All Downloads are FREE. Search and download functionalities are using the official Maven repository.

.quickfixj-core.2.0.0.source-code.FIX40.xml Maven / Gradle / Ivy

Go to download

The core QuickFIX/J engine

There is a newer version: 2.3.1
Show newest version
<fix major="4" minor="0">
  <header>
    <field name="BeginString" required="Y"/>
    <field name="BodyLength" required="Y"/>
    <field name="MsgType" required="Y"/>
    <field name="SenderCompID" required="Y"/>
    <field name="TargetCompID" required="Y"/>
    <field name="OnBehalfOfCompID" required="N"/>
    <field name="DeliverToCompID" required="N"/>
    <field name="SecureDataLen" required="N"/>
    <field name="SecureData" required="N"/>
    <field name="MsgSeqNum" required="Y"/>
    <field name="SenderSubID" required="N"/>
    <field name="TargetSubID" required="N"/>
    <field name="OnBehalfOfSubID" required="N"/>
    <field name="DeliverToSubID" required="N"/>
    <field name="PossDupFlag" required="N"/>
    <field name="PossResend" required="N"/>
    <field name="SendingTime" required="Y"/>
    <field name="OrigSendingTime" required="N"/>
  </header>
  <trailer>
    <field name="SignatureLength" required="N"/>
    <field name="Signature" required="N"/>
    <field name="CheckSum" required="Y"/>
  </trailer>
  <messages>
    <message name="Heartbeat" msgtype="0" msgcat="admin">
      <field name="TestReqID" required="N"/>
    </message>
    <message name="Logon" msgtype="A" msgcat="admin">
      <field name="EncryptMethod" required="Y"/>
      <field name="HeartBtInt" required="Y"/>
      <field name="RawDataLength" required="N"/>
      <field name="RawData" required="N"/>
    </message>
    <message name="TestRequest" msgtype="1" msgcat="admin">
      <field name="TestReqID" required="Y"/>
    </message>
    <message name="ResendRequest" msgtype="2" msgcat="admin">
      <field name="BeginSeqNo" required="Y"/>
      <field name="EndSeqNo" required="Y"/>
    </message>
    <message name="Reject" msgtype="3" msgcat="admin">
      <field name="RefSeqNum" required="Y"/>
      <field name="Text" required="N"/>
    </message>
    <message name="SequenceReset" msgtype="4" msgcat="admin">
      <field name="GapFillFlag" required="N"/>
      <field name="NewSeqNo" required="Y"/>
    </message>
    <message name="Logout" msgtype="5" msgcat="admin">
      <field name="Text" required="N"/>
    </message>
    <message name="Advertisement" msgtype="7" msgcat="app">
      <field name="AdvId" required="Y"/>
      <field name="AdvTransType" required="Y"/>
      <field name="AdvRefID" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="AdvSide" required="Y"/>
      <field name="Shares" required="Y"/>
      <field name="Price" required="N"/>
      <field name="Currency" required="N"/>
      <field name="TransactTime" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="IndicationofInterest" msgtype="6" msgcat="app">
      <field name="IOIID" required="Y"/>
      <field name="IOITransType" required="Y"/>
      <field name="IOIRefID" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Side" required="Y"/>
      <field name="IOIShares" required="Y"/>
      <field name="Price" required="N"/>
      <field name="Currency" required="N"/>
      <field name="ValidUntilTime" required="N"/>
      <field name="IOIQltyInd" required="N"/>
      <field name="IOIOthSvc" required="N"/>
      <field name="IOINaturalFlag" required="N"/>
      <field name="IOIQualifier" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="News" msgtype="B" msgcat="app">
      <field name="OrigTime" required="N"/>
      <field name="Urgency" required="N"/>
      <field name="RelatdSym" required="N" repeating="Y"/>
      <group name="LinesOfText" required="Y">
        <field name="Text" required="Y"/>
      </group>
      <field name="RawDataLength" required="N"/>
      <field name="RawData" required="N"/>
    </message>
    <message name="Email" msgtype="C" msgcat="app">
      <field name="EmailType" required="Y"/>
      <field name="OrigTime" required="N"/>
      <field name="RelatdSym" required="N" repeating="Y"/>
      <field name="OrderID" required="N"/>
      <field name="ClOrdID" required="N"/>
      <group name="LinesOfText" required="Y">
        <field name="Text" required="Y"/>
      </group>
      <field name="RawDataLength" required="N"/>
      <field name="RawData" required="N"/>
    </message>
    <message name="QuoteRequest" msgtype="R" msgcat="app">
      <field name="QuoteReqID" required="Y"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="PrevClosePx" required="N"/>
      <field name="Side" required="N"/>
      <field name="OrderQty" required="N"/>
    </message>
    <message name="Quote" msgtype="S" msgcat="app">
      <field name="QuoteReqID" required="N"/>
      <field name="QuoteID" required="Y"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="BidPx" required="Y"/>
      <field name="OfferPx" required="N"/>
      <field name="BidSize" required="N"/>
      <field name="OfferSize" required="N"/>
      <field name="ValidUntilTime" required="N"/>
    </message>
    <message name="NewOrderSingle" msgtype="D" msgcat="app">
      <field name="ClOrdID" required="Y"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="Account" required="N"/>
      <field name="SettlmntTyp" required="N"/>
      <field name="FutSettDate" required="N"/>
      <field name="HandlInst" required="Y"/>
      <field name="ExecInst" required="N"/>
      <field name="MinQty" required="N"/>
      <field name="MaxFloor" required="N"/>
      <field name="ExDestination" required="N"/>
      <field name="ProcessCode" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="PrevClosePx" required="N"/>
      <field name="Side" required="Y"/>
      <field name="LocateReqd" required="N"/>
      <field name="OrderQty" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <field name="StopPx" required="N"/>
      <field name="Currency" required="N"/>
      <field name="IOIID" required="N"/>
      <field name="QuoteID" required="N"/>
      <field name="TimeInForce" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="Commission" required="N"/>
      <field name="CommType" required="N"/>
      <field name="Rule80A" required="N"/>
      <field name="ForexReq" required="N"/>
      <field name="SettlCurrency" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="ExecutionReport" msgtype="8" msgcat="app">
      <field name="OrderID" required="Y"/>
      <field name="ClOrdID" required="N"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="ListID" required="N"/>
      <field name="ExecID" required="Y"/>
      <field name="ExecTransType" required="Y"/>
      <field name="ExecRefID" required="N"/>
      <field name="OrdStatus" required="Y"/>
      <field name="OrdRejReason" required="N"/>
      <field name="Account" required="N"/>
      <field name="SettlmntTyp" required="N"/>
      <field name="FutSettDate" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Side" required="Y"/>
      <field name="OrderQty" required="Y"/>
      <field name="OrdType" required="N"/>
      <field name="Price" required="N"/>
      <field name="StopPx" required="N"/>
      <field name="Currency" required="N"/>
      <field name="TimeInForce" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="ExecInst" required="N"/>
      <field name="Rule80A" required="N"/>
      <field name="LastShares" required="Y"/>
      <field name="LastPx" required="Y"/>
      <field name="LastMkt" required="N"/>
      <field name="LastCapacity" required="N"/>
      <field name="CumQty" required="Y"/>
      <field name="AvgPx" required="Y"/>
      <field name="TradeDate" required="N"/>
      <field name="TransactTime" required="N"/>
      <field name="ReportToExch" required="N"/>
      <field name="Commission" required="N"/>
      <field name="CommType" required="N"/>
      <group name="NoMiscFees" required="N">
        <field name="MiscFeeAmt" required="N"/>
        <field name="MiscFeeCurr" required="N"/>
        <field name="MiscFeeType" required="N"/>
      </group>
      <field name="NetMoney" required="N"/>
      <field name="SettlCurrAmt" required="N"/>
      <field name="SettlCurrency" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="DontKnowTrade" msgtype="Q" msgcat="app">
      <field name="OrderID" required="N"/>
      <field name="ExecID" required="N"/>
      <field name="DKReason" required="Y"/>
      <field name="Symbol" required="Y"/>
      <field name="Side" required="Y"/>
      <field name="OrderQty" required="Y"/>
      <field name="LastShares" required="Y"/>
      <field name="LastPx" required="Y"/>
      <field name="Text" required="N"/>
    </message>
    <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
      <field name="OrderID" required="N"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="OrigClOrdID" required="Y"/>
      <field name="ClOrdID" required="Y"/>
      <field name="ListID" required="N"/>
      <field name="Account" required="N"/>
      <field name="SettlmntTyp" required="N"/>
      <field name="FutSettDate" required="N"/>
      <field name="HandlInst" required="Y"/>
      <field name="ExecInst" required="N"/>
      <field name="MinQty" required="N"/>
      <field name="MaxFloor" required="N"/>
      <field name="ExDestination" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Side" required="Y"/>
      <field name="OrderQty" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <field name="StopPx" required="N"/>
      <field name="Currency" required="N"/>
      <field name="TimeInForce" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="Commission" required="N"/>
      <field name="CommType" required="N"/>
      <field name="Rule80A" required="N"/>
      <field name="ForexReq" required="N"/>
      <field name="SettlCurrency" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="OrderCancelRequest" msgtype="F" msgcat="app">
      <field name="OrigClOrdID" required="Y"/>
      <field name="OrderID" required="N"/>
      <field name="ClOrdID" required="Y"/>
      <field name="ListID" required="N"/>
      <field name="CxlType" required="Y"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Side" required="Y"/>
      <field name="OrderQty" required="Y"/>
      <field name="Text" required="N"/>
    </message>
    <message name="OrderCancelReject" msgtype="9" msgcat="app">
      <field name="OrderID" required="Y"/>
      <field name="ClOrdID" required="Y"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="ListID" required="N"/>
      <field name="CxlRejReason" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="OrderStatusRequest" msgtype="H" msgcat="app">
      <field name="OrderID" required="N"/>
      <field name="ClOrdID" required="Y"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Side" required="Y"/>
    </message>
    <message name="Allocation" msgtype="J" msgcat="app">
      <field name="AllocID" required="Y"/>
      <field name="AllocTransType" required="Y"/>
      <field name="RefAllocID" required="N"/>
      <group name="NoOrders" required="Y">
        <field name="ClOrdID" required="Y"/>
        <field name="OrderID" required="N"/>
        <field name="ListID" required="N"/>
        <field name="WaveNo" required="N"/>
      </group>
      <group name="NoExecs" required="N">
        <field name="ExecID" required="N"/>
        <field name="LastShares" required="N"/>
        <field name="LastPx" required="N"/>
        <field name="LastMkt" required="N"/>
      </group>
      <field name="Side" required="Y"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="Shares" required="Y"/>
      <field name="AvgPx" required="Y"/>
      <field name="Currency" required="N"/>
      <field name="AvgPrxPrecision" required="N"/>
      <field name="TradeDate" required="Y"/>
      <field name="TransactTime" required="N"/>
      <field name="SettlmntTyp" required="N"/>
      <field name="FutSettDate" required="N"/>
      <field name="NetMoney" required="N"/>
      <group name="NoMiscFees" required="N">
        <field name="MiscFeeAmt" required="N"/>
        <field name="MiscFeeCurr" required="N"/>
        <field name="MiscFeeType" required="N"/>
      </group>
      <field name="SettlCurrAmt" required="N"/>
      <field name="SettlCurrency" required="N"/>
      <field name="OpenClose" required="N"/>
      <field name="Text" required="N"/>
      <group name="NoAllocs" required="Y">
        <field name="AllocAccount" required="Y"/>
        <field name="AllocShares" required="Y"/>
        <field name="ProcessCode" required="N"/>
        <field name="ExecBroker" required="N"/>
        <field name="ClientID" required="N"/>
        <field name="Commission" required="N"/>
        <field name="CommType" required="N"/>
        <group name="NoDlvyInst" required="N">
          <field name="BrokerOfCredit" required="N"/>
          <field name="DlvyInst" required="N"/>
        </group>
      </group>
    </message>
    <message name="AllocationACK" msgtype="P" msgcat="app">
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="AllocID" required="Y"/>
      <field name="TradeDate" required="Y"/>
      <field name="TransactTime" required="N"/>
      <field name="AllocStatus" required="Y"/>
      <field name="AllocRejCode" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="NewOrderList" msgtype="E" msgcat="app">
      <field name="ListID" required="Y"/>
      <field name="WaveNo" required="N"/>
      <field name="ListSeqNo" required="Y"/>
      <field name="ListNoOrds" required="Y"/>
      <field name="ListExecInst" required="N"/>
      <field name="ClOrdID" required="Y"/>
      <field name="ClientID" required="N"/>
      <field name="ExecBroker" required="N"/>
      <field name="Account" required="N"/>
      <field name="SettlmntTyp" required="N"/>
      <field name="FutSettDate" required="N"/>
      <field name="HandlInst" required="Y"/>
      <field name="ExecInst" required="N"/>
      <field name="MinQty" required="N"/>
      <field name="MaxFloor" required="N"/>
      <field name="ExDestination" required="N"/>
      <field name="ProcessCode" required="N"/>
      <field name="Symbol" required="Y"/>
      <field name="SymbolSfx" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="IDSource" required="N"/>
      <field name="Issuer" required="N"/>
      <field name="SecurityDesc" required="N"/>
      <field name="PrevClosePx" required="N"/>
      <field name="Side" required="Y"/>
      <field name="LocateReqd" required="N"/>
      <field name="OrderQty" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <field name="StopPx" required="N"/>
      <field name="Currency" required="N"/>
      <field name="TimeInForce" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="Commission" required="N"/>
      <field name="CommType" required="N"/>
      <field name="Rule80A" required="N"/>
      <field name="ForexReq" required="N"/>
      <field name="SettlCurrency" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="ListStatus" msgtype="N" msgcat="app">
      <field name="ListID" required="Y"/>
      <field name="WaveNo" required="N"/>
      <field name="NoRpts" required="Y"/>
      <field name="RptSeq" required="Y"/>
      <group name="NoOrders" required="Y">
        <field name="ClOrdID" required="Y"/>
        <field name="CumQty" required="Y"/>
        <field name="CxlQty" required="Y"/>
        <field name="AvgPx" required="Y"/>
      </group>
    </message>
    <message name="ListExecute" msgtype="L" msgcat="app">
      <field name="ListID" required="Y"/>
      <field name="WaveNo" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="ListCancelRequest" msgtype="K" msgcat="app">
      <field name="ListID" required="Y"/>
      <field name="WaveNo" required="N"/>
      <field name="Text" required="N"/>
    </message>
    <message name="ListStatusRequest" msgtype="M" msgcat="app">
      <field name="ListID" required="Y"/>
      <field name="WaveNo" required="N"/>
      <field name="Text" required="N"/>
    </message>
  </messages>
  <fields>
    <field number="1" name="Account" type="STRING"/>
    <field number="2" name="AdvId" type="INT"/>
    <field number="3" name="AdvRefID" type="INT"/>
    <field number="4" name="AdvSide" type="STRING">
      <value enum="B" description="BUY"/>
      <value enum="S" description="SELL"/>
      <value enum="X" description="CROSS"/>
      <value enum="T" description="TRADE"/>
    </field>
    <field number="5" name="AdvTransType" type="STRING">
      <value enum="N" description="NEW"/>
      <value enum="C" description="CANCEL"/>
      <value enum="R" description="REPLACE"/>
    </field>
    <field number="6" name="AvgPx" type="FLOAT"/>
    <field number="7" name="BeginSeqNo" type="INT"/>
    <field number="8" name="BeginString" type="STRING"/>
    <field number="9" name="BodyLength" type="INT"/>
    <field number="10" name="CheckSum" type="STRING"/>
    <field number="11" name="ClOrdID" type="STRING"/>
    <field number="12" name="Commission" type="FLOAT"/>
    <field number="13" name="CommType" type="STRING">
      <value enum="1" description="PER_SHARE"/>
      <value enum="2" description="PERCENTAGE"/>
      <value enum="3" description="ABSOLUTE"/>
    </field>
    <field number="14" name="CumQty" type="INT"/>
    <field number="15" name="Currency" type="STRING"/>
    <field number="16" name="EndSeqNo" type="INT"/>
    <field number="17" name="ExecID" type="INT"/>
    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD"/>
      <value enum="2" description="WORK"/>
      <value enum="3" description="GO_ALONG"/>
      <value enum="4" description="OVER_THE_DAY"/>
      <value enum="5" description="HELD"/>
      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
      <value enum="7" description="STRICT_SCALE"/>
      <value enum="8" description="TRY_TO_SCALE"/>
      <value enum="9" description="STAY_ON_BIDSIDE"/>
      <value enum="0" description="STAY_ON_OFFERSIDE"/>
      <value enum="A" description="NO_CROSS"/>
      <value enum="B" description="OK_TO_CROSS"/>
      <value enum="C" description="CALL_FIRST"/>
      <value enum="D" description="PERCENT_OF_VOLUME"/>
      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
      <value enum="G" description="ALL_OR_NONE_AON"/>
      <value enum="I" description="INSTITUTIONS_ONLY"/>
      <value enum="L" description="LAST_PEG"/>
      <value enum="M" description="MIDPRICE_PEG"/>
      <value enum="N" description="NONNEGOTIABLE"/>
      <value enum="O" description="OPENING_PEG"/>
      <value enum="P" description="MARKET_PEG"/>
      <value enum="R" description="PRIMARY_PEG"/>
      <value enum="S" description="SUSPEND"/>
    </field>
    <field number="19" name="ExecRefID" type="INT"/>
    <field number="20" name="ExecTransType" type="STRING">
      <value enum="0" description="NEW"/>
      <value enum="1" description="CANCEL"/>
      <value enum="2" description="CORRECT"/>
      <value enum="3" description="STATUS"/>
    </field>
    <field number="21" name="HandlInst" type="STRING">
      <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
      <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
      <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
    </field>
    <field number="22" name="IDSource" type="STRING">
      <value enum="1" description="CUSIP"/>
      <value enum="2" description="SEDOL"/>
      <value enum="3" description="QUIK"/>
      <value enum="4" description="ISIN_NUMBER"/>
      <value enum="5" description="RIC_CODE"/>
    </field>
    <field number="23" name="IOIID" type="INT"/>
    <field number="24" name="IOIOthSvc" type="STRING"/>
    <field number="25" name="IOIQltyInd" type="STRING">
      <value enum="L" description="LOW"/>
      <value enum="M" description="MEDIUM"/>
      <value enum="H" description="HIGH"/>
    </field>
    <field number="26" name="IOIRefID" type="INT"/>
    <field number="27" name="IOIShares" type="STRING"/>
    <field number="28" name="IOITransType" type="STRING">
      <value enum="N" description="NEW"/>
      <value enum="C" description="CANCEL"/>
      <value enum="R" description="REPLACE"/>
    </field>
    <field number="29" name="LastCapacity" type="STRING">
      <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="STRING"/>
    <field number="31" name="LastPx" type="FLOAT"/>
    <field number="32" name="LastShares" type="INT"/>
    <field number="33" name="LinesOfText" type="INT"/>
    <field number="34" name="MsgSeqNum" type="INT"/>
    <field number="35" name="MsgType" type="STRING">
      <value enum="0" description="HEARTBEAT" />
      <value enum="1" description="TEST_REQUEST" />
      <value enum="2" description="RESEND_REQUEST" />
      <value enum="3" description="REJECT" />
      <value enum="4" description="SEQUENCE_RESET" />
      <value enum="5" description="LOGOUT" />
      <value enum="6" description="INDICATION_OF_INTEREST" />
      <value enum="7" description="ADVERTISEMENT" />
      <value enum="8" description="EXECUTION_REPORT" />
      <value enum="9" description="ORDER_CANCEL_REJECT" />
      <value enum="A" description="LOGON" />
      <value enum="B" description="NEWS" />
      <value enum="C" description="EMAIL" />
      <value enum="D" description="ORDER_SINGLE" />
      <value enum="E" description="ORDER_LIST" />
      <value enum="F" description="ORDER_CANCEL_REQUEST" />
      <value enum="G" description="ORDER_CANCEL" />
      <value enum="H" description="ORDER_STATUS_REQUEST" />
      <value enum="J" description="ALLOCATION" />
      <value enum="K" description="LIST_CANCEL_REQUEST" />
      <value enum="L" description="LIST_EXECUTE" />
      <value enum="M" description="LIST_STATUS_REQUEST" />
      <value enum="N" description="LIST_STATUS" />
      <value enum="P" description="ALLOCATION_ACK" />
      <value enum="Q" description="DONT_KNOW_TRADE" />
      <value enum="R" description="QUOTE_REQUEST" />
      <value enum="S" description="QUOTE" />
    </field>
    <field number="36" name="NewSeqNo" type="INT"/>
    <field number="37" name="OrderID" type="STRING"/>
    <field number="38" name="OrderQty" type="INT"/>
    <field number="39" name="OrdStatus" type="STRING">
      <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_CANCELREPLACE"/>
      <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"/>
    </field>
    <field number="40" name="OrdType" type="STRING">
      <value enum="1" description="MARKET"/>
      <value enum="2" description="LIMIT"/>
      <value enum="3" description="STOP"/>
      <value enum="4" description="STOP_LIMIT"/>
      <value enum="5" description="MARKET_ON_CLOSE"/>
      <value enum="6" description="WITH_OR_WITHOUT"/>
      <value enum="7" description="LIMIT_OR_BETTER"/>
      <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
      <value enum="9" description="ON_BASIS"/>
      <value enum="A" description="ON_CLOSE"/>
      <value enum="B" description="LIMIT_ON_CLOSE"/>
      <value enum="C" description="FOREX"/>
      <value enum="D" description="PREVIOUSLY_QUOTED"/>
      <value enum="E" description="PREVIOUSLY_INDICATED"/>
      <value enum="P" description="PEGGED"/>
    </field>
    <field number="41" name="OrigClOrdID" type="STRING"/>
    <field number="42" name="OrigTime" type="TIME"/>
    <field number="43" name="PossDupFlag" type="STRING">
      <value enum="Y" description="POSSIBLE_DUPLICATE"/>
      <value enum="N" description="ORIGINAL_TRANSMISSION"/>
    </field>
    <field number="44" name="Price" type="FLOAT"/>
    <field number="45" name="RefSeqNum" type="INT"/>
    <field number="46" name="RelatdSym" type="STRING"/>
    <field number="47" name="Rule80A" type="STRING">
      <value enum="A" description="AGENCY_SINGLE_ORDER"/>
      <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
      <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
      <value enum="I" description="INDIVIDUAL_INVESTOR"/>
      <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
      <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
      <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
      <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
      <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
      <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
      <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
    </field>
    <field number="48" name="SecurityID" type="STRING"/>
    <field number="49" name="SenderCompID" type="STRING"/>
    <field number="50" name="SenderSubID" type="STRING"/>
    <field number="52" name="SendingTime" type="TIME"/>
    <field number="53" name="Shares" type="INT"/>
    <field number="54" name="Side" type="STRING">
      <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"/>
    </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="STRING">
      <value enum="0" description="DAY"/>
      <value enum="1" description="GOOD_TILL_CANCEL"/>
      <value enum="2" description="AT_THE_OPENING"/>
      <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
      <value enum="4" description="FILL_OR_KILL"/>
      <value enum="5" description="GOOD_TILL_CROSSING"/>
      <value enum="6" description="GOOD_TILL_DATE"/>
    </field>
    <field number="60" name="TransactTime" type="TIME"/>
    <field number="61" name="Urgency" type="STRING">
      <value enum="0" description="NORMAL"/>
      <value enum="1" description="FLASH"/>
      <value enum="2" description="BACKGROUND"/>
    </field>
    <field number="62" name="ValidUntilTime" type="TIME"/>
    <field number="63" name="SettlmntTyp" type="STRING">
      <value enum="0" description="REGULAR"/>
      <value enum="1" description="CASH"/>
      <value enum="2" description="NEXT_DAY"/>
      <value enum="3" description="TPLUS2"/>
      <value enum="4" description="TPLUS3"/>
      <value enum="5" description="TPLUS4"/>
      <value enum="6" description="FUTURE"/>
      <value enum="7" description="WHEN_ISSUED"/>
      <value enum="8" description="SELLERS_OPTION"/>
      <value enum="9" description="TPLUS5"/>
    </field>
    <field number="64" name="FutSettDate" type="DATE"/>
    <field number="65" name="SymbolSfx" type="STRING"/>
    <field number="66" name="ListID" type="STRING"/>
    <field number="67" name="ListSeqNo" type="INT"/>
    <field number="68" name="ListNoOrds" type="INT"/>
    <field number="69" name="ListExecInst" type="STRING"/>
    <field number="70" name="AllocID" type="INT"/>
    <field number="71" name="AllocTransType" type="STRING">
      <value enum="0" description="NEW"/>
      <value enum="1" description="REPLACE"/>
      <value enum="2" description="CANCEL"/>
    </field>
    <field number="72" name="RefAllocID" type="INT"/>
    <field number="73" name="NoOrders" type="INT"/>
    <field number="74" name="AvgPrxPrecision" type="INT"/>
    <field number="75" name="TradeDate" type="DATE"/>
    <field number="76" name="ExecBroker" type="STRING"/>
    <field number="77" name="OpenClose" type="STRING"/>
    <field number="78" name="NoAllocs" type="INT"/>
    <field number="79" name="AllocAccount" type="STRING"/>
    <field number="80" name="AllocShares" type="INT"/>
    <field number="81" name="ProcessCode" type="STRING">
      <value enum="0" description="REGULAR"/>
      <value enum="1" description="SOFT_DOLLAR"/>
      <value enum="2" description="STEPIN"/>
      <value enum="3" description="STEPOUT"/>
      <value enum="4" description="SOFTDOLLAR_STEPIN"/>
      <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
      <value enum="6" description="PLAN_SPONSOR"/>
    </field>
    <field number="82" name="NoRpts" type="INT"/>
    <field number="83" name="RptSeq" type="INT"/>
    <field number="84" name="CxlQty" type="INT"/>
    <field number="85" name="NoDlvyInst" type="INT"/>
    <field number="86" name="DlvyInst" type="STRING"/>
    <field number="87" name="AllocStatus" type="INT">
      <value enum="0" description="ACCEPTED"/>
      <value enum="1" description="REJECTED"/>
      <value enum="2" description="PARTIAL_ACCEPT"/>
      <value enum="3" description="RECEIVED"/>
    </field>
    <field number="88" name="AllocRejCode" type="INT">
      <value enum="0" description="UNKNOWN_ACCOUNT"/>
      <value enum="1" description="INCORRECT_QUANTITY"/>
      <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
      <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
      <value enum="4" description="COMMISSION_DIFFERENCE"/>
      <value enum="5" description="UNKNOWN_ORDERID"/>
      <value enum="6" description="UNKNOWN_LISTID"/>
      <value enum="7" description="OTHER"/>
    </field>
    <field number="89" name="Signature" type="DATA"/>
    <field number="90" name="SecureDataLen" type="INT"/>
    <field number="91" name="SecureData" type="DATA"/>
    <field number="92" name="BrokerOfCredit" type="STRING"/>
    <field number="93" name="SignatureLength" type="INT"/>
    <field number="94" name="EmailType" type="STRING">
      <value enum="0" description="NEW"/>
      <value enum="1" description="REPLY"/>
      <value enum="2" description="ADMIN_REPLY"/>
    </field>
    <field number="95" name="RawDataLength" type="INT"/>
    <field number="96" name="RawData" type="DATA"/>
    <field number="97" name="PossResend" type="STRING"/>
    <field number="98" name="EncryptMethod" type="INT">
      <value enum="0" description="NONE_OTHER"/>
      <value enum="1" description="PKCS"/>
      <value enum="2" description="DES"/>
      <value enum="3" description="PKCSDES"/>
      <value enum="4" description="PGPDES"/>
      <value enum="5" description="PGPDESMD5"/>
      <value enum="6" description="PEMDESMD5"/>
    </field>
    <field number="99" name="StopPx" type="FLOAT"/>
    <field number="100" name="ExDestination" type="STRING">
      <value enum="0" description="NONE"/>
      <value enum="4" description="POSIT"/>
    </field>
    <field number="102" name="CxlRejReason" type="INT">
      <value enum="0" description="TOO_LATE_TO_CANCEL"/>
      <value enum="1" description="UNKNOWN_ORDER"/>
    </field>
    <field number="103" name="OrdRejReason" type="INT">
      <value enum="0" description="BROKER_OPTION"/>
      <value enum="1" description="UNKNOWN_SYMBOL"/>
      <value enum="2" description="EXCHANGE_CLOSED"/>
      <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
      <value enum="4" description="TOO_LATE_TO_ENTER"/>
    </field>
    <field number="104" name="IOIQualifier" type="STRING">
      <value enum="X" description="CROSSING_OPPORTUNITY"/>
      <value enum="O" description="AT_THE_OPEN"/>
      <value enum="M" description="MORE_BEHIND"/>
      <value enum="P" description="TAKING_A_POSITION"/>
      <value enum="V" description="VERSUS"/>
      <value enum="Q" description="CURRENT_QUOTE"/>
      <value enum="C" description="AT_THE_CLOSE"/>
      <value enum="S" description="PORTFOLIO_SHOWN"/>
      <value enum="I" description="IN_TOUCH_WITH"/>
      <value enum="W" description="INDICATION_WORKING_AWAY"/>
      <value enum="A" description="ALL_OR_NONE"/>
      <value enum="L" description="LIMIT"/>
      <value enum="T" description="THROUGH_THE_DAY"/>
    </field>
    <field number="105" name="WaveNo" type="STRING"/>
    <field number="106" name="Issuer" type="STRING"/>
    <field number="107" name="SecurityDesc" type="STRING"/>
    <field number="108" name="HeartBtInt" type="INT"/>
    <field number="109" name="ClientID" type="STRING"/>
    <field number="110" name="MinQty" type="INT"/>
    <field number="111" name="MaxFloor" type="INT"/>
    <field number="112" name="TestReqID" type="STRING"/>
    <field number="113" name="ReportToExch" type="STRING">
      <value enum="Y" description="YES"/>
      <value enum="N" description="NO"/>
    </field>
    <field number="114" name="LocateReqd" type="STRING">
      <value enum="Y" description="YES"/>
      <value enum="N" description="NO"/>
    </field>
    <field number="115" name="OnBehalfOfCompID" type="STRING"/>
    <field number="116" name="OnBehalfOfSubID" type="STRING"/>
    <field number="117" name="QuoteID" type="STRING"/>
    <field number="118" name="NetMoney" type="FLOAT"/>
    <field number="119" name="SettlCurrAmt" type="FLOAT"/>
    <field number="120" name="SettlCurrency" type="STRING"/>
    <field number="121" name="ForexReq" type="STRING">
      <value enum="Y" description="YES"/>
      <value enum="N" description="NO"/>
    </field>
    <field number="122" name="OrigSendingTime" type="TIME"/>
    <field number="123" name="GapFillFlag" type="STRING">
      <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
      <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
    </field>
    <field number="124" name="NoExecs" type="INT"/>
    <field number="125" name="CxlType" type="CHAR">
      <value enum="P" description="PARTIAL_CANCEL"/>
      <value enum="F" description="FULL_REMAINING_QUANTITY"/>
    </field>
    <field number="126" name="ExpireTime" type="TIME"/>
    <field number="127" name="DKReason" type="STRING">
      <value enum="A" description="UNKNOWN_SYMBOL"/>
      <value enum="B" description="WRONG_SIDE"/>
      <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
      <value enum="D" description="NO_MATCHING_ORDER"/>
      <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
      <value enum="Z" description="OTHER" />
    </field>
    <field number="128" name="DeliverToCompID" type="STRING"/>
    <field number="129" name="DeliverToSubID" type="STRING"/>
    <field number="130" name="IOINaturalFlag" type="STRING">
      <value enum="Y" description="NATURAL"/>
      <value enum="N" description="NOT_NATURAL"/>
    </field>
    <field number="131" name="QuoteReqID" type="STRING"/>
    <field number="132" name="BidPx" type="FLOAT"/>
    <field number="133" name="OfferPx" type="FLOAT"/>
    <field number="134" name="BidSize" type="INT"/>
    <field number="135" name="OfferSize" type="INT"/>
    <field number="136" name="NoMiscFees" type="INT"/>
    <field number="137" name="MiscFeeAmt" type="FLOAT"/>
    <field number="138" name="MiscFeeCurr" type="STRING"/>
    <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"/>
    </field>
    <field number="140" name="PrevClosePx" type="FLOAT"/>
  </fields>
</fix>




© 2015 - 2024 Weber Informatics LLC | Privacy Policy