{{Quickfixn}} Sequence numbers becoming out of synch between QuickFix and QuickFixN
Mihir Chokshi
mchoksh at us.ibm.com
Wed Mar 20 13:51:33 PDT 2013
I am currently using the open source version of the QuickFix adapter
downloaded from the QuickFix/n website. We are also using the FixSim
control panel(developed from Gamma Tree Trading LLC). We use the FixSim
to create trades for testing. The Fix adapter then intercepts these trades
and sends them over to sap. The issue we run into is that, every other
day, the FixSim control panel and the adapter, sequence numbers fall out of
synch. How do we configure it so that these two always stay in synch.
The other concern is that when we go live, we will be using this adapter to
receive trades from ABN. When that happens, what course of action should
we take when the adapter falls out of synch with ABN. How do we assure
both always stay in synch.
I have shown a copy of the properties file, I am using with FixSim. We
are currently working with the Fix42.xml schema file(shown below).
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
FileLogPath=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter\HDO.Net
\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin\Debug
\log
FileStorePath=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter\HDO.Net
\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin\Debug
\log
[SESSION]
#######################Session#################################
BeginString=FIX.4.2
SenderCompID=MJANDA
# SenderSubID
# SenderLocationID
TargetCompID=FIXSIM
# TargetSubID
# TargetLocationID
# SessionQualifier
# DefaultApplVerID
ConnectionType=initiator
# TimeZone
StartTime=12:00:00
EndTime=11:59:00
# StartDay
# EndDay
MillisecondsInTimeStamp=Y
ClosedResendInterval=N
#######################Validation#################################
UseDataDictionary=Y
DataDictionary=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter\HDO.Net
\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin\Debug
\FIX42.xml
# TransportDataDictionary
AppDataDictionary=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter
\HDO.Net\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin
\Debug\FIX42.xml
ValidateFieldsOutOfOrder=Y
ValidateFieldsHaveValues=Y
ValidateUserDefinedFields=N
ValidateUnorderedGroupFields=Y
ValidateIncomingMessage=Y
ValidateSequenceNumbers=Y
AllowUnknownMsgFields=N
CheckCompID=Y
CheckLatency=Y
MaxLatency=120
#######################Initiator#################################
ReconnectInterval=30
HeartBtInt=10
LogonTimeout=10
LogoutTimeout=2
SocketConnectPort=11010
SocketConnectHost=app.fixsim.com
SocketConnectProtocol=TCP
#SocketConnectHost<n>
#SocketLocalPort
#SocketLocalHost
#######################Acceptor#################################
# SocketAcceptPort
# SocketAcceptAddress
SocketAcceptProtocol=TCP
RefreshOnLogon=N
#######################Secure
Communications#################################
SocketUseSSL=N
#SocketKeyStore
#SocketKeyStorePassword
#######################Socket Options#################################
# SocketKeepAlive
# SocketOobInline
# SocketReceiveBufferSize
# SocketReuseAddress
# SocketSendBufferSize
# SocketLinger
SocketTcpNoDelay=Y
# SocketTrafficClass
SocketSynchronousWrites=N
# SocketSynchronousWriteTimeout
#######################Storage#################################
PersistMessages=Y
FileStorePath=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter\HDO.Net
\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin\Debug
\log
# FileStoreMaxCachedMsgs
# JdbcDataSourceName
# JdbcDriver
# JdbcURL
# JdbcUser
# JdbcPassword
# JdbcStoreMessagesTableName
# JdbcStoreSessionsTableName
# JdbcLogHeartBeats
# JdbcLogIncomingTable
# JdbcLogOutgoingTable
# JdbcLogEventTable
# JdbcSessionIdDefaultPropertyValue
#######################Logging#################################
FileLogPath=C:\Clients\Anderson\SourceCode\Ande.T4.TradeBlotter\HDO.Net
\NetAdapter\quickfixn-1.3.0\Ande.Journey.HDO.FixAdapterService\bin\Debug
\log
FileLogHeartbeats=N
FileIncludeMilliseconds=N
FileIncludeTimeStampForMessages=N
# SLF4JLogEventCategory
# SLF4JLogIncomingMessageCategory
# SLF4JLogOutgoingMessageCategory
SLF4JLogPrependSessionID=Y
SLF4JLogHeartbeats=N
# JdbcDriver
# JdbcURL
# JdbcUser
# JdbcPassword
ScreenLogEvents=Y
ScreenLogShowIncoming=Y
ScreenLogShowOutgoing=Y
ScreenLogShowHeartBeats=N
#######################Miscellaneous#################################
ResetOnLogon=N
ResetOnLogout=N
ResetOnDisconnect=N
ResetOnError=N
DisconnectOnError=N
EnableLastMsgSeqNumProcessed=N
EnableNextExpectedMsgSeqNum=N
ResendRequestChunkSize=0
ContinueInitializationOnError=N
SendRedundantResendRequests=N
<fix major="4" minor="2">
<header>
<field name="BeginString" required="Y"/>
<field name="MsgSeqNum" 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="SenderSubID" required="N"/>
<field name="SenderLocationID" required="N"/>
<field name="TargetSubID" required="N"/>
<field name="TargetLocationID" required="N"/>
<field name="OnBehalfOfSubID" required="N"/>
<field name="OnBehalfOfLocationID" required="N"/>
<field name="DeliverToSubID" required="N"/>
<field name="DeliverToLocationID" required="N"/>
<field name="PossDupFlag" required="N"/>
<field name="PossResend" required="N"/>
<field name="SendingTime" required="Y"/>
<field name="OrigSendingTime" required="N"/>
<field name="XmlDataLen" required="N"/>
<field name="XmlData" required="N"/>
<field name="MessageEncoding" required="N"/>
<field name="LastMsgSeqNumProcessed" required="N"/>
<field name="OnBehalfOfSendingTime" required="N"/>
</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"/>
</message>
<message name="Logon" msgtype="A" msgcat="admin">
<field name="EncryptMethod" required="Y"/>
<field name="HeartBtInt" required="Y"/>
<field name="RawDataLength" required="N"/>
<field name="RawData" required="N"/>
<field name="ResetSeqNumFlag" required="N"/>
<field name="MaxMessageSize" required="N"/>
<group name="NoMsgTypes" required="N">
<field name="RefMsgType" required="N"/>
<field name="MsgDirection" required="N"/>
</group>
</message>
<message name="TestRequest" msgtype="1" msgcat="admin">
<field name="TestReqID" required="Y"/>
</message>
<message name="ResendRequest" msgtype="2" msgcat="admin">
<field name="BeginSeqNo" required="Y"/>
<field name="EndSeqNo" required="Y"/>
</message>
<message name="Reject" msgtype="3" msgcat="admin">
<field name="RefSeqNum" required="Y"/>
<field name="RefTagID" required="N"/>
<field name="RefMsgType" required="N"/>
<field name="SessionRejectReason" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="SequenceReset" msgtype="4" msgcat="admin">
<field name="GapFillFlag" required="N"/>
<field name="NewSeqNo" required="Y"/>
</message>
<message name="Logout" msgtype="5" msgcat="admin">
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="Advertisement" msgtype="7" msgcat="app">
<field name="AdvId" required="Y"/>
<field name="AdvTransType" required="Y"/>
<field name="AdvRefID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="AdvSide" required="Y"/>
<field name="Shares" required="Y"/>
<field name="Price" required="N"/>
<field name="Currency" required="N"/>
<field name="TradeDate" required="N"/>
<field name="TransactTime" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="URLLink" required="N"/>
<field name="LastMkt" required="N"/>
<field name="TradingSessionID" required="N"/>
</message>
<message name="IndicationofInterest" msgtype="6" msgcat="app">
<field name="IOIid" required="Y"/>
<field name="IOITransType" required="Y"/>
<field name="IOIRefID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
<field name="IOIShares" required="Y"/>
<field name="Price" required="N"/>
<field name="Currency" required="N"/>
<field name="ValidUntilTime" required="N"/>
<field name="IOIQltyInd" required="N"/>
<field name="IOINaturalFlag" required="N"/>
<group name="NoIOIQualifiers" required="N">
<field name="IOIQualifier" required="N"/>
</group>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="TransactTime" required="N"/>
<field name="URLLink" required="N"/>
<group name="NoRoutingIDs" required="N">
<field name="RoutingType" required="N"/>
<field name="RoutingID" required="N"/>
</group>
<field name="SpreadToBenchmark" required="N"/>
<field name="Benchmark" 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">
<field name="RelatdSym" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" 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">
<field name="RelatdSym" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" 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"/>
<group name="NoRelatedSym" required="Y">
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="PrevClosePx" required="N"/>
<field name="QuoteRequestType" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="Side" required="N"/>
<field name="OrderQty" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="OrdType" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="ExpireTime" required="N"/>
<field name="TransactTime" required="N"/>
<field name="Currency" required="N"/>
</group>
</message>
<message name="Quote" msgtype="S" msgcat="app">
<field name="QuoteReqID" required="N"/>
<field name="QuoteID" required="Y"/>
<field name="QuoteResponseLevel" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<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="TransactTime" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="OrdType" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="Currency" required="N"/>
</message>
<message name="MassQuote" msgtype="i" msgcat="app">
<field name="QuoteReqID" required="N"/>
<field name="QuoteID" required="Y"/>
<field name="QuoteResponseLevel" required="N"/>
<field name="DefBidSize" required="N"/>
<field name="DefOfferSize" required="N"/>
<group name="NoQuoteSets" required="Y">
<field name="QuoteSetID" required="Y"/>
<field name="UnderlyingSymbol" required="Y"/>
<field name="UnderlyingSymbolSfx" required="N"/>
<field name="UnderlyingSecurityID" required="N"/>
<field name="UnderlyingIDSource" required="N"/>
<field name="UnderlyingSecurityType" required="N"/>
<field name="UnderlyingMaturityMonthYear" required="N"/>
<field name="UnderlyingMaturityDay" required="N"/>
<field name="UnderlyingPutOrCall" required="N"/>
<field name="UnderlyingStrikePrice" required="N"/>
<field name="UnderlyingOptAttribute" required="N"/>
<field name="UnderlyingContractMultiplier" required="N"/>
<field name="UnderlyingCouponRate" required="N"/>
<field name="UnderlyingSecurityExchange" required="N"/>
<field name="UnderlyingIssuer" required="N"/>
<field name="EncodedUnderlyingIssuerLen" required="N"/>
<field name="EncodedUnderlyingIssuer" required="N"/>
<field name="UnderlyingSecurityDesc" required="N"/>
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
<field name="QuoteSetValidUntilTime" required="N"/>
<field name="TotQuoteEntries" required="Y"/>
<group name="NoQuoteEntries" required="Y">
<field name="QuoteEntryID" required="Y"/>
<field name="Symbol" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<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="TransactTime" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="OrdType" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="Currency" required="N"/>
</group>
</group>
</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"/>
<field name="TradingSessionID" required="N"/>
<group name="NoQuoteEntries" required="Y">
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="UnderlyingSymbol" required="N"/>
</group>
</message>
<message name="QuoteStatusRequest" msgtype="a" msgcat="app">
<field name="QuoteID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="N"/>
<field name="TradingSessionID" required="N"/>
</message>
<message name="QuoteAcknowledgement" msgtype="b" msgcat="app">
<field name="QuoteReqID" required="N"/>
<field name="QuoteID" required="N"/>
<field name="QuoteAckStatus" required="Y"/>
<field name="QuoteRejectReason" required="N"/>
<field name="QuoteResponseLevel" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="Text" required="N"/>
<group name="NoQuoteSets" required="N">
<field name="QuoteSetID" required="N"/>
<field name="UnderlyingSymbol" required="N"/>
<field name="UnderlyingSymbolSfx" required="N"/>
<field name="UnderlyingSecurityID" required="N"/>
<field name="UnderlyingIDSource" required="N"/>
<field name="UnderlyingSecurityType" required="N"/>
<field name="UnderlyingMaturityMonthYear" required="N"/>
<field name="UnderlyingMaturityDay" required="N"/>
<field name="UnderlyingPutOrCall" required="N"/>
<field name="UnderlyingStrikePrice" required="N"/>
<field name="UnderlyingOptAttribute" required="N"/>
<field name="UnderlyingContractMultiplier" required="N"/>
<field name="UnderlyingCouponRate" required="N"/>
<field name="UnderlyingSecurityExchange" required="N"/>
<field name="UnderlyingIssuer" required="N"/>
<field name="EncodedUnderlyingIssuerLen" required="N"/>
<field name="EncodedUnderlyingIssuer" required="N"/>
<field name="UnderlyingSecurityDesc" required="N"/>
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
<field name="TotQuoteEntries" required="N"/>
<group name="NoQuoteEntries" required="N">
<field name="QuoteEntryID" required="N"/>
<field name="Symbol" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" 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"/>
<group name="NoMDEntryTypes" required="Y">
<field name="MDEntryType" required="Y"/>
</group>
<group name="NoRelatedSym" required="Y">
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="TradingSessionID" required="N"/>
</group>
</message>
<message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
<field name="MDReqID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="FinancialStatus" required="N"/>
<field name="CorporateAction" required="N"/>
<field name="TotalVolumeTraded" required="N"/>
<group name="NoMDEntries" required="Y">
<field name="MDEntryType" required="Y"/>
<field name="MDEntryPx" required="Y"/>
<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="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="OpenCloseSettleFlag" 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="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</group>
</message>
<message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
<field name="MDReqID" required="N"/>
<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"/>
<field name="Symbol" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<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="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="OpenCloseSettleFlag" 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="TotalVolumeTraded" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</group>
</message>
<message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
<field name="MDReqID" required="Y"/>
<field name="MDReqRejReason" required="N"/>
<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"/>
<field name="Symbol" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" 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"/>
<group name="NoRelatedSym" required="N">
<field name="UnderlyingSymbol" required="N"/>
<field name="UnderlyingSymbolSfx" required="N"/>
<field name="UnderlyingSecurityID" required="N"/>
<field name="UnderlyingIDSource" required="N"/>
<field name="UnderlyingSecurityType" required="N"/>
<field name="UnderlyingMaturityMonthYear" required="N"/>
<field name="UnderlyingMaturityDay" required="N"/>
<field name="UnderlyingPutOrCall" required="N"/>
<field name="UnderlyingStrikePrice" required="N"/>
<field name="UnderlyingOptAttribute" required="N"/>
<field name="UnderlyingContractMultiplier" required="N"/>
<field name="UnderlyingCouponRate" required="N"/>
<field name="UnderlyingSecurityExchange" required="N"/>
<field name="UnderlyingIssuer" required="N"/>
<field name="EncodedUnderlyingIssuerLen" required="N"/>
<field name="EncodedUnderlyingIssuer" required="N"/>
<field name="UnderlyingSecurityDesc" required="N"/>
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
<field name="RatioQty" required="N"/>
<field name="Side" required="N"/>
<field name="UnderlyingCurrency" required="N"/>
</group>
</message>
<message name="SecurityDefinition" msgtype="d" msgcat="app">
<field name="SecurityReqID" required="Y"/>
<field name="SecurityResponseID" required="Y"/>
<field name="SecurityResponseType" required="N"/>
<field name="TotalNumSecurities" required="Y"/>
<field name="Symbol" required="N"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Currency" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<group name="NoRelatedSym" required="N">
<field name="UnderlyingSymbol" required="N"/>
<field name="UnderlyingSymbolSfx" required="N"/>
<field name="UnderlyingSecurityID" required="N"/>
<field name="UnderlyingIDSource" required="N"/>
<field name="UnderlyingSecurityType" required="N"/>
<field name="UnderlyingMaturityMonthYear" required="N"/>
<field name="UnderlyingMaturityDay" required="N"/>
<field name="UnderlyingPutOrCall" required="N"/>
<field name="UnderlyingStrikePrice" required="N"/>
<field name="UnderlyingOptAttribute" required="N"/>
<field name="UnderlyingContractMultiplier" required="N"/>
<field name="UnderlyingCouponRate" required="N"/>
<field name="UnderlyingSecurityExchange" required="N"/>
<field name="UnderlyingIssuer" required="N"/>
<field name="EncodedUnderlyingIssuerLen" required="N"/>
<field name="EncodedUnderlyingIssuer" required="N"/>
<field name="UnderlyingSecurityDesc" required="N"/>
<field name="EncodedUnderlyingSecurityDescLen" required="N"/>
<field name="EncodedUnderlyingSecurityDesc" required="N"/>
<field name="RatioQty" required="N"/>
<field name="Side" required="N"/>
<field name="UnderlyingCurrency" required="N"/>
</group>
</message>
<message name="SecurityStatusRequest" msgtype="e" msgcat="app">
<field name="SecurityStatusReqID" required="Y"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Currency" required="N"/>
<field name="SubscriptionRequestType" required="Y"/>
<field name="TradingSessionID" required="N"/>
</message>
<message name="SecurityStatus" msgtype="f" msgcat="app">
<field name="SecurityStatusReqID" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Currency" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="UnsolicitedIndicator" required="N"/>
<field name="SecurityTradingStatus" required="N"/>
<field name="FinancialStatus" required="N"/>
<field name="CorporateAction" required="N"/>
<field name="HaltReason" required="N"/>
<field name="InViewOfCommon" required="N"/>
<field name="DueToRelated" required="N"/>
<field name="BuyVolume" required="N"/>
<field name="SellVolume" required="N"/>
<field name="HighPx" required="N"/>
<field name="LowPx" required="N"/>
<field name="LastPx" required="N"/>
<field name="TransactTime" required="N"/>
<field name="Adjustment" required="N"/>
</message>
<message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
<field name="TradSesReqID" required="Y"/>
<field name="TradingSessionID" required="N"/>
<field name="TradSesMethod" required="N"/>
<field name="TradSesMode" required="N"/>
<field name="SubscriptionRequestType" required="Y"/>
</message>
<message name="TradingSessionStatus" msgtype="h" msgcat="app">
<field name="TradSesReqID" required="N"/>
<field name="TradingSessionID" required="Y"/>
<field name="TradSesMethod" required="N"/>
<field name="TradSesMode" required="N"/>
<field name="UnsolicitedIndicator" required="N"/>
<field name="TradSesStatus" required="Y"/>
<field name="TradSesStartTime" required="N"/>
<field name="TradSesOpenTime" required="N"/>
<field name="TradSesPreCloseTime" required="N"/>
<field name="TradSesCloseTime" required="N"/>
<field name="TradSesEndTime" required="N"/>
<field name="TotalVolumeTraded" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="NewOrderSingle" msgtype="D" msgcat="app">
<field name="ClOrdID" required="Y"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="Account" required="N"/>
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N"/>
<field name="AllocShares" required="N"/>
</group>
<field name="SettlmntTyp" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="HandlInst" required="Y"/>
<field name="ExecInst" required="N"/>
<field name="MinQty" required="N"/>
<field name="MaxFloor" required="N"/>
<field name="ExDestination" required="N"/>
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N"/>
</group>
<field name="ProcessCode" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="PrevClosePx" required="N"/>
<field name="Side" required="Y"/>
<field name="LocateReqd" required="N"/>
<field name="TransactTime" required="Y"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="OrdType" required="Y"/>
<field name="Price" required="N"/>
<field name="StopPx" required="N"/>
<field name="Currency" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="IOIid" required="N"/>
<field name="QuoteID" required="N"/>
<field name="TimeInForce" required="N"/>
<field name="EffectiveTime" required="N"/>
<field name="ExpireDate" required="N"/>
<field name="ExpireTime" required="N"/>
<field name="GTBookingInst" required="N"/>
<field name="Commission" required="N"/>
<field name="CommType" required="N"/>
<field name="Rule80A" required="N"/>
<field name="ForexReq" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="OpenClose" required="N"/>
<field name="CoveredOrUncovered" required="N"/>
<field name="CustomerOrFirm" required="N"/>
<field name="MaxShow" required="N"/>
<field name="PegDifference" required="N"/>
<field name="DiscretionInst" required="N"/>
<field name="DiscretionOffset" required="N"/>
<field name="ClearingFirm" required="N"/>
<field name="ClearingAccount" required="N"/>
</message>
<message name="ExecutionReport" msgtype="8" msgcat="app">
<field name="Account" required="STRING"/>
<field name="OrderID" required="Y"/>
<field name="SecondaryOrderID" required="N"/>
<field name="GapFillFlag" required="N"/>
<field name="ClOrdID" required="N"/>
<field name="OrigClOrdID" required="N"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<group name="NoContraBrokers" required="N">
<field name="ContraBroker" required="N"/>
<field name="ContraTrader" required="N"/>
<field name="ContraTradeQty" required="N"/>
<field name="ContraTradeTime" required="N"/>
</group>
<field name="ListID" required="N"/>
<field name="ExecID" required="Y"/>
<field name="ExecTransType" required="Y"/>
<field name="ExecRefID" required="N"/>
<field name="ExecType" required="Y"/>
<field name="OrdStatus" required="Y"/>
<field name="OrdRejReason" required="N"/>
<field name="ExecRestatementReason" required="N"/>
<field name="SettlmntTyp" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="OrdType" required="N"/>
<field name="Price" required="N"/>
<field name="StopPx" required="N"/>
<field name="PegDifference" required="N"/>
<field name="DiscretionInst" required="N"/>
<field name="DiscretionOffset" required="N"/>
<field name="Currency" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="TimeInForce" required="N"/>
<field name="EffectiveTime" required="N"/>
<field name="ExpireDate" required="N"/>
<field name="ExpireTime" required="N"/>
<field name="ExecInst" required="N"/>
<field name="Rule80A" required="N"/>
<field name="LastShares" required="N"/>
<field name="LastPx" required="N"/>
<field name="LastSpotRate" required="N"/>
<field name="LastForwardPoints" required="N"/>
<field name="LastMkt" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="LastCapacity" required="N"/>
<field name="LeavesQty" required="Y"/>
<field name="CumQty" required="Y"/>
<field name="AvgPx" required="Y"/>
<field name="DayOrderQty" required="N"/>
<field name="DayCumQty" required="N"/>
<field name="DayAvgPx" required="N"/>
<field name="GTBookingInst" required="N"/>
<field name="TradeDate" required="N"/>
<field name="TransactTime" required="N"/>
<field name="ReportToExch" required="N"/>
<field name="Commission" required="N"/>
<field name="CommType" required="N"/>
<field name="GrossTradeAmt" required="N"/>
<field name="SettlCurrAmt" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="SettlCurrFxRate" required="N"/>
<field name="SettlCurrFxRateCalc" required="N"/>
<field name="HandlInst" required="N"/>
<field name="MinQty" required="N"/>
<field name="MaxFloor" required="N"/>
<field name="OpenClose" required="N"/>
<field name="MaxShow" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="ClearingFirm" required="Y"/>
<field name="ClearingAccount" required="N"/>
<field name="MultiLegReportingType" required="N"/>
<field name="AACCTradeType" required="N"/>
<field name="LiquidityCode" required="N"/>
<field name="UserID" required="N"/>
<field name="Source" required="N"/>
<field name="InputTradeID" required="N"/>
<field name="GivenAccount" required="N"/>
<field name="SubAccount" required="N"/>
<field name="MPID" required="N"/>
<field name="ExpirationDate" required="N"/>
<field name="ModifiedPriceType" required="N"/>
</message>
<message name="DontKnowTrade" msgtype="Q" msgcat="app">
<field name="OrderID" required="Y"/>
<field name="ExecID" required="Y"/>
<field name="DKReason" required="Y"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="LastShares" required="N"/>
<field name="LastPx" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
<field name="OrderID" required="N"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="OrigClOrdID" required="Y"/>
<field name="ClOrdID" required="Y"/>
<field name="ListID" required="N"/>
<field name="Account" required="N"/>
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N"/>
<field name="AllocShares" required="N"/>
</group>
<field name="SettlmntTyp" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="HandlInst" required="Y"/>
<field name="ExecInst" required="N"/>
<field name="MinQty" required="N"/>
<field name="MaxFloor" required="N"/>
<field name="ExDestination" required="N"/>
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N"/>
</group>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
<field name="TransactTime" required="Y"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="OrdType" required="Y"/>
<field name="Price" required="N"/>
<field name="StopPx" required="N"/>
<field name="PegDifference" required="N"/>
<field name="DiscretionInst" required="N"/>
<field name="DiscretionOffset" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="Currency" required="N"/>
<field name="TimeInForce" required="N"/>
<field name="EffectiveTime" required="N"/>
<field name="ExpireDate" required="N"/>
<field name="ExpireTime" required="N"/>
<field name="GTBookingInst" required="N"/>
<field name="Commission" required="N"/>
<field name="CommType" required="N"/>
<field name="Rule80A" required="N"/>
<field name="ForexReq" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="OpenClose" required="N"/>
<field name="CoveredOrUncovered" required="N"/>
<field name="CustomerOrFirm" required="N"/>
<field name="MaxShow" required="N"/>
<field name="LocateReqd" required="N"/>
<field name="ClearingFirm" required="N"/>
<field name="ClearingAccount" required="N"/>
</message>
<message name="OrderCancelRequest" msgtype="F" msgcat="app">
<field name="OrigClOrdID" required="Y"/>
<field name="OrderID" required="N"/>
<field name="ClOrdID" required="Y"/>
<field name="ListID" required="N"/>
<field name="Account" required="N"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
<field name="TransactTime" required="Y"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="OrderCancelReject" msgtype="9" msgcat="app">
<field name="OrderID" required="Y"/>
<field name="SecondaryOrderID" required="N"/>
<field name="ClOrdID" required="Y"/>
<field name="OrigClOrdID" required="Y"/>
<field name="OrdStatus" required="Y"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="ListID" required="N"/>
<field name="Account" required="N"/>
<field name="TransactTime" required="N"/>
<field name="CxlRejResponseTo" required="Y"/>
<field name="CxlRejReason" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="OrderStatusRequest" msgtype="H" msgcat="app">
<field name="OrderID" required="N"/>
<field name="ClOrdID" required="Y"/>
<field name="ClientID" required="N"/>
<field name="Account" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Side" required="Y"/>
</message>
<message name="Allocation" msgtype="J" msgcat="app">
<field name="AllocID" required="Y"/>
<field name="AllocTransType" required="Y"/>
<field name="RefAllocID" required="N"/>
<field name="AllocLinkID" required="N"/>
<field name="AllocLinkType" required="N"/>
<group name="NoOrders" required="Y">
<field name="ClOrdID" required="Y"/>
<field name="OrderID" required="N"/>
<field name="SecondaryOrderID" required="N"/>
<field name="ListID" required="N"/>
<field name="WaveNo" required="N"/>
</group>
<group name="NoExecs" required="N">
<field name="LastShares" required="N"/>
<field name="ExecID" required="N"/>
<field name="LastPx" required="N"/>
<field name="LastCapacity" required="N"/>
</group>
<field name="Side" required="Y"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="Shares" required="Y"/>
<field name="LastMkt" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="AvgPx" required="Y"/>
<field name="Currency" required="N"/>
<field name="AvgPrxPrecision" required="N"/>
<field name="TradeDate" required="Y"/>
<field name="TransactTime" required="N"/>
<field name="SettlmntTyp" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="GrossTradeAmt" required="N"/>
<field name="NetMoney" required="N"/>
<field name="OpenClose" 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"/>
<group name="NoAllocs" required="Y">
<field name="AllocAccount" required="Y"/>
<field name="AllocPrice" required="N"/>
<field name="AllocShares" required="Y"/>
<field name="ProcessCode" required="N"/>
<field name="BrokerOfCredit" required="N"/>
<field name="NotifyBrokerOfCredit" required="N"/>
<field name="AllocHandlInst" required="N"/>
<field name="AllocText" required="N"/>
<field name="EncodedAllocTextLen" required="N"/>
<field name="EncodedAllocText" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="ClientID" required="N"/>
<field name="Commission" required="N"/>
<field name="CommType" required="N"/>
<field name="AllocAvgPx" required="N"/>
<field name="AllocNetMoney" required="N"/>
<field name="SettlCurrAmt" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="SettlCurrFxRate" required="N"/>
<field name="SettlCurrFxRateCalc" required="N"/>
<field name="AccruedInterestAmt" required="N"/>
<field name="SettlInstMode" required="N"/>
<group name="NoMiscFees" required="N">
<field name="MiscFeeAmt" required="N"/>
<field name="MiscFeeCurr" required="N"/>
<field name="MiscFeeType" required="N"/>
</group>
</group>
</message>
<message name="AllocationACK" msgtype="P" msgcat="app">
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="AllocID" required="Y"/>
<field name="TradeDate" required="Y"/>
<field name="TransactTime" required="N"/>
<field name="AllocStatus" required="Y"/>
<field name="AllocRejCode" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</message>
<message name="SettlementInstructions" msgtype="T" msgcat="app">
<field name="SettlInstID" required="Y"/>
<field name="SettlInstTransType" required="Y"/>
<field name="SettlInstRefID" required="Y"/>
<field name="SettlInstMode" required="Y"/>
<field name="SettlInstSource" required="Y"/>
<field name="AllocAccount" required="Y"/>
<field name="SettlLocation" required="N"/>
<field name="TradeDate" required="N"/>
<field name="AllocID" required="N"/>
<field name="LastMkt" required="N"/>
<field name="TradingSessionID" required="N"/>
<field name="Side" required="N"/>
<field name="SecurityType" required="N"/>
<field name="EffectiveTime" required="N"/>
<field name="TransactTime" required="Y"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="StandInstDbType" required="N"/>
<field name="StandInstDbName" required="N"/>
<field name="StandInstDbID" required="N"/>
<field name="SettlDeliveryType" required="N"/>
<field name="SettlDepositoryCode" required="N"/>
<field name="SettlBrkrCode" required="N"/>
<field name="SettlInstCode" required="N"/>
<field name="SecuritySettlAgentName" required="N"/>
<field name="SecuritySettlAgentCode" required="N"/>
<field name="SecuritySettlAgentAcctNum" required="N"/>
<field name="SecuritySettlAgentAcctName" required="N"/>
<field name="SecuritySettlAgentContactName" required="N"/>
<field name="SecuritySettlAgentContactPhone" required="N"/>
<field name="CashSettlAgentName" required="N"/>
<field name="CashSettlAgentCode" required="N"/>
<field name="CashSettlAgentAcctNum" required="N"/>
<field name="CashSettlAgentAcctName" required="N"/>
<field name="CashSettlAgentContactName" required="N"/>
<field name="CashSettlAgentContactPhone" required="N"/>
</message>
<message name="BidRequest" msgtype="k" msgcat="app">
<field name="BidID" required="N" />
<field name="ClientBidID" required="Y" />
<field name="BidRequestTransType" required="Y" />
<field name="ListName" required="N" />
<field name="TotalNumSecurities" required="Y" />
<field name="BidType" required="Y" />
<field name="NumTickets" required="N" />
<field name="Currency" required="N" />
<field name="SideValue1" required="N" />
<field name="SideValue2" required="N" />
<group name="NoBidDescriptors" required="N">
<field name="BidDescriptorType" required="N" />
<field name="BidDescriptor" required="N" />
<field name="SideValueInd" required="N" />
<field name="LiquidityValue" required="N" />
<field name="LiquidityNumSecurities" required="N" />
<field name="LiquidityPctLow" required="N" />
<field name="LiquidityPctHigh" required="N" />
<field name="EFPTrackingError" required="N" />
<field name="FairValue" required="N" />
<field name="OutsideIndexPct" required="N" />
<field name="ValueOfFutures" required="N" />
</group>
<group name="NoBidComponents" required="N">
<field name="ListID" required="N" />
<field name="Side" required="N" />
<field name="TradingSessionID" required="N" />
<field name="NetGrossInd" required="N" />
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="Account" required="N" />
</group>
<field name="LiquidityIndType" required="N" />
<field name="WtAverageLiquidity" required="N" />
<field name="ExchangeForPhysical" required="N" />
<field name="OutMainCntryUIndex" required="N" />
<field name="CrossPercent" required="N" />
<field name="ProgRptReqs" required="N" />
<field name="ProgPeriodInterval" required="N" />
<field name="IncTaxInd" required="N" />
<field name="ForexReq" required="N" />
<field name="NumBidders" required="N" />
<field name="TradeDate" required="N" />
<field name="TradeType" required="Y" />
<field name="BasisPxType" required="Y" />
<field name="StrikeTime" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</message>
<message name="BidResponse" msgtype="l" msgcat="app">
<field name="BidID" required="N" />
<field name="ClientBidID" required="N" />
<group name="NoBidComponents" required="Y">
<field name="Commission" required="Y" />
<field name="CommType" required="Y" />
<field name="ListID" required="N" />
<field name="Country" required="N" />
<field name="Side" required="N" />
<field name="Price" required="N" />
<field name="PriceType" required="N" />
<field name="FairValue" required="N" />
<field name="NetGrossInd" required="N" />
<field name="SettlmntTyp" required="N" />
<field name="FutSettDate" required="N" />
<field name="TradingSessionID" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</group>
</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="ListExecInstType" required="N"/>
<field name="ListExecInst" required="N"/>
<field name="EncodedListExecInstLen" required="N"/>
<field name="EncodedListExecInst" required="N"/>
<field name="TotNoOrders" required="Y"/>
<group name="NoOrders" required="Y">
<field name="ClOrdID" required="Y"/>
<field name="ListSeqNo" required="Y"/>
<field name="SettlInstMode" required="N"/>
<field name="ClientID" required="N"/>
<field name="ExecBroker" required="N"/>
<field name="Account" required="N"/>
<group name="NoAllocs" required="N">
<field name="AllocAccount" required="N"/>
<field name="AllocShares" required="N"/>
</group>
<field name="SettlmntTyp" required="N"/>
<field name="FutSettDate" required="N"/>
<field name="HandlInst" required="N"/>
<field name="ExecInst" required="N"/>
<field name="MinQty" required="N"/>
<field name="MaxFloor" required="N"/>
<field name="ExDestination" required="N"/>
<group name="NoTradingSessions" required="N">
<field name="TradingSessionID" required="N"/>
</group>
<field name="ProcessCode" required="N"/>
<field name="Symbol" required="Y"/>
<field name="SymbolSfx" required="N"/>
<field name="SecurityID" required="N"/>
<field name="IDSource" required="N"/>
<field name="SecurityType" required="N"/>
<field name="MaturityMonthYear" required="N"/>
<field name="MaturityDay" required="N"/>
<field name="PutOrCall" required="N"/>
<field name="StrikePrice" required="N"/>
<field name="OptAttribute" required="N"/>
<field name="ContractMultiplier" required="N"/>
<field name="CouponRate" required="N"/>
<field name="SecurityExchange" required="N"/>
<field name="Issuer" required="N"/>
<field name="EncodedIssuerLen" required="N"/>
<field name="EncodedIssuer" required="N"/>
<field name="SecurityDesc" required="N"/>
<field name="EncodedSecurityDescLen" required="N"/>
<field name="EncodedSecurityDesc" required="N"/>
<field name="PrevClosePx" required="N"/>
<field name="Side" required="Y"/>
<field name="SideValueInd" required="N"/>
<field name="LocateReqd" required="N"/>
<field name="TransactTime" required="N"/>
<field name="OrderQty" required="N"/>
<field name="CashOrderQty" required="N"/>
<field name="OrdType" required="N"/>
<field name="Price" required="N"/>
<field name="StopPx" required="N"/>
<field name="Currency" required="N"/>
<field name="ComplianceID" required="N"/>
<field name="SolicitedFlag" required="N"/>
<field name="IOIid" required="N"/>
<field name="QuoteID" required="N"/>
<field name="TimeInForce" required="N"/>
<field name="EffectiveTime" required="N"/>
<field name="ExpireDate" required="N"/>
<field name="ExpireTime" required="N"/>
<field name="GTBookingInst" required="N"/>
<field name="Commission" required="N"/>
<field name="CommType" required="N"/>
<field name="Rule80A" required="N"/>
<field name="ForexReq" required="N"/>
<field name="SettlCurrency" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
<field name="FutSettDate2" required="N"/>
<field name="OrderQty2" required="N"/>
<field name="OpenClose" required="N"/>
<field name="CoveredOrUncovered" required="N"/>
<field name="CustomerOrFirm" required="N"/>
<field name="MaxShow" required="N"/>
<field name="PegDifference" required="N"/>
<field name="DiscretionInst" required="N"/>
<field name="DiscretionOffset" required="N"/>
<field name="ClearingFirm" required="N"/>
<field name="ClearingAccount" required="N"/>
</group>
</message>
<message name="ListStrikePrice" msgtype="m" msgcat="app">
<field name="ListID" required="Y" />
<field name="TotNoStrikes" required="Y" />
<group name="NoStrikes" required="Y">
<field name="Symbol" required="Y" />
<field name="SymbolSfx" required="N" />
<field name="SecurityID" required="N" />
<field name="IDSource" required="N" />
<field name="SecurityType" required="N" />
<field name="MaturityMonthYear" required="N" />
<field name="MaturityDay" required="N" />
<field name="PutOrCall" required="N" />
<field name="StrikePrice" required="N" />
<field name="OptAttribute" required="N" />
<field name="ContractMultiplier" required="N" />
<field name="CouponRate" required="N" />
<field name="SecurityExchange" required="N" />
<field name="Issuer" required="N" />
<field name="EncodedIssuerLen" required="N" />
<field name="EncodedIssuer" required="N" />
<field name="SecurityDesc" required="N" />
<field name="EncodedSecurityDescLen" required="N" />
<field name="EncodedSecurityDesc" required="N" />
<field name="PrevClosePx" required="N" />
<field name="ClOrdID" required="N" />
<field name="Side" required="N" />
<field name="Price" required="Y" />
<field name="Currency" required="N" />
<field name="Text" required="N" />
<field name="EncodedTextLen" required="N" />
<field name="EncodedText" required="N" />
</group>
</message>
<message name="ListStatus" msgtype="N" msgcat="app">
<field name="ListID" required="Y"/>
<field name="ListStatusType" required="Y"/>
<field name="NoRpts" required="Y"/>
<field name="ListOrderStatus" required="Y"/>
<field name="RptSeq" required="Y"/>
<field name="ListStatusText" required="N"/>
<field name="EncodedListStatusTextLen" required="N"/>
<field name="EncodedListStatusText" required="N"/>
<field name="TransactTime" required="N"/>
<field name="TotNoOrders" required="Y"/>
<group name="NoOrders" required="Y">
<field name="ClOrdID" required="Y"/>
<field name="CumQty" required="Y"/>
<field name="OrdStatus" required="Y"/>
<field name="LeavesQty" required="Y"/>
<field name="CxlQty" required="Y"/>
<field name="AvgPx" required="Y"/>
<field name="OrdRejReason" required="N"/>
<field name="Text" required="N"/>
<field name="EncodedTextLen" required="N"/>
<field name="EncodedText" required="N"/>
</group>
</message>
<message name="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="ListCancelRequest" msgtype="K" msgcat="app">
<field name="ListID" required="Y"/>
<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="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>
</messages>
<fields>
<field number="1" name="Account" type="STRING"/>
<field number="2" name="AdvId" type="STRING"/>
<field number="3" name="AdvRefID" type="STRING"/>
<field number="4" name="AdvSide" type="CHAR">
<value enum="B" description="BUY"/>
<value enum="S" description="SELL"/>
<value enum="X" description="CROSS"/>
<value enum="T" description="TRADE"/>
</field>
<field number="5" name="AdvTransType" type="STRING">
<value enum="N" description="NEW"/>
<value enum="C" description="CANCEL"/>
<value enum="R" description="REPLACE"/>
</field>
<field number="6" name="AvgPx" type="PRICE"/>
<field number="7" name="BeginSeqNo" type="INT"/>
<field number="8" name="BeginString" type="STRING"/>
<field number="9" name="BodyLength" type="INT"/>
<field number="10" name="CheckSum" type="STRING"/>
<field number="11" name="ClOrdID" type="STRING"/>
<field number="12" name="Commission" type="AMT"/>
<field number="13" name="CommType" type="CHAR">
<value enum="1" description="PER_SHARE"/>
<value enum="2" description="PERCENTAGE"/>
<value enum="3" description="ABSOLUTE"/>
</field>
<field number="14" name="CumQty" type="QTY"/>
<field number="15" name="Currency" type="CURRENCY"/>
<field number="16" name="EndSeqNo" type="INT"/>
<field number="17" name="ExecID" type="STRING"/>
<field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
<value enum="1" description="NOT_HELD"/>
<value enum="2" description="WORK"/>
<value enum="3" description="GO_ALONG"/>
<value enum="4" description="OVER_THE_DAY"/>
<value enum="5" description="HELD"/>
<value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
<value enum="7" description="STRICT_SCALE"/>
<value enum="8" description="TRY_TO_SCALE"/>
<value enum="9" description="STAY_ON_BIDSIDE"/>
<value enum="0" description="STAY_ON_OFFERSIDE"/>
<value enum="A" description="NO_CROSS"/>
<value enum="B" description="OK_TO_CROSS"/>
<value enum="C" description="CALL_FIRST"/>
<value enum="D" description="PERCENT_OF_VOLUME"/>
<value enum="E" description="DO_NOT_INCREASE_DNI"/>
<value enum="F" description="DO_NOT_REDUCE_DNR"/>
<value enum="G" description="ALL_OR_NONE_AON"/>
<value enum="I" description="INSTITUTIONS_ONLY"/>
<value enum="L" description="LAST_PEG"/>
<value enum="M" description="MIDPRICE_PEG"/>
<value enum="N" description="NONNEGOTIABLE"/>
<value enum="O" description="OPENING_PEG"/>
<value enum="P" description="MARKET_PEG"/>
<value enum="R" description="PRIMARY_PEG"/>
<value enum="S" description="SUSPEND"/>
<value enum="T" description="FIXED_PEG"/>
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
<value enum="V" description="NETTING"/>
<value enum="W" description="PEG_TO_VWAP"/>
</field>
<field number="19" name="ExecRefID" type="STRING"/>
<field number="20" name="ExecTransType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="CANCEL"/>
<value enum="2" description="CORRECT"/>
<value enum="3" description="STATUS"/>
</field>
<field number="21" name="HandlInst" type="CHAR">
<value enum="1" description="
AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
<value enum="2" description="
AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
<value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
</field>
<field number="22" name="IDSource" type="STRING">
<value enum="1" description="CUSIP"/>
<value enum="2" description="SEDOL"/>
<value enum="3" description="QUIK"/>
<value enum="4" description="ISIN_NUMBER"/>
<value enum="5" description="RIC_CODE"/>
<value enum="6" description="ISO_CURRENCY_CODE"/>
<value enum="7" description="ISO_COUNTRY_CODE"/>
<value enum="8" description="EXCHANGE_SYMBOL"/>
<value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION"/>
</field>
<field number="23" name="IOIid" type="STRING"/>
<field number="24" name="IOIOthSvc" type="CHAR"/>
<field number="25" name="IOIQltyInd" type="CHAR">
<value enum="L" description="LOW"/>
<value enum="M" description="MEDIUM"/>
<value enum="H" description="HIGH"/>
</field>
<field number="26" name="IOIRefID" type="STRING"/>
<field number="27" name="IOIShares" type="STRING"/>
<field number="28" name="IOITransType" type="CHAR">
<value enum="N" description="NEW"/>
<value enum="C" description="CANCEL"/>
<value enum="R" description="REPLACE"/>
</field>
<field number="29" name="LastCapacity" type="CHAR">
<value enum="1" description="AGENT"/>
<value enum="2" description="CROSS_AS_AGENT"/>
<value enum="3" description="CROSS_AS_PRINCIPAL"/>
<value enum="4" description="PRINCIPAL"/>
</field>
<field number="30" name="LastMkt" type="EXCHANGE"/>
<field number="31" name="LastPx" type="PRICE"/>
<field number="32" name="LastShares" type="QTY"/>
<field number="33" name="LinesOfText" type="INT"/>
<field number="34" name="MsgSeqNum" type="INT"/>
<field number="35" name="MsgType" type="STRING">
<value enum="0" description="HEARTBEAT" />
<value enum="1" description="TEST_REQUEST" />
<value enum="2" description="RESEND_REQUEST" />
<value enum="3" description="REJECT" />
<value enum="4" description="SEQUENCE_RESET" />
<value enum="5" description="LOGOUT" />
<value enum="6" description="INDICATION_OF_INTEREST" />
<value enum="7" description="ADVERTISEMENT" />
<value enum="8" description="EXECUTION_REPORT" />
<value enum="9" description="ORDER_CANCEL_REJECT" />
<value enum="A" description="LOGON" />
<value enum="B" description="NEWS" />
<value enum="C" description="EMAIL" />
<value enum="D" description="ORDER_SINGLE" />
<value enum="E" description="ORDER_LIST" />
<value enum="F" description="ORDER_CANCEL_REQUEST" />
<value enum="G" description="ORDER_CANCEL" />
<value enum="H" description="ORDER_STATUS_REQUEST" />
<value enum="J" description="ALLOCATION" />
<value enum="K" description="LIST_CANCEL_REQUEST" />
<value enum="L" description="LIST_EXECUTE" />
<value enum="M" description="LIST_STATUS_REQUEST" />
<value enum="N" description="LIST_STATUS" />
<value enum="P" description="ALLOCATION_ACK" />
<value enum="Q" description="DONT_KNOW_TRADE" />
<value enum="R" description="QUOTE_REQUEST" />
<value enum="S" description="QUOTE" />
<value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
<value enum="V" description="MARKET_DATA_REQUEST" />
<value enum="W" description="MARKET_DATA_SNAPSHOT" />
<value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
<value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
<value enum="Z" description="QUOTE_CANCEL" />
<value enum="a" description="QUOTE_STATUS_REQUEST" />
<value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
<value enum="c" description="SECURITY_DEFINITION_REQUEST" />
<value enum="d" description="SECURITY_DEFINITION" />
<value enum="e" description="SECURITY_STATUS_REQUEST" />
<value enum="f" description="SECURITY_STATUS" />
<value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
<value enum="h" description="TRADING_SESSION_STATUS" />
<value enum="i" description="MASS_QUOTE" />
<value enum="j" description="BUSINESS_MESSAGE_REJECT" />
<value enum="k" description="BID_REQUEST" />
<value enum="l" description="BID_RESPONSE" />
<value enum="m" description="LIST_STRIKE_PRICE" />
</field>
<field number="36" name="NewSeqNo" type="INT"/>
<field number="37" name="OrderID" type="STRING"/>
<field number="38" name="OrderQty" type="QTY"/>
<field number="39" name="OrdStatus" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="PARTIALLY_FILLED"/>
<value enum="2" description="FILLED"/>
<value enum="3" description="DONE_FOR_DAY"/>
<value enum="4" description="CANCELED"/>
<value enum="5" description="REPLACED"/>
<value enum="6" description="PENDING_CANCEL"/>
<value enum="7" description="STOPPED"/>
<value enum="8" description="REJECTED"/>
<value enum="9" description="SUSPENDED"/>
<value enum="A" description="PENDING_NEW"/>
<value enum="B" description="CALCULATED"/>
<value enum="C" description="EXPIRED"/>
<value enum="D" description="ACCEPTED_FOR_BIDDING"/>
<value enum="E" description="PENDING_REPLACE"/>
</field>
<field number="40" name="OrdType" type="CHAR">
<value enum="1" description="MARKET"/>
<value enum="2" description="LIMIT"/>
<value enum="3" description="STOP"/>
<value enum="4" description="STOP_LIMIT"/>
<value enum="5" description="MARKET_ON_CLOSE"/>
<value enum="6" description="WITH_OR_WITHOUT"/>
<value enum="7" description="LIMIT_OR_BETTER"/>
<value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
<value enum="9" description="ON_BASIS"/>
<value enum="A" description="ON_CLOSE"/>
<value enum="B" description="LIMIT_ON_CLOSE"/>
<value enum="C" description="FOREX_MARKET"/>
<value enum="D" description="PREVIOUSLY_QUOTED"/>
<value enum="E" description="PREVIOUSLY_INDICATED"/>
<value enum="F" description="FOREX_LIMIT"/>
<value enum="G" description="FOREX_SWAP"/>
<value enum="H" description="FOREX_PREVIOUSLY_QUOTED"/>
<value enum="I" description="FUNARI"/>
<value enum="P" description="PEGGED"/>
</field>
<field number="41" name="OrigClOrdID" type="STRING"/>
<field number="42" name="OrigTime" type="UTCTIMESTAMP"/>
<field number="43" name="PossDupFlag" type="BOOLEAN">
<value enum="Y" description="POSSIBLE_DUPLICATE"/>
<value enum="N" description="ORIGINAL_TRANSMISSION"/>
</field>
<field number="44" name="Price" type="PRICE"/>
<field number="45" name="RefSeqNum" type="INT"/>
<field number="46" name="RelatdSym" type="STRING"/>
<field number="47" name="Rule80A" type="CHAR">
<value enum="A" description="AGENCY_SINGLE_ORDER"/>
<value enum="B" description="SHORT_EXEMPT_TRANSACTION_B"/>
<value enum="C" description="
PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
<value enum="D" description="
PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
<value enum="E" description="REGISTERED_EQUITY_MARKET_MAKER_TRADES"/>
<value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
<value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
<value enum="I" description="INDIVIDUAL_INVESTOR"/>
<value enum="J" description="
PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
<value enum="K" description="
PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
<value enum="L" description="SHORT_EXEMPT_AFFILIATED"/>
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER
"/>
<value enum="N" description="
PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
<value enum="O" description="COMPETING_DEALER_TRADES_O"/>
<value enum="P" description="PRINCIPAL"/>
<value enum="R" description="COMPETING_DEALER_TRADES_R"/>
<value enum="S" description="SPECIALIST_TRADES"/>
<value enum="T" description="COMPETING_DEALER_TRADES_T"/>
<value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY
"/>
<value enum="W" description="
ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
<value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED"/>
<value enum="Y" description="
PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
<value enum="Z" description="SHORT_EXEMPT_NONMEMBER"/>
</field>
<field number="48" name="SecurityID" type="STRING"/>
<field number="49" name="SenderCompID" type="STRING"/>
<field number="50" name="SenderSubID" type="STRING"/>
<field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
<field number="53" name="Shares" type="QTY"/>
<field number="54" name="Side" type="CHAR">
<value enum="1" description="BUY"/>
<value enum="2" description="SELL"/>
<value enum="3" description="BUY_MINUS"/>
<value enum="4" description="SELL_PLUS"/>
<value enum="5" description="SELL_SHORT"/>
<value enum="6" description="SELL_SHORT_EXEMPT"/>
<value enum="7" description="D"/>
<value enum="8" description="CROSS"/>
<value enum="9" description="CROSS_SHORT"/>
</field>
<field number="55" name="Symbol" type="STRING"/>
<field number="56" name="TargetCompID" type="STRING"/>
<field number="57" name="TargetSubID" type="STRING"/>
<field number="58" name="Text" type="STRING"/>
<field number="59" name="TimeInForce" type="CHAR">
<value enum="0" description="DAY"/>
<value enum="1" description="GOOD_TILL_CANCEL"/>
<value enum="2" description="AT_THE_OPENING"/>
<value enum="3" description="IMMEDIATE_OR_CANCEL"/>
<value enum="4" description="FILL_OR_KILL"/>
<value enum="5" description="GOOD_TILL_CROSSING"/>
<value enum="6" description="GOOD_TILL_DATE"/>
</field>
<field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
<field number="61" name="Urgency" type="CHAR">
<value enum="0" description="NORMAL"/>
<value enum="1" description="FLASH"/>
<value enum="2" description="BACKGROUND"/>
</field>
<field number="62" name="ValidUntilTime" type="UTCTIMESTAMP"/>
<field number="63" name="SettlmntTyp" type="CHAR">
<value enum="0" description="REGULAR"/>
<value enum="1" description="CASH"/>
<value enum="2" description="NEXT_DAY"/>
<value enum="3" description="TPLUS2"/>
<value enum="4" description="TPLUS3"/>
<value enum="5" description="TPLUS4"/>
<value enum="6" description="FUTURE"/>
<value enum="7" description="WHEN_ISSUED"/>
<value enum="8" description="SELLERS_OPTION"/>
<value enum="9" description="TPLUS5"/>
</field>
<field number="64" name="FutSettDate" type="LOCALMKTDATE"/>
<field number="65" name="SymbolSfx" type="STRING"/>
<field number="66" name="ListID" type="STRING"/>
<field number="67" name="ListSeqNo" type="INT"/>
<field number="68" name="TotNoOrders" type="INT"/>
<field number="69" name="ListExecInst" type="STRING"/>
<field number="70" name="AllocID" type="STRING"/>
<field number="71" name="AllocTransType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="REPLACE"/>
<value enum="2" description="CANCEL"/>
<value enum="3" description="PRELIMINARY"/>
<value enum="4" description="CALCULATED"/>
<value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY"/>
</field>
<field number="72" name="RefAllocID" type="STRING"/>
<field number="73" name="NoOrders" type="INT"/>
<field number="74" name="AvgPrxPrecision" type="INT"/>
<field number="75" name="TradeDate" type="LOCALMKTDATE"/>
<field number="76" name="ExecBroker" type="STRING"/>
<field number="77" name="OpenClose" type="CHAR">
<value enum="O" description="OPEN"/>
<value enum="C" description="CLOSE"/>
</field>
<field number="78" name="NoAllocs" type="INT"/>
<field number="79" name="AllocAccount" type="STRING"/>
<field number="80" name="AllocShares" type="QTY"/>
<field number="81" name="ProcessCode" type="CHAR">
<value enum="0" description="REGULAR"/>
<value enum="1" description="SOFT_DOLLAR"/>
<value enum="2" description="STEPIN"/>
<value enum="3" description="STEPOUT"/>
<value enum="4" description="SOFTDOLLAR_STEPIN"/>
<value enum="5" description="SOFTDOLLAR_STEPOUT"/>
<value enum="6" description="PLAN_SPONSOR"/>
</field>
<field number="82" name="NoRpts" type="INT"/>
<field number="83" name="RptSeq" type="INT"/>
<field number="84" name="CxlQty" type="QTY"/>
<field number="85" name="NoDlvyInst" type="INT"/>
<field number="86" name="DlvyInst" type="STRING"/>
<field number="87" name="AllocStatus" type="INT">
<value enum="0" description="ACCEPTED"/>
<value enum="1" description="REJECTED"/>
<value enum="2" description="PARTIAL_ACCEPT"/>
<value enum="3" description="RECEIVED"/>
</field>
<field number="88" name="AllocRejCode" type="INT">
<value enum="0" description="UNKNOWN_ACCOUNT"/>
<value enum="1" description="INCORRECT_QUANTITY"/>
<value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
<value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
<value enum="4" description="COMMISSION_DIFFERENCE"/>
<value enum="5" description="UNKNOWN_ORDERID"/>
<value enum="6" description="UNKNOWN_LISTID"/>
<value enum="7" description="OTHER"/>
</field>
<field number="89" name="Signature" type="DATA"/>
<field number="90" name="SecureDataLen" type="INT"/>
<field number="91" name="SecureData" type="DATA"/>
<field number="92" name="BrokerOfCredit" type="STRING"/>
<field number="93" name="SignatureLength" type="INT"/>
<field number="94" name="EmailType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="REPLY"/>
<value enum="2" description="ADMIN_REPLY"/>
</field>
<field number="95" name="RawDataLength" type="INT"/>
<field number="96" name="RawData" type="DATA"/>
<field number="97" name="PossResend" type="BOOLEAN"/>
<field number="98" name="EncryptMethod" type="INT">
<value enum="0" description="NONE_OTHER"/>
<value enum="1" description="PKCS"/>
<value enum="2" description="DES"/>
<value enum="3" description="PKCSDES"/>
<value enum="4" description="PGPDES"/>
<value enum="5" description="PGPDESMD5"/>
<value enum="6" description="PEMDESMD5"/>
</field>
<field number="99" name="StopPx" type="PRICE"/>
<field number="100" name="ExDestination" type="EXCHANGE"/>
<field number="102" name="CxlRejReason" type="INT">
<value enum="0" description="TOO_LATE_TO_CANCEL"/>
<value enum="1" description="UNKNOWN_ORDER"/>
<value enum="2" description="BROKER_OPTION"/>
<value enum="3" description="ALREADY_PENDING"/>
</field>
<field number="103" name="OrdRejReason" type="INT">
<value enum="0" description="BROKER_OPTION"/>
<value enum="1" description="UNKNOWN_SYMBOL"/>
<value enum="2" description="EXCHANGE_CLOSED"/>
<value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
<value enum="4" description="TOO_LATE_TO_ENTER"/>
<value enum="5" description="UNKNOWN_ORDER"/>
<value enum="6" description="DUPLICATE_ORDER"/>
<value enum="7" description="DUPLICATE_VERBALYES"/>
<value enum="8" description="STALE_ORDER"/>
</field>
<field number="104" name="IOIQualifier" type="CHAR">
<value enum="A" description="ALL_OR_NONE"/>
<value enum="C" description="AT_THE_CLOSE"/>
<value enum="I" description="IN_TOUCH_WITH"/>
<value enum="L" description="LIMIT"/>
<value enum="M" description="MORE_BEHIND"/>
<value enum="O" description="AT_THE_OPEN"/>
<value enum="P" description="TAKING_A_POSITION"/>
<value enum="Q" description="AT_THE_MARKET"/>
<value enum="R" description="READY_TO_TRADE"/>
<value enum="S" description="PORTFOLIO_SHOWN"/>
<value enum="T" description="THROUGH_THE_DAY"/>
<value enum="V" description="VERSUS"/>
<value enum="W" description="INDICATION_WORKING_AWAY"/>
<value enum="X" description="CROSSING_OPPORTUNITY"/>
<value enum="Y" description="AT_THE_MIDPOINT"/>
<value enum="Z" description="PREOPEN"/>
</field>
<field number="105" name="WaveNo" type="STRING"/>
<field number="106" name="Issuer" type="STRING"/>
<field number="107" name="SecurityDesc" type="STRING"/>
<field number="108" name="HeartBtInt" type="INT"/>
<field number="109" name="ClientID" type="STRING"/>
<field number="110" name="MinQty" type="QTY"/>
<field number="111" name="MaxFloor" type="QTY"/>
<field number="112" name="TestReqID" type="STRING"/>
<field number="113" name="ReportToExch" type="BOOLEAN">
<value enum="Y" description="YES"/>
<value enum="N" description="NO"/>
</field>
<field number="114" name="LocateReqd" type="BOOLEAN">
<value enum="Y" description="YES"/>
<value enum="N" description="NO"/>
</field>
<field number="115" name="OnBehalfOfCompID" type="STRING"/>
<field number="116" name="OnBehalfOfSubID" type="STRING"/>
<field number="117" name="QuoteID" type="STRING"/>
<field number="118" name="NetMoney" type="AMT"/>
<field number="119" name="SettlCurrAmt" type="AMT"/>
<field number="120" name="SettlCurrency" type="CURRENCY"/>
<field number="121" name="ForexReq" type="BOOLEAN">
<value enum="Y" description="YES"/>
<value enum="N" description="NO"/>
</field>
<field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
<field number="123" name="GapFillFlag" type="BOOLEAN">
<value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"
/>
<value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
</field>
<field number="124" name="NoExecs" type="INT"/>
<field number="126" name="ExpireTime" type="UTCTIMESTAMP"/>
<field number="127" name="DKReason" type="CHAR">
<value enum="A" description="UNKNOWN_SYMBOL"/>
<value enum="B" description="WRONG_SIDE"/>
<value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
<value enum="D" description="NO_MATCHING_ORDER"/>
<value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
<value enum="Z" description="OTHER" />
</field>
<field number="128" name="DeliverToCompID" type="STRING"/>
<field number="129" name="DeliverToSubID" type="STRING"/>
<field number="130" name="IOINaturalFlag" type="BOOLEAN">
<value enum="Y" description="NATURAL"/>
<value enum="N" description="NOT_NATURAL"/>
</field>
<field number="131" name="QuoteReqID" type="STRING"/>
<field number="132" name="BidPx" type="PRICE"/>
<field number="133" name="OfferPx" type="PRICE"/>
<field number="134" name="BidSize" type="QTY"/>
<field number="135" name="OfferSize" type="QTY"/>
<field number="136" name="NoMiscFees" type="INT"/>
<field number="137" name="MiscFeeAmt" type="AMT"/>
<field number="138" name="MiscFeeCurr" type="CURRENCY"/>
<field number="139" name="MiscFeeType" type="CHAR">
<value enum="1" description="REGULATORY"/>
<value enum="2" description="TAX"/>
<value enum="3" description="LOCAL_COMMISSION"/>
<value enum="4" description="EXCHANGE_FEES"/>
<value enum="5" description="STAMP"/>
<value enum="6" description="LEVY"/>
<value enum="7" description="OTHER"/>
<value enum="8" description="MARKUP"/>
<value enum="9" description="CONSUMPTION_TAX"/>
</field>
<field number="140" name="PrevClosePx" type="PRICE"/>
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN">
<value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/>
<value enum="N" description="NO"/>
</field>
<field number="142" name="SenderLocationID" type="STRING"/>
<field number="143" name="TargetLocationID" type="STRING"/>
<field number="144" name="OnBehalfOfLocationID" type="STRING"/>
<field number="145" name="DeliverToLocationID" type="STRING"/>
<field number="146" name="NoRelatedSym" type="INT"/>
<field number="147" name="Subject" type="STRING"/>
<field number="148" name="Headline" type="STRING"/>
<field number="149" name="URLLink" type="STRING"/>
<field number="150" name="ExecType" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="PARTIAL_FILL"/>
<value enum="2" description="FILL"/>
<value enum="3" description="DONE_FOR_DAY"/>
<value enum="4" description="CANCELED"/>
<value enum="5" description="REPLACE"/>
<value enum="6" description="PENDING_CANCEL"/>
<value enum="7" description="STOPPED"/>
<value enum="8" description="REJECTED"/>
<value enum="9" description="SUSPENDED"/>
<value enum="A" description="PENDING_NEW"/>
<value enum="B" description="CALCULATED"/>
<value enum="C" description="EXPIRED"/>
<value enum="D" description="RESTATED"/>
<value enum="E" description="PENDING_REPLACE"/>
</field>
<field number="151" name="LeavesQty" type="QTY"/>
<field number="152" name="CashOrderQty" type="QTY"/>
<field number="153" name="AllocAvgPx" type="PRICE"/>
<field number="154" name="AllocNetMoney" type="AMT"/>
<field number="155" name="SettlCurrFxRate" type="FLOAT"/>
<field number="156" name="SettlCurrFxRateCalc" type="CHAR">
<value enum="M" description="MULTIPLY"/>
<value enum="D" description="DIVIDE"/>
</field>
<field number="157" name="NumDaysInterest" type="INT"/>
<field number="158" name="AccruedInterestRate" type="FLOAT"/>
<field number="159" name="AccruedInterestAmt" type="AMT"/>
<field number="160" name="SettlInstMode" type="CHAR">
<value enum="0" description="DEFAULT"/>
<value enum="1" description="STANDING_INSTRUCTIONS_PROVIDED"/>
<value enum="2" description="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING"
/>
<value enum="3" description="SPECIFIC_ALLOCATION_ACCOUNT_STANDING"/>
</field>
<field number="161" name="AllocText" type="STRING"/>
<field number="162" name="SettlInstID" type="STRING"/>
<field number="163" name="SettlInstTransType" type="CHAR">
<value enum="N" description="NEW"/>
<value enum="C" description="CANCEL"/>
<value enum="R" description="REPLACE"/>
</field>
<field number="164" name="EmailThreadID" type="STRING"/>
<field number="165" name="SettlInstSource" type="CHAR">
<value enum="1" description="BROKER"/>
<value enum="2" description="INSTITUTION"/>
</field>
<field number="166" name="SettlLocation" type="STRING">
<value enum="CED" description="CEDEL"/>
<value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
<value enum="EUR" description="EUROCLEAR"/>
<value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
<value enum="PNY" description="PHYSICAL"/>
<value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
<value enum="ISO" description="LOCAL_MARKET_SETTLE_LOCATION"/>
</field>
<field number="167" name="SecurityType" type="STRING">
<value enum="BA" description="BANKERS_ACCEPTANCE"/>
<value enum="CB" description="CONVERTIBLE_BOND"/>
<value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
<value enum="CMO" description="COLLATERALIZE_MORTGAGE_OBLIGATION"/>
<value enum="CORP" description="CORPORATE_BOND"/>
<value enum="CP" description="COMMERCIAL_PAPER"/>
<value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
<value enum="CS" description="COMMON_STOCK"/>
<value enum="FHA" description="FEDERAL_HOUSING_AUTHORITY"/>
<value enum="FHL" description="FEDERAL_HOME_LOAN"/>
<value enum="FN" description="FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION"
/>
<value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
<value enum="FUT" description="FUTURE"/>
<value enum="GN" description="
GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION"/>
<value enum="GOVT" description="TREASURIES_PLUS_AGENCY_DEBENTURE"/>
<value enum="MF" description="MUTUAL_FUND"/>
<value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
<value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
<value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
<value enum="MPT" description="MISCELLANEOUS_PASSTHRU"/>
<value enum="MUNI" description="MUNICIPAL_BOND"/>
<value enum="NONE" description="NO_ISITC_SECURITY_TYPE"/>
<value enum="OPT" description="OPTION"/>
<value enum="PS" description="PREFERRED_STOCK"/>
<value enum="RP" description="REPURCHASE_AGREEMENT"/>
<value enum="RVRP" description="REVERSE_REPURCHASE_AGREEMENT"/>
<value enum="SL" description="STUDENT_LOAN_MARKETING_ASSOCIATION"/>
<value enum="TD" description="TIME_DEPOSIT"/>
<value enum="USTB" description="US_TREASURY_BILL"/>
<value enum="WAR" description="WARRANT"/>
<value enum="ZOO" description="CATS_TIGERS"/>
</field>
<field number="168" name="EffectiveTime" type="UTCTIMESTAMP"/>
<field number="169" name="StandInstDbType" type="INT">
<value enum="0" description="OTHER"/>
<value enum="1" description="DTC_SID"/>
<value enum="2" description="THOMSON_ALERT"/>
<value enum="3" description="A_GLOBAL_CUSTODIAN"/>
</field>
<field number="170" name="StandInstDbName" type="STRING"/>
<field number="171" name="StandInstDbID" type="STRING"/>
<field number="172" name="SettlDeliveryType" type="INT"/>
<field number="173" name="SettlDepositoryCode" type="STRING"/>
<field number="174" name="SettlBrkrCode" type="STRING"/>
<field number="175" name="SettlInstCode" type="STRING"/>
<field number="176" name="SecuritySettlAgentName" type="STRING"/>
<field number="177" name="SecuritySettlAgentCode" type="STRING"/>
<field number="178" name="SecuritySettlAgentAcctNum" type="STRING"/>
<field number="179" name="SecuritySettlAgentAcctName" type="STRING"/>
<field number="180" name="SecuritySettlAgentContactName" type="STRING"
/>
<field number="181" name="SecuritySettlAgentContactPhone" type="STRING"
/>
<field number="182" name="CashSettlAgentName" type="STRING"/>
<field number="183" name="CashSettlAgentCode" type="STRING"/>
<field number="184" name="CashSettlAgentAcctNum" type="STRING"/>
<field number="185" name="CashSettlAgentAcctName" type="STRING"/>
<field number="186" name="CashSettlAgentContactName" type="STRING"/>
<field number="187" name="CashSettlAgentContactPhone" type="STRING"/>
<field number="188" name="BidSpotRate" type="PRICE"/>
<field number="189" name="BidForwardPoints" type="PRICEOFFSET"/>
<field number="190" name="OfferSpotRate" type="PRICE"/>
<field number="191" name="OfferForwardPoints" type="PRICEOFFSET"/>
<field number="192" name="OrderQty2" type="QTY"/>
<field number="193" name="FutSettDate2" type="LOCALMKTDATE"/>
<field number="194" name="LastSpotRate" type="PRICE"/>
<field number="195" name="LastForwardPoints" type="PRICEOFFSET"/>
<field number="196" name="AllocLinkID" type="STRING"/>
<field number="197" name="AllocLinkType" type="INT">
<value enum="0" description="FX_NETTING"/>
<value enum="1" description="FX_SWAP"/>
</field>
<field number="198" name="SecondaryOrderID" type="STRING"/>
<field number="199" name="NoIOIQualifiers" type="INT"/>
<field number="200" name="MaturityMonthYear" type="MONTHYEAR"/>
<field number="201" name="PutOrCall" type="INT">
<value enum="0" description="PUT"/>
<value enum="1" description="CALL"/>
</field>
<field number="202" name="StrikePrice" type="PRICE"/>
<field number="203" name="CoveredOrUncovered" type="INT">
<value enum="0" description="COVERED"/>
<value enum="1" description="UNCOVERED"/>
</field>
<field number="204" name="CustomerOrFirm" type="INT">
<value enum="0" description="CUSTOMER"/>
<value enum="1" description="FIRM"/>
</field>
<field number="205" name="MaturityDay" type="DAYOFMONTH"/>
<field number="206" name="OptAttribute" type="CHAR"/>
<field number="207" name="SecurityExchange" type="EXCHANGE"/>
<field number="208" name="NotifyBrokerOfCredit" type="BOOLEAN">
<value enum="Y" description="DETAILS_SHOULD_BE_COMMUNICATED"/>
<value enum="N" description="DETAILS_SHOULD_NOT_BE_COMMUNICATED"/>
</field>
<field number="209" name="AllocHandlInst" type="INT">
<value enum="1" description="MATCH"/>
<value enum="2" description="FORWARD"/>
<value enum="3" description="FORWARD_AND_MATCH"/>
</field>
<field number="210" name="MaxShow" type="QTY"/>
<field number="211" name="PegDifference" type="PRICEOFFSET"/>
<field number="212" name="XmlDataLen" type="INT"/>
<field number="213" name="XmlData" type="DATA"/>
<field number="214" name="SettlInstRefID" type="STRING"/>
<field number="215" name="NoRoutingIDs" type="INT"/>
<field number="216" name="RoutingType" type="INT">
<value enum="1" description="TARGET_FIRM"/>
<value enum="2" description="TARGET_LIST"/>
<value enum="3" description="BLOCK_FIRM"/>
<value enum="4" description="BLOCK_LIST"/>
</field>
<field number="217" name="RoutingID" type="STRING"/>
<field number="218" name="SpreadToBenchmark" type="PRICEOFFSET"/>
<field number="219" name="Benchmark" type="CHAR">
<value enum="1" description="CURVE"/>
<value enum="2" description="FIVEYR"/>
<value enum="3" description="OLD5"/>
<value enum="4" description="TENYR"/>
<value enum="5" description="OLD10"/>
<value enum="6" description="THIRTYYR"/>
<value enum="7" description="OLD30"/>
<value enum="8" description="THREEMOLIBOR"/>
<value enum="9" description="SIXMOLIBOR"/>
</field>
<field number="223" name="CouponRate" type="FLOAT"/>
<field number="231" name="ContractMultiplier" type="FLOAT"/>
<field number="262" name="MDReqID" type="STRING"/>
<field number="263" name="SubscriptionRequestType" type="CHAR">
<value enum="0" description="SNAPSHOT"/>
<value enum="1" description="SNAPSHOT_PLUS_UPDATES"/>
<value enum="2" description="DISABLE_PREVIOUS"/>
</field>
<field number="264" name="MarketDepth" type="INT">
<!--
Temporarily commented out until we can handle
N>1 scenario
<value enum="0" description="FULL_BOOK"/>
<value enum="1" description="TOP_OF_BOOK"/>
-->
</field>
<field number="265" name="MDUpdateType" type="INT">
<value enum="0" description="FULL_REFRESH"/>
<value enum="1" description="INCREMENTAL_REFRESH"/>
</field>
<field number="266" name="AggregatedBook" type="BOOLEAN">
<value enum="Y" description="ONE_BOOK_ENTRY_PER_SIDE_PER_PRICE"/>
<value enum="N" description="
MULTIPLE_ENTRIES_PER_SIDE_PER_PRICE_ALLOWED"/>
</field>
<field number="267" name="NoMDEntryTypes" type="INT"/>
<field number="268" name="NoMDEntries" type="INT"/>
<field number="269" name="MDEntryType" type="CHAR">
<value enum="0" description="BID"/>
<value enum="1" description="OFFER"/>
<value enum="2" description="TRADE"/>
<value enum="3" description="INDEX_VALUE"/>
<value enum="4" description="OPENING_PRICE"/>
<value enum="5" description="CLOSING_PRICE"/>
<value enum="6" description="SETTLEMENT_PRICE"/>
<value enum="7" description="TRADING_SESSION_HIGH_PRICE"/>
<value enum="8" description="TRADING_SESSION_LOW_PRICE"/>
<value enum="9" description="TRADING_SESSION_VWAP_PRICE"/>
</field>
<field number="270" name="MDEntryPx" type="PRICE"/>
<field number="271" name="MDEntrySize" type="QTY"/>
<field number="272" name="MDEntryDate" type="UTCDATE"/>
<field number="273" name="MDEntryTime" type="UTCTIMEONLY"/>
<field number="274" name="TickDirection" type="CHAR">
<value enum="0" description="PLUS_TICK"/>
<value enum="1" description="ZEROPLUS_TICK"/>
<value enum="2" description="MINUS_TICK"/>
<value enum="3" description="ZEROMINUS_TICK"/>
</field>
<field number="275" name="MDMkt" type="EXCHANGE"/>
<field number="276" name="QuoteCondition" type="MULTIPLEVALUESTRING">
<value enum="A" description="OPEN_ACTIVE"/>
<value enum="B" description="CLOSED_INACTIVE"/>
<value enum="C" description="EXCHANGE_BEST"/>
<value enum="D" description="CONSOLIDATED_BEST"/>
<value enum="E" description="LOCKED"/>
<value enum="F" description="CROSSED"/>
<value enum="G" description="DEPTH"/>
<value enum="H" description="FAST_TRADING"/>
<value enum="I" description="NONFIRM"/>
</field>
<field number="277" name="TradeCondition" type="MULTIPLEVALUESTRING">
<value enum="A" description="CASH"/>
<value enum="B" description="AVERAGE_PRICE_TRADE"/>
<value enum="C" description="CASH_TRADE"/>
<value enum="D" description="NEXT_DAY"/>
<value enum="E" description="OPENING_REOPENING_TRADE_DETAIL"/>
<value enum="F" description="INTRADAY_TRADE_DETAIL"/>
<value enum="G" description="RULE_127_TRADE"/>
<value enum="H" description="RULE_155_TRADE"/>
<value enum="I" description="SOLD_LAST"/>
<value enum="J" description="NEXT_DAY_TRADE"/>
<value enum="K" description="OPENED"/>
<value enum="L" description="SELLER"/>
<value enum="M" description="SOLD"/>
<value enum="N" description="STOPPED_STOCK"/>
</field>
<field number="278" name="MDEntryID" type="STRING"/>
<field number="279" name="MDUpdateAction" type="CHAR">
<value enum="0" description="NEW"/>
<value enum="1" description="CHANGE"/>
<value enum="2" description="DELETE"/>
</field>
<field number="280" name="MDEntryRefID" type="STRING"/>
<field number="281" name="MDReqRejReason" type="CHAR">
<value enum="0" description="UNKNOWN_SYMBOL"/>
<value enum="1" description="DUPLICATE_MDREQID"/>
<value enum="2" description="INSUFFICIENT_BANDWIDTH"/>
<value enum="3" description="INSUFFICIENT_PERMISSIONS"/>
<value enum="4" description="UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE"/>
<value enum="5" description="UNSUPPORTED_MARKETDEPTH"/>
<value enum="6" description="UNSUPPORTED_MDUPDATETYPE"/>
<value enum="7" description="UNSUPPORTED_AGGREGATEDBOOK"/>
<value enum="8" description="UNSUPPORTED_MDENTRYTYPE"/>
</field>
<field number="282" name="MDEntryOriginator" type="STRING"/>
<field number="283" name="LocationID" type="STRING"/>
<field number="284" name="DeskID" type="STRING"/>
<field number="285" name="DeleteReason" type="CHAR">
<value enum="0" description="CANCELATION_TRADE_BUST"/>
<value enum="1" description="ERROR"/>
</field>
<field number="286" name="OpenCloseSettleFlag" type="CHAR">
<value enum="0" description="DAILY_OPEN_CLOSE__SETTLEMENT_PRICE"/>
<value enum="1" description="SESSION_OPEN_CLOSE__SETTLEMENT_PRICE"/>
<value enum="2" description="DELIVERY_SETTLEMENT_PRICE"/>
</field>
<field number="287" name="SellerDays" type="INT"/>
<field number="288" name="MDEntryBuyer" type="STRING"/>
<field number="289" name="MDEntrySeller" type="STRING"/>
<field number="290" name="MDEntryPositionNo" type="INT"/>
<field number="291" name="FinancialStatus" type="CHAR">
<value enum="1" description="BANKRUPT"/>
</field>
<field number="292" name="CorporateAction" type="CHAR">
<value enum="A" description="EXDIVIDEND"/>
<value enum="B" description="EXDISTRIBUTION"/>
<value enum="C" description="EXRIGHTS"/>
<value enum="D" description="NEW"/>
<value enum="E" description="EXINTEREST"/>
</field>
<field number="293" name="DefBidSize" type="QTY"/>
<field number="294" name="DefOfferSize" type="QTY"/>
<field number="295" name="NoQuoteEntries" type="INT"/>
<field number="296" name="NoQuoteSets" type="INT"/>
<field number="297" name="QuoteAckStatus" type="INT"/>
<field number="298" name="QuoteCancelType" type="INT"/>
<field number="299" name="QuoteEntryID" type="STRING"/>
<field number="300" name="QuoteRejectReason" type="INT">
<value enum="1" description="UNKNOWN_SYMBOL"/>
<value enum="2" description="EXCHANGE"/>
<value enum="3" description="QUOTE_REQUEST_EXCEEDS_LIMIT"/>
<value enum="4" description="TOO_LATE_TO_ENTER"/>
<value enum="5" description="UNKNOWN_QUOTE"/>
<value enum="6" description="DUPLICATE_QUOTE_7"/>
<value enum="8" description="INVALID_PRICE"/>
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
</field>
<field number="301" name="QuoteResponseLevel" type="INT"/>
<field number="302" name="QuoteSetID" type="STRING"/>
<field number="303" name="QuoteRequestType" type="INT"/>
<field number="304" name="TotQuoteEntries" type="INT"/>
<field number="305" name="UnderlyingIDSource" type="STRING"/>
<field number="306" name="UnderlyingIssuer" type="STRING"/>
<field number="307" name="UnderlyingSecurityDesc" type="STRING"/>
<field number="308" name="UnderlyingSecurityExchange" type="EXCHANGE"/>
<field number="309" name="UnderlyingSecurityID" type="STRING"/>
<field number="310" name="UnderlyingSecurityType" type="STRING"/>
<field number="311" name="UnderlyingSymbol" type="STRING"/>
<field number="312" name="UnderlyingSymbolSfx" type="STRING"/>
<field number="313" name="UnderlyingMaturityMonthYear" type="MONTHYEAR"
/>
<field number="314" name="UnderlyingMaturityDay" type="DAYOFMONTH"/>
<field number="315" name="UnderlyingPutOrCall" type="INT"/>
<field number="316" name="UnderlyingStrikePrice" type="PRICE"/>
<field number="317" name="UnderlyingOptAttribute" type="CHAR"/>
<field number="318" name="UnderlyingCurrency" type="CURRENCY"/>
<field number="319" name="RatioQty" type="QTY"/>
<field number="320" name="SecurityReqID" type="STRING"/>
<field number="321" name="SecurityRequestType" type="INT">
<value enum="0" description="
REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS"/>
<value enum="1" description="
REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED"/>
<value enum="2" description="REQUEST_LIST_SECURITY_TYPES"/>
<value enum="3" description="REQUEST_LIST_SECURITIES"/>
</field>
<field number="322" name="SecurityResponseID" type="STRING"/>
<field number="323" name="SecurityResponseType" type="INT">
<value enum="1" description="ACCEPT_SECURITY_PROPOSAL_AS_IS"/>
<value enum="2" description="
ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE"/>
<value enum="3" description="
LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST"/>
<value enum="4" description="LIST_OF_SECURITIES_RETURNED_PER_REQUEST"
/>
<value enum="5" description="REJECT_SECURITY_PROPOSAL"/>
<value enum="6" description="CAN_NOT_MATCH_SELECTION_CRITERIA"/>
</field>
<field number="324" name="SecurityStatusReqID" type="STRING"/>
<field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
<value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/>
<value enum="N" description="
MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/>
</field>
<field number="326" name="SecurityTradingStatus" type="INT">
<value enum="1" description="OPENING_DELAY"/>
<value enum="2" description="TRADING_HALT"/>
<value enum="3" description="RESUME"/>
<value enum="4" description="NO_OPENNO_RESUME"/>
<value enum="5" description="PRICE_INDICATION"/>
<value enum="6" description="TRADING_RANGE_INDICATION"/>
<value enum="7" description="MARKET_IMBALANCE_BUY"/>
<value enum="8" description="MARKET_IMBALANCE_SELL"/>
<value enum="9" description="MARKET_ON_CLOSE_IMBALANCE_BUY"/>
<value enum="10" description="MARKET_ON_CLOSE_IMBALANCE_SELL"/>
<value enum="11" description="NOT_ASSIGNED" />
<value enum="12" description="NO_MARKET_IMBALANCE"/>
<value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/>
<value enum="14" description="ITS_PREOPENING"/>
<value enum="15" description="NEW_PRICE_INDICATION"/>
<value enum="16" description="TRADE_DISSEMINATION_TIME"/>
<value enum="17" description="READY_TO_TRADE"/>
<value enum="18" description="NOT_AVAILABLE_FOR_TRADING"/>
<value enum="19" description="NOT_TRADED_ON_THIS_MARKET"/>
<value enum="20" description="UNKNOWN_OR_INVALID"/>
</field>
<field number="327" name="HaltReason" type="CHAR">
<value enum="I" description="ORDER_IMBALANCE"/>
<value enum="X" description="EQUIPMENT_CHANGEOVER"/>
<value enum="P" description="NEWS_PENDING"/>
<value enum="D" description="NEWS_DISSEMINATION"/>
<value enum="E" description="ORDER_INFLUX"/>
<value enum="M" description="ADDITIONAL_INFORMATION"/>
</field>
<field number="328" name="InViewOfCommon" type="BOOLEAN">
<value enum="Y" description="
HALT_WAS_DUE_TO_COMMON_STOCK_BEING_HALTED"/>
<value enum="N" description="
HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_COMMON_STOCK"/>
</field>
<field number="329" name="DueToRelated" type="BOOLEAN">
<value enum="Y" description="
HALT_WAS_DUE_TO_RELATED_SECURITY_BEING_HALTED"/>
<value enum="N" description="
HALT_WAS_NOT_RELATED_TO_A_HALT_OF_THE_RELATED_SECURITY"/>
</field>
<field number="330" name="BuyVolume" type="QTY"/>
<field number="331" name="SellVolume" type="QTY"/>
<field number="332" name="HighPx" type="PRICE"/>
<field number="333" name="LowPx" type="PRICE"/>
<field number="334" name="Adjustment" type="INT">
<value enum="1" description="CANCEL"/>
<value enum="2" description="ERROR"/>
<value enum="3" description="CORRECTION"/>
</field>
<field number="335" name="TradSesReqID" type="STRING"/>
<field number="336" name="TradingSessionID" type="STRING"/>
<field number="337" name="ContraTrader" type="STRING"/>
<field number="338" name="TradSesMethod" type="INT">
<value enum="1" description="ELECTRONIC"/>
<value enum="2" description="OPEN_OUTCRY"/>
<value enum="3" description="TWO_PARTY"/>
</field>
<field number="339" name="TradSesMode" type="INT">
<value enum="1" description="TESTING"/>
<value enum="2" description="SIMULATED"/>
<value enum="3" description="PRODUCTION"/>
</field>
<field number="340" name="TradSesStatus" type="INT">
<value enum="1" description="HALTED"/>
<value enum="2" description="OPEN"/>
<value enum="3" description="CLOSED"/>
<value enum="4" description="PREOPEN"/>
<value enum="5" description="PRECLOSE"/>
</field>
<field number="341" name="TradSesStartTime" type="UTCTIMESTAMP"/>
<field number="342" name="TradSesOpenTime" type="UTCTIMESTAMP"/>
<field number="343" name="TradSesPreCloseTime" type="UTCTIMESTAMP"/>
<field number="344" name="TradSesCloseTime" type="UTCTIMESTAMP"/>
<field number="345" name="TradSesEndTime" type="UTCTIMESTAMP"/>
<field number="346" name="NumberOfOrders" type="INT"/>
<field number="347" name="MessageEncoding" type="STRING"/>
<field number="348" name="EncodedIssuerLen" type="INT"/>
<field number="349" name="EncodedIssuer" type="DATA"/>
<field number="350" name="EncodedSecurityDescLen" type="INT"/>
<field number="351" name="EncodedSecurityDesc" type="DATA"/>
<field number="352" name="EncodedListExecInstLen" type="INT"/>
<field number="353" name="EncodedListExecInst" type="DATA"/>
<field number="354" name="EncodedTextLen" type="INT"/>
<field number="355" name="EncodedText" type="DATA"/>
<field number="356" name="EncodedSubjectLen" type="INT"/>
<field number="357" name="EncodedSubject" type="DATA"/>
<field number="358" name="EncodedHeadlineLen" type="INT"/>
<field number="359" name="EncodedHeadline" type="DATA"/>
<field number="360" name="EncodedAllocTextLen" type="INT"/>
<field number="361" name="EncodedAllocText" type="DATA"/>
<field number="362" name="EncodedUnderlyingIssuerLen" type="INT"/>
<field number="363" name="EncodedUnderlyingIssuer" type="DATA"/>
<field number="364" name="EncodedUnderlyingSecurityDescLen" type="INT"
/>
<field number="365" name="EncodedUnderlyingSecurityDesc" type="DATA"/>
<field number="366" name="AllocPrice" type="PRICE"/>
<field number="367" name="QuoteSetValidUntilTime" type="UTCTIMESTAMP"/>
<field number="368" name="QuoteEntryRejectReason" type="INT">
<value enum="1" description="UNKNOWN_SYMBOL"/>
<value enum="2" description="EXCHANGE"/>
<value enum="3" description="QUOTE_EXCEEDS_LIMIT"/>
<value enum="4" description="TOO_LATE_TO_ENTER"/>
<value enum="5" description="UNKNOWN_QUOTE"/>
<value enum="6" description="DUPLICATE_QUOTE"/>
<value enum="7" description="INVALID_BIDASK_SPREAD"/>
<value enum="8" description="INVALID_PRICE"/>
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
</field>
<field number="369" name="LastMsgSeqNumProcessed" type="INT"/>
<field number="370" name="OnBehalfOfSendingTime" type="UTCTIMESTAMP"/>
<field number="371" name="RefTagID" type="INT"/>
<field number="372" name="RefMsgType" type="STRING"/>
<field number="373" name="SessionRejectReason" type="INT">
<value enum="0" description="INVALID_TAG_NUMBER"/>
<value enum="1" description="REQUIRED_TAG_MISSING"/>
<value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
<value enum="3" description="UNDEFINED_TAG"/>
<value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
<value enum="5" description="VALUE_IS_INCORRECT"/>
<value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
<value enum="7" description="DECRYPTION_PROBLEM"/>
<value enum="8" description="SIGNATURE_PROBLEM"/>
<value enum="9" description="COMPID_PROBLEM"/>
<value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/>
<value enum="11" description="E"/>
</field>
<field number="374" name="BidRequestTransType" type="CHAR">
<value enum="N" description="NEW"/>
<value enum="C" description="CANCEL"/>
</field>
<field number="375" name="ContraBroker" type="STRING"/>
<field number="376" name="ComplianceID" type="STRING"/>
<field number="377" name="SolicitedFlag" type="BOOLEAN">
<value enum="Y" description="WAS_SOLCITIED"/>
<value enum="N" description="WAS_NOT_SOLICITED"/>
</field>
<field number="378" name="ExecRestatementReason" type="INT">
<value enum="0" description="GT_CORPORATE_ACTION"/>
<value enum="1" description="GT_RENEWAL_RESTATEMENT"/>
<value enum="2" description="VERBAL_CHANGE"/>
<value enum="3" description="REPRICING_OF_ORDER"/>
<value enum="4" description="BROKER_OPTION"/>
<value enum="5" description="PARTIAL_DECLINE_OF_ORDERQTY"/>
</field>
<field number="379" name="BusinessRejectRefID" type="STRING"/>
<field number="380" name="BusinessRejectReason" type="INT">
<value enum="0" description="OTHER"/>
<value enum="1" description="UNKOWN_ID"/>
<value enum="2" description="UNKNOWN_SECURITY"/>
<value enum="3" description="UNSUPPORTED_MESSAGE_TYPE"/>
<value enum="4" description="APPLICATION_NOT_AVAILABLE"/>
<value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING"/>
</field>
<field number="381" name="GrossTradeAmt" type="AMT"/>
<field number="382" name="NoContraBrokers" type="INT"/>
<field number="383" name="MaxMessageSize" type="INT"/>
<field number="384" name="NoMsgTypes" type="INT"/>
<field number="385" name="MsgDirection" type="CHAR">
<value enum="S" description="SEND"/>
<value enum="R" description="RECEIVE"/>
</field>
<field number="386" name="NoTradingSessions" type="INT"/>
<field number="387" name="TotalVolumeTraded" type="QTY"/>
<field number="388" name="DiscretionInst" type="CHAR">
<value enum="0" description="RELATED_TO_DISPLAYED_PRICE"/>
<value enum="1" description="RELATED_TO_MARKET_PRICE"/>
<value enum="2" description="RELATED_TO_PRIMARY_PRICE"/>
<value enum="3" description="RELATED_TO_LOCAL_PRIMARY_PRICE"/>
<value enum="4" description="RELATED_TO_MIDPOINT_PRICE"/>
<value enum="5" description="RELATED_TO_LAST_TRADE_PRICE"/>
</field>
<field number="389" name="DiscretionOffset" type="PRICEOFFSET"/>
<field number="390" name="BidID" type="STRING"/>
<field number="391" name="ClientBidID" type="STRING"/>
<field number="392" name="ListName" type="STRING"/>
<field number="393" name="TotalNumSecurities" type="INT"/>
<field number="394" name="BidType" type="INT"/>
<field number="395" name="NumTickets" type="INT"/>
<field number="396" name="SideValue1" type="AMT"/>
<field number="397" name="SideValue2" type="AMT"/>
<field number="398" name="NoBidDescriptors" type="INT"/>
<field number="399" name="BidDescriptorType" type="INT"/>
<field number="400" name="BidDescriptor" type="STRING"/>
<field number="401" name="SideValueInd" type="INT"/>
<field number="402" name="LiquidityPctLow" type="FLOAT"/>
<field number="403" name="LiquidityPctHigh" type="FLOAT"/>
<field number="404" name="LiquidityValue" type="AMT"/>
<field number="405" name="EFPTrackingError" type="FLOAT"/>
<field number="406" name="FairValue" type="AMT"/>
<field number="407" name="OutsideIndexPct" type="FLOAT"/>
<field number="408" name="ValueOfFutures" type="AMT"/>
<field number="409" name="LiquidityIndType" type="INT"/>
<field number="410" name="WtAverageLiquidity" type="FLOAT"/>
<field number="411" name="ExchangeForPhysical" type="BOOLEAN">
<value enum="Y" description="TRUE"/>
<value enum="N" description="FALSE"/>
</field>
<field number="412" name="OutMainCntryUIndex" type="AMT"/>
<field number="413" name="CrossPercent" type="FLOAT"/>
<field number="414" name="ProgRptReqs" type="INT"/>
<field number="415" name="ProgPeriodInterval" type="INT"/>
<field number="416" name="IncTaxInd" type="INT"/>
<field number="417" name="NumBidders" type="INT"/>
<field number="418" name="TradeType" type="CHAR"/>
<field number="419" name="BasisPxType" type="CHAR"/>
<field number="420" name="NoBidComponents" type="INT"/>
<field number="421" name="Country" type="STRING"/>
<field number="422" name="TotNoStrikes" type="INT"/>
<field number="423" name="PriceType" type="INT"/>
<field number="424" name="DayOrderQty" type="QTY"/>
<field number="425" name="DayCumQty" type="QTY"/>
<field number="426" name="DayAvgPx" type="PRICE"/>
<field number="427" name="GTBookingInst" type="INT">
<value enum="0" description="BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION"
/>
<value enum="1" description="
ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES"/>
<value enum="2" description="
ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE"/>
</field>
<field number="428" name="NoStrikes" type="INT"/>
<field number="429" name="ListStatusType" type="INT"/>
<field number="430" name="NetGrossInd" type="INT"/>
<field number="431" name="ListOrderStatus" type="INT"/>
<field number="432" name="ExpireDate" type="LOCALMKTDATE"/>
<field number="433" name="ListExecInstType" type="CHAR"/>
<field number="434" name="CxlRejResponseTo" type="CHAR"/>
<field number="435" name="UnderlyingCouponRate" type="FLOAT"/>
<field number="436" name="UnderlyingContractMultiplier" type="FLOAT"/>
<field number="437" name="ContraTradeQty" type="QTY"/>
<field number="438" name="ContraTradeTime" type="UTCTIMESTAMP"/>
<field number="439" name="ClearingFirm" type="STRING"/>
<field number="440" name="ClearingAccount" type="STRING"/>
<field number="441" name="LiquidityNumSecurities" type="INT"/>
<field number="442" name="MultiLegReportingType" type="CHAR"/>
<field number="443" name="StrikeTime" type="UTCTIMESTAMP"/>
<field number="444" name="ListStatusText" type="STRING"/>
<field number="445" name="EncodedListStatusTextLen" type="INT"/>
<field number="446" name="EncodedListStatusText" type="DATA"/>
<field number="9028" name="AACCOrigin" type="CHAR">
<value enum="1" description="Futures Customer Account"/>
<value enum="2" description="Futures House Account"/>
<value enum="C" description="Equity Customer Account"/>
<value enum="F" description="Equity House Account"/>
<value enum="M" description="Equity Market-Maker Account"/>
</field>
<field number="9029" name="AACCTradeType" type="STRING">
<value enum="Equity" description="Equity"/>
<value enum="EquityOption" description="EquityOption"/>
<value enum="Future" description="Future"/>
<value enum="FutureOption" description="FutureOption"/>
</field>
<field number="9030" name="LiquidityCode" type="STRING"/>
<field number="9031" name="UserID" type="STRING"/>
<field number="9032" name="Source" type="STRING"/>
<field number="9033" name="InputTradeID" type="STRING"/>
<field number="9034" name="GivenAccount" type="STRING"/>
<field number="9035" name="SubAccount" type="STRING"/>
<field number="9036" name="MPID" type="STRING"/>
<field number="9037" name="ExpirationDate" type="STRING"/>
<field number="9038" name="ModifiedPriceType" type="STRING">
<value enum="10" description="Cabinet Pricing" />
<value enum="2" description="Otherwise"/>
</field>
</fields>
</fix>
Regards,
Mihir Chokshi
Email: mchoksh at us.ibm.com
IBM Global Business Services - Application Innovation Services
Mobile: (510) 896-5101
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