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fix2json

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Command-line utility to present FIX protocol messages as JSON

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<?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