fixjs/resources/FIX42.xml

FIX Protocol library

<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' />
  </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' />
  </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' />
  </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' />
  </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='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='TradingSessionID' required='N' />
   </group>
  </message>
  <message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
   <field name='MDReqID' 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='FinancialStatus' required='N' />
   <field name='CorporateAction' required='N' />
   <field name='TotalVolumeTraded' required='N' />
   <group name='NoMDEntries' required='Y'>
    <field name='MDEntryType' required='Y' />
    <field name='MDEntryPx' required='Y' />
    <field name='Currency' required='N' />
    <field name='MDEntrySize' required='N' />
    <field name='MDEntryDate' required='N' />
    <field name='MDEntryTime' required='N' />
    <field name='TickDirection' required='N' />
    <field name='MDMkt' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='QuoteCondition' required='N' />
    <field name='TradeCondition' required='N' />
    <field name='MDEntryOriginator' required='N' />
    <field name='LocationID' required='N' />
    <field name='DeskID' required='N' />
    <field name='OpenCloseSettleFlag' required='N' />
    <field name='TimeInForce' required='N' />
    <field name='ExpireDate' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='MinQty' required='N' />
    <field name='ExecInst' required='N' />
    <field name='SellerDays' required='N' />
    <field name='OrderID' required='N' />
    <field name='QuoteEntryID' required='N' />
    <field name='MDEntryBuyer' required='N' />
    <field name='MDEntrySeller' required='N' />
    <field name='NumberOfOrders' required='N' />
    <field name='MDEntryPositionNo' required='N' />
    <field name='Text' required='N' />
    <field name='EncodedTextLen' required='N' />
    <field name='EncodedText' required='N' />
   </group>
  </message>
  <message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
   <field name='MDReqID' required='N' />
   <group name='NoMDEntries' required='Y'>
    <field name='MDUpdateAction' required='Y' />
    <field name='DeleteReason' required='N' />
    <field name='MDEntryType' required='N' />
    <field name='MDEntryID' required='N' />
    <field name='MDEntryRefID' required='N' />
    <field name='Symbol' 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' />
    <field name='FinancialStatus' required='N' />
    <field name='CorporateAction' required='N' />
    <field name='MDEntryPx' required='N' />
    <field name='Currency' required='N' />
    <field name='MDEntrySize' required='N' />
    <field name='MDEntryDate' required='N' />
    <field name='MDEntryTime' required='N' />
    <field name='TickDirection' required='N' />
    <field name='MDMkt' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='QuoteCondition' required='N' />
    <field name='TradeCondition' required='N' />
    <field name='MDEntryOriginator' required='N' />
    <field name='LocationID' required='N' />
    <field name='DeskID' required='N' />
    <field name='OpenCloseSettleFlag' required='N' />
    <field name='TimeInForce' required='N' />
    <field name='ExpireDate' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='MinQty' required='N' />
    <field name='ExecInst' required='N' />
    <field name='SellerDays' required='N' />
    <field name='OrderID' required='N' />
    <field name='QuoteEntryID' required='N' />
    <field name='MDEntryBuyer' required='N' />
    <field name='MDEntrySeller' required='N' />
    <field name='NumberOfOrders' required='N' />
    <field name='MDEntryPositionNo' required='N' />
    <field name='TotalVolumeTraded' required='N' />
    <field name='Text' required='N' />
    <field name='EncodedTextLen' required='N' />
    <field name='EncodedText' required='N' />
   </group>
  </message>
  <message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
   <field name='MDReqID' required='Y' />
   <field name='MDReqRejReason' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
  </message>
  <message name='QuoteCancel' msgcat='app' msgtype='Z'>
   <field name='QuoteReqID' required='N' />
   <field name='QuoteID' required='Y' />
   <field name='QuoteCancelType' required='Y' />
   <field name='QuoteResponseLevel' required='N' />
   <field name='TradingSessionID' required='N' />
   <group name='NoQuoteEntries' 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=