"/> <value enum="i" description="ROTATION_ETH"/> <value enum="j" description="HALT"/> <value enum="k" description="HALT_ETH"/> <value enum="l" description="DUE_TO_NEWS_DISSEMINATION"/> <value enum="m" description="DUE_TO_NEWS_PENDING"/> <value enum="n" description="TRADING_RESUME"/> <value enum="o" description="OUT_OF_SEQUENCE"/> <value enum="p" description="BID_SPECIALIST"/> <value enum="q" description="OFFER_SPECIALIST"/> <value enum="r" description="BID_OFFER_SPECIALIST"/> <value enum="s" description="END_OF_DAY_SAM"/> <value enum="t" description="FORBIDDEN_SAM"/> <value enum="u" description="FROZEN_SAM"/> <value enum="v" description="PREOPENING_SAM"/> <value enum="w" description="OPENING_SAM"/> <value enum="x" description="OPEN_SAM"/> <value enum="y" description="SURVEILLANCE_SAM"/> <value enum="z" description="SUSPENDED_SAM"/> <value enum="0" description="RESERVED_SAM"/> <value enum="1" description="NO_ACTIVE_SAM"/> <value enum="2" description="RESTRICTED"/> <value enum="3" description="REST_OF_BOOK_VWAP"/> <value enum="4" description="BETTER_PRICES_IN_CONDITIONAL_ORDERS"/> <value enum="5" description="MEDIAN_PRICE"/> </field> <field number="277" name="TradeCondition" type="MULTIPLESTRINGVALUE"> <value enum="A" description="CASH_MARKET"/> <value enum="B" description="AVERAGE_PRICE_TRADE"/> <value enum="C" description="CASH_TRADE"/> <value enum="D" description="NEXT_DAY_MARKET"/> <value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/> <value enum="F" description="INTRADAY_TRADE_DETAIL"/> <value enum="G" description="RULE_127_TRADE"/> <value enum="H" description="RULE_155_TRADE"/> <value enum="I" description="SOLD_LAST"/> <value enum="J" description="NEXT_DAY_TRADE"/> <value enum="K" description="OPENED"/> <value enum="L" description="SELLER"/> <value enum="M" description="SOLD"/> <value enum="N" description="STOPPED_STOCK"/> <value enum="P" description="IMBALANCE_MORE_BUYERS"/> <value enum="Q" description="IMBALANCE_MORE_SELLERS"/> <value enum="R" description="OPENING_PRICE"/> <value enum="S" description="BARGAIN_CONDITION"/> <value enum="T" description="CONVERTED_PRICE_INDICATOR"/> <value enum="U" description="EXCHANGE_LAST"/> <value enum="V" description="FINAL_PRICE_OF_SESSION"/> <value enum="W" description="EX_PIT"/> <value enum="X" description="CROSSED"/> <value enum="Y" description="TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE"/> <value enum="Z" description="TRADES_RESULTING_FROM_INTERMARKET_SWEEP"/> <value enum="a" description="VOLUME_ONLY"/> <value enum="b" description="DIRECT_PLUS"/> <value enum="c" description="ACQUISITION"/> <value enum="d" description="BUNCHED"/> <value enum="e" description="DISTRIBUTION"/> <value enum="f" description="BUNCHED_SALE"/> <value enum="g" description="SPLIT_TRADE"/> <value enum="h" description="CANCEL_STOPPED"/> <value enum="i" description="CANCEL_ETH"/> <value enum="j" description="CANCEL_STOPPED_ETH"/> <value enum="k" description="OUT_OF_SEQUENCE_ETH"/> <value enum="l" description="CANCEL_LAST_ETH"/> <value enum="m" description="SOLD_LAST_SALE_ETH"/> <value enum="n" description="CANCEL_LAST"/> <value enum="o" description="SOLD_LAST_SALE"/> <value enum="p" description="CANCEL_OPEN"/> <value enum="q" description="CANCEL_OPEN_ETH"/> <value enum="r" description="OPENED_SALE_ETH"/> <value enum="s" description="CANCEL_ONLY"/> <value enum="t" description="CANCEL_ONLY_ETH"/> <value enum="u" description="LATE_OPEN_ETH"/> <value enum="v" description="AUTO_EXECUTION_ETH"/> <value enum="w" description="REOPEN"/> <value enum="x" description="REOPEN_ETH"/> <value enum="y" description="ADJUSTED"/> <value enum="z" description="ADJUSTED_ETH"/> <value enum="AA" description="SPREAD"/> <value enum="AB" description="SPREAD_ETH"/> <value enum="AC" description="STRADDLE"/> <value enum="AD" description="STRADDLE_ETH"/> <value enum="AE" description="STOPPED"/> <value enum="AF" description="STOPPED_ETH"/> <value enum="AG" description="REGULAR_ETH"/> <value enum="AH" description="COMBO"/> <value enum="AI" description="COMBO_ETH"/> <value enum="AJ" description="OFFICIAL_CLOSING_PRICE"/> <value enum="AK" description="PRIOR_REFERENCE_PRICE"/> <value enum="0" description="CANCEL"/> <value enum="AL" description="STOPPED_SOLD_LAST"/> <value enum="AM" description="STOPPED_OUT_OF_SEQUENCE"/> <value enum="AN" description="OFFICAL_CLOSING_PRICE"/> <value enum="AO" description="CROSSED_1"/> <value enum="AP" description="FAST_MARKET"/> <value enum="AQ" description="AUTOMATIC_EXECUTION"/> <value enum="AR" description="FORM_T"/> <value enum="AS" description="BASKET_INDEX"/> <value enum="AT" description="BURST_BASKET"/> <value enum="AV" description="OUTSIDE_SPREAD"/> <value enum="1" description="IMPLIED_TRADE"/> <value enum="2" description="MARKETPLACE_ENTERED_TRADE"/> <value enum="3" description="MULT_ASSET_CLASS_MULTILEG_TRADE"/> <value enum="4" description="MULTILEG_TO_MULTILEG_TRADE"/> </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"/> <value enum="3" description="DELETE_THRU"/> <value enum="4" description="DELETE_FROM"/> <value enum="5" description="OVERLAY"/> </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"/> <value enum="9" description="UNSUPPORTED_TRADINGSESSIONID"/> <value enum="A" description="UNSUPPORTED_SCOPE"/> <value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG"/> <value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE"/> <value enum="D" description="INSUFFICIENT_CREDIT"/> </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="CANCELLATION_TRADE_BUST"/> <value enum="1" description="ERROR"/> </field> <field number="286" name="OpenCloseSettlFlag" type="MULTIPLECHARVALUE"> <value enum="0" description="DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY"/> <value enum="1" description="SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY"/> <value enum="2" description="DELIVERY_SETTLEMENT_ENTRY"/> <value enum="3" description="EXPECTED_ENTRY"/> <value enum="4" description="ENTRY_FROM_PREVIOUS_BUSINESS_DAY"/> <value enum="5" description="THEORETICAL_PRICE_VALUE"/> </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="MULTIPLECHARVALUE"> <value enum="1" description="BANKRUPT"/> <value enum="2" description="PENDING_DELISTING"/> <value enum="3" description="RESTRICTED"/> </field> <field number="292" name="CorporateAction" type="MULTIPLECHARVALUE"> <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"/> <value enum="F" description="CASH_DIVIDEND"/> <value enum="G" description="STOCK_DIVIDEND"/> <value enum="H" description="NON_INTEGER_STOCK_SPLIT"/> <value enum="I" description="REVERSE_STOCK_SPLIT"/> <value enum="J" description="STANDARD_INTEGER_STOCK_SPLIT"/> <value enum="K" description="POSITION_CONSOLIDATION"/> <value enum="L" description="LIQUIDATION_REORGANIZATION"/> <value enum="M" description="MERGER_REORGANIZATION"/> <value enum="N" description="RIGHTS_OFFERING"/> <value enum="O" description="SHAREHOLDER_MEETING"/> <value enum="P" description="SPINOFF"/> <value enum="Q" description="TENDER_OFFER"/> <value enum="R" description="WARRANT"/> <value enum="S" description="SPECIAL_ACTION"/> <value enum="T" description="SYMBOL_CONVERSION"/> <value enum="U" description="CUSIP_NAME_CHANGE"/> <value enum="V" description="LEAP_ROLLOVER"/> <value enum="W" description="SUCCESSION_EVENT"/> </field> <field number="293" name="DefBidSize" type="QTY"/> <field number="294" name="DefOfferSize" type="QTY"/> <field number="295" name="NoQuoteEntries" type="NUMINGROUP"/> <field number="296" name="NoQuoteSets" type="NUMINGROUP"/> <field number="297" name="QuoteStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="CANCEL_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"/> <value enum="6" description="REMOVED_FROM_MARKET"/> <value enum="7" description="EXPIRED"/> <value enum="8" description="QUERY"/> <value enum="9" description="QUOTE_NOT_FOUND"/> <value enum="10" description="PENDING"/> <value enum="11" description="PASS"/> <value enum="12" description="LOCKED_MARKET_WARNING"/> <value enum="13" description="CROSS_MARKET_WARNING"/> <value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET"/> <value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET"/> <value enum="16" description="ACTIVE"/> <value enum="17" description="CANCELED"/> <value enum="18" description="UNSOLICITED_QUOTE_REPLENISHMENT"/> <value enum="19" description="PENDING_END_TRADE"/> <value enum="20" description="TOO_LATE_TO_END"/> </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_ALL_QUOTES"/> <value enum="5" description="CANCEL_QUOTE_SPECIFIED_IN_QUOTEID"/> </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_CLOSED"/> <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"/> <value enum="10" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/> <value enum="11" description="QUOTE_LOCKED_UNABLE_TO_UPDATE_CANCEL"/> <value enum="99" description="OTHER"/> </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"/> <value enum="3" description="SUMMARY_ACKNOWLEDGEMENT"/> </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="TotNoQuoteEntries" type="INT"/> <field number="305" name="UnderlyingSecurityIDSource" 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="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="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"/> <value enum="4" description="SYMBOL"/> <value enum="5" description="SECURITYTYPE_AND_OR_CFICODE"/> <value enum="6" description="PRODUCT"/> <value enum="7" description="TRADINGSESSIONID"/> <value enum="8" description="ALL_SECURITIES"/> <value enum="9" description="MARKETID_OR_MARKETID_MARKETSEGMENTID"/> </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="CANNOT_MATCH_SELECTION_CRITERIA"/> </field> <field number="324" name="SecurityStatusReqID" type="STRING"/> <field number="325" name="UnsolicitedIndicator" type="BOOLEAN"> <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/> <value enum="Y" description="MESSAGE_IS_BEING_SECNT_UNSOLICITED"/> </field> <field number="326" name="SecurityTradingStatus" type="INT"> <value enum="1" description="OPENING_DELAY"/> <value enum="2" description="TRADING_HALT"/> <value enum="3" description="RESUME"/> <value enum="4" description="NO_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"/> <value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/> <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="20" description="UNKNOWN_OR_INVALID"/> <value enum="21" description="PRE_OPEN"/> <value enum="22" description="OPENING_ROTATION"/> <value enum="23" description="FAST_MARKET"/> <value enum="24" description="PRE_CROSS_SYSTEM_IS_IN_A_PRE_CROSS_STATE_ALLOWING_MARKET_TO_RESPOND_TO_EITHER_SIDE_OF_CROSS"/> <value enum="25" description="CROSS_SYSTEM_HAS_CROSSED_A_PERCENTAGE_OF_THE_ORDERS_AND_ALLOWS_MARKET_TO_RESPOND_PRIOR_TO_CROSSING_REMAINING_PORTION"/> </field> <field number="327" name="HaltReason" 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="NEW_PENDING"/> <value enum="X" description="EQUIPMENT_CHANGEOVER"/> </field> <field number="328" name="InViewOfCommon" type="BOOLEAN"> <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/> <value enum="Y" description="HALF_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/> </field> <field number="329" name="DueToRelated" type="BOOLEAN"> <value enum="N" description="HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/> <value enum="Y" description="HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/> </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"> <value enum="1" description="DAY"/> <value enum="2" description="HALFDAY"/> <value enum="3" description="MORNING"/> <value enum="4" description="AFTERNOON"/> <value enum="5" description="EVENING"/> <value enum="6" description="AFTER_HOURS"/> </field> <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="0" description="UNKNOWN"/> <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"/> <value enum="6" description="REQUEST_REJECTED"/> </field> <field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/> <field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/> <field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/> <field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/> <field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/> <field number="346" name="NumberOfOrders" type="INT"/> <field number="347" name="MessageEncoding" type="STRING"/> <field number="348" name="EncodedIssuerLen" type="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"/> <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM"/> <field number="372" name="RefMsgType" type="STRING"/> <field number="374" name="BidRequestTransType" type="CHAR"> <value enum="C" description="CANCEL"/> <value enum="N" description="NEW"/> </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="WAS_NOT_SOLICITED"/> <value enum="Y" description="WAS_SOLICITED"/> </field> <field number="378" name="ExecRestatementReason" type="INT"> <value enum="0" description="GT_CORPORATE_ACTION"/> <value enum="1" description="GT_RENEWAL_RESTATEMENT"/> <value enum="2" description="VERBAL_CHANGE"/> <value enum="3" description="REPRICING_OF_ORDER"/> <value enum="4" description="BROKER_OPTION"/> <value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/> <value enum="6" description="CANCEL_ON_TRADING_HALT"/> <value enum="7" description="CANCEL_ON_SYSTEM_FAILURE"/> <value enum="8" description="MARKET_OPTION"/> <value enum="9" description="CANCELED_NOT_BEST"/> <value enum="10" description="WAREHOUSE_RECAP"/> <value enum="11" description="PEG_REFRESH"/> <value enum="99" description="OTHER"/> </field> <field number="379" name="BusinessRejectRefID" type="STRING"/> <field number="380" name="BusinessRejectReason" type="INT"> <value enum="0" description="OTHER"/> <value enum="1" description="UNKNOWN_ID"/> <value enum="2" description="UNKNOWN_SECURITY"/> <value enum="3" description="UNKNOWN_MESSAGE_TYPE"/> <value enum="4" description="APPLICATION_NOT_AVAILABLE"/> <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/> <value enum="6" description="NOT_AUTHORIZED"/> <value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME"/> <value enum="18" description="INVALID_PRICE_INCREMENT"/> </field> <field number="381" name="GrossTradeAmt" type="AMT"/> <field number="382" name="NoContraBrokers" type="NUMINGROUP"/> <field number="386" name="NoTradingSessions" type="NUMINGROUP"/> <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"/> <value enum="6" description="RELATED_TO_VWAP"/> <value enum="7" description="AVERAGE_PRICE_GUARANTEE"/> </field> <field number="389" name="DiscretionOffsetValue" type="FLOAT"/> <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="TotNoRelatedSym" type="INT"/> <field number="394" name="BidType" type="INT"> <value enum="1" description="NON_DISCLOSED_STYLE"/> <value enum="2" description="DISCLOSED_SYTLE"/> <value enum="3" description="NO_BIDDING_PROCESS"/> </field> <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="NUMINGROUP"/> <field number="399" name="BidDescriptorType" type="INT"> <value enum="1" description="SECTOR"/> <value enum="2" description="COUNTRY"/> <value enum="3" description="INDEX"/> </field> <field number="400" name="BidDescriptor" type="STRING"/> <field number="401" name="SideValueInd" type="INT"> <value enum="1" description="SIDE_VALUE_1"/> <value enum="2" description="SIDE_VALUE_2"/> </field> <field number="402" name="LiquidityPctLow" type="PERCENTAGE"/> <field number="403" name="LiquidityPctHigh" type="PERCENTAGE"/> <field number="404" name="LiquidityValue" type="AMT"/> <field number="405" name="EFPTrackingError" type="PERCENTAGE"/> <field number="406" name="FairValue" type="AMT"/> <field number="407" name="OutsideIndexPct" type="PERCENTAGE"/> <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="PERCENTAGE"/> <field number="411" name="ExchangeForPhysical" type="BOOLEAN"> <value enum="N" description="FALSE"/> <value enum="Y" description="TRUE"/> </field> <field number="412" name="OutMainCntryUIndex" type="AMT"/> <field number="413" name="CrossPercent" type="PERCENTAGE"/> <field number="414" name="ProgRptReqs" type="INT"> <value enum="1" description="BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST_THE_SELL_SIDE_FIRM_CAN_HOWEVER_SEND_A_DONE_STATUS_LIST_STATUS_RESPONSE_IN_AN_UNSOLICITED_FASHION"/> <value enum="2" description="SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_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="BidTradeType" 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="NUMINGROUP"/> <field number="421" name="Country" type="COUNTRY"/> <field number="422" name="TotNoStrikes" type="INT"/> <field number="423" name="PriceType" type="INT"> <value enum="1" description="PERCENTAGE"/> <value enum="2" description="PER_UNIT"/> <value enum="3" description="FIXED_AMOUNT"/> <value enum="4" description="DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR"/> <value enum="5" description="PREMIUM_PERCENTAGE_POINTS_OVER_PAR"/> <value enum="6" description="SPREAD"/> <value enum="7" description="TED_PRICE"/> <value enum="8" description="TED_YIELD"/> <value enum="9" description="YIELD"/> <value enum="10" description="FIXED_CABINET_TRADE_PRICE"/> <value enum="11" description="VARIABLE_CABINET_TRADE_PRICE"/> <value enum="13" description="PRODUCT_TICKS_IN_HALFS"/> <value enum="14" description="PRODUCT_TICKS_IN_FOURTHS"/> <value enum="15" description="PRODUCT_TICKS_IN_EIGHTS"/> <value enum="16" description="PRODUCT_TICKS_IN_SIXTEENTHS"/> <value enum="17" description="PRODUCT_TICKS_IN_THIRTY_SECONDS"/> <value enum="18" description="PRODUCT_TICKS_IN_SIXTY_FORTHS"/> <value enum="19" description="PRODUCT_TICKS_IN_ONE_TWENTY_EIGHTS"/> </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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES"/> <value enum="2" description="ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE"/> </field> <field number="428" name="NoStrikes" type="NUMINGROUP"/> <field number="429" name="ListStatusType" type="INT"> <value enum="1" description="ACK"/> <value enum="2" description="RESPONSE"/> <value enum="3" description="TIMED"/> <value enum="4" description="EXEC_STARTED"/> <value enum="5" description="ALL_DONE"/> <value enum="6" description="ALERT"/> </field> <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"> <value enum="1" description="IN_BIDDING_PROCESS"/> <value enum="2" description="RECEIVED_FOR_EXECUTION"/> <value enum="3" description="EXECUTING"/> <value enum="4" description="CANCELLING"/> <value enum="5" description="ALERT"/> <value enum="6" description="ALL_DONE"/> <value enum="7" description="REJECT"/> </field> <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_EXECUT_INSTRUCTION"/> <value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN"/> <value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP"/> <value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW"/> </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="PERCENTAGE"/> <field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/> <field number="437" name="ContraTradeQty" type="QTY"/> <field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/> <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"/> <field number="447" name="PartyIDSource" type="CHAR"> <value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/> <value enum="1" description="KOREAN_INVESTOR_ID"/> <value enum="I" description="DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT"/> <value enum="B" description="BIC"/> <value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/> <value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/> <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/> <value enum="8" description="US_EMPLOYER_OR_TAX_ID_NUMBER"/> <value enum="3" description="TAIWANESE_TRADING_ACCT"/> <value enum="D" description="PROPRIETARY_CUSTOM_CODE"/> <value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/> <value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER"/> <value enum="E" description="ISO_COUNTRY_CODE"/> <value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/> <value enum="5" description="CHINESE_INVESTOR_ID"/> <value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/> <value enum="G" description="MIC"/> <value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/> </field> <field number="448" name="PartyID" type="STRING"/> <field number="451" name="NetChgPrevDay" type="PRICEOFFSET"/> <field number="452" name="PartyRole" type="INT"> <value enum="1" description="EXECUTING_FIRM"/> <value enum="2" description="BROKER_OF_CREDIT"/> <value enum="3" description="CLIENT_ID"/> <value enum="4" description="CLEARING_FIRM"/> <value enum="5" description="INVESTOR_ID"/> <value enum="6" description="INTRODUCING_FIRM"/> <value enum="7" description="ENTERING_FIRM"/> <value enum="8" description="LOCATE_LENDING_FIRM"/> <value enum="9" description="FUND_MANAGER_CLIENT_ID"/> <value enum="10" description="SETTLEMENT_LOCATION"/> <value enum="11" description="ORDER_ORIGINATION_TRADER"/> <value enum="12" description="EXECUTING_TRADER"/> <value enum="13" description="ORDER_ORIGINATION_FIRM"/> <value enum="14" description="GIVEUP_CLEARING_FIRM"/> <value enum="15" description="CORRESPONDANT_CLEARING_FIRM"/> <value enum="16" description="EXECUTING_SYSTEM"/> <value enum="17" description="CONTRA_FIRM"/> <value enum="18" description="CONTRA_CLEARING_FIRM"/> <value enum="19" description="SPONSORING_FIRM"/> <value enum="20" description="UNDERLYING_CONTRA_FIRM"/> <value enum="21" description="CLEARING_ORGANIZATION"/> <value enum="22" description="EXCHANGE"/> <value enum="24" description="CUSTOMER_ACCOUNT"/> <value enum="25" description="CORRESPONDENT_CLEARING_ORGANIZATION"/> <value enum="26" description="CORRESPONDENT_BROKER"/> <value enum="27" description="BUYER_SELLER"/> <value enum="28" description="CUSTODIAN"/> <value enum="29" description="INTERMEDIARY"/> <value enum="30" description="AGENT"/> <value enum="31" description="SUB_CUSTODIAN"/> <value enum="32" description="BENEFICIARY"/> <value enum="33" description="INTERESTED_PARTY"/> <value enum="34" description="REGULATORY_BODY"/> <value enum="35" description="LIQUIDITY_PROVIDER"/> <value enum="36" description="ENTERING_TRADER"/> <value enum="37" description="CONTRA_TRADER"/> <value enum="38" description="POSITION_ACCOUNT"/> <value enum="39" description="CONTRA_INVESTOR_ID"/> <value enum="40" description="TRANSFER_TO_FIRM"/> <value enum="41" description="CONTRA_POSITION_ACCOUNT"/> <value enum="42" description="CONTRA_EXCHANGE"/> <value enum="43" description="INTERNAL_CARRY_ACCOUNT"/> <value enum="44" description="ORDER_ENTRY_OPERATOR_ID"/> <value enum="45" description="SECONDARY_ACCOUNT_NUMBER"/> <value enum="46" description="FORIEGN_FIRM"/> <value enum="47" description="THIRD_PARTY_ALLOCATION_FIRM"/> <value enum="48" description="CLAIMING_ACCOUNT"/> <value enum="49" description="ASSET_MANAGER"/> <value enum="50" description="PLEDGOR_ACCOUNT"/> <value enum="51" description="PLEDGEE_ACCOUNT"/> <value enum="52" description="LARGE_TRADER_REPORTABLE_ACCOUNT"/> <value enum="53" description="TRADER_MNEMONIC"/> <value enum="54" description="SENDER_LOCATION"/> <value enum="55" description="SESSION_ID"/> <value enum="56" description="ACCEPTABLE_COUNTERPARTY"/> <value enum="57" description="UNACCEPTABLE_COUNTERPARTY"/> <value enum="58" description="ENTERING_UNIT"/> <value enum="59" description="EXECUTING_UNIT"/> <value enum="60" description="INTRODUCING_BROKER"/> <value enum="61" description="QUOTE_ORIGINATOR"/> <value enum="62" description="REPORT_ORIGINATOR"/> <value enum="63" description="SYSTEMATIC_INTERNALISER"/> <value enum="64" description="MULTILATERAL_TRADING_FACILITY"/> <value enum="65" description="REGULATED_MARKET"/> <value enum="66" description="MARKET_MAKER"/> <value enum="67" description="INVESTMENT_FIRM"/> <value enum="68" description="HOST_COMPETENT_AUTHORITY"/> <value enum="69" description="HOME_COMPETENT_AUTHORITY"/> <value enum="70" description="COMPETENT_AUTHORITY_OF_THE_MOST_RELEVANT_MARKET_IN_TERMS_OF_LIQUIDITY"/> <value enum="71" description="COMPETENT_AUTHORITY_OF_THE_TRANSACTION"/> <value enum="72" description="REPORTING_INTERMEDIARY"/> <value enum="73" description="EXECUTION_VENUE"/> <value enum="74" description="MARKET_DATA_ENTRY_ORIGINATOR"/> <value enum="75" description="LOCATION_ID"/> <value enum="76" description="DESK_ID"/> <value enum="77" description="MARKET_DATA_MARKET"/> <value enum="78" description="ALLOCATION_ENTITY"/> <value enum="79" description="PRIME_BROKER_PROVIDING_GENERAL_TRADE_SERVICES"/> <value enum="80" description="STEP_OUT_FIRM"/> <value enum="81" description="BROKERCLEARINGID"/> </field> <field number="453" name="NoPartyIDs" type="NUMINGROUP"/> <field number="454" name="NoSecurityAltID" type="NUMINGROUP"/> <field number="455" name="SecurityAltID" type="STRING"/> <field number="456" name="SecurityAltIDSource" type="STRING"/> <field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP"/> <field number="458" name="UnderlyingSecurityAltID" type="STRING"/> <field number="459" name="UnderlyingSecurityAltIDSource" type="STRING"/> <field number="460" name="Product" type="INT"> <value enum="1" description="AGENCY"/> <value enum="2" description="COMMODITY"/> <value enum="3" description="CORPORATE"/> <value enum="4" description="CURRENCY"/> <value enum="5" description="EQUITY"/> <value enum="6" description="GOVERNMENT"/> <value enum="7" description="INDEX"/> <value enum="8" description="LOAN"/> <value enum="9" description="MONEYMARKET"/> <value enum="10" description="MORTGAGE"/> <value enum="11" description="MUNICIPAL"/> <value enum="12" description="OTHER"/> <value enum="13" description="FINANCING"/> </field> <field number="461" name="CFICode" type="STRING"/> <field number="462" name="UnderlyingProduct" type="INT"/> <field number="463" name="UnderlyingCFICode" type="STRING"/> <field number="466" name="BookingRefID" type="STRING"/> <field number="467" name="IndividualAllocID" type="STRING"/> <field number="468" name="RoundingDirection" type="CHAR"> <value enum="0" description="ROUND_TO_NEAREST"/> <value enum="1" description="ROUND_DOWN"/> <value enum="2" description="ROUND_UP"/> </field> <field number="469" name="RoundingModulus" type="FLOAT"/> <field number="470" name="CountryOfIssue" type="COUNTRY"/> <field number="471" name="StateOrProvinceOfIssue" type="STRING"/> <field number="472" name="LocaleOfIssue" type="STRING"/> <field number="473" name="NoRegistDtls" type="NUMINGROUP"/> <field number="474" name="MailingDtls" type="STRING"/> <field number="475" name="InvestorCountryOfResidence" type="COUNTRY"/> <field number="476" name="PaymentRef" type="STRING"/> <field number="477" name="DistribPaymentMethod" type="INT"> <value enum="1" description="CREST"/> <value enum="2" description="NSCC"/> <value enum="3" description="EUROCLEAR"/> <value enum="4" description="CLEARSTREAM"/> <value enum="5" description="CHEQUE"/> <value enum="6" description="TELEGRAPHIC_TRANSFER"/> <value enum="7" description="FED_WIRE"/> <value enum="8" description="DIRECT_CREDIT"/> <value enum="9" description="ACH_CREDIT"/> <value enum="10" description="BPAY"/> <value enum="11" description="HIGH_VALUE_CLEARING_SYSTEM_HVACS"/> <value enum="12" description="REINVEST_IN_FUND"/> </field> <field number="478" name="CashDistribCurr" type="CURRENCY"/> <field number="479" name="CommCurrency" type="CURRENCY"/> <field number="480" name="CancellationRights" type="CHAR"> <value enum="Y" description="YES"/> <value enum="N" description="NO_EXECUTION_ONLY"/> <value enum="M" description="NO_WAIVER_AGREEMENT"/> <value enum="O" description="NO_INSTITUTIONAL"/> </field> <field number="481" name="MoneyLaunderingStatus" type="CHAR"> <value enum="Y" description="PASSED"/> <value enum="N" description="NOT_CHECKED"/> <value enum="1" description="EXEMPT_BELOW_THE_LIMIT"/> <value enum="2" description="EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION"/> <value enum="3" description="EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION"/> </field> <field number="482" name="MailingInst" type="STRING"/> <field number="483" name="TransBkdTime" type="UTCTIMESTAMP"/> <field number="484" name="ExecPriceType" type="CHAR"> <value enum="B" description="BID_PRICE"/> <value enum="C" description="CREATION_PRICE"/> <value enum="D" description="CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT"/> <value enum="E" description="CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT"/> <value enum="O" description="OFFER_PRICE"/> <value enum="P" description="OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT"/> <value enum="Q" description="OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT"/> <value enum="S" description="SINGLE_PRICE"/> </field> <field number="485" name="ExecPriceAdjustment" type="FLOAT"/> <field number="486" name="DateOfBirth" type="LOCALMKTDATE"/> <field number="487" name="TradeReportTransType" type="INT"> <value enum="0" description="NEW"/> <value enum="1" description="CANCEL"/> <value enum="2" description="REPLACE"/> <value enum="3" description="RELEASE"/> <value enum="4" description="REVERSE"/> <value enum="5" description="CANCEL_DUE_TO_BACK_OUT_OF_TRADE"/> </field> <field number="488" name="CardHolderName" type="STRING"/> <field number="489" name="CardNumber" type="STRING"/> <field number="490" name="CardExpDate" type="LOCALMKTDATE"/> <field number="491" name="CardIssNum" type="STRING"/> <field number="492" name="PaymentMethod" type="INT"> <value enum="1" description="CREST"/> <value enum="2" description="NSCC"/> <value enum="3" description="EUROCLEAR"/> <value enum="4" description="CLEARSTREAM"/> <value enum="5" description="CHEQUE"/> <value enum="6" description="TELEGRAPHIC_TRANSFER"/> <value enum="7" description="FED_WIRE"/> <value enum="8" description="DEBIT_CARD"/> <value enum="9" description="DIRECT_DEBIT"/> <value enum="10" description="DIRECT_CREDIT"/> <value enum="11" description="CREDIT_CARD"/> <value enum="12" description="ACH_DEBIT"/> <value enum="13" description="ACH_CREDIT"/> <value enum="14" description="BPAY"/> <value enum="15" description="HIGH_VALUE_CLEARING_SYSTEM"/> </field> <field number="493" name="RegistAcctType" type="STRING"/> <field number="494" name="Designation" type="STRING"/> <field number="495" name="TaxAdvantageType" type="INT"> <value enum="0" description="NONE_NOT_APPLICABLE"/> <value enum="1" description="MAXI_ISA"/> <value enum="2" description="TESSA"/> <value enum="3" description="MINI_CASH_ISA"/> <value enum="4" description="MINI_STOCKS_AND_SHARES_ISA"/> <value enum="5" description="MINI_INSURANCE_ISA"/> <value enum="6" description="CURRENT_YEAR_PAYMENT"/> <value enum="7" description="PRIOR_YEAR_PAYMENT"/> <value enum="8" description="ASSET_TRANSFER"/> <value enum="9" description="EMPLOYEE_PRIOR_YEAR"/> <value enum="10" description="EMPLOYEE_CURRENT_YEAR"/> <value enum="11" description="EMPLOYER_PRIOR_YEAR"/> <value enum="12" description="EMPLOYER_CURRENT_YEAR"/> <value enum="13" description="NON_FUND_PROTOTYPE_IRA"/> <value enum="14" description="NON_FUND_QUALIFIED_PLAN"/> <value enum="15" description="DEFINED_CONTRIBUTION_PLAN"/> <value enum="16" description="INDIVIDUAL_RETIREMENT_ACCOUNT"/> <value enum="17" description="INDIVIDUAL_RETIREMENT_ACCOUNT_ROLLOVER"/> <value enum="18" description="KEOGH"/> <value enum="19" description="PROFIT_SHARING_PLAN"/> <value enum="20" description="_401"/> <value enum="21" description="SELF_DIRECTED_IRA"/> <value enum="22" description="_403"/> <value enum="23" description="_457"/> <value enum="24" description="ROTH_IRA"/> <value enum="25" description="ROTH_IRA_1"/> <value enum="26" description="ROTH_CONVERSION_IRA"/> <value enum="27" description="ROTH_CONVERSION_IRA_1"/> <value enum="28" description="EDUCATION_IRA"/> <value enum="29" description="EDUCATION_IRA_1"/> <value enum="999" description="OTHER"/> </field> <field number="496" name="RegistRejReasonText" type="STRING"/> <field number="497" name="FundRenewWaiv" type="CHAR"> <value enum="N" description="NO"/> <value enum="Y" description="YES"/> </field> <field number="498" name="CashDistribAgentName" type="STRING"/> <field number="499" name="CashDistribAgentCode" type="STRING"/> <field number="500" name="CashDistribAgentAcctNumber" type="STRING"/> <field number="501" name="CashDistribPayRef" type="STRING"/> <field number="502" name="CashDistribAgentAcctName" type="STRING"/> <field number="503" name="CardStartDate" type="LOCALMKTDATE"/> <field number="504" name="PaymentDate" type="LOCALMKTDATE"/> <field number="505" name="PaymentRemitterID" type="STRING"/> <field number="506" name="RegistStatus" type="CHAR"> <value enum="A" description="ACCEPTED"/> <value enum="R" description="REJECTED"/> <value enum="H" description="HELD"/> <value enum="N" description="REMINDER_I_E_REGISTRATION_INSTRUCTIONS_ARE_STILL_OUTSTANDING"/> </field> <field number="507" name="RegistRejReasonCode" type="INT"> <value enum="1" description="INVALID_UNACCEPTABLE_ACCOUNT_TYPE"/> <value enum="2" description="INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE"/> <value enum="3" description="INVALID_UNACCEPTABLE_OWNERSHIP_TYPE"/> <value enum="4" description="INVALID_UNACCEPTABLE_NO_REG_DETAILS"/> <value enum="5" description="INVALID_UNACCEPTABLE_REG_SEQ_NO"/> <value enum="6" description="INVALID_UNACCEPTABLE_REG_DETAILS"/> <value enum="7" description="INVALID_UNACCEPTABLE_MAILING_DETAILS"/> <value enum="8" description="INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS"/> <value enum="9" description="INVALID_UNACCEPTABLE_INVESTOR_ID"/> <value enum="10" description="INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE"/> <value enum="11" description="INVALID_UNACCEPTABLE_DATE_OF_BIRTH"/> <value enum="12" description="INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE"/> <value enum="13" description="INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS"/> <value enum="14" description="INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE"/> <value enum="15" description="INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD"/> <value enum="16" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME"/> <value enum="17" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE"/> <value enum="18" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM"/> <value enum="99" description="OTHER"/> </field> <field number="508" name="RegistRefID" type="STRING"/> <field number="509" name="RegistDtls" type="STRING"/> <field number="510" name="NoDistribInsts" type="NUMINGROUP"/> <field number="511" name="RegistEmail" type="STRING"/> <field number="512" name="DistribPercentage" type="PERCENTAGE"/> <field number="513" name="RegistID" type="STRING"/> <field number="514" name="RegistTransType" type="CHAR"> <value enum="0" description="NEW"/> <value enum="2" description="CANCEL"/> <value enum="1" description="REPLACE"/> </field> <field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP"/> <field number="516" name="OrderPercent" type="PERCENTAGE"/> <field number="517" name="OwnershipType" type="CHAR"> <value enum="J" description="JOINT_INVESTORS"/> <value enum="T" description="TENANTS_IN_COMMON"/> <value enum="2" description="JOINT_TRUSTEES"/> </field> <field number="518" name="NoContAmts" type="NUMINGROUP"/> <field number="519" name="ContAmtType" type="INT"> <value enum="1" description="COMMISSION_AMOUNT"/> <value enum="2" description="COMMISSION_PERCENT"/> <value enum="3" description="INITIAL_CHARGE_AMOUNT"/> <value enum="4" description="INITIAL_CHARGE_PERCENT"/> <value enum="5" description="DISCOUNT_AMOUNT"/> <value enum="6" description="DISCOUNT_PERCENT"/> <value enum="7" description="DILUTION_LEVY_AMOUNT"/> <value enum="8" description="DILUTION_LEVY_PERCENT"/> <value enum="9" description="EXIT_CHARGE_AMOUNT"/> <value enum="10" description="EXIT_CHARGE_PERCENT"/> <value enum="11" description="FUND_BASED_RENEWAL_COMMISSION_PERCENT"/> <value enum="12" description="PROJECTED_FUND_VALUE"/> <value enum="13" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT"/> <value enum="14" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT_1"/> <value enum="15" description="NET_SETTLEMENT_AMOUNT"/> </field> <field number="520" name="ContAmtValue" type="FLOAT"/> <field number="521" name="ContAmtCurr" type="CURRENCY"/> <field number="522" name="OwnerType" type="INT"> <value enum="1" description="INDIVIDUAL_INVESTOR"/> <value enum="2" description="PUBLIC_COMPANY"/> <value enum="3" description="PRIVATE_COMPANY"/> <value enum="4" description="INDIVIDUAL_TRUSTEE"/> <value enum="5" description="COMPANY_TRUSTEE"/> <value enum="6" description="PENSION_PLAN"/> <value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT"/> <value enum="8" description="TRUSTS"/> <value enum="9" description="FIDUCIARIES"/> <value enum="10" description="NETWORKING_SUB_ACCOUNT"/> <value enum="11" description="NON_PROFIT_ORGANIZATION"/> <value enum="12" description="CORPORATE_BODY"/> <value enum="13" description="NOMINEE"/> </field> <field number="523" name="PartySubID" type="STRING"/> <field number="524" name="NestedPartyID" type="STRING"/> <field number="525" name="NestedPartyIDSource" type="CHAR"/> <field number="526" name="SecondaryClOrdID" type="STRING"/> <field number="527" name="SecondaryExecID" type="STRING"/> <field number="528" name="OrderCapacity" type="CHAR"> <value enum="A" description="AGENCY"/> <value enum="G" description="PROPRIETARY"/> <value enum="I" description="INDIVIDUAL"/> <value enum="P" description="PRINCIPAL"/> <value enum="R" description="RISKLESS_PRINCIPAL"/> <value enum="W" description="AGENT_FOR_OTHER_MEMBER"/> </field> <field number="529" name="OrderRestrictions" type="MULTIPLECHARVALUE"> <value enum="1" description="PROGRAM_TRADE"/> <value enum="2" description="INDEX_ARBITRAGE"/> <value enum="3" description="NON_INDEX_ARBITRAGE"/> <value enum="4" description="COMPETING_MARKET_MAKER"/> <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY"/> <value enum="6" description="ACTING_AS_MARKET_MAKER_OF_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SEUCIRTY"/> <value enum="7" description="FOREIGN_ENTITY"/> <value enum="8" description="EXTERNAL_MARKET_PARTICIPANT"/> <value enum="9" description="EXTNERAL_INTER_CONNECTED_MARKET_LINKAGE"/> <value enum="A" description="RISKLESS_ARBITRAGE"/> <value enum="B" description="ISSUER_HOLDING"/> <value enum="C" description="ISSUE_PRICE_STABILIZATION"/> <value enum="D" description="NON_ALGORITHMIC"/> <value enum="E" description="ALGORITHMIC"/> </field> <field number="530" name="MassCancelRequestType" type="CHAR"> <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY"/> <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/> <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT"/> <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE"/> <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE"/> <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION"/> <value enum="7" description="CANCEL_ALL_ORDERS"/> <value enum="8" description="CANCEL_ORDERS_FOR_A_MARKET"/> <value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT"/> <value enum="A" description="CANCEL_ORDERS_FOR_A_SECURITY_GROUP"/> </field> <field number="531" name="MassCancelResponse" type="CHAR"> <value enum="0" description="CANCEL_REQUEST_REJECTED_SEE_MASSCANCELREJECTREASON"/> <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY"/> <value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/> <value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT"/> <value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE"/> <value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE"/> <value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION"/> <value enum="7" description="CANCEL_ALL_ORDERS"/> <value enum="8" description="CANCEL_ORDERS_FOR_A_MARKET"/> <value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT"/> <value enum="A" description="CANCEL_ORDERS_FOR_A_SECURITY_GROUP"/> </field> <field number="532" name="MassCancelRejectReason" type="INT"> <value enum="0" description="MASS_CANCEL_NOT_SUPPORTED"/> <value enum="1" description="INVALID_OR_UNKNOWN_SECURITY"/> <value enum="2" description="INVALID_OR_UNKOWN_UNDERLYING_SECURITY"/> <value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT"/> <value enum="4" description="INVALID_OR_UNKNOWN_CFICODE"/> <value enum="5" description="INVALID_OR_UNKNOWN_SECURITYTYPE"/> <value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION"/> <value enum="7" description="INVALID_OR_UNKNOWN_MARKET"/> <value enum="8" description="INVALID_OR_UNKOWN_MARKET_SEGMENT"/> <value enum="9" description="INVALID_OR_UNKNOWN_SECURITY_GROUP"/> <value enum="99" description="OTHER"/> </field> <field number="533" name="TotalAffectedOrders" type="INT"/> <field number="534" name="NoAffectedOrders" type="NUMINGROUP"/> <field number="535" name="AffectedOrderID" type="STRING"/> <field number="536" name="AffectedSecondaryOrderID" type="STRING"/> <field number="537" name="QuoteType" type="INT"> <value enum="0" description="INDICATIVE"/> <value enum="1" description="TRADEABLE"/> <value enum="2" description="RESTRICTED_TRADEABLE"/> <value enum="3" description="COUNTER"/> </field> <field number="538" name="NestedPartyRole" type="INT"/> <field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/> <field number="540" name="TotalAccruedInterestAmt" type="AMT"/> <field number="541" name="MaturityDate" type="LOCALMKTDATE"/> <field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE"/> <field number="543" name="InstrRegistry" type="STRING"/> <field number="544" name="CashMargin" type="CHAR"> <value enum="1" description="CASH"/> <value enum="2" description="MARGIN_OPEN"/> <value enum="3" description="MARGIN_CLOSE"/> </field> <field number="545" name="NestedPartySubID" type="STRING"/> <field number="546" name="Scope" type="MULTIPLECHARVALUE"> <value enum="1" description="LOCAL_MARKET"/> <value enum="2" description="NATIONAL"/> <value enum="3" description="GLOBAL"/> </field> <field number="547" name="MDImplicitDelete" type="BOOLEAN"> <value enum="N" description="SERVER_MUST_SEND_AN_EXPLICIT_DELETE_FOR_BIDS_OR_OFFERS_FALLING_OUTSIDE_THE_REQUESTED_MARKETDEPTH_OF_THE_REQUEST"/> <value enum="Y" description="CLIENT_HAS_RESPONSIBILITY_FOR_IMPLICITLY_DELETING_BIDS_OR_OFFERS_FALLING_OUTSIDE_THE_MARKETDEPTH_OF_THE_REQUEST"/> </field> <field number="548" name="CrossID" type="STRING"/> <field number="549" name="CrossType" type="INT"> <value enum="1" description="CROSS_AON_CROSS_TADE_WHICH_IS_EXECUTED_COMPLETE_OR_NOT_BOTH_SIDES_ARE_TREATED_IN_THE_SAME_MANNER_THIS_IS_EQUIVALENT_TO_AN_ALL_OR_NONE_"/> <value enum="2" description="CROSS_IOC_CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED_ONE_SIDE_IS_FULLY_EXECUTED_THE_OTHER_SIDE_IS_PARTIALLY_EXECUTED_WITH_THE_REMAINDER_BEING_CANCELLED_THIS_IS_EQUIVALENT_TO_AN_IOC_ON_THE_OTHER_SIDE_NOTE_CROSSPRIORITIZATION_FIELD_MAY_BE_USED_TO_INDICATE_WHICH_SIDE_SHOULD_FULLY_EXECUTE_IN_THIS_SCENARIO_"/> <value enum="3" description="CROSS_ONE_SIDE_CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE_ONE_SIDE_OF_THE_CORSS_IS_FULLY_EXECUTED_BUT_THE_UNFILLED_PORTION_REMAINS_ACTIVE_"/> <value enum="4" description="CROSS_SAME_PRICE_CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE_IN_THIS_CASE_OTHER_ORDERS_EXIST_WITH_THE_SAME_PRICE_THE_QUANTITY_OF_THE_CROSS_IS_EXECUTED_AGAINST_THE_EXISTING_ORDERS_AND_QUOTES_THE_REMAINDER_OF_THE_CORSS_IS_EXECUTED_AGAINST_THE_OTHER_SIDE_OF_THE_CROSS_THE_TWO_SIDES_POTENTIALLY_HAVE_DIFFERENT_QUANTITIES_"/> </field> <field number="550" name="CrossPrioritization" type="INT"> <value enum="0" description="NONE"/> <value enum="1" description="BUY_SIDE_IS_PRIORITIZED"/> <value enum="2" description="SELL_SIDE_IS_PRIORITIZED"/> </field> <field number="551" name="OrigCrossID" type="STRING"/> <field number="552" name="NoSides" type="NUMINGROUP"> <value enum="1" description="ONE_SIDE"/> <value enum="2" description="BOTH_SIDES"/> </field> <field number="553" name="Username" type="STRING"/> <field number="554" name="Password" type="STRING"/> <field number="555" name="NoLegs" type="NUMINGROUP"/> <field number="556" name="LegCurrency" type="CURRENCY"/> <field number="557" name="TotNoSecurityTypes" type="INT"/> <field number="558" name="NoSecurityTypes" type="NUMINGROUP"/> <field number="559" name="SecurityListRequestType" type="INT"> <value enum="0" description="SYMBOL"/> <value enum="1" description="SECURITYTYPE_AND_OR_CFICODE"/> <value enum="2" description="PRODUCT"/> <value enum="3" description="TRADINGSESSIONID"/> <value enum="4" description="ALL_SECURITIES"/> <value enum="5" description="MARKETID_OR_MARKETID_MARKETSEGMENTID"/> </field> <field number="560" name="SecurityRequestResult" type="INT"> <value enum="0" description="VALID_REQUEST"/> <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST"/> <value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA"/> <value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA"/> <value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE"/> <value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED"/> </field> <field number="561" name="RoundLot" type="QTY"/> <field number="562" name="MinTradeVol" type="QTY"/> <field number="563" name="MultiLegRptTypeReq" type="INT"> <value enum="0" description="REPORT_BY_MULITLEG_SECURITY_ONLY"/> <value enum="1" description="REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY"/> <value enum="2" description="REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY"/> </field> <field number="564" name="LegPositionEffect" type="CHAR"/> <field number="565" name="LegCoveredOrUncovered" type="INT"/> <field number="566" name="LegPrice" type="PRICE"/> <field number="567" name="TradSesStatusRejReason" type="INT"> <value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID"/> <value enum="99" description="OTHER"/> </field> <field number="568" name="TradeRequestID" type="STRING"/> <field number="569" name="TradeRequestType" type="INT"> <value enum="0" description="ALL_TRADES"/> <value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST"/> <value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA"/> <value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA"/> <value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA"/> </field> <field number="570" name="PreviouslyReported" type="BOOLEAN"> <value enum="N" description="NOT_REPORTED_TO_COUNTERPARTY"/> <value enum="Y" description="PERVIOUSLY_REPORTED_TO_COUNTERPARTY"/> </field> <field number="571" name="TradeReportID" type="STRING"/> <field number="572" name="TradeReportRefID" type="STRING"/> <field number="573" name="MatchStatus" type="CHAR"> <value enum="0" description="COMPARED_MATCHED_OR_AFFIRMED"/> <value enum="1" description="UNCOMPARED_UNMATCHED_OR_UNAFFIRED"/> <value enum="2" description="ADVISORY_OR_ALERT"/> </field> <field number="574" name="MatchType" type="STRING"> <value enum="A1" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME"/> <value enum="A2" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES"/> <value enum="M3" description="ACT_ACCEPTED_TRADE"/> <value enum="A3" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME"/> <value enum="M4" description="ACT_DEFAULT_TRADE"/> <value enum="A4" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES"/> <value enum="M5" description="ACT_DEFAULT_AFTER_M2"/> <value enum="A5" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME"/> <value enum="M6" description="ACT_M6_MATCH"/> <value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS"/> <value enum="S1" description="SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED"/> <value enum="S2" description="SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/> <value enum="S3" description="SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/> <value enum="S4" description="SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/> <value enum="S5" description="SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/> <value enum="M1" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH"/> <value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH"/> <value enum="MT" description="OCS_LOCKED_IN_NON_ACT"/> <value enum="1" description="ONE_PARTY_TRADE_REPORT"/> <value enum="2" description="TWO_PARTY_TRADE_REPORT"/> <value enum="3" description="CONFIRMED_TRADE_REPORT"/> <value enum="4" description="AUTO_MATCH"/> <value enum="5" description="CROSS_AUCTION"/> <value enum="6" description="COUNTER_ORDER_SELECTION"/> <value enum="7" description="CALL_AUCTION"/> <value enum="8" description="ISSUING_BUY_BACK_AUCTION"/> </field> <field number="575" name="OddLot" type="BOOLEAN"> <value enum="N" description="TREAT_AS_ROUND_LOT"/> <value enum="Y" description="TREAT_AS_ODD_LOT"/> </field> <field number="576" name="NoClearingInstructions" type="NUMINGROUP"/> <field number="577" name="ClearingInstruction" type="INT"> <value enum="0" description="PROCESS_NORMALLY"/> <value enum="1" description="EXCLUDE_FROM_ALL_NETTING"/> <value enum="2" description="BILATERAL_NETTING_ONLY"/> <value enum="3" description="EX_CLEARING"/> <value enum="4" description="SPECIAL_TRADE"/> <value enum="5" description="MULTILATERAL_NETTING"/> <value enum="6" description="CLEAR_AGAINST_CENTRAL_COUNTERPARTY"/> <value enum="7" description="EXCLUDE_FROM_CENTRAL_COUNTERPARTY"/> <value enum="8" description="MANUAL_MODE"/> <value enum="9" description="AUTOMATIC_POSTING_MODE"/> <value enum="10" description="AUTOMATIC_GIVE_UP_MODE"/> <value enum="11" description="QUALIFIED_SERVICE_REPRESENTATIVE_QSR"/> <value enum="12" description="CUSTOMER_TRADE"/> <value enum="13" description="SELF_CLEARING"/> </field> <field number="578" name="TradeInputSource" type="STRING"/> <field number="579" name="TradeInputDevice" type="STRING"/> <field number="580" name="NoDates" type="NUMINGROUP"/> <field number="581" name="AccountType" type="INT"> <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS"/> <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS"/> <value enum="3" description="HOUSE_TRADER"/> <value enum="4" description="FLOOR_TRADER"/> <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED"/> <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED"/> <value enum="8" description="JOINT_BACK_OFFICE_ACCOUNT"/> </field> <field number="582" name="CustOrderCapacity" type="INT"> <value enum="1" description="MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT"/> <value enum="2" description="CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT"/> <value enum="3" description="MEMBER_TRADING_FOR_ANOTHER_MEMBER"/> <value enum="4" description="ALL_OTHER"/> </field> <field number="583" name="ClOrdLinkID" type="STRING"/> <field number="584" name="MassStatusReqID" type="STRING"/> <field number="585" name="MassStatusReqType" type="INT"> <value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY"/> <value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY"/> <value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT"/> <value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE"/> <value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE"/> <value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION"/> <value enum="7" description="STATUS_FOR_ALL_ORDERS"/> <value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID"/> </field> <field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP"/> <field number="587" name="LegSettlType" type="CHAR"/> <field number="588" name="LegSettlDate" type="LOCALMKTDATE"/> <field number="589" name="DayBookingInst" type="CHAR"> <value enum="0" description="CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR"/> <value enum="1" description="SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING"/> <value enum="2" description="ACCUMULATE"/> </field> <field number="590" name="BookingUnit" type="CHAR"> <value enum="0" description="EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT"/> <value enum="1" description="AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER"/> <value enum="2" description="AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE"/> </field> <field number="591" name="PreallocMethod" type="CHAR"> <value enum="0" description="PRO_RATA"/> <value enum="1" description="DO_NOT_PRO_RATA_DISCUSS_FIRST"/> </field> <field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY"/> <field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING"/> <field number="594" name="UnderlyingLocaleOfIssue" type="STRING"/> <field number="595" name="UnderlyingInstrRegistry" type="STRING"/> <field number="596" name="LegCountryOfIssue" type="COUNTRY"/> <field number="597" name="LegStateOrProvinceOfIssue" type="STRING"/> <field number="598" name="LegLocaleOfIssue" type="STRING"/> <field number="599" name="LegInstrRegistry" type="STRING"/> <field number="600" name="LegSymbol" type="STRING"/> <field number="601" name="LegSymbolSfx" type="STRING"/> <field number="602" name="LegSecurityID" type="STRING"/> <field number="603" name="LegSecurityIDSource" type="STRING"/> <field number="604" name="NoLegSecurityAltID" type="NUMINGROUP"/> <field number="605" name="LegSecurityAltID" type="STRING"/> <field number="606" name="LegSecurityAltIDSource" type="STRING"/> <field number="607" name="LegProduct" type="INT"/> <field number="608" name="LegCFICode" type="STRING"/> <field number="609" name="LegSecurityType" type="STRING"/> <field number="610" name="LegMaturityMonthYear" type="MONTHYEAR"/> <field number="611" name="LegMaturityDate" type="LOCALMKTDATE"/> <field number="612" name="LegStrikePrice" type="PRICE"/> <field number="613" name="LegOptAttribute" type="CHAR"/> <field number="614" name="LegContractMultiplier" type="FLOAT"/> <field number="615" name="LegCouponRate" type="PERCENTAGE"/> <field number="616" name="LegSecurityExchange" type="EXCHANGE"/> <field number="617" name="LegIssuer" type="STRING"/> <field number="618" name="EncodedLegIssuerLen" type="LENGTH"/> <field number="619" name="EncodedLegIssuer" type="DATA"/> <field number="620" name="LegSecurityDesc" type="STRING"/> <field number="621" name="EncodedLegSecurityDescLen" type="LENGTH"/> <field number="622" name="EncodedLegSecurityDesc" type="DATA"/> <field number="623" name="LegRatioQty" type="FLOAT"/> <field number="624" name="LegSide" type="CHAR"/> <field number="625" name="TradingSessionSubID" type="STRING"> <value enum="1" description="PRE_TRADING"/> <value enum="2" description="OPENING_OR_OPENING_AUCTION"/> <value enum="3" description="TRADING"/> <value enum="4" description="CLOSING_OR_CLOSING_AUCTION"/> <value enum="5" description="POST_TRADING"/> <value enum="6" description="INTRADAY_AUCTION"/> <value enum="7" description="QUIESCENT"/> </field> <field number="626" name="AllocType" type="INT"> <value enum="1" description="CALCULATED"/> <value enum="2" description="PRELIMINARY"/> <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY"/> <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY"/> <value enum="5" description="READY_TO_BOOK_SINGLE_ORDER"/> <value enum="6" description="BUYSIDE_READY_TO_BOOK_COMBINED_SET_OF_ORDERS"/> <value enum="7" description="WAREHOUSE_INSTRUCTION"/> <value enum="8" description="REQUEST_TO_INTERMEDIARY"/> <value enum="9" description="ACCEPT"/> <value enum="10" description="REJECT"/> <value enum="11" description="ACCEPT_PENDING"/> <value enum="12" description="INCOMPLETE_GROUP"/> <value enum="13" description="COMPLETE_GROUP"/> <value enum="14" description="REVERSAL_PENDING"/> </field> <field number="627" name="NoHops" type="NUMINGROUP"/> <field number="628" name="HopCompID" type="STRING"/> <field number="629" name="HopSendingTime" type="UTCTIMESTAMP"/> <field number="630" name="HopRefID" type="SEQNUM"/> <field number="631" name="MidPx" type="PRICE"/> <field number="632" name="BidYield" type="PERCENTAGE"/> <field number="633" name="MidYield" type="PERCENTAGE"/> <field number="634" name="OfferYield" type="PERCENTAGE"/> <field number="635" name="ClearingFeeIndicator" type="STRING"> <value enum="1" description="_1ST_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="2" description="_2ND_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="3" description="_3RD_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="4" description="_4TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="5" description="_5TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="9" description="_6TH_YEAR_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/> <value enum="B" description="CBOE_MEMBER"/> <value enum="C" description="NON_MEMBER_AND_CUSTOMER"/> <value enum="E" description="EQUITY_MEMBER_AND_CLEARING_MEMBER"/> <value enum="F" description="FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS"/> <value enum="H" description="_106_H_AND_106_J_FIRMS"/> <value enum="I" description="GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS"/> <value enum="L" description="LESSEE_106_F_EMPLOYEES"/> <value enum="M" description="ALL_OTHER_OWNERSHIP_TYPES"/> </field> <field number="636" name="WorkingIndicator" type="BOOLEAN"> <value enum="N" description="ORDER_HAS_BEEN_ACCEPTED_BUT_NOT_YET_IN_A_WORKING_STATE"/> <value enum="Y" description="ORDER_IS_CURRENTLY_BEING_WORKED"/> </field> <field number="637" name="LegLastPx" type="PRICE"/> <field number="638" name="PriorityIndicator" type="INT"> <value enum="0" description="PRIORITY_UNCHANGED"/> <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE"/> </field> <field number="639" name="PriceImprovement" type="PRICEOFFSET"/> <field number="640" name="Price2" type="PRICE"/> <field number="641" name="LastForwardPoints2" type="PRICEOFFSET"/> <field number="642" name="BidForwardPoints2" type="PRICEOFFSET"/> <field number="643" name="OfferForwardPoints2" type="PRICEOFFSET"/> <field number="644" name="RFQReqID" type="STRING"/> <field number="645" name="MktBidPx" type="PRICE"/> <field number="646" name="MktOfferPx" type="PRICE"/> <field number="647" name="MinBidSize" type="QTY"/> <field number="648" name="MinOfferSize" type="QTY"/> <field number="649" name="QuoteStatusReqID" type="STRING"/> <field number="650" name="LegalConfirm" type="BOOLEAN"> <value enum="N" description="DOES_NOT_CONSITUTE_A_LEGAL_CONFIRM"/> <value enum="Y" description="LEGAL_CONFIRM"/> </field> <field number="651" name="UnderlyingLastPx" type="PRICE"/> <field number="652" name="UnderlyingLastQty" type="QTY"/> <field number="654" name="LegRefID" type="STRING"/> <field number="655" name="ContraLegRefID" type="STRING"/> <field number="656" name="SettlCurrBidFxRate" type="FLOAT"/> <field number="657" name="SettlCurrOfferFxRate" type="FLOAT"/> <field number="658" name="QuoteRequestRejectReason" type="INT"> <value enum="1" description="UNKNOWN_SYMBOL"/> <value enum="2" description="EXCHANGE_CLOSED"/> <value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/> <value enum="4" description="TOO_LATE_TO_ENTER"/> <value enum="5" description="INVALID_PRICE"/> <value enum="6" description="NOT_AUTHORIZED_TO_REQUEST_QUOTE"/> <value enum="7" description="NO_MATCH_FOR_INQUIRY"/> <value enum="8" description="NO_MARKET_FOR_INSTRUMENT"/> <value enum="9" description="NO_INVENTORY"/> <value enum="10" description="PASS"/> <value enum="11" description="INSUFFICIENT_CREDIT"/> <value enum="99" description="OTHER"/> </field> <field number="659" name="SideComplianceID" type="STRING"/> <field number="660" name="AcctIDSource" type="INT"> <value enum="1" description="BIC"/> <value enum="2" description="SID_CODE"/> <value enum="3" description="TFM"/> <value enum="4" description="OMGEO"/> <value enum="5" description="DTCC_CODE"/> <value enum="99" description="OTHER"/> </field> <field number="661" name="AllocAcctIDSource" type="INT"/> <field number="662" name="BenchmarkPrice" type="PRICE"/> <field number="663" name="BenchmarkPriceType" type="INT"/> <field number="664" name="ConfirmID" type="STRING"/> <field number="665" name="ConfirmStatus" type="INT"> <value enum="1" description="RECEIVED"/> <value enum="2" description="MISMATCHED_ACCOUNT"/> <value enum="3" description="MISSING_SETTLEMENT_INSTRUCTIONS"/> <value enum="4" description="CONFIRMED"/> <value enum="5" description="REQUEST_REJECTED"/> </field> <field number="666" name="ConfirmTransType" type="INT"> <value enum="0" description="NEW"/> <value enum="1" description="REPLACE"/> <value enum="2" description="CANCEL"/> </field> <field number="667" name="ContractSettlMonth" type="MONTHYEAR"/> <field number="668" name="DeliveryForm" type="INT"> <value enum="1" description="BOOK_ENTRY"/> <value enum="2" description="BEARER"/> </field> <field number="669" name="LastParPx" type="PRICE"/> <field number="670" name="NoLegAllocs" type="NUMINGROUP"/> <field number="671" name="LegAllocAccount" type="STRING"/> <field number="672" name="LegIndividualAllocID" type="STRING"/> <field number="673" name="LegAllocQty" type="QTY"/> <field number="674" name="LegAllocAcctIDSource" type="STRING"/> <field number="675" name="LegSettlCurrency" type="CURRENCY"/> <field number="676" name="LegBenchmarkCurveCurrency" type="CURRENCY"/> <field number="677" name="LegBenchmarkCurveName" type="STRING"/> <field number="678" name="LegBenchmarkCurvePoint" type="STRING"/> <field number="679" name="LegBenchmarkPrice" type="PRICE"/> <field number="680" name="LegBenchmarkPriceType" type="INT"/> <field number="681" name="LegBidPx" type="PRICE"/> <field number="682" name="LegIOIQty" type="STRING"/> <field number="683" name="NoLegStipulations" type="NUMINGROUP"/> <field number="684" name="LegOfferPx" type="PRICE"/> <field number="685" name="LegOrderQty" type="QTY"/> <field number="686" name="LegPriceType" type="INT"/> <field number="687" name="LegQty" type="QTY"/> <field number="688" name="LegStipulationType" type="STRING"/> <field number="689" name="LegStipulationValue" type="STRING"/> <field number="690" name="LegSwapType" type="INT"> <value enum="1" description="PAR_FOR_PAR"/> <value enum="2" description="MODIFIED_DURATION"/> <value enum="4" description="RISK"/> <value enum="5" description="PROCEEDS"/> </field> <field number="691" name="Pool" type="STRING"/> <field number="692" name="QuotePriceType" type="INT"> <value enum="1" description="PERCENT"/> <value enum="2" description="PER_SHARE"/> <value enum="3" description="FIXED_AMOUNT"/> <value enum="4" description="DISCOUNT_PERCENTAGE_POINTS_BELOW_PAR"/> <value enum="5" description="PREMIUM_PERCENTAGE_POINTS_OVER_PAR"/> <value enum="6" description="SPREAD_BASIS_POINTS_RELATIVE_TO_BENCHMARK"/> <value enum="7" description="TED_PRICE"/> <value enum="8" description="TED_YIELD"/> <value enum="9" description="YIELD_SPREAD"/> <value enum="10" description="YIELD"/> </field> <field number="693" name="QuoteRespID" type="STRING"/> <field number="694" name="QuoteRespType" type="INT"> <value enum="1" description="HIT_LIFT"/> <value enum="2" description="COUNTER"/> <value enum="3" description="EXPIRED"/> <value enum="4" description="COVER"/> <value enum="5" description="DONE_AWAY"/> <value enum="6" description="PASS"/> <value enum="7" description="END_TRADE"/> <value enum="8" description="TIMED_OUT"/> </field> <field number="695" name="QuoteQualifier" type="CHAR"/> <field number="696" name="YieldRedemptionDate" type="LOCALMKTDATE"/> <field number="697" name="YieldRedemptionPrice" type="PRICE"/> <field number="698" name="YieldRedemptionPriceType" type="INT"/> <field number="699" name="BenchmarkSecurityID" type="STRING"/> <field number="700" name="ReversalIndicator" type="BOOLEAN"/> <field number="701" name="YieldCalcDate" type="LOCALMKTDATE"/> <field number="702" name="NoPositions" type="NUMINGROUP"/> <field number="703" name="PosType" type="STRING"> <value enum="ALC" description="ALLOCATION_TRADE_QTY"/> <value enum="AS" description="OPTION_ASSIGNMENT"/> <value enum="ASF" description="AS_OF_TRADE_QTY"/> <value enum="DLV" description="DELIVERY_QTY"/> <value enum="ETR" description="ELECTRONIC_TRADE_QTY"/> <value enum="EX" description="OPTION_EXERCISE_QTY"/> <value enum="FIN" description="END_OF_DAY_QTY"/> <value enum="IAS" description="INTRA_SPREAD_QTY"/> <value enum="IES" description="INTER_SPREAD_QTY"/> <value enum="PA" description="ADJUSTMENT_QTY"/> <value enum="PIT" description="PIT_TRADE_QTY"/> <value enum="SOD" description="START_OF_DAY_QTY"/> <value enum="SPL" description="INTEGRAL_SPLIT"/> <value enum="TA" description="TRANSACTION_FROM_ASSIGNMENT"/> <value enum="TOT" description="TOTAL_TRANSACTION_QTY"/> <value enum="TQ" description="TRANSACTION_QUANTITY"/> <value enum="TRF" description="TRANSFER_TRADE_QTY"/> <value enum="TX" description="TRANSACTION_FROM_EXERCISE"/> <value enum="XM" description="CROSS_MARGIN_QTY"/> <value enum="RCV" description="RECEIVE_QUANTITY"/> <value enum="CAA" description="CORPORATE_ACTION_ADJUSTMENT"/> <value enum="DN" description="DELIVERY_NOTICE_QTY"/> <value enum="EP" description="EXCHANGE_FOR_PHYSICAL_QTY"/> <value enum="PNTN" description="PRIVATELY_NEGOTIATED_TRADE_QTY"/> </field> <field number="704" name="LongQty" type="QTY"/> <field number="705" name="ShortQty" type="QTY"/> <field number="706" name="PosQtyStatus" type="INT"> <value enum="0" description="SUBMITTED"/> <value enum="1" description="ACCEPTED"/> <value enum="2" description="REJECTED"/> </field> <field number="707" name="PosAmtType" type="STRING"> <value enum="CASH" description="CASH_AMOUNT"/> <value enum="CRES" description="CASH_RESIDUAL_AMOUNT"/> <value enum="FMTM" description="FINAL_MARK_TO_MARKET_AMOUNT"/> <value enum="IMTM" description="INCREMENTAL_MARK_TO_MARKET_AMOUNT"/> <value enum="PREM" description="PREMIUM_AMOUNT"/> <value enum="SMTM" description="START_OF_DAY_MARK_TO_MARKET_AMOUNT"/> <value enum="TVAR" description="TRADE_VARIATION_AMOUNT"/> <value enum="VADJ" description="VALUE_ADJUSTED_AMOUNT"/> <value enum="SETL" description="SETTLEMENT_VALUE"/> </field> <field number="708" name="PosAmt" type="AMT"/> <field number="709" name="PosTransType" type="INT"> <value enum="1" description="EXERCISE"/> <value enum="2" description="DO_NOT_EXERCISE"/> <value enum="3" description="POSITION_ADJUSTMENT"/> <value enum="4" description="POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION"/> <value enum="5" description="PLEDGE"/> <value enum="6" description="LARGE_TRADER_SUBMISSION"/> </field> <field number="710" name="PosReqID" type="STRING"/> <field number="711" name="NoUnderlyings" type="NUMINGROUP"/> <field number="712" name="PosMaintAction" type="INT"> <value enum="1" description="NEW_USED_TO_INCREMENT_THE_OVERALL_TRANSACTION_QUANTITY"/> <value enum="2" description="REPLACE_USED_TO_OVERRIDE_THE_OVERALL_TRANSACTION_QUANTITY_OR_SPECIFI_ADD_MESSAGES_BASED_ON_THE_REFERENCE_ID"/> <value enum="3" description="CANCEL_USED_TO_REMOVE_THE_OVERALL_TRANSACTION_OR_SPECIFIC_ADD_MESSAGES_BASED_ON_REFERENCE_ID"/> <value enum="4" description="REVERSE_USED_TO_COMPLETELLY_BACK_OUT_THE_TRANSACTION_SUCH_THAT_THE_TRANSACTION_NEVER_EXISTED"/> </field> <field number="713" name="OrigPosReqRefID" type="STRING"/> <field number="714" name="PosMaintRptRefID" type="STRING"/> <field number="715" name="ClearingBusinessDate" type="LOCALMKTDATE"/> <field number="716" name="SettlSessID" type="STRING"> <value enum="ITD" description="INTRADAY"/> <value enum="RTH" description="REGULAR_TRADING_HOURS"/> <value enum="ETH" description="ELECTRONIC_TRADING_HOURS"/> <value enum="EOD" description="END_OF_DAY"/> </field> <field number="717" name="SettlSessSubID" type="STRING"/> <field number="718" name="AdjustmentType" type="INT"> <value enum="0" description="PROCESS_REQUEST_AS_MARGIN_DISPOSITION"/> <value enum="1" description="DELTA_PLUS"/> <value enum="2" description="DELTA_MINUS"/> <value enum="3" description="FINAL"/> </field> <field number="719" name="ContraryInstructionIndicator" type="BOOLEAN"/> <field number="720" name="PriorSpreadIndicator" type="BOOLEAN"/> <field number="721" name="PosMaintRptID" type="STRING"/> <field number="722" name="PosMaintStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="ACCEPTED_WITH_WARNINGS"/> <value enum="2" description="REJECTED"/> <value enum="3" description="COMPLETED"/> <value enum="4" description="COMPLETED_WITH_WARNINGS"/> </field> <field number="723" name="PosMaintResult" type="INT"> <value enum="0" description="SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS"/> <value enum="1" description="REJECTED"/> <value enum="99" description="OTHER"/> </field> <field number="724" name="PosReqType" type="INT"> <value enum="0" description="POSITIONS"/> <value enum="1" description="TRADES"/> <value enum="2" description="EXERCISES"/> <value enum="3" description="ASSIGNMENTS"/> <value enum="4" description="SETTLEMENT_ACTIVITY"/> <value enum="5" description="BACKOUT_MESSAGE"/> </field> <field number="725" name="ResponseTransportType" type="INT"> <value enum="0" description="INBAND_TRANSPORT_THE_REQUEST_WAS_SENT_OVER"/> <value enum="1" description="OUT_OF_BAND_PRE_ARRANGED_OUT_OF_BAND_DELIVERY_MECHANIZM_"/> </field> <field number="726" name="ResponseDestination" type="STRING"/> <field number="727" name="TotalNumPosReports" type="INT"/> <field number="728" name="PosReqResult" type="INT"> <value enum="0" description="VALID_REQUEST"/> <value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST"/> <value enum="2" description="NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA"/> <value enum="3" description="NOT_AUTHORIZED_TO_REQUEST_POSITIONS"/> <value enum="4" description="REQUEST_FOR_POSITION_NOT_SUPPORTED"/> <value enum="99" description="OTHER"/> </field> <field number="729" name="PosReqStatus" type="INT"> <value enum="0" description="COMPLETED"/> <value enum="1" description="COMPLETED_WITH_WARNINGS"/> <value enum="2" description="REJECTED"/> </field> <field number="730" name="SettlPrice" type="PRICE"/> <field number="731" name="SettlPriceType" type="INT"> <value enum="1" description="FINAL"/> <value enum="2" description="THEORETICAL"/> </field> <field number="732" name="UnderlyingSettlPrice" type="PRICE"/> <field number="733" name="UnderlyingSettlPriceType" type="INT"/> <field number="734" name="PriorSettlPrice" type="PRICE"/> <field number="735" name="NoQuoteQualifiers" type="NUMINGROUP"/> <field number="736" name="AllocSettlCurrency" type="CURRENCY"/> <field number="737" name="AllocSettlCurrAmt" type="AMT"/> <field number="738" name="InterestAtMaturity" type="AMT"/> <field number="739" name="LegDatedDate" type="LOCALMKTDATE"/> <field number="740" name="LegPool" type="STRING"/> <field number="741" name="AllocInterestAtMaturity" type="AMT"/> <field number="742" name="AllocAccruedInterestAmt" type="AMT"/> <field number="743" name="DeliveryDate" type="LOCALMKTDATE"/> <field number="744" name="AssignmentMethod" type="CHAR"> <value enum="P" description="PRO_RATA"/> <value enum="R" description="RANDOM"/> </field> <field number="745" name="AssignmentUnit" type="QTY"/> <field number="746" name="OpenInterest" type="AMT"/> <field number="747" name="ExerciseMethod" type="CHAR"> <value enum="A" description="AUTOMATIC"/> <value enum="M" description="MANUAL"/> </field> <field number="748" name="TotNumTradeReports" type="INT"/> <field number="749" name="TradeRequestResult" type="INT"> <value enum="0" description="SUCCESSFUL"/> <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT"/> <value enum="2" description="INVALID_TYPE_OF_TRADE_REQUESTED"/> <value enum="3" description="INVALID_PARTIES"/> <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED"/> <value enum="5" description="INVALID_DESTINATION_REQUESTED"/> <value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED"/> <value enum="9" description="NOT_AUTHORIZED"/> <value enum="99" description="OTHER"/> </field> <field number="750" name="TradeRequestStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="COMPLETED"/> <value enum="2" description="REJECTED"/> </field> <field number="751" name="TradeReportRejectReason" type="INT"> <value enum="0" description="SUCCESSFUL"/> <value enum="1" description="INVALID_PARTY_ONFORMATION"/> <value enum="2" description="UNKNOWN_INSTRUMENT"/> <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES"/> <value enum="4" description="INVALID_TRADE_TYPE"/> <value enum="99" description="OTHER"/> </field> <field number="752" name="SideMultiLegReportingType" type="INT"> <value enum="1" description="SINGLE_SECURITY"/> <value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY"/> <value enum="3" description="MULTILEG_SECURITY"/> </field> <field number="753" name="NoPosAmt" type="NUMINGROUP"/> <field number="754" name="AutoAcceptIndicator" type="BOOLEAN"/> <field number="755" name="AllocReportID" type="STRING"/> <field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/> <field number="757" name="Nested2PartyID" type="STRING"/> <field number="758" name="Nested2PartyIDSource" type="CHAR"/> <field number="759" name="Nested2PartyRole" type="INT"/> <field number="760" name="Nested2PartySubID" type="STRING"/> <field number="761" name="BenchmarkSecurityIDSource" type="STRING"/> <field number="762" name="SecuritySubType" type="STRING"/> <field number="763" name="UnderlyingSecuritySubType" type="STRING"/> <field number="764" name="LegSecuritySubType" type="STRING"/> <field number="765" name="AllowableOneSidednessPct" type="PERCENTAGE"/> <field number="766" name="AllowableOneSidednessValue" type="AMT"/> <field number="767" name="AllowableOneSidednessCurr" type="CURRENCY"/> <field number="768" name="NoTrdRegTimestamps" type="NUMINGROUP"/> <field number="769" name="TrdRegTimestamp" type="UTCTIMESTAMP"/> <field number="770" name="TrdRegTimestampType" type="INT"> <value enum="1" description="EXECUTION_TIME"/> <value enum="2" description="TIME_IN"/> <value enum="3" description="TIME_OUT"/> <value enum="4" description="BROKER_RECEIPT"/> <value enum="5" description="BROKER_EXECUTION"/> <value enum="6" description="DESK_RECEIPT"/> </field> <field number="771" name="TrdRegTimestampOrigin" type="STRING"/> <field number="772" name="ConfirmRefID" type="STRING"/> <field number="773" name="ConfirmType" type="INT"> <value enum="1" description="STATUS"/> <value enum="2" description="CONFIRMATION"/> <value enum="3" description="CONFIRMATION_REQUEST_REJECTED"/> </field> <field number="774" name="ConfirmRejReason" type="INT"> <value enum="1" description="MISMATCHED_ACCOUNT"/> <value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS"/> <value enum="99" description="OTHER"/> </field> <field number="775" name="BookingType" type="INT"> <value enum="0" description="REGULAR_BOOKING"/> <value enum="1" description="CFD"/> <value enum="2" description="TOTAL_RETURN_SWAP"/> </field> <field number="776" name="IndividualAllocRejCode" type="INT"/> <field number="777" name="SettlInstMsgID" type="STRING"/> <field number="778" name="NoSettlInst" type="NUMINGROUP"/> <field number="779" name="LastUpdateTime" type="UTCTIMESTAMP"/> <field number="780" name="AllocSettlInstType" type="INT"> <value enum="0" description="USE_DEFAULT_INSTRUCTIONS"/> <value enum="1" description="DERIVE_FROM_PARAMETERS_PROVIDED"/> <value enum="2" description="FULL_DETAILS_PROVIDED"/> <value enum="3" description="SSI_DB_IDS_PROVIDED"/> <value enum="4" description="PHONE_FOR_INSTRUCTIONS"/> </field> <field number="781" name="NoSettlPartyIDs" type="NUMINGROUP"/> <field number="782" name="SettlPartyID" type="STRING"/> <field number="783" name="SettlPartyIDSource" type="CHAR"/> <field number="784" name="SettlPartyRole" type="INT"/> <field number="785" name="SettlPartySubID" type="STRING"/> <field number="786" name="SettlPartySubIDType" type="INT"/> <field number="787" name="DlvyInstType" type="CHAR"> <value enum="C" description="CASH"/> <value enum="S" description="SECURITIES"/> </field> <field number="788" name="TerminationType" type="INT"> <value enum="1" description="OVERNIGHT"/> <value enum="2" description="TERM"/> <value enum="3" description="FLEXIBLE"/> <value enum="4" description="OPEN"/> </field> <field number="790" name="OrdStatusReqID" type="STRING"/> <field number="791" name="SettlInstReqID" type="STRING"/> <field number="792" name="SettlInstReqRejCode" type="INT"> <value enum="0" description="UNABLE_TO_PROCESS_REQUEST"/> <value enum="1" description="UNKNOWN_ACCOUNT"/> <value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND"/> <value enum="99" description="OTHER"/> </field> <field number="793" name="SecondaryAllocID" type="STRING"/> <field number="794" name="AllocReportType" type="INT"> <value enum="2" description="PRELIMINARY_REQUEST_TO_INTERMEDIARY"/> <value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY"/> <value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY"/> <value enum="5" description="WAREHOUSE_RECAP"/> <value enum="8" description="REQUEST_TO_INTERMEDIARY"/> <value enum="9" description="ACCEPT"/> <value enum="10" description="REJECT"/> <value enum="11" description="ACCEPT_PENDING"/> <value enum="12" description="COMPLETE"/> <value enum="14" description="REVERSE_PENDING"/> </field> <field number="795" name="AllocReportRefID" type="STRING"/> <field number="796" name="AllocCancReplaceReason" type="INT"> <value enum="1" description="ORIGINAL_DETAILS_INCOMPLETE_INCORRECT"/> <value enum="2" description="CHANGE_IN_UNDERLYING_ORDER_DETAILS"/> <value enum="99" description="OTHER"/> </field> <field number="797" name="CopyMsgIndicator" type="BOOLEAN"/> <field number="798" name="AllocAccountType" type="INT"> <value enum="1" description="ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS"/> <value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS"/> <value enum="3" description="HOUSE_TRADER"/> <value enum="4" description="FLOOR_TRADER"/> <value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED"/> <value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED"/> <value enum="8" description="JOINT_BACK_OFFICE_ACCOUNT"/> </field> <field number="799" name="OrderAvgPx" type="PRICE"/> <field number="800" name="OrderBookingQty" type="QTY"/> <field number="801" name="NoSettlPartySubIDs" type="NUMINGROUP"/> <field number="802" name="NoPartySubIDs" type="NUMINGROUP"/> <field number="803" name="PartySubIDType" type="INT"> <value enum="1" description="FIRM"/> <value enum="2" description="PERSON"/> <value enum="3" description="SYSTEM"/> <value enum="4" description="APPLICATION"/> <value enum="5" description="FULL_LEGAL_NAME_OF_FIRM"/> <value enum="6" description="POSTAL_ADDRESS"/> <value enum="7" description="PHONE_NUMBER"/> <value enum="8" description="EMAIL_ADDRESS"/> <value enum="9" description="CONTACT_NAME"/> <value enum="10" description="SECURITIES_ACCOUNT_NUMBER"/> <value enum="11" description="REGISTRATION_NUMBER"/> <value enum="12" description="REGISTERED_ADDRESS"/> <value enum="13" description="REGULATORY_STATUS"/> <value enum="14" description="REGISTRATION_NAME"/> <value enum="15" description="CASH_ACCOUNT_NUMBER"/> <value enum="16" description="BIC"/> <value enum="17" description="CSD_PARTICIPANT_MEMBER_CODE"/> <value enum="18" description="REGISTERED_ADDRESS_1"/> <value enum="19" description="FUND_ACCOUNT_NAME"/> <value enum="20" description="TELEX_NUMBER"/> <value enum="21" description="FAX_NUMBER"/> <value enum="22" description="SECURITIES_ACCOUNT_NAME"/> <value enum="23" description="CASH_ACCOUNT_NAME"/> <value enum="24" description="DEPARTMENT"/> <value enum="25" description="LOCATION_DESK"/> <value enum="26" description="POSITION_ACCOUNT_TYPE"/> <value enum="27" description="SECURITY_LOCATE_ID"/> <value enum="28" description="MARKET_MAKER"/> <value enum="29" description="ELIGIBLE_COUNTERPARTY"/> <value enum="30" description="PROFESSIONAL_CLIENT"/> <value enum="31" description="LOCATION"/> <value enum="32" description="EXECUTION_VENUE"/> <value enum="33" description="CURRENCY_DELIVERY_IDENTIFIER"/> </field> <field number="804" name="NoNestedPartySubIDs" type="NUMINGROUP"/> <field number="805" name="NestedPartySubIDType" type="INT"/> <field number="806" name="NoNested2PartySubIDs" type="NUMINGROUP"/> <field number="807" name="Nested2PartySubIDType" type="INT"/> <field number="808" name="AllocIntermedReqType" type="INT"> <value enum="1" description="PENDING_ACCEPT"/> <value enum="2" description="PENDING_RELEASE"/> <value enum="3" description="PENDING_REVERSAL"/> <value enum="4" description="ACCEPT"/> <value enum="5" description="BLOCK_LEVEL_REJECT"/> <value enum="6" description="ACCOUNT_LEVEL_REJECT"/> </field> <field number="809" name="NoUsernames" type="NUMINGROUP"/> <field number="810" name="UnderlyingPx" type="PRICE"/> <field number="811" name="PriceDelta" type="FLOAT"/> <field number="812" name="ApplQueueMax" type="INT"/> <field number="813" name="ApplQueueDepth" type="INT"/> <field number="814" name="ApplQueueResolution" type="INT"> <value enum="0" description="NO_ACTION_TAKEN"/> <value enum="1" description="QUEUE_FLUSHED"/> <value enum="2" description="OVERLAY_LAST"/> <value enum="3" description="END_SESSION"/> </field> <field number="815" name="ApplQueueAction" type="INT"> <value enum="0" description="NO_ACTION_TAKEN"/> <value enum="1" description="QUEUE_FLUSHED"/> <value enum="2" description="OVERLAY_LAST"/> <value enum="3" description="END_SESSION"/> </field> <field number="816" name="NoAltMDSource" type="NUMINGROUP"/> <field number="817" name="AltMDSourceID" type="STRING"/> <field number="818" name="SecondaryTradeReportID" type="STRING"/> <field number="819" name="AvgPxIndicator" type="INT"> <value enum="0" description="NO_AVERAGE_PRICING"/> <value enum="1" description="TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID"/> <value enum="2" description="LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID"/> </field> <field number="820" name="TradeLinkID" type="STRING"/> <field number="821" name="OrderInputDevice" type="STRING"/> <field number="822" name="UnderlyingTradingSessionID" type="STRING"/> <field number="823" name="UnderlyingTradingSessionSubID" type="STRING"/> <field number="824" name="TradeLegRefID" type="STRING"/> <field number="825" name="ExchangeRule" type="STRING"/> <field number="826" name="TradeAllocIndicator" type="INT"> <value enum="0" description="ALLOCATION_NOT_REQUIRED"/> <value enum="1" description="ALLOCATION_REQUIRED"/> <value enum="2" description="USE_ALLOCATION_PROVIDED_WITH_THE_TRADE"/> <value enum="3" description="ALLOCATION_GIVE_UP_EXECUTOR"/> <value enum="4" description="ALLOCATION_FROM_EXECUTOR"/> <value enum="5" description="ALLOCATION_TO_CLAIM_ACCOUNT"/> </field> <field number="827" name="ExpirationCycle" type="INT"> <value enum="0" description="EXPIRE_ON_TRADING_SESSION_CLOSE"/> <value enum="1" description="EXPIRE_ON_TRADING_SESSION_OPEN"/> <value enum="2" description="TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE"/> </field> <field number="828" name="TrdType" type="INT"> <value enum="0" description="REGULAR_TRADE"/> <value enum="1" description="BLOCK_TRADE"/> <value enum="2" description="EFP"/> <value enum="3" description="TRANSFER"/> <value enum="4" description="LATE_TRADE"/> <value enum="5" description="T_TRADE"/> <value enum="6" description="WEIGHTED_AVERAGE_PRICE_TRADE"/> <value enum="7" description="BUNCHED_TRADE"/> <value enum="8" description="LATE_BUNCHED_TRADE"/> <value enum="9" description="PRIOR_REFERENCE_PRICE_TRADE"/> <value enum="10" description="AFTER_HOURS_TRADE"/> <value enum="11" description="EXCHANGE_FOR_RISK"/> <value enum="12" description="EXCHANGE_FOR_SWAP"/> <value enum="13" description="EXCHANGE_OF_FUTURES_FOR"/> <value enum="14" description="EXCHANGE_OF_OPTIONS_FOR_OPTIONS"/> <value enum="15" description="TRADING_AT_SETTLEMENT"/> <value enum="16" description="ALL_OR_NONE"/> <value enum="17" description="FUTURES_LARGE_ORDER_EXECUTION"/> <value enum="18" description="EXCHANGE_OF_FUTURES_FOR_FUTURES"/> <value enum="19" description="OPTION_INTERIM_TRADE"/> <value enum="20" description="OPTION_CABINET_TRADE"/> <value enum="22" description="PRIVATELY_NEGOTIATED_TRADES"/> <value enum="23" description="SUBSTITUTION_OF_FUTURES_FOR_FORWARDS"/> <value enum="24" description="ERROR_TRADE"/> <value enum="25" description="SPECIAL_CUM_DIVIDEND"/> <value enum="26" description="SPECIAL_EX_DIVIDEND"/> <value enum="27" description="SPECIAL_CUM_COUPON"/> <value enum="28" description="SPECIAL_EX_COUPON"/> <value enum="29" description="CASH_SETTLEMENT"/> <value enum="30" description="SPECIAL_PRICE"/> <value enum="31" description="GUARANTEED_DELIVERY"/> <value enum="32" description="SPECIAL_CUM_RIGHTS"/> <value enum="33" description="SPECIAL_EX_RIGHTS"/> <value enum="34" description="SPECIAL_CUM_CAPITAL_REPAYMENTS"/> <value enum="35" description="SPECIAL_EX_CAPITAL_REPAYMENTS"/> <value enum="36" description="SPECIAL_CUM_BONUS"/> <value enum="37" description="SPECIAL_EX_BONUS"/> <value enum="38" description="BLOCK_TRADE_1"/> <value enum="39" description="WORKED_PRINCIPAL_TRADE"/> <value enum="40" description="BLOCK_TRADES_AFTER_MARKET"/> <value enum="41" description="NAME_CHANGE"/> <value enum="42" description="PORTFOLIO_TRANSFER"/> <value enum="43" description="PROROGATION_BUY_EURONEXT_PARIS_ONLY_IS_USED_TO_DEFER_SETTLEMENT_UNDER_FRENCH_SRD_TRADES_MUST_BE_REPORTED_AS_CROSSES_AT_ZERO_PRICE"/> <value enum="44" description="PROROGATION_SELL_SEE_PROROGATION_BUY"/> <value enum="45" description="OPTION_EXERCISE"/> <value enum="46" description="DELTA_NEUTRAL_TRANSACTION"/> <value enum="47" description="FINANCING_TRANSACTION"/> <value enum="48" description="NON_STANDARD_SETTLEMENT"/> <value enum="49" description="DERIVATIVE_RELATED_TRANSACTION"/> <value enum="50" description="PORTFOLIO_TRADE"/> <value enum="51" description="VOLUME_WEIGHTED_AVERAGE_TRADE"/> <value enum="52" description="EXCHANGE_GRANTED_TRADE"/> <value enum="53" description="REPURCHASE_AGREEMENT"/> <value enum="54" description="OTC"/> <value enum="55" description="EXCHANGE_BASIS_FACILITY"/> </field> <field number="829" name="TrdSubType" type="INT"> <value enum="0" description="CMTA"/> <value enum="1" description="INTERNAL_TRANSFER_OR_ADJUSTMENT"/> <value enum="2" description="EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT"/> <value enum="3" description="REJECT_FOR_SUBMITTING_SIDE"/> <value enum="4" description="ADVISORY_FOR_CONTRA_SIDE"/> <value enum="5" description="OFFSET_DUE_TO_AN_ALLOCATION"/> <value enum="6" description="ONSET_DUT_TO_AN_ALLOCATION"/> <value enum="7" description="DIFFERENTIAL_SPREAD"/> <value enum="8" description="IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT"/> <value enum="9" description="TRANSACTION_FROM_EXERCISE"/> <value enum="10" description="TRANSACTION_FROM_ASSIGNMENT"/> <value enum="11" description="ACATS"/> <value enum="14" description="AI"/> <value enum="15" description="B"/> <value enum="16" description="K"/> <value enum="17" description="LC"/> <value enum="18" description="M"/> <value enum="19" description="N"/> <value enum="20" description="NM_TRANSACTION_WHERE_EXCHANGE_HAS_GRANTED_PERMISSION_FOR_NON_PUBLICATION_II_IDB_IS_REPORTING_AS_SELLER_III_SUBMITTING_A_TRANSACTION_REPORT_TO_THE_EXCHANGE_WHERE_THE_TRANSACTION_REPORT_IS_NOT_ALSO_A_TRADE_REPORT_"/> <value enum="21" description="NR"/> <value enum="22" description="P"/> <value enum="23" description="PA"/> <value enum="24" description="PC"/> <value enum="25" description="PN"/> <value enum="26" description="R_OR"/> <value enum="27" description="RO"/> <value enum="28" description="RT"/> <value enum="29" description="SW"/> <value enum="30" description="T"/> <value enum="31" description="WN"/> <value enum="32" description="WT"/> <value enum="33" description="OFF_HOURS_TRADE"/> <value enum="34" description="ON_HOURS_TRADE"/> <value enum="35" description="OTC_QUOTE"/> <value enum="36" description="CONVERTED_SWAP"/> <value enum="37" description="CROSSED_TRADE"/> <value enum="38" description="INTERIM_PROTECTED_TRADE"/> <value enum="39" description="LARGE_IN_SCALE"/> </field> <field number="830" name="TransferReason" type="STRING"/> <field number="832" name="TotNumAssignmentReports" type="INT"/> <field number="833" name="AsgnRptID" type="STRING"/> <field number="834" name="ThresholdAmount" type="PRICEOFFSET"/> <field number="835" name="PegMoveType" type="INT"> <value enum="0" description="FLOATING"/> <value enum="1" description="FIXED"/> </field> <field number="836" name="PegOffsetType" type="INT"> <value enum="0" description="PRICE"/> <value enum="1" description="BASIS_POINTS"/> <value enum="2" description="TICKS"/> <value enum="3" description="PRICE_TIER_LEVEL"/> </field> <field number="837" name="PegLimitType" type="INT"> <value enum="0" description="OR_BETTER_PRICE_IMPROVEMENT_ALLOWED"/> <value enum="1" description="STRICT_LIMIT_IS_A_STRICT_LIMIT"/> <value enum="2" description="OR_WORSE_FOR_A_BUY_THE_PEG_LIMIT_IS_A_MINIMUM_AND_FOR_A_SELL_THE_PEG_LIMIT_IS_A_MAXIMUM"/> </field> <field number="838" name="PegRoundDirection" type="INT"> <value enum="1" description="MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_DOWN_TO_THE_NEAREST_TICK"/> <value enum="2" description="MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_THE_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_THE_NEAREST_TICK"/> </field> <field number="839" name="PeggedPrice" type="PRICE"/> <field number="840" name="PegScope" type="INT"> <value enum="1" description="LOCAL"/> <value enum="2" description="NATIONAL"/> <value enum="3" description="GLOBAL"/> <value enum="4" description="NATIONAL_EXCLUDING_LOCAL"/> </field> <field number="841" name="DiscretionMoveType" type="INT"> <value enum="0" description="FLOATING"/> <value enum="1" description="FIXED"/> </field> <field number="842" name="DiscretionOffsetType" type="INT"> <value enum="0" description="PRICE"/> <value enum="1" description="BASIS_POINTS"/> <value enum="2" description="TICKS"/> <value enum="3" description="PRICE_TIER_LEVEL"/> </field> <field number="843" name="DiscretionLimitType" type="INT"> <value enum="0" description="OR_BETTER_PRICE_IMPROVEMENT_ALLOWED"/> <value enum="1" description="STRICT_LIMIT_IS_A_STRICT_LIMIT"/> <value enum="2" description="OR_WORSE_FOR_A_BUY_THE_DISCRETION_PRICE_IS_A_MINIMUM_AND_FOR_A_SELL_THE_DISCRETION_PRICE_IS_A_MAXIMUM"/> </field> <field number="844" name="DiscretionRoundDirection" type="INT"> <value enum="1" description="MORE_AGGRESSIVE_ON_A_BUY_ORDER_ROUND_THE_PRICE_UP_TO_THE_NEAREST_TICK_ON_A_SELL_ROUND_DOWN_TO_THE_NEAREST_TICK"/> <value enum="2" description="MORE_PASSIVE_ON_A_BUY_ORDER_ROUND_DOWN_TO_THE_NEAREST_TICK_ON_A_SELL_ORDER_ROUND_UP_TO_THE_NEAREST_TICK"/> </field> <field number="845" name="DiscretionPrice" type="PRICE"/> <field number="846" name="DiscretionScope" type="INT"> <value enum="1" description="LOCAL"/> <value enum="2" description="NATIONAL"/> <value enum="3" description="GLOBAL"/> <value enum="4" description="NATIONAL_EXCLUDING_LOCAL"/> </field> <field number="847" name="TargetStrategy" type="INT"> <value enum="1" description="VWAP"/> <value enum="2" description="PARTICIPATE"/> <value enum="3" description="MININIZE_MARKET_IMPACT"/> </field> <field number="848" name="TargetStrategyParameters" type="STRING"/> <field number="849" name="ParticipationRate" type="PERCENTAGE"/> <field number="850" name="TargetStrategyPerformance" type="FLOAT"/> <field number="851" name="LastLiquidityInd" type="INT"> <value enum="1" description="ADDED_LIQUIDITY"/> <value enum="2" description="REMOVED_LIQUIDITY"/> <value enum="3" description="LIQUIDITY_ROUTED_OUT"/> <value enum="4" description="AUCTION"/> </field> <field number="852" name="PublishTrdIndicator" type="BOOLEAN"> <value enum="N" description="DO_NOT_REPORT_TRADE"/> <value enum="Y" description="REPORT_TRADE"/> </field> <field number="853" name="ShortSaleReason" type="INT"> <value enum="0" description="DEALER_SOLD_SHORT"/> <value enum="1" description="DEALER_SOLD_SHORT_EXEMPT"/> <value enum="2" description="SELLING_CUSTOMER_SOLD_SHORT"/> <value enum="3" description="SELLING_CUSTOMER_SOLD_SHORT_EXEMPT"/> <value enum="4" description="QUALIFIED_SERVICE_REPRESENTATIVE_CONTRA_SIDE_SOLD_SHORT"/> <value enum="5" description="QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT"/> </field> <field number="854" name="QtyType" type="INT"> <value enum="0" description="UNITS"/> <value enum="1" description="CONTRACTS"/> <value enum="2" description="UNITS_OF_MEASURE_PER_TIME_UNIT"/> </field> <field number="855" name="SecondaryTrdType" type="INT"/> <field number="856" name="TradeReportType" type="INT"> <value enum="0" description="SUBMIT"/> <value enum="1" description="ALLEGED"/> <value enum="2" description="ACCEPT"/> <value enum="3" description="DECLINE"/> <value enum="4" description="ADDENDUM"/> <value enum="5" description="NO_WAS"/> <value enum="6" description="TRADE_REPORT_CANCEL"/> <value enum="7" description="TRADE_BREAK"/> <value enum="8" description="DEFAULTED"/> <value enum="9" description="INVALID_CMTA"/> <value enum="10" description="PENDED"/> <value enum="11" description="ALLEGED_NEW"/> <value enum="12" description="ALLEGED_ADDENDUM"/> <value enum="13" description="ALLEGED_NO_WAS"/> <value enum="14" description="ALLEGED_TRADE_REPORT_CANCEL"/> <value enum="15" description="ALLEGED_TRADE_BREAK"/> </field> <field number="857" name="AllocNoOrdersType" type="INT"> <value enum="0" description="NOT_SPECIFIED"/> <value enum="1" description="EXPLICIT_LIST_PROVIDED"/> </field> <field number="858" name="SharedCommission" type="AMT"/> <field number="859" name="ConfirmReqID" type="STRING"/> <field number="860" name="AvgParPx" type="PRICE"/> <field number="861" name="ReportedPx" type="PRICE"/> <field number="862" name="NoCapacities" type="NUMINGROUP"/> <field number="863" name="OrderCapacityQty" type="QTY"/> <field number="864" name="NoEvents" type="NUMINGROUP"/> <field number="865" name="EventType" type="INT"> <value enum="1" description="PUT"/> <value enum="2" description="CALL"/> <value enum="3" description="TENDER"/> <value enum="4" description="SINKING_FUND_CALL"/> <value enum="5" description="ACTIVATION"/> <value enum="6" description="INACTIVIATION"/> <value enum="7" description="LAST_ELIGIBLE_TRADE_DATE"/> <value enum="8" description="SWAP_START_DATE"/> <value enum="9" description="SWAP_END_DATE"/> <value enum="10" description="SWAP_ROLL_DATE"/> <value enum="11" description="SWAP_NEXT_START_DATE"/> <value enum="12" description="SWAP_NEXT_ROLL_DATE"/> <value enum="13" description="FIRST_DELIVERY_DATE"/> <value enum="14" description="LAST_DELIVERY_DATE"/> <value enum="15" description="INITIAL_INVENTORY_DUE_DATE"/> <value enum="16" description="FINAL_INVENTORY_DUE_DATE"/> <value enum="17" description="FIRST_INTENT_DATE"/> <value enum="18" description="LAST_INTENT_DATE"/> <value enum="19" description="POSITION_REMOVAL_DATE"/> <value enum="99" description="OTHER"/> </field> <field number="866" name="EventDate" type="LOCALMKTDATE"/> <field number="867" name="EventPx" type="PRICE"/> <field number="868" name="EventText" type="STRING"/> <field number="869" name="PctAtRisk" type="PERCENTAGE"/> <field number="870" name="NoInstrAttrib" type="NUMINGROUP"/> <field number="871" name="InstrAttribType" type="INT"> <value enum="1" description="FLAT"/> <value enum="2" description="ZERO_COUPON"/> <value enum="3" description="INTEREST_BEARING"/> <value enum="4" description="NO_PERIODIC_PAYMENTS"/> <value enum="5" description="VARIABLE_RATE"/> <value enum="6" description="LESS_FEE_FOR_PUT"/> <value enum="7" description="STEPPED_COUPON"/> <value enum="8" description="COUPON_PERIOD_FIELD_"/> <value enum="9" description="WHEN_AND_IF_ISSUED"/> <value enum="10" description="ORIGINAL_ISSUE_DISCOUNT"/> <value enum="11" description="CALLABLE_PUTTABLE"/> <value enum="12" description="ESCROWED_TO_MATURITY"/> <value enum="13" description="ESCROWED_TO_REDEMPTION_DATE_CALLABLE_SUPPLY_REDEMPTION_DATE_IN_THE_INSTRATTRIBVALUE_FIELD"/> <value enum="14" description="PRE_REFUNDED"/> <value enum="15" description="IN_DEFAULT"/> <value enum="16" description="UNRATED"/> <value enum="17" description="TAXABLE"/> <value enum="18" description="INDEXED"/> <value enum="19" description="SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX"/> <value enum="20" description="ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE_FIELD"/> <value enum="21" description="CALLABLE_BELOW_MATURITY_VALUE"/> <value enum="22" description="CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED"/> <value enum="23" description="PRICE_TICK_RULES_FOR_SECURITY_"/> <value enum="24" description="TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY_"/> <value enum="25" description="INSTRUMENT_DENOMINATOR"/> <value enum="26" description="INSTRUMENT_NUMERATOR"/> <value enum="27" description="INSTRUMENT_PRICE_PRECISION"/> <value enum="28" description="INSTRUMENT_STRIKE_PRICE"/> <value enum="29" description="TRADEABLE_INDICATOR"/> <value enum="99" description="TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE_FIELD_"/> </field> <field number="872" name="InstrAttribValue" type="STRING"/> <field number="873" name="DatedDate" type="LOCALMKTDATE"/> <field number="874" name="InterestAccrualDate" type="LOCALMKTDATE"/> <field number="875" name="CPProgram" type="INT"> <value enum="1" description="_3"/> <value enum="2" description="_4"/> <value enum="99" description="OTHER"/> </field> <field number="876" name="CPRegType" type="STRING"/> <field number="877" name="UnderlyingCPProgram" type="STRING"/> <field number="878" name="UnderlyingCPRegType" type="STRING"/> <field number="879" name="UnderlyingQty" type="QTY"/> <field number="880" name="TrdMatchID" type="STRING"/> <field number="881" name="SecondaryTradeReportRefID" type="STRING"/> <field number="882" name="UnderlyingDirtyPrice" type="PRICE"/> <field number="883" name="UnderlyingEndPrice" type="PRICE"/> <field number="884" name="UnderlyingStartValue" type="AMT"/> <field number="885" name="UnderlyingCurrentValue" type="AMT"/> <field number="886" name="UnderlyingEndValue" type="AMT"/> <field number="887" name="NoUnderlyingStips" type="NUMINGROUP"/> <field number="888" name="UnderlyingStipType" type="STRING"/> <field number="889" name="UnderlyingStipValue" type="STRING"/> <field number="890" name="MaturityNetMoney" type="AMT"/> <field number="891" name="MiscFeeBasis" type="INT"> <value enum="0" description="ABSOLUTE"/> <value enum="1" description="PER_UNIT"/> <value enum="2" description="PERCENTAGE"/> </field> <field number="892" name="TotNoAllocs" type="INT"/> <field number="893" name="LastFragment" type="BOOLEAN"> <value enum="N" description="NOT_LAST_MESSAGE"/> <value enum="Y" description="LAST_MESSAGE"/> </field> <field number="894" name="CollReqID" type="STRING"/> <field number="895" name="CollAsgnReason" type="INT"> <value enum="0" description="INITIAL"/> <value enum="1" description="SCHEDULED"/> <value enum="2" description="TIME_WARNING"/> <value enum="3" description="MARGIN_DEFICIENCY"/> <value enum="4" description="MARGIN_EXCESS"/> <value enum="5" description="FORWARD_COLLATERAL_DEMAND"/> <value enum="6" description="EVENT_OF_DEFAULT"/> <value enum="7" description="ADVERSE_TAX_EVENT"/> </field> <field number="896" name="CollInquiryQualifier" type="INT"> <value enum="0" description="TRADE_DATE"/> <value enum="1" description="GC_INSTRUMENT"/> <value enum="2" description="COLLATERAL_INSTRUMENT"/> <value enum="3" description="SUBSTITUTION_ELIGIBLE"/> <value enum="4" description="NOT_ASSIGNED"/> <value enum="5" description="PARTIALLY_ASSIGNED"/> <value enum="6" description="FULLY_ASSIGNED"/> <value enum="7" description="OUTSTANDING_TRADES"/> </field> <field number="897" name="NoTrades" type="NUMINGROUP"/> <field number="898" name="MarginRatio" type="PERCENTAGE"/> <field number="899" name="MarginExcess" type="AMT"/> <field number="900" name="TotalNetValue" type="AMT"/> <field number="901" name="CashOutstanding" type="AMT"/> <field number="902" name="CollAsgnID" type="STRING"/> <field number="903" name="CollAsgnTransType" type="INT"> <value enum="0" description="NEW"/> <value enum="1" description="REPLACE"/> <value enum="2" description="CANCEL"/> <value enum="3" description="RELEASE"/> <value enum="4" description="REVERSE"/> </field> <field number="904" name="CollRespID" type="STRING"/> <field number="905" name="CollAsgnRespType" type="INT"> <value enum="0" description="RECEIVED"/> <value enum="1" description="ACCEPTED"/> <value enum="2" description="DECLINED"/> <value enum="3" description="REJECTED"/> </field> <field number="906" name="CollAsgnRejectReason" type="INT"> <value enum="0" description="UNKNOWN_DEAL"/> <value enum="1" description="UNKNOWN_OR_INVALID_INSTRUMENT"/> <value enum="2" description="UNAUTHORIZED_TRANSACTION"/> <value enum="3" description="INSUFFICIENT_COLLATERAL"/> <value enum="4" description="INVALID_TYPE_OF_COLLATERAL"/> <value enum="5" description="EXCESSIVE_SUBSTITUTION"/> <value enum="99" description="OTHER"/> </field> <field number="907" name="CollAsgnRefID" type="STRING"/> <field number="908" name="CollRptID" type="STRING"/> <field number="909" name="CollInquiryID" type="STRING"/> <field number="910" name="CollStatus" type="INT"> <value enum="0" description="UNASSIGNED"/> <value enum="1" description="PARTIALLY_ASSIGNED"/> <value enum="2" description="ASSIGNMENT_PROPOSED"/> <value enum="3" description="ASSIGNED"/> <value enum="4" description="CHALLENGED"/> </field> <field number="911" name="TotNumReports" type="INT"/> <field number="912" name="LastRptRequested" type="BOOLEAN"> <value enum="N" description="NOT_LAST_MESSAGE"/> <value enum="Y" description="LAST_MESSAGE"/> </field> <field number="913" name="AgreementDesc" type="STRING"/> <field number="914" name="AgreementID" type="STRING"/> <field number="915" name="AgreementDate" type="LOCALMKTDATE"/> <field number="916" name="StartDate" type="LOCALMKTDATE"/> <field number="917" name="EndDate" type="LOCALMKTDATE"/> <field number="918" name="AgreementCurrency" type="CURRENCY"/> <field number="919" name="DeliveryType" type="INT"> <value enum="0" description="VERSUS_PAYMENT_DELIVER_PAYMENT"/> <value enum="1" description="FREE_DELIVER_FREE"/> <value enum="2" description="TRI_PARTY"/> <value enum="3" description="HOLD_IN_CUSTODY"/> </field> <field number="920" name="EndAccruedInterestAmt" type="AMT"/> <field number="921" name="StartCash" type="AMT"/> <field number="922" name="EndCash" type="AMT"/> <field number="923" name="UserRequestID" type="STRING"/> <field number="924" name="UserRequestType" type="INT"> <value enum="1" description="LOG_ON_USER"/> <value enum="2" description="LOG_OFF_USER"/> <value enum="3" description="CHANGE_PASSWORD_FOR_USER"/> <value enum="4" description="REQUEST_INDIVIDUAL_USER_STATUS"/> </field> <field number="925" name="NewPassword" type="STRING"/> <field number="926" name="UserStatus" type="INT"> <value enum="1" description="LOGGED_IN"/> <value enum="2" description="NOT_LOGGED_IN"/> <value enum="3" description="USER_NOT_RECOGNISED"/> <value enum="4" description="PASSWORD_INCORRECT"/> <value enum="5" description="PASSWORD_CHANGED"/> <value enum="6" description="OTHER"/> <value enum="7" description="FORCED_USER_LOGOUT_BY_EXCHANGE"/> <value enum="8" description="SESSION_SHUTDOWN_WARNING"/> </field> <field number="927" name="UserStatusText" type="STRING"/> <field number="928" name="StatusValue" type="INT"> <value enum="1" description="CONNECTED"/> <value enum="2" description="NOT_CONNECTED_DOWN_EXPECTED_UP"/> <value enum="3" description="NOT_CONNECTED_DOWN_EXPECTED_DOWN"/> <value enum="4" description="IN_PROCESS"/> </field> <field number="929" name="StatusText" type="STRING"/> <field number="930" name="RefCompID" type="STRING"/> <field number="931" name="RefSubID" type="STRING"/> <field number="932" name="NetworkResponseID" type="STRING"/> <field number="933" name="NetworkRequestID" type="STRING"/> <field number="934" name="LastNetworkResponseID" type="STRING"/> <field number="935" name="NetworkRequestType" type="INT"> <value enum="1" description="SNAPSHOT"/> <value enum="2" description="SUBSCRIBE"/> <value enum="4" description="STOP_SUBSCRIBING"/> <value enum="8" description="LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED"/> </field> <field number="936" name="NoCompIDs" type="NUMINGROUP"/> <field number="937" name="NetworkStatusResponseType" type="INT"> <value enum="1" description="FULL"/> <value enum="2" description="INCREMENTAL_UPDATE"/> </field> <field number="938" name="NoCollInquiryQualifier" type="NUMINGROUP"/> <field number="939" name="TrdRptStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="REJECTED"/> <value enum="3" description="ACCEPTED_WITH_ERRORS"/> </field> <field number="940" name="AffirmStatus" type="INT"> <value enum="1" description="RECEIVED"/> <value enum="2" description="CONFIRM_REJECTED_I_E_NOT_AFFIRMED"/> <value enum="3" description="AFFIRMED"/> </field> <field number="941" name="UnderlyingStrikeCurrency" type="CURRENCY"/> <field number="942" name="LegStrikeCurrency" type="CURRENCY"/> <field number="943" name="TimeBracket" type="STRING"/> <field number="944" name="CollAction" type="INT"> <value enum="0" description="RETAIN"/> <value enum="1" description="ADD"/> <value enum="2" description="REMOVE"/> </field> <field number="945" name="CollInquiryStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="1" description="ACCEPTED_WITH_WARNINGS"/> <value enum="2" description="COMPLETED"/> <value enum="3" description="COMPLETED_WITH_WARNINGS"/> <value enum="4" description="REJECTED"/> </field> <field number="946" name="CollInquiryResult" type="INT"> <value enum="0" description="SUCCESSFUL"/> <value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT"/> <value enum="2" description="INVALID_OR_UNKNOWN_COLLATERAL_TYPE"/> <value enum="3" description="INVALID_PARTIES"/> <value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED"/> <value enum="5" description="INVALID_DESTINATION_REQUESTED"/> <value enum="6" description="NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED"/> <value enum="7" description="NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED"/> <value enum="8" description="COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED"/> <value enum="9" description="UNAUTHORIZED_FOR_COLLATERAL_INQUIRY"/> <value enum="99" description="OTHER"/> </field> <field number="947" name="StrikeCurrency" type="CURRENCY"/> <field number="948" name="NoNested3PartyIDs" type="NUMINGROUP"/> <field number="949" name="Nested3PartyID" type="STRING"/> <field number="950" name="Nested3PartyIDSource" type="CHAR"/> <field number="951" name="Nested3PartyRole" type="INT"/> <field number="952" name="NoNested3PartySubIDs" type="NUMINGROUP"/> <field number="953" name="Nested3PartySubID" type="STRING"/> <field number="954" name="Nested3PartySubIDType" type="INT"/> <field number="955" name="LegContractSettlMonth" type="MONTHYEAR"/> <field number="956" name="LegInterestAccrualDate" type="LOCALMKTDATE"/> <field number="957" name="NoStrategyParameters" type="NUMINGROUP"/> <field number="958" name="StrategyParameterName" type="STRING"/> <field number="959" name="StrategyParameterType" type="INT"> <value enum="1" description="INT"/> <value enum="2" description="LENGTH"/> <value enum="3" description="NUMINGROUP"/> <value enum="4" description="SEQNUM"/> <value enum="5" description="TAGNUM"/> <value enum="6" description="FLOAT"/> <value enum="7" description="QTY"/> <value enum="8" description="PRICE"/> <value enum="9" description="PRICEOFFSET"/> <value enum="10" description="AMT"/> <value enum="11" description="PERCENTAGE"/> <value enum="12" description="CHAR"/> <value enum="13" description="BOOLEAN"/> <value enum="14" description="STRING"/> <value enum="15" description="MULTIPLECHARVALUE"/> <value enum="16" description="CURRENCY"/> <value enum="17" description="EXCHANGE"/> <value enum="18" description="MONTHYEAR"/> <value enum="19" description="UTCTIMESTAMP"/> <value enum="20" description="UTCTIMEONLY"/> <value enum="21" description="LOCALMKTTIME"/> <value enum="22" description="UTCDATE"/> <value enum="23" description="DATA"/> <value enum="24" description="MULTIPLESTRINGVALUE"/> </field> <field number="960" name="StrategyParameterValue" type="STRING"/> <field number="961" name="HostCrossID" type="STRING"/> <field number="962" name="SideTimeInForce" type="UTCTIMESTAMP"/> <field number="963" name="MDReportID" type="INT"/> <field number="964" name="SecurityReportID" type="INT"/> <field number="965" name="SecurityStatus" type="STRING"> <value enum="1" description="ACTIVE"/> <value enum="2" description="INACTIVE"/> </field> <field number="966" name="SettleOnOpenFlag" type="STRING"/> <field number="967" name="StrikeMultiplier" type="FLOAT"/> <field number="968" name="StrikeValue" type="FLOAT"/> <field number="969" name="MinPriceIncrement" type="FLOAT"/> <field number="970" name="PositionLimit" type="INT"/> <field number="971" name="NTPositionLimit" type="INT"/> <field number="972" name="UnderlyingAllocationPercent" type="PERCENTAGE"/> <field number="973" name="UnderlyingCashAmount" type="AMT"/> <field number="974" name="UnderlyingCashType" type="STRING"> <value enum="FIXED" description="FIXED"/> <value enum="DIFF" description="DIFF"/> </field> <field number="975" name="UnderlyingSettlementType" type="INT"> <value enum="2" description="T_1"/> <value enum="4" description="T_3"/> <value enum="5" description="T_4"/> </field> <field number="976" name="QuantityDate" type="LOCALMKTDATE"/> <field number="977" name="ContIntRptID" type="STRING"/> <field number="978" name="LateIndicator" type="BOOLEAN"/> <field number="979" name="InputSource" type="STRING"/> <field number="980" name="SecurityUpdateAction" type="CHAR"> <value enum="A" description="ADD"/> <value enum="D" description="DELETE"/> <value enum="M" description="MODIFY"/> </field> <field number="981" name="NoExpiration" type="NUMINGROUP"/> <field number="982" name="ExpirationQtyType" type="INT"> <value enum="1" description="AUTO_EXERCISE"/> <value enum="2" description="NON_AUTO_EXERCISE"/> <value enum="3" description="FINAL_WILL_BE_EXERCISED"/> <value enum="4" description="CONTRARY_INTENTION"/> <value enum="5" description="DIFFERENCE"/> </field> <field number="983" name="ExpQty" type="QTY"/> <field number="984" name="NoUnderlyingAmounts" type="NUMINGROUP"/> <field number="985" name="UnderlyingPayAmount" type="AMT"/> <field number="986" name="UnderlyingCollectAmount" type="AMT"/> <field number="987" name="UnderlyingSettlementDate" type="LOCALMKTDATE"/> <field number="988" name="UnderlyingSettlementStatus" type="STRING"/> <field number="989" name="SecondaryIndividualAllocID" type="STRING"/> <field number="990" name="LegReportID" type="STRING"/> <field number="991" name="RndPx" type="PRICE"/> <field number="992" name="IndividualAllocType" type="INT"> <value enum="1" description="SUB_ALLOCATE"/> <value enum="2" description="THIRD_PARTY_ALLOCATION"/> </field> <field number="993" name="AllocCustomerCapacity" type="STRING"/> <field number="994" name="TierCode" type="STRING"/> <field number="996" name="UnitOfMeasure" type="STRING"> <value enum="Bbl" description="BARRELS"/> <value enum="Bcf" description="BILLION_CUBIC_FEET"/> <value enum="Bu" description="BUSHELS"/> <value enum="lbs" description="POUNDS"/> <value enum="Gal" description="GALLONS"/> <value enum="MMbbl" description="MILLION_BARRELS"/> <value enum="MMBtu" description="ONE_MILLION_BTU"/> <value enum="MWh" description="MEGAWATT_HOURS"/> <value enum="oz_tr" description="TROY_OUNCES"/> <value enum="t" description="METRIC_TONS"/> <value enum="tn" description="TONS"/> <value enum="USD" description="US_DOLLARS"/> </field> <field number="997" name="TimeUnit" type="STRING"> <value enum="H" description="HOUR"/> <value enum="Min" description="MINUTE"/> <value enum="S" description="SECOND"/> <value enum="D" description="DAY"/> <value enum="Wk" description="WEEK"/> <value enum="Mo" description="MONTH"/> <value enum="Yr" description="YEAR"/> </field> <field number="998" name="UnderlyingUnitOfMeasure" type="STRING"/> <field number="999" name="LegUnitOfMeasure" type="STRING"/> <field number="1000" name="UnderlyingTimeUnit" type="STRING"/> <field number="1001" name="LegTimeUnit" type="STRING"/> <field number="1002" name="AllocMethod" type="INT"> <value enum="1" description="AUTOMATIC"/> <value enum="2" description="GUARANTOR"/> <value enum="3" description="MANUAL"/> </field> <field number="1003" name="TradeID" type="STRING"/> <field number="1005" name="SideTradeReportID" type="STRING"/> <field number="1006" name="SideFillStationCd" type="STRING"/> <field number="1007" name="SideReasonCd" type="STRING"/> <field number="1008" name="SideTrdSubTyp" type="INT"/> <field number="1009" name="SideQty" type="INT"/> <field number="1011" name="MessageEventSource" type="STRING"/> <field number="1012" name="SideTrdRegTimestamp" type="UTCTIMESTAMP"/> <field number="1013" name="SideTrdRegTimestampType" type="INT"/> <field number="1014" name="SideTrdRegTimestampSrc" type="STRING"/> <field number="1015" name="AsOfIndicator" type="CHAR"> <value enum="0" description="FALSE_TRADE_IS_NOT_AN_ASOF_TRADE"/> <value enum="1" description="TRUE_TRADE_IS_AN_ASOF_TRADE"/> </field> <field number="1016" name="NoSideTrdRegTS" type="NUMINGROUP"/> <field number="1017" name="LegOptionRatio" type="FLOAT"/> <field number="1018" name="NoInstrumentParties" type="NUMINGROUP"/> <field number="1019" name="InstrumentPartyID" type="STRING"/> <field number="1020" name="TradeVolume" type="QTY"/> <field number="1021" name="MDBookType" type="INT"> <value enum="1" description="TOP_OF_BOOK"/> <value enum="2" description="PRICE_DEPTH"/> <value enum="3" description="ORDER_DEPTH"/> </field> <field number="1022" name="MDFeedType" type="STRING"/> <field number="1023" name="MDPriceLevel" type="INT"/> <field number="1024" name="MDOriginType" type="INT"> <value enum="0" description="BOOK"/> <value enum="1" description="OFF_BOOK"/> <value enum="2" description="CROSS"/> </field> <field number="1025" name="FirstPx" type="PRICE"/> <field number="1026" name="MDEntrySpotRate" type="FLOAT"/> <field number="1027" name="MDEntryForwardPoints" type="PRICEOFFSET"/> <field number="1028" name="ManualOrderIndicator" type="BOOLEAN"/> <field number="1029" name="CustDirectedOrder" type="BOOLEAN"/> <field number="1030" name="ReceivedDeptID" type="STRING"/> <field number="1031" name="CustOrderHandlingInst" type="MULTIPLESTRINGVALUE"> <value enum="ADD" description="ADD_ON_ORDER"/> <value enum="AON" description="ALL_OR_NONE"/> <value enum="CNH" description="CASH_NOT_HELD"/> <value enum="DIR" description="DIRECTED_ORDER"/> <value enum="E.W" description="EXCHANGE_FOR_PHYSICAL_TRANSACTION"/> <value enum="FOK" description="FILL_OR_KILL"/> <value enum="IO" description="IMBALANCE_ONLY"/> <value enum="IOC" description="IMMEDIATE_OR_CANCEL"/> <value enum="LOO" description="LIMIT_ON_OPEN"/> <value enum="LOC" description="LIMIT_ON_CLOSE"/> <value enum="MAO" description="MARKET_AT_OPEN"/> <value enum="MAC" description="MARKET_AT_CLOSE"/> <value enum="MOO" description="MARKET_ON_OPEN"/> <value enum="MOC" description="MARKET_ON_CLOSE"/> <value enum="MQT" description="MINIMUM_QUANTITY"/> <value enum="NH" description="NOT_HELD"/> <value enum="OVD" description="OVER_THE_DAY"/> <value enum="PEG" description="PEGGED"/> <value enum="RSV" description="RESERVE_SIZE_ORDER"/> <value enum="S.W" description="STOP_STOCK_TRANSACTION"/> <value enum="SCL" description="SCALE"/> <value enum="TMO" description="TIME_ORDER"/> <value enum="TS" description="TRAILING_STOP"/> <value enum="WRK" description="WORK"/> </field> <field number="1032" name="OrderHandlingInstSource" type="INT"> <value enum="1" description="NASD_OATS"/> </field> <field number="1033" name="DeskType" type="STRING"> <value enum="A" description="AGENCY"/> <value enum="AR" description="ARBITRAGE"/> <value enum="D" description="DERIVATIVES"/> <value enum="IN" description="INTERNATIONAL"/> <value enum="IS" description="INSTITUTIONAL"/> <value enum="O" description="OTHER"/> <value enum="PF" description="PREFERRED_TRADING"/> <value enum="PR" description="PROPRIETARY"/> <value enum="PT" description="PROGRAM_TRADING"/> <value enum="S" description="SALES"/> <value enum="T" description="TRADING"/> </field> <field number="1034" name="DeskTypeSource" type="INT"> <value enum="1" description="NASD_OATS"/> </field> <field number="1035" name="DeskOrderHandlingInst" type="MULTIPLESTRINGVALUE"> <value enum="ADD" description="ADD_ON_ORDER"/> <value enum="AON" description="ALL_OR_NONE"/> <value enum="CNH" description="CASH_NOT_HELD"/> <value enum="DIR" description="DIRECTED_ORDER"/> <value enum="E.W" description="EXCHANGE_FOR_PHYSICAL_TRANSACTION"/> <value enum="FOK" description="FILL_OR_KILL"/> <value enum="IO" description="IMBALANCE_ONLY"/> <value enum="IOC" description="IMMEDIATE_OR_CANCEL"/> <value enum="LOO" description="LIMIT_ON_OPEN"/> <value enum="LOC" description="LIMIT_ON_CLOSE"/> <value enum="MAO" description="MARKET_AT_OPEN"/> <value enum="MAC" description="MARKET_AT_CLOSE"/> <value enum="MOO" description="MARKET_ON_OPEN"/> <value enum="MOC" description="MARKET_ON_CLOSE"/> <value enum="MQT" description="MINIMUM_QUANTITY"/> <value enum="NH" description="NOT_HELD"/> <value enum="OVD" description="OVER_THE_DAY"/> <value enum="PEG" description="PEGGED"/> <value enum="RSV" description="RESERVE_SIZE_ORDER"/> <value enum="S.W" description="STOP_STOCK_TRANSACTION"/> <value enum="SCL" description="SCALE"/> <value enum="TMO" description="TIME_ORDER"/> <value enum="TS" description="TRAILING_STOP"/> <value enum="WRK" description="WORK"/> </field> <field number="1036" name="ExecAckStatus" type="CHAR"> <value enum="0" description="RECEIVED_NOT_YET_PROCESSED"/> <value enum="1" description="ACCEPTED"/> <value enum="2" description="DONT_KNOW_REJECTED"/> </field> <field number="1037" name="UnderlyingDeliveryAmount" type="AMT"/> <field number="1038" name="UnderlyingCapValue" type="AMT"/> <field number="1039" name="UnderlyingSettlMethod" type="STRING"/> <field number="1040" name="SecondaryTradeID" type="STRING"/> <field number="1041" name="FirmTradeID" type="STRING"/> <field number="1042" name="SecondaryFirmTradeID" type="STRING"/> <field number="1043" name="CollApplType" type="INT"> <value enum="0" description="SPECIFIC_DEPOSIT"/> <value enum="1" description="GENERAL"/> </field> <field number="1044" name="UnderlyingAdjustedQuantity" type="QTY"/> <field number="1045" name="UnderlyingFXRate" type="FLOAT"/> <field number="1046" name="UnderlyingFXRateCalc" type="CHAR"> <value enum="D" description="DIVIDE"/> <value enum="M" description="MULTIPLY"/> </field> <field number="1047" name="AllocPositionEffect" type="CHAR"> <value enum="O" description="OPEN"/> <value enum="C" description="CLOSE"/> <value enum="R" description="ROLLED"/> <value enum="F" description="FIFO"/> </field> <field number="1048" name="DealingCapacity" type="PRICEOFFSET"/> <field number="1049" name="InstrmtAssignmentMethod" type="CHAR"/> <field number="1050" name="InstrumentPartyIDSource" type="CHAR"/> <field number="1051" name="InstrumentPartyRole" type="INT"/> <field number="1052" name="NoInstrumentPartySubIDs" type="NUMINGROUP"/> <field number="1053" name="InstrumentPartySubID" type="STRING"/> <field number="1054" name="InstrumentPartySubIDType" type="INT"/> <field number="1055" name="PositionCurrency" type="STRING"/> <field number="1056" name="CalculatedCcyLastQty" type="QTY"/> <field number="1057" name="AggressorIndicator" type="BOOLEAN"> <value enum="Y" description="ORDER_INITIATOR_IS_AGGRESSOR"/> <value enum="N" description="ORDER_INITIATOR_IS_PASSIVE"/> </field> <field number="1058" name="NoUndlyInstrumentParties" type="NUMINGROUP"/> <field number="1059" name="UndlyInstrumentPartyID" type="STRING"/> <field number="1060" name="UndlyInstrumentPartyIDSource" type="CHAR"/> <field number="1061" name="UndlyInstrumentPartyRole" type="INT"/> <field number="1062" name="NoUndlyInstrumentPartySubIDs" type="NUMINGROUP"/> <field number="1063" name="UndlyInstrumentPartySubID" type="STRING"/> <field number="1064" name="UndlyInstrumentPartySubIDType" type="INT"/> <field number="1065" name="BidSwapPoints" type="PRICEOFFSET"/> <field number="1066" name="OfferSwapPoints" type="PRICEOFFSET"/> <field number="1067" name="LegBidForwardPoints" type="PRICEOFFSET"/> <field number="1068" name="LegOfferForwardPoints" type="PRICEOFFSET"/> <field number="1069" name="SwapPoints" type="PRICEOFFSET"/> <field number="1070" name="MDQuoteType" type="INT"> <value enum="0" description="INDICATIVE"/> <value enum="1" description="TRADEABLE"/> <value enum="2" description="RESTRICTED_TRADEABLE"/> <value enum="3" description="COUNTER"/> <value enum="4" description="INDICATIVE_AND_TRADEABLE"/> </field> <field number="1071" name="LastSwapPoints" type="PRICEOFFSET"/> <field number="1072" name="SideGrossTradeAmt" type="AMT"/> <field number="1073" name="LegLastForwardPoints" type="PRICEOFFSET"/> <field number="1074" name="LegCalculatedCcyLastQty" type="QTY"/> <field number="1075" name="LegGrossTradeAmt" type="AMT"/> <field number="1079" name="MaturityTime" type="TZTIMEONLY"/> <field number="1080" name="RefOrderID" type="STRING"/> <field number="1081" name="RefOrderIDSource" type="CHAR"> <value enum="0" description="SECONDARYORDERID"/> <value enum="1" description="ORDERID"/> <value enum="2" description="MDENTRYID"/> <value enum="3" description="QUOTEENTRYID"/> </field> <field number="1082" name="SecondaryDisplayQty" type="QTY"/> <field number="1083" name="DisplayWhen" type="CHAR"> <value enum="1" description="IMMEDIATE"/> <value enum="2" description="EXHAUST"/> </field> <field number="1084" name="DisplayMethod" type="CHAR"> <value enum="1" description="INITIAL"/> <value enum="2" description="NEW"/> <value enum="3" description="RANDOM"/> </field> <field number="1085" name="DisplayLowQty" type="QTY"/> <field number="1086" name="DisplayHighQty" type="QTY"/> <field number="1087" name="DisplayMinIncr" type="QTY"/> <field number="1088" name="RefreshQty" type="QTY"/> <field number="1089" name="MatchIncrement" type="QTY"/> <field number="1090" name="MaxPriceLevels" type="INT"/> <field number="1091" name="PreTradeAnonymity" type="BOOLEAN"/> <field number="1092" name="PriceProtectionScope" type="CHAR"> <value enum="0" description="NONE"/> <value enum="1" description="LOCAL"/> <value enum="2" description="NATIONAL"/> <value enum="3" description="GLOBAL"/> </field> <field number="1093" name="LotType" type="CHAR"> <value enum="1" description="ODD_LOT"/> <value enum="2" description="ROUND_LOT"/> <value enum="3" description="BLOCK_LOT"/> </field> <field number="1094" name="PegPriceType" type="INT"> <value enum="1" description="LAST_PEG"/> <value enum="2" description="MID_PRICE_PEG"/> <value enum="3" description="OPENING_PEG"/> <value enum="4" description="MARKET_PEG"/> <value enum="5" description="PRIMARY_PEG"/> <value enum="7" description="PEG_TO_VWAP"/> <value enum="8" description="TRAILING_STOP_PEG"/> <value enum="9" description="PEG_TO_LIMIT_PRICE"/> </field> <field number="1095" name="PeggedRefPrice" type="PRICE"/> <field number="1096" name="PegSecurityIDSource" type="STRING"/> <field number="1097" name="PegSecurityID" type="STRING"/> <field number="1098" name="PegSymbol" type="STRING"/> <field number="1099" name="PegSecurityDesc" type="STRING"/> <field number="1100" name="TriggerType" type="CHAR"> <value enum="1" description="PARTIAL_EXECUTION"/> <value enum="2" description="SPECIFIED_TRADING_SESSION"/> <value enum="3" description="NEXT_AUCTION"/> <value enum="4" description="PRICE_MOVEMENT"/> </field> <field number="1101" name="TriggerAction" type="CHAR"> <value enum="1" description="ACTIVATE"/> <value enum="2" description="MODIFY"/> <value enum="3" description="CANCEL"/> </field> <field number="1102" name="TriggerPrice" type="PRICE"/> <field number="1103" name="TriggerSymbol" type="STRING"/> <field number="1104" name="TriggerSecurityID" type="STRING"/> <field number="1105" name="TriggerSecurityIDSource" type="STRING"/> <field number="1106" name="TriggerSecurityDesc" type="STRING"/> <field number="1107" name="TriggerPriceType" type="CHAR"> <value enum="1" description="BEST_OFFER"/> <value enum="2" description="LAST_TRADE"/> <value enum="3" description="BEST_BID"/> <value enum="4" description="BEST_BID_OR_LAST_TRADE"/> <value enum="5" description="BEST_OFFER_OR_LAST_TRADE"/> <value enum="6" description="BEST_MID"/> </field> <field number="1108" name="TriggerPriceTypeScope" type="CHAR"> <value enum="0" description="NONE"/> <value enum="1" description="LOCAL"/> <value enum="2" description="NATIONAL"/> <value enum="3" description="GLOBAL"/> </field> <field number="1109" name="TriggerPriceDirection" type="CHAR"> <value enum="U" description="TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE_"/> <value enum="D" description="TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE_"/> </field> <field number="1110" name="TriggerNewPrice" type="PRICE"/> <field number="1111" name="TriggerOrderType" type="CHAR"> <value enum="1" description="MARKET"/> <value enum="2" description="LIMIT"/> </field> <field number="1112" name="TriggerNewQty" type="QTY"/> <field number="1113" name="TriggerTradingSessionID" type="STRING"/> <field number="1114" name="TriggerTradingSessionSubID" type="STRING"/> <field number="1115" name="OrderCategory" type="CHAR"> <value enum="1" description="ORDER"/> <value enum="2" description="QUOTE"/> <value enum="3" description="PRIVATELY_NEGOTIATED_TRADE"/> <value enum="4" description="MULTILEG_ORDER"/> <value enum="5" description="LINKED_ORDER"/> <value enum="6" description="QUOTE_REQUEST"/> <value enum="7" description="IMPLIED_ORDER"/> <value enum="8" description="CROSS_ORDER"/> <value enum="9" description="STREAMING_PRICE"/> </field> <field number="1116" name="NoRootPartyIDs" type="NUMINGROUP"/> <field number="1117" name="RootPartyID" type="STRING"/> <field number="1118" name="RootPartyIDSource" type="CHAR"/> <field number="1119" name="RootPartyRole" type="INT"/> <field number="1120" name="NoRootPartySubIDs" type="NUMINGROUP"/> <field number="1121" name="RootPartySubID" type="STRING"/> <field number="1122" name="RootPartySubIDType" type="INT"/> <field number="1123" name="TradeHandlingInstr" type="CHAR"> <value enum="0" description="TRADE_CONFIRMATION"/> <value enum="1" description="TWO_PARTY_REPORT"/> <value enum="2" description="ONE_PARTY_REPORT_FOR_MATCHING"/> <value enum="3" description="ONE_PARTY_REPORT_FOR_PASS_THROUGH"/> <value enum="4" description="AUTOMATED_FLOOR_ORDER_ROUTING"/> <value enum="5" description="TWO_PARTY_REPORT_FOR_CLAIM"/> </field> <field number="1124" name="OrigTradeHandlingInstr" type="CHAR"/> <field number="1125" name="OrigTradeDate" type="LOCALMKTDATE"/> <field number="1126" name="OrigTradeID" type="STRING"/> <field number="1127" name="OrigSecondaryTradeID" type="STRING"/> <field number="1128" name="ApplVerID" type="STRING"> <value enum="0" description="FIX27"/> <value enum="1" description="FIX30"/> <value enum="2" description="FIX40"/> <value enum="3" description="FIX41"/> <value enum="4" description="FIX42"/> <value enum="5" description="FIX43"/> <value enum="6" description="FIX44"/> <value enum="7" description="FIX50"/> <value enum="8" description="FIX50SP1"/> </field> <field number="1129" name="CstmApplVerID" type="STRING"/> <field number="1130" name="RefApplVerID" type="STRING"/> <field number="1131" name="RefCstmApplVerID" type="STRING"/> <field number="1132" name="TZTransactTime" type="TZTIMESTAMP"/> <field number="1133" name="ExDestinationIDSource" type="CHAR"> <value enum="B" description="BIC"/> <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/> <value enum="D" description="PROPRIETARY_CUSTOM_CODE"/> <value enum="E" description="ISO_COUNTRY_CODE"/> <value enum="G" description="MIC"/> </field> <field number="1134" name="ReportedPxDiff" type="BOOLEAN"/> <field number="1135" name="RptSys" type="STRING"/> <field number="1136" name="AllocClearingFeeIndicator" type="STRING"/> <field number="1138" name="DisplayQty" type="QTY"/> <field number="1139" name="ExchangeSpecialInstructions" type="STRING"/> <field number="1140" name="MaxTradeVol" type="QTY"/> <field number="1141" name="NoMDFeedTypes" type="NUMINGROUP"/> <field number="1142" name="MatchAlgorithm" type="STRING"/> <field number="1143" name="MaxPriceVariation" type="FLOAT"/> <field number="1144" name="ImpliedMarketIndicator" type="INT"> <value enum="0" description="NOT_IMPLIED"/> <value enum="1" description="IMPLIED_IN_THE_EXISTENCE_OF_A_MULTI_LEG_INSTRUMENT_IS_IMPLIED_BY_THE_LEGS_OF_THAT_INSTRUMENT"/> <value enum="2" description="IMPLIED_OUT_THE_EXISTENCE_OF_THE_UNDERLYING_LEGS_ARE_IMPLIED_BY_THE_MULTI_LEG_INSTRUMENT"/> <value enum="3" description="BOTH_IMPLIED_IN_AND_IMPLIED_OUT"/> </field> <field number="1145" name="EventTime" type="UTCTIMESTAMP"/> <field number="1146" name="MinPriceIncrementAmount" type="AMT"/> <field number="1147" name="UnitOfMeasureQty" type="QTY"/> <field number="1148" name="LowLimitPrice" type="PRICE"/> <field number="1149" name="HighLimitPrice" type="PRICE"/> <field number="1150" name="TradingReferencePrice" type="PRICE"/> <field number="1151" name="SecurityGroup" type="STRING"/> <field number="1152" name="LegNumber" type="INT"/> <field number="1153" name="SettlementCycleNo" type="INT"/> <field number="1154" name="SideCurrency" type="CURRENCY"/> <field number="1155" name="SideSettlCurrency" type="CURRENCY"/> <field number="1156" name="ApplExtID" type="INT"/> <field number="1157" name="CcyAmt" type="AMT"/> <field number="1158" name="NoSettlDetails" type="NUMINGROUP"/> <field number="1159" name="SettlObligMode" type="INT"> <value enum="1" description="PRELIMINARY"/> <value enum="2" description="FINAL"/> </field> <field number="1160" name="SettlObligMsgID" type="STRING"/> <field number="1161" name="SettlObligID" type="STRING"/> <field number="1162" name="SettlObligTransType" type="CHAR"> <value enum="C" description="CANCEL"/> <value enum="N" description="NEW"/> <value enum="R" description="REPLACE"/> <value enum="T" description="RESTATE"/> </field> <field number="1163" name="SettlObligRefID" type="STRING"/> <field number="1164" name="SettlObligSource" type="CHAR"> <value enum="1" description="INSTRUCTIONS_OF_BROKER"/> <value enum="2" description="INSTRUCTIONS_FOR_INSTITUTION"/> <value enum="3" description="INVESTOR"/> </field> <field number="1165" name="NoSettlOblig" type="NUMINGROUP"/> <field number="1166" name="QuoteMsgID" type="STRING"/> <field number="1167" name="QuoteEntryStatus" type="INT"> <value enum="0" description="ACCEPTED"/> <value enum="5" description="REJECTED"/> <value enum="6" description="REMOVED_FROM_MARKET"/> <value enum="7" description="EXPIRED"/> <value enum="12" description="LOCKED_MARKET_WARNING"/> <value enum="13" description="CROSS_MARKET_WARNING"/> <value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET"/> <value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET"/> <value enum="16" description="ACTIVE"/> </field> <field number="1168" name="TotNoCxldQuotes" type="INT"/> <field number="1169" name="TotNoAccQuotes" type="INT"/> <field number="1170" name="TotNoRejQuotes" type="INT"/> <field number="1171" name="PrivateQuote" type="BOOLEAN"/> <field number="1172" name="RespondentType" type="INT"> <value enum="1" description="ALL_MARKET_PARTICIPANTS"/> <value enum="2" description="SPECIFIED_MARKET_PARTICIPANTS"/> <value enum="3" description="ALL_MARKET_MAKERS"/> <value enum="4" description="PRIMARY_MARKET_MAKER"/> </field> <field number="1173" name="MDSubBookType" type="INT"/> <field number="1174" name="SecurityTradingEvent" type="INT"> <value enum="1" description="ORDER_IMBALANCE_AUCTION_IS_EXTENDED"/> <value enum="2" description="TRADING_RESUMES"/> <value enum="3" description="PRICE_VOLATILITY_INTERRUPTION"/> <value enum="4" description="CHANGE_OF_TRADING_SESSION"/> <value enum="5" description="CHANGE_OF_TRADING_SUBSESSION"/> <value enum="6" description="CHANGE_OF_SECURITY_STATUS"/> <value enum="7" description="CHANGE_OF_BOOK_TYPE"/> <value enum="8" description="CHANGE_OF_MARKET_DEPTH"/> </field> <field number="1175" name="NoStatsIndicators" type="NUMINGROUP"/> <field number="1176" name="StatsType" type="INT"> <value enum="1" description="EXCHANGE_LAST"/> <value enum="2" description="HIGH_LOW_PRICE"/> <value enum="3" description="AVERAGE_PRICE"/> <value enum="4" description="TURNOVER"/> </field> <field number="1177" name="NoOfSecSizes" type="NUMINGROUP"/> <field number="1178" name="MDSecSizeType" type="INT"> <value enum="1" description="CUSTOMER"/> </field> <field number="1179" name="MDSecSize" type="QTY"/> <field number="1180" name="ApplID" type="STRING"/> <field number="1181" name="ApplSeqNum" type="SEQNUM"/> <field number="1182" name="ApplBegSeqNum" type="SEQNUM"/> <field number="1183" name="ApplEndSeqNum" type="SEQNUM"/> <field number="1184" name="SecurityXMLLen" type="LENGTH"/> <field number="1185" name="SecurityXML" type="XMLDATA"/> <field number="1186" name="SecurityXMLSchema" type="STRING"/> <field number="1187" name="RefreshIndicator" type="BOOLEAN"/> <field number="1188" name="Volatility" type="FLOAT"/> <field number="1189" name="TimeToExpiration" type="FLOAT"/> <field number="1190" name="RiskFreeRate" type="FLOAT"/> <field number="1191" name="PriceUnitOfMeasure" type="STRING"/> <field number="1192" name="PriceUnitOfMeasureQty" type="QTY"/> <field number="1193" name="SettlMethod" type="CHAR"> <value enum="C" description="CASH_SETTLEMENT_REQUIRED"/> <value enum="P" description="PHYSICAL_SETTLEMENT_REQUIRED"/> </field> <field number="1194" name="ExerciseStyle" type="INT"> <value enum="0" description="EUROPEAN"/> <value enum="1" description="AMERICAN"/> <value enum="2" description="BERMUDA"/> </field> <field number="1195" name="OptPayAmount" type="AMT"/> <field number="1196" name="PriceQuoteMethod" type="STRING"> <value enum="STD" description="STANDARD_MONEY_PER_UNIT_OF_A_PHYSICAL"/> <value enum="INX" description="INDEX"/> <value enum="INT" description="INTEREST_RATE_INDEX"/> </field> <field number="1197" name="FuturesValuationMethod" type="STRING"> <value enum="EQTY" description="PREMIUM_STYLE"/> <value enum="FUT" description="FUTURES_STYLE_MARK_TO_MARKET"/> <value enum="FUTDA" description="FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT"/> </field> <field number="1198" name="ListMethod" type="INT"> <value enum="0" description="PRE_LISTED_ONLY"/> <value enum="1" description="USER_REQUESTED"/> </field> <field number="1199" name="CapPrice" type="PRICE"/> <field number="1200" name="FloorPrice" type="PRICE"/> <field number="1201" name="NoStrikeRules" type="NUMINGROUP"/> <field number="1202" name="StartStrikePxRange" type="PRICE"/> <field number="1203" name="EndStrikePxRange" type="PRICE"/> <field number="1204" name="StrikeIncrement" type="FLOAT"/> <field number="1205" name="NoTickRules" type="NUMINGROUP"/> <field number="1206" name="StartTickPriceRange" type="PRICE"/> <field number="1207" name="EndTickPriceRange" type="PRICE"/> <field number="1208" name="TickIncrement" type="PRICE"/> <field number="1209" name="TickRuleType" type="INT"> <value enum="0" description="REGULAR"/> <value enum="1" description="VARIABLE"/> <value enum="2" description="FIXED"/> <value enum="3" description="TRADED_AS_A_SPREAD_LEG"/> <value enum="4" description="SETTLED_AS_A_SPREAD_LEG"/> </field> <field number="1210" name="NestedInstrAttribType" type="INT"/> <field number="1211" name="NestedInstrAttribValue" type="STRING"/> <field number="1212" name="LegMaturityTime" type="TZTIMEONLY"/> <field number="1213" name="UnderlyingMaturityTime" type="TZTIMEONLY"/> <field number="1214" name="DerivativeSymbol" type="STRING"/> <field number="1215" name="DerivativeSymbolSfx" type="STRING"/> <field number="1216" name="DerivativeSecurityID" type="STRING"/> <field number="1217" name="DerivativeSecurityIDSource" type="STRING"/> <field number="1218" name="NoDerivativeSecurityAltID" type="NUMINGROUP"/> <field number="1219" name="DerivativeSecurityAltID" type="STRING"/> <field number="1220" name="DerivativeSecurityAltIDSource" type="STRING"/> <field number="1221" name="SecondaryLowLimitPrice" type="PRICE"/> <field number="1222" name="MaturityRuleID" type="STRING"/> <field number="1223" name="StrikeRuleID" type="STRING"/> <field number="1224" name="LegUnitOfMeasureQty" type="QTY"/> <field number="1225" name="DerivativeOptPayAmount" type="AMT"/> <field number="1226" name="EndMaturityMonthYear" type="MONTHYEAR"/> <field number="1227" name="ProductComplex" type="STRING"/> <field number="1228" name="DerivativeProductComplex" type="STRING"/> <field number="1229" name="MaturityMonthYearIncrement" type="INT"/> <field number="1230" name="SecondaryHighLimitPrice" type="PRICE"/> <field number="1231" name="MinLotSize" type="QTY"/> <field number="1232" name="NoExecInstRules" type="NUMINGROUP"/> <field number="1234" name="NoLotTypeRules" type="NUMINGROUP"/> <field number="1235" name="NoMatchRules" type="NUMINGROUP"/> <field number="1236" name="NoMaturityRules" type="NUMINGROUP"/> <field number="1237" name="NoOrdTypeRules" type="NUMINGROUP"/> <field number="1239" name="NoTimeInForceRules" type="NUMINGROUP"/> <field number="1240" name="SecondaryTradingReferencePrice" type="PRICE"/> <field number="1241" name="StartMaturityMonthYear" type="MONTHYEAR"/> <field number="1242" name="FlexProductEligibilityIndicator" type="BOOLEAN"/> <field number="1243" name="DerivFlexProductEligibilityIndicator" type="BOOLEAN"/> <field number="1244" name="FlexibleIndicator" type="BOOLEAN"/> <field number="1245" name="TradingCurrency" type="CURRENCY"/> <field number="1246" name="DerivativeProduct" type="INT"/> <field number="1247" name="DerivativeSecurityGroup" type="STRING"/> <field number="1248" name="DerivativeCFICode" type="STRING"/> <field number="1249" name="DerivativeSecurityType" type="STRING"/> <field number="1250" name="DerivativeSecuritySubType" type="STRING"/> <field number="1251" name="DerivativeMaturityMonthYear" type="MONTHYEAR"/> <field number="1252" name="DerivativeMaturityDate" type="LOCALMKTDATE"/> <field number="1253" name="DerivativeMaturityTime" type="TZTIMEONLY"/> <field number="1254" name="DerivativeSettleOnOpenFlag" type="STRING"/> <field number="1255" name="DerivativeInstrmtAssignmentMethod" type="CHAR"/> <field number="1256" name="DerivativeSecurityStatus" type="STRING"/> <field number="1257" name="DerivativeInstrRegistry" type="STRING"/> <field number="1258" name="DerivativeCountryOfIssue" type="COUNTRY"/> <field number="1259" name="DerivativeStateOrProvinceOfIssue" type="STRING"/> <field number="1260" name="DerivativeLocaleOfIssue" type="STRING"/> <field number="1261" name="DerivativeStrikePrice" type="PRICE"/> <field number="1262" name="DerivativeStrikeCurrency" type="CURRENCY"/> <field number="1263" name="DerivativeStrikeMultiplier" type="FLOAT"/> <field number="1264" name="DerivativeStrikeValue" type="FLOAT"/> <field number="1265" name="DerivativeOptAttribute" type="CHAR"/> <field number="1266" name="DerivativeContractMultiplier" type="FLOAT"/> <field number="1267" name="DerivativeMinPriceIncrement" type="FLOAT"/> <field number="1268" name="DerivativeMinPriceIncrementAmount" type="AMT"/> <field number="1269" name="DerivativeUnitOfMeasure" type="STRING"/> <field number="1270" name="DerivativeUnitOfMeasureQty" type="QTY"/> <field number="1271" name="DerivativeTimeUnit" type="STRING"/> <field number="1272" name="DerivativeSecurityExchange" type="EXCHANGE"/> <field number="1273" name="DerivativePositionLimit" type="INT"/> <field number="1274" name="DerivativeNTPositionLimit" type="INT"/> <field number="1275" name="DerivativeIssuer" type="STRING"/> <field number="1276" name="DerivativeIssueDate" type="LOCALMKTDATE"/> <field number="1277" name="DerivativeEncodedIssuerLen" type="LENGTH"/> <field number="1278" name="DerivativeEncodedIssuer" type="DATA"/> <field number="1279" name="DerivativeSecurityDesc" type="STRING"/> <field number="1280" name="DerivativeEncodedSecurityDescLen" type="LENGTH"/> <field number="1281" name="DerivativeEncodedSecurityDesc" type="DATA"/> <field number="1282" name="DerivativeSecurityXMLLen" type="LENGTH"/> <field number="1283" name="DerivativeSecurityXML" type="DATA"/> <field number="1284" name="DerivativeSecurityXMLSchema" type="STRING"/> <field number="1285" name="DerivativeContractSettlMonth" type="MONTHYEAR"/> <field number="1286" name="NoDerivativeEvents" type="NUMINGROUP"/> <field number="1287" name="DerivativeEventType" type="INT"/> <field number="1288" name="DerivativeEventDate" type="LOCALMKTDATE"/> <field number="1289" name="DerivativeEventTime" type="UTCTIMESTAMP"/> <field number="1290" name="DerivativeEventPx" type="PRICE"/> <field number="1291" name="DerivativeEventText" type="STRING"/> <field number="1292" name="NoDerivativeInstrumentParties" type="NUMINGROUP"/> <field number="1293" name="DerivativeInstrumentPartyID" type="STRING"/> <field number="1294" name="DerivativeInstrumentPartyIDSource" type="STRING"/> <field number="1295" name="DerivativeInstrumentPartyRole" type="INT"/> <field number="1296" name="NoDerivativeInstrumentPartySubIDs" type="NUMINGROUP"/> <field number="1297" name="DerivativeInstrumentPartySubID" type="STRING"/> <field number="1298" name="DerivativeInstrumentPartySubIDType" type="INT"/> <field number="1299" name="DerivativeExerciseStyle" type="CHAR"/> <field number="1300" name="MarketSegmentID" type="STRING"/> <field number="1301" name="MarketID" type="EXCHANGE"/> <field number="1302" name="MaturityMonthYearIncrementUnits" type="INT"> <value enum="0" description="MONTHS"/> <value enum="1" description="DAYS"/> <value enum="2" description="WEEKS"/> <value enum="3" description="YEARS"/> </field> <field number="1303" name="MaturityMonthYearFormat" type="INT"> <value enum="0" description="YEARMONTH_ONLY"/> <value enum="1" description="YEARMONTHDAY"/> <value enum="2" description="YEARMONTHWEEK"/> </field> <field number="1304" name="StrikeExerciseStyle" type="INT"/> <field number="1305" name="SecondaryPriceLimitType" type="INT"/> <field number="1306" name="PriceLimitType" type="INT"> <value enum="0" description="PRICE"/> <value enum="1" description="TICKS"/> <value enum="2" description="PERCENTAGE"/> </field> <field number="1308" name="ExecInstValue" type="CHAR"/> <field number="1309" name="NoTradingSessionRules" type="NUMINGROUP"/> <field number="1310" name="NoMarketSegments" type="NUMINGROUP"/> <field number="1311" name="NoDerivativeInstrAttrib" type="NUMINGROUP"/> <field number="1312" name="NoNestedInstrAttrib" type="NUMINGROUP"/> <field number="1313" name="DerivativeInstrAttribType" type="INT"/> <field number="1314" name="DerivativeInstrAttribValue" type="STRING"/> <field number="1315" name="DerivativePriceUnitOfMeasure" type="STRING"/> <field number="1316" name="DerivativePriceUnitOfMeasureQty" type="QTY"/> <field number="1317" name="DerivativeSettlMethod" type="CHAR"/> <field number="1318" name="DerivativePriceQuoteMethod" type="STRING"/> <field number="1319" name="DerivativeFuturesValuationMethod" type="STRING"/> <field number="1320" name="DerivativeListMethod" type="INT"/> <field number="1321" name="DerivativeCapPrice" type="PRICE"/> <field number="1322" name="DerivativeFloorPrice" type="PRICE"/> <field number="1323" name="DerivativePutOrCall" type="INT"/> <field number="1324" name="ListUpdateAction" type="CHAR"/> <field number="1325" name="ParentMktSegmID" type="STRING"/> <field number="1326" name="TradingSessionDesc" type="STRING"/> <field number="1327" name="TradSesUpdateAction" type="CHAR"/> <field number="1328" name="RejectText" type="STRING"/> <field number="1329" name="FeeMultiplier" type="FLOAT"/> <field number="1330" name="UnderlyingLegSymbol" type="STRING"/> <field number="1331" name="UnderlyingLegSymbolSfx" type="STRING"/> <field number="1332" name="UnderlyingLegSecurityID" type="STRING"/> <field number="1333" name="UnderlyingLegSecurityIDSource" type="STRING"/> <field number="1334" name="NoUnderlyingLegSecurityAltID" type="NUMINGROUP"/> <field number="1335" name="UnderlyingLegSecurityAltID" type="STRING"/> <field number="1336" name="UnderlyingLegSecurityAltIDSource" type="STRING"/> <field number="1337" name="UnderlyingLegSecurityType" type="STRING"/> <field number="1338" name="UnderlyingLegSecuritySubType" type="STRING"/> <field number="1339" name="UnderlyingLegMaturityMonthYear" type="MONTHYEAR"/> <field number="1340" name="UnderlyingLegStrikePrice" type="PRICE"/> <field number="1341" name="UnderlyingLegSecurityExchange" type="STRING"/> <field number="1342" name="NoOfLegUnderlyings" type="NUMINGROUP"/> <field number="1343" name="UnderlyingLegPutOrCall" type="INT"/> <field number="1344" name="UnderlyingLegCFICode" type="STRING"/> <field number="1345" name="UnderlyingLegMaturityDate" type="LOCALMKTDATE"/> <field number="1346" name="ApplReqID" type="STRING"/> <field number="1347" name="ApplReqType" type="INT"> <value enum="0" description="RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS"/> <value enum="1" description="SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS"/> <value enum="2" description="REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS"/> <value enum="3" description="REQUEST_VALID_SET_OF_APPLICATIONS"/> <value enum="4" description="UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS"/> </field> <field number="1348" name="ApplResponseType" type="INT"> <value enum="0" description="REQUEST_SUCCESSFULLY_PROCESSED"/> <value enum="1" description="APPLICATION_DOES_NOT_EXIST"/> <value enum="2" description="MESSAGES_NOT_AVAILABLE"/> </field> <field number="1349" name="ApplTotalMessageCount" type="INT"/> <field number="1350" name="ApplLastSeqNum" type="SEQNUM"/> <field number="1351" name="NoApplIDs" type="NUMINGROUP"/> <field number="1352" name="ApplResendFlag" type="BOOLEAN"/> <field number="1353" name="ApplResponseID" type="STRING"/> <field number="1354" name="ApplResponseError" type="INT"> <value enum="0" description="APPLICATION_DOES_NOT_EXIST"/> <value enum="1" description="MESSAGES_REQUESTED_ARE_NOT_AVAILABLE"/> <value enum="2" description="USER_NOT_AUTHORIZED_FOR_APPLICATION"/> </field> <field number="1355" name="RefApplID" type="STRING"/> <field number="1356" name="ApplReportID" type="STRING"/> <field number="1357" name="RefApplLastSeqNum" type="SEQNUM"/> <field number="1358" name="LegPutOrCall" type="INT"/> <field number="1361" name="TotNoFills" type="INT"/> <field number="1362" name="NoFills" type="NUMINGROUP"/> <field number="1363" name="FillExecID" type="STRING"/> <field number="1364" name="FillPx" type="PRICE"/> <field number="1365" name="FillQty" type="QTY"/> <field number="1366" name="LegAllocID" type="STRING"/> <field number="1367" name="LegAllocSettlCurrency" type="CURRENCY"/> <field number="1368" name="TradSesEvent" type="INT"> <value enum="0" description="TRADING_RESUMES"/> <value enum="1" description="CHANGE_OF_TRADING_SESSION"/> <value enum="2" description="CHANGE_OF_TRADING_SUBSESSION"/> <value enum="3" description="CHANGE_OF_TRADING_STATUS"/> </field> <field number="1369" name="MassActionReportID" type="STRING"/> <field number="1370" name="NoNotAffectedOrders" type="NUMINGROUP"/> <field number="1371" name="NotAffectedOrderID" type="STRING"/> <field number="1372" name="NotAffOrigClOrdID" type="STRING"/> <field number="1373" name="MassActionType" type="INT"> <value enum="1" description="SUSPEND_ORDERS"/> <value enum="2" description="RELEASE_ORDERS_FROM_SUSPENSION"/> <value enum="3" description="CANCEL_ORDERS"/> </field> <field number="1374" name="MassActionScope" type="INT"> <value enum="1" description="ALL_ORDERS_FOR_A_SECURITY"/> <value enum="2" description="ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/> <value enum="3" description="ALL_ORDERS_FOR_A_PRODUCT"/> <value enum="4" description="ALL_ORDERS_FOR_A_CFICODE"/> <value enum="5" description="ALL_ORDERS_FOR_A_SECURITYTYPE"/> <value enum="6" description="ALL_ORDERS_FOR_A_TRADING_SESSION"/> <value enum="7" description="ALL_ORDERS"/> <value enum="8" description="ALL_ORDERS_FOR_A_MARKET"/> <value enum="9" description="ALL_ORDERS_FOR_A_MARKET_SEGMENT"/> <value enum="10" description="ALL_ORDERS_FOR_A_SECURITY_GROUP"/> </field> <field number="1375" name="MassActionResponse" type="INT"> <value enum="0" description="REJECTED_SEE_MASSACTIONREJECTREASON"/> <value enum="1" description="ACCEPTED"/> </field> <field number="1376" name="MassActionRejectReason" type="INT"> <value enum="0" description="MASS_ACTION_NOT_SUPPORTED"/> <value enum="1" description="INVALID_OR_UNKNOWN_SECURITY"/> <value enum="2" description="INVALID_OR_UNKNOWN_UNDERLYING_SECURITY"/> <value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT"/> <value enum="4" description="INVALID_OR_UNKNOWN_CFICODE"/> <value enum="5" description="INVALID_OR_UNKNOWN_SECURITYTYPE"/> <value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION"/> <value enum="7" description="INVALID_OR_UNKNOWN_MARKET"/> <value enum="8" description="INVALID_OR_UNKNOWN_MARKET_SEGMENT"/> <value enum="9" description="INVALID_OR_UNKNOWN_SECURITY_GROUP"/> <value enum="99" description="OTHER"/> </field> <field number="1377" name="MultilegModel" type="INT"> <value enum="0" description="PREDEFINED_MULTILEG_SECURITY"/> <value enum="1" description="USER_DEFINED_MULTLEG_SECURITY"/> <value enum="2" description="USER_DEFINED_NON_SECURITIZED_MULTILEG"/> </field> <field number="1378" name="MultilegPriceMethod" type="INT"> <value enum="0" description="NET_PRICE"/> <value enum="1" description="REVERSED_NET_PRICE"/> <value enum="2" description="YIELD_DIFFERENCE"/> <value enum="3" description="INDIVIDUAL"/> <value enum="4" description="CONTRACT_WEIGHTED_AVERAGE_PRICE"/> <value enum="5" description="MULTIPLIED_PRICE"/> </field> <field number="1379" name="LegVolatility" type="FLOAT"/> <field number="1380" name="DividendYield" type="PERCENTAGE"/> <field number="1381" name="LegDividendYield" type="PERCENTAGE"/> <field number="1382" name="CurrencyRatio" type="FLOAT"/> <field number="1383" name="LegCurrencyRatio" type="FLOAT"/> <field number="1384" name="LegExecInst" type="MULTIPLECHARVALUE"/> <field number="1385" name="ContingencyType" type="INT"> <value enum="1" description="ONE_CANCELS_THE_OTHER"/> <value enum="2" description="ONE_TRIGGERS_THE_OTHER"/> <value enum="3" description="ONE_UPDATES_THE_OTHER_ABSOLUTE_QUANTITY_REDUCTION"/> <value enum="4" description="ONE_UPDATES_THE_OTHER_PROPORTIONAL_QUANTITY_REDUCTION"/> </field> <field number="1386" name="ListRejectReason" type="INT"> <value enum="0" description="BROKER_EXCHANGE_OPTION"/> <value enum="2" description="EXCHANGE_CLOSED"/> <value enum="4" description="TOO_LATE_TO_ENTER"/> <value enum="5" description="UNKNOWN_ORDER"/> <value enum="6" description="DUPLICATE_ORDER"/> <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC"/> <value enum="99" description="OTHER"/> </field> <field number="1387" name="NoTrdRepIndicators" type="NUMINGROUP"/> <field number="1388" name="TrdRepPartyRole" type="INT"/> <field number="1389" name="TrdRepIndicator" type="BOOLEAN"/> <field number="1390" name="TradePublishIndicator" type="INT"> <value enum="0" description="DO_NOT_PUBLISH_TRADE"/> <value enum="1" description="PUBLISH_TRADE"/> <value enum="2" description="DEFERRED_PUBLICATION"/> </field> <field number="1391" name="UnderlyingLegOptAttribute" type="CHAR"/> <field number="1392" name="UnderlyingLegSecurityDesc" type="STRING"/> <field number="1393" name="MarketReqID" type="STRING"/> <field number="1394" name="MarketReportID" type="STRING"/> <field number="1395" name="MarketUpdateAction" type="CHAR"> <value enum="A" description="ADD"/> <value enum="D" description="DELETE"/> <value enum="M" description="MODIFY"/> </field> <field number="1396" name="MarketSegmentDesc" type="STRING"/> <field number="1397" name="EncodedMktSegmDescLen" type="LENGTH"/> <field number="1398" name="EncodedMktSegmDesc" type="DATA"/> <field number="1399" name="ApplNewSeqNum" type="SEQNUM"/> <field number="1400" name="EncryptedPasswordMethod" type="INT"/> <field number="1401" name="EncryptedPasswordLen" type="LENGTH"/> <field number="1402" name="EncryptedPassword" type="DATA"/> <field number="1403" name="EncryptedNewPasswordLen" type="LENGTH"/> <field number="1404" name="EncryptedNewPassword" type="DATA"/> <field number="1405" name="UnderlyingLegMaturityTime" type="TZTIMEONLY"/> <field number="1406" name="RefApplExtID" type="INT"/> <field number="1411" name="Nested4PartySubIDType" type="INT"/> <field number="1412" name="Nested4PartySubID" type="STRING"/> <field number="1413" name="NoNested4PartySubIDs" type="NUMINGROUP"/> <field number="1414" name="NoNested4PartyIDs" type="NUMINGROUP"/> <field number="1415" name="Nested4PartyID" type="STRING"/> <field number="1416" name="Nested4PartyIDSource" type="CHAR"/> <field number="1417" name="Nested4PartyRole" type="INT"/> <field number="1418" name="LegLastQty" type="QTY"/> <field number="1419" name="UnderlyingExerciseStyle" type="INT"/> <field number="1420" name="LegExerciseStyle" type="INT"/> <field number="1421" name="LegPriceUnitOfMeasure" type="STRING"/> <field number="1422" name="LegPriceUnitOfMeasureQty" type="QTY"/> <field number="1423" name="UnderlyingUnitOfMeasureQty" type="QTY"/> <field number="1424" name="UnderlyingPriceUnitOfMeasure" type="STRING"/> <field number="1425" name="UnderlyingPriceUnitOfMeasureQty" type="QTY"/> <field number="1426" name="ApplReportType" type="INT"> <value enum="0" description="RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM"/> <value enum="1" description="REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM_FOR_THE_APPLICATION_SEQUENCE_NUMBER_OF_THE_LAST_MESSAGE_"/> <value enum="2" description="HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID_FOR_THE_APPLICATION_SEQUENCE_NUMBER_OF_THE_PREVIOUS_MESSAGE_"/> </field> </fields> </fix>
© 2015 - 2024 Weber Informatics LLC | Privacy Policy