jspurefix
Version:
pure node js fix engine
915 lines • 251 kB
text/xml
<fix type='FIX' major='4' minor='3' servicepack='0'>
<header>
<field name='BeginString' required='Y' />
<field name='BodyLength' required='Y' />
<field name='MsgType' required='Y' />
<field name='SenderCompID' required='Y' />
<field name='TargetCompID' required='Y' />
<field name='OnBehalfOfCompID' required='N' />
<field name='DeliverToCompID' required='N' />
<field name='SecureDataLen' required='N' />
<field name='SecureData' required='N' />
<field name='MsgSeqNum' required='Y' />
<field name='SenderSubID' required='N' />
<field name='SenderLocationID' required='N' />
<field name='TargetSubID' required='N' />
<field name='TargetLocationID' required='N' />
<field name='OnBehalfOfSubID' required='N' />
<field name='OnBehalfOfLocationID' required='N' />
<field name='DeliverToSubID' required='N' />
<field name='DeliverToLocationID' required='N' />
<field name='PossDupFlag' required='N' />
<field name='PossResend' required='N' />
<field name='SendingTime' required='Y' />
<field name='OrigSendingTime' required='N' />
<field name='XmlDataLen' required='N' />
<field name='XmlData' required='N' />
<field name='MessageEncoding' required='N' />
<field name='LastMsgSeqNumProcessed' required='N' />
<field name='OnBehalfOfSendingTime' required='N' />
<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' msgtype='0' msgcat='admin'>
<field name='TestReqID' required='N' />
</message>
<message name='TestRequest' msgtype='1' msgcat='admin'>
<field name='TestReqID' required='Y' />
</message>
<message name='ResendRequest' msgtype='2' msgcat='admin'>
<field name='BeginSeqNo' required='Y' />
<field name='EndSeqNo' required='Y' />
</message>
<message name='Reject' msgtype='3' msgcat='admin'>
<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' msgtype='4' msgcat='admin'>
<field name='GapFillFlag' required='N' />
<field name='NewSeqNo' required='Y' />
</message>
<message name='Logout' msgtype='5' msgcat='admin'>
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='IOI' msgtype='6' msgcat='app'>
<field name='IOIid' required='Y' />
<field name='IOITransType' required='Y' />
<field name='IOIRefID' required='N' />
<component name='Instrument' required='Y' />
<field name='Side' required='Y' />
<field name='QuantityType' required='N' />
<field name='IOIQty' required='Y' />
<field name='PriceType' required='N' />
<field name='Price' required='N' />
<field name='Currency' required='N' />
<field name='ValidUntilTime' required='N' />
<field name='IOIQltyInd' required='N' />
<field name='IOINaturalFlag' required='N' />
<group name='NoIOIQualifiers' required='N'>
<field name='IOIQualifier' required='N' />
</group>
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='TransactTime' required='N' />
<field name='URLLink' required='N' />
<group name='NoRoutingIDs' required='N'>
<field name='RoutingType' required='N' />
<field name='RoutingID' required='N' />
</group>
<component name='SpreadOrBenchmarkCurveData' required='N' />
<field name='Benchmark' required='N' />
</message>
<message name='Advertisement' msgtype='7' msgcat='app'>
<field name='AdvId' required='Y' />
<field name='AdvTransType' required='Y' />
<field name='AdvRefID' required='N' />
<component name='Instrument' required='Y' />
<field name='AdvSide' required='Y' />
<field name='Quantity' required='Y' />
<field name='Price' required='N' />
<field name='Currency' required='N' />
<field name='TradeDate' required='N' />
<field name='TransactTime' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='URLLink' required='N' />
<field name='LastMkt' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
</message>
<message name='ExecutionReport' msgtype='8' msgcat='app'>
<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' />
<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='AccountType' required='N' />
<field name='DayBookingInst' required='N' />
<field name='BookingUnit' required='N' />
<field name='PreallocMethod' required='N' />
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='CashMargin' required='N' />
<field name='ClearingFeeIndicator' required='N' />
<component name='Instrument' required='Y' />
<field name='Side' required='Y' />
<component name='Stipulations' required='N' />
<field name='QuantityType' 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' />
<field name='PegDifference' required='N' />
<field name='DiscretionInst' required='N' />
<field name='DiscretionOffset' required='N' />
<field name='Currency' required='N' />
<field name='ComplianceID' required='N' />
<field name='SolicitedFlag' required='N' />
<field name='TimeInForce' required='N' />
<field name='EffectiveTime' required='N' />
<field name='ExpireDate' required='N' />
<field name='ExpireTime' required='N' />
<field name='ExecInst' required='N' />
<field name='OrderCapacity' required='N' />
<field name='OrderRestrictions' required='N' />
<field name='CustOrderCapacity' required='N' />
<field name='Rule80A' required='N' />
<field name='LastQty' required='N' />
<field name='UnderlyingLastQty' required='N' />
<field name='LastPx' required='N' />
<field name='UnderlyingLastPx' 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='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='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='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='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' />
<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='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='LegSettlmntTyp' required='N' />
<field name='LegFutSettDate' required='N' />
<field name='LegLastPx' required='N' />
</group>
</message>
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
<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='AccountType' required='N' />
<field name='TradeOriginationDate' 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' msgtype='A' msgcat='admin'>
<field name='EncryptMethod' required='Y' />
<field name='HeartBtInt' required='Y' />
<field name='RawDataLength' required='N' />
<field name='RawData' required='N' />
<field name='ResetSeqNumFlag' required='N' />
<field name='MaxMessageSize' required='N' />
<group name='NoMsgTypes' required='N'>
<field name='RefMsgType' required='N' />
<field name='MsgDirection' required='N' />
</group>
<field name='TestMessageIndicator' required='N' />
<field name='Username' required='N' />
<field name='Password' required='N' />
</message>
<message name='News' msgtype='B' msgcat='app'>
<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='LinesOfText' required='Y'>
<field name='Text' required='Y' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</group>
<field name='URLLink' required='N' />
<field name='RawDataLength' required='N' />
<field name='RawData' required='N' />
</message>
<message name='Email' msgtype='C' msgcat='app'>
<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>
<field name='OrderID' required='N' />
<field name='ClOrdID' required='N' />
<group name='LinesOfText' required='Y'>
<field name='Text' required='Y' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</group>
<field name='RawDataLength' required='N' />
<field name='RawData' required='N' />
</message>
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
<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='Account' required='N' />
<field name='AccountType' required='N' />
<field name='DayBookingInst' required='N' />
<field name='BookingUnit' required='N' />
<field name='PreallocMethod' required='N' />
<group name='NoAllocs' required='N'>
<field name='AllocAccount' required='N' />
<field name='IndividualAllocID' required='N' />
<component name='NestedParties' required='N' />
<field name='AllocQty' required='N' />
</group>
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='CashMargin' required='N' />
<field name='ClearingFeeIndicator' required='N' />
<field name='HandlInst' required='Y' />
<field name='ExecInst' required='N' />
<field name='MinQty' required='N' />
<field name='MaxFloor' required='N' />
<field name='ExDestination' required='N' />
<group name='NoTradingSessions' required='N'>
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
</group>
<field name='ProcessCode' required='N' />
<component name='Instrument' required='Y' />
<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='QuantityType' 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='Rule80A' required='N' />
<field name='ForexReq' required='N' />
<field name='SettlCurrency' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='Price2' required='N' />
<field name='PositionEffect' required='N' />
<field name='CoveredOrUncovered' required='N' />
<field name='MaxShow' required='N' />
<field name='PegDifference' required='N' />
<field name='DiscretionInst' required='N' />
<field name='DiscretionOffset' required='N' />
<field name='CancellationRights' required='N' />
<field name='MoneyLaunderingStatus' required='N' />
<field name='RegistID' required='N' />
<field name='Designation' required='N' />
<field name='AccruedInterestRate' required='N' />
<field name='AccruedInterestAmt' required='N' />
<field name='NetMoney' required='N' />
</message>
<message name='NewOrderList' msgtype='E' msgcat='app'>
<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='TotNoOrders' required='Y' />
<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='Account' required='N' />
<field name='AccountType' required='N' />
<field name='DayBookingInst' required='N' />
<field name='BookingUnit' required='N' />
<field name='PreallocMethod' required='N' />
<group name='NoAllocs' required='N'>
<field name='AllocAccount' required='N' />
<field name='IndividualAllocID' required='N' />
<component name='NestedParties' required='N' />
<field name='AllocQty' required='N' />
</group>
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' 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' />
<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='QuantityType' 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='Rule80A' required='N' />
<field name='ForexReq' required='N' />
<field name='SettlCurrency' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='Price2' required='N' />
<field name='PositionEffect' required='N' />
<field name='CoveredOrUncovered' required='N' />
<field name='MaxShow' required='N' />
<field name='PegDifference' required='N' />
<field name='DiscretionInst' required='N' />
<field name='DiscretionOffset' required='N' />
<field name='Designation' required='N' />
<field name='AccruedInterestRate' required='N' />
<field name='AccruedInterestAmt' required='N' />
<field name='NetMoney' required='N' />
</group>
</message>
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
<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='AccountType' required='N' />
<component name='Parties' required='N' />
<component name='Instrument' required='Y' />
<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' msgtype='G' msgcat='app'>
<field name='OrderID' required='N' />
<component name='Parties' required='N' />
<field name='TradeOriginationDate' 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='AccountType' required='N' />
<field name='DayBookingInst' required='N' />
<field name='BookingUnit' required='N' />
<field name='PreallocMethod' required='N' />
<group name='NoAllocs' required='N'>
<field name='AllocAccount' required='N' />
<field name='IndividualAllocID' required='N' />
<component name='NestedParties' required='N' />
<field name='AllocQty' required='N' />
</group>
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='CashMargin' required='N' />
<field name='ClearingFeeIndicator' required='N' />
<field name='HandlInst' required='Y' />
<field name='ExecInst' required='N' />
<field name='MinQty' required='N' />
<field name='MaxFloor' required='N' />
<field name='ExDestination' required='N' />
<group name='NoTradingSessions' required='N'>
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
</group>
<component name='Instrument' required='Y' />
<field name='Side' required='Y' />
<field name='TransactTime' required='Y' />
<field name='QuantityType' 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='PegDifference' required='N' />
<field name='DiscretionInst' required='N' />
<field name='DiscretionOffset' required='N' />
<field name='ComplianceID' required='N' />
<field name='SolicitedFlag' required='N' />
<field name='Currency' required='N' />
<field name='TimeInForce' required='N' />
<field name='EffectiveTime' required='N' />
<field name='ExpireDate' required='N' />
<field name='ExpireTime' required='N' />
<field name='GTBookingInst' required='N' />
<component name='CommissionData' required='N' />
<field name='OrderCapacity' required='N' />
<field name='OrderRestrictions' required='N' />
<field name='CustOrderCapacity' required='N' />
<field name='Rule80A' required='N' />
<field name='ForexReq' required='N' />
<field name='SettlCurrency' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='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' />
<field name='AccruedInterestRate' required='N' />
<field name='AccruedInterestAmt' required='N' />
<field name='NetMoney' required='N' />
</message>
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
<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='Account' required='N' />
<component name='Instrument' required='Y' />
<field name='Side' required='Y' />
</message>
<message name='Allocation' msgtype='J' msgcat='app'>
<field name='AllocID' required='Y' />
<field name='AllocTransType' required='Y' />
<field name='AllocType' required='Y' />
<field name='RefAllocID' required='N' />
<field name='AllocLinkID' required='N' />
<field name='AllocLinkType' required='N' />
<field name='BookingRefID' required='N' />
<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' />
</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='LastCapacity' required='N' />
</group>
<field name='Side' required='Y' />
<component name='Instrument' required='Y' />
<field name='Quantity' required='Y' />
<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='Currency' required='N' />
<field name='AvgPrxPrecision' required='N' />
<component name='Parties' required='N' />
<field name='TradeDate' required='Y' />
<field name='TransactTime' required='N' />
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='GrossTradeAmt' required='N' />
<field name='Concession' required='N' />
<field name='TotalTakedown' required='N' />
<field name='NetMoney' required='N' />
<field name='PositionEffect' 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='TotalAccruedInterestAmt' required='N' />
<field name='LegalConfirm' required='N' />
<group name='NoAllocs' required='N'>
<field name='AllocAccount' 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='SettlCurrency' required='N' />
<field name='SettlCurrFxRate' required='N' />
<field name='SettlCurrFxRateCalc' required='N' />
<field name='AccruedInterestAmt' required='N' />
<field name='SettlInstMode' required='N' />
<group name='NoMiscFees' required='N'>
<field name='MiscFeeAmt' required='N' />
<field name='MiscFeeCurr' required='N' />
<field name='MiscFeeType' required='N' />
</group>
</group>
</message>
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
<field name='ListID' required='Y' />
<field name='TransactTime' required='Y' />
<field name='TradeOriginationDate' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='ListExecute' msgtype='L' msgcat='app'>
<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' msgtype='M' msgcat='app'>
<field name='ListID' required='Y' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='ListStatus' msgtype='N' msgcat='app'>
<field name='ListID' required='Y' />
<field name='ListStatusType' required='Y' />
<field name='NoRpts' required='Y' />
<field name='ListOrderStatus' required='Y' />
<field name='RptSeq' required='Y' />
<field name='ListStatusText' required='N' />
<field name='EncodedListStatusTextLen' required='N' />
<field name='EncodedListStatusText' required='N' />
<field name='TransactTime' required='N' />
<field name='TotNoOrders' required='Y' />
<group name='NoOrders' required='Y'>
<field name='ClOrdID' required='Y' />
<field name='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='AllocationAck' msgtype='P' msgcat='app'>
<component name='Parties' required='N' />
<field name='AllocID' required='Y' />
<field name='TradeDate' required='Y' />
<field name='TransactTime' required='N' />
<field name='AllocStatus' required='Y' />
<field name='AllocRejCode' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='LegalConfirm' required='N' />
</message>
<message name='DontKnowTrade' msgtype='Q' msgcat='app'>
<field name='OrderID' required='Y' />
<field name='ExecID' required='Y' />
<field name='DKReason' required='Y' />
<component name='Instrument' required='Y' />
<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' msgtype='R' msgcat='app'>
<field name='QuoteReqID' required='Y' />
<field name='RFQReqID' required='N' />
<group name='NoRelatedSym' required='Y'>
<component name='Instrument' required='Y' />
<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' />
<component name='Stipulations' required='N' />
<field name='Side' required='N' />
<field name='QuantityType' required='N' />
<field name='OrderQty' required='N' />
<field name='CashOrderQty' required='N' />
<field name='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='OrdType' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='ExpireTime' required='N' />
<field name='TransactTime' required='N' />
<field name='Currency' required='N' />
<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' />
</group>
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='Quote' msgtype='S' msgcat='app'>
<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='AccountType' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<component name='Instrument' required='Y' />
<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='SettlmntTyp' required='N' />
<field name='FutSettDate' required='N' />
<field name='OrdType' required='N' />
<field name='FutSettDate2' required='N' />
<field name='OrderQty2' required='N' />
<field name='BidForwardPoints2' required='N' />
<field name='OfferForwardPoints2' required='N' />
<field name='Currency' required='N' />
<field name='SettlCurrBidFxRate' required='N' />
<field name='SettlCurrOfferFxRate' required='N' />
<field name='SettlCurrFxRateCalc' required='N' />
<field name='Commission' required='N' />
<field name='CommType' required='N' />
<field name='CustOrderCapacity' required='N' />
<field name='ExDestination' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='SettlementInstructions' msgtype='T' msgcat='app'>
<field name='SettlInstID' required='Y' />
<field name='SettlInstTransType' required='Y' />
<field name='SettlInstRefID' required='Y' />
<field name='SettlInstMode' required='Y' />
<field name='SettlInstSource' required='Y' />
<field name='AllocAccount' required='Y' />
<field name='IndividualAllocID' required='N' />
<field name='ClOrdID' required='N' />
<field name='TradeDate' required='N' />
<field name='AllocID' required='N' />
<field name='LastMkt' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='Side' required='N' />
<field name='SecurityType' required='N' />
<field name='EffectiveTime' required='N' />
<field name='TransactTime' required='Y' />
<component name='Parties' required='N' />
<field name='StandInstDbType' required='N' />
<field name='StandInstDbName' required='N' />
<field name='StandInstDbID' required='N' />
<field name='SettlDeliveryType' required='N' />
<field name='SettlDepositoryCode' required='N' />
<field name='SettlBrkrCode' required='N' />
<field name='SettlInstCode' required='N' />
<field name='SecuritySettlAgentName' required='N' />
<field name='SecuritySettlAgentCode' required='N' />
<field name='SecuritySettlAgentAcctNum' required='N' />
<field name='SecuritySettlAgentAcctName' required='N' />
<field name='SecuritySettlAgentContactName' required='N' />
<field name='SecuritySettlAgentContactPhone' required='N' />
<field name='CashSettlAgentName' required='N' />
<field name='CashSettlAgentCode' required='N' />
<field name='CashSettlAgentAcctNum' required='N' />
<field name='CashSettlAgentAcctName' required='N' />
<field name='CashSettlAgentContactName' required='N' />
<field name='CashSettlAgentContactPhone' required='N' />
<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='CardIssNo' required='N' />
<field name='PaymentDate' required='N' />
<field name='PaymentRemitterID' required='N' />
</message>
<message name='MarketDataRequest' msgtype='V' msgcat='app'>
<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='OpenCloseSettleFlag' required='N' />
<field name='Scope' required='N' />
<field name='MDImplicitDelete' required='N' />
<group