Seed CX FIX Straight Through Processing - data dictionary

seed_fix_straight_through_processing.xml

<?xml version="1.0" encoding="utf-8"?>
<fix type="FIXT" major="1" minor="1" servicepack="0">
  <header>
    <field name="BeginString" required="Y" />
    <field name="BodyLength" required="Y" />
    <field name="MsgType" required="Y" />
    <field name="ApplVerID" required="N" />
    <field name="SenderCompID" required="Y" />
    <field name="TargetCompID" required="Y" />
    <field name="TargetSubID" required="N" />
    <field name="MsgSeqNum" required="Y" />
    <field name="PossDupFlag" required="N" />
    <field name="SenderSubID" required="N" />
    <field name="SenderLocationID" required="N" />
    <field name="SendingTime" required="Y" />
    <field name="PossResend" required="N" />
    <field name="OnBehalfOfCompID" required="N" />
    <field name="OnBehalfOfSubID" required="N" />
    <field name="OnBehalfOfLocationID" required="N" />
    <field name="OrigSendingTime" required="N" />
    <field name="DeliverToCompID" required="N" />
    <field name="DeliverToSubID" required="N" />
    <field name="LastMsgSeqNumProcessed" required="N" />
  </header>
  <trailer>
    <field name="CheckSum" required="Y" />
  </trailer>
  <messages>
    <message name="Logon" msgtype="A">
      <field name="EncryptMethod" required="Y" />
      <field name="HeartBtInt" required="Y" />
      <field name="DefaultApplVerID" required="Y" />
      <field name="ResetSeqNumFlag" required="N" />
      <field name="ApplicationSystemName" required="N" />
      <field name="TradingSystemVersion" required="N" />
      <field name="ApplicationSystemVendor" required="N" />
    </message>
    <message name="Heartbeat" msgtype="0">
      <field name="TestReqID" required="N" />
    </message>
    <message name="TestRequest" msgtype="1">
      <field name="TestReqID" required="Y" />
    </message>
    <message name="ResendRequest" msgtype="2">
      <field name="BeginSeqNo" required="Y" />
      <field name="EndSeqNo" required="Y" />
    </message>
    <message name="Reject" msgtype="3">
      <field name="RefSeqNum" required="Y" />
      <field name="RefTagID" required="N" />
      <field name="RefMsgType" required="N" />
      <field name="SessionRejectReason" required="N" />
      <field name="Text" required="N" />
    </message>
    <message name="BusinessReject" msgtype="j">
      <field name="RefSeqNum" required="Y" />
      <field name="RefMsgType" required="Y" />
      <field name="BusinessRejectRefID" required="N" />
      <field name="BusinessRejectReason" required="Y" />
      <field name="Text" required="N" />
      <field name="ManualOrderIndicator" required="Y" />
      <field name="CustOrderHandlingInst" required="N" />
    </message>
    <message name="SequenceReset" msgtype="4">
      <field name="NewSeqNo" required="Y" />
      <field name="GapFillFlag" required="N" />
    </message>
    <message name="Logout" msgtype="5">
      <field name="Text" required="N" />
      <field name="NextExpectedMsgSeqNum" required="Y" />
    </message>
    <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
      <field name="FirmTradeID" required="Y" />
      <component name="RootParties" required="Y" />
      <field name="TradeReportType" required="Y" />
      <field name="TradeReportTransType" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="LastPx" required="Y" />
      <field name="LastQty" required="N" />
      <field name="CFICode" required="Y" />
      <field name="TrdType" required="Y" />
      <field name="SettlMethod" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="Text" required="N" />
      <field name="Anonymous" required="N" />
      <component name="TrdCapRptSideGrp" required="Y" />
    </message>
    <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app">
      <field name="FirmTradeID" required="Y" />
      <component name="RootParties" required="Y" />
      <field name="TradeReportType" required="Y" />
      <field name="TradeReportTransType" required="Y" />
      <field name="Symbol" required="Y" />
      <field name="LastPx" required="Y" />
      <field name="LastQty" required="N" />
      <field name="CFICode" required="Y" />
      <field name="TrdType" required="Y" />
      <field name="Currency" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="SettlMethod" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="Anonymous" required="N" />
      <component name="TrdCapRptSideGrp" required="Y" />
      <field name="TradeID" required="N" />
      <field name="TrdRptStatus" required="Y" />
      <field name="Text" required="N" />
      <field name="TradeReportRejectReason" required="N" />
    </message>
  </messages>
  <components>
    <component name="TrdCapRptSideGrp" required="N">
      <group name="NoSides" required="Y">
        <field name="Side" required="Y" />
        <field name="SideCurrency" required="N" />
        <field name="SettlCurrAmt" required="N" />
        <field name="SideLiquidityInd" required="N" />
        <field name="OrderID" required="N" />
        <field name="ClOrdID" required="N" />
        <field name="SideExecID" required="N" />
        <component name="Parties" required="Y" />
      </group>
    </component>
    <component name="Parties" required="N">
      <group name="NoPartyIDs" required="Y">
        <field name="PartyID" required="Y" />
        <field name="PartyRole" required="Y" />
        <field name="PartyIDSource" required="Y" />
      </group>
    </component>
    <component name="RootParties" required="N">
      <group name="NoRootPartyIDs" required="Y">
        <field name="RootPartyID" required="Y" />
        <field name="RootPartyIDSource" required="Y" />
        <field name="RootPartyRole" required="Y" />
      </group>
    </component>
  </components>
  <fields>
    <field number="7" name="BeginSeqNo" type="SEQNUM" />
    <field number="8" name="BeginString" type="STRING" />
    <field number="9" name="BodyLength" type="LENGTH" />
    <field number="10" name="CheckSum" type="STRING" />
    <field number="11" name="ClOrdID" type="STRING" />
    <field number="15" name="Currency" type="CURRENCY" />
    <field number="16" name="EndSeqNo" type="SEQNUM" />
    <field number="31" name="LastPx" type="PRICE" />
    <field number="32" name="LastQty" type="QTY" />
    <field number="34" name="MsgSeqNum" type="SEQNUM" />
    <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="SESSION_REJECT" />
      <value enum="4" description="SEQUENCE_RESET" />
      <value enum="5" description="LOGOUT" />
      <value enum="A" description="LOGON" />
      <value enum="AE" description="TradeCaptureReport" />
      <value enum="AR" description="TradeCaptureReportAck" />
    </field>
    <field number="36" name="NewSeqNo" type="SEQNUM" />
    <field number="37" name="OrderID" type="STRING" />
    <field number="43" name="PossDupFlag" type="BOOLEAN" />
    <field number="45" name="RefSeqNum" type="SEQNUM" />
    <field number="49" name="SenderCompID" type="STRING" />
    <field number="50" name="SenderSubID" type="STRING" />
    <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
    <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="UNDISCLOSED" />
      <value enum="8" description="CROSS" />
      <value enum="9" description="CROSS_SHORT" />
      <value enum="A" description="CROSS_SHORT_EXEMPT" />
      <value enum="B" description="AS_DEFINED" />
      <value enum="C" description="OPPOSITE" />
      <value enum="D" description="SUBSCRIBE" />
      <value enum="E" description="REDEEM" />
      <value enum="F" description="LEND" />
      <value enum="G" description="BORROW" />
    </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="60" name="TransactTime" type="UTCTIMESTAMP" />
    <field number="97" name="PossResend" type="BOOLEAN" />
    <field number="98" name="EncryptMethod" type="INT">
      <value enum="0" description="UNENCRYPTED" />
    </field>
    <field number="108" name="HeartBtInt" type="INT" />
    <field number="112" name="TestReqID" type="STRING" />
    <field number="115" name="OnBehalfOfCompID" type="STRING" />
    <field number="116" name="OnBehalfOfSubID" type="STRING" />
    <field number="119" name="SettlCurrAmt" type="AMT" />
    <field number="120" name="SettlCurrency" type="CURRENCY" />
    <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP" />
    <field number="123" name="GapFillFlag" type="BOOLEAN" />
    <field number="128" name="DeliverToCompID" type="STRING" />
    <field number="129" name="DeliverToSubID" type="STRING" />
    <field number="141" name="ResetSeqNumFlag" type="BOOLEAN" />
    <field number="142" name="SenderLocationID" type="STRING" />
    <field number="144" name="OnBehalfOfLocationID" type="STRING" />
    <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM" />
    <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="5" description="INCORRECT_VALUE_FOR_TAG" />
      <value enum="6" description="INCORRECT_TYPE_FOR_TAG" />
      <value enum="9" description="COMPID_PROBLEM" />
      <value enum="10" description="SENDING_TIME_ACCURACY" />
      <value enum="11" description="INVALID_MESSAGE_TYPE" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="379" name="BusinessRejectRefID" type="STRING" />
    <field number="380" name="BusinessRejectReason" type="INT" />
    <field number="447" name="PartyIDSource" type="CHAR">
      <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
    </field>
    <field number="448" name="PartyID" type="STRING" />
    <field number="452" name="PartyRole" type="INT">
      <value enum="3" description="CLIENT_ID" />
    </field>
    <field number="453" name="NoPartyIDs" type="NUMINGROUP" />
    <field number="461" name="CFICode" type="STRING" />
    <field number="487" name="TradeReportTransType" type="INT">
      <value enum="0" description="NEW" />
    </field>
    <field number="552" name="NoSides" type="NUMINGROUP">
      <value enum="1" description="ONE_SIDE" />
      <value enum="2" description="BOTH_SIDES" />
    </field>
    <field number="751" name="TradeReportRejectReason" type="INT">
      <value enum="0" description="SUCCESSFUL" />
      <value enum="1" description="INVALID_PARTY_INFORMATION" />
      <value enum="2" description="UNKNOWN_INSTRUMENT" />
      <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES" />
      <value enum="4" description="INVALID_TRADE_TYPE" />
      <value enum="99" description="OTHER" />
    </field>
    <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM" />
    <field number="828" name="TrdType" type="INT">
      <value enum="0" description="REGULAR_TRADE" />
      <value enum="1" description="BLOCK_TRADE_1" />
    </field>
    <field number="856" name="TradeReportType" type="INT">
      <value enum="0" description="SUBMIT" />
    </field>
    <field number="939" name="TrdRptStatus" type="INT">
      <value enum="0" description="ACCEPTED" />
      <value enum="1" description="REJECTED" />
      <value enum="4" description="PENDING_NEW" />
    </field>
    <field number="1003" name="TradeID" type="STRING" />
    <field number="1028" name="ManualOrderIndicator" type="BOOLEAN" />
    <field number="1031" name="CustOrderHandlingInst" type="CHAR">
      <value enum="A" description="PHONE_SIMPLEX" />
      <value enum="B" description="PHONE_COMPLEX" />
      <value enum="C" description="FCM_PROVIDED_SCREEN" />
      <value enum="D" description="OTHER_PROVIDED_SCREEN" />
      <value enum="E" description="CLIENT_PLATFORM_CONTROLLED_BY_FCM" />
      <value enum="F" description="CLIENT_PLATFORM_DIRECT_TO_EXCHANGE" />
      <value enum="G" description="FCM_OR_FIX_API" />
      <value enum="H" description="ALGO_ENGINE" />
      <value enum="J" description="PRICE_AT_EXECUTION" />
      <value enum="W" description="DESK_ELECTRONIC" />
      <value enum="Y" description="CLIENT_ELECTRONIC" />
    </field>
    <field number="1041" name="FirmTradeID" type="STRING" />
    <field number="1116" name="NoRootPartyIDs" type="NUMINGROUP" />
    <field number="1117" name="RootPartyID" type="STRING" />
    <field number="1118" name="RootPartyIDSource" type="CHAR">
      <value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" />
      <value enum="G" description="MIC" />
    </field>
    <field number="1119" name="RootPartyRole" type="INT">
      <value enum="73" description="EXECUTION_VENUE" />
    </field>
    <field number="1128" name="ApplVerID" type="STRING" />
    <field number="1137" name="DefaultApplVerID" type="STRING" />
    <field number="1154" name="SideCurrency" type="CURRENCY" />
    <field number="1193" name="SettlMethod" type="CHAR">
      <value enum="C" description="CASH_SETTLEMENT_REQUIRED" />
      <value enum="P" description="PHYSICAL_SETTLEMENT_REQUIRED" />
    </field>
    <field number="1427" name="SideExecID" type="STRING" />
    <field number="1444" name="SideLiquidityInd" type="INT">
      <value enum="1" description="ADDED_LIQUIDITY" />
      <value enum="2" description="REMOVED_LIQUIDITY" />
    </field>
    <field number="1603" name="ApplicationSystemName" type="STRING" />
    <field number="1604" name="TradingSystemVersion" type="STRING" />
    <field number="1605" name="ApplicationSystemVendor" type="STRING" />
    <field number="6761" name="Anonymous" type="CHAR">
      <value enum="Y" description="PARTIES_ARE_ANNONYMOUS" />
      <value enum="N" description="PARTIES_ARE_NOT_ANNONYMOUS" />
    </field>
  </fields>
</fix>