fix2json
Version:
Command-line utility to present FIX protocol messages as JSON
995 lines • 148 kB
text/xml
<?xml version="1.0" encoding="UTF-8"?>
<fix major="4" type="FIX" servicepack="0" minor="2">
<header>
<field name="BeginString" required="Y" />
<field name="BodyLength" required="Y" />
<field name="MsgType" required="Y" />
<field name="SenderCompID" required="Y" />
<field name="TargetCompID" required="Y" />
<field name="OnBehalfOfCompID" required="N" />
<field name="DeliverToCompID" required="N" />
<field name="SecureDataLen" required="N" />
<field name="SecureData" required="N" />
<field name="MsgSeqNum" required="Y" />
<field name="SenderSubID" required="N" />
<field name="SenderLocationID" required="N" />
<field name="TargetSubID" required="N" />
<field name="TargetLocationID" required="N" />
<field name="OnBehalfOfSubID" required="N" />
<field name="OnBehalfOfLocationID" required="N" />
<field name="DeliverToSubID" required="N" />
<field name="DeliverToLocationID" required="N" />
<field name="PossDupFlag" required="N" />
<field name="PossResend" required="N" />
<field name="SendingTime" required="Y" />
<field name="OrigSendingTime" required="N" />
<field name="XmlDataLen" required="N" />
<field name="XmlData" required="N" />
<field name="MessageEncoding" required="N" />
<field name="LastMsgSeqNumProcessed" required="N" />
<field name="OnBehalfOfSendingTime" required="N" />
</header>
<messages>
<message name="Heartbeat" msgcat="admin" msgtype="0">
<field name="TestReqID" required="N" />
</message>
<message name="TestRequest" msgcat="admin" msgtype="1">
<field name="TestReqID" required="Y" />
</message>
<message name="ResendRequest" msgcat="admin" msgtype="2">
<field name="BeginSeqNo" required="Y" />
<field name="EndSeqNo" required="Y" />
</message>
<message name="Reject" msgcat="admin" msgtype="3">
<field name="RefSeqNum" required="Y" />
<field name="RefTagID" required="N" />
<field name="RefMsgType" required="N" />
<field name="SessionRejectReason" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="SequenceReset" msgcat="admin" msgtype="4">
<field name="GapFillFlag" required="N" />
<field name="NewSeqNo" required="Y" />
</message>
<message name="Logout" msgcat="admin" msgtype="5">
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="IndicationofInterest" msgcat="app" msgtype="6">
<field name="IOIid" required="Y" />
<field name="IOITransType" required="Y" />
<field name="IOIRefID" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
<field name="IOIShares" required="Y" />
<field name="Price" required="N" />
<field name="Currency" required="N" />
<field name="ValidUntilTime" required="N" />
<field name="IOIQltyInd" required="N" />
<field name="IOINaturalFlag" required="N" />
<group name="NoIOIQualifiers" required="N">
<field name="IOIQualifier" required="N" />
</group>
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="TransactTime" required="N" />
<field name="URLLink" required="N" />
<group name="NoRoutingIDs" required="N">
<field name="RoutingType" required="N" />
<field name="RoutingID" required="N" />
</group>
<field name="SpreadToBenchmark" required="N" />
<field name="Benchmark" required="N" />
</message>
<message name="Advertisement" msgcat="app" msgtype="7">
<field name="AdvId" required="Y" />
<field name="AdvTransType" required="Y" />
<field name="AdvRefID" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="AdvSide" required="Y" />
<field name="Shares" required="Y" />
<field name="Price" required="N" />
<field name="Currency" required="N" />
<field name="TradeDate" required="N" />
<field name="TransactTime" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="URLLink" required="N" />
<field name="LastMkt" required="N" />
<field name="TradingSessionID" required="N" />
</message>
<message name="ExecutionReport" msgcat="app" msgtype="8">
<field name="OrderID" required="Y" />
<field name="SecondaryOrderID" required="N" />
<field name="ClOrdID" required="N" />
<field name="OrigClOrdID" required="N" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<group name="NoContraBrokers" required="N">
<field name="ContraBroker" required="N" />
<field name="ContraTrader" required="N" />
<field name="ContraTradeQty" required="N" />
<field name="ContraTradeTime" required="N" />
</group>
<field name="ListID" required="N" />
<field name="ExecID" required="Y" />
<field name="ExecTransType" required="Y" />
<field name="ExecRefID" required="N" />
<field name="ExecType" required="Y" />
<field name="OrdStatus" required="Y" />
<field name="OrdRejReason" required="N" />
<field name="ExecRestatementReason" required="N" />
<field name="Account" required="N" />
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="OrdType" required="N" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<field name="PegDifference" required="N" />
<field name="DiscretionInst" required="N" />
<field name="DiscretionOffset" required="N" />
<field name="Currency" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="ExecInst" required="N" />
<field name="Rule80A" required="N" />
<field name="LastShares" required="N" />
<field name="LastPx" required="N" />
<field name="LastSpotRate" required="N" />
<field name="LastForwardPoints" required="N" />
<field name="LastMkt" required="N" />
<field name="TradingSessionID" required="N" />
<field name="LastCapacity" required="N" />
<field name="LeavesQty" required="Y" />
<field name="CumQty" required="Y" />
<field name="AvgPx" required="Y" />
<field name="DayOrderQty" required="N" />
<field name="DayCumQty" required="N" />
<field name="DayAvgPx" required="N" />
<field name="GTBookingInst" required="N" />
<field name="TradeDate" required="N" />
<field name="TransactTime" required="N" />
<field name="ReportToExch" required="N" />
<field name="Commission" required="N" />
<field name="CommType" required="N" />
<field name="GrossTradeAmt" required="N" />
<field name="SettlCurrAmt" required="N" />
<field name="SettlCurrency" required="N" />
<field name="SettlCurrFxRate" required="N" />
<field name="SettlCurrFxRateCalc" required="N" />
<field name="HandlInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="OpenClose" required="N" />
<field name="MaxShow" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="ClearingFirm" required="N" />
<field name="ClearingAccount" required="N" />
<field name="MultiLegReportingType" required="N" />
<field name="OrigClOrdID" required="N"/>
<field name="ParentClOrdID" required="N"/>
<field name="CrossIndicator" required="N"/>
<field name="ExecCrossNum" required="N"/>
<field name="VenueAgncyExec" required="N"/>
<field name="RisklessCapacity" required="N"/>
<field name="CrossIndicator" required="N"/>
</message>
<message name="OrderCancelReject" msgcat="app" msgtype="9">
<field name="OrderID" required="Y" />
<field name="SecondaryOrderID" required="N" />
<field name="ClOrdID" required="Y" />
<field name="OrigClOrdID" required="Y" />
<field name="OrdStatus" required="Y" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="ListID" required="N" />
<field name="Account" required="N" />
<field name="TransactTime" required="N" />
<field name="CxlRejResponseTo" required="Y" />
<field name="CxlRejReason" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="Logon" msgcat="admin" msgtype="A">
<field name="EncryptMethod" required="Y" />
<field name="HeartBtInt" required="Y" />
<field name="RawDataLength" required="N" />
<field name="RawData" required="N" />
<field name="ResetSeqNumFlag" required="N" />
<field name="MaxMessageSize" required="N" />
<group name="NoMsgTypes" required="N">
<field name="RefMsgType" required="N" />
<field name="MsgDirection" required="N" />
</group>
</message>
<message name="News" msgcat="app" msgtype="B">
<field name="OrigTime" required="N" />
<field name="Urgency" required="N" />
<field name="Headline" required="Y" />
<field name="EncodedHeadlineLen" required="N" />
<field name="EncodedHeadline" required="N" />
<group name="NoRoutingIDs" required="N">
<field name="RoutingType" required="N" />
<field name="RoutingID" required="N" />
</group>
<group name="NoRelatedSym" required="N">
<field name="RelatdSym" required="N" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
</group>
<group name="LinesOfText" required="Y">
<field name="Text" required="Y" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</group>
<field name="URLLink" required="N" />
<field name="RawDataLength" required="N" />
<field name="RawData" required="N" />
</message>
<message name="Email" msgcat="app" msgtype="C">
<field name="EmailThreadID" required="Y" />
<field name="EmailType" required="Y" />
<field name="OrigTime" required="N" />
<field name="Subject" required="Y" />
<field name="EncodedSubjectLen" required="N" />
<field name="EncodedSubject" required="N" />
<group name="NoRoutingIDs" required="N">
<field name="RoutingType" required="N" />
<field name="RoutingID" required="N" />
</group>
<group name="NoRelatedSym" required="N">
<field name="RelatdSym" required="N" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
</group>
<field name="OrderID" required="N" />
<field name="ClOrdID" required="N" />
<group name="LinesOfText" required="Y">
<field name="Text" required="Y" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</group>
<field name="RawDataLength" required="N" />
<field name="RawData" required="N" />
</message>
<message name="NewOrderSingle" msgcat="app" msgtype="D">
<field name="ClOrdID" required="Y" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="Account" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocShares" required="N" />
</group>
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="HandlInst" required="Y" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
</group>
<field name="ProcessCode" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="PrevClosePx" required="N" />
<field name="Side" required="Y" />
<field name="LocateReqd" required="N" />
<field name="TransactTime" required="Y" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="OrdType" required="Y" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<field name="Currency" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="IOIid" required="N" />
<field name="QuoteID" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<field name="Commission" required="N" />
<field name="CommType" required="N" />
<field name="Rule80A" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="OpenClose" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="CustomerOrFirm" required="N" />
<field name="MaxShow" required="N" />
<field name="PegDifference" required="N" />
<field name="DiscretionInst" required="N" />
<field name="DiscretionOffset" required="N" />
<field name="ClearingFirm" required="N" />
<field name="ClearingAccount" required="N" />
<field name="OrderLevel" required="Y"/>
<field name="ParentClOrdID" required="N"/>
</message>
<message name="NewOrderList" msgcat="app" msgtype="E">
<field name="ListID" required="Y" />
<field name="BidID" required="N" />
<field name="ClientBidID" required="N" />
<field name="ProgRptReqs" required="N" />
<field name="BidType" required="Y" />
<field name="ProgPeriodInterval" required="N" />
<field name="ListExecInstType" required="N" />
<field name="ListExecInst" required="N" />
<field name="EncodedListExecInstLen" required="N" />
<field name="EncodedListExecInst" required="N" />
<field name="TotNoOrders" required="Y" />
<group name="NoOrders" required="Y">
<field name="ClOrdID" required="Y" />
<field name="ListSeqNo" required="Y" />
<field name="SettlInstMode" required="N" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="Account" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocShares" required="N" />
</group>
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="HandlInst" required="N" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
</group>
<field name="ProcessCode" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="PrevClosePx" required="N" />
<field name="Side" required="Y" />
<field name="SideValueInd" required="N" />
<field name="LocateReqd" required="N" />
<field name="TransactTime" required="N" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="OrdType" required="N" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<field name="Currency" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="IOIid" required="N" />
<field name="QuoteID" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<field name="Commission" required="N" />
<field name="CommType" required="N" />
<field name="Rule80A" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="OpenClose" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="CustomerOrFirm" required="N" />
<field name="MaxShow" required="N" />
<field name="PegDifference" required="N" />
<field name="DiscretionInst" required="N" />
<field name="DiscretionOffset" required="N" />
<field name="ClearingFirm" required="N" />
<field name="ClearingAccount" required="N" />
</group>
</message>
<message name="OrderCancelRequest" msgcat="app" msgtype="F">
<field name="OrigClOrdID" required="Y" />
<field name="OrderID" required="N" />
<field name="ClOrdID" required="Y" />
<field name="ListID" required="N" />
<field name="Account" required="N" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
<field name="TransactTime" required="Y" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="OrigClOrdID" required="N"/>
<field name="CustomerClOrdID" required="N"/>
<field name="OrderLevel" required="N"/>
<field name="ParentClOrdID" required="N"/>
</message>
<message name="OrderCancelReplaceRequest" msgcat="app" msgtype="G">
<field name="OrderID" required="N" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="OrigClOrdID" required="Y" />
<field name="ClOrdID" required="Y" />
<field name="ListID" required="N" />
<field name="Account" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocShares" required="N" />
</group>
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="HandlInst" required="Y" />
<field name="ExecInst" required="N" />
<field name="MinQty" required="N" />
<field name="MaxFloor" required="N" />
<field name="ExDestination" required="N" />
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N" />
</group>
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
<field name="TransactTime" required="Y" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="OrdType" required="Y" />
<field name="Price" required="N" />
<field name="StopPx" required="N" />
<field name="PegDifference" required="N" />
<field name="DiscretionInst" required="N" />
<field name="DiscretionOffset" required="N" />
<field name="ComplianceID" required="N" />
<field name="SolicitedFlag" required="N" />
<field name="Currency" required="N" />
<field name="TimeInForce" required="N" />
<field name="EffectiveTime" required="N" />
<field name="ExpireDate" required="N" />
<field name="ExpireTime" required="N" />
<field name="GTBookingInst" required="N" />
<field name="Commission" required="N" />
<field name="CommType" required="N" />
<field name="Rule80A" required="N" />
<field name="ForexReq" required="N" />
<field name="SettlCurrency" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="OpenClose" required="N" />
<field name="CoveredOrUncovered" required="N" />
<field name="CustomerOrFirm" required="N" />
<field name="MaxShow" required="N" />
<field name="LocateReqd" required="N" />
<field name="ClearingFirm" required="N" />
<field name="ClearingAccount" required="N" />
<field name="OrderLevel" required="Y" />
<field name="ParentClOrdID" required="N" />
<field name="OrigClOrdID" required="Y" />
</message>
<message name="OrderStatusRequest" msgcat="app" msgtype="H">
<field name="OrderID" required="N" />
<field name="ClOrdID" required="Y" />
<field name="ClientID" required="N" />
<field name="Account" required="N" />
<field name="ExecBroker" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
</message>
<message name="Allocation" msgcat="app" msgtype="J">
<field name="AllocID" required="Y" />
<field name="AllocTransType" required="Y" />
<field name="RefAllocID" required="N" />
<field name="AllocLinkID" required="N" />
<field name="AllocLinkType" required="N" />
<group name="NoOrders" required="N">
<field name="ClOrdID" required="N" />
<field name="OrderID" required="N" />
<field name="SecondaryOrderID" required="N" />
<field name="ListID" required="N" />
<field name="WaveNo" required="N" />
</group>
<group name="NoExecs" required="N">
<field name="LastShares" required="N" />
<field name="ExecID" required="N" />
<field name="LastPx" required="N" />
<field name="LastCapacity" required="N" />
</group>
<field name="Side" required="Y" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Shares" required="Y" />
<field name="LastMkt" required="N" />
<field name="TradingSessionID" required="N" />
<field name="AvgPx" required="Y" />
<field name="Currency" required="N" />
<field name="AvgPrxPrecision" required="N" />
<field name="TradeDate" required="Y" />
<field name="TransactTime" required="N" />
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="GrossTradeAmt" required="N" />
<field name="NetMoney" required="N" />
<field name="OpenClose" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
<field name="NumDaysInterest" required="N" />
<field name="AccruedInterestRate" required="N" />
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N" />
<field name="AllocPrice" required="N" />
<field name="AllocShares" required="Y" />
<field name="ProcessCode" required="N" />
<field name="BrokerOfCredit" required="N" />
<field name="NotifyBrokerOfCredit" required="N" />
<field name="AllocHandlInst" required="N" />
<field name="AllocText" required="N" />
<field name="EncodedAllocTextLen" required="N" />
<field name="EncodedAllocText" required="N" />
<field name="ExecBroker" required="N" />
<field name="ClientID" required="N" />
<field name="Commission" required="N" />
<field name="CommType" required="N" />
<field name="AllocAvgPx" required="N" />
<field name="AllocNetMoney" required="N" />
<field name="SettlCurrAmt" required="N" />
<field name="SettlCurrency" required="N" />
<field name="SettlCurrFxRate" required="N" />
<field name="SettlCurrFxRateCalc" required="N" />
<field name="AccruedInterestAmt" required="N" />
<field name="SettlInstMode" required="N" />
<group name="NoMiscFees" required="N">
<field name="MiscFeeAmt" required="N" />
<field name="MiscFeeCurr" required="N" />
<field name="MiscFeeType" required="N" />
</group>
</group>
</message>
<message name="ListCancelRequest" msgcat="app" msgtype="K">
<field name="ListID" required="Y" />
<field name="TransactTime" required="Y" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="ListExecute" msgcat="app" msgtype="L">
<field name="ListID" required="Y" />
<field name="ClientBidID" required="N" />
<field name="BidID" required="N" />
<field name="TransactTime" required="Y" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="ListStatusRequest" msgcat="app" msgtype="M">
<field name="ListID" required="Y" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="ListStatus" msgcat="app" msgtype="N">
<field name="ListID" required="Y" />
<field name="ListStatusType" required="Y" />
<field name="NoRpts" required="Y" />
<field name="ListOrderStatus" required="Y" />
<field name="RptSeq" required="Y" />
<field name="ListStatusText" required="N" />
<field name="EncodedListStatusTextLen" required="N" />
<field name="EncodedListStatusText" required="N" />
<field name="TransactTime" required="N" />
<field name="TotNoOrders" required="Y" />
<group name="NoOrders" required="Y">
<field name="ClOrdID" required="Y" />
<field name="CumQty" required="Y" />
<field name="OrdStatus" required="Y" />
<field name="LeavesQty" required="Y" />
<field name="CxlQty" required="Y" />
<field name="AvgPx" required="Y" />
<field name="OrdRejReason" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</group>
</message>
<message name="AllocationACK" msgcat="app" msgtype="P">
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="AllocID" required="Y" />
<field name="TradeDate" required="Y" />
<field name="TransactTime" required="N" />
<field name="AllocStatus" required="Y" />
<field name="AllocRejCode" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="DontKnowTrade" msgcat="app" msgtype="Q">
<field name="OrderID" required="Y" />
<field name="ExecID" required="Y" />
<field name="DKReason" required="Y" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="Side" required="Y" />
<field name="OrderQty" required="N" />
<field name="CashOrderQty" required="N" />
<field name="LastShares" required="N" />
<field name="LastPx" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="QuoteRequest" msgcat="app" msgtype="R">
<field name="QuoteReqID" required="Y" />
<group name="NoRelatedSym" required="Y">
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="PrevClosePx" required="N" />
<field name="QuoteRequestType" required="N" />
<field name="TradingSessionID" required="N" />
<field name="Side" required="N" />
<field name="OrderQty" required="N" />
<field name="FutSettDate" required="N" />
<field name="OrdType" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="ExpireTime" required="N" />
<field name="TransactTime" required="N" />
<field name="Currency" required="N" />
</group>
</message>
<message name="Quote" msgcat="app" msgtype="S">
<field name="QuoteReqID" required="N" />
<field name="QuoteID" required="Y" />
<field name="QuoteResponseLevel" required="N" />
<field name="TradingSessionID" required="N" />
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="BidPx" required="N" />
<field name="OfferPx" required="N" />
<field name="BidSize" required="N" />
<field name="OfferSize" required="N" />
<field name="ValidUntilTime" required="N" />
<field name="BidSpotRate" required="N" />
<field name="OfferSpotRate" required="N" />
<field name="BidForwardPoints" required="N" />
<field name="OfferForwardPoints" required="N" />
<field name="TransactTime" required="N" />
<field name="FutSettDate" required="N" />
<field name="OrdType" required="N" />
<field name="FutSettDate2" required="N" />
<field name="OrderQty2" required="N" />
<field name="Currency" required="N" />
</message>
<message name="SettlementInstructions" msgcat="app" msgtype="T">
<field name="SettlInstID" required="Y" />
<field name="SettlInstTransType" required="Y" />
<field name="SettlInstRefID" required="Y" />
<field name="SettlInstMode" required="Y" />
<field name="SettlInstSource" required="Y" />
<field name="AllocAccount" required="Y" />
<field name="SettlLocation" required="N" />
<field name="TradeDate" required="N" />
<field name="AllocID" required="N" />
<field name="LastMkt" required="N" />
<field name="TradingSessionID" required="N" />
<field name="Side" required="N" />
<field name="SecurityType" required="N" />
<field name="EffectiveTime" required="N" />
<field name="TransactTime" required="Y" />
<field name="ClientID" required="N" />
<field name="ExecBroker" required="N" />
<field name="StandInstDbType" required="N" />
<field name="StandInstDbName" required="N" />
<field name="StandInstDbID" required="N" />
<field name="SettlDeliveryType" required="N" />
<field name="SettlDepositoryCode" required="N" />
<field name="SettlBrkrCode" required="N" />
<field name="SettlInstCode" required="N" />
<field name="SecuritySettlAgentName" required="N" />
<field name="SecuritySettlAgentCode" required="N" />
<field name="SecuritySettlAgentAcctNum" required="N" />
<field name="SecuritySettlAgentAcctName" required="N" />
<field name="SecuritySettlAgentContactName" required="N" />
<field name="SecuritySettlAgentContactPhone" required="N" />
<field name="CashSettlAgentName" required="N" />
<field name="CashSettlAgentCode" required="N" />
<field name="CashSettlAgentAcctNum" required="N" />
<field name="CashSettlAgentAcctName" required="N" />
<field name="CashSettlAgentContactName" required="N" />
<field name="CashSettlAgentContactPhone" required="N" />
</message>
<message name="MarketDataRequest" msgcat="app" msgtype="V">
<field name="MDReqID" required="Y" />
<field name="SubscriptionRequestType" required="Y" />
<field name="MarketDepth" required="Y" />
<field name="MDUpdateType" required="N" />
<field name="AggregatedBook" required="N" />
<group name="NoMDEntryTypes" required="Y">
<field name="MDEntryType" required="Y" />
</group>
<group name="NoRelatedSym" required="Y">
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="I