jspurefix
Version:
pure node js fix engine
1,032 lines (1,030 loc) • 1.5 MB
text/xml
<fix type='FIX' major='5' minor='0' servicepack='2'>
<header>
<field name='BeginString' required='Y' />
<field name='BodyLength' required='Y' />
<field name='MsgType' required='Y' />
<field name='SenderCompID' required='Y' />
<field name='TargetCompID' required='Y' />
<field name='OnBehalfOfCompID' required='N' />
<field name='DeliverToCompID' required='N' />
<field name='SecureDataLen' required='N' />
<field name='SecureData' required='N' />
<field name='MsgSeqNum' required='Y' />
<field name='SenderSubID' required='N' />
<field name='SenderLocationID' required='N' />
<field name='TargetSubID' required='N' />
<field name='TargetLocationID' required='N' />
<field name='OnBehalfOfSubID' required='N' />
<field name='OnBehalfOfLocationID' required='N' />
<field name='DeliverToSubID' required='N' />
<field name='DeliverToLocationID' required='N' />
<field name='PossDupFlag' required='N' />
<field name='PossResend' required='N' />
<field name='SendingTime' required='Y' />
<field name='OrigSendingTime' required='N' />
<field name='XmlDataLen' required='N' />
<field name='XmlData' required='N' />
<field name='MessageEncoding' required='N' />
<field name='LastMsgSeqNumProcessed' required='N' />
<component name='Hop' required='N' />
</header>
<messages>
<message name='Logout' msgcat='admin' msgtype='5'>
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<!--
export interface ILogon {
StandardHeader: IStandardHeader
EncryptMethod: number// 98
HeartBtInt: number// 108
RawDataLength?: number// 95
RawData?: Buffer// 96
ResetSeqNumFlag?: boolean// 141
NextExpectedMsgSeqNum?: number// 789
MaxMessageSize?: number// 383
MsgTypeGrp?: IMsgTypeGrp[]
TestMessageIndicator?: boolean// 464
Username?: string// 553
Password?: string// 554
NewPassword?: string// 925
EncryptedPasswordMethod?: number// 1400
EncryptedPasswordLen?: number// 1401
EncryptedPassword?: Buffer// 1402
EncryptedNewPasswordLen?: number// 1403
EncryptedNewPassword?: Buffer// 1404
SessionStatus?: number// 1409
DefaultApplVerID: string// 1137
DefaultApplExtID?: number// 1407
DefaultCstmApplVerID?: string// 1408
Text?: string// 58
EncodedTextLen?: number// 354
EncodedText?: Buffer// 355
StandardTrailer: IStandardTrailer
}
-->
<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' />
<field name='NewPassword' required='N' />
<field name='EncryptedPasswordMethod' required='N' />
<field name='EncryptedPasswordLen' required='N' />
<field name='EncryptedPassword' required='N' />
<field name='EncryptedNewPasswordLen' required='N' />
<field name='EncryptedNewPassword' required='N' />
<field name='SessionStatus' required='N' />
<field name='DefaultApplVerID' required='N' />
<field name='DefaultApplExtID' required='N' />
<field name='DefaultCstmApplVerID' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<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='IOI' msgtype='6' msgcat='app'>
<component name='ApplicationSequenceControl' required='N' />
<field name='IOIID' required='Y' />
<field name='IOITransType' required='Y' />
<field name='IOIRefID' required='N' />
<component name='Instrument' required='Y' />
<component name='InstrumentExtension' required='N' />
<component name='Parties' required='N' />
<component name='FinancingDetails' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='RelatedInstrumentGrp' 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' />
<field name='CurrencyCodeSource' required='N' />
<component name='Stipulations' required='N' />
<component name='InstrmtLegIOIGrp' required='N' />
<field name='PriceType' required='N' />
<component name='PriceQualifierGrp' 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='RelativeValueGrp' required='N' />
<component name='YieldData' 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' />
<component name='InstrumentExtension' required='N' />
<component name='FinancingDetails' required='N' />
<component name='InstrmtLegGrp' required='N' />
<component name='UndInstrmtGrp' required='N' />
<component name='RelatedInstrumentGrp' 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='CurrencyCodeSource' 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' />
<component name='RoutingGrp' required='N' />
</message>
<message name='ExecutionReport' msgtype='8' msgcat='app'>
<component name='ApplicationSequenceControl' required='N' />
<field name='OrderID' required='Y' />
<field name='OrderRequestID' required='N' />
<field name='MassOrderRequestID' required='N' />
<field name='SecondaryOrderID' required='N' />
<field name='SecondaryClOrdID' required='N' />
<field name='SecondaryExecID' required='N' />
<field name='ClOrdID' required='N' />
<field name='QuoteMsgID' required='N' />
<field name='OrigClOrdID' required='N' />
<field name='ClOrdLinkID' required='N' />
<field name='MDEntryID' required='N' />
<field name='QuoteRespID' required='N' />
<field name='OrdStatusReqID' required='N' />
<field name='MassStatusReqID' required='N' />
<field name='HostCrossID' required='N' />
<field name='TotNumReports' required='N' />
<field name='LastRptRequested' required='N' />
<component name='Parties' required='N' />
<component name='TargetParties' 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='RefRiskLimitCheckID' required='N' />
<field name='RefRiskLimitCheckIDType' required='N' />
<field name='TrdMatchID' required='N' />
<field name='TrdMatchSubID' required='N' />
<field name='ExecID' required='Y' />
<field name='ExecRefID' required='N' />
<field name='ExecType' required='Y' />
<field name='ExecTypeReason' required='N' />
<field name='OrdStatus' required='Y' />
<field name='WorkingIndicator' required='N' />
<field name='CurrentWorkingPrice' required='N' />
<field name='OrdRejReason' required='N' />
<field name='RejectText' required='N' />
<field name='EncodedRejectTextLen' required='N' />
<field name='EncodedRejectText' required='N' />
<field name='ExecRestatementReason' required='N' />
<field name='AnonymousTradeIndicator' required='N' />
<field name='AlgorithmicTradeIndicator' required='N' />
<field name='TrdType' required='N' />
<field name='TrdSubType' required='N' />
<field name='SecondaryTrdType' required='N' />
<field name='RegulatoryTransactionType' required='N' />
<component name='RegulatoryTradeIDGrp' required='N' />
<field name='PreviouslyReported' required='N' />
<field name='TradeReportingIndicator' 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='MatchType' required='N' />
<field name='OrderCategory' 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' />
<component name='PaymentGrp' required='N' />
<field name='Side' required='Y' />
<field name='ShortMarkingExemptIndicator' required='N' />
<field name='ShortSaleExemptionReason' required='N' />
<component name='Stipulations' required='N' />
<field name='QtyType' required='N' />
<component name='OrderQtyData' required='N' />
<field name='LotType' required='N' />
<field name='OrdType' required='N' />
<field name='PriceType' required='N' />
<component name='PriceQualifierGrp' required='N' />
<field name='Price' required='N' />
<field name='PriceProtectionScope' required='N' />
<field name='StopPx' required='N' />
<component name='TriggeringInstruction' required='N' />
<field name='Triggered' required='N' />
<component name='PegInstructions' required='N' />
<component name='DiscretionInstructions' required='N' />
<field name='PeggedPrice' required='N' />
<field name='PeggedRefPrice' required='N' />
<field name='DiscretionPrice' required='N' />
<field name='TradePriceNegotiationMethod' required='N' />
<field name='UpfrontPrice' required='N' />
<field name='UpfrontPriceType' required='N' />
<field name='TargetStrategy' required='N' />
<component name='StrategyParametersGrp' required='N' />
<field name='TargetStrategyParameters' required='N' />
<field name='ParticipationRate' required='N' />
<field name='TargetStrategyPerformance' required='N' />
<field name='Currency' required='N' />
<field name='CurrencyCodeSource' required='N' />
<field name='ComplianceID' required='N' />
<field name='ComplianceText' required='N' />
<field name='EncodedComplianceTextLen' required='N' />
<field name='EncodedComplianceText' 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='ExposureDuration' required='N' />
<field name='ExposureDurationUnit' required='N' />
<field name='ExecInst' required='N' />
<field name='AuctionInstruction' required='N' />
<field name='AggressorIndicator' required='N' />
<field name='OrderCapacity' required='N' />
<field name='OrderRestrictions' required='N' />
<field name='TradingCapacity' required='N' />
<field name='RegulatoryReportType' required='N' />
<field name='PreTradeAnonymity' required='N' />
<field name='TradePublishIndicator' required='N' />
<field name='CustOrderCapacity' required='N' />
<component name='OrderAttributeGrp' required='N' />
<field name='LastQty' required='N' />
<field name='CalculatedCcyLastQty' required='N' />
<field name='LastSwapPoints' required='N' />
<field name='UnderlyingLastQty' required='N' />
<field name='LastQtyVariance' required='N' />
<field name='LastPx' required='N' />
<field name='UnderlyingLastPx' required='N' />
<field name='LastParPx' required='N' />
<field name='MidPx' required='N' />
<field name='LastSpotRate' required='N' />
<field name='LastForwardPoints' required='N' />
<field name='LastUpfrontPrice' required='N' />
<field name='ReportingPx' required='N' />
<field name='ReportingQty' required='N' />
<field name='LastMkt' required='N' />
<field name='VenueType' required='N' />
<field name='MarketSegmentID' required='N' />
<field name='ExDestination' required='N' />
<field name='ExDestinationIDSource' required='N' />
<field name='ExDestinationType' required='N' />
<field name='TradingSessionID' required='N' />
<field name='TradingSessionSubID' required='N' />
<field name='TimeBracket' required='N' />
<field name='LastCapacity' required='N' />
<component name='LimitAmts' required='N' />
<field name='LeavesQty' required='Y' />
<field name='CumQty' required='Y' />
<field name='CxlQty' required='N' />
<field name='AvgPx' required='N' />
<field name='DayOrderQty' required='N' />
<field name='DayCumQty' required='N' />
<field name='DayAvgPx' required='N' />
<field name='TotNoFills' required='N' />
<field name='LastFragment' required='N' />
<component name='FillsGrp' required='N' />
<component name='OrderEventGrp' required='N' />
<field name='EventInitiatorType' 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='CommissionDataGrp' required='N' />
<component name='SpreadOrBenchmarkCurveData' required='N' />
<component name='RelativeValueGrp' 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='SettlCurrencyCodeSource' required='N' />
<component name='RateSource' required='N' />
<field name='OffshoreIndicator' required='N' />
<field name='SettlCurrFxRate' required='N' />
<field name='SettlCurrFxRateCalc' required='N' />
<field name='HandlInst' required='N' />
<field name='MinQty' required='N' />
<field name='MinQtyMethod' required='N' />
<field name='MatchIncrement' required='N' />
<field name='MaxPriceLevels' required='N' />
<field name='MaximumPriceDeviation' required='N' />
<component name='ValueChecksGrp' required='N' />
<component name='MatchingInstructions' required='N' />
<field name='SelfMatchPreventionID' required='N' />
<field name='SelfMatchPreventionInstruction' required='N' />
<field name='CrossedIndicator' required='N' />
<component name='DisplayInstruction' required='N' />
<component name='DisclosureInstructionGrp' required='N' />
<field name='MaxFloor' required='N' />
<field name='ClearingAccountType' 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='ContingencyType' 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' />
<field name='DividendYield' required='N' />
<field name='ManualOrderIndicator' required='N' />
<field name='CustDirectedOrder' required='N' />
<field name='ReceivedDeptID' required='N' />
<field name='CustOrderHandlingInst' required='N' />
<field name='OrderHandlingInstSource' required='N' />
<field name='OrderOrigination' required='N' />
<field name='ContraOrderOrigination' required='N' />
<field name='OriginatingDeptID' required='N' />
<field name='ReceivingDeptID' required='N' />
<field name='RoutingArrangmentIndicator' required='N' />
<field name='ContraRoutingArrangmentIndicator' required='N' />
<field name='AffiliatedFirmsTradeIndicator' required='N' />
<field name='OwnerType' required='N' />
<field name='OrderOwnershipIndicator' required='N' />
<component name='TrdRegTimestamps' required='N' />
<component name='TrdRegPublicationGrp' required='N' />
<component name='TradePriceConditionGrp' required='N' />
<field name='TradeContinuation' required='N' />
<field name='TradeContinuationText' required='N' />
<field name='EncodedTradeContinuationTextLen' required='N' />
<field name='EncodedTradeContinuationText' required='N' />
<field name='Volatility' required='N' />
<field name='TimeToExpiration' required='N' />
<field name='RiskFreeRate' required='N' />
<field name='PriceDelta' required='N' />
<field name='CoverPrice' required='N' />
<component name='ThrottleResponse' required='N' />
<field name='RefOrderID' required='N' />
<field name='RefOrderIDSource' required='N' />
<field name='RefClOrdID' required='N' />
<component name='RelatedOrderGrp' required='N' />
<field name='AuctionType' required='N' />
<field name='AuctionAllocationPct' required='N' />
<field name='LockedQty' required='N' />
<field name='SecondaryLockedQty' required='N' />
<field name='LockType' required='N' />
<field name='ReleaseInstruction' required='N' />
<field name='ReleaseQty' required='N' />
<field name='RelatedHighPrice' required='N' />
<field name='RelatedLowPrice' required='N' />
<field name='RelatedPriceSource' required='N' />
</message>
<message name='OrderCancelReject' msgtype='9' msgcat='app'>
<field name='OrderID' required='Y' />
<field name='OrderRequestID' required='N' />
<field name='SecondaryOrderID' required='N' />
<field name='SecondaryClOrdID' required='N' />
<field name='ClOrdID' required='Y' />
<field name='ClOrdLinkID' required='N' />
<field name='OrigClOrdID' required='N' />
<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='RejectText' required='N' />
<field name='EncodedRejectTextLen' required='N' />
<field name='EncodedRejectText' required='N' />
<field name='ExDestination' required='N' />
<field name='ExDestinationIDSource' required='N' />
<component name='Parties' required='N' />
<field name='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
</message>
<message name='News' msgtype='B' msgcat='app'>
<component name='ApplicationSequenceControl' required='N' />
<field name='NewsID' required='N' />
<component name='NewsRefGrp' required='N' />
<field name='NewsCategory' required='N' />
<field name='LanguageCode' required='N' />
<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' />
<field name='MarketID' required='N' />
<field name='MarketSegmentID' 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' 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' />
<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' />
<component name='AttachmentGrp' required='N' />
</message>
<message name='NewOrderSingle' msgtype='D' msgcat='app'>
<field name='ClOrdID' required='Y' />
<field name='OrderRequestID' required='N' />
<field name='SecondaryClOrdID' required='N' />
<field name='ClOrdLinkID' required='N' />
<field name='DuplicateClOrdIDIndicator' required='N' />
<component name='Parties' required='N' />
<component name='TargetParties' 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='AuctionInstruction' required='N' />
<field name='MinQty' required='N' />
<field name='MinQtyMethod' required='N' />
<field name='MatchIncrement' required='N' />
<field name='MaxPriceLevels' required='N' />
<field name='MaximumPriceDeviation' required='N' />
<component name='ValueChecksGrp' required='N' />
<component name='MatchingInstructions' required='N' />
<field name='SelfMatchPreventionID' required='N' />
<field name='SelfMatchPreventionInstruction' required='N' />
<component name='DisplayInstruction' required='N' />
<component name='DisclosureInstructionGrp' required='N' />
<field name='MaxFloor' required='N' />
<field name='MarketSegmentID' required='N' />
<field name='ExDestination' required='N' />
<field name='ExDestinationIDSource' required='N' />
<field name='ExDestinationType' 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='ShortMarkingExemptIndicator' required='N' />
<field name='ShortSaleExemptionReason' required='N' />
<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='CurrentWorkingPrice' required='N' />
<field name='PriceProtectionScope' required='N' />
<field name='StopPx' required='N' />
<component name='TriggeringInstruction' required='N' />
<component name='SpreadOrBenchmarkCurveData' required='N' />
<component name='YieldData' required='N' />
<field name='Currency' required='N' />
<field name='CurrencyCodeSource' required='N' />
<field name='TradePriceNegotiationMethod' required='N' />
<field name='UpfrontPriceType' required='N' />
<field name='UpfrontPrice' required='N' />
<field name='ComplianceID' required='N' />
<field name='ComplianceText' required='N' />
<field name='EncodedComplianceTextLen' required='N' />
<field name='EncodedComplianceText' required='N' />
<field name='SolicitedFlag' required='N' />
<field name='CopyMsgIndicator' required='N' />
<field name='IOIID' required='N' />
<field name='QuoteID' required='N' />
<field name='TimeInForce' required='N' />
<field name='EffectiveTime' required='N' />
<field name='ExpireDate' required='N' />
<field name='ExpireTime' required='N' />
<field name='GTBookingInst' required='N' />
<field name='ExposureDuration' required='N' />
<field name='ExposureDurationUnit' required='N' />
<component name='CommissionData' required='N' />
<component name='CommissionDataGrp' required='N' />
<field name='OrderCapacity' required='N' />
<field name='OrderRestrictions' required='N' />
<field name='TradingCapacity' required='N' />
<field name='RegulatoryReportType' required='N' />
<field name='PreTradeAnonymity' required='N' />
<field name='TradePublishIndicator' required='N' />
<field name='CustOrderCapacity' required='N' />
<component name='OrderAttributeGrp' required='N' />
<field name='ForexReq' required='N' />
<field name='SettlCurrency' required='N' />
<field name='SettlCurrencyCodeSource' required='N' />
<component name='RateSource' required='N' />
<field name='OffshoreIndicator' 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='ClearingAccountType' 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' />
<component name='StrategyParametersGrp' 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' />
<field name='ManualOrderIndicator' required='N' />
<field name='CustDirectedOrder' required='N' />
<field name='ReceivedDeptID' required='N' />
<field name='CustOrderHandlingInst' required='N' />
<field name='OrderHandlingInstSource' required='N' />
<field name='OrderOrigination' required='N' />
<field name='ContraOrderOrigination' required='N' />
<field name='OriginatingDeptID' required='N' />
<field name='ReceivingDeptID' required='N' />
<field name='RoutingArrangmentIndicator' required='N' />
<field name='ContraRoutingArrangmentIndicator' required='N' />
<field name='AffiliatedFirmsTradeIndicator' required='N' />
<field name='OwnerType' required='N' />
<component name='TrdRegTimestamps' required='N' />
<component name='TrdRegPublicationGrp' required='N' />
<field name='TradeReportingIndicator' required='N' />
<field name='RefOrderID' required='N' />
<field name='RefOrderIDSource' required='N' />
<field name='ThrottleInst' required='N' />
<field name='RefClOrdID' required='N' />
<field name='AuctionType' required='N' />
<field name='AuctionAllocationPct' 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='ContingencyType' 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='ListManualOrderIndicator' required='N' />
<field name='TotNoOrders' required='Y' />
<field name='LastFragment' required='N' />
<component name='RootParties' required='N' />
<component name='ListOrdGrp' required='Y' />
<field name='ThrottleInst' required='N' />
</message>
<message name='OrderCancelRequest' msgtype='F' msgcat='app'>
<field name='OrderRequestID' required='N' />
<field name='OrigClOrdID' required='N' />
<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='MarketSegmentID' required='N' />
<field name='ExDestination' required='N' />
<field name='ExDestinationIDSource' required='N' />
<field name='Side' required='Y' />
<field name='TransactTime' required='Y' />
<component name='OrderQtyData' required='N' />
<field name='ComplianceID' required='N' />
<field name='ComplianceText' required='N' />
<field name='EncodedComplianceTextLen' required='N' />
<field name='EncodedComplianceText' 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' />
<field name='OrderRequestID' required='N' />
<component name='Parties' required='N' />
<component name='TargetParties' required='N' />
<field name='TradeOriginationDate' required='N' />
<field name='TradeDate' required='N' />
<field name='OrigClOrdID' required='N' />
<field name='ClOrdID' required='Y' />
<field name='SecondaryClOrdID' required='N' />
<field name='ClOrdLinkID' required='N' />
<field name='DuplicateClOrdIDIndicator' 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='AuctionInstruction' required='N' />
<field name='MinQty' required='N' />
<field name='MinQtyMethod' required='N' />
<field name='MatchIncrement' required='N' />
<field name='MaxPriceLevels' required='N' />
<field name='MaximumPriceDeviation' required='N' />
<component name='ValueChecksGrp' required='N' />
<component name='MatchingInstructions' required='N' />
<field name='SelfMatchPreventionID' required='N' />
<field name='SelfMatchPreventionInstruction' required='N' />
<component name='DisplayInstruction' required='N' />
<component name='DisclosureInstructionGrp' required='N' />
<field name='MaxFloor' required='N' />
<field name='MarketSegmentID' required='N' />
<field name='ExDestination' required='N' />
<field name='ExDestinationIDSource' required='N' />
<field name='ExDestinationType' 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='ShortMarkingExemptIndicator' required='N' />
<field name='ShortSaleExemptionReason' 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='CurrentWorkingPrice' required='N' />
<field name='PriceProtectionScope' required='N' />
<field name='StopPx' required='N' />
<component name='TriggeringInstruction' 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' />
<component name='StrategyParametersGrp' required='N' />
<field name='TargetStrategyParameters' required='N' />
<field name='ParticipationRate' required='N' />
<field name='ComplianceID' required='N' />
<field name='ComplianceText' required='N' />
<field name='EncodedComplianceTextLen' required='N' />
<field name='EncodedComplianceText' required='N' />
<field name='SolicitedFlag' required='N' />
<field name='Currency' required='N' />
<field name='CurrencyCodeSource' required='N' />
<field name='TimeInForce' required='N' />
<field name='EffectiveTime' required='N' />
<field name='ExpireDate' required='N' />
<field name='ExpireTime' required='N' />
<field name='GTBookingInst' required='N' />
<field name='ExposureDuration' required='N' />
<field name='ExposureDurationUnit' required='N' />
<component name='CommissionData' required='N' />
<component name='CommissionDataGrp' required='N' />
<field name='OrderCapacity' required='N' />
<field name='OrderRestrictions' required='N' />
<field name='TradingCapacity' required='N' />
<field name='PreTradeAnonymity' required='N' />
<field name='TradePublishIndicator' required='N' />
<field name='CustOrderCapacity' required='N' />
<component name='OrderAttributeGrp' required='N' />
<field name='ForexReq' required='N' />
<field name='SettlCurrency' required='N' />
<field name='SettlCurrencyCodeSource' required='N' />
<component name='RateSource' required='N' />
<field name='OffshoreIndicator' 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='ClearingAccountType' 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='ManualOrderIndicator' required='N' />
<field name='CustDirectedOrder' required='N' />
<field name='ReceivedDeptID' required='N' />
<field name='CustOrderHandlingInst' required='N' />
<field name='OrderHandlingInstSource' required='N' />
<field name='OrderOrigination' required='N' />
<field name='ContraOrderOrigination' required='N' />
<field name='OriginatingDeptID' required='N' />
<field name='ReceivingDeptID' required='N' />
<field name='RoutingArrangmentIndicator' required='N' />
<field name='ContraRoutingArrangmentIndicator' required='N' />
<field name='OwnerType' required='N' />
<field name='OrderOwnershipIndicator' required='N' />
<component name='TrdRegTimestamps' required='N' />
<field name='ThrottleInst' required='N' />
<field name='AuctionType' required='N' />
<field name='AuctionAllocationPct' required='N' />
<field name='ReleaseInstruction' required='N' />
<field name='ReleaseQty' required='N' />
</message>
<message name='OrderStatusRequest' msgtype='H' msgcat='app'>
<field name='OrderID' required='N' />
<field name='ClOrdID' required='N' />
<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='MarketSegmentID' required='N' />
<field name='Side' required='Y' />
</message>
<message name='AllocationInstruction' msgtype='J' msgcat='app'>
<field name='AllocID' required='Y' />
<field name='AllocRequestID' required='N' />
<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='AllocGroupID' required='N' />
<field name='FirmGroupID' required='N' />
<field name='BookingRefID' required='N' />
<field name='AllocNoOrdersType' required='N' />
<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' />
<component name='PriceQualifierGrp' required='N' />
<field name='AvgPx' required='N' />
<field name='AvgParPx' required='N' />
<component name='SpreadOrBenchmarkCurveData' required='N' />
<field name='Currency' required='N' />
<field name='CurrencyCodeSource' required='N' />
<field name='AvgPxPrecision' required='N' />
<field name='OffshoreIndicator' 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' />
<component name='RegulatoryTradeIDGrp' required='N' />
<component name='PositionAmountData' required='N' />
<field name='TotNoAllocs' required='N' />
<field name='LastFragment' required='N' />
<component name='AllocGrp' required='N' />
<field name='AvgPxIndicator' required='N' />
<field name='AvgPxGroupID' required='N' />
<field name='ClearingBusinessDate' required='N' />
<field name='TrdType' required='N' />
<field name='TrdSubType' required='N' />
<field name='SecondaryTrdType' required='N' />
<field name='TradeContinuation' required='N' />
<field name='TradeContinuationText' required='N' />
<field name='EncodedTradeContinuationTextLen' required='N' />
<field name='EncodedTradeContinuationText' required='N' />
<field name='CustOrderCapacity' required='N' />
<field name='TradeInputSource' required='N' />
<field name='MultiLegReportingType' required='N' />
<field name='MessageEventSource' required='N' />
<field name='RndPx' required='N' />
<component name='RateSource' required='N' />
<field name='VenueType' required='N' />
<field name='RefRiskLimitCheckID' required='N' />
<field name='RefRiskLimitCheckIDType' required='N' />
<field name='RiskLimitCheckStatus' required='N' />
</message>
<message name='ListCancelRequest' msgtype='K' msgcat='app'>
<field name='ListID' required='Y' />
<component name='Parties' required='N' />
<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' 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='ContingencyType' required='N' />
<field name='ListRejectReason' required='N' />
<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' msgtype='P' msgcat='app'>
<field name='AllocID' required='Y' />
<field name='AllocRequestID' required='N' />
<component name='Instrument' required='N' />
<component name='Parties' required='N' />
<field name='SecondaryAllocID' required='N' />
<field name='AllocGroupID' required='N' />
<field name='FirmGroupID' required='N' />
<field name='AvgPxGroupID' required='N' />
<field name='TradeDate' required='N' />
<field name='TransactTime' required='N' />
<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='Text' required='N' />
<field name='EncodedTextLen' required='N' />
<field name='EncodedText' required='N' />
<field name='RejectText' required='N' />
<field name='EncodedRejectTextLen' required='N' />
<field name='EncodedRejectText' required='N' />
<component name='RegulatoryTradeIDGrp' required='N' />