okcoin-fix/OKFIX44.xml

OKCoin FIX API wrapper

<fix major="4" minor="4">
 <header>
  <field name="BeginString" required="Y"/>
  <field name="BodyLength" required="Y"/>
  <field name="MsgType" required="Y"/>
  <field name="SenderCompID" required="Y"/>
  <field name="TargetCompID" required="Y"/>
  <field name="OnBehalfOfCompID" required="N"/>
  <field name="DeliverToCompID" required="N"/>
  <field name="SecureDataLen" required="N"/>
  <field name="SecureData" required="N"/>
  <field name="MsgSeqNum" required="Y"/>
  <field name="SenderSubID" required="N"/>
  <field name="SenderLocationID" required="N"/>
  <field name="TargetSubID" required="N"/>
  <field name="TargetLocationID" required="N"/>
  <field name="OnBehalfOfSubID" required="N"/>
  <field name="OnBehalfOfLocationID" required="N"/>
  <field name="DeliverToSubID" required="N"/>
  <field name="DeliverToLocationID" required="N"/>
  <field name="PossDupFlag" required="N"/>
  <field name="PossResend" required="N"/>
  <field name="SendingTime" required="Y"/>
  <field name="OrigSendingTime" required="N"/>
  <field name="XmlDataLen" required="N"/>
  <field name="XmlData" required="N"/>
  <field name="MessageEncoding" required="N"/>
  <field name="LastMsgSeqNumProcessed" required="N"/>
  <group name="NoHops" required="N">
   <field name="HopCompID" required="N"/>
   <field name="HopSendingTime" required="N"/>
   <field name="HopRefID" required="N"/>
  </group>
 </header>
 <trailer>
  <field name="SignatureLength" required="N"/>
  <field name="Signature" required="N"/>
  <field name="CheckSum" required="Y"/>
 </trailer>
 <messages>
  <message name="Heartbeat" msgtype="0" msgcat="admin">
   <field name="TestReqID" required="N"/>
   <field name="Username" required="N"/>
   <field name="Password" 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="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="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"/>
   <field name="Username" required="N"/>
   <field name="Password" 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"/>
   <field name="Username" required="N"/>
   <field name="Password" required="N"/>
   <field name="ErrorMessageLogout" required="N"/>
  </message>
  <message name="ExceptionResponseMessage" msgtype="E1000" msgcat="admin">
   <field name="Text" required="N"/>
   <field name="ExceptionMessage" required="N"/>
  </message>
  <message name="ExceptionResponseMessage" msgtype="Z1000" msgcat="app">
   <field name="Account" required="N"/>
   <field name="AccReqID" required="N"/>
  </message>
  <message name="ExceptionResponseMessage" msgtype="Z1001" msgcat="app">
   <field name="Account" required="Y"/>
   <field name="AccReqID" required="N"/>
   <field name="Currency" required="N"/>
   <field name="Currency" required="N"/>
   <field name="Balance" required="N"/>
  </message>
  <message name="FutureSubNews" msgtype="Z2001" msgcat="app">
   <field name="NewsType" required="N"/>
   <field name="SecurityType" required="N"/>
  </message>
  <message name="FutureSubNewsResponce" msgtype="Z2002" msgcat="app">
   <field name="NewsType" required="N"/>
   <field name="SubTips" required="N"/>
   <field name="Text" required="N"/>
  </message>

  <message name="TradeOrdersAfterOneID" msgtype="Z2000" msgcat="app">
   <field name="Symbol" required="N"/>
   <field name="OrderID" required="N"/>
   <field name="OrdStatus" required="N"/>
   <field name="TradeRequestID" required="N"/>
   <field name="TradeRequestType" required="N"/>
   <field name="PageNO" required="N"/>
   <field name="StrikeCurrency" required="N"/>
   <field name="SecurityType" required="N"/>
  </message>

  <message name="FuturePositionsResponse" msgtype="Z3001" msgcat="app">
   <field name="Currency" required="N"/>
   <field name="Symbol" required="N"/>

   <group name="NoUserPostion" required="N">
    <field name="Symbol" required="Y"/>
    <field name="ContractID" required="N"/>
    <field name="AvgPx" required="N"/>
    <field name="OrderQty" required="N"/>
    <field name="ContractName" required="N"/>
    <field name="Price" required="N"/>
    <field name="StopPx" required="N"/>
    <field name="Side" required="N"/>
    <field name="Balance" required="N"/>
    <field name="PositionRealProfit" required="N"/>
    <field name="MarginRatio" required="N"/>
    <field name="FrozenAmt" required="N"/>
    <field name="MarginCash" required="N"/>
    <field name="PositionType" required="N"/>
    <field name="PositionsID" required="N"/>
    <field name="Eveningup" required="N"/>
   </group>
  </message>

  <message name="FutureTradesResponse" msgtype="Z3002" msgcat="app">
   <field name="OrderID" required="N"/>
   <field name="Symbol" required="N"/>
   <field name="AvgPx" required="N"/>
   <field name="Balance" required="N"/>
   <field name="FrozenAmt" required="N"/>
   <field name="Price" required="N"/>
   <field name="StopPx" required="N"/>
   <field name="Side" required="N"/>
   <field name="PositionRealProfit" required="N"/>
   <field name="MarginCash" required="N"/>
   <field name="OrderQty" required="N"/>
   <field name="PositionsID" required="N"/>
   <field name="Currency" required="N"/>
   <field name="PositionType" required="N"/>
   <field name="MarginRatio" required="N"/>
   <field name="ExecID" required="N"/>
   <field name="ExDate" required="N"/>
   <field name="CumQty" required="N"/>
   <field name="Commission" required="N"/>
   <field name="OrdStatus" required="N"/>
   <field name="AmountUnit" required="N"/>
   <field name="Text" required="N"/>
   <field name="ContractName" required="N"/>
   <field name="PositionType" required="N"/>
   <field name="PositionsID" required="N"/>
  </message>

  <message name="FutureUserInfoResponse" msgtype="Z3003" msgcat="app">
   <field name="Balance" required="N"/>
   <field name="MarginRatio" required="N"/>
   <field name="MarginCash" required="N"/>
   <field name="PositionRealProfit" required="N"/>
   <field name="PositionUNProfit" required="N"/>
   <field name="AccountRights" required="N"/>
   <field name="Currency" required="N"/>
   <group name="NoUser4fixContracts" required="N">
    <field name="Symbol" required="Y"/>
    <field name="ContractID" required="N"/>
    <field name="Currency" required="N"/>
    <field name="Balance" required="N"/>
    <field name="AccountRights" required="N"/>
    <field name="Available" required="N"/>
    <field name="PositionRealProfit" required="N"/>
    <field name="MarginCash" required="N"/>
    <field name="MarginRatio" required="N"/>
    <field name="PositionUNProfit" required="N"/>
    <field name="FrozenAmt" required="N"/>
   </group>
  </message>



  <message name="BusinessMessageReject" msgtype="j" msgcat="app">
   <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="UserRequest" msgtype="BE" msgcat="app">
   <field name="UserRequestID" required="Y"/>
   <field name="UserRequestType" required="Y"/>
   <field name="Username" required="Y"/>
   <field name="Password" required="N"/>
   <field name="NewPassword" required="N"/>
   <field name="RawDataLength" required="N"/>
   <field name="RawData" required="N"/>
  </message>
  <message name="UserResponse" msgtype="BF" msgcat="app">
   <field name="UserRequestID" required="Y"/>
   <field name="Username" required="Y"/>
   <field name="UserStatus" required="N"/>
   <field name="UserStatusText" 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"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="Y"/>
   </group>
   <field name="AdvSide" required="Y"/>
   <field name="Quantity" required="Y"/>
   <field name="QtyType" required="N"/>
   <field name="Price" required="N"/>
   <field name="Currency" required="N"/>
   <field name="TradeDate" required="N"/>
   <field name="TransactTime" required="N"/>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
   <field name="URLLink" required="N"/>
   <field name="LastMkt" required="N"/>
   <field name="TradingSessionID" required="N"/>
   <field name="TradingSessionSubID" required="N"/>
  </message>
  <message name="IndicationOfInterest" msgtype="6" msgcat="app">
   <field name="IOIid" required="Y"/>
   <field name="IOITransType" required="Y"/>
   <field name="IOIRefID" required="N"/>
   <component name="Instrument" required="Y"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <field name="Side" required="Y"/>
   <field name="QtyType" required="N"/>
   <component name="OrderQtyData" required="N"/>
   <field name="IOIQty" required="Y"/>
   <field name="Currency" required="N"/>
   <component name="Stipulations" required="N"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
    <field name="LegIOIQty" required="N"/>
    <component name="LegStipulations" required="N"/>
   </group>
   <field name="PriceType" required="N"/>
   <field name="Price" required="N"/>
   <field name="ValidUntilTime" required="N"/>
   <field name="IOIQltyInd" required="N"/>
   <field name="IOINaturalFlag" required="N"/>
   <group name="NoIOIQualifiers" required="N">
    <field name="IOIQualifier" required="N"/>
   </group>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
   <field name="TransactTime" required="N"/>
   <field name="URLLink" required="N"/>
   <group name="NoRoutingIDs" required="N">
    <field name="RoutingType" required="N"/>
    <field name="RoutingID" required="N"/>
   </group>
   <component name="SpreadOrBenchmarkCurveData" required="N"/>
   <component name="YieldData" required="N"/>
  </message>
  <message name="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="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" 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>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="OrderID" required="N"/>
   <field name="ClOrdID" required="N"/>
   <group name="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="QuoteRequest" msgtype="R" msgcat="app">
   <field name="QuoteReqID" required="Y"/>
   <field name="RFQReqID" required="N"/>
   <field name="ClOrdID" required="N"/>
   <field name="OrderCapacity" required="N"/>
   <group name="NoRelatedSym" required="Y">
    <component name="Instrument" required="Y"/>
    <component name="FinancingDetails" required="N"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <field name="PrevClosePx" required="N"/>
    <field name="QuoteRequestType" required="N"/>
    <field name="QuoteType" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
    <field name="TradeOriginationDate" required="N"/>
    <field name="Side" required="N"/>
    <field name="QtyType" required="N"/>
    <component name="OrderQtyData" required="N"/>
    <field name="SettlType" required="N"/>
    <field name="SettlDate" required="N"/>
    <field name="SettlDate2" required="N"/>
    <field name="OrderQty2" required="N"/>
    <field name="Currency" required="N"/>
    <component name="Stipulations" required="N"/>
    <field name="Account" required="N"/>
    <field name="AcctIDSource" required="N"/>
    <field name="AccountType" required="N"/>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
     <field name="LegQty" required="N"/>
     <field name="LegSwapType" required="N"/>
     <field name="LegSettlType" required="N"/>
     <field name="LegSettlDate" required="N"/>
     <component name="LegStipulations" required="N"/>
     <component name="NestedParties" required="N"/>
     <component name="LegBenchmarkCurveData" required="N"/>
    </group>
    <group name="NoQuoteQualifiers" required="N">
     <field name="QuoteQualifier" required="N"/>
    </group>
    <field name="QuotePriceType" required="N"/>
    <field name="OrdType" required="N"/>
    <field name="ValidUntilTime" required="N"/>
    <field name="ExpireTime" required="N"/>
    <field name="TransactTime" required="N"/>
    <component name="SpreadOrBenchmarkCurveData" required="N"/>
    <field name="PriceType" required="N"/>
    <field name="Price" required="N"/>
    <field name="Price2" required="N"/>
    <component name="YieldData" required="N"/>
    <component name="Parties" required="N"/>
   </group>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
  </message>
  <message name="QuoteResponse" msgtype="AJ" msgcat="app">
   <field name="QuoteRespID" required="Y"/>
   <field name="QuoteID" required="N"/>
   <field name="QuoteRespType" required="Y"/>
   <field name="ClOrdID" required="N"/>
   <field name="OrderCapacity" required="N"/>
   <field name="IOIid" required="N"/>
   <field name="QuoteType" required="N"/>
   <group name="NoQuoteQualifiers" required="N">
    <field name="QuoteQualifier" required="N"/>
   </group>
   <component name="Parties" required="N"/>
   <field name="TradingSessionID" required="N"/>
   <field name="TradingSessionSubID" required="N"/>
   <component name="Instrument" required="Y"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <field name="Side" required="N"/>
   <component name="OrderQtyData" required="N"/>
   <field name="SettlType" required="N"/>
   <field name="SettlDate" required="N"/>
   <field name="SettlDate2" required="N"/>
   <field name="OrderQty2" required="N"/>
   <field name="Currency" required="N"/>
   <component name="Stipulations" required="N"/>
   <field name="Account" required="N"/>
   <field name="AcctIDSource" required="N"/>
   <field name="AccountType" required="N"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
    <field name="LegQty" required="N"/>
    <field name="LegSwapType" required="N"/>
    <field name="LegSettlType" required="N"/>
    <field name="LegSettlDate" required="N"/>
    <component name="LegStipulations" required="N"/>
    <component name="NestedParties" required="N"/>
    <field name="LegPriceType" required="N"/>
    <field name="LegBidPx" required="N"/>
    <field name="LegOfferPx" required="N"/>
    <component name="LegBenchmarkCurveData" required="N"/>
   </group>
   <field name="BidPx" required="N"/>
   <field name="OfferPx" required="N"/>
   <field name="MktBidPx" required="N"/>
   <field name="MktOfferPx" required="N"/>
   <field name="MinBidSize" required="N"/>
   <field name="BidSize" required="N"/>
   <field name="MinOfferSize" required="N"/>
   <field name="OfferSize" required="N"/>
   <field name="ValidUntilTime" required="N"/>
   <field name="BidSpotRate" required="N"/>
   <field name="OfferSpotRate" required="N"/>
   <field name="BidForwardPoints" required="N"/>
   <field name="OfferForwardPoints" required="N"/>
   <field name="MidPx" required="N"/>
   <field name="BidYield" required="N"/>
   <field name="MidYield" required="N"/>
   <field name="OfferYield" required="N"/>
   <field name="TransactTime" required="N"/>
   <field name="OrdType" required="N"/>
   <field name="BidForwardPoints2" required="N"/>
   <field name="OfferForwardPoints2" required="N"/>
   <field name="SettlCurrBidFxRate" required="N"/>
   <field name="SettlCurrOfferFxRate" required="N"/>
   <field name="SettlCurrFxRateCalc" required="N"/>
   <field name="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"/>
   <field name="Price" required="N"/>
   <field name="PriceType" required="N"/>
   <component name="SpreadOrBenchmarkCurveData" required="N"/>
   <component name="YieldData" required="N"/>
  </message>
  <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
   <field name="QuoteReqID" required="Y"/>
   <field name="RFQReqID" required="N"/>
   <field name="QuoteRequestRejectReason" required="Y"/>
   <group name="NoRelatedSym" required="Y">
    <component name="Instrument" required="Y"/>
    <component name="FinancingDetails" required="N"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <field name="PrevClosePx" required="N"/>
    <field name="QuoteRequestType" required="N"/>
    <field name="QuoteType" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
    <field name="TradeOriginationDate" required="N"/>
    <field name="Side" required="N"/>
    <field name="QtyType" required="N"/>
    <component name="OrderQtyData" required="N"/>
    <field name="SettlType" required="N"/>
    <field name="SettlDate" required="N"/>
    <field name="SettlDate2" required="N"/>
    <field name="OrderQty2" required="N"/>
    <field name="Currency" required="N"/>
    <component name="Stipulations" required="N"/>
    <field name="Account" required="N"/>
    <field name="AcctIDSource" required="N"/>
    <field name="AccountType" required="N"/>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
     <field name="LegQty" required="N"/>
     <field name="LegSwapType" required="N"/>
     <field name="LegSettlType" required="N"/>
     <field name="LegSettlDate" required="N"/>
     <component name="LegStipulations" required="N"/>
     <component name="NestedParties" required="N"/>
     <component name="LegBenchmarkCurveData" required="N"/>
    </group>
   </group>
   <group name="NoQuoteQualifiers" required="N">
    <field name="QuoteQualifier" required="N"/>
   </group>
   <field name="QuotePriceType" required="N"/>
   <field name="OrdType" required="N"/>
   <field name="ExpireTime" required="N"/>
   <field name="TransactTime" required="N"/>
   <component name="SpreadOrBenchmarkCurveData" required="N"/>
   <field name="PriceType" required="N"/>
   <field name="Price" required="N"/>
   <field name="Price2" required="N"/>
   <component name="YieldData" required="N"/>
   <component name="Parties" required="N"/>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
  </message>
  <message name="RFQRequest" msgtype="AH" msgcat="app">
   <field name="RFQReqID" required="Y"/>
   <group name="NoRelatedSym" required="Y">
    <component name="Instrument" required="Y"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
    </group>
    <field name="PrevClosePx" required="N"/>
    <field name="QuoteRequestType" required="N"/>
    <field name="QuoteType" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
   </group>
   <field name="SubscriptionRequestType" required="N"/>
  </message>
  <message name="Quote" msgtype="S" msgcat="app">
   <field name="QuoteReqID" required="N"/>
   <field name="QuoteID" required="Y"/>
   <field name="QuoteRespID" required="N"/>
   <field name="QuoteType" required="N"/>
   <group name="NoQuoteQualifiers" required="N">
    <field name="QuoteQualifier" required="N"/>
   </group>
   <field name="QuoteResponseLevel" required="N"/>
   <component name="Parties" required="N"/>
   <field name="TradingSessionID" required="N"/>
   <field name="TradingSessionSubID" required="N"/>
   <component name="Instrument" required="Y"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <field name="Side" required="N"/>
   <component name="OrderQtyData" required="N"/>
   <field name="SettlType" required="N"/>
   <field name="SettlDate" required="N"/>
   <field name="SettlDate2" required="N"/>
   <field name="OrderQty2" required="N"/>
   <field name="Currency" required="N"/>
   <component name="Stipulations" required="N"/>
   <field name="Account" required="N"/>
   <field name="AcctIDSource" required="N"/>
   <field name="AccountType" required="N"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
    <field name="LegQty" required="N"/>
    <field name="LegSwapType" required="N"/>
    <field name="LegSettlType" required="N"/>
    <field name="LegSettlDate" required="N"/>
    <component name="LegStipulations" required="N"/>
    <component name="NestedParties" required="N"/>
    <field name="LegPriceType" required="N"/>
    <field name="LegBidPx" required="N"/>
    <field name="LegOfferPx" required="N"/>
    <component name="LegBenchmarkCurveData" required="N"/>
   </group>
   <field name="BidPx" required="N"/>
   <field name="OfferPx" required="N"/>
   <field name="MktBidPx" required="N"/>
   <field name="MktOfferPx" required="N"/>
   <field name="MinBidSize" required="N"/>
   <field name="BidSize" required="N"/>
   <field name="MinOfferSize" required="N"/>
   <field name="OfferSize" required="N"/>
   <field name="ValidUntilTime" required="N"/>
   <field name="BidSpotRate" required="N"/>
   <field name="OfferSpotRate" required="N"/>
   <field name="BidForwardPoints" required="N"/>
   <field name="OfferForwardPoints" required="N"/>
   <field name="MidPx" required="N"/>
   <field name="BidYield" required="N"/>
   <field name="MidYield" required="N"/>
   <field name="OfferYield" required="N"/>
   <field name="TransactTime" required="N"/>
   <field name="OrdType" required="N"/>
   <field name="BidForwardPoints2" required="N"/>
   <field name="OfferForwardPoints2" required="N"/>
   <field name="SettlCurrBidFxRate" required="N"/>
   <field name="SettlCurrOfferFxRate" required="N"/>
   <field name="SettlCurrFxRateCalc" required="N"/>
   <field name="CommType" required="N"/>
   <field name="Commission" required="N"/>
   <field name="CustOrderCapacity" required="N"/>
   <field name="ExDestination" required="N"/>
   <field name="OrderCapacity" required="N"/>
   <field name="PriceType" required="N"/>
   <component name="SpreadOrBenchmarkCurveData" required="N"/>
   <component name="YieldData" required="N"/>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
  </message>
  <message name="QuoteCancel" msgtype="Z" msgcat="app">
   <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"/>
   <group name="NoQuoteEntries" required="N">
    <component name="Instrument" required="N"/>
    <component name="FinancingDetails" required="N"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
    </group>
   </group>
  </message>
  <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
   <field name="QuoteStatusReqID" required="N"/>
   <field name="QuoteID" required="N"/>
   <component name="Instrument" required="Y"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <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="QuoteStatusReport" msgtype="AI" msgcat="app">
   <field name="QuoteStatusReqID" required="N"/>
   <field name="QuoteReqID" required="N"/>
   <field name="QuoteID" required="Y"/>
   <field name="QuoteRespID" required="N"/>
   <field name="QuoteType" required="N"/>
   <component name="Parties" required="N"/>
   <field name="TradingSessionID" required="N"/>
   <field name="TradingSessionSubID" required="N"/>
   <component name="Instrument" required="Y"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <field name="Side" required="N"/>
   <component name="OrderQtyData" required="N"/>
   <field name="SettlType" required="N"/>
   <field name="SettlDate" required="N"/>
   <field name="SettlDate2" required="N"/>
   <field name="OrderQty2" required="N"/>
   <field name="Currency" required="N"/>
   <component name="Stipulations" required="N"/>
   <field name="Account" required="N"/>
   <field name="AcctIDSource" required="N"/>
   <field name="AccountType" required="N"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
    <field name="LegQty" required="N"/>
    <field name="LegSwapType" required="N"/>
    <field name="LegSettlType" required="N"/>
    <field name="LegSettlDate" required="N"/>
    <component name="LegStipulations" required="N"/>
    <component name="NestedParties" required="N"/>
   </group>
   <group name="NoQuoteQualifiers" required="N">
    <field name="QuoteQualifier" required="N"/>
   </group>
   <field name="ExpireTime" required="N"/>
   <field name="Price" required="N"/>
   <field name="PriceType" required="N"/>
   <component name="SpreadOrBenchmarkCurveData" required="N"/>
   <component name="YieldData" 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="QuoteStatus" required="N"/>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
  </message>
  <message name="MassQuote" msgtype="i" 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="AcctIDSource" required="N"/>
   <field name="AccountType" required="N"/>
   <field name="DefBidSize" required="N"/>
   <field name="DefOfferSize" required="N"/>
   <group name="NoQuoteSets" required="Y">
    <field name="QuoteSetID" required="Y"/>
    <component name="UnderlyingInstrument" required="N"/>
    <field name="QuoteSetValidUntilTime" required="N"/>
    <field name="TotNoQuoteEntries" required="Y"/>
    <field name="LastFragment" required="N"/>
    <group name="NoQuoteEntries" required="Y">
     <field name="QuoteEntryID" required="Y"/>
     <component name="Instrument" required="N"/>
     <group name="NoLegs" required="N">
      <component name="InstrumentLeg" required="N"/>
     </group>
     <field name="BidPx" required="N"/>
     <field name="OfferPx" required="N"/>
     <field name="BidSize" required="N"/>
     <field name="OfferSize" required="N"/>
     <field name="ValidUntilTime" required="N"/>
     <field name="BidSpotRate" required="N"/>
     <field name="OfferSpotRate" required="N"/>
     <field name="BidForwardPoints" required="N"/>
     <field name="OfferForwardPoints" required="N"/>
     <field name="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="TradingSessionID" required="N"/>
     <field name="TradingSessionSubID" required="N"/>
     <field name="SettlDate" required="N"/>
     <field name="OrdType" required="N"/>
     <field name="SettlDate2" required="N"/>
     <field name="OrderQty2" required="N"/>
     <field name="BidForwardPoints2" required="N"/>
     <field name="OfferForwardPoints2" required="N"/>
     <field name="Currency" required="N"/>
    </group>
   </group>
  </message>
  <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
   <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"/>
   <group name="NoQuoteSets" required="N">
    <field name="QuoteSetID" required="N"/>
    <component name="UnderlyingInstrument" required="N"/>
    <field name="TotNoQuoteEntries" required="N"/>
    <field name="LastFragment" required="N"/>
    <group name="NoQuoteEntries" required="N">
     <field name="QuoteEntryID" required="N"/>
     <component name="Instrument" required="N"/>
     <group name="NoLegs" required="N">
      <component name="InstrumentLeg" required="N"/>
     </group>
     <field name="BidPx" required="N"/>
     <field name="OfferPx" required="N"/>
     <field name="BidSize" required="N"/>
     <field name="OfferSize" required="N"/>
     <field name="ValidUntilTime" required="N"/>
     <field name="BidSpotRate" required="N"/>
     <field name="OfferSpotRate" required="N"/>
     <field name="BidForwardPoints" required="N"/>
     <field name="OfferForwardPoints" required="N"/>
     <field name="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="TradingSessionID" required="N"/>
     <field name="TradingSessionSubID" required="N"/>
     <field name="SettlDate" required="N"/>
     <field name="OrdType" required="N"/>
     <field name="SettlDate2" required="N"/>
     <field name="OrderQty2" required="N"/>
     <field name="BidForwardPoints2" required="N"/>
     <field name="OfferForwardPoints2" required="N"/>
     <field name="Currency" required="N"/>
     <field name="QuoteEntryRejectReason" required="N"/>
    </group>
   </group>
  </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="OpenCloseSettlFlag" required="N"/>
   <field name="Scope" required="N"/>
   <field name="MDImplicitDelete" required="N"/>
   <group name="NoMDEntryTypes" required="Y">
    <field name="MDEntryType" required="Y"/>
   </group>
   <group name="NoRelatedSym" required="Y">
    <component name="Instrument" required="Y"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
    </group>
   </group>
   <group name="NoTradingSessions" required="N">
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
   </group>
   <field name="ApplQueueAction" required="N"/>
   <field name="ApplQueueMax" required="N"/>
  </message>
  <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
   <field name="OrigTime" required="Y"/>
   <field name="MDReqID" required="N"/>
   <field name="Currency" required="N"/>
   <component name="Instrument" required="Y"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="FinancialStatus" required="N"/>
   <field name="CorporateAction" required="N"/>
   <field name="NetChgPrevDay" required="N"/>
   <group name="NoMDEntries" required="Y">
    <field name="MDEntryType" required="Y"/>
    <field name="MDEntryPx" required="N"/>
    <field name="Currency" required="N"/>
    <field name="MDEntrySize" required="N"/>
    <field name="MDEntryDate" required="N"/>
    <field name="MDEntryTime" required="N"/>
    <field name="TickDirection" required="N"/>
    <field name="MDMkt" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
    <field name="QuoteCondition" required="N"/>
    <field name="TradeCondition" required="N"/>
    <field name="MDEntryOriginator" required="N"/>
    <field name="LocationID" required="N"/>
    <field name="DeskID" required="N"/>
    <field name="OpenCloseSettlFlag" required="N"/>
    <field name="TimeInForce" required="N"/>
    <field name="ExpireDate" required="N"/>
    <field name="ExpireTime" required="N"/>
    <field name="MinQty" required="N"/>
    <field name="ExecInst" required="N"/>
    <field name="SellerDays" required="N"/>
    <field name="OrderID" required="N"/>
    <field name="QuoteEntryID" required="N"/>
    <field name="MDEntryBuyer" required="N"/>
    <field name="MDEntrySeller" required="N"/>
    <field name="NumberOfOrders" required="N"/>
    <field name="MDEntryPositionNo" required="N"/>
    <field name="Scope" required="N"/>
    <field name="PriceDelta" required="N"/>
    <field name="Text" required="N"/>
    <field name="EncodedTextLen" required="N"/>
    <field name="EncodedText" required="N"/>
    <field name="Side" required="N"/>
   </group>
   <field name="ApplQueueDepth" required="N"/>
   <field name="ApplQueueResolution" required="N"/>
  </message>
  <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
   <field name="MDReqID" required="N"/>
   <field name="Symbol" required="Y"/>
   <group name="NoMDEntries" required="Y">
    <field name="MDUpdateAction" required="Y"/>
    <field name="DeleteReason" required="N"/>
    <field name="MDEntryType" required="N"/>
    <field name="MDEntryID" required="N"/>
    <field name="MDEntryRefID" required="N"/>
    <component name="Instrument" required="N"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
    </group>
    <field name="FinancialStatus" required="N"/>
    <field name="CorporateAction" required="N"/>
    <field name="MDEntryPx" required="N"/>
    <field name="Currency" required="N"/>
    <field name="MDEntrySize" required="N"/>
    <field name="MDEntryDate" required="N"/>
    <field name="MDEntryTime" required="N"/>
    <field name="TickDirection" required="N"/>
    <field name="MDMkt" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
    <field name="QuoteCondition" required="N"/>
    <field name="TradeCondition" required="N"/>
    <field name="MDEntryOriginator" required="N"/>
    <field name="LocationID" required="N"/>
    <field name="DeskID" required="N"/>
    <field name="OpenCloseSettlFlag" required="N"/>
    <field name="TimeInForce" required="N"/>
    <field name="ExpireDate" required="N"/>
    <field name="ExpireTime" required="N"/>
    <field name="MinQty" required="N"/>
    <field name="ExecInst" required="N"/>
    <field name="SellerDays" required="N"/>
    <field name="OrderID" required="N"/>
    <field name="QuoteEntryID" required="N"/>
    <field name="MDEntryBuyer" required="N"/>
    <field name="MDEntrySeller" required="N"/>
    <field name="NumberOfOrders" required="N"/>
    <field name="MDEntryPositionNo" required="N"/>
    <field name="Scope" required="N"/>
    <field name="PriceDelta" required="N"/>
    <field name="NetChgPrevDay" required="N"/>
    <field name="Text" required="N"/>
    <field name="EncodedTextLen" required="N"/>
    <field name="EncodedText" required="N"/>
    <field name="Side" required="N"/>
   </group>
   <field name="ApplQueueDepth" required="N"/>
   <field name="ApplQueueResolution" required="N"/>
  </message>
  <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
   <field name="MDReqID" required="Y"/>
   <field name="MDReqRejReason" required="N"/>
   <group name="NoAltMDSource" required="N">
    <field name="AltMDSourceID" required="N"/>
   </group>
   <field name="Text" required="N"/>
   <field name="EncodedTextLen" required="N"/>
   <field name="EncodedText" required="N"/>
  </message>
  <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityRequestType" required="Y"/>
   <component name="Instrument" required="N"/>
   <component name="InstrumentExtension" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <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"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="ExpirationCycle" required="N"/>
   <field name="SubscriptionRequestType" required="N"/>
  </message>
  <message name="SecurityDefinition" msgtype="d" msgcat="app">
   <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"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <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"/>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="ExpirationCycle" required="N"/>
   <field name="RoundLot" required="N"/>
   <field name="MinTradeVol" required="N"/>
  </message>
  <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <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"/>
   <field name="Product" required="N"/>
   <field name="SecurityType" required="N"/>
   <field name="SecuritySubType" required="N"/>
  </message>
  <message name="SecurityTypes" msgtype="w" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityResponseID" required="Y"/>
   <field name="SecurityResponseType" required="Y"/>
   <field name="TotNoSecurityTypes" required="N"/>
   <field name="LastFragment" required="N"/>
   <group name="NoSecurityTypes" required="N">
    <field name="SecurityType" required="N"/>
    <field name="SecuritySubType" required="N"/>
    <field name="Product" required="N"/>
    <field name="CFICode" required="N"/>
   </group>
   <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"/>
   <field name="SubscriptionRequestType" required="N"/>
  </message>
  <message name="SecurityListRequest" msgtype="x" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityListRequestType" required="Y"/>
   <component name="Instrument" required="N"/>
   <component name="InstrumentExtension" required="N"/>
   <component name="FinancingDetails" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="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"/>
   <field name="SubscriptionRequestType" required="N"/>
  </message>
  <message name="SecurityList" msgtype="y" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityResponseID" required="Y"/>
   <field name="SecurityRequestResult" required="Y"/>
   <field name="TotNoRelatedSym" required="N"/>
   <field name="LastFragment" required="N"/>
   <group name="NoRelatedSym" required="N">
    <component name="Instrument" required="N"/>
    <component name="InstrumentExtension" required="N"/>
    <component name="FinancingDetails" required="N"/>
    <group name="NoUnderlyings" required="N">
     <component name="UnderlyingInstrument" required="N"/>
    </group>
    <field name="Currency" required="N"/>
    <component name="Stipulations" required="N"/>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
     <field name="LegSwapType" required="N"/>
     <field name="LegSettlType" required="N"/>
     <component name="LegStipulations" required="N"/>
     <component name="LegBenchmarkCurveData" required="N"/>
    </group>
    <component name="SpreadOrBenchmarkCurveData" required="N"/>
    <component name="YieldData" required="N"/>
    <field name="RoundLot" required="N"/>
    <field name="MinTradeVol" required="N"/>
    <field name="TradingSessionID" required="N"/>
    <field name="TradingSessionSubID" required="N"/>
    <field name="ExpirationCycle" required="N"/>
    <field name="Text" required="N"/>
    <field name="EncodedTextLen" required="N"/>
    <field name="EncodedText" required="N"/>
   </group>
  </message>
  <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityListRequestType" required="Y"/>
   <component name="UnderlyingInstrument" required="N"/>
   <field name="SecuritySubType" 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"/>
   <field name="SubscriptionRequestType" required="N"/>
  </message>
  <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
   <field name="SecurityReqID" required="Y"/>
   <field name="SecurityResponseID" required="Y"/>
   <field name="SecurityRequestResult" required="Y"/>
   <component name="UnderlyingInstrument" required="N"/>
   <field name="TotNoRelatedSym" required="N"/>
   <field name="LastFragment" required="N"/>
   <group name="NoRelatedSym" required="N">
    <component name="Instrument" required="N"/>
    <field name="Currency" required="N"/>
    <field name="ExpirationCycle" required="N"/>
    <component name="InstrumentExtension" required="N"/>
    <group name="NoLegs" required="N">
     <component name="InstrumentLeg" required="N"/>
    </group>
    <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"/>
   </group>
  </message>
  <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
   <field name="SecurityStatusReqID" required="Y"/>
   <component name="Instrument" required="Y"/>
   <component name="InstrumentExtension" required="N"/>
   <group name="NoUnderlyings" required="N">
    <component name="UnderlyingInstrument" required="N"/>
   </group>
   <group name="NoLegs" required="N">
    <component name="InstrumentLeg" required="N"/>
   </group>
   <field name="Currency" required="N"/>
   <field name="SubscriptionRequestType" required="Y"/>
   <field name="TradingSessionID" required="N"/>
   <field name="TradingSessionSubID" required="N"/