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FAST streaming protocol for Node.js (Encoder/Decoder for Javascript) (FAST protocol version 1.1)

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<?xml version="1.0" encoding="UTF-8"?> <templates xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!-- ************************************ BVMF PUMA UMDF FIX/FAST TEMPLATE FILE VERSION: 5.1.13 LAST UPDATED: 2018-02-19 SPEC VERSION: UMDF 2.0 SPEC REFERENCE: http://www.bmfbovespa.com.br/umdf MANTAINER: DI-GIAN <DI-GIAN@b3.com.br> SUPPORT: Production <tradingsupport@bvmf.com.br> Certification <ctc@bvmf.com.br> NEXT AVAILABLE TEMPLATE ID IS 154 ************************************ --> <!-- HERE ARE THE LATEST ID FOR EACH TEMPLATE : CURRENT VERSION vs. (PREVIOUS VERSION) *Incremental refresh MDIncrementalRefresh........ = 152 (150) *Incremental refresh for book reset MDIncrementalRefresh........ = 81 (-) *Security Status MDSecurityStatus............ = 142 (134) *Snapshot Feed MDSnapshotFullRefresh....... = 153 (151) *Security Definition Feed MDSecurityList.............. = 149 (148) *News MDNewsMessage............... = 143 (137) *Admin Templates MDHeartbeat................. = 144 (129) MDTcpRequestReject.......... = 117 (-) MDLogon..................... = 118 (-) MDLogout.................... = 119 (-) MDSequenceReset............. = 122 (-) *NonFix MDNonFix.................... = 140 (-) --> <template name="MDNonFix" id="140" dictionary="140" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <string name="MessageType" id="35"> <constant value="n"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <uInt32 name="DataLen" id="212"/> <byteVector name="Data" id="213"/> <string name="MessageEncoding" id="347"> <constant value="RLC-Z5"/> </string> </template> <!-- ################################################################ Application Message Request Rejection (Y) template ################################################################ --> <template name="MDTcpRequestReject_117" id="117" dictionary="117" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <string name="MessageType" id="35"> <constant value="Y"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MDReqID" id="262"> <copy/> </string> <string name="MDReqRejReason" id="281"> <copy/> </string> <string name="Text" id="58" presence="optional"/> </template> <!-- ################################################################ Security List template ################################################################ --> <template name="MDSecurityList_149" id="149" dictionary="149" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="PREVIOUS VERSION WAS 148"--> <string name="MsgType" id="35"> <constant value="y"/> </string> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <string name="SendingTime" id="52"/> <uInt32 name="TotNoRelatedSym" id="393"/> <string name="LastFragment" id="893"/> <sequence name="RelatedSym"> <length name="NoRelatedSym" id="146"/> <string name="Symbol" id="55"/> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <string name="SecurityIDSource" id="22"> <constant value="8"/> </string> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <sequence name="ApplIDs"> <length name="NoApplIDs" id="1351"/> <string name="ApplID" id="1180"/> <sequence name="FeedTypes" presence="optional"> <length name="NoMDFeedTypes" id="1141"/> <string name="MDFeedType" id="1022"/> <uInt32 name="MarketDepth" id="264"/> </sequence> </sequence> <sequence name="SecurityAltIDs" presence="optional"> <length name="NoSecurityAltID" id="454"/> <string name="SecurityAltID" id="455"/> <string name="SecurityAltIDSource" id="456"> <copy/> </string> </sequence> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <string name="UnderlyingSymbol" id="311"> </string> <uInt64 name="UnderlyingSecurityID" id="309"/> <string name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </string> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="IndexPct" id="6919" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <!-- Changed for PFI Adapter new tag --> <decimal name="IndexTheoreticalQty" id="37021" presence="optional"> <exponent> <copy /> </exponent> <mantissa> <delta /> </mantissa> </decimal> </sequence> <int32 name="ImpliedMarketIndicator" id="1144" presence="optional"/> <sequence name="InstrAttrib" presence="optional"> <length name="NoInstrAttrib" id="870"/> <int32 name="InstAttribType" id="871" presence="optional"/> <string name="InstAttribValue" id="872" presence="optional"/> </sequence> <sequence name="TickRules" presence="optional"> <length name="NoTickRules" id="1205"/> <decimal name="StartTickPriceRange" id="1206" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="EndTickPriceRange" id="1207" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TickIncrement" id="1208" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <int32 name="TickRuleType" id="1209" presence="optional"/> </sequence> <sequence name="Legs" presence="optional"> <length name="NoLegs" id="555"/> <string name="LegSymbol" id="600"/> <uInt64 name="LegSecurityID" id="602"/> <string name="LegSecurityIDSource" id="603"> <constant value="8"/> </string> <int32 name="LegRatioQty" id="623"> <copy/> </int32> <string name="LegSecurityType" id="609"/> <int32 name="LegSide" id="624"/> <string name="LegSecurityExchange" id="616"> <constant value="BVMF"/> </string> </sequence> <string name="SecurityUpdateAction" id="980"/> <sequence name="Lots" presence="optional"> <length name="NoLotTypeRules" id="1234"/> <int32 name="LotType" id="1093" presence="optional"/> <uInt32 name="MinLotSize" id="1231" presence="optional"/> </sequence> <decimal name="MinPriceIncrement" id="969" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="TickSizeDenominator" id="5151" presence="optional"/> <decimal name="PriceDivisor" id="37012" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="MinOrderQty" id="9749" presence="optional"/> <uInt64 name="MaxOrderQty" id="9748" presence="optional"/> <int32 name="MultiLegModel" id="1377" presence="optional"/> <int32 name="MultiLegPriceMethod" id="1378" presence="optional"/> <string name="Currency" id="15" presence="optional"/> <string name="SettlCurrency" id="120" presence="optional"/> <int32 name="Product" id="460"/> <string name="SecurityType" id="167"/> <string name="SecuritySubType" id="762"/> <string name="SecurityStrategyType" id="7534" presence="optional"/> <string name="Asset" id="6937" presence="optional"/> <string name="SecurityDesc" id="107"/> <uInt64 name="NoShareIssued" id="7595" presence="optional"/> <uInt32 name="MaturityDate" id="541" presence="optional"/> <uInt32 name="MaturityMonthYear" id="200" presence="optional"> </uInt32> <decimal name="StrikePrice" id="202" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <string name="StrikeCurrency" id="947" presence="optional"/> <int32 name="ExerciseStyle" id="1194" presence="optional"/> <int32 name="PutOrCall" id="201" presence="optional"/> <decimal name="ContractMultiplier" id="231" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="ContractSettlMonth" id="667" presence="optional"> </uInt32> <string name="CFICode" id="461"/> <string name="CountryOfIssue" id="470"/> <uInt32 name="IssueDate" id="225"/> <uInt32 name="DatedDate" id="873" presence="optional"/> <uInt32 name="StartDate" id="916" presence="optional"/> <uInt32 name="EndDate" id="917" presence="optional"/> <string name="SettlType" id="63" presence="optional"/> <uInt32 name="SettlDate" id="64" presence="optional"/> <uInt64 name="SecurityValidityTimestamp" id="6938"/> <string name="MarketSegmentID" id="1300" presence="optional"/> <string name="GovernanceIndicator" id="37011" presence="optional"/> <int32 name="CorporateActionEventID" id="37010" presence="optional"/> <string name="SecurityGroup" id="1151"/> <int32 name="SecurityMatchType" id="37015" presence="optional"/> </sequence> </template> <template name="MDSecurityList_148" id="148" dictionary="148" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="PREVIOUS VERSION WAS 141"--> <string name="MsgType" id="35"> <constant value="y"/> </string> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <string name="SendingTime" id="52"/> <uInt32 name="TotNoRelatedSym" id="393"/> <string name="LastFragment" id="893"/> <sequence name="RelatedSym"> <length name="NoRelatedSym" id="146"/> <string name="Symbol" id="55"/> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <string name="SecurityIDSource" id="22"> <constant value="8"/> </string> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <sequence name="ApplIDs"> <length name="NoApplIDs" id="1351"/> <string name="ApplID" id="1180"/> <sequence name="FeedTypes" presence="optional"> <length name="NoMDFeedTypes" id="1141"/> <string name="MDFeedType" id="1022"/> <uInt32 name="MarketDepth" id="264"/> </sequence> </sequence> <sequence name="SecurityAltIDs" presence="optional"> <length name="NoSecurityAltID" id="454"/> <string name="SecurityAltID" id="455"/> <string name="SecurityAltIDSource" id="456"> <copy/> </string> </sequence> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <string name="UnderlyingSymbol" id="311"> </string> <uInt64 name="UnderlyingSecurityID" id="309"/> <string name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </string> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="IndexPct" id="6919" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> </sequence> <int32 name="ImpliedMarketIndicator" id="1144" presence="optional"/> <sequence name="InstrAttrib" presence="optional"> <length name="NoInstrAttrib" id="870"/> <int32 name="InstAttribType" id="871" presence="optional"/> <string name="InstAttribValue" id="872" presence="optional"/> </sequence> <sequence name="TickRules" presence="optional"> <length name="NoTickRules" id="1205"/> <decimal name="StartTickPriceRange" id="1206" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="EndTickPriceRange" id="1207" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TickIncrement" id="1208" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <int32 name="TickRuleType" id="1209" presence="optional"/> </sequence> <sequence name="Legs" presence="optional"> <length name="NoLegs" id="555"/> <string name="LegSymbol" id="600"/> <uInt64 name="LegSecurityID" id="602"/> <string name="LegSecurityIDSource" id="603"> <constant value="8"/> </string> <int32 name="LegRatioQty" id="623"> <copy/> </int32> <string name="LegSecurityType" id="609"/> <int32 name="LegSide" id="624"/> <string name="LegSecurityExchange" id="616"> <constant value="BVMF"/> </string> </sequence> <string name="SecurityUpdateAction" id="980"/> <sequence name="Lots" presence="optional"> <length name="NoLotTypeRules" id="1234"/> <int32 name="LotType" id="1093" presence="optional"/> <uInt32 name="MinLotSize" id="1231" presence="optional"/> </sequence> <decimal name="MinPriceIncrement" id="969" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="TickSizeDenominator" id="5151" presence="optional"/> <decimal name="PriceDivisor" id="37012" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="MinOrderQty" id="9749" presence="optional"/> <uInt64 name="MaxOrderQty" id="9748" presence="optional"/> <int32 name="MultiLegModel" id="1377" presence="optional"/> <int32 name="MultiLegPriceMethod" id="1378" presence="optional"/> <string name="Currency" id="15" presence="optional"/> <string name="SettlCurrency" id="120" presence="optional"/> <int32 name="Product" id="460"/> <string name="SecurityType" id="167"/> <string name="SecuritySubType" id="762"/> <string name="SecurityStrategyType" id="7534" presence="optional"/> <string name="Asset" id="6937" presence="optional"/> <string name="SecurityDesc" id="107"/> <uInt64 name="NoShareIssued" id="7595" presence="optional"/> <uInt32 name="MaturityDate" id="541" presence="optional"/> <uInt32 name="MaturityMonthYear" id="200" presence="optional"> </uInt32> <decimal name="StrikePrice" id="202" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <string name="StrikeCurrency" id="947" presence="optional"/> <int32 name="ExerciseStyle" id="1194" presence="optional"/> <int32 name="PutOrCall" id="201" presence="optional"/> <decimal name="ContractMultiplier" id="231" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="ContractSettlMonth" id="667" presence="optional"> </uInt32> <string name="CFICode" id="461"/> <string name="CountryOfIssue" id="470"/> <uInt32 name="IssueDate" id="225"/> <uInt32 name="DatedDate" id="873" presence="optional"/> <uInt32 name="StartDate" id="916" presence="optional"/> <uInt32 name="EndDate" id="917" presence="optional"/> <string name="SettlType" id="63" presence="optional"/> <uInt32 name="SettlDate" id="64" presence="optional"/> <uInt64 name="SecurityValidityTimestamp" id="6938"/> <string name="MarketSegmentID" id="1300" presence="optional"/> <string name="GovernanceIndicator" id="37011" presence="optional"/> <int32 name="CorporateActionEventID" id="37010" presence="optional"/> <string name="SecurityGroup" id="1151"/> <int32 name="SecurityMatchType" id="37015" presence="optional"/> </sequence> </template> <template name="MDSecurityList_141" id="141" dictionary="141" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="PREVIOUS VERSION WAS 133"--> <string name="MsgType" id="35"> <constant value="y"/> </string> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <string name="SendingTime" id="52"/> <uInt32 name="TotNoRelatedSym" id="393"/> <string name="LastFragment" id="893"/> <sequence name="RelatedSym"> <length name="NoRelatedSym" id="146"/> <string name="Symbol" id="55"/> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <string name="SecurityIDSource" id="22"> <constant value="8"/> </string> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <sequence name="ApplIDs"> <length name="NoApplIDs" id="1351"/> <string name="ApplID" id="1180"/> <sequence name="FeedTypes" presence="optional"> <length name="NoMDFeedTypes" id="1141"/> <string name="MDFeedType" id="1022"/> <uInt32 name="MarketDepth" id="264"/> </sequence> </sequence> <sequence name="SecurityAltIDs" presence="optional"> <length name="NoSecurityAltID" id="454"/> <string name="SecurityAltID" id="455"/> <string name="SecurityAltIDSource" id="456"> <copy/> </string> </sequence> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <string name="UnderlyingSymbol" id="311"> </string> <uInt64 name="UnderlyingSecurityID" id="309"/> <string name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </string> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="IndexPct" id="6919" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> </sequence> <int32 name="ImpliedMarketIndicator" id="1144" presence="optional"/> <sequence name="InstrAttrib" presence="optional"> <length name="NoInstrAttrib" id="870"/> <int32 name="InstAttribType" id="871" presence="optional"/> <string name="InstAttribValue" id="872" presence="optional"/> </sequence> <sequence name="TickRules" presence="optional"> <length name="NoTickRules" id="1205"/> <decimal name="StartTickPriceRange" id="1206" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="EndTickPriceRange" id="1207" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TickIncrement" id="1208" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <int32 name="TickRuleType" id="1209" presence="optional"/> </sequence> <sequence name="Legs" presence="optional"> <length name="NoLegs" id="555"/> <string name="LegSymbol" id="600"/> <uInt64 name="LegSecurityID" id="602"/> <string name="LegSecurityIDSource" id="603"> <constant value="8"/> </string> <int32 name="LegRatioQty" id="623"> <copy/> </int32> <string name="LegSecurityType" id="609"/> <int32 name="LegSide" id="624"/> <string name="LegSecurityExchange" id="616"> <constant value="BVMF"/> </string> </sequence> <string name="SecurityUpdateAction" id="980"/> <sequence name="Lots" presence="optional"> <length name="NoLotTypeRules" id="1234"/> <int32 name="LotType" id="1093" presence="optional"/> <uInt32 name="MinLotSize" id="1231" presence="optional"/> </sequence> <decimal name="MinPriceIncrement" id="969" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="TickSizeDenominator" id="5151" presence="optional"/> <decimal name="PriceDivisor" id="37012" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="MinOrderQty" id="9749" presence="optional"/> <uInt64 name="MaxOrderQty" id="9748" presence="optional"/> <int32 name="MultiLegModel" id="1377" presence="optional"/> <int32 name="MultiLegPriceMethod" id="1378" presence="optional"/> <string name="Currency" id="15" presence="optional"/> <string name="SettlCurrency" id="120" presence="optional"/> <int32 name="Product" id="460"/> <string name="SecurityType" id="167"/> <string name="SecuritySubType" id="762"/> <string name="SecurityStrategyType" id="7534" presence="optional"/> <string name="Asset" id="6937" presence="optional"/> <string name="SecurityDesc" id="107"/> <uInt64 name="NoShareIssued" id="7595" presence="optional"/> <uInt32 name="MaturityDate" id="541" presence="optional"/> <uInt32 name="MaturityMonthYear" id="200" presence="optional"> </uInt32> <decimal name="StrikePrice" id="202" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <string name="StrikeCurrency" id="947" presence="optional"/> <int32 name="ExerciseStyle" id="1194" presence="optional"/> <int32 name="PutOrCall" id="201" presence="optional"/> <decimal name="ContractMultiplier" id="231" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="ContractSettlMonth" id="667" presence="optional"> </uInt32> <string name="CFICode" id="461"/> <string name="CountryOfIssue" id="470"/> <uInt32 name="IssueDate" id="225"/> <uInt32 name="DatedDate" id="873" presence="optional"/> <uInt32 name="StartDate" id="916" presence="optional"/> <uInt32 name="EndDate" id="917" presence="optional"/> <string name="SettlType" id="63" presence="optional"/> <uInt32 name="SettlDate" id="64" presence="optional"/> <uInt64 name="SecurityValidityTimestamp" id="6938"/> <string name="MarketSegmentID" id="1300" presence="optional"/> <string name="GovernanceIndicator" id="37011" presence="optional"/> <int32 name="CorporateActionEventID" id="37010" presence="optional"/> <string name="SecurityGroup" id="1151"/> <int32 name="SecurityMatchType" id="37015" presence="optional"/> </sequence> </template> <template name="MDSecurityList_111" id="111" dictionary="111" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="DEPRECATED. USE VERSION 148"--> <string name="MessageType" id="35"> <constant value="y"/> </string> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <uInt32 name="TotNoRelatedSym" id="393"/> <string name="LastFragment" id="893"/> <sequence name="RelatedSymbols"> <length name="NoRelatedSym" id="146"/> <string name="Symbol" id="55"/> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <string name="SecurityIDSource" id="22"> <constant value="8"/> </string> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <sequence name="ApplIds"> <length name="NoApplIds" id="1351"/> <string name="ApplId" id="1180"/> <sequence name="FeedTypes" presence="optional"> <length name="NoMDFeedTypes" id="1141"/> <string name="MDFeedType" id="1022"/> <uInt32 name="MarketDepth" id="264"/> </sequence> </sequence> <sequence name="SecurityAltIDs" presence="optional"> <length name="NoSecurityAltID" id="454"/> <string name="SecurityAltID" id="455"/> <string name="SecurityAltIDSource" id="456"> <copy/> </string> </sequence> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <string name="UnderlyingSymbol" id="311"> </string> <uInt64 name="UnderlyingSecurityID" id="309"/> <string name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </string> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> </sequence> <sequence name="Legs" presence="optional"> <length name="NoLegs" id="555"/> <string name="LegSymbol" id="600"/> <uInt64 name="LegSecurityID" id="602"/> <string name="LegSecurityIDSource" id="603"> <constant value="8"/> </string> <int32 name="LegRatioQty" id="623"> <copy/> </int32> <string name="LegType" id="37009"/> <string name="BuyersPerspective" id="37010"/> <string name="LegSecurityExchange" id="616"> <constant value="BVMF"/> </string> </sequence> <string name="SecurityUpdateAction" id="980"/> <uInt32 name="RoundLot" id="561"/> <uInt64 name="MinTradeVol" id="562" presence="optional"/> <decimal name="MinPriceIncrement" id="969"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="TickSizeDenominator" id="5151"/> <uInt32 name="MinOrderQty" id="9749"/> <uInt32 name="MaxOrderQty" id="9748"/> <string name="InstrumentID" id="9219"/> <string name="Currency" id="15"/> <string name="SettlCurrency" id="120"/> <string name="SecurityType" id="167"/> <string name="SecuritySubType" id="762"/> <string name="Asset" id="6937"/> <string name="SecurityDesc" id="107"/> <uInt32 name="MaturityDate" id="541" presence="optional"/> <uInt32 name="MaturityMonthYear" id="200" presence="optional"> </uInt32> <decimal name="StrikePrice" id="202" presence="optional"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <string name="StrikeCurrency" id="947" presence="optional"/> <decimal name="ContractMultiplier" id="231"> <exponent> <copy value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="ContractSettlMonth" id="667" presence="optional"> </uInt32> <string name="CFICode" id="461"/> <string name="CountryOfIssue" id="470"/> <uInt32 name="IssueDate" id="225"/> <uInt32 name="DatedDate" id="873"/> <uInt32 name="StartDate" id="916" presence="optional"/> <uInt32 name="EndDate" id="917" presence="optional"/> <string name="SettlType" id="63" presence="optional"/> <uInt32 name="SettlDate" id="64" presence="optional"/> <uInt64 name="SecurityValidityTimestamp" id="6938" presence="optional"> <default/> </uInt64> <string name="SecurityGroup" id="1151"/> </sequence> </template> <!-- ################################################################ Incremental refresh template Book reset ################################################################ --> <template xmlns="http://www.fixprotocol.org/ns/fast/td/1.1" name="MDIncRefresh_81" id="81" dictionary="81"> <!--desc="ALSO USED FOR PUMA DERIVATIVES 1.6.X"--> <!--desc="PREVIOUS VERSION WAS -"--> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MessageType" id="35"> <constant value="X"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <string name="PosDupFlag" id="43" presence="optional"> <default/> </string> <sequence name="MDEntries"> <length name="NoMDEntries" id="268"/> <uInt32 name="MDUpdateAction" id="279" presence="optional"> <copy value="0"/> </uInt32> <uInt32 name="MDPriceLevel" id="1023" presence="optional"> <default value="1"/> </uInt32> <string name="MDEntryType" id="269"> <copy value="J"/> </string> <uInt32 name="SecurityIDSource" id="22" presence="optional"> <constant value="8"/> </uInt32> <uInt64 name="SecurityID" id="48" presence="optional"> <copy/> </uInt64> <uInt32 name="RptSeq" id="83" presence="optional"> <increment/> </uInt32> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent> <default value="0"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="MDEntryTime" id="273"> <copy/> </uInt32> <int32 name="MDEntrySize" id="271" presence="optional"> <delta/> </int32> <string name="QuoteCondition" id="276" presence="optional"> <default/> </string> <uInt32 name="NumberOfOrders" id="346" presence="optional"> <delta/> </uInt32> <string name="TradingSessionID" id="336" presence="optional"> <default value="2"/> </string> </sequence> </template> <!-- ################################################################ Incremental refresh templates ################################################################ --> <template name="MDIncRefresh_152" id="152" dictionary="152" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="Previous version was 138"--> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MsgType" id="35"> <constant value="X"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <uInt32 name="TradeDate" id="75" presence="optional"/> <sequence name="MDEntries"> <length name="NoMDEntries" id="268"/> <uInt32 name="MDUpdateAction" id="279"> <copy value="1"/> </uInt32> <string name="MDEntryType" id="269"> <copy value="0"/> </string> <uInt32 name="SecurityIDSource" id="22"> <constant value="8"/> </uInt32> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <uInt32 name="RptSeq" id="83"> <increment/> </uInt32> <string name="QuoteCondition" id="276" presence="optional"> <default/> </string> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="MDEntryInterestRate" id="37014" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="NumberOfOrders" id="346" presence="optional"> <default/> </uInt32> <string name="PriceType" id="423" presence="optional"/> <uInt32 name="MDEntryTime" id="273"> <copy/> </uInt32> <int64 name="MDEntrySize" id="271" presence="optional"> <delta/> </int64> <uInt32 name="MDEntryDate" id="272" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertDate" id="37016" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertTime" id="37017" presence="optional"> <copy/> </uInt32> <string name="MDStreamID" id="1500" presence="optional"> <default/> </string> <decimal name="PriceDelta" id="811" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="FirstPx" id="1025" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="LastPx" id="31" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <string name="Currency" id="15" presence="optional"> <copy/> </string> <decimal name="NetChgPrevDay" id="451" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="SellerDays" id="287" presence="optional"> <default/> </uInt32> <uInt64 name="TradeVolume" id="1020" presence="optional"> <delta/> </uInt64> <string name="TickDirection" id="274" presence="optional"> <default/> </string> <string name="TradeCondition" id="277" presence="optional"> </string> <uInt32 name="TradingSessionID" id="336" presence="optional"> </uInt32> <uInt32 name="OpenCloseSettlFlag" id="286" presence="optional"> </uInt32> <string name="OrderID" id="37" presence="optional"> <default/> </string> <string name="TradeID" id="1003" presence="optional"> <default/> </string> <string name="MDEntryBuyer" id="288" presence="optional"> <default/> </string> <string name="MDEntrySeller" id="289" presence="optional"> <default/> </string> <uInt32 name="MDEntryPositionNo" id="290" presence="optional"> <default/> </uInt32> <uInt32 name="SettPriceType" id="731" presence="optional"> </uInt32> <uInt32 name="LastTradeDate" id="9325" presence="optional"> </uInt32> <uInt32 name="PriceAdjustmentMethod" id="37013" presence="optional"> </uInt32> <string name="PriceBandType" id="6939" presence="optional"> <default/> </string> <uInt32 name="PriceLimitType" id="1306" presence="optional"> <default/> </uInt32> <decimal name="LowLimitPrice" id="1148" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="HighLimitPrice" id="1149" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TradingReferencePrice" id="1150" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="PriceBandMidpointPriceType" id="37008" presence="optional"> </uInt32> <uInt64 name="AvgDailyTradedQty" id="37003" presence="optional"> </uInt64> <uInt64 name="ExpireDate" id="432" presence="optional"> </uInt64> <uInt64 name="EarlyTermination" id="37019" presence="optional"/> <uInt32 name="BTBCertIndicator" id="37023" presence="optional"/> <uInt32 name="BTBContractInfo" id="37024" presence="optional"/> <uInt32 name="BTBGraceDate" id="37025" presence="optional"/> <uInt64 name="MaxTradeVol" id="1140" presence="optional"> </uInt64> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <uInt64 name="UnderlyingSecurityID" id="309"> <delta/> </uInt64> <uInt32 name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </uInt32> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="UnderlyingPx" id="810"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="UnderlyingPxType" id="37018" presence="optional"> </uInt32> </sequence> <uInt64 name="IndexSeq" id="37100" presence="optional"> </uInt64> </sequence> </template> <template name="MDIncRefresh_150" id="150" dictionary="150" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="Previous version was 138"--> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MsgType" id="35"> <constant value="X"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <uInt32 name="TradeDate" id="75" presence="optional"/> <sequence name="MDEntries"> <length name="NoMDEntries" id="268"/> <uInt32 name="MDUpdateAction" id="279"> <copy value="1"/> </uInt32> <string name="MDEntryType" id="269"> <copy value="0"/> </string> <uInt32 name="SecurityIDSource" id="22"> <constant value="8"/> </uInt32> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <uInt32 name="RptSeq" id="83"> <increment/> </uInt32> <string name="QuoteCondition" id="276" presence="optional"> <default/> </string> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="MDEntryInterestRate" id="37014" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="NumberOfOrders" id="346" presence="optional"> <default/> </uInt32> <string name="PriceType" id="423" presence="optional"/> <uInt32 name="MDEntryTime" id="273"> <copy/> </uInt32> <int64 name="MDEntrySize" id="271" presence="optional"> <delta/> </int64> <uInt32 name="MDEntryDate" id="272" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertDate" id="37016" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertTime" id="37017" presence="optional"> <copy/> </uInt32> <string name="MDStreamID" id="1500" presence="optional"> <default/> </string> <string name="Currency" id="15" presence="optional"> <copy/> </string> <decimal name="NetChgPrevDay" id="451" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="SellerDays" id="287" presence="optional"> <default/> </uInt32> <uInt64 name="TradeVolume" id="1020" presence="optional"> <delta/> </uInt64> <string name="TickDirection" id="274" presence="optional"> <default/> </string> <string name="TradeCondition" id="277" presence="optional"> </string> <uInt32 name="TradingSessionID" id="336" presence="optional"> </uInt32> <uInt32 name="OpenCloseSettlFlag" id="286" presence="optional"> </uInt32> <string name="OrderID" id="37" presence="optional"> <default/> </string> <string name="TradeID" id="1003" presence="optional"> <default/> </string> <string name="MDEntryBuyer" id="288" presence="optional"> <default/> </string> <string name="MDEntrySeller" id="289" presence="optional"> <default/> </string> <uInt32 name="MDEntryPositionNo" id="290" presence="optional"> <default/> </uInt32> <uInt32 name="SettPriceType" id="731" presence="optional"> </uInt32> <uInt32 name="LastTradeDate" id="9325" presence="optional"> </uInt32> <uInt32 name="PriceAdjustmentMethod" id="37013" presence="optional"> </uInt32> <string name="PriceBandType" id="6939" presence="optional"> <default/> </string> <uInt32 name="PriceLimitType" id="1306" presence="optional"> <default/> </uInt32> <decimal name="LowLimitPrice" id="1148" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="HighLimitPrice" id="1149" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TradingReferencePrice" id="1150" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="PriceBandMidpointPriceType" id="37008" presence="optional"> </uInt32> <uInt64 name="AvgDailyTradedQty" id="37003" presence="optional"> </uInt64> <uInt64 name="ExpireDate" id="432" presence="optional"> </uInt64> <uInt64 name="EarlyTermination" id="37019" presence="optional"/> <uInt32 name="BTBCertIndicator" id="37023" presence="optional"/> <uInt32 name="BTBContractInfo" id="37024" presence="optional"/> <uInt32 name="BTBGraceDate" id="37025" presence="optional"/> <uInt64 name="MaxTradeVol" id="1140" presence="optional"> </uInt64> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <uInt64 name="UnderlyingSecurityID" id="309"> <delta/> </uInt64> <uInt32 name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </uInt32> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="UnderlyingPx" id="810"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="UnderlyingPxType" id="37018" presence="optional"> </uInt32> </sequence> <uInt64 name="IndexSeq" id="37100" presence="optional"> </uInt64> </sequence> </template> <template name="MDIncRefresh_145" id="145" dictionary="145" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="Previous version was 138"--> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MsgType" id="35"> <constant value="X"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <uInt32 name="TradeDate" id="75" presence="optional"/> <sequence name="MDEntries"> <length name="NoMDEntries" id="268"/> <uInt32 name="MDUpdateAction" id="279"> <copy value="1"/> </uInt32> <string name="MDEntryType" id="269"> <copy value="0"/> </string> <uInt32 name="SecurityIDSource" id="22"> <constant value="8"/> </uInt32> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <uInt32 name="RptSeq" id="83"> <increment/> </uInt32> <string name="QuoteCondition" id="276" presence="optional"> <default/> </string> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="MDEntryInterestRate" id="37014" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="NumberOfOrders" id="346" presence="optional"> <default/> </uInt32> <string name="PriceType" id="423" presence="optional"/> <uInt32 name="MDEntryTime" id="273"> <copy/> </uInt32> <int64 name="MDEntrySize" id="271" presence="optional"> <delta/> </int64> <uInt32 name="MDEntryDate" id="272" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertDate" id="37016" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertTime" id="37017" presence="optional"> <copy/> </uInt32> <string name="MDStreamID" id="1500" presence="optional"> <default/> </string> <string name="Currency" id="15" presence="optional"> <copy/> </string> <decimal name="NetChgPrevDay" id="451" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="SellerDays" id="287" presence="optional"> <default/> </uInt32> <uInt64 name="TradeVolume" id="1020" presence="optional"> <delta/> </uInt64> <string name="TickDirection" id="274" presence="optional"> <default/> </string> <string name="TradeCondition" id="277" presence="optional"> </string> <uInt32 name="TradingSessionID" id="336" presence="optional"> </uInt32> <uInt32 name="OpenCloseSettlFlag" id="286" presence="optional"> </uInt32> <string name="OrderID" id="37" presence="optional"> <default/> </string> <string name="TradeID" id="1003" presence="optional"> <default/> </string> <string name="MDEntryBuyer" id="288" presence="optional"> <default/> </string> <string name="MDEntrySeller" id="289" presence="optional"> <default/> </string> <uInt32 name="MDEntryPositionNo" id="290" presence="optional"> <default/> </uInt32> <uInt32 name="SettPriceType" id="731" presence="optional"> </uInt32> <uInt32 name="LastTradeDate" id="9325" presence="optional"> </uInt32> <uInt32 name="PriceAdjustmentMethod" id="37013" presence="optional"> </uInt32> <string name="PriceBandType" id="6939" presence="optional"> <default/> </string> <uInt32 name="PriceLimitType" id="1306" presence="optional"> <default/> </uInt32> <decimal name="LowLimitPrice" id="1148" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="HighLimitPrice" id="1149" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="TradingReferencePrice" id="1150" presence="optional"> <exponent> <default/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="PriceBandMidpointPriceType" id="37008" presence="optional"> </uInt32> <uInt64 name="AvgDailyTradedQty" id="37003" presence="optional"> </uInt64> <uInt64 name="ExpireDate" id="432" presence="optional"> </uInt64> <uInt64 name="EarlyTermination" id="37019" presence="optional"> </uInt64> <uInt64 name="MaxTradeVol" id="1140" presence="optional"> </uInt64> <sequence name="Underlyings" presence="optional"> <length name="NoUnderlyings" id="711"/> <uInt64 name="UnderlyingSecurityID" id="309"> <delta/> </uInt64> <uInt32 name="UnderlyingSecurityIDSource" id="305"> <constant value="8"/> </uInt32> <string name="UnderlyingSecurityExchange" id="308"> <constant value="BVMF"/> </string> <decimal name="UnderlyingPx" id="810"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="UnderlyingPxType" id="37018" presence="optional"> </uInt32> </sequence> <uInt64 name="IndexSeq" id="37100" presence="optional"> </uInt64> </sequence> </template> <template name="MDIncRefresh_138" id="138" dictionary="138" xmlns="http://www.fixprotocol.org/ns/fast/td/1.1"> <!--desc="DEPRECATED. USE VERSION 145"--> <string name="ApplVerID" id="1128"> <constant value="9"/> </string> <string name="MsgType" id="35"> <constant value="X"/> </string> <uInt32 name="MsgSeqNum" id="34"/> <uInt64 name="SendingTime" id="52"/> <uInt32 name="TradeDate" id="75" presence="optional"/> <sequence name="MDEntries"> <length name="NoMDEntries" id="268"/> <uInt32 name="MDUpdateAction" id="279"> <copy value="1"/> </uInt32> <string name="MDEntryType" id="269"> <copy value="0"/> </string> <uInt32 name="SecurityIDSource" id="22"> <constant value="8"/> </uInt32> <string name="SecurityExchange" id="207"> <constant value="BVMF"/> </string> <uInt64 name="SecurityID" id="48"> <copy/> </uInt64> <uInt32 name="RptSeq" id="83"> <increment/> </uInt32> <string name="QuoteCondition" id="276" presence="optional"> <default/> </string> <decimal name="MDEntryPx" id="270" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <decimal name="MDEntryInterestRate" id="37014" presence="optional"> <exponent> <default value="-2"/> </exponent> <mantissa> <delta/> </mantissa> </decimal> <uInt32 name="NumberOfOrders" id="346" presence="optional"> <default/> </uInt32> <string name="PriceType" id="423" presence="optional"/> <uInt32 name="MDEntryTime" id="273"> <copy/> </uInt32> <int64 name="MDEntrySize" id="271" presence="optional"> <delta/> </int64> <uInt32 name="MDEntryDate" id="272" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertDate" id="37016" presence="optional"> <copy/> </uInt32> <uInt32 name="MDInsertTime" id="37017" presence="optional"> <copy/> </uInt32> <string name="MDStreamID" id="1500" presence="optional"> <default/> </string> <string name="Currency" id="15"