fixjs/resources/FIX44.xml

FIX Protocol library

<fix major='4' type='FIX' servicepack='0' minor='4'>
 <header>
  <field name='BeginString' required='Y' />
  <field name='BodyLength' required='Y' />
  <field name='MsgType' required='Y' />
  <field name='SenderCompID' required='Y' />
  <field name='TargetCompID' required='Y' />
  <field name='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' />
  <group name='NoHops' required='N'>
   <field name='HopCompID' required='N' />
   <field name='HopSendingTime' required='N' />
   <field name='HopRefID' required='N' />
  </group>
 </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='IOI' msgcat='app' msgtype='6'>
   <field name='IOIID' required='Y' />
   <field name='IOITransType' required='Y' />
   <field name='IOIRefID' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='Y' />
   <field name='QtyType' required='N' />
   <component name='OrderQtyData' required='N' />
   <field name='IOIQty' required='Y' />
   <field name='Currency' required='N' />
   <component name='Stipulations' required='N' />
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
    <field name='LegIOIQty' required='N' />
    <component name='LegStipulations' required='N' />
   </group>
   <field name='PriceType' required='N' />
   <field name='Price' 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>
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <component name='YieldData' 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' />
   <component name='Instrument' required='Y' />
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='AdvSide' required='Y' />
   <field name='Quantity' required='Y' />
   <field name='QtyType' required='N' />
   <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' />
   <field name='TradingSessionSubID' required='N' />
  </message>
  <message name='ExecutionReport' msgcat='app' msgtype='8'>
   <field name='OrderID' required='Y' />
   <field name='SecondaryOrderID' required='N' />
   <field name='SecondaryClOrdID' required='N' />
   <field name='SecondaryExecID' required='N' />
   <field name='ClOrdID' required='N' />
   <field name='OrigClOrdID' required='N' />
   <field name='ClOrdLinkID' required='N' />
   <field name='QuoteRespID' required='N' />
   <field name='OrdStatusReqID' required='N' />
   <field name='MassStatusReqID' required='N' />
   <field name='TotNumReports' required='N' />
   <field name='LastRptRequested' required='N' />
   <component name='Parties' required='N' />
   <field name='TradeOriginationDate' 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' />
    <field name='ContraLegRefID' required='N' />
   </group>
   <field name='ListID' required='N' />
   <field name='CrossID' required='N' />
   <field name='OrigCrossID' required='N' />
   <field name='CrossType' required='N' />
   <field name='ExecID' required='Y' />
   <field name='ExecRefID' required='N' />
   <field name='ExecType' required='Y' />
   <field name='OrdStatus' required='Y' />
   <field name='WorkingIndicator' required='N' />
   <field name='OrdRejReason' required='N' />
   <field name='ExecRestatementReason' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <field name='DayBookingInst' required='N' />
   <field name='BookingUnit' required='N' />
   <field name='PreallocMethod' required='N' />
   <field name='SettlType' required='N' />
   <field name='SettlDate' required='N' />
   <field name='CashMargin' required='N' />
   <field name='ClearingFeeIndicator' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='Y' />
   <component name='Stipulations' required='N' />
   <field name='QtyType' required='N' />
   <component name='OrderQtyData' required='N' />
   <field name='OrdType' required='N' />
   <field name='PriceType' required='N' />
   <field name='Price' required='N' />
   <field name='StopPx' required='N' />
   <component name='PegInstructions' required='N' />
   <component name='DiscretionInstructions' required='N' />
   <field name='PeggedPrice' required='N' />
   <field name='DiscretionPrice' required='N' />
   <field name='TargetStrategy' required='N' />
   <field name='TargetStrategyParameters' required='N' />
   <field name='ParticipationRate' required='N' />
   <field name='TargetStrategyPerformance' 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='OrderCapacity' required='N' />
   <field name='OrderRestrictions' required='N' />
   <field name='CustOrderCapacity' required='N' />
   <field name='LastQty' required='N' />
   <field name='UnderlyingLastQty' required='N' />
   <field name='LastPx' required='N' />
   <field name='UnderlyingLastPx' required='N' />
   <field name='LastParPx' required='N' />
   <field name='LastSpotRate' required='N' />
   <field name='LastForwardPoints' required='N' />
   <field name='LastMkt' required='N' />
   <field name='TradingSessionID' required='N' />
   <field name='TradingSessionSubID' required='N' />
   <field name='TimeBracket' 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' />
   <component name='CommissionData' required='N' />
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <component name='YieldData' required='N' />
   <field name='GrossTradeAmt' required='N' />
   <field name='NumDaysInterest' required='N' />
   <field name='ExDate' required='N' />
   <field name='AccruedInterestRate' required='N' />
   <field name='AccruedInterestAmt' required='N' />
   <field name='InterestAtMaturity' required='N' />
   <field name='EndAccruedInterestAmt' required='N' />
   <field name='StartCash' required='N' />
   <field name='EndCash' required='N' />
   <field name='TradedFlatSwitch' required='N' />
   <field name='BasisFeatureDate' required='N' />
   <field name='BasisFeaturePrice' required='N' />
   <field name='Concession' required='N' />
   <field name='TotalTakedown' required='N' />
   <field name='NetMoney' 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='PositionEffect' required='N' />
   <field name='MaxShow' required='N' />
   <field name='BookingType' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
   <field name='SettlDate2' required='N' />
   <field name='OrderQty2' required='N' />
   <field name='LastForwardPoints2' required='N' />
   <field name='MultiLegReportingType' required='N' />
   <field name='CancellationRights' required='N' />
   <field name='MoneyLaunderingStatus' required='N' />
   <field name='RegistID' required='N' />
   <field name='Designation' required='N' />
   <field name='TransBkdTime' required='N' />
   <field name='ExecValuationPoint' required='N' />
   <field name='ExecPriceType' required='N' />
   <field name='ExecPriceAdjustment' required='N' />
   <field name='PriorityIndicator' required='N' />
   <field name='PriceImprovement' required='N' />
   <field name='LastLiquidityInd' required='N' />
   <group name='NoContAmts' required='N'>
    <field name='ContAmtType' required='N' />
    <field name='ContAmtValue' required='N' />
    <field name='ContAmtCurr' required='N' />
   </group>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
    <field name='LegQty' required='N' />
    <field name='LegSwapType' required='N' />
    <component name='LegStipulations' required='N' />
    <field name='LegPositionEffect' required='N' />
    <field name='LegCoveredOrUncovered' required='N' />
    <component name='NestedParties' required='N' />
    <field name='LegRefID' required='N' />
    <field name='LegPrice' required='N' />
    <field name='LegSettlType' required='N' />
    <field name='LegSettlDate' required='N' />
    <field name='LegLastPx' required='N' />
   </group>
   <field name='CopyMsgIndicator' required='N' />
   <group name='NoMiscFees' required='N'>
    <field name='MiscFeeAmt' required='N' />
    <field name='MiscFeeCurr' required='N' />
    <field name='MiscFeeType' required='N' />
    <field name='MiscFeeBasis' required='N' />
   </group>
  </message>
  <message name='OrderCancelReject' msgcat='app' msgtype='9'>
   <field name='OrderID' required='Y' />
   <field name='SecondaryOrderID' required='N' />
   <field name='SecondaryClOrdID' required='N' />
   <field name='ClOrdID' required='Y' />
   <field name='ClOrdLinkID' required='N' />
   <field name='OrigClOrdID' required='Y' />
   <field name='OrdStatus' required='Y' />
   <field name='WorkingIndicator' required='N' />
   <field name='OrigOrdModTime' required='N' />
   <field name='ListID' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <field name='TradeOriginationDate' required='N' />
   <field name='TradeDate' 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='NextExpectedMsgSeqNum' required='N' />
   <field name='MaxMessageSize' required='N' />
   <group name='NoMsgTypes' required='N'>
    <field name='RefMsgType' required='N' />
    <field name='MsgDirection' required='N' />
   </group>
   <field name='TestMessageIndicator' required='N' />
   <field name='Username' required='N' />
   <field name='Password' required='N' />
  </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'>
    <component name='Instrument' required='N' />
   </group>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <group name='NoLinesOfText' 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'>
    <component name='Instrument' required='N' />
   </group>
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
   <field name='OrderID' required='N' />
   <field name='ClOrdID' required='N' />
   <group name='NoLinesOfText' 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='SecondaryClOrdID' required='N' />
   <field name='ClOrdLinkID' required='N' />
   <component name='Parties' required='N' />
   <field name='TradeOriginationDate' required='N' />
   <field name='TradeDate' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <field name='DayBookingInst' required='N' />
   <field name='BookingUnit' required='N' />
   <field name='PreallocMethod' required='N' />
   <field name='AllocID' required='N' />
   <group name='NoAllocs' required='N'>
    <field name='AllocAccount' required='N' />
    <field name='AllocAcctIDSource' required='N' />
    <field name='AllocSettlCurrency' required='N' />
    <field name='IndividualAllocID' required='N' />
    <component name='NestedParties' required='N' />
    <field name='AllocQty' required='N' />
   </group>
   <field name='SettlType' required='N' />
   <field name='SettlDate' required='N' />
   <field name='CashMargin' required='N' />
   <field name='ClearingFeeIndicator' 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' />
    <field name='TradingSessionSubID' required='N' />
   </group>
   <field name='ProcessCode' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='PrevClosePx' required='N' />
   <field name='Side' required='Y' />
   <field name='LocateReqd' required='N' />
   <field name='TransactTime' required='Y' />
   <component name='Stipulations' required='N' />
   <field name='QtyType' required='N' />
   <component name='OrderQtyData' required='Y' />
   <field name='OrdType' required='Y' />
   <field name='PriceType' required='N' />
   <field name='Price' required='N' />
   <field name='StopPx' required='N' />
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <component name='YieldData' 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' />
   <component name='CommissionData' required='N' />
   <field name='OrderCapacity' required='N' />
   <field name='OrderRestrictions' required='N' />
   <field name='CustOrderCapacity' required='N' />
   <field name='ForexReq' required='N' />
   <field name='SettlCurrency' required='N' />
   <field name='BookingType' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
   <field name='SettlDate2' required='N' />
   <field name='OrderQty2' required='N' />
   <field name='Price2' required='N' />
   <field name='PositionEffect' required='N' />
   <field name='CoveredOrUncovered' required='N' />
   <field name='MaxShow' required='N' />
   <component name='PegInstructions' required='N' />
   <component name='DiscretionInstructions' required='N' />
   <field name='TargetStrategy' required='N' />
   <field name='TargetStrategyParameters' required='N' />
   <field name='ParticipationRate' required='N' />
   <field name='CancellationRights' required='N' />
   <field name='MoneyLaunderingStatus' required='N' />
   <field name='RegistID' required='N' />
   <field name='Designation' 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='CancellationRights' required='N' />
   <field name='MoneyLaunderingStatus' required='N' />
   <field name='RegistID' required='N' />
   <field name='ListExecInstType' required='N' />
   <field name='ListExecInst' required='N' />
   <field name='EncodedListExecInstLen' required='N' />
   <field name='EncodedListExecInst' required='N' />
   <field name='AllowableOneSidednessPct' required='N' />
   <field name='AllowableOneSidednessValue' required='N' />
   <field name='AllowableOneSidednessCurr' required='N' />
   <field name='TotNoOrders' required='Y' />
   <field name='LastFragment' required='N' />
   <group name='NoOrders' required='Y'>
    <field name='ClOrdID' required='Y' />
    <field name='SecondaryClOrdID' required='N' />
    <field name='ListSeqNo' required='Y' />
    <field name='ClOrdLinkID' required='N' />
    <field name='SettlInstMode' required='N' />
    <component name='Parties' required='N' />
    <field name='TradeOriginationDate' required='N' />
    <field name='TradeDate' required='N' />
    <field name='Account' required='N' />
    <field name='AcctIDSource' required='N' />
    <field name='AccountType' required='N' />
    <field name='DayBookingInst' required='N' />
    <field name='BookingUnit' required='N' />
    <field name='AllocID' required='N' />
    <field name='PreallocMethod' required='N' />
    <group name='NoAllocs' required='N'>
     <field name='AllocAccount' required='N' />
     <field name='AllocAcctIDSource' required='N' />
     <field name='AllocSettlCurrency' required='N' />
     <field name='IndividualAllocID' required='N' />
     <component name='NestedParties' required='N' />
     <field name='AllocQty' required='N' />
    </group>
    <field name='SettlType' required='N' />
    <field name='SettlDate' required='N' />
    <field name='CashMargin' required='N' />
    <field name='ClearingFeeIndicator' 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' />
     <field name='TradingSessionSubID' required='N' />
    </group>
    <field name='ProcessCode' required='N' />
    <component name='Instrument' required='Y' />
    <group name='NoUnderlyings' required='N'>
     <component name='UnderlyingInstrument' required='N' />
    </group>
    <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' />
    <component name='Stipulations' required='N' />
    <field name='QtyType' required='N' />
    <component name='OrderQtyData' required='Y' />
    <field name='OrdType' required='N' />
    <field name='PriceType' required='N' />
    <field name='Price' required='N' />
    <field name='StopPx' required='N' />
    <component name='SpreadOrBenchmarkCurveData' required='N' />
    <component name='YieldData' 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' />
    <component name='CommissionData' required='N' />
    <field name='OrderCapacity' required='N' />
    <field name='OrderRestrictions' required='N' />
    <field name='CustOrderCapacity' required='N' />
    <field name='ForexReq' required='N' />
    <field name='SettlCurrency' required='N' />
    <field name='BookingType' required='N' />
    <field name='Text' required='N' />
    <field name='EncodedTextLen' required='N' />
    <field name='EncodedText' required='N' />
    <field name='SettlDate2' required='N' />
    <field name='OrderQty2' required='N' />
    <field name='Price2' required='N' />
    <field name='PositionEffect' required='N' />
    <field name='CoveredOrUncovered' required='N' />
    <field name='MaxShow' required='N' />
    <component name='PegInstructions' required='N' />
    <component name='DiscretionInstructions' required='N' />
    <field name='TargetStrategy' required='N' />
    <field name='TargetStrategyParameters' required='N' />
    <field name='ParticipationRate' required='N' />
    <field name='Designation' 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='SecondaryClOrdID' required='N' />
   <field name='ClOrdLinkID' required='N' />
   <field name='ListID' required='N' />
   <field name='OrigOrdModTime' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <component name='Parties' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='Y' />
   <field name='TransactTime' required='Y' />
   <component name='OrderQtyData' required='Y' />
   <field name='ComplianceID' 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' />
   <component name='Parties' required='N' />
   <field name='TradeOriginationDate' required='N' />
   <field name='TradeDate' required='N' />
   <field name='OrigClOrdID' required='Y' />
   <field name='ClOrdID' required='Y' />
   <field name='SecondaryClOrdID' required='N' />
   <field name='ClOrdLinkID' required='N' />
   <field name='ListID' required='N' />
   <field name='OrigOrdModTime' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <field name='DayBookingInst' required='N' />
   <field name='BookingUnit' required='N' />
   <field name='PreallocMethod' required='N' />
   <field name='AllocID' required='N' />
   <group name='NoAllocs' required='N'>
    <field name='AllocAccount' required='N' />
    <field name='AllocAcctIDSource' required='N' />
    <field name='AllocSettlCurrency' required='N' />
    <field name='IndividualAllocID' required='N' />
    <component name='NestedParties' required='N' />
    <field name='AllocQty' required='N' />
   </group>
   <field name='SettlType' required='N' />
   <field name='SettlDate' required='N' />
   <field name='CashMargin' required='N' />
   <field name='ClearingFeeIndicator' 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' />
    <field name='TradingSessionSubID' required='N' />
   </group>
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='Y' />
   <field name='TransactTime' required='Y' />
   <field name='QtyType' required='N' />
   <component name='OrderQtyData' required='Y' />
   <field name='OrdType' required='Y' />
   <field name='PriceType' required='N' />
   <field name='Price' required='N' />
   <field name='StopPx' required='N' />
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <component name='YieldData' required='N' />
   <component name='PegInstructions' required='N' />
   <component name='DiscretionInstructions' required='N' />
   <field name='TargetStrategy' required='N' />
   <field name='TargetStrategyParameters' required='N' />
   <field name='ParticipationRate' 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' />
   <component name='CommissionData' required='N' />
   <field name='OrderCapacity' required='N' />
   <field name='OrderRestrictions' required='N' />
   <field name='CustOrderCapacity' required='N' />
   <field name='ForexReq' required='N' />
   <field name='SettlCurrency' required='N' />
   <field name='BookingType' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
   <field name='SettlDate2' required='N' />
   <field name='OrderQty2' required='N' />
   <field name='Price2' required='N' />
   <field name='PositionEffect' required='N' />
   <field name='CoveredOrUncovered' required='N' />
   <field name='MaxShow' required='N' />
   <field name='LocateReqd' required='N' />
   <field name='CancellationRights' required='N' />
   <field name='MoneyLaunderingStatus' required='N' />
   <field name='RegistID' required='N' />
   <field name='Designation' required='N' />
  </message>
  <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
   <field name='OrderID' required='N' />
   <field name='ClOrdID' required='Y' />
   <field name='SecondaryClOrdID' required='N' />
   <field name='ClOrdLinkID' required='N' />
   <component name='Parties' required='N' />
   <field name='OrdStatusReqID' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='Y' />
  </message>
  <message name='AllocationInstruction' msgcat='app' msgtype='J'>
   <field name='AllocID' required='Y' />
   <field name='AllocTransType' required='Y' />
   <field name='AllocType' required='Y' />
   <field name='SecondaryAllocID' required='N' />
   <field name='RefAllocID' required='N' />
   <field name='AllocCancReplaceReason' required='N' />
   <field name='AllocIntermedReqType' required='N' />
   <field name='AllocLinkID' required='N' />
   <field name='AllocLinkType' required='N' />
   <field name='BookingRefID' required='N' />
   <field name='AllocNoOrdersType' required='Y' />
   <group name='NoOrders' required='N'>
    <field name='ClOrdID' required='N' />
    <field name='OrderID' required='N' />
    <field name='SecondaryOrderID' required='N' />
    <field name='SecondaryClOrdID' required='N' />
    <field name='ListID' required='N' />
    <component name='NestedParties2' required='N' />
    <field name='OrderQty' required='N' />
    <field name='OrderAvgPx' required='N' />
    <field name='OrderBookingQty' required='N' />
   </group>
   <group name='NoExecs' required='N'>
    <field name='LastQty' required='N' />
    <field name='ExecID' required='N' />
    <field name='SecondaryExecID' required='N' />
    <field name='LastPx' required='N' />
    <field name='LastParPx' required='N' />
    <field name='LastCapacity' required='N' />
   </group>
   <field name='PreviouslyReported' required='N' />
   <field name='ReversalIndicator' required='N' />
   <field name='MatchType' required='N' />
   <field name='Side' required='Y' />
   <component name='Instrument' required='Y' />
   <component name='InstrumentExtension' required='N' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
   <field name='Quantity' required='Y' />
   <field name='QtyType' required='N' />
   <field name='LastMkt' required='N' />
   <field name='TradeOriginationDate' required='N' />
   <field name='TradingSessionID' required='N' />
   <field name='TradingSessionSubID' required='N' />
   <field name='PriceType' required='N' />
   <field name='AvgPx' required='Y' />
   <field name='AvgParPx' required='N' />
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <field name='Currency' required='N' />
   <field name='AvgPxPrecision' required='N' />
   <component name='Parties' required='N' />
   <field name='TradeDate' required='Y' />
   <field name='TransactTime' required='N' />
   <field name='SettlType' required='N' />
   <field name='SettlDate' required='N' />
   <field name='BookingType' required='N' />
   <field name='GrossTradeAmt' required='N' />
   <field name='Concession' required='N' />
   <field name='TotalTakedown' required='N' />
   <field name='NetMoney' required='N' />
   <field name='PositionEffect' required='N' />
   <field name='AutoAcceptIndicator' 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' />
   <field name='AccruedInterestAmt' required='N' />
   <field name='TotalAccruedInterestAmt' required='N' />
   <field name='InterestAtMaturity' required='N' />
   <field name='EndAccruedInterestAmt' required='N' />
   <field name='StartCash' required='N' />
   <field name='EndCash' required='N' />
   <field name='LegalConfirm' required='N' />
   <component name='Stipulations' required='N' />
   <component name='YieldData' required='N' />
   <field name='TotNoAllocs' required='N' />
   <field name='LastFragment' required='N' />
   <group name='NoAllocs' required='N'>
    <field name='AllocAccount' required='N' />
    <field name='AllocAcctIDSource' required='N' />
    <field name='MatchStatus' required='N' />
    <field name='AllocPrice' required='N' />
    <field name='AllocQty' required='N' />
    <field name='IndividualAllocID' required='N' />
    <field name='ProcessCode' required='N' />
    <component name='NestedParties' 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' />
    <component name='CommissionData' required='N' />
    <field name='AllocAvgPx' required='N' />
    <field name='AllocNetMoney' required='N' />
    <field name='SettlCurrAmt' required='N' />
    <field name='AllocSettlCurrAmt' required='N' />
    <field name='SettlCurrency' required='N' />
    <field name='AllocSettlCurrency' required='N' />
    <field name='SettlCurrFxRate' required='N' />
    <field name='SettlCurrFxRateCalc' required='N' />
    <field name='AllocAccruedInterestAmt' required='N' />
    <field name='AllocInterestAtMaturity' required='N' />
    <group name='NoMiscFees' required='N'>
     <field name='MiscFeeAmt' required='N' />
     <field name='MiscFeeCurr' required='N' />
     <field name='MiscFeeType' required='N' />
     <field name='MiscFeeBasis' required='N' />
    </group>
    <group name='NoClearingInstructions' required='N'>
     <field name='ClearingInstruction' required='N' />
    </group>
    <field name='ClearingFeeIndicator' required='N' />
    <field name='AllocSettlInstType' required='N' />
    <component name='SettlInstructionsData' required='N' />
   </group>
  </message>
  <message name='ListCancelRequest' msgcat='app' msgtype='K'>
   <field name='ListID' required='Y' />
   <field name='TransactTime' required='Y' />
   <field name='TradeOriginationDate' required='N' />
   <field name='TradeDate' required='N' />
   <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' />
   <field name='LastFragment' required='N' />
   <group name='NoOrders' required='Y'>
    <field name='ClOrdID' required='Y' />
    <field name='SecondaryClOrdID' required='N' />
    <field name='CumQty' required='Y' />
    <field name='OrdStatus' required='Y' />
    <field name='WorkingIndicator' required='N' />
    <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='AllocationInstructionAck' msgcat='app' msgtype='P'>
   <field name='AllocID' required='Y' />
   <component name='Parties' required='N' />
   <field name='SecondaryAllocID' required='N' />
   <field name='TradeDate' required='N' />
   <field name='TransactTime' required='Y' />
   <field name='AllocStatus' required='Y' />
   <field name='AllocRejCode' required='N' />
   <field name='AllocType' required='N' />
   <field name='AllocIntermedReqType' required='N' />
   <field name='MatchStatus' required='N' />
   <field name='Product' required='N' />
   <field name='SecurityType' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
   <group name='NoAllocs' required='N'>
    <field name='AllocAccount' required='N' />
    <field name='AllocAcctIDSource' required='N' />
    <field name='AllocPrice' required='N' />
    <field name='IndividualAllocID' required='N' />
    <field name='IndividualAllocRejCode' required='N' />
    <field name='AllocText' required='N' />
    <field name='EncodedAllocTextLen' required='N' />
    <field name='EncodedAllocText' required='N' />
   </group>
  </message>
  <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
   <field name='OrderID' required='Y' />
   <field name='SecondaryOrderID' required='N' />
   <field name='ExecID' required='Y' />
   <field name='DKReason' required='Y' />
   <component name='Instrument' required='Y' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
   </group>
   <field name='Side' required='Y' />
   <component name='OrderQtyData' required='Y' />
   <field name='LastQty' 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' />
   <field name='RFQReqID' required='N' />
   <field name='ClOrdID' required='N' />
   <field name='OrderCapacity' required='N' />
   <group name='NoRelatedSym' required='Y'>
    <component name='Instrument' required='Y' />
    <component name='FinancingDetails' required='N' />
    <group name='NoUnderlyings' required='N'>
     <component name='UnderlyingInstrument' required='N' />
    </group>
    <field name='PrevClosePx' required='N' />
    <field name='QuoteRequestType' required='N' />
    <field name='QuoteType' required='N' />
    <field name='TradingSessionID' required='N' />
    <field name='TradingSessionSubID' required='N' />
    <field name='TradeOriginationDate' required='N' />
    <field name='Side' required='N' />
    <field name='QtyType' required='N' />
    <component name='OrderQtyData' required='N' />
    <field name='SettlType' required='N' />
    <field name='SettlDate' required='N' />
    <field name='SettlDate2' required='N' />
    <field name='OrderQty2' required='N' />
    <field name='Currency' required='N' />
    <component name='Stipulations' required='N' />
    <field name='Account' required='N' />
    <field name='AcctIDSource' required='N' />
    <field name='AccountType' required='N' />
    <group name='NoLegs' required='N'>
     <component name='InstrumentLeg' required='N' />
     <field name='LegQty' required='N' />
     <field name='LegSwapType' required='N' />
     <field name='LegSettlType' required='N' />
     <field name='LegSettlDate' required='N' />
     <component name='LegStipulations' required='N' />
     <component name='NestedParties' required='N' />
     <component name='LegBenchmarkCurveData' required='N' />
    </group>
    <group name='NoQuoteQualifiers' required='N'>
     <field name='QuoteQualifier' required='N' />
    </group>
    <field name='QuotePriceType' required='N' />
    <field name='OrdType' required='N' />
    <field name='ValidUntilTime' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='TransactTime' required='N' />
    <component name='SpreadOrBenchmarkCurveData' required='N' />
    <field name='PriceType' required='N' />
    <field name='Price' required='N' />
    <field name='Price2' required='N' />
    <component name='YieldData' required='N' />
    <component name='Parties' required='N' />
   </group>
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
  </message>
  <message name='Quote' msgcat='app' msgtype='S'>
   <field name='QuoteReqID' required='N' />
   <field name='QuoteID' required='Y' />
   <field name='QuoteRespID' required='N' />
   <field name='QuoteType' required='N' />
   <group name='NoQuoteQualifiers' required='N'>
    <field name='QuoteQualifier' required='N' />
   </group>
   <field name='QuoteResponseLevel' required='N' />
   <component name='Parties' required='N' />
   <field name='TradingSessionID' required='N' />
   <field name='TradingSessionSubID' required='N' />
   <component name='Instrument' required='Y' />
   <component name='FinancingDetails' required='N' />
   <group name='NoUnderlyings' required='N'>
    <component name='UnderlyingInstrument' required='N' />
   </group>
   <field name='Side' required='N' />
   <component name='OrderQtyData' required='N' />
   <field name='SettlType' required='N' />
   <field name='SettlDate' required='N' />
   <field name='SettlDate2' required='N' />
   <field name='OrderQty2' required='N' />
   <field name='Currency' required='N' />
   <component name='Stipulations' required='N' />
   <field name='Account' required='N' />
   <field name='AcctIDSource' required='N' />
   <field name='AccountType' required='N' />
   <group name='NoLegs' required='N'>
    <component name='InstrumentLeg' required='N' />
    <field name='LegQty' required='N' />
    <field name='LegSwapType' required='N' />
    <field name='LegSettlType' required='N' />
    <field name='LegSettlDate' required='N' />
    <component name='LegStipulations' required='N' />
    <component name='NestedParties' required='N' />
    <field name='LegPriceType' required='N' />
    <field name='LegBidPx' required='N' />
    <field name='LegOfferPx' required='N' />
    <component name='LegBenchmarkCurveData' required='N' />
   </group>
   <field name='BidPx' required='N' />
   <field name='OfferPx' required='N' />
   <field name='MktBidPx' required='N' />
   <field name='MktOfferPx' required='N' />
   <field name='MinBidSize' required='N' />
   <field name='BidSize' required='N' />
   <field name='MinOfferSize' 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='MidPx' required='N' />
   <field name='BidYield' required='N' />
   <field name='MidYield' required='N' />
   <field name='OfferYield' required='N' />
   <field name='TransactTime' required='N' />
   <field name='OrdType' required='N' />
   <field name='BidForwardPoints2' required='N' />
   <field name='OfferForwardPoints2' required='N' />
   <field name='SettlCurrBidFxRate' required='N' />
   <field name='SettlCurrOfferFxRate' required='N' />
   <field name='SettlCurrFxRateCalc' required='N' />
   <field name='CommType' required='N' />
   <field name='Commission' required='N' />
   <field name='CustOrderCapacity' required='N' />
   <field name='ExDestination' required='N' />
   <field name='OrderCapacity' required='N' />
   <field name='PriceType' required='N' />
   <component name='SpreadOrBenchmarkCurveData' required='N' />
   <component name='YieldData' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
  </message>
  <message name='SettlementInstructions' msgcat='app' msgtype='T'>
   <field name='SettlInstMsgID' required='Y' />
   <field name='SettlInstReqID' required='N' />
   <field name='SettlInstMode' required='Y' />
   <field name='SettlInstReqRejCode' required='N' />
   <field name='Text' required='N' />
   <field name='EncodedTextLen' required='N' />
   <field name='EncodedText' required='N' />
   <field name='ClOrdID' required='N' />
   <field name='TransactTime' required='Y' />
   <group name='NoSettlInst' required='N'>
    <field name='SettlInstID' required='N' />
    <field name='SettlInstTransType' required='N' />
    <field name='SettlInstRefID' required='N' />
    <component name='Parties' required='N' />
    <field name='Side' required='N' />
    <field name='Product' required='N' />
    <field name='SecurityType' required='N' />
    <field name='CFICode' required='N' />
    <field name='EffectiveTime' required='N' />
    <field name='ExpireTime' required='N' />
    <field name='LastUpdateTime' required='N' />
    <component name='SettlInstructionsData' required='N' />
    <field name='PaymentMethod' required='N' />
    <field name='PaymentRef' required='N' />
    <field name='CardHolderName' required='N' />
    <field name='CardNumber' required='N' />
    <field name='CardStartDate' required='N' />
    <field name='CardExpDate' required='N' />
    <field name='CardIssNum' required='N' />
    <field name='PaymentDate' required='N' />
    <field name='PaymentRemitterID' required='N' />
   </group>
  </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' />
   <field name='OpenCloseSettlFlag' required='N' />
   <field name='Scope' required='N' />
   <field name='MDImplicitDelete' required='N' />
   <group name='NoMDEntryTypes' required='Y'>
    <field name='MDEntryType' required='Y' />
   </group>
   <group name='NoRelatedSym' required='Y'>
    <component name='Instrument' required='Y' />
    <group name='NoUnderlying