gic.artio-session-codecs.0.159.source-code.session_dictionary.xml Maven / Gradle / Ivy
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High-Performance FIX Gateway
<fix type="FIX" major="4" minor="4">
<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="MsgSeqNum" required="Y"/>
<field name="SenderSubID" required="N"/>
<field name="SenderLocationID" required="N"/>
<field name="TargetSubID" required="N"/>
<field name="TargetLocationID" required="N"/>
<field name="PossDupFlag" required="N"/>
<field name="PossResend" required="N"/>
<field name="SendingTime" required="Y"/>
<field name="OrigSendingTime" required="N"/>
<field name="LastMsgSeqNumProcessed" required="N"/>
</header>
<trailer>
<field name="CheckSum" required="Y"/>
</trailer>
<messages>
<message name="Heartbeat" msgtype="0" msgcat="admin">
<field name="TestReqID" required="N"/>
</message>
<message name="TestRequest" msgtype="1" msgcat="admin">
<field name="TestReqID" required="Y"/>
</message>
<message name="ExampleMessage" msgtype="B" msgcat="app">
<field name="TestReqID" required="Y"/>
</message>
<message name="ResendRequest" msgtype="2" msgcat="admin">
<field name="BeginSeqNo" required="Y"/>
<field name="EndSeqNo" required="Y"/>
</message>
<message name="Reject" msgtype="3" msgcat="admin">
<field name="RefSeqNum" required="Y"/>
<field name="RefTagID" required="N"/>
<field name="RefMsgType" required="N"/>
<field name="SessionRejectReason" required="N"/>
<field name="Text" required="N"/>
</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="Logon" msgtype="A" msgcat="admin">
<field name="EncryptMethod" required="Y"/>
<field name="HeartBtInt" required="Y"/>
<field name="RawDataLength" required="N"/>
<field name="RawData" required="N"/>
<field name="ResetSeqNumFlag" required="N"/>
<field name="NextExpectedMsgSeqNum" required="N"/>
<field name="MaxMessageSize" required="N"/>
<field name="TestMessageIndicator" required="N"/>
<field name="Username" required="N"/>
<field name="Password" required="N"/>
<field name="CancelOnDisconnectType" required="N"/>
<field name="CODTimeoutWindow" required="N"/>
</message>
<message name="UserRequest" msgtype="BE" msgcat="admin">
<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"/>
</message>
<message name="BusinessMessageReject" msgtype="j" msgcat="app">
<field name="RefSeqNum" required="N"/>
<field name="RefMsgType" required="Y"/>
<field name="BusinessRejectRefID" required="N"/>
<field name="BusinessRejectReason" required="Y"/>
<field name="Text" required="N"/>
</message>
<!-- Messages for Samples -->
<message name="NewOrderSingle" msgtype="D" msgcat="app">
<field name="ClOrdID" required="Y"/>
<component name="Instrument" required="Y"/>
<field name="Side" required="Y"/>
<field name="TransactTime" required="Y"/>
<component name="OrderQtyData" required="Y"/>
<field name="OrdType" required="Y"/>
<field name="Price" required="Y"/>
</message>
<message name="ExecutionReport" msgtype="8" msgcat="app">
<field name="OrderID" required="Y"/>
<field name="ExecID" required="Y"/>
<field name="ExecType" required="Y"/>
<field name="OrdStatus" required="Y"/>
<component name="Instrument" required="Y"/>
<field name="Side" required="Y"/>
<field name="TransactTime" required="N"/>
</message>
</messages>
<components>
<!-- Components for Samples -->
<component name="Instrument">
<field name="Symbol" required="Y"/>
</component>
<component name="OrderQtyData">
<field name="OrderQty" required="N"/>
</component>
</components>
<fields>
<field number="8" name="BeginString" type="STRING"/>
<field number="9" name="BodyLength" type="LENGTH"/>
<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="8" description="EXECUTION_REPORT"/>
<value enum="A" description="LOGON"/>
<value enum="D" description="ORDER_SINGLE"/>
<value enum="j" description="BUSINESS_MESSAGE_REJECT"/>
<value enum="BE" description="USER_REQUEST"/>
</field>
<field number="10" name="CheckSum" type="STRING"/>
<field number="49" name="SenderCompID" type="STRING"/>
<field number="50" name="SenderSubID" type="STRING"/>
<field number="142" name="SenderLocationID" type="STRING"/>
<field number="56" name="TargetCompID" type="STRING"/>
<field number="57" name="TargetSubID" type="STRING"/>
<field number="143" name="TargetLocationID" type="STRING"/>
<field number="34" name="MsgSeqNum" type="SEQNUM"/>
<field number="43" name="PossDupFlag" type="BOOLEAN"/>
<field number="97" name="PossResend" type="BOOLEAN"/>
<field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
<field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
<field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM"/>
<field number="112" name="TestReqID" type="STRING"/>
<field number="7" name="BeginSeqNo" type="SEQNUM"/>
<field number="16" name="EndSeqNo" type="SEQNUM"/>
<field number="45" name="RefSeqNum" type="SEQNUM"/>
<field number="371" name="RefTagID" type="INT"/>
<field number="372" name="RefMsgType" type="STRING"/>
<field number="373" name="SessionRejectReason" type="INT">
<value enum="0" description="INVALID_TAG_NUMBER"/>
<value enum="1" description="REQUIRED_TAG_MISSING"/>
<value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
<value enum="3" description="UNDEFINED_TAG"/>
<value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
<value enum="5" description="VALUE_IS_INCORRECT"/>
<value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
<value enum="7" description="DECRYPTION_PROBLEM"/>
<value enum="8" description="SIGNATURE_PROBLEM"/>
<value enum="9" description="COMPID_PROBLEM"/>
<value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/>
<value enum="11" description="INVALID_MSGTYPE"/>
<value enum="12" description="XML_VALIDATION_ERROR"/>
<value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE"/>
<value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER"/>
<value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER"/>
<value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP"/>
<value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER"/>
<value enum="18" description="INVALID/UNSUPPORTED_APPLICATION_VERSION"/>
<value enum="99" description="OTHER"/>
</field>
<field number="58" name="Text" type="STRING"/>
<field number="123" name="GapFillFlag" type="BOOLEAN"/>
<field number="36" name="NewSeqNo" type="SEQNUM"/>
<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="PKCS_DES"/>
<value enum="4" description="PGP_DES"/>
<value enum="5" description="PGP_DES_MD5"/>
<value enum="6" description="PEM_DES_MD5"/>
</field>
<field number="108" name="HeartBtInt" type="INT"/>
<field number="95" name="RawDataLength" type="LENGTH"/>
<field number="96" name="RawData" type="DATA"/>
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN"/>
<field number="379" name="BusinessRejectRefID" type="STRING"/>
<field number="380" name="BusinessRejectReason" type="INT"/>
<field number="383" name="MaxMessageSize" type="LENGTH"/>
<field number="464" name="TestMessageIndicator" type="BOOLEAN"/>
<field number="553" name="Username" type="STRING"/>
<field number="554" name="Password" type="STRING"/>
<field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM"/>
<field number="923" name="UserRequestID" type="STRING"/>
<field number="924" name="UserRequestType" type="INT">
<value enum="1" description="LogOnUser"/>
<value enum="2" description="LogOffUser"/>
<value enum="3" description="ChangePasswordForUser"/>
<value enum="4" description="RequestIndividualUserStatus"/>
</field>
<field number="925" name="NewPassword" type="STRING"/>
<!-- Fields for Samples -->
<field number="11" name="ClOrdID" type="STRING"/>
<field number="17" name="ExecID" type="STRING"/>
<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="2" description="FILLED"/>
<value enum="4" description="CANCELED"/>
</field>
<field number="44" name="Price" type="PRICE"/>
<field number="54" name="Side" type="CHAR">
<value enum="1" description="BUY"/>
<value enum="2" description="SELL"/>
</field>
<field number="55" name="Symbol" type="STRING"/>
<field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
<field number="40" name="OrdType" type="CHAR">
<value enum="1" description="MARKET"/>
<value enum="2" description="LIMIT"/>
</field>
<field number="150" name="ExecType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="2" description="FILL"/>
<value enum="4" description="CANCELED"/>
</field>
<field number="35002" name="CancelOnDisconnectType" type="INT">
<value enum="0" description="DO_NOT_CANCEL_ON_DISCONNECT_OR_LOGOUT"/>
<value enum="1" description="CANCEL_ON_DISCONNECT_ONLY"/>
<value enum="2" description="CANCEL_ON_LOGOUT_ONLY"/>
<value enum="3" description="CANCEL_ON_DISCONNECT_OR_LOGOUT"/>
</field>
<field number="35003" name="CODTimeoutWindow" type="INT"/>
</fields>
</fix>
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