jspurefix
Version:
pure node js fix engine
1,074 lines • 327 kB
text/xml
<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' />
<component name='Hop' 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='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' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='InstrmtLegIOIGrp' required='N' />
<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' />
<component name='IOIQualGrp' required='N' />
<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' />
<component name='RoutingGrp' required='N' />
<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' />
<component name='InstrmtLegGrp' required='N' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='ContraGrp' required='N' />
<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' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='ContAmtGrp' required='N' />
<component name='InstrmtLegExecGrp' required='N' />
<field name='CopyMsgIndicator' required='N' />
<component name='MiscFeesGrp' required='N' />
</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' />
<component name='RoutingGrp' required='N' />
<component name='InstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='LinesOfTextGrp' required='Y' />
<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' />
<component name='RoutingGrp' required='N' />
<component name='InstrmtGrp' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='OrderID' required='N' />
<field name='ClOrdID' required='N' />
<component name='LinesOfTextGrp' required='Y' />
<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' />
<component name='PreAllocGrp' required='N' />
<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' />
<component name='TrdgSesGrp' required='N' />
<field name='ProcessCode' required='N' />
<component name='Instrument' required='Y' />
<component name='FinancingDetails' required='N' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='ListOrdGrp' required='Y' />
</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' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='PreAllocGrp' required='N' />
<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' />
<component name='TrdgSesGrp' required='N' />
<component name='Instrument' required='Y' />
<component name='FinancingDetails' required='N' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='OrdAllocGrp' required='N' />
<component name='ExecAllocGrp' required='N' />
<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' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<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' />
<component name='AllocGrp' required='N' />
</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' />
<component name='OrdListStatGrp' required='Y' />
</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' />
<component name='AllocAckGrp' required='N' />
</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' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<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' />
<component name='QuotReqGrp' required='Y' />
<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' />
<component name='QuotQualGrp' required='N' />
<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' />
<component name='UndInstrmtGrp' required='N' />
<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' />
<component name='LegQuotGrp' required='N' />
<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' />
<component name='SettlInstGrp' 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' />
<field name='OpenCloseSettlFlag' required='N' />
<field name='Scope' required='N' />
<field name='MDImplicitDelete' required='N' />
<component name='MDReqGrp' required='Y' />
<component name='InstrmtMDReqGrp' required='Y' />
<component name='TrdgSesGrp' required='N' />
<field name='ApplQueueAction' required='N' />
<field name='ApplQueueMax' required='N' />
</message>
<message name='MarketDataSnapshotFullRefresh' msgcat='app' msgtype='W'>
<field name='MDReqID' required='N' />
<component name='Instrument' required='Y' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='FinancialStatus' required='N' />
<field name='CorporateAction' required='N' />
<field name='NetChgPrevDay' required='N' />
<component name='MDFullGrp' required='Y' />
<field name='ApplQueueDepth' required='N' />
<field name='ApplQueueResolution' required='N' />
</message>
<message name='MarketDataIncrementalRefresh' msgcat='app' msgtype='X'>
<field name='MDReqID' required='N' />
<component name='MDIncGrp' required='Y' />
<field name='ApplQueueDepth' required='N' />
<field name='ApplQueueResolution' required='N' />
</message>
<message name='MarketDataRequestReject' msgcat='app' msgtype='Y'>
<field name='MDReqID' required='Y' />
<field name='MDReqRejReason' required='N' />
<component name='MDRjctGrp' 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' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='AccountType' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<component name='QuotCxlEntriesGrp' required='N' />
</message>
<message name='QuoteStatusRequest' msgcat='app' msgtype='a'>
<field name='QuoteStatusReqID' required='N' />
<field name='QuoteID' required='N' />
<component name='Instrument' required='Y' />
<component name='FinancingDetails' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='AccountType' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='SubscriptionRequestType' required='N' />
</message>
<message name='MassQuoteAcknowledgement' msgcat='app' msgtype='b'>
<field name='QuoteReqID' required='N' />
<field name='QuoteID' required='N' />
<field name='QuoteStatus' required='Y' />
<field name='QuoteRejectReason' required='N' />
<field name='QuoteResponseLevel' required='N' />
<field name='QuoteType' required='N' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='AccountType' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<component name='QuotSetAckGrp' required='N' />
</message>
<message name='SecurityDefinitionRequest' msgcat='app' msgtype='c'>
<field name='SecurityReqID' required='Y' />
<field name='SecurityRequestType' required='Y' />
<component name='Instrument' required='N' />
<component name='InstrumentExtension' required='N' />
<component name='UndInstrmtGrp' required='N' />
<field name='Currency' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='ExpirationCycle' required='N' />
<field name='SubscriptionRequestType' required='N' />
</message>
<message name='SecurityDefinition' msgcat='app' msgtype='d'>
<field name='SecurityReqID' required='Y' />
<field name='SecurityResponseID' required='Y' />
<field name='SecurityResponseType' required='Y' />
<component name='Instrument' required='N' />
<component name='InstrumentExtension' required='N' />
<component name='UndInstrmtGrp' required='N' />
<field name='Currency' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='ExpirationCycle' required='N' />
<field name='RoundLot' required='N' />
<field name='MinTradeVol' required='N' />
</message>
<message name='SecurityStatusRequest' msgcat='app' msgtype='e'>
<field name='SecurityStatusReqID' required='Y' />
<component name='Instrument' required='Y' />
<component name='InstrumentExtension' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='Currency' required='N' />
<field name='SubscriptionRequestType' required='Y' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
</message>
<message name='SecurityStatus' msgcat='app' msgtype='f'>
<field name='SecurityStatusReqID' required='N' />
<component name='Instrument' required='Y' />
<component name='InstrumentExtension' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='Currency' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='UnsolicitedIndicator' required='N' />
<field name='SecurityTradingStatus' required='N' />
<field name='FinancialStatus' required='N' />
<field name='CorporateAction' required='N' />
<field name='HaltReasonChar' required='N' />
<field name='InViewOfCommon' required='N' />
<field name='DueToRelated' required='N' />
<field name='BuyVolume' required='N' />
<field name='SellVolume' required='N' />
<field name='HighPx' required='N' />
<field name='LowPx' required='N' />
<field name='LastPx' required='N' />
<field name='TransactTime' required='N' />
<field name='Adjustment' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='TradingSessionStatusRequest' msgcat='app' msgtype='g'>
<field name='TradSesReqID' required='Y' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='TradSesMethod' required='N' />
<field name='TradSesMode' required='N' />
<field name='SubscriptionRequestType' required='Y' />
</message>
<message name='TradingSessionStatus' msgcat='app' msgtype='h'>
<field name='TradSesReqID' required='N' />
<field name='TradingSessionID' required='Y' />
<field name='TradingSessionSubID' required='N' />
<field name='TradSesMethod' required='N' />
<field name='TradSesMode' required='N' />
<field name='UnsolicitedIndicator' required='N' />
<field name='TradSesStatus' required='Y' />
<field name='TradSesStatusRejReason' required='N' />
<field name='TradSesStartTime' required='N' />
<field name='TradSesOpenTime' required='N' />
<field name='TradSesPreCloseTime' required='N' />
<field name='TradSesCloseTime' required='N' />
<field name='TradSesEndTime' required='N' />
<field name='TotalVolumeTraded' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='MassQuote' msgcat='app' msgtype='i'>
<field name='QuoteReqID' required='N' />
<field name='QuoteID' required='Y' />
<field name='QuoteType' required='N' />
<field name='QuoteResponseLevel' required='N' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='AccountType' required='N' />
<field name='DefBidSize' required='N' />
<field name='DefOfferSize' required='N' />
<component name='QuotSetGrp' required='Y' />
</message>
<message name='BusinessMessageReject' msgcat='app' msgtype='j'>
<field name='RefSeqNum' required='N' />
<field name='RefMsgType' required='Y' />
<field name='BusinessRejectRefID' required='N' />
<field name='BusinessRejectReason' required='Y' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='BidRequest' msgcat='app' msgtype='k'>
<field name='BidID' required='N' />
<field name='ClientBidID' required='Y' />
<field name='BidRequestTransType' required='Y' />
<field name='ListName' required='N' />
<field name='TotNoRelatedSym' required='Y' />
<field name='BidType' required='Y' />
<field name='NumTickets' required='N' />
<field name='Currency' required='N' />
<field name='SideValue1' required='N' />
<field name='SideValue2' required='N' />
<component name='BidDescReqGrp' required='N' />
<component name='BidCompReqGrp' required='N' />
<field name='LiquidityIndType' required='N' />
<field name='WtAverageLiquidity' required='N' />
<field name='ExchangeForPhysical' required='N' />
<field name='OutMainCntryUIndex' required='N' />
<field name='CrossPercent' required='N' />
<field name='ProgRptReqs' required='N' />
<field name='ProgPeriodInterval' required='N' />
<field name='IncTaxInd' required='N' />
<field name='ForexReq' required='N' />
<field name='NumBidders' required='N' />
<field name='TradeDate' required='N' />
<field name='BidTradeType' required='Y' />
<field name='BasisPxType' required='Y' />
<field name='StrikeTime' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='BidResponse' msgcat='app' msgtype='l'>
<field name='BidID' required='N' />
<field name='ClientBidID' required='N' />
<component name='BidCompRspGrp' required='Y' />
</message>
<message name='ListStrikePrice' msgcat='app' msgtype='m'>
<field name='ListID' required='Y' />
<field name='TotNoStrikes' required='Y' />
<field name='LastFragment' required='N' />
<component name='InstrmtStrkPxGrp' required='Y' />
<component name='UndInstrmtStrkPxGrp' required='N' />
</message>
<message name='XMLnonFIX' msgcat='admin' msgtype='n' />
<message name='RegistrationInstructions' msgcat='app' msgtype='o'>
<field name='RegistID' required='Y' />
<field name='RegistTransType' required='Y' />
<field name='RegistRefID' required='Y' />
<field name='ClOrdID' required='N' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='RegistAcctType' required='N' />
<field name='TaxAdvantageType' required='N' />
<field name='OwnershipType' required='N' />
<component name='RgstDtlsGrp' required='N' />
<component name='RgstDistInstGrp' required='N' />
</message>
<message name='RegistrationInstructionsResponse' msgcat='app' msgtype='p'>
<field name='RegistID' required='Y' />
<field name='RegistTransType' required='Y' />
<field name='RegistRefID' required='Y' />
<field name='ClOrdID' required='N' />
<component name='Parties' required='N' />
<field name='Account' required='N' />
<field name='AcctIDSource' required='N' />
<field name='RegistStatus' required='Y' />
<field name='RegistRejReasonCode' required='N' />
<field name='RegistRejReasonText' required='N' />
</message>
<message name='OrderMassCancelRequest' msgcat='app' msgtype='q'>
<field name='ClOrdID' required='Y' />
<field name='SecondaryClOrdID' required='N' />
<field name='MassCancelRequestType' required='Y' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<component name='Instrument' required='N' />
<component name='UnderlyingInstrument' required='N' />
<field name='Side' 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='OrderMassCancelReport' msgcat='app' msgtype='r'>
<field name='ClOrdID' required='N' />
<field name='SecondaryClOrdID' required='N' />
<field name='OrderID' required='Y' />
<field name='SecondaryOrderID' required='N' />
<field name='MassCancelRequestType' required='Y' />
<field name='MassCancelResponse' required='Y' />
<field name='MassCancelRejectReason' required='N' />
<field name='TotalAffectedOrders' required='N' />
<component name='AffectedOrdGrp' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<component name='Instrument' required='N' />
<component name='UnderlyingInstrument' required='N' />
<field name='Side' required='N' />
<field name='TransactTime' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='NewOrderCross' msgcat='app' msgtype='s'>
<field name='CrossID' required='Y' />
<field name='CrossType' required='Y' />
<field name='CrossPrioritization' required='Y' />
<component name='SideCrossOrdModGrp' required='Y' />
<component name='Instrument' required='Y' />
<component name='UndInstrmtGrp' required='N' />
<component name='InstrmtLegGrp' required='N' />
<field name='SettlType' required='N' />
<field na