adding quickfix
This commit is contained in:
Ramiro Paz
863
quickfix/spec/FIX40.xml
Normal file
863
quickfix/spec/FIX40.xml
Normal file
@ -0,0 +1,863 @@
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<fix major='4' type='FIX' servicepack='0' minor='0'>
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<header>
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<field name='BeginString' required='Y' />
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<field name='BodyLength' required='Y' />
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||||
<field name='MsgType' required='Y' />
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||||
<field name='SenderCompID' required='Y' />
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||||
<field name='TargetCompID' required='Y' />
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||||
<field name='OnBehalfOfCompID' required='N' />
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||||
<field name='DeliverToCompID' required='N' />
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||||
<field name='SecureDataLen' required='N' />
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||||
<field name='SecureData' required='N' />
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||||
<field name='MsgSeqNum' required='Y' />
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||||
<field name='SenderSubID' required='N' />
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||||
<field name='TargetSubID' required='N' />
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||||
<field name='OnBehalfOfSubID' required='N' />
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||||
<field name='DeliverToSubID' required='N' />
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||||
<field name='PossDupFlag' required='N' />
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||||
<field name='PossResend' required='N' />
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<field name='SendingTime' required='Y' />
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||||
<field name='OrigSendingTime' required='N' />
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</header>
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<messages>
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<message name='Heartbeat' msgcat='admin' msgtype='0'>
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<field name='TestReqID' required='N' />
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</message>
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<message name='TestRequest' msgcat='admin' msgtype='1'>
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<field name='TestReqID' required='Y' />
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</message>
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<message name='ResendRequest' msgcat='admin' msgtype='2'>
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<field name='BeginSeqNo' required='Y' />
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<field name='EndSeqNo' required='Y' />
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</message>
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<message name='Reject' msgcat='admin' msgtype='3'>
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<field name='RefSeqNum' required='Y' />
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<field name='Text' required='N' />
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</message>
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<message name='SequenceReset' msgcat='admin' msgtype='4'>
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<field name='GapFillFlag' required='N' />
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<field name='NewSeqNo' required='Y' />
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</message>
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<message name='Logout' msgcat='admin' msgtype='5'>
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<field name='Text' required='N' />
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</message>
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<message name='IndicationofInterest' msgcat='app' msgtype='6'>
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<field name='IOIid' required='Y' />
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<field name='IOITransType' required='Y' />
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<field name='IOIRefID' required='N' />
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<field name='Symbol' required='Y' />
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<field name='SymbolSfx' required='N' />
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<field name='SecurityID' required='N' />
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<field name='IDSource' required='N' />
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<field name='Issuer' required='N' />
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<field name='SecurityDesc' required='N' />
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<field name='Side' required='Y' />
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<field name='IOIShares' required='Y' />
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<field name='Price' required='N' />
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<field name='Currency' required='N' />
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<field name='ValidUntilTime' required='N' />
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<field name='IOIQltyInd' required='N' />
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<field name='IOIOthSvc' required='N' />
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<field name='IOINaturalFlag' required='N' />
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<field name='IOIQualifier' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='Advertisement' msgcat='app' msgtype='7'>
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<field name='AdvId' required='Y' />
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<field name='AdvTransType' required='Y' />
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<field name='AdvRefID' required='N' />
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<field name='Symbol' required='Y' />
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<field name='SymbolSfx' required='N' />
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<field name='SecurityID' required='N' />
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<field name='IDSource' required='N' />
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<field name='Issuer' required='N' />
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<field name='SecurityDesc' required='N' />
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<field name='AdvSide' required='Y' />
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<field name='Shares' required='Y' />
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<field name='Price' required='N' />
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<field name='Currency' required='N' />
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<field name='TransactTime' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='ExecutionReport' msgcat='app' msgtype='8'>
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<field name='OrderID' required='Y' />
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<field name='ClOrdID' required='N' />
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<field name='ClientID' required='N' />
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<field name='ExecBroker' required='N' />
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<field name='ListID' required='N' />
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<field name='ExecID' required='Y' />
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<field name='ExecTransType' required='Y' />
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<field name='ExecRefID' required='N' />
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<field name='OrdStatus' required='Y' />
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<field name='OrdRejReason' required='N' />
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<field name='Account' required='N' />
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<field name='SettlmntTyp' required='N' />
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<field name='FutSettDate' required='N' />
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<field name='Symbol' required='Y' />
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<field name='SymbolSfx' required='N' />
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<field name='SecurityID' required='N' />
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<field name='IDSource' required='N' />
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<field name='Issuer' required='N' />
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<field name='SecurityDesc' required='N' />
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<field name='Side' required='Y' />
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<field name='OrderQty' required='Y' />
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<field name='OrdType' required='N' />
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<field name='Price' required='N' />
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<field name='StopPx' required='N' />
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<field name='Currency' required='N' />
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<field name='TimeInForce' required='N' />
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<field name='ExpireTime' required='N' />
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<field name='ExecInst' required='N' />
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<field name='Rule80A' required='N' />
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<field name='LastShares' required='Y' />
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<field name='LastPx' required='Y' />
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<field name='LastMkt' required='N' />
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<field name='LastCapacity' required='N' />
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<field name='CumQty' required='Y' />
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<field name='AvgPx' required='Y' />
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<field name='TradeDate' required='N' />
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<field name='TransactTime' required='N' />
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<field name='ReportToExch' required='N' />
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<field name='Commission' required='N' />
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<field name='CommType' required='N' />
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<group name='NoMiscFees' required='N'>
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<field name='MiscFeeAmt' required='N' />
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<field name='MiscFeeCurr' required='N' />
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<field name='MiscFeeType' required='N' />
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</group>
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<field name='NetMoney' required='N' />
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<field name='SettlCurrAmt' required='N' />
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<field name='SettlCurrency' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='OrderCancelReject' msgcat='app' msgtype='9'>
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<field name='OrderID' required='Y' />
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<field name='ClOrdID' required='Y' />
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<field name='ClientID' required='N' />
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<field name='ExecBroker' required='N' />
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<field name='ListID' required='N' />
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<field name='CxlRejReason' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='Logon' msgcat='admin' msgtype='A'>
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<field name='EncryptMethod' required='Y' />
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<field name='HeartBtInt' required='Y' />
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<field name='RawDataLength' required='N' />
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<field name='RawData' required='N' />
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</message>
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<message name='News' msgcat='app' msgtype='B'>
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<field name='OrigTime' required='N' />
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<field name='Urgency' required='N' />
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<field name='RelatdSym' required='N' />
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<field name='LinesOfText' required='Y' />
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<field name='Text' required='Y' />
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<field name='RawDataLength' required='N' />
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<field name='RawData' required='N' />
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</message>
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<message name='Email' msgcat='app' msgtype='C'>
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<field name='EmailType' required='Y' />
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<field name='OrigTime' required='N' />
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<field name='RelatdSym' required='N' />
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<field name='OrderID' required='N' />
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<field name='ClOrdID' required='N' />
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<field name='LinesOfText' required='Y' />
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<field name='Text' required='Y' />
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<field name='RawDataLength' required='N' />
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<field name='RawData' required='N' />
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</message>
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<message name='NewOrderSingle' msgcat='app' msgtype='D'>
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<field name='ClOrdID' required='Y' />
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<field name='ClientID' required='N' />
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<field name='ExecBroker' required='N' />
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<field name='Account' required='N' />
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<field name='SettlmntTyp' required='N' />
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<field name='FutSettDate' required='N' />
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<field name='HandlInst' required='Y' />
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<field name='ExecInst' required='N' />
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<field name='MinQty' required='N' />
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<field name='MaxFloor' required='N' />
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<field name='ExDestination' required='N' />
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<field name='ProcessCode' required='N' />
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<field name='Symbol' required='Y' />
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<field name='SymbolSfx' required='N' />
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<field name='SecurityID' required='N' />
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<field name='IDSource' required='N' />
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<field name='Issuer' required='N' />
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<field name='SecurityDesc' required='N' />
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<field name='PrevClosePx' required='N' />
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<field name='Side' required='Y' />
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<field name='LocateReqd' required='N' />
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<field name='OrderQty' required='Y' />
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<field name='OrdType' required='Y' />
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<field name='Price' required='N' />
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<field name='StopPx' required='N' />
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<field name='Currency' required='N' />
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<field name='IOIid' required='N' />
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<field name='QuoteID' required='N' />
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<field name='TimeInForce' required='N' />
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<field name='ExpireTime' required='N' />
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<field name='Commission' required='N' />
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<field name='CommType' required='N' />
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<field name='Rule80A' required='N' />
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<field name='ForexReq' required='N' />
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<field name='SettlCurrency' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='NewOrderList' msgcat='app' msgtype='E'>
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<field name='ListID' required='Y' />
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<field name='WaveNo' required='N' />
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<field name='ListSeqNo' required='Y' />
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<field name='ListNoOrds' required='Y' />
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<field name='ListExecInst' required='N' />
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<field name='ClOrdID' required='Y' />
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<field name='ClientID' required='N' />
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<field name='ExecBroker' required='N' />
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<field name='Account' required='N' />
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<field name='SettlmntTyp' required='N' />
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<field name='FutSettDate' required='N' />
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<field name='HandlInst' required='Y' />
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<field name='ExecInst' required='N' />
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<field name='MinQty' required='N' />
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<field name='MaxFloor' required='N' />
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<field name='ExDestination' required='N' />
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<field name='ProcessCode' required='N' />
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<field name='Symbol' required='Y' />
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<field name='SymbolSfx' required='N' />
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<field name='SecurityID' required='N' />
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<field name='IDSource' required='N' />
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<field name='Issuer' required='N' />
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<field name='SecurityDesc' required='N' />
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<field name='PrevClosePx' required='N' />
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<field name='Side' required='Y' />
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<field name='LocateReqd' required='N' />
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<field name='OrderQty' required='Y' />
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<field name='OrdType' required='Y' />
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<field name='Price' required='N' />
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<field name='StopPx' required='N' />
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<field name='Currency' required='N' />
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||||
<field name='TimeInForce' required='N' />
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<field name='ExpireTime' required='N' />
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||||
<field name='Commission' required='N' />
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<field name='CommType' required='N' />
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<field name='Rule80A' required='N' />
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<field name='ForexReq' required='N' />
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<field name='SettlCurrency' required='N' />
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<field name='Text' required='N' />
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</message>
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<message name='OrderCancelRequest' msgcat='app' msgtype='F'>
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<field name='OrigClOrdID' required='Y' />
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<field name='OrderID' required='N' />
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<field name='ClOrdID' required='Y' />
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<field name='ListID' required='N' />
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||||
<field name='CxlType' required='Y' />
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||||
<field name='ClientID' required='N' />
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||||
<field name='ExecBroker' required='N' />
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||||
<field name='Symbol' required='Y' />
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||||
<field name='SymbolSfx' required='N' />
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||||
<field name='SecurityID' required='N' />
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||||
<field name='IDSource' required='N' />
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||||
<field name='Issuer' required='N' />
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||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='Side' required='Y' />
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||||
<field name='OrderQty' required='Y' />
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||||
<field name='Text' required='N' />
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</message>
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<message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
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||||
<field name='OrderID' required='N' />
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||||
<field name='ClientID' required='N' />
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||||
<field name='ExecBroker' required='N' />
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||||
<field name='OrigClOrdID' required='Y' />
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||||
<field name='ClOrdID' required='Y' />
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||||
<field name='ListID' required='N' />
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||||
<field name='Account' required='N' />
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||||
<field name='SettlmntTyp' required='N' />
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||||
<field name='FutSettDate' required='N' />
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||||
<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' />
|
||||
<field name='Symbol' required='Y' />
|
||||
<field name='SymbolSfx' required='N' />
|
||||
<field name='SecurityID' required='N' />
|
||||
<field name='IDSource' required='N' />
|
||||
<field name='Issuer' required='N' />
|
||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='Side' required='Y' />
|
||||
<field name='OrderQty' required='Y' />
|
||||
<field name='OrdType' required='Y' />
|
||||
<field name='Price' required='N' />
|
||||
<field name='StopPx' required='N' />
|
||||
<field name='Currency' required='N' />
|
||||
<field name='TimeInForce' required='N' />
|
||||
<field name='ExpireTime' 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' />
|
||||
</message>
|
||||
<message name='OrderStatusRequest' msgcat='app' msgtype='H'>
|
||||
<field name='OrderID' required='N' />
|
||||
<field name='ClOrdID' required='Y' />
|
||||
<field name='ClientID' required='N' />
|
||||
<field name='ExecBroker' required='N' />
|
||||
<field name='Symbol' required='Y' />
|
||||
<field name='SymbolSfx' required='N' />
|
||||
<field name='Issuer' required='N' />
|
||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='Side' required='Y' />
|
||||
</message>
|
||||
<message name='Allocation' msgcat='app' msgtype='J'>
|
||||
<field name='AllocID' required='Y' />
|
||||
<field name='AllocTransType' required='Y' />
|
||||
<field name='RefAllocID' required='N' />
|
||||
<group name='NoOrders' required='Y'>
|
||||
<field name='ClOrdID' required='Y' />
|
||||
<field name='OrderID' required='N' />
|
||||
<field name='ListID' required='N' />
|
||||
<field name='WaveNo' required='N' />
|
||||
</group>
|
||||
<group name='NoExecs' required='N'>
|
||||
<field name='ExecID' required='N' />
|
||||
<field name='LastShares' required='N' />
|
||||
<field name='LastPx' required='N' />
|
||||
<field name='LastMkt' 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='Issuer' required='N' />
|
||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='Shares' required='Y' />
|
||||
<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='NetMoney' required='N' />
|
||||
<group name='NoMiscFees' required='N'>
|
||||
<field name='MiscFeeAmt' required='N' />
|
||||
<field name='MiscFeeCurr' required='N' />
|
||||
<field name='MiscFeeType' required='N' />
|
||||
</group>
|
||||
<field name='SettlCurrAmt' required='N' />
|
||||
<field name='SettlCurrency' required='N' />
|
||||
<field name='OpenClose' required='N' />
|
||||
<field name='Text' required='N' />
|
||||
<group name='NoAllocs' required='Y'>
|
||||
<field name='AllocAccount' required='Y' />
|
||||
<field name='AllocShares' required='Y' />
|
||||
<field name='ProcessCode' required='N' />
|
||||
<field name='ExecBroker' required='N' />
|
||||
<field name='ClientID' required='N' />
|
||||
<field name='Commission' required='N' />
|
||||
<field name='CommType' required='N' />
|
||||
<field name='NoDlvyInst' required='N' />
|
||||
<field name='BrokerOfCredit' required='N' />
|
||||
<field name='DlvyInst' required='N' />
|
||||
</group>
|
||||
</message>
|
||||
<message name='ListCancelRequest' msgcat='app' msgtype='K'>
|
||||
<field name='ListID' required='Y' />
|
||||
<field name='WaveNo' required='N' />
|
||||
<field name='Text' required='N' />
|
||||
</message>
|
||||
<message name='ListExecute' msgcat='app' msgtype='L'>
|
||||
<field name='ListID' required='Y' />
|
||||
<field name='WaveNo' required='N' />
|
||||
<field name='Text' required='N' />
|
||||
</message>
|
||||
<message name='ListStatusRequest' msgcat='app' msgtype='M'>
|
||||
<field name='ListID' required='Y' />
|
||||
<field name='WaveNo' required='N' />
|
||||
<field name='Text' required='N' />
|
||||
</message>
|
||||
<message name='ListStatus' msgcat='app' msgtype='N'>
|
||||
<field name='ListID' required='Y' />
|
||||
<field name='WaveNo' required='N' />
|
||||
<field name='NoRpts' required='Y' />
|
||||
<field name='RptSeq' required='Y' />
|
||||
<group name='NoOrders' required='Y'>
|
||||
<field name='ClOrdID' required='Y' />
|
||||
<field name='CumQty' required='Y' />
|
||||
<field name='CxlQty' required='Y' />
|
||||
<field name='AvgPx' required='Y' />
|
||||
</group>
|
||||
</message>
|
||||
<message name='AllocationACK' msgcat='app' msgtype='P'>
|
||||
<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' />
|
||||
</message>
|
||||
<message name='DontKnowTrade' msgcat='app' msgtype='Q'>
|
||||
<field name='OrderID' required='N' />
|
||||
<field name='ExecID' required='N' />
|
||||
<field name='DKReason' required='Y' />
|
||||
<field name='Symbol' required='Y' />
|
||||
<field name='Side' required='Y' />
|
||||
<field name='OrderQty' required='Y' />
|
||||
<field name='LastShares' required='Y' />
|
||||
<field name='LastPx' required='Y' />
|
||||
<field name='Text' required='N' />
|
||||
</message>
|
||||
<message name='QuoteRequest' msgcat='app' msgtype='R'>
|
||||
<field name='QuoteReqID' required='Y' />
|
||||
<field name='Symbol' required='Y' />
|
||||
<field name='SymbolSfx' required='N' />
|
||||
<field name='SecurityID' required='N' />
|
||||
<field name='IDSource' required='N' />
|
||||
<field name='Issuer' required='N' />
|
||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='PrevClosePx' required='N' />
|
||||
<field name='Side' required='N' />
|
||||
<field name='OrderQty' required='N' />
|
||||
</message>
|
||||
<message name='Quote' msgcat='app' msgtype='S'>
|
||||
<field name='QuoteReqID' required='N' />
|
||||
<field name='QuoteID' required='Y' />
|
||||
<field name='Symbol' required='Y' />
|
||||
<field name='SymbolSfx' required='N' />
|
||||
<field name='SecurityID' required='N' />
|
||||
<field name='IDSource' required='N' />
|
||||
<field name='Issuer' required='N' />
|
||||
<field name='SecurityDesc' required='N' />
|
||||
<field name='BidPx' required='Y' />
|
||||
<field name='OfferPx' required='N' />
|
||||
<field name='BidSize' required='N' />
|
||||
<field name='OfferSize' required='N' />
|
||||
<field name='ValidUntilTime' required='N' />
|
||||
</message>
|
||||
</messages>
|
||||
<trailer>
|
||||
<field name='SignatureLength' required='N' />
|
||||
<field name='Signature' required='N' />
|
||||
<field name='CheckSum' required='Y' />
|
||||
</trailer>
|
||||
<components />
|
||||
<fields>
|
||||
<field number='1' name='Account' type='CHAR' />
|
||||
<field number='2' name='AdvId' type='INT' />
|
||||
<field number='3' name='AdvRefID' type='INT' />
|
||||
<field number='4' name='AdvSide' type='CHAR'>
|
||||
<value enum='B' description='BUY' />
|
||||
<value enum='S' description='SELL' />
|
||||
<value enum='T' description='TRADE' />
|
||||
<value enum='X' description='CROSS' />
|
||||
</field>
|
||||
<field number='5' name='AdvTransType' type='CHAR'>
|
||||
<value enum='C' description='CANCEL' />
|
||||
<value enum='N' description='NEW' />
|
||||
<value enum='R' description='REPLACE' />
|
||||
</field>
|
||||
<field number='6' name='AvgPx' type='FLOAT' />
|
||||
<field number='7' name='BeginSeqNo' type='INT' />
|
||||
<field number='8' name='BeginString' type='CHAR' />
|
||||
<field number='9' name='BodyLength' type='INT' />
|
||||
<field number='10' name='CheckSum' type='CHAR' />
|
||||
<field number='11' name='ClOrdID' type='CHAR' />
|
||||
<field number='12' name='Commission' type='FLOAT' />
|
||||
<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='INT' />
|
||||
<field number='15' name='Currency' type='CHAR' />
|
||||
<field number='16' name='EndSeqNo' type='INT' />
|
||||
<field number='17' name='ExecID' type='INT' />
|
||||
<field number='18' name='ExecInst' type='CHAR'>
|
||||
<value enum='0' description='STAY_ON_OFFERSIDE' />
|
||||
<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='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' />
|
||||
<value enum='F' description='DO_NOT_REDUCE' />
|
||||
<value enum='G' description='ALL_OR_NONE' />
|
||||
<value enum='I' description='INSTITUTIONS_ONLY' />
|
||||
<value enum='L' description='LAST_PEG' />
|
||||
<value enum='M' description='MID_PRICE_PEG' />
|
||||
<value enum='N' description='NON_NEGOTIABLE' />
|
||||
<value enum='O' description='OPENING_PEG' />
|
||||
<value enum='P' description='MARKET_PEG' />
|
||||
<value enum='R' description='PRIMARY_PEG' />
|
||||
<value enum='S' description='SUSPEND' />
|
||||
</field>
|
||||
<field number='19' name='ExecRefID' type='INT' />
|
||||
<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='CHAR'>
|
||||
<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' />
|
||||
</field>
|
||||
<field number='23' name='IOIid' type='INT' />
|
||||
<field number='24' name='IOIOthSvc' type='CHAR'>
|
||||
<value enum='A' description='AUTEX' />
|
||||
<value enum='B' description='BRIDGE' />
|
||||
</field>
|
||||
<field number='25' name='IOIQltyInd' type='CHAR'>
|
||||
<value enum='H' description='HIGH' />
|
||||
<value enum='L' description='LOW' />
|
||||
<value enum='M' description='MEDIUM' />
|
||||
</field>
|
||||
<field number='26' name='IOIRefID' type='INT' />
|
||||
<field number='27' name='IOIShares' type='CHAR'>
|
||||
<value enum='L' description='LARGE' />
|
||||
<value enum='M' description='MEDIUM' />
|
||||
<value enum='S' description='SMALL' />
|
||||
</field>
|
||||
<field number='28' name='IOITransType' type='CHAR'>
|
||||
<value enum='C' description='CANCEL' />
|
||||
<value enum='N' description='NEW' />
|
||||
<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='CHAR' />
|
||||
<field number='31' name='LastPx' type='FLOAT' />
|
||||
<field number='32' name='LastShares' type='INT' />
|
||||
<field number='33' name='LinesOfText' type='INT' />
|
||||
<field number='34' name='MsgSeqNum' type='INT' />
|
||||
<field number='35' name='MsgType' type='CHAR'>
|
||||
<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_D' />
|
||||
<value enum='E' description='ORDER_E' />
|
||||
<value enum='F' description='ORDER_CANCEL_REQUEST' />
|
||||
<value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
|
||||
<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' />
|
||||
</field>
|
||||
<field number='36' name='NewSeqNo' type='INT' />
|
||||
<field number='37' name='OrderID' type='CHAR' />
|
||||
<field number='38' name='OrderQty' type='INT' />
|
||||
<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_REPLACE' />
|
||||
<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' />
|
||||
</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' />
|
||||
<value enum='D' description='PREVIOUSLY_QUOTED' />
|
||||
<value enum='E' description='PREVIOUSLY_INDICATED' />
|
||||
<value enum='P' description='PEGGED' />
|
||||
</field>
|
||||
<field number='41' name='OrigClOrdID' type='CHAR' />
|
||||
<field number='42' name='OrigTime' type='TIME' />
|
||||
<field number='43' name='PossDupFlag' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='44' name='Price' type='FLOAT' />
|
||||
<field number='45' name='RefSeqNum' type='INT' />
|
||||
<field number='46' name='RelatdSym' type='CHAR' />
|
||||
<field number='47' name='Rule80A' type='CHAR'>
|
||||
<value enum='A' description='AGENCY_SINGLE_ORDER' />
|
||||
<value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
|
||||
<value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
|
||||
<value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
|
||||
<value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
|
||||
<value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
|
||||
<value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
|
||||
<value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
|
||||
<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='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
|
||||
</field>
|
||||
<field number='48' name='SecurityID' type='CHAR' />
|
||||
<field number='49' name='SenderCompID' type='CHAR' />
|
||||
<field number='50' name='SenderSubID' type='CHAR' />
|
||||
<field number='51' name='SendingDate' type='DATE' />
|
||||
<field number='52' name='SendingTime' type='TIME' />
|
||||
<field number='53' name='Shares' type='INT' />
|
||||
<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' />
|
||||
</field>
|
||||
<field number='55' name='Symbol' type='CHAR' />
|
||||
<field number='56' name='TargetCompID' type='CHAR' />
|
||||
<field number='57' name='TargetSubID' type='CHAR' />
|
||||
<field number='58' name='Text' type='CHAR' />
|
||||
<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='TIME' />
|
||||
<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='TIME' />
|
||||
<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='T_PLUS_2' />
|
||||
<value enum='4' description='T_PLUS_3' />
|
||||
<value enum='5' description='T_PLUS_4' />
|
||||
<value enum='6' description='FUTURE' />
|
||||
<value enum='7' description='WHEN_ISSUED' />
|
||||
<value enum='8' description='SELLERS_OPTION' />
|
||||
<value enum='9' description='T_PLUS_5' />
|
||||
</field>
|
||||
<field number='64' name='FutSettDate' type='DATE' />
|
||||
<field number='65' name='SymbolSfx' type='CHAR' />
|
||||
<field number='66' name='ListID' type='CHAR' />
|
||||
<field number='67' name='ListSeqNo' type='INT' />
|
||||
<field number='68' name='ListNoOrds' type='INT' />
|
||||
<field number='69' name='ListExecInst' type='CHAR' />
|
||||
<field number='70' name='AllocID' type='INT' />
|
||||
<field number='71' name='AllocTransType' type='CHAR'>
|
||||
<value enum='0' description='NEW' />
|
||||
<value enum='1' description='REPLACE' />
|
||||
<value enum='2' description='CANCEL' />
|
||||
</field>
|
||||
<field number='72' name='RefAllocID' type='INT' />
|
||||
<field number='73' name='NoOrders' type='INT' />
|
||||
<field number='74' name='AvgPrxPrecision' type='INT' />
|
||||
<field number='75' name='TradeDate' type='DATE' />
|
||||
<field number='76' name='ExecBroker' type='CHAR' />
|
||||
<field number='77' name='OpenClose' type='CHAR' />
|
||||
<field number='78' name='NoAllocs' type='INT' />
|
||||
<field number='79' name='AllocAccount' type='CHAR' />
|
||||
<field number='80' name='AllocShares' type='INT' />
|
||||
<field number='81' name='ProcessCode' type='CHAR'>
|
||||
<value enum='0' description='REGULAR' />
|
||||
<value enum='1' description='SOFT_DOLLAR' />
|
||||
<value enum='2' description='STEP_IN' />
|
||||
<value enum='3' description='STEP_OUT' />
|
||||
<value enum='4' description='SOFT_DOLLAR_STEP_IN' />
|
||||
<value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
|
||||
<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='INT' />
|
||||
<field number='85' name='NoDlvyInst' type='INT' />
|
||||
<field number='86' name='DlvyInst' type='CHAR' />
|
||||
<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='LENGTH' />
|
||||
<field number='91' name='SecureData' type='DATA' />
|
||||
<field number='92' name='BrokerOfCredit' type='CHAR' />
|
||||
<field number='93' name='SignatureLength' type='LENGTH' />
|
||||
<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='LENGTH' />
|
||||
<field number='96' name='RawData' type='DATA' />
|
||||
<field number='97' name='PossResend' type='CHAR' />
|
||||
<field number='98' name='EncryptMethod' type='INT'>
|
||||
<value enum='0' description='NONE' />
|
||||
<value enum='1' description='PKCS' />
|
||||
<value enum='2' description='DES' />
|
||||
<value enum='3' description='PKCS_DES' />
|
||||
<value enum='4' description='PGP_DES' />
|
||||
<value enum='5' description='PGP_DES_MD5' />
|
||||
<value enum='6' description='PEM_DES_MD5' />
|
||||
</field>
|
||||
<field number='99' name='StopPx' type='FLOAT' />
|
||||
<field number='100' name='ExDestination' type='CHAR'>
|
||||
<value enum='0' description='NONE' />
|
||||
<value enum='4' description='POSIT' />
|
||||
</field>
|
||||
<field number='102' name='CxlRejReason' type='INT'>
|
||||
<value enum='0' description='TOO_LATE_TO_CANCEL' />
|
||||
<value enum='1' description='UNKNOWN_ORDER' />
|
||||
</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' />
|
||||
</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='CURRENT_QUOTE' />
|
||||
<value enum='S' description='PORTFOLIO_SHOW_N' />
|
||||
<value enum='T' description='THROUGH_THE_DAY' />
|
||||
<value enum='V' description='VERSUS' />
|
||||
<value enum='W' description='INDICATION' />
|
||||
<value enum='X' description='CROSSING_OPPORTUNITY' />
|
||||
</field>
|
||||
<field number='105' name='WaveNo' type='CHAR' />
|
||||
<field number='106' name='Issuer' type='CHAR' />
|
||||
<field number='107' name='SecurityDesc' type='CHAR' />
|
||||
<field number='108' name='HeartBtInt' type='INT' />
|
||||
<field number='109' name='ClientID' type='CHAR' />
|
||||
<field number='110' name='MinQty' type='INT' />
|
||||
<field number='111' name='MaxFloor' type='INT' />
|
||||
<field number='112' name='TestReqID' type='CHAR' />
|
||||
<field number='113' name='ReportToExch' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='114' name='LocateReqd' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='115' name='OnBehalfOfCompID' type='CHAR' />
|
||||
<field number='116' name='OnBehalfOfSubID' type='CHAR' />
|
||||
<field number='117' name='QuoteID' type='CHAR' />
|
||||
<field number='118' name='NetMoney' type='FLOAT' />
|
||||
<field number='119' name='SettlCurrAmt' type='FLOAT' />
|
||||
<field number='120' name='SettlCurrency' type='CHAR' />
|
||||
<field number='121' name='ForexReq' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='122' name='OrigSendingTime' type='TIME' />
|
||||
<field number='123' name='GapFillFlag' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='124' name='NoExecs' type='INT' />
|
||||
<field number='125' name='CxlType' type='CHAR'>
|
||||
<value enum='F' description='FULL_REMAINING_QUANTITY' />
|
||||
<value enum='P' description='PARTIAL_CANCEL' />
|
||||
</field>
|
||||
<field number='126' name='ExpireTime' type='TIME' />
|
||||
<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='CHAR' />
|
||||
<field number='129' name='DeliverToSubID' type='CHAR' />
|
||||
<field number='130' name='IOINaturalFlag' type='CHAR'>
|
||||
<value enum='N' description='NO' />
|
||||
<value enum='Y' description='YES' />
|
||||
</field>
|
||||
<field number='131' name='QuoteReqID' type='CHAR' />
|
||||
<field number='132' name='BidPx' type='FLOAT' />
|
||||
<field number='133' name='OfferPx' type='FLOAT' />
|
||||
<field number='134' name='BidSize' type='INT' />
|
||||
<field number='135' name='OfferSize' type='INT' />
|
||||
<field number='136' name='NoMiscFees' type='INT' />
|
||||
<field number='137' name='MiscFeeAmt' type='FLOAT' />
|
||||
<field number='138' name='MiscFeeCurr' type='CHAR' />
|
||||
<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' />
|
||||
</field>
|
||||
<field number='140' name='PrevClosePx' type='FLOAT' />
|
||||
</fields>
|
||||
</fix>
|
||||
1289
quickfix/spec/FIX41.xml
Normal file
1289
quickfix/spec/FIX41.xml
Normal file
File diff suppressed because it is too large
Load Diff
2747
quickfix/spec/FIX42.xml
Normal file
2747
quickfix/spec/FIX42.xml
Normal file
File diff suppressed because it is too large
Load Diff
4285
quickfix/spec/FIX43.xml
Normal file
4285
quickfix/spec/FIX43.xml
Normal file
File diff suppressed because it is too large
Load Diff
7022
quickfix/spec/FIX44.xml
Normal file
7022
quickfix/spec/FIX44.xml
Normal file
File diff suppressed because it is too large
Load Diff
8272
quickfix/spec/FIX50.xml
Normal file
8272
quickfix/spec/FIX50.xml
Normal file
File diff suppressed because it is too large
Load Diff
9629
quickfix/spec/FIX50SP1.xml
Normal file
9629
quickfix/spec/FIX50SP1.xml
Normal file
File diff suppressed because it is too large
Load Diff
4751
quickfix/spec/FIX50SP2.xml
Normal file
4751
quickfix/spec/FIX50SP2.xml
Normal file
File diff suppressed because it is too large
Load Diff
313
quickfix/spec/FIXT11.xml
Normal file
313
quickfix/spec/FIXT11.xml
Normal file
@ -0,0 +1,313 @@
|
||||
<?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='SenderCompID' required='Y'/>
|
||||
<field name='TargetCompID' required='Y'/>
|
||||
<field name='OnBehalfOfCompID' required='N'/>
|
||||
<field name='DeliverToCompID' required='N'/>
|
||||
<field name='SecureDataLen' required='N'/>
|
||||
<field name='SecureData' required='N'/>
|
||||
<field name='MsgSeqNum' required='Y'/>
|
||||
<field name='SenderSubID' required='N'/>
|
||||
<field name='SenderLocationID' required='N'/>
|
||||
<field name='TargetSubID' required='N'/>
|
||||
<field name='TargetLocationID' required='N'/>
|
||||
<field name='OnBehalfOfSubID' required='N'/>
|
||||
<field name='OnBehalfOfLocationID' required='N'/>
|
||||
<field name='DeliverToSubID' required='N'/>
|
||||
<field name='DeliverToLocationID' required='N'/>
|
||||
<field name='PossDupFlag' required='N'/>
|
||||
<field name='PossResend' required='N'/>
|
||||
<field name='SendingTime' required='Y'/>
|
||||
<field name='OrigSendingTime' required='N'/>
|
||||
<field name='XmlDataLen' required='N'/>
|
||||
<field name='XmlData' required='N'/>
|
||||
<field name='MessageEncoding' required='N'/>
|
||||
<field name='LastMsgSeqNumProcessed' required='N'/>
|
||||
<component name='HopGrp' required='N'/>
|
||||
<field name='ApplVerID' required='N'/>
|
||||
<field name='CstmApplVerID' required='N'/>
|
||||
</header>
|
||||
<trailer>
|
||||
<field name='SignatureLength' required='N'/>
|
||||
<field name='Signature' required='N'/>
|
||||
<field name='CheckSum' required='Y'/>
|
||||
</trailer>
|
||||
<messages>
|
||||
<message msgcat='admin' msgtype='0' name='Heartbeat'>
|
||||
<field name='TestReqID' required='N'/>
|
||||
</message>
|
||||
<message msgcat='admin' msgtype='1' name='TestRequest'>
|
||||
<field name='TestReqID' required='Y'/>
|
||||
</message>
|
||||
<message msgcat='admin' msgtype='2' name='ResendRequest'>
|
||||
<field name='BeginSeqNo' required='Y'/>
|
||||
<field name='EndSeqNo' required='Y'/>
|
||||
</message>
|
||||
<message msgcat='admin' msgtype='3' name='Reject'>
|
||||
<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 msgcat='admin' msgtype='4' name='SequenceReset'>
|
||||
<field name='GapFillFlag' required='N'/>
|
||||
<field name='NewSeqNo' required='Y'/>
|
||||
</message>
|
||||
<message msgcat='admin' msgtype='5' name='Logout'>
|
||||
<field name='Text' required='N'/>
|
||||
<field name='EncodedTextLen' required='N'/>
|
||||
<field name='EncodedText' required='N'/>
|
||||
</message>
|
||||
<message msgcat='admin' msgtype='A' name='Logon'>
|
||||
<field name='EncryptMethod' required='Y'/>
|
||||
<field name='HeartBtInt' required='Y'/>
|
||||
<field name='RawDataLength' required='N'/>
|
||||
<field name='RawData' required='N'/>
|
||||
<field name='ResetSeqNumFlag' required='N'/>
|
||||
<field name='NextExpectedMsgSeqNum' required='N'/>
|
||||
<field name='MaxMessageSize' required='N'/>
|
||||
<field name='TestMessageIndicator' required='N'/>
|
||||
<field name='Username' required='N'/>
|
||||
<field name='Password' required='N'/>
|
||||
<field name='DefaultApplVerID' required='Y'/>
|
||||
<component name='MsgTypeGrp' required='N'/>
|
||||
</message>
|
||||
</messages>
|
||||
<components>
|
||||
<component name='HopGrp'>
|
||||
<group name='NoHops' required='N'>
|
||||
<field name='HopCompID' required='N'/>
|
||||
<field name='HopSendingTime' required='N'/>
|
||||
<field name='HopRefID' required='N'/>
|
||||
</group>
|
||||
</component>
|
||||
<component name='MsgTypeGrp'>
|
||||
<group name='NoMsgTypes' required='N'>
|
||||
<field name='RefMsgType' required='N'/>
|
||||
<field name='MsgDirection' required='N'/>
|
||||
<field name='RefApplVerID' required='N'/>
|
||||
<field name='RefCstmApplVerID' required='N'/>
|
||||
</group>
|
||||
</component>
|
||||
</components>
|
||||
<fields>
|
||||
<field name='BeginSeqNo' number='7' type='SEQNUM'/>
|
||||
<field name='BeginString' number='8' type='STRING'/>
|
||||
<field name='BodyLength' number='9' type='LENGTH'/>
|
||||
<field name='CheckSum' number='10' type='STRING'/>
|
||||
<field name='EndSeqNo' number='16' type='SEQNUM'/>
|
||||
<field name='MsgSeqNum' number='34' 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='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_REPLACE_REQUEST'/>
|
||||
<value enum='H' description='ORDER_STATUS_REQUEST'/>
|
||||
<value enum='J' description='ALLOCATION_INSTRUCTION'/>
|
||||
<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_INSTRUCTION_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_FULL_REFRESH'/>
|
||||
<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'/>
|
||||
<value enum='n' description='XML_MESSAGE'/>
|
||||
<value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
|
||||
<value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
|
||||
<value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
|
||||
<value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
|
||||
<value enum='s' description='NEW_ORDER_CROSS'/>
|
||||
<value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
|
||||
<value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
|
||||
<value enum='v' description='SECURITY_TYPE_REQUEST'/>
|
||||
<value enum='w' description='SECURITY_TYPES'/>
|
||||
<value enum='x' description='SECURITY_LIST_REQUEST'/>
|
||||
<value enum='y' description='SECURITY_LIST'/>
|
||||
<value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
|
||||
<value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
|
||||
<value enum='AB' description='NEW_ORDER_MULTILEG'/>
|
||||
<value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
|
||||
<value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
|
||||
<value enum='AE' description='TRADE_CAPTURE_REPORT'/>
|
||||
<value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
|
||||
<value enum='AG' description='QUOTE_REQUEST_REJECT'/>
|
||||
<value enum='AH' description='RFQ_REQUEST'/>
|
||||
<value enum='AI' description='QUOTE_STATUS_REPORT'/>
|
||||
<value enum='AJ' description='QUOTE_RESPONSE'/>
|
||||
<value enum='AK' description='CONFIRMATION'/>
|
||||
<value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
|
||||
<value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
|
||||
<value enum='AN' description='REQUEST_FOR_POSITIONS'/>
|
||||
<value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
|
||||
<value enum='AP' description='POSITION_REPORT'/>
|
||||
<value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
|
||||
<value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
|
||||
<value enum='AS' description='ALLOCATION_REPORT'/>
|
||||
<value enum='AT' description='ALLOCATION_REPORT_ACK'/>
|
||||
<value enum='AU' description='CONFIRMATION_ACK'/>
|
||||
<value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
|
||||
<value enum='AW' description='ASSIGNMENT_REPORT'/>
|
||||
<value enum='AX' description='COLLATERAL_REQUEST'/>
|
||||
<value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
|
||||
<value enum='AZ' description='COLLATERAL_RESPONSE'/>
|
||||
<value enum='BA' description='COLLATERAL_REPORT'/>
|
||||
<value enum='BB' description='COLLATERAL_INQUIRY'/>
|
||||
<value enum='BC' description='NETWORK_STATUS_REQUEST'/>
|
||||
<value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
|
||||
<value enum='BE' description='USER_REQUEST'/>
|
||||
<value enum='BF' description='USER_RESPONSE'/>
|
||||
<value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
|
||||
<value enum='BH' description='CONFIRMATION_REQUEST'/>
|
||||
<value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
|
||||
<value enum='BJ' description='TRADING_SESSION_LIST'/>
|
||||
<value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
|
||||
<value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
|
||||
<value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
|
||||
<value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
|
||||
<value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
|
||||
<value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
|
||||
</field>
|
||||
<field name='NewSeqNo' number='36' type='SEQNUM'/>
|
||||
<field name='PossDupFlag' number='43' type='BOOLEAN'/>
|
||||
<field name='RefSeqNum' number='45' type='SEQNUM'/>
|
||||
<field name='SenderCompID' number='49' type='STRING'/>
|
||||
<field name='SenderSubID' number='50' type='STRING'/>
|
||||
<field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
|
||||
<field name='TargetCompID' number='56' type='STRING'/>
|
||||
<field name='TargetSubID' number='57' type='STRING'/>
|
||||
<field name='Text' number='58' type='STRING'/>
|
||||
<field name='Signature' number='89' type='DATA'/>
|
||||
<field name='SecureDataLen' number='90' type='LENGTH'/>
|
||||
<field name='SecureData' number='91' type='DATA'/>
|
||||
<field name='SignatureLength' number='93' type='LENGTH'/>
|
||||
<field name='RawDataLength' number='95' type='LENGTH'/>
|
||||
<field name='RawData' number='96' type='DATA'/>
|
||||
<field name='PossResend' number='97' type='BOOLEAN'/>
|
||||
<field name='EncryptMethod' number='98' type='INT'>
|
||||
<value description='NONE_OTHER' enum='0'/>
|
||||
<value description='PKCS' enum='1'/>
|
||||
<value description='DES' enum='2'/>
|
||||
<value description='PKCS_DES' enum='3'/>
|
||||
<value description='PGP_DES' enum='4'/>
|
||||
<value description='PGP_DES_MD5' enum='5'/>
|
||||
<value description='PEM_DES_MD5' enum='6'/>
|
||||
</field>
|
||||
<field name='HeartBtInt' number='108' type='INT'/>
|
||||
<field name='TestReqID' number='112' type='STRING'/>
|
||||
<field name='OnBehalfOfCompID' number='115' type='STRING'/>
|
||||
<field name='OnBehalfOfSubID' number='116' type='STRING'/>
|
||||
<field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
|
||||
<field name='GapFillFlag' number='123' type='BOOLEAN'/>
|
||||
<field name='DeliverToCompID' number='128' type='STRING'/>
|
||||
<field name='DeliverToSubID' number='129' type='STRING'/>
|
||||
<field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
|
||||
<field name='SenderLocationID' number='142' type='STRING'/>
|
||||
<field name='TargetLocationID' number='143' type='STRING'/>
|
||||
<field name='OnBehalfOfLocationID' number='144' type='STRING'/>
|
||||
<field name='DeliverToLocationID' number='145' type='STRING'/>
|
||||
<field name='XmlDataLen' number='212' type='LENGTH'/>
|
||||
<field name='XmlData' number='213' type='DATA'/>
|
||||
<field number='347' name='MessageEncoding' type='STRING'>
|
||||
<value enum='ISO-2022-JP' description='ISO_2022_JP'/>
|
||||
<value enum='EUC-JP' description='EUC_JP'/>
|
||||
<value enum='SHIFT_JIS' description='SHIFT_JIS'/>
|
||||
<value enum='UTF-8' description='UTF_8'/>
|
||||
</field>
|
||||
<field name='EncodedTextLen' number='354' type='LENGTH'/>
|
||||
<field name='EncodedText' number='355' type='DATA'/>
|
||||
<field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
|
||||
<field name='RefTagID' number='371' type='INT'/>
|
||||
<field name='RefMsgType' number='372' type='STRING'/>
|
||||
<field name='SessionRejectReason' number='373' type='INT'>
|
||||
<value description='INVALID_TAG_NUMBER' enum='0'/>
|
||||
<value description='REQUIRED_TAG_MISSING' enum='1'/>
|
||||
<value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
|
||||
<value description='INVALID_MSGTYPE' enum='11'/>
|
||||
<value description='XML_VALIDATION_ERROR' enum='12'/>
|
||||
<value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
|
||||
<value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
|
||||
<value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
|
||||
<value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
|
||||
<value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
|
||||
<value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
|
||||
<value description='UNDEFINED_TAG' enum='3'/>
|
||||
<value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
|
||||
<value description='VALUE_IS_INCORRECT' enum='5'/>
|
||||
<value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
|
||||
<value description='DECRYPTION_PROBLEM' enum='7'/>
|
||||
<value description='SIGNATURE_PROBLEM' enum='8'/>
|
||||
<value description='COMPID_PROBLEM' enum='9'/>
|
||||
<value description='OTHER' enum='99'/>
|
||||
</field>
|
||||
<field name='MaxMessageSize' number='383' type='LENGTH'/>
|
||||
<field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
|
||||
<field name='MsgDirection' number='385' type='CHAR'>
|
||||
<value description='RECEIVE' enum='R'/>
|
||||
<value description='SEND' enum='S'/>
|
||||
</field>
|
||||
<field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
|
||||
<field name='Username' number='553' type='STRING'/>
|
||||
<field name='Password' number='554' type='STRING'/>
|
||||
<field name='NoHops' number='627' type='NUMINGROUP'/>
|
||||
<field name='HopCompID' number='628' type='STRING'/>
|
||||
<field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
|
||||
<field name='HopRefID' number='630' type='SEQNUM'/>
|
||||
<field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
|
||||
<field name='ApplVerID' number='1128' type='STRING'>
|
||||
<value description='FIX27' enum='0'/>
|
||||
<value description='FIX30' enum='1'/>
|
||||
<value description='FIX40' enum='2'/>
|
||||
<value description='FIX41' enum='3'/>
|
||||
<value description='FIX42' enum='4'/>
|
||||
<value description='FIX43' enum='5'/>
|
||||
<value description='FIX44' enum='6'/>
|
||||
<value description='FIX50' enum='7'/>
|
||||
<value description='FIX50SP1' enum='8'/>
|
||||
<value description='FIX50SP2' enum='9'/>
|
||||
</field>
|
||||
<field name='CstmApplVerID' number='1129' type='STRING'/>
|
||||
<field name='RefApplVerID' number='1130' type='STRING'/>
|
||||
<field name='RefCstmApplVerID' number='1131' type='STRING'/>
|
||||
<field name='DefaultApplVerID' number='1137' type='STRING'/>
|
||||
</fields>
|
||||
</fix>
|
||||
Reference in New Issue
Block a user