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AndyFaibishenko/A_README

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Example FIX to JSON mapper
Raw
A_README
This Gist contains an example of how to write a a FIX protocol parser using QuickFIX/J.
It also includes the XML data dictionary and a sample FIX message file with one OrderList message.
If you want to build/run this, you will need to link with QuickFIX/J and Jackson jars:
quickfixj-all-1.5.3.jar
mina-core-1.1.7.jar
slf4j-api-1.6.3.jar
log4j-1.2.15.jar
jackson-core-2.5.1.jar
jackson-databind-2.5.1.jar
jackson-annotations-2.5.1.jar
I will try to release a "real" project ASAP.
Raw
B_Parser.java
package com.istekonline.fix.json;
/*
Copyright 2015 Andrew Faibishenko
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
//JSON mapper
import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.FileNotFoundException;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import java.io.Reader;
import java.util.Iterator;
import java.util.regex.Matcher;
import java.util.regex.Pattern;
import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.ObjectMapper;
import com.fasterxml.jackson.databind.node.ArrayNode;
import com.fasterxml.jackson.databind.node.ObjectNode;
import com.fasterxml.jackson.core.JsonGenerator;
import quickfix.ConfigError;
import quickfix.DataDictionary;
import quickfix.Field;
import quickfix.FieldMap;
import quickfix.FieldNotFound;
import quickfix.FieldType;
import quickfix.Group;
import quickfix.InvalidMessage;
import quickfix.Message.Header;
import quickfix.MessageFactory;
import quickfix.MessageUtils;
import quickfix.fix42.Message;
public class Parser {
public static int counter = 1;
static BufferedWriter bwJSON;
public static void main(String[] args) {
try {
bwJSON = new BufferedWriter(new FileWriter(args[2]));
MessageFactory messageFactory = new quickfix.fix42.MessageFactory();
String filepathToDictionary = args[0];
DataDictionary dataDictionary = new DataDictionary(
filepathToDictionary);
BufferedReader reader = new BufferedReader(new FileReader(args[1]));
String sCurrentLine = null;
Pattern fixMatchRegex = Pattern.compile(".*(8=FIX.*10=....).*");
long startTime = System.currentTimeMillis();
while ((sCurrentLine = reader.readLine()) != null) {
System.out.println("Current Line:" + sCurrentLine);
Matcher matcher = fixMatchRegex.matcher(sCurrentLine);
if (matcher.matches()) {
String fixMessageString = matcher.group(1);
System.out.println("FIX String:" + fixMessageString);
quickfix.Message message = MessageUtils.parse(
messageFactory,
dataDictionary, fixMessageString);
convertToJSON(dataDictionary, message);
}
}
System.out.println("TotalTime:"
+ (System.currentTimeMillis() - startTime));
bwJSON.close();
reader.close();
} catch (InvalidMessage e) {
e.printStackTrace();
} catch (ConfigError e) {
e.printStackTrace();
} catch (FieldNotFound e) {
e.printStackTrace();
} catch (IOException e1) {
e1.printStackTrace();
}
}
private static String buildJSONString(String orig) {
return "\"" + orig + "\"";
}
private static void convertToJSON(DataDictionary dataDictionary,
quickfix.Message message) throws FieldNotFound, IOException {
// long startTime = System.nanoTime();
ObjectMapper mapper = new ObjectMapper();
mapper.configure(JsonGenerator.Feature.AUTO_CLOSE_TARGET, false);
ObjectNode rootNode = mapper.createObjectNode();
ObjectNode headerNode = rootNode.putObject("header");
convertFieldMapToJSON(dataDictionary, message.getHeader(), headerNode);
convertFieldMapToJSON(dataDictionary, message, rootNode);
mapper.writeValue(bwJSON, rootNode);
bwJSON.newLine();
// System.out.println(System.nanoTime()- startTime);
}
private static void convertFieldMapToJSON(DataDictionary dataDictionary,
FieldMap fieldmap, ObjectNode node) throws FieldNotFound {
Iterator<Field<?>> fieldIterator = fieldmap.iterator();
while (fieldIterator.hasNext()) {
Field field = (Field) fieldIterator.next();
String value = fieldmap.getString(field.getTag());
if (!isGroupCountField(dataDictionary, field)) {
node.put(String.valueOf(field.getTag()), value);
/*String fieldName = dataDictionary.getFieldName(field.getTag());
if (fieldName == null){ fieldName = "UDF"+ field.getTag();}
node.put(fieldName, value);*/
}
}
Iterator groupsKeys = fieldmap.groupKeyIterator();
while (groupsKeys.hasNext()) {
int groupCountTag = ((Integer) groupsKeys.next()).intValue();
// System.out.println(groupCountTag + ": count = "
// + fieldMap.getInt(groupCountTag));
Group group = new Group(groupCountTag, 0);
ArrayNode repeatingGroup = node.putArray(String
.valueOf(groupCountTag));
/*String fieldName = dataDictionary.getFieldName(groupCountTag);
if (fieldName == null){ fieldName = "UDF"+ groupCountTag;}
ArrayNode repeatingGroup = node.putArray(fieldName);
*/
int i = 1;
while (fieldmap.hasGroup(i, groupCountTag)) {
fieldmap.getGroup(i, group);
ObjectNode groupNode = repeatingGroup.addObject();
convertFieldMapToJSON(dataDictionary, group, groupNode);
i++;
}
}
}
private static boolean isGroupCountField(DataDictionary dd, Field field) {
return dd.getFieldTypeEnum(field.getTag()) == FieldType.NumInGroup;
}
}
Raw
C_sample.fix
8=FIX.4.29=48135=E34=3649=OCO252=20140115-07:51:41.08856=DFIX20266=INTERNALISEDOCO21234567.5348578368=2394=29382=273=211=QLR6546-2014012467=1109=ABC76=CBXX:2301=OCO221=155=AA167=OPT200=201312205=21201=1202=154=138=50040=159=047=C77=C440=OCO29465=CBXX:OCO2386=1336=SESS11=QLR6556-2014012467=2109=ABC76=CBOE:2301=OCO221=155=AA167=OPT200=201312205=21201=1202=154=238=50040=444=1.299=1.3559=047=M77=C440=OCO29465=CBXX:OCO2386=1336=SESS10=112
Raw
D_FIX42Dictionary.xml
<fix major="4" minor="2">
<header>
<field name="BeginString" required="Y"/>
<field name="BodyLength" required="Y"/>
<field name="MsgType" required="Y"/>
<field name="SenderCompID" required="Y"/>
<field name="TargetCompID" required="Y"/>
<field name="OnBehalfOfCompID" required="N"/>
<field name="DeliverToCompID" required="N"/>
<field name="SecureDataLen" required="N"/>
<field name="SecureData" required="N"/>
<field name="MsgSeqNum" required="Y"/>
<field name="SenderSubID" required="N"/>
<field name="SenderLocationID" required="N"/>
<field name="TargetSubID" required="N"/>
<field name="TargetLocationID" required="N"/>
<field name="OnBehalfOfSubID" required="N"/>
<field name="OnBehalfOfLocationID" required="N"/>
<field name="DeliverToSubID" required="N"/>
<field name="DeliverToLocationID" required="N"/>
<field name="PossDupFlag" required="N"/>
<field name="PossResend" required="N"/>
<field name="SendingTime" required="Y"/>
<field name="OrigSendingTime" required="N"/>
<field name="XmlDataLen" required="N"/>
<field name="XmlData" required="N"/>
<field name="MessageEncoding" required="N"/>
<field name="LastMsgSeqNumProcessed" required="N"/>
<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="OrderID" required="Y"/>
<field name="SecondaryOrderID" 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="Account" 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="N"/>
<field name="ClearingAccount" required="N"/>
<field name="MultiLegReportingType" 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"/>
</fields>
</fix>
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