6743 lines
346 KiB
XML
6743 lines
346 KiB
XML
<?xml version="1.0" encoding="UTF-8"?>
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<fix major="5" type="FIX" servicepack="2" 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="SenderLocationID" required="N" />
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<field name="TargetSubID" required="N" />
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<field name="TargetLocationID" required="N" />
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<field name="OnBehalfOfSubID" required="N" />
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<field name="OnBehalfOfLocationID" required="N" />
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<field name="DeliverToSubID" required="N" />
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<field name="DeliverToLocationID" 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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<field name="XmlDataLen" required="N" />
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<field name="XmlData" required="N" />
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<field name="MessageEncoding" required="N" />
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<field name="LastMsgSeqNumProcessed" required="N" />
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<group name="NoHops" required="N">
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<field name="HopCompID" required="N" />
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<field name="HopSendingTime" required="N" />
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<field name="HopRefID" required="N" />
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</group>
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</header>
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<messages>
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<message name="BusinessMessageReject" msgcat="app" msgtype="j">
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<field name="RefSeqNum" required="N"/>
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<field name="RefMsgType" required="Y"/>
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<field name="BusinessRejectReason" required="Y"/>
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<field name="Text" required="N"/>
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</message>
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<message name="TradeCaptureReport" msgcat="app" msgtype="AE">
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<field name="TradeReportID" required="N"/>
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<field name="TradeReportTransType" required="N"/>
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<field name="SecondaryTrdType" required="N"/>
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<field name="TradeReportType" required="N"/>
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<field name="TrdType" required="N"/>
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<field name="ExecType" required="N"/>
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<field name="TradeReportRefID" required="N"/>
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<field name="ExecID" required="N"/>
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<component name="RegulatoryTradeIDGrp" required="N"/>
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<field name="PreviouslyReported" required="N"/>
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<field name="PriceType" required="N"/>
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<component name="Instrument" required="Y"/>
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<component name="FinancingDetails" required="N"/>
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<component name="YieldData" required="N"/>
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<component name="UndInstrmtGrp" required="N"/>
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<field name="LastQty" required="Y"/>
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<field name="LastPx" required="Y"/>
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<field name="CoverPrice" required="N"/>
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<field name="NoOfDealers" required="N"/>
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<field name="CMPB" required="N" />
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<field name="CMPA" required="N" />
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<field name="CMPM" required="N" />
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<field name="CMPSP" required="N" />
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<field name="UnbiasedMidPrice" required="N" />
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<field name="CompQuote" required="N"/>
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<field name="TradeDate" required="N"/>
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<field name="AvgPx" required="N"/>
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<component name="SpreadOrBenchmarkCurveData" required="N"/>
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<field name="MultiLegReportingType" required="N"/>
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<field name="TradeLegRefID" required="N"/>
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<field name="TransactTime" required="N"/>
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<component name="TrdRegTimestamps" required="N"/>
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<field name="SettlDate" required="N"/>
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<field name="OrderQty2" required="N"/>
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<field name="DatedDate" required="N"/>
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<component name="TrdCapRptSideGrp" required="Y"/>
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<field name="TradeID" required="N"/>
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<field name="GrossTradeAmt" required="N"/>
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<component name="RootParties" required="N"/>
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<field name="Currency" required="N"/>
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<field name="SettlCurrency" required="N" />
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<field name="SettlCurrFxRateCalc" required="N" />
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<!-- Added custom component -->
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<component name="MultilegComponentData" required="N"/>
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<field name="MTKT" required="N"/>
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<field name="TradeEvent" required="N"/>
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<field name="NetPresentValue" required="N"/>
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<field name="Delta" required="N"/>
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<field name="OrigDlrTnum" required="N"/>
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<field name="OrigQty" required="N"/>
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<field name="OrigDlr" required="N"/>
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<field name="OrigDlrTrdId" required="N"/>
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<field name="CrossCurrency" required="N"/>
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<field name="ViewerAck" required="N"/>
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<field name="Imported" required="N"/>
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<field name="SalesEntered" required="N"/>
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<field name="TradingSystemID" required="N"/>
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<field name="LargeSizeTrade" required="N"/>
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<field name="AssetSwapSpread" required="N"/>
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<field name="ISpread" required="N"/>
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<field name="ZSpread" required="N"/>
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<field name="NegotiationType" required="N"/>
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<field name="PositionNettingTrade" required="N"/>
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<field name="NettingId" required="N"/>
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<field name="CustPrice" required="N"/>
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<field name="CustCorrect" required="N"/>
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<field name="SwapType" required="N"/>
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<field name="QuoteSeen" required="N"/>
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<field name="DealerVerificationState" required="N"/>
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<field name="DealerVerifier" required="N"/>
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<field name="D2D" required="N"/>
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<field name="IntermediatedTradeType" required="N"/>
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<field name="CustomerVerificationState" required="N"/>
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<field name="CustVerifyAllocRefId" required="N"/>
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<field name="CustomerVerifier" required="N"/>
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<field name="TestMessage" required="N"/>
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<field name="OnSEF" required="N"/>
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<field name="SEFState" required="N"/>
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<field name="SEFVoid" required="N"/>
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<field name="USEntity" required="N"/>
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<field name="OnETP" required="N"/>
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<field name="ETPState" required="N"/>
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<field name="ETPEntity" required="N"/>
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<field name="CertaintyOfClearing" required="N"/>
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<field name="CallDate" required="N"/>
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<field name="ReopeningValue" required="N"/>
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<field name="ExecutionFeeSchedule" required="N"/>
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<field name="ExecutionFeeType" required="N"/>
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<field name="FirstCouponPaymentDate" required="N"/>
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<field name="OnTheRunValue" required="N"/>
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<field name="CheapestToDeliverCUSIP" required="N"/>
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<field name="CheapestToDeliverWI" required="N"/>
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<field name="ConversionFactor" required="N"/>
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<field name="BidListName" required="N"/>
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<field name="TotalNumOfParts" required="N"/>
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<field name="BidListEntryNum" required="N"/>
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<field name="BidListNoOfDealers" required="N"/>
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<field name="BunchedOrder" required="N"/>
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<field name="AsAgent" required="N"/>
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<field name="QMTF" required="N"/>
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<field name="ETPTradeType" required="N"/>
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<field name="OutrightPrice" required="N"/>
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<field name="CalculatedPrice" required="N"/>
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<field name="NetAssetValue" required="N"/>
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<field name="DaysToNAV" required="N"/>
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<field name="ILXTicker" required="N"/>
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<field name="IndustryCode" required="N"/>
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<field name="Misweighted" required="N"/>
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<field name="CloseType" required="N" />
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<field name="TWRefPrice" required="N"/>
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<field name="TWRefYield" required="N"/>
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<field name="HedgeQuantity" required="N"/>
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<field name="OtherTradeRef" required="N"/>
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<group name="NoCompDealers" required="N">
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<field name="CompDealerID" required="N"/>
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<field name="CompDealerOppositeQuote" required="N"/>
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</group>
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<field name="FixedRatePDTCTR" required="N"/>
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<field name="FixedRateCDTCTR" required="N"/>
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<field name="FloatRateSpread" required="N"/>
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<field name="PackageID" required="N"/>
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<field name="ISDA2014" required="N"/>
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<field name="InterDealer" required="N"/>
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<field name="SwapPackage" required="N"/>
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<field name="SwapPackageDescription" required="N"/>
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<field name="TWClrID" required="N"/>
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<field name="Intermediated" required="N"/>
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<field name="MBSDSWPSwapPackage" required="N"/>
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<field name="TriParty" required="N"/>
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<field name="CollAllocRequired" required="N"/>
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<field name="CollState" required="N"/>
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<field name="DealerBasketID" required="N"/>
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<field name="DealerBasketDesc" required="N"/>
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<field name="HasInitialFixing" required="N"/>
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<field name="PutThrough" required="N"/>
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<field name="LinkedTrdRefID" required="N"/>
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<field name="FixedNextCouponPaymentDate" required="N"/>
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<field name="FloatNextCouponPaymentDate" required="N"/>
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<field name="FxRate" required="N"/>
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<field name="MarketSegment" required="N"/>
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<field name="HedgeIsPartOfNetHedge" required="N"/>
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<field name="EMIRClearingCategory" required="N"/>
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<field name="EMIRFrontLoad" required="N"/>
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<field name="DealerInternalNote" required="N"/>
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<field name="DealerInternalNote2" required="N"/>
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<field name="DescriptionField1" required="N"/>
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<field name="ExecBroker" required="N" />
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<field name="QuotedPrice" required="N" />
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<field name="CCPOnExpiry" required="N" />
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<field name="MinQty" required="N"/>
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<field name="TargetStrategy" required="N"/>
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<field name="ExDestination" required="N"/>
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<field name="ConversionPrice" required="N"/>
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<field name="ConversionRatio" required="N"/>
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<field name="StrikePrice" required="N" />
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<field name="ContractMultiplier" required="N" />
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<field name="OptionType" required="N" />
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<field name="DeltaTransfer" required="N" />
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<field name="DeltaType" required="N" />
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<field name="HedgeDirection" required="N" />
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<field name="SecuritySubType" required="N" />
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<field name="CFICode" required="N" />
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<field name="LastParPx" required="N" />
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<field name="CustOrderHandlingInst" required="N" />
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<field name="AcctStrategyPrice" required="N" />
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<field name="ReferencePrice" required="N" />
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<field name="TotalNetMoney" required="N" />
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<field name="ReferencePriceCB" required="N" />
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<field name="SecondaryTradeID" required="N" />
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<field name="BestBid1" required="N" />
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<field name="BestBid2" required="N" />
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<field name="BestOffer1" required="N" />
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<field name="BestOffer2" required="N" />
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<field name="QuoteSetID" required="N" />
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<field name="SEFErrorTrade" required="N" />
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<field name="DealerTradingCapacity" required="N" />
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<field name="CustomerTradingCapacity" required="N" />
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<field name="ShortSellingIndicator" required="N" />
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<field name="MiFIDMIC" required="N" />
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<field name="MiFIDLEI" required="N" />
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<field name="OnMTF" required="N" />
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<field name="Liquidity" required="N" />
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<field name="PreTrans" required="N" />
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<component name="TrdRegPublicationGrp" required="N"/>
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<field name="IssueType" required="N" />
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<field name="MTM" required="N" />
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<field name="InitialExchg" required="N" />
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<field name="FinalExchg" required="N" />
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<field name="SwapAgent" required="N" />
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|
<field name="STM" required="N" />
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<field name="CTM" required="N" />
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<field name="CleanCSAPrice" required="N" />
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<field name="IndexMonth" required="N" />
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<field name="IndexValue" required="N" />
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<field name="IndexLag" required="N" />
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<field name="ComplexTradeID" required="N" />
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<field name="PreSSTI" required="N" />
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<field name="CFI" required="N" />
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<field name="FISN" required="N" />
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<field name="TransparencyID" required="N" />
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|
<field name="TransFlagsIni" required="N" />
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<field name="TransFlags" required="N" />
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|
<field name="TransDeferralIni" required="N" />
|
|
<field name="TransDeferral" required="N" />
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<field name="PortfolioTrade" required="N" />
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<field name="BuySellOrSellBuy" required="N"/>
|
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<field name="AvgWeightedPx" required="N"/>
|
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<field name="AffiliatedFirmsTradeIndicator" required="N"/>
|
|
<field name="FICCCleared" required="N" />
|
|
<field name="MasterForward" required="N" />
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<field name="RepoAction" required="N" />
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<field name="RepoNewRateEffectiveDate" required="N" />
|
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<field name="CoverDollarPrice" required="N" />
|
|
<field name="CallPeriod" required="N" />
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<field name="FirstCallDate" required="N" />
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<field name="CurrentFace" required="N" />
|
|
<field name="PoolDescription" required="N" />
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|
<field name="QuantityQualifier" required="N" />
|
|
<field name="UserType" required="N" />
|
|
<field name="IceClearingFlow" required="N" />
|
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<field name="RptHedgeID" required="N" />
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<field name="TbaEligible" required="N" />
|
|
<field name="TPO" required="N" />
|
|
<field name="BuyVariance" required="N" />
|
|
<field name="SellVariance" required="N" />
|
|
<field name="STAQWhiteLabelPool" required="N" />
|
|
<field name="AxeTrade" required="N" />
|
|
<field name="FutureNotional" required="N" />
|
|
<field name="DriverNotional" required="N" />
|
|
<field name="XccyNonQuotedSpread" required="N" />
|
|
<field name="SecondaryClOrdID" required='N' />
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|
<field name="PreCusip" required="N" />
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<field name="NegotiatedFxRate" required="N"/>
|
|
<field name="MWSBMTAL" required="N"/>
|
|
<field name="AuctionLeaveOrder" required="N"/>
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|
<field name="PortfolioTradeType" required="N" />
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|
<field name="PortfolioCorpCount" required="N" />
|
|
<field name="ProgramTrade" required="N"/>
|
|
<field name="CapDealerNumber" required="N"/>
|
|
<field name="RfqStream" required="N"/>
|
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<field name="CouponDayCount" required="N"/>
|
|
<field name="OISMid" required="N"/>
|
|
<field name="MultiTenorLinkID" required="N"/>
|
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<field name="UpfrontFeeDate" required="N"/>
|
|
<field name="IndiaStandardTime" required="N"/>
|
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<field name="FairMode" required="N"/>
|
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<field name="OriginalTradeID" required="N"/>
|
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<field name="IsCrossMargin" required="N"/>
|
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<field name="CoopStatus" required="N"/>
|
|
<field name="ImpliedCoverProceeds" required="N"/>
|
|
<field name="RestructuringType" required="N"/>
|
|
<field name="StartTime" required="N"/>
|
|
<field name="EndTime" required="N"/>
|
|
<field name="ClosePoint" required="N"/>
|
|
<field name="NoHedge" required="N"/>
|
|
<field name="Titles" required="N"/>
|
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</message>
|
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<message name="TradeCaptureReportAck" msgcat="app" msgtype="AR">
|
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<field name="TradeReportID" required="N"/>
|
|
<field name="TradeReportTransType" required="N"/>
|
|
<field name="TradeReportType" required="N"/>
|
|
<field name="TrdType" required="N"/>
|
|
<field name="ExecType" required="N"/>
|
|
<field name="TradeReportRefID" required="N"/>
|
|
<field name="ExecID" required="N"/>
|
|
<component name="Instrument" required="Y"/>
|
|
<field name="TransactTime" required="N"/>
|
|
<component name="TrdRegTimestamps" required="N"/>
|
|
<field name="Text" required="N"/>
|
|
<field name="PreviouslyReported" required="N"/>
|
|
<field name="PriceType" required="N"/>
|
|
<field name="LastQty" required="N"/>
|
|
<field name="LastPx" required="N"/>
|
|
<field name="TradeDate" required="N"/>
|
|
<field name="AvgPx" required="N"/>
|
|
<field name="MultiLegReportingType" required="N"/>
|
|
<field name="TradeLegRefID" required="N"/>
|
|
<field name="SettlDate" required="N"/>
|
|
<component name="TrdCapRptAckSideGrp" required="N"/>
|
|
<field name="TradeID" required="N"/>
|
|
<field name="GrossTradeAmt" required="N"/>
|
|
<component name="RootParties" required="N"/>
|
|
<component name="UndInstrmtGrp" required="N"/>
|
|
<field name="Currency" required="N"/>
|
|
<field name="TradingSystemID" required="N"/>
|
|
</message>
|
|
<message name="AllocationReport" msgcat="app" msgtype="AS">
|
|
<field name="AllocReportID" required="Y" />
|
|
<field name="AllocID" required="N" />
|
|
<field name="AllocTransType" required="Y" />
|
|
<field name="AllocReportRefID" required="N" />
|
|
<field name="AllocCancReplaceReason" required="N" />
|
|
<field name="SecondaryAllocID" required="N" />
|
|
<field name="AllocReportType" required="Y" />
|
|
<field name="AllocStatus" required="Y" />
|
|
<field name="AllocRejCode" required="N" />
|
|
<field name="RefAllocID" required="N" />
|
|
<field name="AllocIntermedReqType" required="N" />
|
|
<field name="AllocLinkID" required="N" />
|
|
<field name="AllocLinkType" required="N" />
|
|
<field name="BookingRefID" required="N" />
|
|
<field name="AllocNoOrdersType" required="N" />
|
|
<component name="OrdAllocGrp" required="N" />
|
|
<component name="ExecAllocGrp" required="N" />
|
|
<field name="PreviouslyReported" required="N" />
|
|
<field name="ReversalIndicator" required="N" />
|
|
<field name="MatchType" required="N" />
|
|
<field name="Side" required="Y" />
|
|
<component name="Instrument" required="Y" />
|
|
<component name="FinancingDetails" required="N" />
|
|
<component name="UndInstrmtGrp" required="N" />
|
|
<field name="Quantity" required="Y" />
|
|
<field name="QtyType" required="N" />
|
|
<field name="LastMkt" required="N" />
|
|
<field name="TradeOriginationDate" required="N" />
|
|
<field name="TradingSessionID" required="N" />
|
|
<field name="TradingSessionSubID" required="N" />
|
|
<field name="PriceType" required="N" />
|
|
<field name="AvgPx" required="Y" />
|
|
<field name="AvgParPx" required="N" />
|
|
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
<field name="Currency" required="N" />
|
|
<field name="SettlCurrency" required="N" />
|
|
<field name="AvgPxPrecision" required="N" />
|
|
<component name="Parties" required="N" />
|
|
<field name="TradeDate" required="Y" />
|
|
<field name="TransactTime" required="N" />
|
|
<field name="SettlType" required="N" />
|
|
<field name="SettlDate" required="N" />
|
|
<field name="DatedDate" required="N"/>
|
|
<field name="BookingType" required="N" />
|
|
<field name="GrossTradeAmt" required="N" />
|
|
<field name="Concession" required="N" />
|
|
<field name="TotalTakedown" required="N" />
|
|
<field name="NetMoney" required="N" />
|
|
<field name="PositionEffect" required="N" />
|
|
<field name="AutoAcceptIndicator" required="N" />
|
|
<field name="Text" required="N" />
|
|
<field name="EncodedTextLen" required="N" />
|
|
<field name="EncodedText" required="N" />
|
|
<field name="NumDaysInterest" required="N" />
|
|
<field name="AccruedInterestAmt" required="N" />
|
|
<field name="TotalAccruedInterestAmt" required="N" />
|
|
<field name="InterestAtMaturity" required="N" />
|
|
<field name="EndAccruedInterestAmt" required="N" />
|
|
<field name="StartCash" required="N" />
|
|
<field name="EndCash" required="N" />
|
|
<field name="LegalConfirm" required="N" />
|
|
<component name="Stipulations" required="N" />
|
|
<component name="YieldData" required="N" />
|
|
<field name="TotNoAllocs" required="N" />
|
|
<field name="LastFragment" required="N" />
|
|
<component name="AllocGrp" required="N" />
|
|
<field name="ClearingBusinessDate" required="N" />
|
|
<field name="TrdType" required="N" />
|
|
<field name="TrdSubType" required="N" />
|
|
<field name="MultiLegReportingType" required="N" />
|
|
<field name="CustOrderCapacity" required="N" />
|
|
<field name="TradeInputSource" required="N" />
|
|
<field name="RndPx" required="N" />
|
|
<field name="MessageEventSource" required="N" />
|
|
<field name="TradeInputDevice" required="N" />
|
|
<field name="AvgPxIndicator" required="N" />
|
|
<field name="TradingSystemID" required="N"/>
|
|
<!-- Added custom component -->
|
|
<component name="MultilegComponentData" required="N"/>
|
|
<field name="MTKT" required="N"/>
|
|
<field name="TradeEvent" required="N"/>
|
|
<field name="NetPresentValue" required="N"/>
|
|
<field name="Delta" required="N"/>
|
|
<field name="OrigDlrTnum" required="N"/>
|
|
<field name="OrigQty" required="N"/>
|
|
<field name="OrigDlr" required="N"/>
|
|
<field name="OrigDlrTrdId" required="N"/>
|
|
<field name="ViewerAck" required="N"/>
|
|
<field name="Imported" required="N"/>
|
|
<field name="LargeSizeTrade" required="N"/>
|
|
<field name="SalesEntered" required="N"/>
|
|
<field name="PositionNettingTrade" required="N"/>
|
|
<field name="NettingId" required="N"/>
|
|
<field name="CustPrice" required="N"/>
|
|
<field name="CustCorrect" required="N"/>
|
|
<field name="SwapType" required="N"/>
|
|
<field name="TestMessage" required="N"/>
|
|
<field name="OnSEF" required="N"/>
|
|
<field name="SEFState" required="N"/>
|
|
<field name="SEFVoid" required="N"/>
|
|
<field name="USEntity" required="N"/>
|
|
<field name="OnETP" required="N"/>
|
|
<field name="ETPState" required="N"/>
|
|
<field name="ETPEntity" required="N"/>
|
|
<field name="CertaintyOfClearing" required="N"/>
|
|
<field name="BunchedOrder" required="N"/>
|
|
<field name="AsAgent" required="N"/>
|
|
<field name="QMTF" required="N"/>
|
|
<field name="ETPTradeType" required="N"/>
|
|
<field name="NotionalAmt" required="N"/>
|
|
<field name="OutrightPrice" required="N"/>
|
|
<field name="CalculatedPrice" required="N"/>
|
|
<field name="NetAssetValue" required="N"/>
|
|
<field name="DaysToNAV" required="N"/>
|
|
<field name="ILXTicker" required="N"/>
|
|
<field name="IndustryCode" required="N"/>
|
|
<field name="Misweighted" required="N"/>
|
|
<field name="TWRefPrice" required="N"/>
|
|
<field name="TWRefYield" required="N"/>
|
|
<field name="HedgeQuantity" required="N"/>
|
|
<field name="FixedRatePDTCTR" required="N"/>
|
|
<field name="FixedRateCDTCTR" required="N"/>
|
|
<field name="FloatRateSpread" required="N"/>
|
|
<field name="PackageID" required="N"/>
|
|
<field name="ISDA2014" required="N"/>
|
|
<field name="InterDealer" required="N"/>
|
|
<field name="SwapPackage" required="N"/>
|
|
<field name="SwapPackageDescription" required="N"/>
|
|
<field name="Intermediated" required="N"/>
|
|
<field name="MBSDSWPSwapPackage" required="N"/>
|
|
<field name="FixedNextCouponPaymentDate" required="N"/>
|
|
<field name="FloatNextCouponPaymentDate" required="N"/>
|
|
<field name="FxRate" required="N"/>
|
|
<field name="MarketSegment" required="N"/>
|
|
<field name="EMIRClearingCategory" required="N"/>
|
|
<field name="EMIRFrontLoad" required="N"/>
|
|
<field name="DescriptionField1" required="N"/>
|
|
<field name="ExecBroker" required="N" />
|
|
<field name="MinQty" required="N"/>
|
|
<field name="TargetStrategy" required="N"/>
|
|
<field name="ExDestination" required="N"/>
|
|
<field name="ConversionPrice" required="N"/>
|
|
<field name="ConversionRatio" required="N"/>
|
|
<field name="StrikePrice" required="N" />
|
|
<field name="ContractMultiplier" required="N" />
|
|
<field name="OptionType" required="N" />
|
|
<field name="DeltaTransfer" required="N" />
|
|
<field name="HedgeDirection" required="N" />
|
|
<field name="CFICode" required="N" />
|
|
<field name="LastParPx" required="N" />
|
|
<field name="AcctStrategyPrice" required="N" />
|
|
<field name="ReferencePrice" required="N" />
|
|
<field name="ReferencePriceCB" required="N" />
|
|
<field name="UnbiasedMidPrice" required="N" />
|
|
<field name="IssueType" required="N" />
|
|
<field name="BuySellOrSellBuy" required="N"/>
|
|
<field name="FICCCleared" required="N" />
|
|
<field name="MasterForward" required="N" />
|
|
<field name="QuantityQualifier" required="N" />
|
|
<field name="FutureNotional" required="N" />
|
|
<field name="DriverNotional" required="N" />
|
|
<field name="PreCusip" required="N" />
|
|
<field name="AllocFragmentQnty" required="N"/>
|
|
<field name="RepoAction" required="N" />
|
|
<field name="OriginalTradeID" required="N"/>
|
|
</message>
|
|
<message name="AllocationReportAck" msgcat="app" msgtype="AT">
|
|
<field name="AllocReportID" required="Y" />
|
|
<field name="AllocID" required="N" />
|
|
<component name="Parties" required="N" />
|
|
<field name="SecondaryAllocID" required="N" />
|
|
<field name="TradeDate" required="N" />
|
|
<field name="TransactTime" required="N" />
|
|
<field name="AllocStatus" required="N" />
|
|
<field name="AllocRejCode" required="N" />
|
|
<field name="AllocReportType" required="N" />
|
|
<field name="AllocIntermedReqType" required="N" />
|
|
<field name="MatchStatus" required="N" />
|
|
<field name="Product" required="N" />
|
|
<field name="SecurityType" required="N" />
|
|
<field name="Text" required="N" />
|
|
<field name="EncodedTextLen" required="N" />
|
|
<field name="EncodedText" required="N" />
|
|
<component name="AllocAckGrp" required="N" />
|
|
<field name="ClearingBusinessDate" required="N" />
|
|
<field name="AvgPxIndicator" required="N" />
|
|
<field name="Quantity" required="N" />
|
|
<field name="AllocTransType" required="N" />
|
|
</message>
|
|
<message name="Confirmation" msgcat="app" msgtype="AK">
|
|
<field name="ConfirmID" required="Y" />
|
|
<field name="ConfirmRefID" required="N" />
|
|
<field name="ConfirmReqID" required="N" />
|
|
<field name="ConfirmTransType" required="Y" />
|
|
<field name="ConfirmType" required="Y" />
|
|
<field name="CopyMsgIndicator" required="N" />
|
|
<field name="LegalConfirm" required="N" />
|
|
<field name="ConfirmStatus" required="Y" />
|
|
<component name="Parties" required="N" />
|
|
<component name="OrdAllocGrp" required="N" />
|
|
<field name="AllocID" required="N" />
|
|
<field name="SecondaryAllocID" required="N" />
|
|
<field name="IndividualAllocID" required="N" />
|
|
<component name="RegulatoryTradeIDGrp" required="N"/>
|
|
<field name="TransactTime" required="Y" />
|
|
<field name="TradeDate" required="Y" />
|
|
<component name="TrdRegTimestamps" required="N" />
|
|
<component name="Instrument" required="Y" />
|
|
<component name="FinancingDetails" required="N" />
|
|
<component name="UndInstrmtGrp" required="N" />
|
|
<component name="YieldData" required="N" />
|
|
<field name="AllocQty" required="N" />
|
|
<field name="QtyType" required="N" />
|
|
<field name="Side" required="Y" />
|
|
<field name="Currency" required="N" />
|
|
<field name="LastMkt" required="N" />
|
|
<field name="AllocAccount" required="N" />
|
|
<field name="AllocAcctIDSource" required="N" />
|
|
<field name="AvgPx" required="Y" />
|
|
<field name="AvgPxPrecision" required="N" />
|
|
<field name="PriceType" required="N" />
|
|
<field name="AvgParPx" required="N" />
|
|
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
<field name="ReportedPx" required="N" />
|
|
<field name="Text" required="N" />
|
|
<field name="EncodedTextLen" required="N" />
|
|
<field name="EncodedText" required="N" />
|
|
<field name="ProcessCode" required="N" />
|
|
<field name="GrossTradeAmt" required="N" />
|
|
<field name="NumDaysInterest" required="N" />
|
|
<field name="ExDate" required="N" />
|
|
<field name="AccruedInterestAmt" required="N" />
|
|
<field name="InterestAtMaturity" required="N" />
|
|
<field name="EndAccruedInterestAmt" required="N" />
|
|
<field name="StartCash" required="N" />
|
|
<field name="EndCash" required="N" />
|
|
<field name="Concession" required="N" />
|
|
<field name="TotalTakedown" required="N" />
|
|
<field name="NetMoney" required="Y" />
|
|
<field name="MaturityNetMoney" required="N" />
|
|
<field name="SettlCurrAmt" required="N" />
|
|
<field name="SettlCurrency" required="N" />
|
|
<field name="SettlCurrFxRate" required="N" />
|
|
<field name="SettlCurrFxRateCalc" required="N" />
|
|
<field name="SettlType" required="N" />
|
|
<field name="SettlDate" required="N" />
|
|
<field name="DatedDate" required="N"/>
|
|
<field name="SharedCommission" required="N" />
|
|
<component name="Stipulations" required="N" />
|
|
<component name="MiscFeesGrp" required="N" />
|
|
<field name="TradingSystemID" required="N"/>
|
|
<field name="ClearingStatus" required="N"/>
|
|
<!-- Added custom component -->
|
|
<component name="MultilegComponentData" required="N"/>
|
|
<field name="MTKT" required="N"/>
|
|
<field name="TradeEvent" required="N"/>
|
|
<field name="NetPresentValue" required="N"/>
|
|
<field name="Delta" required="N"/>
|
|
<field name="OrigDlrTnum" required="N"/>
|
|
<field name="OrigQty" required="N"/>
|
|
<field name="OrigDlr" required="N"/>
|
|
<field name="OrigDlrTrdId" required="N"/>
|
|
<field name="ViewerAck" required="N"/>
|
|
<field name="Imported" required="N"/>
|
|
<field name="LargeSizeTrade" required="N"/>
|
|
<field name="SalesEntered" required="N"/>
|
|
<field name="PositionNettingTrade" required="N"/>
|
|
<field name="NettingId" required="N"/>
|
|
<field name="CustPrice" required="N"/>
|
|
<field name="SwapType" required="N"/>
|
|
<field name="TWClrID" required="N"/>
|
|
<field name="CSClrID" required="N"/>
|
|
<field name="DlrClrID" required="N"/>
|
|
<field name="TestMessage" required="N"/>
|
|
<field name="OnSEF" required="N"/>
|
|
<field name="SEFState" required="N"/>
|
|
<field name="SEFVoid" required="N"/>
|
|
<field name="USEntity" required="N"/>
|
|
<field name="OnETP" required="N"/>
|
|
<field name="ETPState" required="N"/>
|
|
<field name="ETPEntity" required="N"/>
|
|
<field name="CertaintyOfClearing" required="N"/>
|
|
<field name="BunchedOrder" required="N"/>
|
|
<field name="AsAgent" required="N"/>
|
|
<field name="QMTF" required="N"/>
|
|
<field name="ETPTradeType" required="N"/>
|
|
<field name="NotionalAmt" required="N"/>
|
|
<field name="OutrightPrice" required="N"/>
|
|
<field name="CalculatedPrice" required="N"/>
|
|
<field name="NetAssetValue" required="N"/>
|
|
<field name="DaysToNAV" required="N"/>
|
|
<field name="ILXTicker" required="N"/>
|
|
<field name="IndustryCode" required="N"/>
|
|
<field name="Misweighted" required="N"/>
|
|
<field name="TWRefPrice" required="N"/>
|
|
<field name="TWRefYield" required="N"/>
|
|
<field name="HedgeQuantity" required="N"/>
|
|
<field name="FixedRatePDTCTR" required="N"/>
|
|
<field name="FixedRateCDTCTR" required="N"/>
|
|
<field name="FloatRateSpread" required="N"/>
|
|
<field name="PackageID" required="N"/>
|
|
<field name="ISDA2014" required="N"/>
|
|
<field name="InterDealer" required="N"/>
|
|
<field name="SwapPackage" required="N"/>
|
|
<field name="SwapPackageDescription" required="N"/>
|
|
<field name="Intermediated" required="N"/>
|
|
<field name="MBSDSWPSwapPackage" required="N"/>
|
|
<field name="FixedNextCouponPaymentDate" required="N"/>
|
|
<field name="FloatNextCouponPaymentDate" required="N"/>
|
|
<field name="FxRate" required="N"/>
|
|
<field name="MarketSegment" required="N"/>
|
|
<field name="AllocationEMIRClearingCategory" required="N"/>
|
|
<field name="EMIRClearingCategory" required="N"/>
|
|
<field name="EMIRFrontLoad" required="N"/>
|
|
<field name="SettlCurrAccruedInterestAmt" required="N"/>
|
|
<field name="SettlCurrNetMoney" required="N"/>
|
|
<field name="DealerInternalNote" required="N"/>
|
|
<field name="DealerInternalNote2" required="N"/>
|
|
<field name="DescriptionField1" required="N"/>
|
|
<field name="ExecBroker" required="N" />
|
|
<field name="ReferencePrice" required="N" />
|
|
<field name="ReferencePriceCB" required="N" />
|
|
<field name="UnbiasedMidPrice" required="N" />
|
|
<field name="QuantityQualifier" required="N" />
|
|
<field name="AllocFutureNotional" required="N" />
|
|
<field name="FutureNotional" required="N" />
|
|
<field name="DriverNotional" required="N" />
|
|
<field name="EurexPackageID" required="N" />
|
|
<field name="TrdSrcID" required="N" />
|
|
<field name="OriginalTradeID" required="N"/>
|
|
</message>
|
|
<message name="ConfirmationAck" msgcat="app" msgtype="AU">
|
|
<field name="ConfirmID" required="Y" />
|
|
<field name="TradeDate" required="Y" />
|
|
<field name="TransactTime" required="Y" />
|
|
<field name="AffirmStatus" required="Y" />
|
|
<field name="ConfirmRejReason" required="N" />
|
|
<field name="MatchStatus" required="N" />
|
|
<field name="Text" required="N" />
|
|
<field name="EncodedTextLen" required="N" />
|
|
<field name="EncodedText" required="N" />
|
|
</message>
|
|
<message name="CollateralAssignment" msgcat="app" msgtype="AY">
|
|
<field name="CollAsgnID" required="Y" />
|
|
<field name="CollReqID" required="N" />
|
|
<field name="CollAsgnReason" required="Y" />
|
|
<field name="CollAsgnTransType" required="Y" />
|
|
<field name="CollAsgnRefID" required="N" />
|
|
<field name="TransactTime" required="Y" />
|
|
<field name="ExpireTime" required="N" />
|
|
<component name="Parties" required="N" />
|
|
<field name="Account" required="N" />
|
|
<field name="AccountType" required="N" />
|
|
<field name="ClOrdID" required="N" />
|
|
<field name="OrderID" required="N" />
|
|
<field name="SecondaryOrderID" required="N" />
|
|
<field name="SecondaryClOrdID" required="N" />
|
|
<component name="ExecCollGrp" required="N" />
|
|
<component name="TrdCollGrp" required="N" />
|
|
<component name="Instrument" required="N" />
|
|
<component name="FinancingDetails" required="N" />
|
|
<field name="SettlDate" required="N" />
|
|
<field name="Quantity" required="N" />
|
|
<field name="NetMoney" required="N" />
|
|
<field name="QtyType" required="N" />
|
|
<field name="Currency" required="N" />
|
|
<field name="BuySellOrSellBuy" required="N"/>
|
|
<field name="CollState" required="N"/>
|
|
<component name="InstrmtLegGrp" required="N" />
|
|
<component name="UndInstrmtCollGrp" required="N" />
|
|
<field name="MarginExcess" required="N" />
|
|
<field name="TotalNetValue" required="N" />
|
|
<field name="CashOutstanding" required="N" />
|
|
<component name="TrdRegTimestamps" required="N" />
|
|
<field name="Side" required="N" />
|
|
<component name="MiscFeesGrp" required="N" />
|
|
<field name="OutrightPrice" required="N"/>
|
|
<field name="Price" required="N" />
|
|
<field name="PriceType" required="N" />
|
|
<field name="AccruedInterestAmt" required="N" />
|
|
<field name="EndAccruedInterestAmt" required="N" />
|
|
<field name="StartCash" required="N" />
|
|
<field name="EndCash" required="N" />
|
|
<component name="SpreadOrBenchmarkCurveData" required="N" />
|
|
<component name="Stipulations" required="N" />
|
|
<component name="SettlInstructionsData" required="N" />
|
|
<field name="TradingSessionID" required="N" />
|
|
<field name="TradingSessionSubID" required="N" />
|
|
<field name="SettlSessID" required="N" />
|
|
<field name="SettlSessSubID" required="N" />
|
|
<field name="ClearingBusinessDate" required="N" />
|
|
<field name="Text" required="N" />
|
|
<field name="EncodedTextLen" required="N" />
|
|
<field name="EncodedText" required="N" />
|
|
<field name="RepoAction" required="N" />
|
|
<field name="D2D" required="N"/>
|
|
<field name="OriginalTradeID" required="N"/>
|
|
<field name="TradeID" required="N"/>
|
|
</message>
|
|
<message name='CollateralResponse' msgcat='app' msgtype='AZ'>
|
|
<field name='CollRespID' required='Y' />
|
|
<field name='CollAsgnID' required='N' />
|
|
<field name='CollReqID' required='N' />
|
|
<field name='CollAsgnReason' required='N' />
|
|
<field name='CollAsgnTransType' required='N' />
|
|
<field name='CollAsgnRespType' required='Y' />
|
|
<field name='CollAsgnRejectReason' required='N' />
|
|
<field name='TransactTime' required='Y' />
|
|
<component name='Parties' required='N' />
|
|
<field name='Account' required='N' />
|
|
<field name='AccountType' required='N' />
|
|
<field name='ClOrdID' required='N' />
|
|
<field name='OrderID' required='N' />
|
|
<field name='SecondaryOrderID' required='N' />
|
|
<field name='SecondaryClOrdID' required='N' />
|
|
<component name='ExecCollGrp' required='N' />
|
|
<component name='TrdCollGrp' required='N' />
|
|
<component name='Instrument' required='N' />
|
|
<component name='FinancingDetails' required='N' />
|
|
<field name='SettlDate' required='N' />
|
|
<field name='Quantity' required='N' />
|
|
<field name='QtyType' required='N' />
|
|
<field name='Currency' required='N' />
|
|
<component name='InstrmtLegGrp' required='N' />
|
|
<component name='UndInstrmtCollGrp' required='N' />
|
|
<field name='MarginExcess' required='N' />
|
|
<field name='TotalNetValue' required='N' />
|
|
<field name='CashOutstanding' required='N' />
|
|
<component name='TrdRegTimestamps' required='N' />
|
|
<field name='Side' required='N' />
|
|
<component name='MiscFeesGrp' required='N' />
|
|
<field name='Price' required='N' />
|
|
<field name='PriceType' required='N' />
|
|
<field name='AccruedInterestAmt' required='N' />
|
|
<field name='EndAccruedInterestAmt' required='N' />
|
|
<field name='StartCash' required='N' />
|
|
<field name='EndCash' required='N' />
|
|
<component name='SpreadOrBenchmarkCurveData' required='N' />
|
|
<component name='Stipulations' required='N' />
|
|
<field name='Text' required='N' />
|
|
<field name='EncodedTextLen' required='N' />
|
|
<field name='EncodedText' required='N' />
|
|
<field name='CollApplType' required='N' />
|
|
<field name='FinancialStatus' required='N' />
|
|
<field name='ClearingBusinessDate' required='N' />
|
|
</message>
|
|
</messages>
|
|
<trailer/>
|
|
<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>
|
|
<component name="TrdCapRptSideGrp">
|
|
<group name="NoSides" required="Y">
|
|
<field name="Side" required="Y"/>
|
|
<component name="Parties" required="N"/>
|
|
<field name="Account" required="N"/>
|
|
<field name="OddLot" required="N"/>
|
|
<component name="ClrInstGrp" required="N"/>
|
|
<field name="AccruedInterestAmt" required="N"/>
|
|
<field name="NetMoney" required="N"/>
|
|
<field name="SettlCurrAmt" required="N"/>
|
|
<field name="Text" required="N"/>
|
|
<component name="Stipulations" required="N"/>
|
|
<component name="MiscFeesGrp" required="N"/>
|
|
<component name="TrdAllocGrp" required="N"/>
|
|
<field name="SideGrossTradeAmt" required="N"/>
|
|
<field name="NetGrossInd" required="N"/>
|
|
<component name="TradeReportOrderDetail" required="N"/>
|
|
<field name="NotionalAmt" required="N"/>
|
|
<field name="SettlCurrAccruedInterestAmt" required="N"/>
|
|
<field name="SettlCurrNetMoney" required="N"/>
|
|
<field name="TradingSessionID" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="Stipulations">
|
|
<group name="NoStipulations" required="N">
|
|
<field name="StipulationType" required="N"/>
|
|
<field name="StipulationValue" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="TrdCapRptAckSideGrp">
|
|
<group name="NoSides" required="Y">
|
|
<field name="Side" required="Y"/>
|
|
<component name="Parties" required="N"/>
|
|
<field name="Account" required="N"/>
|
|
<field name="OddLot" required="N"/>
|
|
<component name="ClrInstGrp" required="N"/>
|
|
<field name="AccruedInterestAmt" required="N"/>
|
|
<field name="NetMoney" required="N"/>
|
|
<component name="Stipulations" required="N"/>
|
|
<component name="MiscFeesGrp" required="N"/>
|
|
<component name="TrdAllocGrp" required="N"/>
|
|
<field name="SideGrossTradeAmt" required="N"/>
|
|
<field name="NetGrossInd" required="N"/>
|
|
<component name="TradeReportOrderDetail" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="SecAltIDGrp">
|
|
<group name="NoSecurityAltID" required="N">
|
|
<field name="SecurityAltID" required="N"/>
|
|
<field name="SecurityAltIDSource" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="PartyDetail">
|
|
<field name="PartyID" required="Y"/>
|
|
<field name="PartyIDSource" required="Y"/>
|
|
<field name="PartyRole" required="Y"/>
|
|
</component>
|
|
<component name="YieldData">
|
|
<field name="YieldType" required="N"/>
|
|
<field name="Yield" required="N"/>
|
|
</component>
|
|
<component name="FinancingDetails">
|
|
<field name="StartDate" required="N"/>
|
|
<field name="EndDate" required="N"/>
|
|
</component>
|
|
<component name="Instrument">
|
|
<field name="Symbol" required="N"/>
|
|
<field name="SymbolSfx" required="N"/>
|
|
<field name="SecurityID" required="N"/>
|
|
<field name="SecurityIDSource" required="N"/>
|
|
<component name="SecAltIDGrp" required="N"/>
|
|
<field name="Product" required="N"/>
|
|
<field name="SecurityType" required="N"/>
|
|
<field name="MaturityDate" required="N"/>
|
|
<field name="IssueDate" required="N"/>
|
|
<field name="Factor" required="N"/>
|
|
<field name="CouponRate" required="N"/>
|
|
<field name="CouponRate2" required="N"/>
|
|
<field name="SecurityExchange" required="N"/>
|
|
<field name="Issuer" required="N"/>
|
|
<field name="SecurityDesc" required="N"/>
|
|
<field name="EncodedSecurityDescLen" required="N"/>
|
|
<field name="EncodedSecurityDesc" required="N"/>
|
|
<field name="ExerciseStyle" required="N"/>
|
|
<field name="Seniority" required="N"/>
|
|
<field name="RelativeStart" required="N"/>
|
|
<field name="RollConvention" required="N"/>
|
|
<field name="FloatRatePayFrequency" required="N"/>
|
|
<field name="Compounding" required="N"/>
|
|
<field name="FixedRatePayFrequency" required="N"/>
|
|
<field name="FixedRateDayCount" required="N"/>
|
|
<field name="ADJDTCP" required="N"/>
|
|
<field name="IssuedAsMonths" required="N"/>
|
|
<field name="AuctionDate" required="N"/>
|
|
<field name="RepoRate" required="N"/>
|
|
<field name="ConversionExchangeRate" required="N"/>
|
|
<field name="AnnouncedDate" required="N"/>
|
|
<field name="NonPricedTier" required="N"/>
|
|
<field name="PricedTier" required="N"/>
|
|
<field name="AmountOutstanding" required="N"/>
|
|
<group name="NoCreditRating" required="N">
|
|
<field name="CreditRatingAgency" required="N"/>
|
|
<field name="CreditRating" required="N"/>
|
|
</group>
|
|
<field name="TaxStatus" required="N"/>
|
|
<field name="UPICode" required="N"/>
|
|
</component>
|
|
<component name="AllocAckGrp">
|
|
<group name="NoAllocs" required="N">
|
|
<field name="AllocAccount" required="N"/>
|
|
<field name="IndividualAllocID" required="N"/>
|
|
<field name="AllocText" required="N"/>
|
|
<field name="AllocQty" required="N"/>
|
|
<component name="NestedParties" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="RootSubParties">
|
|
<group name="NoRootPartySubIDs" required="N">
|
|
<field name="RootPartySubID" required="N"/>
|
|
<field name="RootPartySubIDType" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="RootParties">
|
|
<group name="NoRootPartyIDs" required="N">
|
|
<field name="RootPartyID" required="N"/>
|
|
<field name="RootPartyIDSource" required="N"/>
|
|
<field name="RootPartyRole" required="N"/>
|
|
<component name="RootSubParties" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="AllocGrp">
|
|
<group name="NoAllocs" required="N">
|
|
<field name="AllocAccount" required="N"/>
|
|
<field name="AllocQty" required="N"/>
|
|
<field name="IndividualAllocID" required="N"/>
|
|
<component name="NestedParties" required="N"/>
|
|
<field name="AllocText" required="N"/>
|
|
<field name="AllocNetMoney" required="N"/>
|
|
<field name="AllocSettlCurrAmt" required="N"/>
|
|
<field name="AllocAccruedInterestAmt" required="N"/>
|
|
<component name="MiscFeesGrp" required="N"/>
|
|
<component name="ClrInstGrp" required="N"/>
|
|
<component name="AllocRegulatoryTradeIDGrp" required="N"/>
|
|
<field name="AllocNotionalAmt" required="N"/>
|
|
<field name="AllocationEMIRClearingCategory" required="N"/>
|
|
<field name="SettlCurrAccruedInterestAmt" required="N"/>
|
|
<field name="SettlCurrNetMoney" required="N"/>
|
|
<field name="AllocSettleStartCash" required="N"/>
|
|
<field name="AllocFutureNotional" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="UndInstrmtGrp">
|
|
<group name="NoUnderlyings" required="N">
|
|
<component name="UnderlyingInstrument" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="UnderlyingInstrument">
|
|
<field name="UnderlyingSymbol" required="N"/>
|
|
<field name="UnderlyingSecurityID" required="N"/>
|
|
<field name="UnderlyingSecurityIDSource" required="N"/>
|
|
<field name="UnderlyingSecurityDesc" required="N"/>
|
|
<field name="UnderlyingCurrency" required="N"/>
|
|
<field name="UnderlyingQty" required="N"/>
|
|
<field name="UnderlyingDirtyPrice" required="N"/>
|
|
<field name="UnderlyingPx" required="N"/>
|
|
<field name="UnderlyingStartValue" required="N"/>
|
|
<field name="UnderlyingCurrentValue" required="N"/>
|
|
<field name="UnderlyingEndValue" required="N"/>
|
|
<field name="UnderlyingSettlDirtyPrice" required="N"/>
|
|
<field name="CollateralPoolNumber" required="N" />
|
|
<field name="CollateralFace" required="N" />
|
|
<field name="CollateralFactor" required="N" />
|
|
</component>
|
|
<component name="Parties">
|
|
<group name="NoPartyIDs" required="N">
|
|
<field name="PartyID" required="N"/>
|
|
<field name="PartyIDSource" required="N"/>
|
|
<field name="PartyRole" required="N"/>
|
|
<field name="PartyRoleQualifier" required="N"/>
|
|
<field name="ParamType" required="N"/>
|
|
<component name="PtysSubGrp" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="NestedParties">
|
|
<group name="NoNestedPartyIDs" required="N">
|
|
<field name="NestedPartyID" required="N"/>
|
|
<field name="NestedPartyIDSource" required="N"/>
|
|
<field name="NestedPartyRole" required="N"/>
|
|
<component name="NstdPtysSubGrp" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="PtysSubGrp">
|
|
<group name="NoPartySubIDs" required="N">
|
|
<field name="PartySubID" required="N"/>
|
|
<field name="PartySubIDType" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="TradeReportOrderDetail">
|
|
<field name="OrderID" required="N"/>
|
|
<field name="SecondaryOrderID" required="N"/>
|
|
<field name="ClOrdID" required="N"/>
|
|
<field name="ListID" required="N"/>
|
|
<field name="OrdStatus" required="N"/>
|
|
<field name="OrderCapacity" required="N" />
|
|
</component>
|
|
<component name="SpreadOrBenchmarkCurveData">
|
|
<field name="Spread" required="N"/>
|
|
<field name="BenchmarkCurveName" required="N"/>
|
|
<field name="BenchmarkCurvePoint" required="N"/>
|
|
<field name="BenchmarkPrice" required="N"/>
|
|
<field name="BenchmarkPriceType" required="N"/>
|
|
<field name="BenchmarkSecurityID" required="N"/>
|
|
<field name="BenchmarkSecurityIDSource" required="N"/>
|
|
<field name="BenchmarkYield" required="N"/>
|
|
<field name="BenchmarkCurvePoint2" required="N"/>
|
|
<field name="BenchmarkSecurityDesc" required="N"/>
|
|
</component>
|
|
<component name="TrdRegTimestamps">
|
|
<group name="NoTrdRegTimestamps" required="N">
|
|
<field name="TrdRegTimestamp" required="N"/>
|
|
<field name="TrdRegTimestampType" required="N"/>
|
|
<field name="TrdRegTimestampOrigin" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="ExecAllocGrp">
|
|
<group name="NoExecs" required="N">
|
|
<field name="LastQty" required="N"/>
|
|
<field name="ExecID" required="N"/>
|
|
<field name="LastPx" required="N"/>
|
|
<field name="TradeID" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="NstdPtysSubGrp">
|
|
<group name="NoNestedPartySubIDs" required="N">
|
|
<field name="NestedPartySubID" required="N"/>
|
|
<field name="NestedPartySubIDType" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="SecTypesGrp">
|
|
<group name="NoSecurityTypes" required="N">
|
|
<field name="SecurityType" required="N"/>
|
|
<field name="Product" required="N"/>
|
|
<field name="TransactTime" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="MiscFeesGrp">
|
|
<group name="NoMiscFees" required="N">
|
|
<field name="MiscFeeAmt" required="N"/>
|
|
<field name="MiscFeeCurr" required="N"/>
|
|
<field name="MiscFeeType" required="N"/>
|
|
<field name="MiscFeeBasis" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="OrderQtyData">
|
|
<field name="OrderQty" required="N" />
|
|
</component>
|
|
<component name="TrdAllocGrp">
|
|
<group name="NoAllocs" required="N">
|
|
<field name="AllocAccount" required="N"/>
|
|
<field name="IndividualAllocID" required="N"/>
|
|
<field name="AllocQty" required="N"/>
|
|
<component name="AllocRegulatoryTradeIDGrp" required="N"/>
|
|
<field name="ClearingStatus" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="LegBenchmarkCurveData">
|
|
<field name="LegBenchmarkCurveName" required="N"/>
|
|
<field name="LegBenchmarkCurvePoint" required="N"/>
|
|
</component>
|
|
<component name="ClrInstGrp">
|
|
<group name="NoClearingInstructions" required="N">
|
|
<field name="ClearingInstruction" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="OrdAllocGrp">
|
|
<group name="NoOrders" required="N">
|
|
<field name="ClOrdID" required="N"/>
|
|
<field name="OrderID" required="N"/>
|
|
<field name="SecondaryOrderID" required="N"/>
|
|
<field name="ListID" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="MultilegComponentData">
|
|
<field name="MultilegComponent" required="N"/>
|
|
<field name="MultilegPartNum" required="N"/>
|
|
<field name="MultilegRefID" required="N"/>
|
|
</component>
|
|
<component name="RegulatoryTradeIDGrp">
|
|
<group name="NoRegulatoryTradeIDs" required="N">
|
|
<field name="RegulatoryTradeID" required="Y"/>
|
|
<field name="RegulatoryTradeIDSource" required="N"/>
|
|
<field name="RegulatoryTradeIDEvent" required="N"/>
|
|
<field name="RegulatoryTradeIDType" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="AllocRegulatoryTradeIDGrp">
|
|
<group name="NoAllocRegulatoryTradeIDs" required="N">
|
|
<field name="AllocRegulatoryTradeID" required="Y"/>
|
|
<field name="AllocRegulatoryTradeIDSource" required="N"/>
|
|
<field name="AllocRegulatoryTradeIDEvent" required="N"/>
|
|
<field name="AllocRegulatoryTradeIDType" required="N"/>
|
|
</group>
|
|
</component>
|
|
<component name="ExecCollGrp">
|
|
<group name="NoExecs" required="N">
|
|
<field name="ExecID" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="TrdCollGrp">
|
|
<group name="NoTrades" required="N">
|
|
<field name="TradeReportID" required="N" />
|
|
<field name="SecondaryTradeReportID" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="UndInstrmtCollGrp">
|
|
<group name="NoUnderlyings" required="N">
|
|
<component name="UnderlyingInstrument" required="N" />
|
|
<field name="CollAction" required="N" />
|
|
<component name="RegulatoryTradeIDGrp" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="LegSecAltIDGrp">
|
|
<group name="NoLegSecurityAltID" required="N">
|
|
<field name="LegSecurityAltID" required="N" />
|
|
<field name="LegSecurityAltIDSource" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="InstrumentLeg">
|
|
<field name="LegSymbol" required="N" />
|
|
<field name="LegSymbolSfx" required="N" />
|
|
<field name="LegSecurityID" required="N" />
|
|
<field name="LegSecurityIDSource" required="N" />
|
|
<component name="LegSecAltIDGrp" required="N" />
|
|
<field name="LegProduct" required="N" />
|
|
<field name="LegCFICode" required="N" />
|
|
<field name="LegSecurityType" required="N" />
|
|
<field name="LegSecuritySubType" required="N" />
|
|
<field name="LegMaturityMonthYear" required="N" />
|
|
<field name="LegMaturityDate" required="N" />
|
|
<field name="LegCouponPaymentDate" required="N" />
|
|
<field name="LegIssueDate" required="N" />
|
|
<field name="LegRepoCollateralSecurityType" required="N" />
|
|
<field name="LegRepurchaseTerm" required="N" />
|
|
<field name="LegRepurchaseRate" required="N" />
|
|
<field name="LegFactor" required="N" />
|
|
<field name="LegCreditRating" required="N" />
|
|
<field name="LegInstrRegistry" required="N" />
|
|
<field name="LegCountryOfIssue" required="N" />
|
|
<field name="LegStateOrProvinceOfIssue" required="N" />
|
|
<field name="LegLocaleOfIssue" required="N" />
|
|
<field name="LegRedemptionDate" required="N" />
|
|
<field name="LegStrikePrice" required="N" />
|
|
<field name="LegStrikeCurrency" required="N" />
|
|
<field name="LegOptAttribute" required="N" />
|
|
<field name="LegContractMultiplier" required="N" />
|
|
<field name="LegCouponRate" required="N" />
|
|
<field name="LegSecurityExchange" required="N" />
|
|
<field name="LegIssuer" required="N" />
|
|
<field name="EncodedLegIssuerLen" required="N" />
|
|
<field name="EncodedLegIssuer" required="N" />
|
|
<field name="LegSecurityDesc" required="N" />
|
|
<field name="EncodedLegSecurityDescLen" required="N" />
|
|
<field name="EncodedLegSecurityDesc" required="N" />
|
|
<field name="LegRatioQty" required="N" />
|
|
<field name="LegSide" required="N" />
|
|
<field name="LegCurrency" required="N" />
|
|
<field name="LegPool" required="N" />
|
|
<field name="LegDatedDate" required="N" />
|
|
<field name="LegContractSettlMonth" required="N" />
|
|
<field name="LegInterestAccrualDate" required="N" />
|
|
<field name="LegUnitOfMeasure" required="N" />
|
|
<field name="LegTimeUnit" required="N" />
|
|
<field name="LegOptionRatio" required="N" />
|
|
<field name="LegPrice" required="N" />
|
|
<field name="LegMaturityTime" required="N" />
|
|
<field name="LegPutOrCall" required="N" />
|
|
<field name="LegExerciseStyle" required="N" />
|
|
<field name="LegUnitOfMeasureQty" required="N" />
|
|
<field name="LegPriceUnitOfMeasure" required="N" />
|
|
<field name="LegPriceUnitOfMeasureQty" required="N" />
|
|
<field name="LegContractMultiplierUnit" required="N" />
|
|
<field name="LegFlowScheduleType" required="N" />
|
|
</component>
|
|
<component name="InstrmtLegGrp">
|
|
<group name="NoLegs" required="N">
|
|
<component name="InstrumentLeg" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="SettlPtysSubGrp">
|
|
<group name="NoSettlPartySubIDs" required="N">
|
|
<field name="SettlPartySubID" required="N" />
|
|
<field name="SettlPartySubIDType" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="SettlParties">
|
|
<group name="NoSettlPartyIDs" required="N">
|
|
<field name="SettlPartyID" required="N" />
|
|
<field name="SettlPartyIDSource" required="N" />
|
|
<field name="SettlPartyRole" required="N" />
|
|
<component name="SettlPtysSubGrp" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="DlvyInstGrp">
|
|
<group name="NoDlvyInst" required="N">
|
|
<field name="SettlInstSource" required="N" />
|
|
<field name="DlvyInstType" required="N" />
|
|
<component name="SettlParties" required="N" />
|
|
</group>
|
|
</component>
|
|
<component name="SettlInstructionsData">
|
|
<field name="SettlDeliveryType" required="N" />
|
|
<field name="StandInstDbType" required="N" />
|
|
<field name="StandInstDbName" required="N" />
|
|
<field name="StandInstDbID" required="N" />
|
|
<component name="DlvyInstGrp" required="N" />
|
|
</component>
|
|
<component name="TrdRegPublicationGrp">
|
|
<group name="NoTrdRegPublications" required="N">
|
|
<field name="TrdRegPublicationType" required="N"/>
|
|
<field name="TrdRegPublicationReason" required="N"/>
|
|
</group>
|
|
</component>
|
|
</components>
|
|
<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="T" description="TRADE"/>
|
|
<value enum="X" description="CROSS"/>
|
|
</field>
|
|
<field number="5" name="AdvTransType" type="STRING">
|
|
<value enum="C" description="CANCEL"/>
|
|
<value enum="N" description="NEW"/>
|
|
<value enum="R" description="REPLACE"/>
|
|
</field>
|
|
<field number="6" name="AvgPx" type="PRICE"/>
|
|
<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="12" name="Commission" type="AMT"/>
|
|
<field number="13" name="CommType" type="CHAR">
|
|
<value enum="1" description="PER_UNIT"/>
|
|
<value enum="2" description="PERCENT"/>
|
|
<value enum="3" description="ABSOLUTE"/>
|
|
<value enum="4" description="PERCENTAGE_WAIVED_4"/>
|
|
<value enum="5" description="PERCENTAGE_WAIVED_5"/>
|
|
<value enum="6" description="POINTS_PER_BOND_OR_CONTRACT"/>
|
|
</field>
|
|
<field number="14" name="CumQty" type="QTY"/>
|
|
<field number="15" name="Currency" type="CURRENCY"/>
|
|
<field number="16" name="EndSeqNo" type="SEQNUM"/>
|
|
<field number="17" name="ExecID" type="STRING"/>
|
|
<field number="18" name="ExecInst" type="MULTIPLECHARVALUE">
|
|
<value enum="0" description="STAY_ON_OFFER_SIDE"/>
|
|
<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="PARTICIPANT_DONT_INITIATE"/>
|
|
<value enum="7" description="STRICT_SCALE"/>
|
|
<value enum="8" description="TRY_TO_SCALE"/>
|
|
<value enum="9" description="STAY_ON_BID_SIDE"/>
|
|
<value enum="A" description="NO_CROSS"/>
|
|
<value enum="a" description="TRAILING_STOP_PEG"/>
|
|
<value enum="B" description="OK_TO_CROSS"/>
|
|
<value enum="b" description="STRICT_LIMIT"/>
|
|
<value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS"/>
|
|
<value enum="C" description="CALL_FIRST"/>
|
|
<value enum="d" description="PEG_TO_LIMIT_PRICE"/>
|
|
<value enum="D" description="PERCENT_OF_VOLUME"/>
|
|
<value enum="E" description="DO_NOT_INCREASE"/>
|
|
<value enum="e" description="WORK_TO_TARGET_STRATEGY"/>
|
|
<value enum="F" description="DO_NOT_REDUCE"/>
|
|
<value enum="G" description="ALL_OR_NONE"/>
|
|
<value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE"/>
|
|
<value enum="I" description="INSTITUTIONS_ONLY"/>
|
|
<value enum="J" description="REINSTATE_ON_TRADING_HALT"/>
|
|
<value enum="K" description="CANCEL_ON_TRADING_HALT"/>
|
|
<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="Q" description="CANCEL_ON_SYSTEM_FAILURE"/>
|
|
<value enum="R" description="PRIMARY_PEG"/>
|
|
<value enum="S" description="SUSPEND"/>
|
|
<value enum="T" description="FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER"/>
|
|
<value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
|
|
<value enum="V" description="NETTING"/>
|
|
<value enum="W" description="PEG_TO_VWAP"/>
|
|
<value enum="X" description="TRADE_ALONG"/>
|
|
<value enum="Y" description="TRY_TO_STOP"/>
|
|
<value enum="Z" description="CANCEL_IF_NOT_BEST"/>
|
|
<value enum="f" description="INTERMARKET_SWEEP"/>
|
|
<value enum="g" description="EXTERNAL_ROUTING_ALLOWED"/>
|
|
<value enum="h" description="EXTERNAL_ROUTING_NOT_ALLOWED"/>
|
|
<value enum="i" description="IMBALANCE_ONLY"/>
|
|
<value enum="j" description="SINGLE_EXECUTION_REQUESTED_FOR_BLOCK_TRADE"/>
|
|
<value enum="k" description="BEST_EXECUTION"/>
|
|
<value enum="l" description="SUSPEND_ON_SYSTEM_FAILURE"/>
|
|
<value enum="m" description="SUSPEND_ON_TRADING_HALT"/>
|
|
<value enum="n" description="REINSTATE_ON_CONNECTION_LOSS"/>
|
|
<value enum="o" description="CANCEL_ON_CONNECTION_LOSS"/>
|
|
<value enum="p" description="SUSPEND_ON_CONNECTION_LOSS"/>
|
|
<value enum="q" description="RELEASE_FROM_SUSPENSION"/>
|
|
<value enum="r" description="EXECUTE_AS_DELTA_NEUTRAL_USING_VOLATILITY_PROVIDED"/>
|
|
<value enum="s" description="EXECUTE_AS_DURATION_NEUTRAL"/>
|
|
<value enum="t" description="EXECUTE_AS_FX_NEUTRAL"/>
|
|
</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="SecurityIDSource" type="STRING">
|
|
<value enum="1" description="CUSIP"/>
|
|
<value enum="2" description="SEDOL"/>
|
|
<value enum="4" description="ISIN"/>
|
|
<value enum="5" description="RIC"/>
|
|
<value enum="8" description="ExchangeSymbol"/>
|
|
<value enum="100" description="Private"/>
|
|
<value enum="I" description="FpML"/>
|
|
<value enum="A" description="BloombergSymbol"/>
|
|
</field>
|
|
<field number="23" name="IOIID" type="STRING"/>
|
|
<field number="24" name="IOIOthSvc" type="CHAR"/>
|
|
<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="STRING"/>
|
|
<field number="27" name="IOIQty" type="STRING">
|
|
<value enum="L" description="LARGE"/>
|
|
<value enum="M" description="MEDIUM"/>
|
|
<value enum="0" description="BILLION"/>
|
|
<value enum="S" description="SMALL"/>
|
|
<value enum="U" description="UNDISCLOSED_QUANTITY"/>
|
|
</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="EXCHANGE"/>
|
|
<field number="31" name="LastPx" type="PRICE"/>
|
|
<field number="32" name="LastQty" type="QTY"/>
|
|
<field number="33" name="NoLinesOfText" type="NUMINGROUP"/>
|
|
<field number="34" name="MsgSeqNum" type="SEQNUM"/>
|
|
<field number="35" name="MsgType" type="STRING">
|
|
<value enum="0" description="HEARTBEAT"/>
|
|
<value enum="1" description="TESTREQUEST"/>
|
|
<value enum="2" description="RESENDREQUEST"/>
|
|
<value enum="3" description="REJECT"/>
|
|
<value enum="4" description="SEQUENCERESET"/>
|
|
<value enum="5" description="LOGOUT"/>
|
|
<value enum="6" description="IOI"/>
|
|
<value enum="7" description="ADVERTISEMENT"/>
|
|
<value enum="8" description="EXECUTIONREPORT"/>
|
|
<value enum="9" description="ORDERCANCELREJECT"/>
|
|
<value enum="A" description="LOGON"/>
|
|
<value enum="AA" description="DERIVATIVESECURITYLIST"/>
|
|
<value enum="AB" description="NEWORDERMULTILEG"/>
|
|
<value enum="AC" description="MULTILEGORDERCANCELREPLACE"/>
|
|
<value enum="AD" description="TRADECAPTUREREPORTREQUEST"/>
|
|
<value enum="AE" description="TRADECAPTUREREPORT"/>
|
|
<value enum="AF" description="ORDERMASSSTATUSREQUEST"/>
|
|
<value enum="AG" description="QUOTEREQUESTREJECT"/>
|
|
<value enum="AH" description="RFQREQUEST"/>
|
|
<value enum="AI" description="QUOTESTATUSREPORT"/>
|
|
<value enum="AJ" description="QUOTERESPONSE"/>
|
|
<value enum="AK" description="CONFIRMATION"/>
|
|
<value enum="AL" description="POSITIONMAINTENANCEREQUEST"/>
|
|
<value enum="AM" description="POSITIONMAINTENANCEREPORT"/>
|
|
<value enum="AN" description="REQUESTFORPOSITIONS"/>
|
|
<value enum="AO" description="REQUESTFORPOSITIONSACK"/>
|
|
<value enum="AP" description="POSITIONREPORT"/>
|
|
<value enum="AQ" description="TRADECAPTUREREPORTREQUESTACK"/>
|
|
<value enum="AR" description="TRADECAPTUREREPORTACK"/>
|
|
<value enum="AS" description="ALLOCATIONREPORT"/>
|
|
<value enum="AT" description="ALLOCATIONREPORTACK"/>
|
|
<value enum="AU" description="CONFIRMATION_ACK"/>
|
|
<value enum="AV" description="SETTLEMENTINSTRUCTIONREQUEST"/>
|
|
<value enum="AW" description="ASSIGNMENTREPORT"/>
|
|
<value enum="AX" description="COLLATERALREQUEST"/>
|
|
<value enum="AY" description="COLLATERALASSIGNMENT"/>
|
|
<value enum="AZ" description="COLLATERALRESPONSE"/>
|
|
<value enum="B" description="NEWS"/>
|
|
<value enum="BA" description="COLLATERALREPORT"/>
|
|
<value enum="BB" description="COLLATERALINQUIRY"/>
|
|
<value enum="BC" description="NETWORKCOUNTERPARTYSYSTEMSTATUSREQUEST"/>
|
|
<value enum="BD" description="NETWORKCOUNTERPARTYSYSTEMSTATUSRESPONSE"/>
|
|
<value enum="BE" description="USERREQUEST"/>
|
|
<value enum="BF" description="USERRESPONSE"/>
|
|
<value enum="BG" description="COLLATERALINQUIRYACK"/>
|
|
<value enum="BH" description="CONFIRMATIONREQUEST"/>
|
|
<value enum="BI" description="TRADINGSESSIONLISTREQUEST"/>
|
|
<value enum="BJ" description="TRADINGSESSIONLIST"/>
|
|
<value enum="BK" description="SECURITYLISTUPDATEREPORT"/>
|
|
<value enum="BL" description="ADJUSTEDPOSITIONREPORT"/>
|
|
<value enum="BM" description="ALLOCATIONINSTRUCTIONALERT"/>
|
|
<value enum="BN" description="EXECUTIONACKNOWLEDGEMENT"/>
|
|
<value enum="BO" description="CONTRARYINTENTIONREPORT"/>
|
|
<value enum="BP" description="SECURITYDEFINITIONUPDATEREPORT"/>
|
|
<value enum="BQ" description="SETTLEMENTOBLIGATIONREPORT"/>
|
|
<value enum="BR" description="DERIVATIVESECURITYLISTUPDATEREPORT"/>
|
|
<value enum="BS" description="TRADINGSESSIONLISTUPDATEREPORT"/>
|
|
<value enum="BT" description="MARKETDEFINITIONREQUEST"/>
|
|
<value enum="BU" description="MARKETDEFINITION"/>
|
|
<value enum="BV" description="MARKETDEFINITIONUPDATEREPORT"/>
|
|
<value enum="BW" description="APPLICATIONMESSAGEREQUEST"/>
|
|
<value enum="BX" description="APPLICATIONMESSAGEREQUESTACK"/>
|
|
<value enum="BY" description="APPLICATIONMESSAGEREPORT"/>
|
|
<value enum="BZ" description="ORDERMASSACTIONREPORT"/>
|
|
<value enum="C" description="EMAIL"/>
|
|
<value enum="CA" description="ORDERMASSACTIONREQUEST"/>
|
|
<value enum="CB" description="USERNOTIFICATION"/>
|
|
<value enum="CC" description="STREAMASSIGNMENTREQUEST"/>
|
|
<value enum="CD" description="STREAMASSIGNMENTREPORT"/>
|
|
<value enum="CE" description="STREAMASSIGNMENTREPORTACK"/>
|
|
<value enum="CF" description="PARTYDETAILSLISTREQUEST"/>
|
|
<value enum="CG" description="PARTYDETAILSLISTREPORT"/>
|
|
<value enum="D" description="NEWORDERSINGLE"/>
|
|
<value enum="E" description="NEWORDERLIST"/>
|
|
<value enum="F" description="ORDERCANCELREQUEST"/>
|
|
<value enum="G" description="ORDERCANCELREPLACEREQUEST"/>
|
|
<value enum="H" description="ORDERSTATUSREQUEST"/>
|
|
<value enum="J" description="ALLOCATIONINSTRUCTION"/>
|
|
<value enum="K" description="LISTCANCELREQUEST"/>
|
|
<value enum="L" description="LISTEXECUTE"/>
|
|
<value enum="M" description="LISTSTATUSREQUEST"/>
|
|
<value enum="N" description="LISTSTATUS"/>
|
|
<value enum="P" description="ALLOCATIONINSTRUCTIONACK"/>
|
|
<value enum="Q" description="DONTKNOWTRADEDK"/>
|
|
<value enum="R" description="QUOTEREQUEST"/>
|
|
<value enum="S" description="QUOTE"/>
|
|
<value enum="T" description="SETTLEMENTINSTRUCTIONS"/>
|
|
<value enum="V" description="MARKETDATAREQUEST"/>
|
|
<value enum="W" description="MARKETDATASNAPSHOTFULLREFRESH"/>
|
|
<value enum="X" description="MARKETDATAINCREMENTALREFRESH"/>
|
|
<value enum="Y" description="MARKETDATAREQUESTREJECT"/>
|
|
<value enum="Z" description="QUOTECANCEL"/>
|
|
<value enum="a" description="QUOTESTATUSREQUEST"/>
|
|
<value enum="b" description="MASSQUOTEACKNOWLEDGEMENT"/>
|
|
<value enum="c" description="SECURITYDEFINITIONREQUEST"/>
|
|
<value enum="d" description="SECURITYDEFINITION"/>
|
|
<value enum="e" description="SECURITYSTATUSREQUEST"/>
|
|
<value enum="f" description="SECURITYSTATUS"/>
|
|
<value enum="g" description="TRADINGSESSIONSTATUSREQUEST"/>
|
|
<value enum="h" description="TRADINGSESSIONSTATUS"/>
|
|
<value enum="i" description="MASSQUOTE"/>
|
|
<value enum="j" description="BUSINESSMESSAGEREJECT"/>
|
|
<value enum="k" description="BIDREQUEST"/>
|
|
<value enum="l" description="BIDRESPONSE"/>
|
|
<value enum="m" description="LISTSTRIKEPRICE"/>
|
|
<value enum="n" description="XML_NON_FIX"/>
|
|
<value enum="o" description="REGISTRATIONINSTRUCTIONS"/>
|
|
<value enum="p" description="REGISTRATIONINSTRUCTIONSRESPONSE"/>
|
|
<value enum="q" description="ORDERMASSCANCELREQUEST"/>
|
|
<value enum="r" description="ORDERMASSCANCELREPORT"/>
|
|
<value enum="s" description="NEWORDERCROSS"/>
|
|
<value enum="t" description="CROSSORDERCANCELREPLACEREQUEST"/>
|
|
<value enum="u" description="CROSSORDERCANCELREQUEST"/>
|
|
<value enum="v" description="SECURITYTYPEREQUEST"/>
|
|
<value enum="w" description="SECURITYTYPES"/>
|
|
<value enum="x" description="SECURITYLISTREQUEST"/>
|
|
<value enum="y" description="SECURITYLIST"/>
|
|
<value enum="z" description="DERIVATIVESECURITYLISTREQUEST"/>
|
|
</field>
|
|
<field number="36" name="NewSeqNo" type="SEQNUM"/>
|
|
<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="J" description="MARKET_IF_TOUCHED"/>
|
|
<value enum="K" description="MARKET_WITH_LEFT_OVER_AS_LIMIT"/>
|
|
<value enum="L" description="PREVIOUS_FUND_VALUATION_POINT"/>
|
|
<value enum="M" description="NEXT_FUND_VALUATION_POINT"/>
|
|
<value enum="P" description="PEGGED"/>
|
|
<value enum="Q" description="COUNTER_ORDER_SELECTION"/>
|
|
</field>
|
|
<field number="41" name="OrigClOrdID" type="STRING"/>
|
|
<field number="42" name="OrigTime" type="UTCTIMESTAMP"/>
|
|
<field number="43" name="PossDupFlag" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="44" name="Price" type="PRICE"/>
|
|
<field number="45" name="RefSeqNum" type="SEQNUM"/>
|
|
<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="PROPRIETARY_NON_ALGORITHMIC_PROGRAM_TRADE"/>
|
|
<value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG"/>
|
|
<value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL"/>
|
|
<value enum="F" description="SHORT_EXEMPT_TRANSACTION_F"/>
|
|
<value enum="H" description="SHORT_EXEMPT_TRANSACTION_H"/>
|
|
<value enum="I" description="INDIVIDUAL_INVESTOR_SINGLE_ORDER"/>
|
|
<value enum="J" description="PROPRIETARY_ALGORITHMIC_PROGRAM_TRADING"/>
|
|
<value enum="K" description="AGENCY_ALGORITHMIC_PROGRAM_TRADING"/>
|
|
<value enum="L" description="SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFLIATED_WITH_THE_FIRM_CLEARING_THE_TRADE"/>
|
|
<value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
|
|
<value enum="N" description="AGENT_FOR_OTHER_MEMBER_NON_ALGORITHMIC_PROGRAM_TRADE"/>
|
|
<value enum="O" description="PROPRIETARY_TRANSACTIONS_FOR_COMPETING_MARKET_MAKER_THAT_IS_AFFILIATED_WITH_THE_CLEARING_MEMBER"/>
|
|
<value enum="P" description="PRINCIPAL"/>
|
|
<value enum="R" description="TRANSACTIONS_FOR_THE_ACCOUNT_OF_A_NON_MEMBER_COMPTING_MARKET_MAKER"/>
|
|
<value enum="S" description="SPECIALIST_TRADES"/>
|
|
<value enum="T" description="TRANSACTIONS_FOR_THE_ACCOUNT_OF_AN_UNAFFILIATED_MEMBERS_COMPETING_MARKET_MAKER"/>
|
|
<value enum="U" description="AGENCY_INDEX_ARBITRAGE"/>
|
|
<value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
|
|
<value enum="X" description="SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE"/>
|
|
<value enum="Y" description="AGENCY_NON_ALGORITHMIC_PROGRAM_TRADE"/>
|
|
<value enum="Z" description="SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER"/>
|
|
</field>
|
|
<field number="48" name="SecurityID" type="STRING"/>
|
|
<field number="49" name="SenderCompID" type="STRING"/>
|
|
<field number="50" name="SenderSubID" type="STRING"/>
|
|
<field number="51" name="SendingDate" type="LOCALMKTDATE"/>
|
|
<field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
|
|
<field number="53" name="Quantity" type="QTY"/>
|
|
<field number="54" name="Side" type="CHAR">
|
|
<!-- Custom enumerations -->
|
|
<value enum="1" description="BUY"/>
|
|
<value enum="2" description="SELL"/>
|
|
<value enum="5" description="SELL_SHORT"/>
|
|
<value enum="6" description="SELL_SHORT_EXEMPT"/>
|
|
<value enum="P" description="CUSTOMER_PAY"/>
|
|
<value enum="R" description="CUSTOMER_RECEIVE"/>
|
|
</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"/>
|
|
<value enum="7" description="AT_THE_CLOSE"/>
|
|
<value enum="8" description="GOOD_THROUGH_CROSSING"/>
|
|
<value enum="9" description="AT_CROSSING"/>
|
|
</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="SettlType" type="STRING">
|
|
<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_AND_IF_ISSUED"/>
|
|
<value enum="8" description="SELLERS_OPTION"/>
|
|
<value enum="9" description="T_PLUS_5"/>
|
|
<value enum="B" description="BROKEN_DATE"/>
|
|
<value enum="C" description="FX_SPOT_NEXT_SETTLEMENT"/>
|
|
</field>
|
|
<field number="64" name="SettlDate" type="LOCALMKTDATE"/>
|
|
<field number="65" name="SymbolSfx" type="STRING">
|
|
<value enum="CD" description="EUCP_WITH_LUMP_SUM_INTEREST_RATHER_THAN_DISCOUNT_PRICE"/>
|
|
<value enum="FR" description="SECURITY_IS_FLOATING_RATE"/>
|
|
<value enum="WI" description="WHEN_ISSUED_FOR_A_SECURITY_TO_BE_REISSUED_UNDER_AN_OLD_CUSIP_OR_ISIN"/>
|
|
</field>
|
|
<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"/>
|
|
<value enum="6" description="REVERSAL"/>
|
|
</field>
|
|
<field number="72" name="RefAllocID" type="STRING"/>
|
|
<field number="73" name="NoOrders" type="NUMINGROUP"/>
|
|
<field number="74" name="AvgPxPrecision" type="INT"/>
|
|
<field number="75" name="TradeDate" type="LOCALMKTDATE"/>
|
|
<field number="76" name="ExecBroker" type="STRING"/>
|
|
<field number="77" name="PositionEffect" type="CHAR">
|
|
<value enum="C" description="CLOSE"/>
|
|
<value enum="D" description="DEFAULT"/>
|
|
<value enum="F" description="FIFO"/>
|
|
<value enum="N" description="CLOSE_BUT_NOTIFY_ON_OPEN"/>
|
|
<value enum="O" description="OPEN"/>
|
|
<value enum="R" description="ROLLED"/>
|
|
</field>
|
|
<field number="78" name="NoAllocs" type="NUMINGROUP"/>
|
|
<field number="79" name="AllocAccount" type="STRING"/>
|
|
<field number="80" name="AllocQty" type="QTY"/>
|
|
<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="QTY"/>
|
|
<field number="85" name="NoDlvyInst" type="NUMINGROUP"/>
|
|
<field number="86" name="DlvyInst" type="STRING"/>
|
|
<field number="87" name="AllocStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="BLOCK_LEVEL_REJECT"/>
|
|
<value enum="2" description="ACCOUNT_LEVEL_REJECT"/>
|
|
<value enum="3" description="RECEIVED"/>
|
|
<value enum="4" description="INCOMPLETE"/>
|
|
<value enum="5" description="REJECTED_BY_INTERMEDIARY"/>
|
|
<value enum="6" description="ALLOCATION_PENDING"/>
|
|
<value enum="7" description="REVERSED"/>
|
|
</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_AVERAGEG_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_7"/>
|
|
<value enum="8" description="INCORRECT_ALLOCATED_QUANTITY"/>
|
|
<value enum="9" description="CALCULATION_DIFFERENCE"/>
|
|
<value enum="10" description="UNKNOWN_OR_STALE_EXECID"/>
|
|
<value enum="11" description="MISMATCHED_DATA"/>
|
|
<value enum="12" description="UNKNOWN_CLORDID"/>
|
|
<value enum="13" description="WAREHOUSE_REQUEST_REJECTED"/>
|
|
<value enum="99" description="OTHER_99"/>
|
|
</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="STRING"/>
|
|
<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="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="98" name="EncryptMethod" type="INT">
|
|
<value enum="0" description="NONE"/>
|
|
<value enum="1" description="PKCS_1"/>
|
|
<value enum="2" description="DES"/>
|
|
<value enum="3" description="PKCS_3"/>
|
|
<value enum="4" description="PGP_4"/>
|
|
<value enum="5" description="PGP_5"/>
|
|
<value enum="6" description="PEM"/>
|
|
</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"/>
|
|
<value enum="3" description="ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS"/>
|
|
<value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST"/>
|
|
<value enum="5" description="ORIGORDMODTIME"/>
|
|
<value enum="6" description="DUPLICATE_CLORDID"/>
|
|
<value enum="7" description="PRICE_EXCEEDS_CURRENT_PRICE"/>
|
|
<value enum="8" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/>
|
|
<value enum="18" description="INVALID_PRICE_INCREMENT"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="103" name="OrdRejReason" type="INT">
|
|
<value enum="0" description="BROKER"/>
|
|
<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_OF_A_VERBALLY_COMMUNICATED_ORDER"/>
|
|
<value enum="8" description="STALE_ORDER"/>
|
|
<value enum="9" description="TRADE_ALONG_REQUIRED"/>
|
|
<value enum="10" description="INVALID_INVESTOR_ID"/>
|
|
<value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC"/>
|
|
<value enum="12" description="SURVEILLENCE_OPTION"/>
|
|
<value enum="13" description="INCORRECT_QUANTITY"/>
|
|
<value enum="14" description="INCORRECT_ALLOCATED_QUANTITY"/>
|
|
<value enum="15" description="UNKNOWN_ACCOUNT"/>
|
|
<value enum="16" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/>
|
|
<value enum="18" description="INVALID_PRICE_INCREMENT"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="104" name="IOIQualifier" type="CHAR">
|
|
<value enum="A" description="ALL_OR_NONE"/>
|
|
<value enum="B" description="MARKET_ON_CLOSE"/>
|
|
<value enum="C" description="AT_THE_CLOSE"/>
|
|
<value enum="D" description="VWAP"/>
|
|
<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"/>
|
|
<value enum="X" description="CROSSING_OPPORTUNITY"/>
|
|
<value enum="Y" description="AT_THE_MIDPOINT"/>
|
|
<value enum="Z" description="PRE_OPEN"/>
|
|
</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="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="114" name="LocateReqd" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
|
|
<field number="123" name="GapFillFlag" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="124" name="NoExecs" type="NUMINGROUP"/>
|
|
<field number="125" name="CxlType" type="CHAR"/>
|
|
<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="F" description="CALCULATION_DIFFERENCE"/>
|
|
<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="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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="NUMINGROUP"/>
|
|
<field number="137" name="MiscFeeAmt" type="AMT"/>
|
|
<field number="138" name="MiscFeeCurr" type="CURRENCY"/>
|
|
<field number="139" name="MiscFeeType" type="STRING">
|
|
<value enum="7" description="OTHER"/>
|
|
<value enum="8" description="MARKUP"/>
|
|
<value enum="10" description="PER_TRANSACTION"/>
|
|
</field>
|
|
<field number="140" name="PrevClosePx" type="PRICE"/>
|
|
<field number="141" name="ResetSeqNumFlag" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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="NUMINGROUP"/>
|
|
<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"/>
|
|
</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="PERCENTAGE"/>
|
|
<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"/>
|
|
<value enum="4" description="SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT"/>
|
|
<value enum="5" description="REQUEST_REJECT"/>
|
|
</field>
|
|
<field number="161" name="AllocText" type="STRING"/>
|
|
<field number="162" name="SettlInstID" type="STRING"/>
|
|
<field number="163" name="SettlInstTransType" type="CHAR">
|
|
<value enum="C" description="CANCEL"/>
|
|
<value enum="N" description="NEW"/>
|
|
<value enum="R" description="REPLACE"/>
|
|
<value enum="T" description="RESTATE"/>
|
|
</field>
|
|
<field number="164" name="EmailThreadID" type="STRING"/>
|
|
<field number="165" name="SettlInstSource" type="CHAR">
|
|
<value enum="1" description="BROKERS_INSTRUCTIONS"/>
|
|
<value enum="2" description="INSTITUTIONS_INSTRUCTIONS"/>
|
|
<value enum="3" description="INVESTOR"/>
|
|
</field>
|
|
<field number="166" name="SettlLocation" type="STRING">
|
|
<value enum="CED" description="CEDEL"/>
|
|
<value enum="DTC" description="DEPOSITORY_TRUST_COMPANY"/>
|
|
<value enum="EUR" description="EURO_CLEAR"/>
|
|
<value enum="FED" description="FEDERAL_BOOK_ENTRY"/>
|
|
<value enum="ISO_Country_Code" description="LOCAL_MARKET_SETTLE_LOCATION"/>
|
|
<value enum="PNY" description="PHYSICAL"/>
|
|
<value enum="PTC" description="PARTICIPANT_TRUST_COMPANY"/>
|
|
</field>
|
|
<field number="167" name="SecurityType" type="STRING">
|
|
<value enum="?" description="WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST"/>
|
|
<value enum="ABS" description="ASSET_BACKED_SECURITIES"/>
|
|
<value enum="AMENDED" description="AMENDED_RESTATED"/>
|
|
<value enum="AN" description="OTHER_ANTICIPATION_NOTES"/>
|
|
<value enum="BA" description="BANKERS_ACCEPTANCE"/>
|
|
<value enum="BDN" description="BANK_DEPOSITORY_NOTE"/>
|
|
<value enum="BN" description="BANK_NOTES"/>
|
|
<value enum="BOX" description="BILL_OF_EXCHANGES"/>
|
|
<value enum="BRADY" description="BRADY_BOND"/>
|
|
<value enum="BRIDGE" description="BRIDGE_LOAN"/>
|
|
<value enum="BUYSELL" description="BUY_SELLBACK"/>
|
|
<value enum="CAMM" description="CANADIAN_MONEY_MARKETS"/>
|
|
<value enum="CAN" description="CANADIAN_TREASURY_NOTES"/>
|
|
<value enum="CASH" description="CASH"/>
|
|
<value enum="CB" description="CONVERTIBLE_BOND"/>
|
|
<value enum="CD" description="CERTIFICATE_OF_DEPOSIT"/>
|
|
<value enum="CDS" description="CREDIT_DEFAULT_SWAP"/>
|
|
<value enum="CL" description="CALL_LOANS"/>
|
|
<value enum="CMB" description="CANADIAN_MORTGAGE_BONDS"/>
|
|
<value enum="CMBS" description="CORP_MORTGAGE_BACKED_SECURITIES"/>
|
|
<value enum="CMO" description="COLLATERALIZED_MORTGAGE_OBLIGATION"/>
|
|
<value enum="COFO" description="CERTIFICATE_OF_OBLIGATION"/>
|
|
<value enum="COFP" description="CERTIFICATE_OF_PARTICIPATION"/>
|
|
<value enum="CORP" description="CORPORATE_BOND"/>
|
|
<value enum="COVRD" description="COVERED_BONDS"/>
|
|
<value enum="CP" description="COMMERCIAL_PAPER"/>
|
|
<value enum="CPP" description="CORPORATE_PRIVATE_PLACEMENT"/>
|
|
<value enum="CS" description="COMMON_STOCK"/>
|
|
<value enum="CTB" description="CANADIAN_TREASURY_BILLS"/>
|
|
<value enum="DEFLTED" description="DEFAULTED"/>
|
|
<value enum="DINP" description="DEBTOR_IN_POSSESSION"/>
|
|
<value enum="DN" description="DEPOSIT_NOTES"/>
|
|
<value enum="DUAL" description="DUAL_CURRENCY"/>
|
|
<value enum="DVPLG" description="DELIVER_RECEIVE_PLEDGE"/>
|
|
<value enum="ETF" description="ETF"/>
|
|
<value enum="EUCD" description="EURO_CERTIFICATE_OF_DEPOSIT"/>
|
|
<value enum="EUCORP" description="EURO_CORPORATE_BOND"/>
|
|
<value enum="EUCP" description="EURO_COMMERCIAL_PAPER"/>
|
|
<value enum="EUFRN" description="EURO_CORPORATE_FLOATING_RATE_NOTES"/>
|
|
<value enum="EUGVFUT" description="EURO_BOND_FUTURE"/>
|
|
<value enum="EUSOV" description="EURO_SOVEREIGNS"/>
|
|
<value enum="EUSUPRA" description="EURO_SUPRANATIONAL_COUPONS"/>
|
|
<value enum="EUSUPRAFRN" description="EURO_SUPRANATIONAL_FLOAT_RATE_NOTES"/>
|
|
<value enum="FAC" description="FEDERAL_AGENCY_COUPON"/>
|
|
<value enum="FADN" description="FEDERAL_AGENCY_DISCOUNT_NOTE"/>
|
|
<value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
|
|
<value enum="FORWARD" description="FORWARD"/>
|
|
<value enum="FRN" description="FLOATING_RATE_NOTES"/>
|
|
<value enum="FUT" description="FUTURE"/>
|
|
<value enum="FXFWD" description="FX_FORWARD"/>
|
|
<value enum="FXNDF" description="NON_DELIVERABLE_FORWARD"/>
|
|
<value enum="FXOPT" description="FX_OPTION"/>
|
|
<value enum="FXSPOT" description="FX_SPOT"/>
|
|
<value enum="FXSWAP" description="FX_SWAP"/>
|
|
<value enum="GO" description="GENERAL_OBLIGATION_BONDS"/>
|
|
<value enum="IET" description="IOETTE_MORTGAGE"/>
|
|
<value enum="IRS" description="INTEREST_RATE_SWAP"/>
|
|
<value enum="LOFC" description="LETTER_OF_CREDIT"/>
|
|
<value enum="LQN" description="LIQUIDITY_NOTE"/>
|
|
<value enum="MATURED" description="MATURED"/>
|
|
<value enum="MBS" description="MORTGAGE_BACKED_SECURITIES"/>
|
|
<value enum="MF" description="MUTUAL_FUND"/>
|
|
<value enum="MIO" description="MORTGAGE_INTEREST_ONLY"/>
|
|
<value enum="MLEG" description="MULTILEG_INSTRUMENT"/>
|
|
<value enum="MPO" description="MORTGAGE_PRINCIPAL_ONLY"/>
|
|
<value enum="MPP" description="MORTGAGE_PRIVATE_PLACEMENT"/>
|
|
<value enum="MPT" description="MISCELLANEOUS_PASS_THROUGH"/>
|
|
<value enum="MT" description="MANDATORY_TENDER"/>
|
|
<value enum="MTN" description="MEDIUM_TERM_NOTES"/>
|
|
<value enum="NONE" description="NO_SECURITY_TYPE"/>
|
|
<value enum="OIS" description="OVERNIGHT_INDEX_SWAP"/>
|
|
<value enum="ONITE" description="OVERNIGHT"/>
|
|
<value enum="OOC" description="OPTIONS_ON_COMBO"/>
|
|
<value enum="OOF" description="OPTIONS_ON_FUTURES"/>
|
|
<value enum="OOP" description="OPTIONS_ON_PHYSICAL"/>
|
|
<value enum="OPT" description="OPTION"/>
|
|
<value enum="PEF" description="PRIVATE_EXPORT_FUNDING"/>
|
|
<value enum="PFAND" description="PFANDBRIEFE"/>
|
|
<value enum="PFANDFRN" description="PFANDBRIEFE_FLOATING_RATE_NOTES"/>
|
|
<value enum="PN" description="PROMISSORY_NOTE"/>
|
|
<value enum="PROV" description="CANADIAN_PROVINCIAL_BONDS"/>
|
|
<value enum="PS" description="PREFERRED_STOCK"/>
|
|
<value enum="PZFJ" description="PLAZOS_FIJOS"/>
|
|
<value enum="RAN" description="REVENUE_ANTICIPATION_NOTE"/>
|
|
<value enum="REPLACD" description="REPLACED"/>
|
|
<value enum="REPO" description="REPURCHASE"/>
|
|
<value enum="RETIRED" description="RETIRED"/>
|
|
<value enum="REV" description="REVENUE_BONDS"/>
|
|
<value enum="RVLV" description="REVOLVER_LOAN"/>
|
|
<value enum="RVLVTRM" description="REVOLVER_TERM_LOAN"/>
|
|
<value enum="SECLOAN" description="SECURITIES_LOAN"/>
|
|
<value enum="SECPLEDGE" description="SECURITIES_PLEDGE"/>
|
|
<value enum="SLQN" description="SECURED_LIQUIDITY_NOTE"/>
|
|
<value enum="SOFROIS" description="SECURED_OVERNIGHT_FINANCING_RATE"/>
|
|
<value enum="SPCLA" description="SPECIAL_ASSESSMENT"/>
|
|
<value enum="SPCLO" description="SPECIAL_OBLIGATION"/>
|
|
<value enum="SPCLT" description="SPECIAL_TAX"/>
|
|
<value enum="STN" description="SHORT_TERM_LOAN_NOTE"/>
|
|
<value enum="STRUCT" description="STRUCTURED_NOTES"/>
|
|
<value enum="SUPRA" description="USD_SUPRANATIONAL_COUPONS"/>
|
|
<value enum="SUPRAFRN" description="USD_SUPRANATIONAL_COUPONS_FLOATING_RATE_NOTES"/>
|
|
<value enum="SWING" description="SWING_LINE_FACILITY"/>
|
|
<value enum="TAN" description="TAX_ANTICIPATION_NOTE"/>
|
|
<value enum="TAXA" description="TAX_ALLOCATION"/>
|
|
<value enum="TB" description="TREASURY_BILL_NON_US"/>
|
|
<value enum="TBA" description="TO_BE_ANNOUNCED"/>
|
|
<value enum="TBILL" description="US_TREASURY_BILL_TBILL"/>
|
|
<value enum="TBOND" description="US_TREASURY_BOND"/>
|
|
<value enum="TCAL" description="PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE"/>
|
|
<value enum="TD" description="TIME_DEPOSIT"/>
|
|
<value enum="TECP" description="TAX_EXEMPT_COMMERCIAL_PAPER"/>
|
|
<value enum="TERM" description="TERM_LOAN"/>
|
|
<value enum="TFRN" description="TREASURY_FLOATING_RATE_NOTES"/>
|
|
<value enum="TINT" description="INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE"/>
|
|
<value enum="TIPS" description="TREASURY_INFLATION_PROTECTED_SECURITIES"/>
|
|
<value enum="TLQN" description="TERM_LIQUIDITY_NOTE"/>
|
|
<value enum="TMCP" description="TAXABLE_MUNICIPAL_CP"/>
|
|
<value enum="TN" description="TREASURY_NOTE_OR_BOND_NON_US"/>
|
|
<value enum="TNOTE" description="US_TREASURY_NOTE_TNOTE"/>
|
|
<value enum="TPRN" description="PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE"/>
|
|
<value enum="TRAN" description="TAX_REVENUE_ANTICIPATION_NOTE"/>
|
|
<value enum="TRSYFUT" description="TREASURY_FUTURE"/>
|
|
<value enum="USCD" description="US_CERTIFICATE_OF_DEPOSIT"/>
|
|
<value enum="UST" description="US_TREASURY_NOTE_BOND_FIX42"/>
|
|
<value enum="USTB" description="US_TREASURY_BILL_FIX42"/>
|
|
<value enum="VRDN" description="VARIABLE_RATE_DEMAND_NOTE"/>
|
|
<value enum="WAR" description="WARRANT"/>
|
|
<value enum="WITHDRN" description="WITHDRAWN"/>
|
|
<value enum="XCN" description="EXTENDED_COMM_NOTE"/>
|
|
<value enum="XLINKD" description="INDEXED_LINKED"/>
|
|
<value enum="YANK" description="YANKEE_CORPORATE_BOND"/>
|
|
<value enum="YCD" description="YANKEE_CERTIFICATE_OF_DEPOSIT"/>
|
|
<value enum="ASXFUT" description="AUD_BOND_FUTURE"/>
|
|
</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"/>
|
|
<value enum="4" description="ACCOUNTNET"/>
|
|
</field>
|
|
<field number="170" name="StandInstDbName" type="STRING"/>
|
|
<field number="171" name="StandInstDbID" type="STRING"/>
|
|
<field number="172" name="SettlDeliveryType" type="INT">
|
|
<value enum="0" description="VERSUS_PAYMENT_DELIVER"/>
|
|
<value enum="1" description="FREE_DELIVER"/>
|
|
<value enum="2" description="TRI_PARTY"/>
|
|
<value enum="3" description="HOLD_IN_CUSTODY"/>
|
|
</field>
|
|
<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="SettlDate2" 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="NUMINGROUP"/>
|
|
<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="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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="PegOffsetValue" type="FLOAT"/>
|
|
<field number="212" name="XmlDataLen" type="LENGTH"/>
|
|
<field number="213" name="XmlData" type="DATA"/>
|
|
<field number="214" name="SettlInstRefID" type="STRING"/>
|
|
<field number="215" name="NoRoutingIDs" type="NUMINGROUP"/>
|
|
<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="Spread" type="PRICEOFFSET"/>
|
|
<field number="219" name="Benchmark" type="CHAR">
|
|
<value enum="1" description="CURVE"/>
|
|
<value enum="2" description="OTR5"/>
|
|
<value enum="3" description="OLD5"/>
|
|
<value enum="4" description="OTR10"/>
|
|
<value enum="5" description="OLD10"/>
|
|
<value enum="6" description="OTR30"/>
|
|
<value enum="7" description="OLD30"/>
|
|
<value enum="8" description="LIBOR3M"/>
|
|
<value enum="9" description="LIBOR6M"/>
|
|
</field>
|
|
<field number="220" name="BenchmarkCurveCurrency" type="CURRENCY"/>
|
|
<field number="221" name="BenchmarkCurveName" type="STRING">
|
|
<!-- Dropped pre-defined enums -->
|
|
<!-- Custom enumerations -->
|
|
</field>
|
|
<field number="222" name="BenchmarkCurvePoint" type="STRING"/>
|
|
<field number="223" name="CouponRate" type="PERCENTAGE"/>
|
|
<field number="224" name="CouponPaymentDate" type="LOCALMKTDATE"/>
|
|
<field number="225" name="IssueDate" type="LOCALMKTDATE"/>
|
|
<field number="226" name="RepurchaseTerm" type="INT"/>
|
|
<field number="227" name="RepurchaseRate" type="PERCENTAGE"/>
|
|
<field number="228" name="Factor" type="FLOAT"/>
|
|
<field number="229" name="TradeOriginationDate" type="LOCALMKTDATE"/>
|
|
<field number="230" name="ExDate" type="LOCALMKTDATE"/>
|
|
<field number="231" name="ContractMultiplier" type="FLOAT"/>
|
|
<field number="232" name="NoStipulations" type="NUMINGROUP"/>
|
|
<field number="233" name="StipulationType" type="STRING">
|
|
<!-- Custom enumerations -->
|
|
<value enum="ABS" description="ABSOLUTE_PREPAYMENT_SPEED"/>
|
|
<value enum="AMT" description="ALTERNATIVE_MINIMUM_TAX"/>
|
|
<value enum="AUTOREINV" description="AUTO_REINVESTMENT_AT_RATE_OR_BETTER"/>
|
|
<value enum="AVAILQTY" description="AVAILABLE_OFFER_QUANTITY_TO_BE_SHOWN_TO_THE_STREET"/>
|
|
<value enum="AVFICO" description="AVERAGE_FICO_SCORE"/>
|
|
<value enum="AVSIZE" description="AVERAGE_LOAN_SIZE"/>
|
|
<value enum="BANKQUAL" description="BANK_QUALIFIED"/>
|
|
<value enum="BGNCON" description="BARGAIN_CONDITIONS"/>
|
|
<value enum="BROKERCREDIT" description="BROKERS_SALES_CREDIT"/>
|
|
<value enum="COUPON" description="COUPON_RANGE"/>
|
|
<value enum="CPP" description="CONSTANT_PREPAYMENT_PENALTY"/>
|
|
<value enum="CPR" description="CONSTANT_PREPAYMENT_RATE"/>
|
|
<value enum="CPY" description="CONSTANT_PREPAYMENT_YIELD"/>
|
|
<value enum="CURRENCY" description="ISO_CURRENCY_CODE"/>
|
|
<value enum="CUSTOMDATE" description="CUSTOM_START_END_DATE"/>
|
|
<value enum="DISCOUNT" description="DISCOUNT_RATE"/>
|
|
<value enum="FLTCLC" description="CLOSEOUT_FLOAT_CALC_METHOD"/>
|
|
<value enum="GEOG" description="GEOGRAPHICS_AND_RANGE"/>
|
|
<value enum="HAIRCUT" description="VALUATION_DISCOUNT"/>
|
|
<value enum="HAIRCUTTYPE" description="HAIRCUTE_TYPE"/>
|
|
<value enum="HEP" description="FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE"/>
|
|
<value enum="INSURED" description="INSURED"/>
|
|
<value enum="INTERNALPX" description="OFFER_PRICE_TO_BE_SHOWN_TO_INTERNAL_BROKERS"/>
|
|
<value enum="INTERNALQTY" description="OFFER_QUANTITY_TO_BE_SHOWN_TO_INTERNAL_BROKERS"/>
|
|
<value enum="INTONLY" description="INTEREST_ONLY"/>
|
|
<value enum="ISSUE" description="YEAR_OR_YEAR_MONTH_OF_ISSUE"/>
|
|
<value enum="ISSUER" description="ISSUERS_TICKER"/>
|
|
<value enum="ISSUESIZE" description="ISSUE_SIZE_RANGE"/>
|
|
<value enum="LEAVEQTY" description="THE_MINIMUM_RESIDUAL_OFFER_QUANTITY"/>
|
|
<value enum="LOOKBACK" description="LOOKBACK_DAYS"/>
|
|
<value enum="LOT" description="EXPLICIT_LOT_IDENTIFIER"/>
|
|
<value enum="LOTVAR" description="LOT_VARIANCE"/>
|
|
<value enum="MAT" description="MATURITY_YEAR_AND_MONTH"/>
|
|
<value enum="MATURITY" description="MATURITY_RANGE"/>
|
|
<value enum="MAXBAL" description="MAXIMUM_LOAN_BALANCE"/>
|
|
<value enum="MAXORDQTY" description="MAXIMUM_ORDER_SIZE"/>
|
|
<value enum="MAXSUBS" description="MAXIMUM_SUBSTITUTIONS"/>
|
|
<value enum="MHP" description="PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE"/>
|
|
<value enum="MINDNOM" description="MINIMUM_DENOMINATION"/>
|
|
<value enum="MININCR" description="MINIMUM_INCREMENT"/>
|
|
<value enum="MINQTY" description="MINIMUM_QUANTITY"/>
|
|
<value enum="MPR" description="MONTHLY_PREPAYMENT_RATE"/>
|
|
<value enum="NUMLOANS" description="NUMBER_OF_LOANS"/>
|
|
<value enum="ORDRINCR" description="ORDER_QUANTITY_INCREMENT"/>
|
|
<value enum="PAYFREQ" description="PAYMENT_FREQUENCY_CALENDAR"/>
|
|
<value enum="PGRM" description="PROGRAM_DESCRIPTION"/>
|
|
<value enum="PIECES" description="NUMBER_OF_PIECES"/>
|
|
<value enum="PMAX" description="POOLS_MAXIMUM"/>
|
|
<value enum="POOL" description="POOL_IDENTIFIER"/>
|
|
<value enum="PPC" description="PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE"/>
|
|
<value enum="PPL" description="POOLS_PER_LOT"/>
|
|
<value enum="PPM" description="POOLS_PER_MILLION"/>
|
|
<value enum="PPT" description="POOLS_PER_TRADE"/>
|
|
<value enum="PRICE" description="PRICE_RANGE"/>
|
|
<value enum="PRICEFREQ" description="PRICING_FREQUENCY"/>
|
|
<value enum="PRIMARY" description="PRIMARY_OR_SECONDARY_MARKET_INDICATOR"/>
|
|
<value enum="PROD" description="PRODUCTION_YEAR"/>
|
|
<value enum="PROTECT" description="CALL_PROTECTION"/>
|
|
<value enum="PSA" description="PERCENT_OF_BMA_PREPAYMENT_CURVE"/>
|
|
<value enum="PURPOSE" description="PURPOSE"/>
|
|
<value enum="PXSOURCE" description="BENCHMARK_PRICE_SOURCE"/>
|
|
<value enum="RATING" description="RATING_SOURCE_AND_RANGE"/>
|
|
<value enum="REDEMPTION" description="TYPE_OF_REDEMPTION"/>
|
|
<value enum="REFINT" description="INTEREST_OF_ROLLING_OR_CLOSING_TRADE"/>
|
|
<value enum="REFPRIN" description="PRINCIPAL_OF_ROLLING_OR_CLOSING_TRADE"/>
|
|
<value enum="REFTRADE" description="REFERENCE_TO_ROLLING_OR_CLOSING_TRADE"/>
|
|
<value enum="RESTRICTED" description="RESTRICTED"/>
|
|
<value enum="ROLLTYPE" description="TYPE_OF_ROLL_TRADE"/>
|
|
<value enum="SALESCREDITOVR" description="BROKER_SALES_CREDIT_OVERRIDE"/>
|
|
<value enum="SECTOR" description="MARKET_SECTOR"/>
|
|
<value enum="SECTYPE" description="SECURITY_TYPE_INCLUDED_OR_EXCLUDED"/>
|
|
<value enum="SMM" description="SINGLE_MONTHLY_MORTALITY"/>
|
|
<value enum="STATE1" description="TOP_STATE_REPRESENATION"/>
|
|
<value enum="STATE1PCT" description="PERCENT_STATE1_TOTAL"/>
|
|
<value enum="STATE2" description="SECOND_STATE_REPRESENATION"/>
|
|
<value enum="STATE2PCT" description="PERCENT_STATE2_TOTAL"/>
|
|
<value enum="STATE3" description="THIRD_STATE_REPRESENATION"/>
|
|
<value enum="STATE3PCT" description="PERCENT_STATE3_TOTAL"/>
|
|
<value enum="STRUCT" description="STRUCTURE"/>
|
|
<value enum="SUBSFREQ" description="SUBSTITUTIONS_FREQUENCY"/>
|
|
<value enum="SUBSLEFT" description="SUBSTITUTIONS_LEFT"/>
|
|
<value enum="SUBSTITUTION" description="STIPULATION_FOR_PURCHASE_AGREEMENT"/>
|
|
<value enum="TEXT" description="FREEFORM_TEXT"/>
|
|
<value enum="TRADERCREDIT" description="TRADERS_CREDIT"/>
|
|
<value enum="TRDVAR" description="TRADE_VARIANCE"/>
|
|
<value enum="WAC" description="WEIGHTED_AVERAGE_COUPON"/>
|
|
<value enum="WAL" description="WEIGHTED_AVERAGE_LIFE_COUPON"/>
|
|
<value enum="WALA" description="WEIGHTED_AVERAGE_LOAN_AGE"/>
|
|
<value enum="WAM" description="WEIGHTED_AVERAGE_MATURITY"/>
|
|
<value enum="WHOLE" description="WHOLE_POOL"/>
|
|
<value enum="WLTV" description="WEIGHTED_LOAN_TO_VALUE"/>
|
|
<value enum="YIELD" description="YIELD_RANGE"/>
|
|
<value enum="YTM" description="YIELD_TO_MATURITY"/>
|
|
</field>
|
|
<field number="234" name="StipulationValue" type="STRING"/>
|
|
<field number="235" name="YieldType" type="STRING">
|
|
<!-- Custom enumerations -->
|
|
<value enum="MATURITY" description="YIELD_TO_MATURITY"/>
|
|
<value enum="MONEYMARKET" description="YIELD_TO_MONEYMARKET"/>
|
|
</field>
|
|
<field number="236" name="Yield" type="PERCENTAGE"/>
|
|
<field number="237" name="TotalTakedown" type="AMT"/>
|
|
<field number="238" name="Concession" type="AMT"/>
|
|
<field number="239" name="RepoCollateralSecurityType" type="INT"/>
|
|
<field number="240" name="RedemptionDate" type="LOCALMKTDATE"/>
|
|
<field number="241" name="UnderlyingCouponPaymentDate" type="LOCALMKTDATE"/>
|
|
<field number="242" name="UnderlyingIssueDate" type="LOCALMKTDATE"/>
|
|
<field number="243" name="UnderlyingRepoCollateralSecurityType" type="INT"/>
|
|
<field number="244" name="UnderlyingRepurchaseTerm" type="INT"/>
|
|
<field number="245" name="UnderlyingRepurchaseRate" type="PERCENTAGE"/>
|
|
<field number="246" name="UnderlyingFactor" type="FLOAT"/>
|
|
<field number="247" name="UnderlyingRedemptionDate" type="LOCALMKTDATE"/>
|
|
<field number="248" name="LegCouponPaymentDate" type="LOCALMKTDATE"/>
|
|
<field number="249" name="LegIssueDate" type="LOCALMKTDATE"/>
|
|
<field number="250" name="LegRepoCollateralSecurityType" type="INT"/>
|
|
<field number="251" name="LegRepurchaseTerm" type="INT"/>
|
|
<field number="252" name="LegRepurchaseRate" type="PERCENTAGE"/>
|
|
<field number="253" name="LegFactor" type="FLOAT"/>
|
|
<field number="254" name="LegRedemptionDate" type="LOCALMKTDATE"/>
|
|
<field number="255" name="CreditRating" type="STRING"/>
|
|
<field number="256" name="UnderlyingCreditRating" type="STRING"/>
|
|
<field number="257" name="LegCreditRating" type="STRING"/>
|
|
<field number="258" name="TradedFlatSwitch" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="259" name="BasisFeatureDate" type="LOCALMKTDATE"/>
|
|
<field number="260" name="BasisFeaturePrice" type="PRICE"/>
|
|
<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_SNAPSHOT_PLUS_UPDATE_REQUEST"/>
|
|
</field>
|
|
<field number="264" name="MarketDepth" type="INT"/>
|
|
<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="YES"/>
|
|
<value enum="N" description="NO"/>
|
|
</field>
|
|
<field number="267" name="NoMDEntryTypes" type="NUMINGROUP"/>
|
|
<field number="268" name="NoMDEntries" type="NUMINGROUP"/>
|
|
<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"/>
|
|
<value enum="A" description="IMBALANCE"/>
|
|
<value enum="B" description="TRADE_VOLUME"/>
|
|
<value enum="C" description="OPEN_INTEREST"/>
|
|
<value enum="D" description="COMPOSITE_UNDERLYING_PRICE"/>
|
|
<value enum="E" description="SIMULATED_SELL_PRICE"/>
|
|
<value enum="F" description="SIMULATED_BUY_PRICE"/>
|
|
<value enum="G" description="MARGIN_RATE"/>
|
|
<value enum="H" description="MID_PRICE"/>
|
|
<value enum="J" description="EMPTY_BOOK"/>
|
|
<value enum="K" description="SETTLE_HIGH_PRICE"/>
|
|
<value enum="L" description="SETTLE_LOW_PRICE"/>
|
|
<value enum="M" description="PRIOR_SETTLE_PRICE"/>
|
|
<value enum="N" description="SESSION_HIGH_BID"/>
|
|
<value enum="O" description="SESSION_LOW_OFFER"/>
|
|
<value enum="P" description="EARLY_PRICES"/>
|
|
<value enum="Q" description="AUCTION_CLEARING_PRICE"/>
|
|
<value enum="S" description="SWAP_VALUE_FACTOR"/>
|
|
<value enum="R" description="DAILY_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS"/>
|
|
<value enum="T" description="CUMULATIVE_VALUE_ADJUSTMENT_FOR_LONG_POSITIONS"/>
|
|
<value enum="U" description="DAILY_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS"/>
|
|
<value enum="V" description="CUMULATIVE_VALUE_ADJUSTMENT_FOR_SHORT_POSITIONS"/>
|
|
<value enum="Y" description="RECOVERY_RATE"/>
|
|
<value enum="Z" description="RECOVERY_RATE_FOR_LONG"/>
|
|
<value enum="a" description="RECOVERY_RATE_FOR_SHORT"/>
|
|
<value enum="W" description="FIXING_PRICE"/>
|
|
<value enum="X" description="CASH_RATE"/>
|
|
</field>
|
|
<field number="270" name="MDEntryPx" type="PRICE"/>
|
|
<field number="271" name="MDEntrySize" type="QTY"/>
|
|
<field number="272" name="MDEntryDate" type="UTCDATEONLY"/>
|
|
<field number="273" name="MDEntryTime" type="UTCTIMEONLY"/>
|
|
<field number="274" name="TickDirection" type="CHAR">
|
|
<value enum="0" description="PLUS_TICK"/>
|
|
<value enum="1" description="ZERO_PLUS_TICK"/>
|
|
<value enum="2" description="MINUS_TICK"/>
|
|
<value enum="3" description="ZERO_MINUS_TICK"/>
|
|
</field>
|
|
<field number="275" name="MDMkt" type="EXCHANGE"/>
|
|
<field number="276" name="QuoteCondition" type="MULTIPLESTRINGVALUE">
|
|
<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="NON_FIRM"/>
|
|
<value enum="L" description="MANUAL_SLOW_QUOTE"/>
|
|
<value enum="J" description="OUTRIGHT_PRICE"/>
|
|
<value enum="K" description="IMPLIED_PRICE"/>
|
|
<value enum="M" description="DEPTH_ON_OFFER"/>
|
|
<value enum="N" description="DEPTH_ON_BID"/>
|
|
<value enum="O" description="CLOSING"/>
|
|
<value enum="P" description="NEWS_DISSEMINATION"/>
|
|
<value enum="Q" description="TRADING_RANGE"/>
|
|
<value enum="R" description="ORDER_INFLUX"/>
|
|
<value enum="S" description="DUE_TO_RELATED"/>
|
|
<value enum="T" description="NEWS_PENDING"/>
|
|
<value enum="U" description="ADDITIONAL_INFO"/>
|
|
<value enum="V" description="ADDITIONAL_INFO_DUE_TO_RELATED"/>
|
|
<value enum="W" description="RESUME"/>
|
|
<value enum="X" description="VIEW_OF_COMMON"/>
|
|
<value enum="Y" description="VOLUME_ALERT"/>
|
|
<value enum="Z" description="ORDER_IMBALANCE"/>
|
|
<value enum="a" description="EQUIPMENT_CHANGEOVER"/>
|
|
<value enum="b" description="NO_OPEN"/>
|
|
<value enum="c" description="REGULAR_ETH"/>
|
|
<value enum="d" description="AUTOMATIC_EXECUTION"/>
|
|
<value enum="e" description="AUTOMATIC_EXECUTION_ETH"/>
|
|
<value enum="f " description="FAST_MARKET_ETH"/>
|
|
<value enum="g" description="INACTIVE_ETH"/>
|
|
<value enum="h" description="ROTATION"/>
|
|
<value enum="i" description="ROTATION_ETH"/>
|
|
<value enum="j" description="HALT"/>
|
|
<value enum="k" description="HALT_ETH"/>
|
|
<value enum="l" description="DUE_TO_NEWS_DISSEMINATION"/>
|
|
<value enum="m" description="DUE_TO_NEWS_PENDING"/>
|
|
<value enum="n" description="TRADING_RESUME"/>
|
|
<value enum="o" description="OUT_OF_SEQUENCE"/>
|
|
<value enum="p" description="BID_SPECIALIST"/>
|
|
<value enum="q" description="OFFER_SPECIALIST"/>
|
|
<value enum="r" description="BID_OFFER_SPECIALIST"/>
|
|
<value enum="s" description="END_OF_DAY_SAM"/>
|
|
<value enum="t" description="FORBIDDEN_SAM"/>
|
|
<value enum="u" description="FROZEN_SAM"/>
|
|
<value enum="v" description="PREOPENING_SAM"/>
|
|
<value enum="w" description="OPENING_SAM"/>
|
|
<value enum="x" description="OPEN_SAM"/>
|
|
<value enum="y" description="SURVEILLANCE_SAM"/>
|
|
<value enum="z" description="SUSPENDED_SAM"/>
|
|
<value enum="0" description="RESERVED_SAM"/>
|
|
<value enum="1" description="NO_ACTIVE_SAM"/>
|
|
<value enum="2" description="RESTRICTED"/>
|
|
<value enum="3" description="REST_OF_BOOK_VWAP"/>
|
|
<value enum="4" description="BETTER_PRICES_IN_CONDITIONAL_ORDERS"/>
|
|
<value enum="5" description="MEDIAN_PRICE"/>
|
|
<value enum="6" description="FULL_CURVE"/>
|
|
<value enum="7" description="FLAT_CURVE"/>
|
|
</field>
|
|
<field number="277" name="TradeCondition" type="MULTIPLESTRINGVALUE">
|
|
<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"/>
|
|
<value enum="P" description="IMBALANCE_MORE_BUYERS"/>
|
|
<value enum="Q" description="IMBALANCE_MORE_SELLERS"/>
|
|
<value enum="R" description="OPENING_PRICE"/>
|
|
<value enum="Y" description="TRADES_RESULTING_FROM_MANUAL_SLOW_QUOTE"/>
|
|
<value enum="Z" description="TRADES_RESULTING_FROM_INTERMARKET_SWEEP"/>
|
|
<value enum="S" description="BARGAIN_CONDITION"/>
|
|
<value enum="T" description="CONVERTED_PRICE_INDICATOR"/>
|
|
<value enum="U" description="EXCHANGE_LAST"/>
|
|
<value enum="V" description="FINAL_PRICE_OF_SESSION"/>
|
|
<value enum="W" description="EX_PIT"/>
|
|
<value enum="X" description="CROSSED_X"/>
|
|
<value enum="0" description="CANCEL"/>
|
|
<value enum="a" description="VOLUME_ONLY"/>
|
|
<value enum="b" description="DIRECT_PLUS"/>
|
|
<value enum="c" description="ACQUISITION"/>
|
|
<value enum="d" description="BUNCHED"/>
|
|
<value enum="e" description="DISTRIBUTION"/>
|
|
<value enum="f" description="BUNCHED_SALE"/>
|
|
<value enum="g" description="SPLIT_TRADE"/>
|
|
<value enum="h" description="CANCEL_STOPPED"/>
|
|
<value enum="i" description="CANCEL_ETH"/>
|
|
<value enum="j" description="CANCEL_STOPPED_ETH"/>
|
|
<value enum="k" description="OUT_OF_SEQUENCE_ETH"/>
|
|
<value enum="l" description="CANCEL_LAST_ETH"/>
|
|
<value enum="m" description="SOLD_LAST_SALE_ETH"/>
|
|
<value enum="n" description="CANCEL_LAST"/>
|
|
<value enum="o" description="SOLD_LAST_SALE"/>
|
|
<value enum="p" description="CANCEL_OPEN"/>
|
|
<value enum="q" description="CANCEL_OPEN_ETH"/>
|
|
<value enum="r" description="OPENED_SALE_ETH"/>
|
|
<value enum="s" description="CANCEL_ONLY"/>
|
|
<value enum="t" description="CANCEL_ONLY_ETH"/>
|
|
<value enum="u" description="LATE_OPEN_ETH"/>
|
|
<value enum="v" description="AUTO_EXECUTION_ETH"/>
|
|
<value enum="w" description="REOPEN"/>
|
|
<value enum="x" description="REOPEN_ETH"/>
|
|
<value enum="y" description="ADJUSTED"/>
|
|
<value enum="z" description="ADJUSTED_ETH"/>
|
|
<value enum="AA" description="SPREAD"/>
|
|
<value enum="AB" description="SPREAD_ETH"/>
|
|
<value enum="AC" description="STRADDLE"/>
|
|
<value enum="AD" description="STRADDLE_ETH"/>
|
|
<value enum="AE" description="STOPPED"/>
|
|
<value enum="AF" description="STOPPED_ETH"/>
|
|
<value enum="AG" description="REGULAR_ETH"/>
|
|
<value enum="AH" description="COMBO"/>
|
|
<value enum="AI" description="COMBO_ETH"/>
|
|
<value enum="AJ" description="OFFICIAL_CLOSING_PRICE"/>
|
|
<value enum="AK" description="PRIOR_REFERENCE_PRICE"/>
|
|
<value enum="AL" description="STOPPED_SOLD_LAST"/>
|
|
<value enum="AM" description="STOPPED_OUT_OF_SEQUENCE"/>
|
|
<value enum="AN" description="OFFICAL_CLOSING_PRICE"/>
|
|
<value enum="AO" description="CROSSED_AO"/>
|
|
<value enum="AP" description="FAST_MARKET"/>
|
|
<value enum="AQ" description="AUTOMATIC_EXECUTION"/>
|
|
<value enum="AR" description="FORM_T"/>
|
|
<value enum="AS" description="BASKET_INDEX"/>
|
|
<value enum="AT" description="BURST_BASKET"/>
|
|
<value enum="1" description="IMPLIED_TRADE"/>
|
|
<value enum="AV" description="OUTSIDE_SPREAD"/>
|
|
<value enum="2" description="MARKETPLACE_ENTERED_TRADE"/>
|
|
<value enum="3" description="MULT_ASSET_CLASS_MULTILEG_TRADE"/>
|
|
<value enum="4" description="MULTILEG_TO_MULTILEG_TRADE"/>
|
|
</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"/>
|
|
<value enum="3" description="DELETE_THRU"/>
|
|
<value enum="4" description="DELETE_FROM"/>
|
|
<value enum="5" description="OVERLAY"/>
|
|
</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"/>
|
|
<value enum="9" description="UNSUPPORTED_TRADINGSESSIONID"/>
|
|
<value enum="A" description="UNSUPPORTED_SCOPE"/>
|
|
<value enum="B" description="UNSUPPORTED_OPENCLOSESETTLEFLAG"/>
|
|
<value enum="C" description="UNSUPPORTED_MDIMPLICITDELETE"/>
|
|
<value enum="D" description="INSUFFICIENT_CREDIT"/>
|
|
</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="CANCELLATION"/>
|
|
<value enum="1" description="ERROR"/>
|
|
</field>
|
|
<field number="286" name="OpenCloseSettlFlag" type="MULTIPLECHARVALUE">
|
|
<value enum="0" description="DAILY_OPEN"/>
|
|
<value enum="1" description="SESSION_OPEN"/>
|
|
<value enum="2" description="DELIVERY_SETTLEMENT_ENTRY"/>
|
|
<value enum="3" description="EXPECTED_ENTRY"/>
|
|
<value enum="4" description="ENTRY_FROM_PREVIOUS_BUSINESS_DAY"/>
|
|
<value enum="5" description="THEORETICAL_PRICE_VALUE"/>
|
|
</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="MULTIPLECHARVALUE">
|
|
<value enum="1" description="BANKRUPT"/>
|
|
<value enum="2" description="PENDING_DELISTING"/>
|
|
<value enum="3" description="RESTRICTED"/>
|
|
</field>
|
|
<field number="292" name="CorporateAction" type="MULTIPLECHARVALUE">
|
|
<value enum="A" description="EX_DIVIDEND"/>
|
|
<value enum="B" description="EX_DISTRIBUTION"/>
|
|
<value enum="C" description="EX_RIGHTS"/>
|
|
<value enum="D" description="NEW"/>
|
|
<value enum="E" description="EX_INTEREST"/>
|
|
<value enum="F" description="CASH_DIVIDEND"/>
|
|
<value enum="G" description="STOCK_DIVIDEND"/>
|
|
<value enum="H" description="NON_INTEGER_STOCK_SPLIT"/>
|
|
<value enum="I" description="REVERSE_STOCK_SPLIT"/>
|
|
<value enum="J" description="STANDARD_INTEGER_STOCK_SPLIT"/>
|
|
<value enum="K" description="POSITION_CONSOLIDATION"/>
|
|
<value enum="L" description="LIQUIDATION_REORGANIZATION"/>
|
|
<value enum="M" description="MERGER_REORGANIZATION"/>
|
|
<value enum="N" description="RIGHTS_OFFERING"/>
|
|
<value enum="O" description="SHAREHOLDER_MEETING"/>
|
|
<value enum="P" description="SPINOFF"/>
|
|
<value enum="Q" description="TENDER_OFFER"/>
|
|
<value enum="R" description="WARRANT"/>
|
|
<value enum="S" description="SPECIAL_ACTION"/>
|
|
<value enum="T" description="SYMBOL_CONVERSION"/>
|
|
<value enum="U" description="CUSIP"/>
|
|
<value enum="V" description="LEAP_ROLLOVER"/>
|
|
<value enum="W" description="SUCCESSION_EVENT"/>
|
|
</field>
|
|
<field number="293" name="DefBidSize" type="QTY"/>
|
|
<field number="294" name="DefOfferSize" type="QTY"/>
|
|
<field number="295" name="NoQuoteEntries" type="NUMINGROUP"/>
|
|
<field number="296" name="NoQuoteSets" type="NUMINGROUP"/>
|
|
<field number="297" name="QuoteStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="CANCEL_FOR_SYMBOL"/>
|
|
<value enum="2" description="CANCELED_FOR_SECURITY_TYPE"/>
|
|
<value enum="3" description="CANCELED_FOR_UNDERLYING"/>
|
|
<value enum="4" description="CANCELED_ALL"/>
|
|
<value enum="5" description="REJECTED"/>
|
|
<value enum="6" description="REMOVED_FROM_MARKET"/>
|
|
<value enum="7" description="EXPIRED"/>
|
|
<value enum="8" description="QUERY"/>
|
|
<value enum="9" description="QUOTE_NOT_FOUND"/>
|
|
<value enum="10" description="PENDING"/>
|
|
<value enum="11" description="PASS"/>
|
|
<value enum="12" description="LOCKED_MARKET_WARNING"/>
|
|
<value enum="13" description="CROSS_MARKET_WARNING"/>
|
|
<value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET"/>
|
|
<value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET"/>
|
|
<value enum="16" description="ACTIVE"/>
|
|
<value enum="17" description="CANCELED"/>
|
|
<value enum="18" description="UNSOLICITED_QUOTE_REPLENISHMENT"/>
|
|
<value enum="19" description="PENDING_END_TRADE"/>
|
|
<value enum="20" description="TOO_LATE_TO_END"/>
|
|
</field>
|
|
<field number="298" name="QuoteCancelType" type="INT">
|
|
<value enum="1" description="CANCEL_FOR_ONE_OR_MORE_SECURITIES"/>
|
|
<value enum="2" description="CANCEL_FOR_SECURITY_TYPE"/>
|
|
<value enum="3" description="CANCEL_FOR_UNDERLYING_SECURITY"/>
|
|
<value enum="4" description="CANCEL_ALL_QUOTES"/>
|
|
<value enum="5" description="CANCEL_QUOTE_SPECIFIED_IN_QUOTEID"/>
|
|
<value enum="6" description="CANCEL_BY_QUOTETYPE"/>
|
|
<value enum="7" description="CANCEL_FOR_SECURITY_ISSUER"/>
|
|
<value enum="8" description="CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
</field>
|
|
<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"/>
|
|
<value enum="7" description="INVALID_BID_ASK_SPREAD"/>
|
|
<value enum="8" description="INVALID_PRICE"/>
|
|
<value enum="9" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY"/>
|
|
<value enum="10" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/>
|
|
<value enum="11" description="QUOTE_LOCKED"/>
|
|
<value enum="12" description="INVALID_OR_UNKNOWN_SECURITY_ISSUER"/>
|
|
<value enum="13" description="INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="301" name="QuoteResponseLevel" type="INT">
|
|
<value enum="0" description="NO_ACKNOWLEDGEMENT"/>
|
|
<value enum="1" description="ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES"/>
|
|
<value enum="2" description="ACKNOWLEDGE_EACH_QUOTE_MESSAGE"/>
|
|
<value enum="3" description="SUMMARY_ACKNOWLEDGEMENT"/>
|
|
</field>
|
|
<field number="302" name="QuoteSetID" type="STRING"/>
|
|
<field number="303" name="QuoteRequestType" type="INT">
|
|
<value enum="1" description="MANUAL"/>
|
|
<value enum="2" description="AUTOMATIC"/>
|
|
</field>
|
|
<field number="304" name="TotNoQuoteEntries" type="INT"/>
|
|
<field number="305" name="UnderlyingSecurityIDSource" 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"/>
|
|
<value enum="4" description="SYMBOL"/>
|
|
<value enum="5" description="SECURITYTYPE_AND_OR_CFICODE"/>
|
|
<value enum="6" description="PRODUCT"/>
|
|
<value enum="7" description="TRADINGSESSIONID"/>
|
|
<value enum="8" description="ALL_SECURITIES"/>
|
|
<value enum="9" description="MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID"/>
|
|
</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="CANNOT_MATCH_SELECTION_CRITERIA"/>
|
|
</field>
|
|
<field number="324" name="SecurityStatusReqID" type="STRING"/>
|
|
<field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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_OPEN"/>
|
|
<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_11"/>
|
|
<value enum="12" description="NO_MARKET_IMBALANCE"/>
|
|
<value enum="13" description="NO_MARKET_ON_CLOSE_IMBALANCE"/>
|
|
<value enum="14" description="ITS_PRE_OPENING"/>
|
|
<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"/>
|
|
<value enum="21" description="PRE_OPEN"/>
|
|
<value enum="22" description="OPENING_ROTATION"/>
|
|
<value enum="23" description="FAST_MARKET"/>
|
|
<value enum="24" description="PRE_CROSS"/>
|
|
<value enum="25" description="CROSS"/>
|
|
<value enum="26" description="POST_CLOSE"/>
|
|
</field>
|
|
<field number="327" name="HaltReasonInt" type="INT">
|
|
<value enum="0" description="NEWS_DISSEMINATION"/>
|
|
<value enum="1" description="ORDER_INFLUX"/>
|
|
<value enum="2" description="ORDER_IMBALANCE"/>
|
|
<value enum="3" description="ADDITIONAL_INFORMATION"/>
|
|
<value enum="4" description="NEWS_PENDING"/>
|
|
<value enum="5" description="EQUIPMENT_CHANGEOVER"/>
|
|
</field>
|
|
<field number="328" name="InViewOfCommon" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="329" name="DueToRelated" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</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">
|
|
<value enum="1" description="DAY"/>
|
|
<value enum="2" description="HALFDAY"/>
|
|
<value enum="3" description="MORNING"/>
|
|
<value enum="4" description="AFTERNOON"/>
|
|
<value enum="5" description="EVENING"/>
|
|
<value enum="6" description="AFTER_HOURS"/>
|
|
<value enum="M1" description="ORDER_BOOK"/>
|
|
<value enum="M2" description="ORDER_BOOK_MATCH"/>
|
|
<value enum="M3" description="RFQ_MATCH"/>
|
|
<value enum="M4" description="MID_MATCH"/>
|
|
<value enum="M5" description="AUCTION_MATCH"/>
|
|
</field>
|
|
<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="0" description="UNKNOWN"/>
|
|
<value enum="1" description="HALTED"/>
|
|
<value enum="2" description="OPEN"/>
|
|
<value enum="3" description="CLOSED"/>
|
|
<value enum="4" description="PRE_OPEN"/>
|
|
<value enum="5" description="PRE_CLOSE"/>
|
|
<value enum="6" description="REQUEST_REJECTED"/>
|
|
</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="LENGTH"/>
|
|
<field number="349" name="EncodedIssuer" type="DATA"/>
|
|
<field number="350" name="EncodedSecurityDescLen" type="LENGTH"/>
|
|
<field number="351" name="EncodedSecurityDesc" type="DATA"/>
|
|
<field number="352" name="EncodedListExecInstLen" type="LENGTH"/>
|
|
<field number="353" name="EncodedListExecInst" type="DATA"/>
|
|
<field number="354" name="EncodedTextLen" type="LENGTH"/>
|
|
<field number="355" name="EncodedText" type="DATA"/>
|
|
<field number="356" name="EncodedSubjectLen" type="LENGTH"/>
|
|
<field number="357" name="EncodedSubject" type="DATA"/>
|
|
<field number="358" name="EncodedHeadlineLen" type="LENGTH"/>
|
|
<field number="359" name="EncodedHeadline" type="DATA"/>
|
|
<field number="360" name="EncodedAllocTextLen" type="LENGTH"/>
|
|
<field number="361" name="EncodedAllocText" type="DATA"/>
|
|
<field number="362" name="EncodedUnderlyingIssuerLen" type="LENGTH"/>
|
|
<field number="363" name="EncodedUnderlyingIssuer" type="DATA"/>
|
|
<field number="364" name="EncodedUnderlyingSecurityDescLen" type="LENGTH"/>
|
|
<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"/>
|
|
<field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM"/>
|
|
<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="INVALID_MSGTYPE"/>
|
|
<value enum="12" description="XML_VALIDATION_ERROR"/>
|
|
<value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE"/>
|
|
<value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER"/>
|
|
<value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER"/>
|
|
<value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP"/>
|
|
<value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER"/>
|
|
<value enum="18" description="INVALID_UNSUPPORTED_APPLICATION_VERSION"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="374" name="BidRequestTransType" type="CHAR">
|
|
<value enum="C" description="CANCEL"/>
|
|
<value enum="N" description="NO"/>
|
|
</field>
|
|
<field number="375" name="ContraBroker" type="STRING"/>
|
|
<field number="376" name="ComplianceID" type="STRING"/>
|
|
<field number="377" name="SolicitedFlag" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="378" name="ExecRestatementReason" type="INT">
|
|
<value enum="0" description="GT_CORPORATE_ACTION"/>
|
|
<value enum="1" description="GT_RENEWAL"/>
|
|
<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"/>
|
|
<value enum="6" description="CANCEL_ON_TRADING_HALT"/>
|
|
<value enum="7" description="CANCEL_ON_SYSTEM_FAILURE"/>
|
|
<value enum="8" description="MARKET"/>
|
|
<value enum="9" description="CANCELED_NOT_BEST"/>
|
|
<value enum="10" description="WAREHOUSE_RECAP"/>
|
|
<value enum="11" description="PEG_REFRESH"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="379" name="BusinessRejectRefID" type="STRING"/>
|
|
<field number="380" name="BusinessRejectReason" type="INT">
|
|
<value enum="0" description="OTHER"/>
|
|
<value enum="1" description="UNKNOWN_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"/>
|
|
<value enum="6" description="NOT_AUTHORIZED"/>
|
|
<value enum="7" description="DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME"/>
|
|
<value enum="18" description="INVALID_PRICE_INCREMENT"/>
|
|
</field>
|
|
<field number="381" name="GrossTradeAmt" type="AMT"/>
|
|
<field number="382" name="NoContraBrokers" type="NUMINGROUP"/>
|
|
<field number="383" name="MaxMessageSize" type="LENGTH"/>
|
|
<field number="384" name="NoMsgTypes" type="NUMINGROUP"/>
|
|
<field number="385" name="MsgDirection" type="CHAR">
|
|
<value enum="R" description="RECEIVE"/>
|
|
<value enum="S" description="SEND"/>
|
|
</field>
|
|
<field number="386" name="NoTradingSessions" type="NUMINGROUP"/>
|
|
<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"/>
|
|
<value enum="6" description="RELATED_TO_VWAP"/>
|
|
<value enum="7" description="AVERAGE_PRICE_GUARANTEE"/>
|
|
</field>
|
|
<field number="389" name="DiscretionOffsetValue" type="FLOAT"/>
|
|
<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="TotNoRelatedSym" type="INT"/>
|
|
<field number="394" name="BidType" type="INT">
|
|
<value enum="1" description="NON_DISCLOSED_STYLE"/>
|
|
<value enum="2" description="DISCLOSED_SYTLE"/>
|
|
<value enum="3" description="NO_BIDDING_PROCESS"/>
|
|
</field>
|
|
<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="NUMINGROUP"/>
|
|
<field number="399" name="BidDescriptorType" type="INT">
|
|
<value enum="1" description="SECTOR"/>
|
|
<value enum="2" description="COUNTRY"/>
|
|
<value enum="3" description="INDEX"/>
|
|
</field>
|
|
<field number="400" name="BidDescriptor" type="STRING"/>
|
|
<field number="401" name="SideValueInd" type="INT">
|
|
<value enum="1" description="SIDE_VALUE_1"/>
|
|
<value enum="2" description="SIDE_VALUE_2"/>
|
|
</field>
|
|
<field number="402" name="LiquidityPctLow" type="PERCENTAGE"/>
|
|
<field number="403" name="LiquidityPctHigh" type="PERCENTAGE"/>
|
|
<field number="404" name="LiquidityValue" type="AMT"/>
|
|
<field number="405" name="EFPTrackingError" type="PERCENTAGE"/>
|
|
<field number="406" name="FairValue" type="AMT"/>
|
|
<field number="407" name="OutsideIndexPct" type="PERCENTAGE"/>
|
|
<field number="408" name="ValueOfFutures" type="AMT"/>
|
|
<field number="409" name="LiquidityIndType" type="INT">
|
|
<value enum="1" description="FIVE_DAY_MOVING_AVERAGE"/>
|
|
<value enum="2" description="TWENTY_DAY_MOVING_AVERAGE"/>
|
|
<value enum="3" description="NORMAL_MARKET_SIZE"/>
|
|
<value enum="4" description="OTHER"/>
|
|
</field>
|
|
<field number="410" name="WtAverageLiquidity" type="PERCENTAGE"/>
|
|
<field number="411" name="ExchangeForPhysical" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="412" name="OutMainCntryUIndex" type="AMT"/>
|
|
<field number="413" name="CrossPercent" type="PERCENTAGE"/>
|
|
<field number="414" name="ProgRptReqs" type="INT">
|
|
<value enum="1" description="BUY_SIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUE_REQUEST"/>
|
|
<value enum="2" description="SELL_SIDE_PERIODICALLY_SENDS_STATUS_USING_LIST_STATUS_PERIOD_OPTIONALLY_SPECIFIED_IN_PROGRESSPERIOD"/>
|
|
<value enum="3" description="REAL_TIME_EXECUTION_REPORTS"/>
|
|
</field>
|
|
<field number="415" name="ProgPeriodInterval" type="INT"/>
|
|
<field number="416" name="IncTaxInd" type="INT">
|
|
<value enum="1" description="NET"/>
|
|
<value enum="2" description="GROSS"/>
|
|
</field>
|
|
<field number="417" name="NumBidders" type="INT"/>
|
|
<field number="418" name="BidTradeType" type="CHAR">
|
|
<value enum="A" description="AGENCY"/>
|
|
<value enum="G" description="VWAP_GUARANTEE"/>
|
|
<value enum="J" description="GUARANTEED_CLOSE"/>
|
|
<value enum="R" description="RISK_TRADE"/>
|
|
</field>
|
|
<field number="419" name="BasisPxType" type="CHAR">
|
|
<value enum="2" description="CLOSING_PRICE_AT_MORNINGN_SESSION"/>
|
|
<value enum="3" description="CLOSING_PRICE"/>
|
|
<value enum="4" description="CURRENT_PRICE"/>
|
|
<value enum="5" description="SQ"/>
|
|
<value enum="6" description="VWAP_THROUGH_A_DAY"/>
|
|
<value enum="7" description="VWAP_THROUGH_A_MORNING_SESSION"/>
|
|
<value enum="8" description="VWAP_THROUGH_AN_AFTERNOON_SESSION"/>
|
|
<value enum="9" description="VWAP_THROUGH_A_DAY_EXCEPT_YORI"/>
|
|
<value enum="A" description="VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI"/>
|
|
<value enum="B" description="VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI"/>
|
|
<value enum="C" description="STRIKE"/>
|
|
<value enum="D" description="OPEN"/>
|
|
<value enum="Z" description="OTHERS"/>
|
|
</field>
|
|
<field number="420" name="NoBidComponents" type="NUMINGROUP"/>
|
|
<field number="421" name="Country" type="COUNTRY"/>
|
|
<field number="422" name="TotNoStrikes" type="INT"/>
|
|
<field number="423" name="PriceType" type="INT">
|
|
<value enum="1" description="PENCENT_OF_PAR"/>
|
|
<value enum="2" description="PER_UNIT"/>
|
|
<value enum="3" description="FIXED_AMOUNT"/>
|
|
<value enum="4" description="RATE"/>
|
|
<value enum="6" description="YIELDSPREAD"/>
|
|
<value enum="9" description="YIELD"/>
|
|
<value enum="23" description="UPFRONT_POINTS"/>
|
|
<value enum="107" description="SPREAD_CENTS"/>
|
|
</field>
|
|
<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_EXECTUIONS_UNTIL_FORDER_IS_FILLED_OR_EXPIRES"/>
|
|
<value enum="2" description="ACCUMULATE_UNTIL_VERBALLLY_NOTIFIED_OTHERWISE"/>
|
|
</field>
|
|
<field number="428" name="NoStrikes" type="NUMINGROUP"/>
|
|
<field number="429" name="ListStatusType" type="INT">
|
|
<value enum="1" description="ACK"/>
|
|
<value enum="2" description="RESPONSE"/>
|
|
<value enum="3" description="TIMED"/>
|
|
<value enum="4" description="EXEC_STARTED"/>
|
|
<value enum="5" description="ALL_DONE"/>
|
|
<value enum="6" description="ALERT"/>
|
|
</field>
|
|
<field number="430" name="NetGrossInd" type="INT">
|
|
<value enum="1" description="NET"/>
|
|
<value enum="2" description="GROSS"/>
|
|
</field>
|
|
<field number="431" name="ListOrderStatus" type="INT">
|
|
<value enum="1" description="IN_BIDDING_PROCESS"/>
|
|
<value enum="2" description="RECEIVED_FOR_EXECUTION"/>
|
|
<value enum="3" description="EXECUTING"/>
|
|
<value enum="4" description="CANCELLING"/>
|
|
<value enum="5" description="ALERT"/>
|
|
<value enum="6" description="ALL_DONE"/>
|
|
<value enum="7" description="REJECT"/>
|
|
</field>
|
|
<field number="432" name="ExpireDate" type="LOCALMKTDATE"/>
|
|
<field number="433" name="ListExecInstType" type="CHAR">
|
|
<value enum="1" description="IMMEDIATE"/>
|
|
<value enum="2" description="WAIT_FOR_EXECUT_INSTRUCTION"/>
|
|
<value enum="3" description="EXCHANGE_SWITCH_CIV_ORDER_3"/>
|
|
<value enum="4" description="EXCHANGE_SWITCH_CIV_ORDER_4"/>
|
|
<value enum="5" description="EXCHANGE_SWITCH_CIV_ORDER_5"/>
|
|
</field>
|
|
<field number="434" name="CxlRejResponseTo" type="CHAR">
|
|
<value enum="1" description="ORDER_CANCEL_REQUEST"/>
|
|
<value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST"/>
|
|
</field>
|
|
<field number="435" name="UnderlyingCouponRate" type="PERCENTAGE"/>
|
|
<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">
|
|
<value enum="1" description="SINGLE_SECURITY"/>
|
|
<value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY"/>
|
|
<value enum="3" description="MULTI_LEG_SECURITY"/>
|
|
</field>
|
|
<field number="443" name="StrikeTime" type="UTCTIMESTAMP"/>
|
|
<field number="444" name="ListStatusText" type="STRING"/>
|
|
<field number="445" name="EncodedListStatusTextLen" type="LENGTH"/>
|
|
<field number="446" name="EncodedListStatusText" type="DATA"/>
|
|
<field number="447" name="PartyIDSource" type="CHAR">
|
|
<value enum="1" description="KOREAN_INVESTOR_ID"/>
|
|
<value enum="2" description="TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID"/>
|
|
<value enum="3" description="TAIWANESE_TRADING_ACCT"/>
|
|
<value enum="4" description="MALAYSIAN_CENTRAL_DEPOSITORY"/>
|
|
<value enum="5" description="CHINESE_INVESTOR_ID"/>
|
|
<value enum="6" description="UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER"/>
|
|
<value enum="7" description="US_SOCIAL_SECURITY_NUMBER"/>
|
|
<value enum="8" description="US_EMPLOYER_OR_TAX_ID_NUMBER"/>
|
|
<value enum="9" description="AUSTRALIAN_BUSINESS_NUMBER"/>
|
|
<value enum="A" description="AUSTRALIAN_TAX_FILE_NUMBER"/>
|
|
<value enum="B" description="BIC"/>
|
|
<value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/>
|
|
<value enum="D" description="PROPRIETARY"/>
|
|
<value enum="E" description="ISO_COUNTRY_CODE"/>
|
|
<value enum="F" description="SETTLEMENT_ENTITY_LOCATION"/>
|
|
<value enum="G" description="MIC"/>
|
|
<value enum="H" description="CSD_PARTICIPANT_MEMBER_CODE"/>
|
|
<value enum="I" description="DIRECTED_BROKER_THREE_CHARACTER_ACRONYM_AS_DEFINED_IN_ISITC_ETC_BEST_PRACTICE_GUIDELINES_DOCUMENT"/>
|
|
<value enum="N" description="PARTY_LEI"/>
|
|
<value enum="P" description="SHORT_CODE"/>
|
|
</field>
|
|
<field number="448" name="PartyID" type="STRING"/>
|
|
<field number="449" name="TotalVolumeTradedDate" type="UTCDATEONLY"/>
|
|
<field number="450" name="TotalVolumeTradedTime" type="UTCTIMEONLY"/>
|
|
<field number="451" name="NetChgPrevDay" type="PRICEOFFSET"/>
|
|
<field number="452" name="PartyRole" type="INT">
|
|
<value enum="1" description="EXECUTING_FIRM"/>
|
|
<value enum="3" description="FIRM_ID"/>
|
|
<value enum="4" description="CLEARING_FIRM"/>
|
|
<value enum="6" description="INTRODUCING_FIRM"/>
|
|
<value enum="8" description="LOCATE"/>
|
|
<value enum="11" description="TRADER_ID"/>
|
|
<value enum="12" description="DLR_TRADER_ID"/>
|
|
<value enum="14" description="GIVEUP_CLR_FIRM"/>
|
|
<value enum="17" description="CONTRA_FIRM"/>
|
|
<value enum="21" description="CLEARING_ORGANIZATION"/>
|
|
<value enum="33" description="SALES_PERSON"/>
|
|
<value enum="73" description="EXEC_VENUE"/>
|
|
<value enum="100" description="STEPOUT_BROKER"/>
|
|
<value enum="101" description="BROKER_CLEARING_ID"/>
|
|
<value enum="104" description="CLEARING_MEMBER"/>
|
|
<value enum="105" description="COUNTERPARTY_COMPANY"/>
|
|
<value enum="106" description="COUNTERPARTY_TRADER"/>
|
|
<value enum="110" description="SWAP_DATA_REPOSITORY"/>
|
|
<value enum="122" description="INV_DEC_MAKER"/>
|
|
<value enum="1000" description="IDROLE_GLOBALORGID"/>
|
|
<value enum="1001" description="IDROLE_DLRORGID"/>
|
|
<value enum="1002" description="IDROLE_GLBACCTID"/>
|
|
<value enum="1003" description="IDROLE_DLRLEGAL"/>
|
|
<value enum="1004" description="IDROLE_DCACR"/>
|
|
<value enum="1005" description="ACCTNETORGID"/>
|
|
<value enum="1006" description="IDROLE_ACR"/>
|
|
<value enum="1007" description="IDROLE_LEAD"/>
|
|
<value enum="1008" description="DLR_LEGAL_SHORTNAME"/>
|
|
<value enum="1009" description="DLR_CLR_MEMBER"/>
|
|
<value enum="1010" description="DLR_CLR_MEMBER_ID"/>
|
|
<value enum="1011" description="DLR_CLR_ACCT"/>
|
|
<value enum="1012" description="DLR_CLR_ACCT_ID"/>
|
|
<value enum="1013" description="EXDLR"/>
|
|
</field>
|
|
<field number="453" name="NoPartyIDs" type="NUMINGROUP"/>
|
|
<field number="454" name="NoSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="455" name="SecurityAltID" type="STRING"/>
|
|
<field number="456" name="SecurityAltIDSource" type="STRING"/>
|
|
<field number="457" name="NoUnderlyingSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="458" name="UnderlyingSecurityAltID" type="STRING"/>
|
|
<field number="459" name="UnderlyingSecurityAltIDSource" type="STRING"/>
|
|
<field number="460" name="Product" type="INT">
|
|
<value enum="1" description="AGENCY"/>
|
|
<value enum="2" description="COMMODITY"/>
|
|
<value enum="3" description="CORPORATE"/>
|
|
<value enum="4" description="CURRENCY"/>
|
|
<value enum="5" description="EQUITY"/>
|
|
<value enum="6" description="GOVERNMENT"/>
|
|
<value enum="7" description="INDEX"/>
|
|
<value enum="8" description="LOAN"/>
|
|
<value enum="9" description="MONEYMARKET"/>
|
|
<value enum="10" description="MORTGAGE"/>
|
|
<value enum="11" description="MUNICIPAL"/>
|
|
<value enum="12" description="OTHER"/>
|
|
<value enum="13" description="FINANCING"/>
|
|
</field>
|
|
<field number="461" name="CFICode" type="STRING"/>
|
|
<field number="462" name="UnderlyingProduct" type="INT"/>
|
|
<field number="463" name="UnderlyingCFICode" type="STRING"/>
|
|
<field number="464" name="TestMessageIndicator" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="465" name="QuantityType" type="INT">
|
|
<value enum="1" description="SHARES"/>
|
|
<value enum="2" description="BONDS"/>
|
|
<value enum="3" description="CURRENTFACE"/>
|
|
<value enum="4" description="ORIGINALFACE"/>
|
|
<value enum="5" description="CURRENCY"/>
|
|
<value enum="6" description="CONTRACTS"/>
|
|
<value enum="7" description="OTHER"/>
|
|
<value enum="8" description="PAR"/>
|
|
</field>
|
|
<field number="466" name="BookingRefID" type="STRING"/>
|
|
<field number="467" name="IndividualAllocID" type="STRING"/>
|
|
<field number="468" name="RoundingDirection" type="CHAR">
|
|
<value enum="0" description="ROUND_TO_NEAREST"/>
|
|
<value enum="1" description="ROUND_DOWN"/>
|
|
<value enum="2" description="ROUND_UP"/>
|
|
</field>
|
|
<field number="469" name="RoundingModulus" type="FLOAT"/>
|
|
<field number="470" name="CountryOfIssue" type="COUNTRY"/>
|
|
<field number="471" name="StateOrProvinceOfIssue" type="STRING"/>
|
|
<field number="472" name="LocaleOfIssue" type="STRING"/>
|
|
<field number="473" name="NoRegistDtls" type="NUMINGROUP"/>
|
|
<field number="474" name="MailingDtls" type="STRING"/>
|
|
<field number="475" name="InvestorCountryOfResidence" type="COUNTRY"/>
|
|
<field number="476" name="PaymentRef" type="STRING"/>
|
|
<field number="477" name="DistribPaymentMethod" type="INT">
|
|
<value enum="1" description="CREST"/>
|
|
<value enum="2" description="NSCC"/>
|
|
<value enum="3" description="EUROCLEAR"/>
|
|
<value enum="4" description="CLEARSTREAM"/>
|
|
<value enum="5" description="CHEQUE"/>
|
|
<value enum="6" description="TELEGRAPHIC_TRANSFER"/>
|
|
<value enum="7" description="FED_WIRE"/>
|
|
<value enum="8" description="DIRECT_CREDIT"/>
|
|
<value enum="9" description="ACH_CREDIT"/>
|
|
<value enum="10" description="BPAY"/>
|
|
<value enum="11" description="HIGH_VALUE_CLEARING_SYSTEM_HVACS"/>
|
|
<value enum="12" description="REINVEST_IN_FUND"/>
|
|
</field>
|
|
<field number="478" name="CashDistribCurr" type="CURRENCY"/>
|
|
<field number="479" name="CommCurrency" type="CURRENCY"/>
|
|
<field number="480" name="CancellationRights" type="CHAR">
|
|
<value enum="M" description="NO_M"/>
|
|
<value enum="N" description="NO_N"/>
|
|
<value enum="O" description="NO_O"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="481" name="MoneyLaunderingStatus" type="CHAR">
|
|
<value enum="1" description="EXEMPT_1"/>
|
|
<value enum="2" description="EXEMPT_2"/>
|
|
<value enum="3" description="EXEMPT_3"/>
|
|
<value enum="N" description="NOT_CHECKED"/>
|
|
<value enum="Y" description="PASSED"/>
|
|
</field>
|
|
<field number="482" name="MailingInst" type="STRING"/>
|
|
<field number="483" name="TransBkdTime" type="UTCTIMESTAMP"/>
|
|
<field number="484" name="ExecPriceType" type="CHAR">
|
|
<value enum="B" description="BID_PRICE"/>
|
|
<value enum="C" description="CREATION_PRICE"/>
|
|
<value enum="D" description="CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT"/>
|
|
<value enum="E" description="CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT"/>
|
|
<value enum="O" description="OFFER_PRICE"/>
|
|
<value enum="P" description="OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT"/>
|
|
<value enum="Q" description="OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT"/>
|
|
<value enum="S" description="SINGLE_PRICE"/>
|
|
</field>
|
|
<field number="485" name="ExecPriceAdjustment" type="FLOAT"/>
|
|
<field number="486" name="DateOfBirth" type="LOCALMKTDATE"/>
|
|
<field number="487" name="TradeReportTransType" type="INT">
|
|
<value enum="0" description="NEW"/>
|
|
<value enum="1" description="CANCEL"/>
|
|
<value enum="2" description="REPLACE"/>
|
|
<value enum="3" description="RELEASE"/>
|
|
<value enum="4" description="REVERSE"/>
|
|
<value enum="5" description="CANCEL_DUE_TO_BACK_OUT_OF_TRADE"/>
|
|
<value enum="101" description="ACCEPTTERM"/>
|
|
</field>
|
|
<field number="488" name="CardHolderName" type="STRING"/>
|
|
<field number="489" name="CardNumber" type="STRING"/>
|
|
<field number="490" name="CardExpDate" type="LOCALMKTDATE"/>
|
|
<field number="491" name="CardIssNum" type="STRING"/>
|
|
<field number="492" name="PaymentMethod" type="INT">
|
|
<value enum="1" description="CREST"/>
|
|
<value enum="2" description="NSCC"/>
|
|
<value enum="3" description="EUROCLEAR"/>
|
|
<value enum="4" description="CLEARSTREAM"/>
|
|
<value enum="5" description="CHEQUE"/>
|
|
<value enum="6" description="TELEGRAPHIC_TRANSFER"/>
|
|
<value enum="7" description="FED_WIRE"/>
|
|
<value enum="8" description="DEBIT_CARD"/>
|
|
<value enum="9" description="DIRECT_DEBIT"/>
|
|
<value enum="10" description="DIRECT_CREDIT"/>
|
|
<value enum="11" description="CREDIT_CARD"/>
|
|
<value enum="12" description="ACH_DEBIT"/>
|
|
<value enum="13" description="ACH_CREDIT"/>
|
|
<value enum="14" description="BPAY"/>
|
|
<value enum="15" description="HIGH_VALUE_CLEARING_SYSTEM"/>
|
|
</field>
|
|
<field number="493" name="RegistAcctType" type="STRING"/>
|
|
<field number="494" name="Designation" type="STRING"/>
|
|
<field number="495" name="TaxAdvantageType" type="INT">
|
|
<value enum="0" description="NONE_NOT_APPLICABLE"/>
|
|
<value enum="1" description="MAXI_ISA"/>
|
|
<value enum="2" description="TESSA"/>
|
|
<value enum="3" description="MINI_CASH_ISA"/>
|
|
<value enum="4" description="MINI_STOCKS_AND_SHARES_ISA"/>
|
|
<value enum="5" description="MINI_INSURANCE_ISA"/>
|
|
<value enum="6" description="CURRENT_YEAR_PAYMENT"/>
|
|
<value enum="7" description="PRIOR_YEAR_PAYMENT"/>
|
|
<value enum="8" description="ASSET_TRANSFER"/>
|
|
<value enum="9" description="EMPLOYEE_9"/>
|
|
<value enum="10" description="EMPLOYEE_10"/>
|
|
<value enum="11" description="EMPLOYER_11"/>
|
|
<value enum="12" description="EMPLOYER_12"/>
|
|
<value enum="13" description="NON_FUND_PROTOTYPE_IRA"/>
|
|
<value enum="14" description="NON_FUND_QUALIFIED_PLAN"/>
|
|
<value enum="15" description="DEFINED_CONTRIBUTION_PLAN"/>
|
|
<value enum="16" description="INDIVIDUAL_RETIREMENT_ACCOUNT_16"/>
|
|
<value enum="17" description="INDIVIDUAL_RETIREMENT_ACCOUNT_17"/>
|
|
<value enum="18" description="KEOGH"/>
|
|
<value enum="19" description="PROFIT_SHARING_PLAN"/>
|
|
<value enum="20" description="TAX401"/>
|
|
<value enum="21" description="SELF_DIRECTED_IRA"/>
|
|
<value enum="22" description="TAX403"/>
|
|
<value enum="23" description="TAX457"/>
|
|
<value enum="24" description="ROTH_IRA_24"/>
|
|
<value enum="25" description="ROTH_IRA_25"/>
|
|
<value enum="26" description="ROTH_CONVERSION_IRA_26"/>
|
|
<value enum="27" description="ROTH_CONVERSION_IRA_27"/>
|
|
<value enum="28" description="EDUCATION_IRA_28"/>
|
|
<value enum="29" description="EDUCATION_IRA_29"/>
|
|
<value enum="999" description="OTHER"/>
|
|
</field>
|
|
<field number="496" name="RegistRejReasonText" type="STRING"/>
|
|
<field number="497" name="FundRenewWaiv" type="CHAR">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="498" name="CashDistribAgentName" type="STRING"/>
|
|
<field number="499" name="CashDistribAgentCode" type="STRING"/>
|
|
<field number="500" name="CashDistribAgentAcctNumber" type="STRING"/>
|
|
<field number="501" name="CashDistribPayRef" type="STRING"/>
|
|
<field number="502" name="CashDistribAgentAcctName" type="STRING"/>
|
|
<field number="503" name="CardStartDate" type="LOCALMKTDATE"/>
|
|
<field number="504" name="PaymentDate" type="LOCALMKTDATE"/>
|
|
<field number="505" name="PaymentRemitterID" type="STRING"/>
|
|
<field number="506" name="RegistStatus" type="CHAR">
|
|
<value enum="A" description="ACCEPTED"/>
|
|
<value enum="H" description="HELD"/>
|
|
<value enum="N" description="REMINDER"/>
|
|
<value enum="R" description="REJECTED"/>
|
|
</field>
|
|
<field number="507" name="RegistRejReasonCode" type="INT">
|
|
<value enum="1" description="INVALID_UNACCEPTABLE_ACCOUNT_TYPE"/>
|
|
<value enum="2" description="INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE"/>
|
|
<value enum="3" description="INVALID_UNACCEPTABLE_OWNERSHIP_TYPE"/>
|
|
<value enum="4" description="INVALID_UNACCEPTABLE_NO_REG_DETAILS"/>
|
|
<value enum="5" description="INVALID_UNACCEPTABLE_REG_SEQ_NO"/>
|
|
<value enum="6" description="INVALID_UNACCEPTABLE_REG_DETAILS"/>
|
|
<value enum="7" description="INVALID_UNACCEPTABLE_MAILING_DETAILS"/>
|
|
<value enum="8" description="INVALID_UNACCEPTABLE_MAILING_INSTRUCTIONS"/>
|
|
<value enum="9" description="INVALID_UNACCEPTABLE_INVESTOR_ID"/>
|
|
<value enum="10" description="INVALID_UNACEEPTABLE_INVESTOR_ID_SOURCE"/>
|
|
<value enum="11" description="INVALID_UNACCEPTABLE_DATE_OF_BIRTH"/>
|
|
<value enum="12" description="INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE"/>
|
|
<value enum="13" description="INVALID_UNACCEPTABLE_NO_DISTRIB_INSTNS"/>
|
|
<value enum="14" description="INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE"/>
|
|
<value enum="15" description="INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD"/>
|
|
<value enum="16" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME"/>
|
|
<value enum="17" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE"/>
|
|
<value enum="18" description="INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="508" name="RegistRefID" type="STRING"/>
|
|
<field number="509" name="RegistDtls" type="STRING"/>
|
|
<field number="510" name="NoDistribInsts" type="NUMINGROUP"/>
|
|
<field number="511" name="RegistEmail" type="STRING"/>
|
|
<field number="512" name="DistribPercentage" type="PERCENTAGE"/>
|
|
<field number="513" name="RegistID" type="STRING"/>
|
|
<field number="514" name="RegistTransType" type="CHAR">
|
|
<value enum="0" description="NEW"/>
|
|
<value enum="1" description="REPLACE"/>
|
|
<value enum="2" description="CANCEL"/>
|
|
</field>
|
|
<field number="515" name="ExecValuationPoint" type="UTCTIMESTAMP"/>
|
|
<field number="516" name="OrderPercent" type="PERCENTAGE"/>
|
|
<field number="517" name="OwnershipType" type="CHAR">
|
|
<value enum="2" description="JOINT_TRUSTEES"/>
|
|
<value enum="J" description="JOINT_INVESTORS"/>
|
|
<value enum="T" description="TENANTS_IN_COMMON"/>
|
|
</field>
|
|
<field number="518" name="NoContAmts" type="NUMINGROUP"/>
|
|
<field number="519" name="ContAmtType" type="INT">
|
|
<value enum="1" description="COMMISSION_AMOUNT"/>
|
|
<value enum="2" description="COMMISSION_PERCENT"/>
|
|
<value enum="3" description="INITIAL_CHARGE_AMOUNT"/>
|
|
<value enum="4" description="INITIAL_CHARGE_PERCENT"/>
|
|
<value enum="5" description="DISCOUNT_AMOUNT"/>
|
|
<value enum="6" description="DISCOUNT_PERCENT"/>
|
|
<value enum="7" description="DILUTION_LEVY_AMOUNT"/>
|
|
<value enum="8" description="DILUTION_LEVY_PERCENT"/>
|
|
<value enum="9" description="EXIT_CHARGE_AMOUNT"/>
|
|
<value enum="10" description="EXIT_CHARGE_PERCENT"/>
|
|
<value enum="11" description="FUND_BASED_RENEWAL_COMMISSION_PERCENT"/>
|
|
<value enum="12" description="PROJECTED_FUND_VALUE"/>
|
|
<value enum="13" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT_13"/>
|
|
<value enum="14" description="FUND_BASED_RENEWAL_COMMISSION_AMOUNT_14"/>
|
|
<value enum="15" description="NET_SETTLEMENT_AMOUNT"/>
|
|
</field>
|
|
<field number="520" name="ContAmtValue" type="FLOAT"/>
|
|
<field number="521" name="ContAmtCurr" type="CURRENCY"/>
|
|
<field number="522" name="OwnerType" type="INT">
|
|
<value enum="1" description="INDIVIDUAL_INVESTOR"/>
|
|
<value enum="2" description="PUBLIC_COMPANY"/>
|
|
<value enum="3" description="PRIVATE_COMPANY"/>
|
|
<value enum="4" description="INDIVIDUAL_TRUSTEE"/>
|
|
<value enum="5" description="COMPANY_TRUSTEE"/>
|
|
<value enum="6" description="PENSION_PLAN"/>
|
|
<value enum="7" description="CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT"/>
|
|
<value enum="8" description="TRUSTS"/>
|
|
<value enum="9" description="FIDUCIARIES"/>
|
|
<value enum="10" description="NETWORKING_SUB_ACCOUNT"/>
|
|
<value enum="11" description="NON_PROFIT_ORGANIZATION"/>
|
|
<value enum="12" description="CORPORATE_BODY"/>
|
|
<value enum="13" description="NOMINEE"/>
|
|
</field>
|
|
<field number="523" name="PartySubID" type="STRING"/>
|
|
<field number="524" name="NestedPartyID" type="STRING"/>
|
|
<field number="525" name="NestedPartyIDSource" type="CHAR"/>
|
|
<field number="526" name="SecondaryClOrdID" type="STRING"/>
|
|
<field number="527" name="SecondaryExecID" type="STRING"/>
|
|
<field number="528" name="OrderCapacity" type="CHAR">
|
|
<value enum="A" description="AGENCY"/>
|
|
<value enum="G" description="PROPRIETARY"/>
|
|
<value enum="I" description="INDIVIDUAL"/>
|
|
<value enum="P" description="PRINCIPAL"/>
|
|
<value enum="R" description="RISKLESS_PRINCIPAL"/>
|
|
<value enum="W" description="AGENT_FOR_OTHER_MEMBER"/>
|
|
</field>
|
|
<field number="529" name="OrderRestrictions" type="MULTIPLECHARVALUE">
|
|
<value enum="1" description="PROGRAM_TRADE"/>
|
|
<value enum="2" description="INDEX_ARBITRAGE"/>
|
|
<value enum="3" description="NON_INDEX_ARBITRAGE"/>
|
|
<value enum="4" description="COMPETING_MARKET_MAKER"/>
|
|
<value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY"/>
|
|
<value enum="6" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY"/>
|
|
<value enum="7" description="FOREIGN_ENTITY"/>
|
|
<value enum="8" description="EXTERNAL_MARKET_PARTICIPANT"/>
|
|
<value enum="9" description="EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE"/>
|
|
<value enum="A" description="RISKLESS_ARBITRAGE"/>
|
|
<value enum="B" description="ISSUER_HOLDING"/>
|
|
<value enum="C" description="ISSUE_PRICE_STABILIZATION"/>
|
|
<value enum="D" description="NON_ALGORITHMIC"/>
|
|
<value enum="E" description="ALGORITHMIC"/>
|
|
<value enum="F" description="CROSS"/>
|
|
</field>
|
|
<field number="530" name="MassCancelRequestType" type="CHAR">
|
|
<value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY"/>
|
|
<value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT"/>
|
|
<value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE"/>
|
|
<value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE"/>
|
|
<value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION"/>
|
|
<value enum="7" description="CANCEL_ALL_ORDERS"/>
|
|
<value enum="8" description="CANCEL_ORDERS_FOR_A_MARKET"/>
|
|
<value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT"/>
|
|
<value enum="A" description="CANCEL_ORDERS_FOR_A_SECURITY_GROUP"/>
|
|
<value enum="B" description="CANCEL_FOR_SECURITY_ISSUER"/>
|
|
<value enum="C" description="CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
</field>
|
|
<field number="531" name="MassCancelResponse" type="CHAR">
|
|
<value enum="0" description="CANCEL_REQUEST_REJECTED"/>
|
|
<value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY"/>
|
|
<value enum="2" description="CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="CANCEL_ORDERS_FOR_A_PRODUCT"/>
|
|
<value enum="4" description="CANCEL_ORDERS_FOR_A_CFICODE"/>
|
|
<value enum="5" description="CANCEL_ORDERS_FOR_A_SECURITYTYPE"/>
|
|
<value enum="6" description="CANCEL_ORDERS_FOR_A_TRADING_SESSION"/>
|
|
<value enum="7" description="CANCEL_ALL_ORDERS"/>
|
|
<value enum="8" description="CANCEL_ORDERS_FOR_A_MARKET"/>
|
|
<value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT"/>
|
|
<value enum="A" description="CANCEL_ORDERS_FOR_A_SECURITY_GROUP"/>
|
|
<value enum="B" description="CANCEL_ORDERS_FOR_A_SECURITIES_ISSUER"/>
|
|
<value enum="C" description="CANCEL_ORDERS_FOR_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
</field>
|
|
<field number="532" name="MassCancelRejectReason" type="INT">
|
|
<value enum="0" description="MASS_CANCEL_NOT_SUPPORTED"/>
|
|
<value enum="1" description="INVALID_OR_UNKNOWN_SECURITY"/>
|
|
<value enum="2" description="INVALID_OR_UNKOWN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT"/>
|
|
<value enum="4" description="INVALID_OR_UNKNOWN_CFICODE"/>
|
|
<value enum="5" description="INVALID_OR_UNKNOWN_SECURITYTYPE"/>
|
|
<value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION"/>
|
|
<value enum="7" description="INVALID_OR_UNKNOWN_MARKET"/>
|
|
<value enum="8" description="INVALID_OR_UNKOWN_MARKET_SEGMENT"/>
|
|
<value enum="9" description="INVALID_OR_UNKNOWN_SECURITY_GROUP"/>
|
|
<value enum="10" description="INVALID_OR_UNKNOWN_SECURITY_ISSUER"/>
|
|
<value enum="11" description="INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="533" name="TotalAffectedOrders" type="INT"/>
|
|
<field number="534" name="NoAffectedOrders" type="NUMINGROUP"/>
|
|
<field number="535" name="AffectedOrderID" type="STRING"/>
|
|
<field number="536" name="AffectedSecondaryOrderID" type="STRING"/>
|
|
<field number="537" name="QuoteType" type="INT">
|
|
<value enum="0" description="INDICATIVE"/>
|
|
<value enum="1" description="TRADEABLE"/>
|
|
<value enum="2" description="RESTRICTED_TRADEABLE"/>
|
|
<value enum="3" description="COUNTER"/>
|
|
</field>
|
|
<field number="538" name="NestedPartyRole" type="INT">
|
|
<value enum="1" description="EXECUTING_FIRM"/>
|
|
<value enum="3" description="FIRM_ID"/>
|
|
<value enum="4" description="CLEARING_FIRM"/>
|
|
<value enum="11" description="TRADER_ID"/>
|
|
<value enum="12" description="DLR_TRADER_ID"/>
|
|
<value enum="17" description="CONTRA_FIRM"/>
|
|
<value enum="21" description="CLEARING_ORGANIZATION"/>
|
|
<value enum="33" description="SALES_PERSON"/>
|
|
<value enum="101" description="BROKER_CLEARING_ID"/>
|
|
<value enum="104" description="CLEARING_MEMBER"/>
|
|
<value enum="105" description="COUNTERPARTY_COMPANY"/>
|
|
<value enum="106" description="COUNTERPARTY_TRADER"/>
|
|
<value enum="110" description="SWAP_DATA_REPOSITORY"/>
|
|
<value enum="1000" description="IDROLE_GLOBALORGID"/>
|
|
<value enum="1001" description="IDROLE_DLRORGID"/>
|
|
<value enum="1002" description="IDROLE_GLBACCTID"/>
|
|
<value enum="1003" description="IDROLE_DLRLEGAL"/>
|
|
<value enum="1004" description="IDROLE_DCACR"/>
|
|
<value enum="1005" description="ACCTNETORGID"/>
|
|
<value enum="1006" description="IDROLE_ACR"/>
|
|
<value enum="1007" description="IDROLE_LEAD"/>
|
|
<value enum="1008" description="DLR_LEGAL_SHORTNAME"/>
|
|
<value enum="1009" description="DLR_CLR_MEMBER"/>
|
|
<value enum="1010" description="DLR_CLR_MEMBER_ID"/>
|
|
<value enum="1011" description="DLR_CLR_ACCT"/>
|
|
<value enum="1012" description="DLR_CLR_ACCT_ID"/>
|
|
<value enum="1013" description="EXDLR"/>
|
|
</field>
|
|
<field number="539" name="NoNestedPartyIDs" type="NUMINGROUP"/>
|
|
<field number="540" name="TotalAccruedInterestAmt" type="AMT"/>
|
|
<field number="541" name="MaturityDate" type="LOCALMKTDATE"/>
|
|
<field number="542" name="UnderlyingMaturityDate" type="LOCALMKTDATE"/>
|
|
<field number="543" name="InstrRegistry" type="STRING"/>
|
|
<field number="544" name="CashMargin" type="CHAR">
|
|
<value enum="1" description="CASH"/>
|
|
<value enum="2" description="MARGIN_OPEN"/>
|
|
<value enum="3" description="MARGIN_CLOSE"/>
|
|
</field>
|
|
<field number="545" name="NestedPartySubID" type="STRING"/>
|
|
<field number="546" name="Scope" type="MULTIPLECHARVALUE">
|
|
<value enum="1" description="LOCAL_MARKET"/>
|
|
<value enum="2" description="NATIONAL"/>
|
|
<value enum="3" description="GLOBAL"/>
|
|
</field>
|
|
<field number="547" name="MDImplicitDelete" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="548" name="CrossID" type="STRING"/>
|
|
<field number="549" name="CrossType" type="INT">
|
|
<value enum="1" description="CROSS_AON"/>
|
|
<value enum="2" description="CROSS_IOC"/>
|
|
<value enum="3" description="CROSS_ONE_SIDE"/>
|
|
<value enum="4" description="CROSS_SAME_PRICE"/>
|
|
</field>
|
|
<field number="550" name="CrossPrioritization" type="INT">
|
|
<value enum="0" description="NONE"/>
|
|
<value enum="1" description="BUY_SIDE_IS_PRIORITIZED"/>
|
|
<value enum="2" description="SELL_SIDE_IS_PRIORITIZED"/>
|
|
</field>
|
|
<field number="551" name="OrigCrossID" type="STRING"/>
|
|
<field number="552" name="NoSides" type="NUMINGROUP">
|
|
<value enum="1" description="ONE_SIDE"/>
|
|
<value enum="2" description="BOTH_SIDES"/>
|
|
</field>
|
|
<field number="553" name="Username" type="STRING"/>
|
|
<field number="554" name="Password" type="STRING"/>
|
|
<field number="555" name="NoLegs" type="NUMINGROUP"/>
|
|
<field number="556" name="LegCurrency" type="CURRENCY"/>
|
|
<field number="557" name="TotNoSecurityTypes" type="INT"/>
|
|
<field number="558" name="NoSecurityTypes" type="NUMINGROUP"/>
|
|
<field number="559" name="SecurityListRequestType" type="INT">
|
|
<value enum="0" description="SYMBOL"/>
|
|
<value enum="1" description="SECURITYTYPE_AND_OR_CFICODE"/>
|
|
<value enum="2" description="PRODUCT"/>
|
|
<value enum="3" description="TRADINGSESSIONID"/>
|
|
<value enum="4" description="ALL_SECURITIES"/>
|
|
<value enum="5" description="MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID"/>
|
|
</field>
|
|
<field number="560" name="SecurityRequestResult" type="INT">
|
|
<value enum="0" description="VALID_REQUEST"/>
|
|
<value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST"/>
|
|
<value enum="2" description="NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA"/>
|
|
<value enum="3" description="NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA"/>
|
|
<value enum="4" description="INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE"/>
|
|
<value enum="5" description="REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED"/>
|
|
</field>
|
|
<field number="561" name="RoundLot" type="QTY"/>
|
|
<field number="562" name="MinTradeVol" type="QTY"/>
|
|
<field number="563" name="MultiLegRptTypeReq" type="INT">
|
|
<value enum="0" description="REPORT_BY_MULITLEG_SECURITY_ONLY"/>
|
|
<value enum="1" description="REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY"/>
|
|
<value enum="2" description="REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY"/>
|
|
</field>
|
|
<field number="564" name="LegPositionEffect" type="CHAR"/>
|
|
<field number="565" name="LegCoveredOrUncovered" type="INT"/>
|
|
<field number="566" name="LegPrice" type="PRICE"/>
|
|
<field number="567" name="TradSesStatusRejReason" type="INT">
|
|
<value enum="1" description="UNKNOWN_OR_INVALID_TRADINGSESSIONID"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="568" name="TradeRequestID" type="STRING"/>
|
|
<field number="569" name="TradeRequestType" type="INT">
|
|
<value enum="0" description="ALL_TRADES"/>
|
|
<value enum="1" description="MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST"/>
|
|
<value enum="2" description="UNMATCHED_TRADES_THAT_MATCH_CRITERIA"/>
|
|
<value enum="3" description="UNREPORTED_TRADES_THAT_MATCH_CRITERIA"/>
|
|
<value enum="4" description="ADVISORIES_THAT_MATCH_CRITERIA"/>
|
|
</field>
|
|
<field number="570" name="PreviouslyReported" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="571" name="TradeReportID" type="STRING"/>
|
|
<field number="572" name="TradeReportRefID" type="STRING"/>
|
|
<field number="573" name="MatchStatus" type="CHAR">
|
|
<value enum="0" description="COMPARED_MATCHED_OR_AFFIRMED"/>
|
|
<value enum="1" description="UNCOMPARED_UNMATCHED_OR_UNAFFIRMED"/>
|
|
<value enum="2" description="ADVISORY_OR_ALERT"/>
|
|
</field>
|
|
<field number="574" name="MatchType" type="STRING">
|
|
<value enum="A1" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES_AND_EXECUTION_TIME"/>
|
|
<value enum="A2" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_FOUR_BADGES"/>
|
|
<value enum="A3" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES_AND_EXECUTION_TIME"/>
|
|
<value enum="A4" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_TWO_BADGES"/>
|
|
<value enum="A5" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADETYPE_AND_SPECIAL_TRADE_INDICATOR_PLUS_EXECUTION_TIME"/>
|
|
<value enum="M3" description="ACT_ACCEPTED_TRADE"/>
|
|
<value enum="M4" description="ACT_DEFAULT_TRADE"/>
|
|
<value enum="M5" description="ACT_DEFAULT_AFTER_M2"/>
|
|
<value enum="M6" description="ACT_M6_MATCH"/>
|
|
<value enum="AQ" description="COMPARED_RECORDS_RESULTING_FROM_STAMPED_ADVISORIES_OR_SPECIALIST_ACCEPTS_PAIR_OFFS"/>
|
|
<value enum="M1" description="EXACT_MATCH_ON_TRADE_DATE_STOCK_SYMBOL_QUANTITY_PRICE_TRADE_TYPE_AND_SPECIAL_TRADE_INDICATOR_MINUS_BADGES_AND_TIMES_ACT_M1_MATCH"/>
|
|
<value enum="M2" description="SUMMARIZED_MATCH_MINUS_BADGES_AND_TIMES_ACT_M2_MATCH"/>
|
|
<value enum="MT" description="OCS_LOCKED_IN_NON_ACT"/>
|
|
<value enum="S1" description="SUMMARIZED_MATCH_USING_A1_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIED"/>
|
|
<value enum="S2" description="SUMMARIZED_MATCH_USING_A2_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/>
|
|
<value enum="S3" description="SUMMARIZED_MATCH_USING_A3_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/>
|
|
<value enum="S4" description="SUMMARIZED_MATCH_USING_A4_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/>
|
|
<value enum="S5" description="SUMMARIZED_MATCH_USING_A5_EXACT_MATCH_CRITERIA_EXCEPT_QUANTITY_IS_SUMMARIZED"/>
|
|
<value enum="1" description="ONE_PARTY_TRADE_REPORT"/>
|
|
<value enum="2" description="TWO_PARTY_TRADE_REPORT"/>
|
|
<value enum="3" description="CONFIRMED_TRADE_REPORT"/>
|
|
<value enum="4" description="AUTO_MATCH"/>
|
|
<value enum="5" description="CROSS_AUCTION"/>
|
|
<value enum="6" description="COUNTER_ORDER_SELECTION"/>
|
|
<value enum="7" description="CALL_AUCTION"/>
|
|
<value enum="8" description="ISSUING_BUY_BACK_AUCTION"/>
|
|
</field>
|
|
<field number="575" name="OddLot" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="576" name="NoClearingInstructions" type="NUMINGROUP"/>
|
|
<field number="577" name="ClearingInstruction" type="INT">
|
|
<value enum="13" description="SELF_CLEARING"/>
|
|
<value enum="100" description="CCP_DIRECT"/>
|
|
</field>
|
|
<field number="578" name="TradeInputSource" type="STRING"/>
|
|
<field number="579" name="TradeInputDevice" type="STRING"/>
|
|
<field number="580" name="NoDates" type="INT"/>
|
|
<field number="581" name="AccountType" type="INT">
|
|
<value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS"/>
|
|
<value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS"/>
|
|
<value enum="3" description="HOUSE_TRADER"/>
|
|
<value enum="4" description="FLOOR_TRADER"/>
|
|
<value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED"/>
|
|
<value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED"/>
|
|
<value enum="8" description="JOINT_BACK_OFFICE_ACCOUNT"/>
|
|
</field>
|
|
<field number="582" name="CustOrderCapacity" type="INT">
|
|
<value enum="1" description="MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT"/>
|
|
<value enum="2" description="CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT"/>
|
|
<value enum="3" description="MEMBER_TRADING_FOR_ANOTHER_MEMBER"/>
|
|
<value enum="4" description="ALL_OTHER"/>
|
|
</field>
|
|
<field number="583" name="ClOrdLinkID" type="STRING"/>
|
|
<field number="584" name="MassStatusReqID" type="STRING"/>
|
|
<field number="585" name="MassStatusReqType" type="INT">
|
|
<value enum="1" description="STATUS_FOR_ORDERS_FOR_A_SECURITY"/>
|
|
<value enum="2" description="STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="STATUS_FOR_ORDERS_FOR_A_PRODUCT"/>
|
|
<value enum="4" description="STATUS_FOR_ORDERS_FOR_A_CFICODE"/>
|
|
<value enum="5" description="STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE"/>
|
|
<value enum="6" description="STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION"/>
|
|
<value enum="7" description="STATUS_FOR_ALL_ORDERS"/>
|
|
<value enum="8" description="STATUS_FOR_ORDERS_FOR_A_PARTYID"/>
|
|
<value enum="9" description="STATUS_FOR_SECURITY_ISSUER"/>
|
|
<value enum="10" description="STATUS_FOR_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
</field>
|
|
<field number="586" name="OrigOrdModTime" type="UTCTIMESTAMP"/>
|
|
<field number="587" name="LegSettlType" type="CHAR"/>
|
|
<field number="588" name="LegSettlDate" type="LOCALMKTDATE"/>
|
|
<field number="589" name="DayBookingInst" type="CHAR">
|
|
<value enum="0" description="CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR"/>
|
|
<value enum="1" description="SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING"/>
|
|
<value enum="2" description="ACCUMULATE"/>
|
|
</field>
|
|
<field number="590" name="BookingUnit" type="CHAR">
|
|
<value enum="0" description="EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT"/>
|
|
<value enum="1" description="AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER"/>
|
|
<value enum="2" description="AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE"/>
|
|
</field>
|
|
<field number="591" name="PreallocMethod" type="CHAR">
|
|
<value enum="0" description="PRO_RATA"/>
|
|
<value enum="1" description="DO_NOT_PRO_RATA"/>
|
|
</field>
|
|
<field number="592" name="UnderlyingCountryOfIssue" type="COUNTRY"/>
|
|
<field number="593" name="UnderlyingStateOrProvinceOfIssue" type="STRING"/>
|
|
<field number="594" name="UnderlyingLocaleOfIssue" type="STRING"/>
|
|
<field number="595" name="UnderlyingInstrRegistry" type="STRING"/>
|
|
<field number="596" name="LegCountryOfIssue" type="COUNTRY"/>
|
|
<field number="597" name="LegStateOrProvinceOfIssue" type="STRING"/>
|
|
<field number="598" name="LegLocaleOfIssue" type="STRING"/>
|
|
<field number="599" name="LegInstrRegistry" type="STRING"/>
|
|
<field number="600" name="LegSymbol" type="STRING"/>
|
|
<field number="601" name="LegSymbolSfx" type="STRING"/>
|
|
<field number="602" name="LegSecurityID" type="STRING"/>
|
|
<field number="603" name="LegSecurityIDSource" type="STRING">
|
|
<value enum="1" description="CUSIP"/>
|
|
<value enum="2" description="SEDOL"/>
|
|
<value enum="4" description="ISIN"/>
|
|
<value enum="I" description="FpML"/>
|
|
<value enum="100" description="Private"/>
|
|
<value enum="103" description="Tosho"/>
|
|
<value enum="104" description="REDID"/>
|
|
<value enum="105" description="IndexName"/>
|
|
</field>
|
|
<field number="604" name="NoLegSecurityAltID" type="STRING"/>
|
|
<field number="605" name="LegSecurityAltID" type="STRING"/>
|
|
<field number="606" name="LegSecurityAltIDSource" type="STRING"/>
|
|
<field number="607" name="LegProduct" type="INT"/>
|
|
<field number="608" name="LegCFICode" type="STRING"/>
|
|
<field number="609" name="LegSecurityType" type="STRING"/>
|
|
<field number="610" name="LegMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="611" name="LegMaturityDate" type="LOCALMKTDATE"/>
|
|
<field number="612" name="LegStrikePrice" type="PRICE"/>
|
|
<field number="613" name="LegOptAttribute" type="CHAR"/>
|
|
<field number="614" name="LegContractMultiplier" type="FLOAT"/>
|
|
<field number="615" name="LegCouponRate" type="PERCENTAGE"/>
|
|
<field number="616" name="LegSecurityExchange" type="EXCHANGE"/>
|
|
<field number="617" name="LegIssuer" type="STRING"/>
|
|
<field number="618" name="EncodedLegIssuerLen" type="LENGTH"/>
|
|
<field number="619" name="EncodedLegIssuer" type="DATA"/>
|
|
<field number="620" name="LegSecurityDesc" type="STRING"/>
|
|
<field number="621" name="EncodedLegSecurityDescLen" type="LENGTH"/>
|
|
<field number="622" name="EncodedLegSecurityDesc" type="DATA"/>
|
|
<field number="623" name="LegRatioQty" type="FLOAT"/>
|
|
<field number="624" name="LegSide" type="CHAR">
|
|
<value enum="1" description="BUY"/>
|
|
<value enum="2" description="SELL"/>
|
|
<value enum="5" description="SELL_SHORT"/>
|
|
<value enum="P" description="CUSTOMER_PAY"/>
|
|
<value enum="R" description="CUSTOMER_RECEIVE"/>
|
|
</field>
|
|
<field number="625" name="TradingSessionSubID" type="STRING">
|
|
<value enum="1" description="PRE_TRADING"/>
|
|
<value enum="2" description="OPENING_OR_OPENING_AUCTION"/>
|
|
<value enum="3" description="NOT_ASSIGNED_3"/>
|
|
<value enum="4" description="CLOSING_OR_CLOSING_AUCTION"/>
|
|
<value enum="5" description="POST_TRADING"/>
|
|
<value enum="6" description="INTRADAY_AUCTION"/>
|
|
<value enum="7" description="QUIESCENT"/>
|
|
</field>
|
|
<field number="626" name="AllocType" type="INT">
|
|
<value enum="1" description="CALCULATED"/>
|
|
<value enum="2" description="PRELIMINARY"/>
|
|
<value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY"/>
|
|
<value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY"/>
|
|
<value enum="5" description="READY_TO_BOOK"/>
|
|
<value enum="6" description="BUYSIDE_READY_TO_BOOK"/>
|
|
<value enum="7" description="WAREHOUSE_INSTRUCTION"/>
|
|
<value enum="8" description="REQUEST_TO_INTERMEDIARY"/>
|
|
<value enum="9" description="ACCEPT"/>
|
|
<value enum="10" description="REJECT"/>
|
|
<value enum="11" description="ACCEPT_PENDING"/>
|
|
<value enum="12" description="INCOMPLETE_GROUP"/>
|
|
<value enum="13" description="COMPLETE_GROUP"/>
|
|
<value enum="14" description="REVERSAL_PENDING"/>
|
|
</field>
|
|
<field number="627" name="NoHops" type="NUMINGROUP"/>
|
|
<field number="628" name="HopCompID" type="STRING"/>
|
|
<field number="629" name="HopSendingTime" type="UTCTIMESTAMP"/>
|
|
<field number="630" name="HopRefID" type="SEQNUM"/>
|
|
<field number="631" name="MidPx" type="PRICE"/>
|
|
<field number="632" name="BidYield" type="PERCENTAGE"/>
|
|
<field number="633" name="MidYield" type="PERCENTAGE"/>
|
|
<field number="634" name="OfferYield" type="PERCENTAGE"/>
|
|
<field number="635" name="ClearingFeeIndicator" type="STRING">
|
|
<value enum="1" description="YEAR1_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="2" description="YEAR2_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="3" description="YEAR3_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="4" description="YEAR4_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="5" description="YEAR5_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="9" description="YEAR6_DELEGATE_TRADING_FOR_OWN_ACCOUNT"/>
|
|
<value enum="B" description="CBOE_MEMBER"/>
|
|
<value enum="C" description="NON_MEMBER_AND_CUSTOMER"/>
|
|
<value enum="E" description="EQUITY_MEMBER_AND_CLEARING_MEMBER"/>
|
|
<value enum="F" description="FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS"/>
|
|
<value enum="H" description="FIRMS_106H_AND_106J"/>
|
|
<value enum="I" description="GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS"/>
|
|
<value enum="L" description="LESSEE_106F_EMPLOYEES"/>
|
|
<value enum="M" description="ALL_OTHER_OWNERSHIP_TYPES"/>
|
|
</field>
|
|
<field number="636" name="WorkingIndicator" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="637" name="LegLastPx" type="PRICE"/>
|
|
<field number="638" name="PriorityIndicator" type="INT">
|
|
<value enum="0" description="PRIORITY_UNCHANGED"/>
|
|
<value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE"/>
|
|
</field>
|
|
<field number="639" name="PriceImprovement" type="PRICEOFFSET"/>
|
|
<field number="640" name="Price2" type="PRICE"/>
|
|
<field number="641" name="LastForwardPoints2" type="PRICEOFFSET"/>
|
|
<field number="642" name="BidForwardPoints2" type="PRICEOFFSET"/>
|
|
<field number="643" name="OfferForwardPoints2" type="PRICEOFFSET"/>
|
|
<field number="644" name="RFQReqID" type="STRING"/>
|
|
<field number="645" name="MktBidPx" type="PRICE"/>
|
|
<field number="646" name="MktOfferPx" type="PRICE"/>
|
|
<field number="647" name="MinBidSize" type="QTY"/>
|
|
<field number="648" name="MinOfferSize" type="QTY"/>
|
|
<field number="649" name="QuoteStatusReqID" type="STRING"/>
|
|
<field number="650" name="LegalConfirm" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="651" name="UnderlyingLastPx" type="PRICE"/>
|
|
<field number="652" name="UnderlyingLastQty" type="QTY"/>
|
|
<field number="653" name="SecDefStatus" type="INT">
|
|
<value enum="0" description="PENDING_APPROVAL"/>
|
|
<value enum="1" description="APPROVED"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
<value enum="3" description="UNAUTHORIZED_REQUEST"/>
|
|
<value enum="4" description="INVALID_DEFINITION_REQUEST"/>
|
|
</field>
|
|
<field number="654" name="LegRefID" type="STRING"/>
|
|
<field number="655" name="ContraLegRefID" type="STRING"/>
|
|
<field number="656" name="SettlCurrBidFxRate" type="FLOAT"/>
|
|
<field number="657" name="SettlCurrOfferFxRate" type="FLOAT"/>
|
|
<field number="658" name="QuoteRequestRejectReason" 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="INVALID_PRICE"/>
|
|
<value enum="6" description="NOT_AUTHORIZED_TO_REQUEST_QUOTE"/>
|
|
<value enum="7" description="NO_MATCH_FOR_INQUIRY"/>
|
|
<value enum="8" description="NO_MARKET_FOR_INSTRUMENT"/>
|
|
<value enum="9" description="NO_INVENTORY"/>
|
|
<value enum="10" description="PASS"/>
|
|
<value enum="11" description="INSUFFICIENT_CREDIT"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="659" name="SideComplianceID" type="STRING"/>
|
|
<field number="660" name="AcctIDSource" type="INT">
|
|
<value enum="1" description="BIC"/>
|
|
<value enum="2" description="SID_CODE"/>
|
|
<value enum="3" description="TFM"/>
|
|
<value enum="4" description="OMGEO"/>
|
|
<value enum="5" description="DTCC_CODE"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="661" name="AllocAcctIDSource" type="INT"/>
|
|
<field number="662" name="BenchmarkPrice" type="PRICE"/>
|
|
<field number="663" name="BenchmarkPriceType" type="INT"/>
|
|
<field number="664" name="ConfirmID" type="STRING"/>
|
|
<field number="665" name="ConfirmStatus" type="INT">
|
|
<value enum="1" description="RECEIVED"/>
|
|
<value enum="2" description="MISMATCHED_ACCOUNT"/>
|
|
<value enum="3" description="MISSING_SETTLEMENT_INSTRUCTIONS"/>
|
|
<value enum="4" description="CONFIRMED"/>
|
|
<value enum="5" description="REQUEST_REJECTED"/>
|
|
<value enum="101" description="SENT"/>
|
|
<value enum="102" description="CLRD"/>
|
|
<value enum="103" description="REJ"/>
|
|
<value enum="104" description="MTCH"/>
|
|
<value enum="105" description="ACC"/>
|
|
<value enum="106" description="PARTACC"/>
|
|
<value enum="107" description="RCLL"/>
|
|
<value enum="108" description="INVD"/>
|
|
<value enum="109" description="ERR"/>
|
|
<value enum="110" description="RGSTR"/>
|
|
<value enum="111" description="PARK"/>
|
|
<value enum="112" description="PENDACC"/>
|
|
<value enum="113" description="REF"/>
|
|
</field>
|
|
<field number="666" name="ConfirmTransType" type="INT">
|
|
<value enum="0" description="NEW"/>
|
|
<value enum="1" description="REPLACE"/>
|
|
<value enum="2" description="CANCEL"/>
|
|
</field>
|
|
<field number="667" name="ContractSettlMonth" type="MONTHYEAR"/>
|
|
<field number="668" name="DeliveryForm" type="INT">
|
|
<value enum="1" description="BOOK_ENTRY"/>
|
|
<value enum="2" description="BEARER"/>
|
|
</field>
|
|
<field number="669" name="LastParPx" type="PRICE"/>
|
|
<field number="670" name="NoLegAllocs" type="NUMINGROUP"/>
|
|
<field number="671" name="LegAllocAccount" type="STRING"/>
|
|
<field number="672" name="LegIndividualAllocID" type="STRING"/>
|
|
<field number="673" name="LegAllocQty" type="QTY"/>
|
|
<field number="674" name="LegAllocAcctIDSource" type="STRING"/>
|
|
<field number="675" name="LegSettlCurrency" type="CURRENCY"/>
|
|
<field number="676" name="LegBenchmarkCurveCurrency" type="CURRENCY"/>
|
|
<field number="677" name="LegBenchmarkCurveName" type="STRING"/>
|
|
<field number="678" name="LegBenchmarkCurvePoint" type="STRING"/>
|
|
<field number="679" name="LegBenchmarkPrice" type="PRICE"/>
|
|
<field number="680" name="LegBenchmarkPriceType" type="INT"/>
|
|
<field number="681" name="LegBidPx" type="PRICE"/>
|
|
<field number="682" name="LegIOIQty" type="STRING"/>
|
|
<field number="683" name="NoLegStipulations" type="NUMINGROUP"/>
|
|
<field number="684" name="LegOfferPx" type="PRICE"/>
|
|
<field number="685" name="LegOrderQty" type="QTY"/>
|
|
<field number="686" name="LegPriceType" type="INT"/>
|
|
<field number="687" name="LegQty" type="QTY"/>
|
|
<field number="688" name="LegStipulationType" type="STRING"/>
|
|
<field number="689" name="LegStipulationValue" type="STRING"/>
|
|
<field number="690" name="LegSwapType" type="INT">
|
|
<value enum="1" description="PAR_FOR_PAR"/>
|
|
<value enum="2" description="MODIFIED_DURATION"/>
|
|
<value enum="4" description="RISK"/>
|
|
<value enum="5" description="PROCEEDS"/>
|
|
</field>
|
|
<field number="691" name="Pool" type="STRING"/>
|
|
<field number="692" name="QuotePriceType" type="INT">
|
|
<value enum="1" description="PERCENT"/>
|
|
<value enum="2" description="PER_SHARE"/>
|
|
<value enum="3" description="FIXED_AMOUNT"/>
|
|
<value enum="4" description="DISCOUNT"/>
|
|
<value enum="5" description="PREMIUM"/>
|
|
<value enum="6" description="SPREAD"/>
|
|
<value enum="7" description="TED_PRICE"/>
|
|
<value enum="8" description="TED_YIELD"/>
|
|
<value enum="9" description="YIELD_SPREAD"/>
|
|
<value enum="10" description="YIELD"/>
|
|
</field>
|
|
<field number="693" name="QuoteRespID" type="STRING"/>
|
|
<field number="694" name="QuoteRespType" type="INT">
|
|
<value enum="1" description="HIT_LIFT"/>
|
|
<value enum="2" description="COUNTER"/>
|
|
<value enum="3" description="EXPIRED"/>
|
|
<value enum="4" description="COVER"/>
|
|
<value enum="5" description="DONE_AWAY"/>
|
|
<value enum="6" description="PASS"/>
|
|
<value enum="7" description="END_TRADE"/>
|
|
<value enum="8" description="TIMED_OUT"/>
|
|
</field>
|
|
<field number="695" name="QuoteQualifier" type="CHAR"/>
|
|
<field number="696" name="YieldRedemptionDate" type="LOCALMKTDATE"/>
|
|
<field number="697" name="YieldRedemptionPrice" type="PRICE"/>
|
|
<field number="698" name="YieldRedemptionPriceType" type="INT"/>
|
|
<field number="699" name="BenchmarkSecurityID" type="STRING"/>
|
|
<field number="700" name="ReversalIndicator" type="BOOLEAN"/>
|
|
<field number="701" name="YieldCalcDate" type="LOCALMKTDATE"/>
|
|
<field number="702" name="NoPositions" type="NUMINGROUP"/>
|
|
<field number="703" name="PosType" type="STRING">
|
|
<value enum="ALC" description="ALLOCATION_TRADE_QTY"/>
|
|
<value enum="AS" description="OPTION_ASSIGNMENT"/>
|
|
<value enum="ASF" description="AS_OF_TRADE_QTY"/>
|
|
<value enum="CAA" description="CORPORATE_ACTION_ADJUSTMENT"/>
|
|
<value enum="CEA" description="CREDIT_EVENT_ADJUSTMENT"/>
|
|
<value enum="DLT" description="NET_DELTA_QTY"/>
|
|
<value enum="DLV" description="DELIVERY_QTY"/>
|
|
<value enum="DN" description="DELIVERY_NOTICE_QTY"/>
|
|
<value enum="EP" description="EXCHANGE_FOR_PHYSICAL_QTY"/>
|
|
<value enum="ETR" description="ELECTRONIC_TRADE_QTY"/>
|
|
<value enum="EX" description="OPTION_EXERCISE_QTY"/>
|
|
<value enum="FIN" description="END_OF_DAY_QTY"/>
|
|
<value enum="IAS" description="INTRA_SPREAD_QTY"/>
|
|
<value enum="IES" description="INTER_SPREAD_QTY"/>
|
|
<value enum="PA" description="ADJUSTMENT_QTY"/>
|
|
<value enum="PIT" description="PIT_TRADE_QTY"/>
|
|
<value enum="PNTN" description="PRIVATELY_NEGOTIATED_TRADE_QTY"/>
|
|
<value enum="RCV" description="RECEIVE_QUANTITY"/>
|
|
<value enum="SEA" description="SUCCESSION_EVENT_ADJUSTMENT"/>
|
|
<value enum="SOD" description="START_OF_DAY_QTY"/>
|
|
<value enum="SPL" description="INTEGRAL_SPLIT"/>
|
|
<value enum="TA" description="TRANSACTION_FROM_ASSIGNMENT"/>
|
|
<value enum="TOT" description="TOTAL_TRANSACTION_QTY"/>
|
|
<value enum="TQ" description="TRANSACTION_QUANTITY"/>
|
|
<value enum="TRF" description="TRANSFER_TRADE_QTY"/>
|
|
<value enum="TX" description="TRANSACTION_FROM_EXERCISE"/>
|
|
<value enum="XM" description="CROSS_MARGIN_QTY"/>
|
|
</field>
|
|
<field number="704" name="LongQty" type="QTY"/>
|
|
<field number="705" name="ShortQty" type="QTY"/>
|
|
<field number="706" name="PosQtyStatus" type="INT">
|
|
<value enum="0" description="SUBMITTED"/>
|
|
<value enum="1" description="ACCEPTED"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
</field>
|
|
<field number="707" name="PosAmtType" type="STRING">
|
|
<value enum="ACPN" description="ACCRUED_COUPON_AMOUNT"/>
|
|
<value enum="BANK" description="TOTAL_BANKED_AMOUNT"/>
|
|
<value enum="CASH" description="CASH_AMOUNT"/>
|
|
<value enum="CMTM" description="COLLATERALIZED_MARK_TO_MARKET"/>
|
|
<value enum="COLAT" description="TOTAL_COLLATERALIZED_AMOUNT"/>
|
|
<value enum="CPN" description="COUPON_AMOUNT"/>
|
|
<value enum="CRES" description="CASH_RESIDUAL_AMOUNT"/>
|
|
<value enum="DLV" description="COMPENSATION_AMOUNT"/>
|
|
<value enum="FMTM" description="FINAL_MARK_TO_MARKET_AMOUNT"/>
|
|
<value enum="IACPN" description="INCREMENTAL_ACCRUED_COUPON"/>
|
|
<value enum="ICMTM" description="INCREMENTAL_COLLATERALIZED_MARK_TO_MARKET"/>
|
|
<value enum="ICPN" description="INITIAL_TRADE_COUPON_AMOUNT"/>
|
|
<value enum="IMTM" description="INCREMENTAL_MARK_TO_MARKET_AMOUNT"/>
|
|
<value enum="PREM" description="PREMIUM_AMOUNT"/>
|
|
<value enum="SETL" description="SETTLEMENT_VALUE"/>
|
|
<value enum="SMTM" description="START_OF_DAY_MARK_TO_MARKET_AMOUNT"/>
|
|
<value enum="TVAR" description="TRADE_VARIATION_AMOUNT"/>
|
|
<value enum="VADJ" description="VALUE_ADJUSTED_AMOUNT"/>
|
|
</field>
|
|
<field number="708" name="PosAmt" type="AMT"/>
|
|
<field number="709" name="PosTransType" type="INT">
|
|
<value enum="1" description="EXERCISE"/>
|
|
<value enum="2" description="DO_NOT_EXERCISE"/>
|
|
<value enum="3" description="POSITION_ADJUSTMENT"/>
|
|
<value enum="4" description="POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION"/>
|
|
<value enum="5" description="PLEDGE"/>
|
|
<value enum="6" description="LARGE_TRADER_SUBMISSION"/>
|
|
</field>
|
|
<field number="710" name="PosReqID" type="STRING"/>
|
|
<field number="711" name="NoUnderlyings" type="NUMINGROUP"/>
|
|
<field number="712" name="PosMaintAction" type="INT">
|
|
<value enum="1" description="NEW"/>
|
|
<value enum="2" description="REPLACE"/>
|
|
<value enum="3" description="CANCEL"/>
|
|
<value enum="4" description="REVERSE"/>
|
|
</field>
|
|
<field number="713" name="OrigPosReqRefID" type="STRING"/>
|
|
<field number="714" name="PosMaintRptRefID" type="STRING"/>
|
|
<field number="715" name="ClearingBusinessDate" type="LOCALMKTDATE"/>
|
|
<field number="716" name="SettlSessID" type="STRING">
|
|
<value enum="EOD" description="END_OF_DAY"/>
|
|
<value enum="ETH" description="ELECTRONIC_TRADING_HOURS"/>
|
|
<value enum="ITD" description="INTRADAY"/>
|
|
<value enum="RTH" description="REGULAR_TRADING_HOURS"/>
|
|
</field>
|
|
<field number="717" name="SettlSessSubID" type="STRING"/>
|
|
<field number="718" name="AdjustmentType" type="INT">
|
|
<value enum="0" description="PROCESS_REQUEST_AS_MARGIN_DISPOSITION"/>
|
|
<value enum="1" description="DELTA_PLUS"/>
|
|
<value enum="2" description="DELTA_MINUS"/>
|
|
<value enum="3" description="FINAL"/>
|
|
</field>
|
|
<field number="719" name="ContraryInstructionIndicator" type="BOOLEAN"/>
|
|
<field number="720" name="PriorSpreadIndicator" type="BOOLEAN"/>
|
|
<field number="721" name="PosMaintRptID" type="STRING"/>
|
|
<field number="722" name="PosMaintStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="ACCEPTED_WITH_WARNINGS"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
<value enum="3" description="COMPLETED"/>
|
|
<value enum="4" description="COMPLETED_WITH_WARNINGS"/>
|
|
</field>
|
|
<field number="723" name="PosMaintResult" type="INT">
|
|
<value enum="0" description="SUCCESSFUL_COMPLETION"/>
|
|
<value enum="1" description="REJECTED"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="724" name="PosReqType" type="INT">
|
|
<value enum="0" description="POSITIONS"/>
|
|
<value enum="1" description="TRADES"/>
|
|
<value enum="2" description="EXERCISES"/>
|
|
<value enum="3" description="ASSIGNMENTS"/>
|
|
<value enum="4" description="SETTLEMENT_ACTIVITY"/>
|
|
<value enum="5" description="BACKOUT_MESSAGE"/>
|
|
<value enum="6" description="DELTA_POSITIONS"/>
|
|
</field>
|
|
<field number="725" name="ResponseTransportType" type="INT">
|
|
<value enum="0" description="INBAND"/>
|
|
<value enum="1" description="OUT_OF_BAND"/>
|
|
</field>
|
|
<field number="726" name="ResponseDestination" type="STRING"/>
|
|
<field number="727" name="TotalNumPosReports" type="INT"/>
|
|
<field number="728" name="PosReqResult" type="INT">
|
|
<value enum="0" description="VALID_REQUEST"/>
|
|
<value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST"/>
|
|
<value enum="2" description="NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA"/>
|
|
<value enum="3" description="NOT_AUTHORIZED_TO_REQUEST_POSITIONS"/>
|
|
<value enum="4" description="REQUEST_FOR_POSITION_NOT_SUPPORTED"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="729" name="PosReqStatus" type="INT">
|
|
<value enum="0" description="COMPLETED"/>
|
|
<value enum="1" description="COMPLETED_WITH_WARNINGS"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
</field>
|
|
<field number="730" name="SettlPrice" type="PRICE"/>
|
|
<field number="731" name="SettlPriceType" type="INT">
|
|
<value enum="1" description="FINAL"/>
|
|
<value enum="2" description="THEORETICAL"/>
|
|
</field>
|
|
<field number="732" name="UnderlyingSettlPrice" type="PRICE"/>
|
|
<field number="733" name="UnderlyingSettlPriceType" type="INT"/>
|
|
<field number="734" name="PriorSettlPrice" type="PRICE"/>
|
|
<field number="735" name="NoQuoteQualifiers" type="NUMINGROUP"/>
|
|
<field number="736" name="AllocSettlCurrency" type="CURRENCY"/>
|
|
<field number="737" name="AllocSettlCurrAmt" type="AMT"/>
|
|
<field number="738" name="InterestAtMaturity" type="AMT"/>
|
|
<field number="739" name="LegDatedDate" type="LOCALMKTDATE"/>
|
|
<field number="740" name="LegPool" type="STRING"/>
|
|
<field number="741" name="AllocInterestAtMaturity" type="AMT"/>
|
|
<field number="742" name="AllocAccruedInterestAmt" type="AMT"/>
|
|
<field number="743" name="DeliveryDate" type="LOCALMKTDATE"/>
|
|
<field number="744" name="AssignmentMethod" type="CHAR">
|
|
<value enum="P" description="PRO_RATA"/>
|
|
<value enum="R" description="RANDOM"/>
|
|
</field>
|
|
<field number="745" name="AssignmentUnit" type="QTY"/>
|
|
<field number="746" name="OpenInterest" type="AMT"/>
|
|
<field number="747" name="ExerciseMethod" type="CHAR">
|
|
<value enum="A" description="AUTOMATIC"/>
|
|
<value enum="M" description="MANUAL"/>
|
|
</field>
|
|
<field number="748" name="TotNumTradeReports" type="INT"/>
|
|
<field number="749" name="TradeRequestResult" type="INT">
|
|
<value enum="0" description="SUCCESSFUL"/>
|
|
<value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT"/>
|
|
<value enum="2" description="INVALID_TYPE_OF_TRADE_REQUESTED"/>
|
|
<value enum="3" description="INVALID_PARTIES"/>
|
|
<value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED"/>
|
|
<value enum="5" description="INVALID_DESTINATION_REQUESTED"/>
|
|
<value enum="8" description="TRADEREQUESTTYPE_NOT_SUPPORTED"/>
|
|
<value enum="9" description="NOT_AUTHORIZED"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="750" name="TradeRequestStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="COMPLETED"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
</field>
|
|
<field number="751" name="TradeReportRejectReason" type="INT">
|
|
<value enum="0" description="SUCCESSFUL"/>
|
|
<value enum="1" description="INVALID_PARTY_ONFORMATION"/>
|
|
<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="752" name="SideMultiLegReportingType" type="INT">
|
|
<value enum="1" description="SINGLE_SECURITY"/>
|
|
<value enum="2" description="INDIVIDUAL_LEG_OF_A_MULTILEG_SECURITY"/>
|
|
<value enum="3" description="MULTILEG_SECURITY"/>
|
|
</field>
|
|
<field number="753" name="NoPosAmt" type="NUMINGROUP"/>
|
|
<field number="754" name="AutoAcceptIndicator" type="BOOLEAN"/>
|
|
<field number="755" name="AllocReportID" type="STRING"/>
|
|
<field number="756" name="NoNested2PartyIDs" type="NUMINGROUP"/>
|
|
<field number="757" name="Nested2PartyID" type="STRING"/>
|
|
<field number="758" name="Nested2PartyIDSource" type="CHAR"/>
|
|
<field number="759" name="Nested2PartyRole" type="INT"/>
|
|
<field number="760" name="Nested2PartySubID" type="STRING"/>
|
|
<field number="761" name="BenchmarkSecurityIDSource" type="STRING"/>
|
|
<field number="762" name="SecuritySubType" type="STRING"/>
|
|
<field number="763" name="UnderlyingSecuritySubType" type="STRING"/>
|
|
<field number="764" name="LegSecuritySubType" type="STRING"/>
|
|
<field number="765" name="AllowableOneSidednessPct" type="PERCENTAGE"/>
|
|
<field number="766" name="AllowableOneSidednessValue" type="AMT"/>
|
|
<field number="767" name="AllowableOneSidednessCurr" type="CURRENCY"/>
|
|
<field number="768" name="NoTrdRegTimestamps" type="NUMINGROUP"/>
|
|
<field number="769" name="TrdRegTimestamp" type="UTCTIMESTAMP"/>
|
|
<field number="770" name="TrdRegTimestampType" type="INT">
|
|
<value enum="1" description="EXECUTION_TIME"/>
|
|
<value enum="2" description="TIME_IN"/>
|
|
<value enum="3" description="TIME_OUT"/>
|
|
<value enum="4" description="BROKER_RECEIPT"/>
|
|
<value enum="5" description="BROKER_EXECUTION"/>
|
|
<value enum="6" description="DESK_RECEIPT"/>
|
|
<value enum="7" description="SUBMISSION_TO_CLEARING"/>
|
|
</field>
|
|
<field number="771" name="TrdRegTimestampOrigin" type="STRING"/>
|
|
<field number="772" name="ConfirmRefID" type="STRING"/>
|
|
<field number="773" name="ConfirmType" type="INT">
|
|
<value enum="101" description="ISDACONF"/>
|
|
<value enum="102" description="CLRRESP"/>
|
|
<value enum="103" description="CUSTCONF"/>
|
|
</field>
|
|
<field number="774" name="ConfirmRejReason" type="INT">
|
|
<value enum="1" description="MISMATCHED_ACCOUNT"/>
|
|
<value enum="2" description="MISSING_SETTLEMENT_INSTRUCTIONS"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="775" name="BookingType" type="INT">
|
|
<value enum="0" description="REGULAR_BOOKING"/>
|
|
<value enum="1" description="CFD"/>
|
|
<value enum="2" description="TOTAL_RETURN_SWAP"/>
|
|
</field>
|
|
<field number="776" name="IndividualAllocRejCode" type="INT"/>
|
|
<field number="777" name="SettlInstMsgID" type="STRING"/>
|
|
<field number="778" name="NoSettlInst" type="NUMINGROUP"/>
|
|
<field number="779" name="LastUpdateTime" type="UTCTIMESTAMP"/>
|
|
<field number="780" name="AllocSettlInstType" type="INT">
|
|
<value enum="0" description="USE_DEFAULT_INSTRUCTIONS"/>
|
|
<value enum="1" description="DERIVE_FROM_PARAMETERS_PROVIDED"/>
|
|
<value enum="2" description="FULL_DETAILS_PROVIDED"/>
|
|
<value enum="3" description="SSI_DB_IDS_PROVIDED"/>
|
|
<value enum="4" description="PHONE_FOR_INSTRUCTIONS"/>
|
|
</field>
|
|
<field number="781" name="NoSettlPartyIDs" type="NUMINGROUP"/>
|
|
<field number="782" name="SettlPartyID" type="STRING"/>
|
|
<field number="783" name="SettlPartyIDSource" type="CHAR"/>
|
|
<field number="784" name="SettlPartyRole" type="INT"/>
|
|
<field number="785" name="SettlPartySubID" type="STRING"/>
|
|
<field number="786" name="SettlPartySubIDType" type="INT"/>
|
|
<field number="787" name="DlvyInstType" type="CHAR">
|
|
<value enum="C" description="CASH"/>
|
|
<value enum="S" description="SECURITIES"/>
|
|
</field>
|
|
<field number="788" name="TerminationType" type="INT">
|
|
<value enum="1" description="OVERNIGHT"/>
|
|
<value enum="2" description="TERM"/>
|
|
<value enum="3" description="FLEXIBLE"/>
|
|
<value enum="4" description="OPEN"/>
|
|
</field>
|
|
<field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM"/>
|
|
<field number="790" name="OrdStatusReqID" type="STRING"/>
|
|
<field number="791" name="SettlInstReqID" type="STRING"/>
|
|
<field number="792" name="SettlInstReqRejCode" type="INT">
|
|
<value enum="0" description="UNABLE_TO_PROCESS_REQUEST"/>
|
|
<value enum="1" description="UNKNOWN_ACCOUNT"/>
|
|
<value enum="2" description="NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="793" name="SecondaryAllocID" type="STRING"/>
|
|
<field number="794" name="AllocReportType" type="INT">
|
|
<value enum="2" description="PRELIMINARY_REQUEST_TO_INTERMEDIARY"/>
|
|
<value enum="3" description="SELLSIDE_CALCULATED_USING_PRELIMINARY"/>
|
|
<value enum="4" description="SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY"/>
|
|
<value enum="5" description="WAREHOUSE_RECAP"/>
|
|
<value enum="8" description="REQUEST_TO_INTERMEDIARY"/>
|
|
<value enum="9" description="ACCEPT"/>
|
|
<value enum="10" description="REJECT"/>
|
|
<value enum="11" description="ACCEPT_PENDING"/>
|
|
<value enum="12" description="COMPLETE"/>
|
|
<value enum="14" description="REVERSE_PENDING"/>
|
|
</field>
|
|
<field number="795" name="AllocReportRefID" type="STRING"/>
|
|
<field number="796" name="AllocCancReplaceReason" type="INT">
|
|
<value enum="1" description="ORIGINAL_DETAILS_INCOMPLETE_INCORRECT"/>
|
|
<value enum="2" description="CHANGE_IN_UNDERLYING_ORDER_DETAILS"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="797" name="CopyMsgIndicator" type="BOOLEAN"/>
|
|
<field number="798" name="AllocAccountType" type="INT">
|
|
<value enum="1" description="ACCOUNT_IS_CARRIED_PN_CUSTOMER_SIDE_OF_BOOKS"/>
|
|
<value enum="2" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS"/>
|
|
<value enum="3" description="HOUSE_TRADER"/>
|
|
<value enum="4" description="FLOOR_TRADER"/>
|
|
<value enum="6" description="ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED"/>
|
|
<value enum="7" description="ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED"/>
|
|
<value enum="8" description="JOINT_BACK_OFFICE_ACCOUNT"/>
|
|
</field>
|
|
<field number="799" name="OrderAvgPx" type="PRICE"/>
|
|
<field number="800" name="OrderBookingQty" type="QTY"/>
|
|
<field number="801" name="NoSettlPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="802" name="NoPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="803" name="PartySubIDType" type="INT">
|
|
<value enum="1" description="FIRM"/>
|
|
<value enum="2" description="PERSON"/>
|
|
<value enum="25" description="LOCATION_DESK"/>
|
|
<value enum="48" description="US_PERSON"/>
|
|
<value enum="49" description="REPORTING_ENTITY"/>
|
|
<value enum="4000" description="US_COUNTRY_CODE"/>
|
|
<value enum="4001" description="CUST_INFO"/>
|
|
<value enum="4002" description="COMPANY_ACRONYM"/>
|
|
<value enum="4003" description="ALLOCATING_STATUS"/>
|
|
<value enum="4004" description="ECV"/>
|
|
<value enum="4005" description="CONTACT_TRADER"/>
|
|
<value enum="4006" description="PARTY_LEI"/>
|
|
<value enum="4007" description="DESKID"/>
|
|
<value enum="4008" description="ECV_ID"/>
|
|
<value enum="4009" description="EXDLRTNUM"/>
|
|
<value enum="4010" description="ALLOC_ECV_ID"/>
|
|
<value enum="4011" description="CS_ECV_ID"/>
|
|
<value enum="4012" description="DESKID2"/>
|
|
<value enum="4013" description="ORIGXID"/>
|
|
<value enum="4014" description="LPACCTID"/>
|
|
<value enum="4015" description="SWAPPRVDR"/>
|
|
<value enum="5000" description="CLEARING_CERTAINTY"/>
|
|
<value enum="5100" description="SUB_ACCT_REF_TYPE"/>
|
|
</field>
|
|
<field number="804" name="NoNestedPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="805" name="NestedPartySubIDType" type="INT">
|
|
<value enum="1" description="FIRM"/>
|
|
<value enum="2" description="PERSON"/>
|
|
<value enum="25" description="LOCATION_DESK"/>
|
|
<value enum="48" description="US_PERSON"/>
|
|
<value enum="49" description="REPORTING_ENTITY"/>
|
|
<value enum="4000" description="US_COUNTRY_CODE"/>
|
|
<value enum="4001" description="CUST_INFO"/>
|
|
<value enum="4002" description="COMPANY_ACRONYM"/>
|
|
<value enum="4003" description="ALLOCATING_STATUS"/>
|
|
<value enum="4004" description="ECV"/>
|
|
<value enum="4005" description="CONTACT_TRADER"/>
|
|
<value enum="4006" description="PARTY_LEI"/>
|
|
<value enum="4007" description="DESKID"/>
|
|
<value enum="4008" description="ECV_ID"/>
|
|
<value enum="4009" description="EXDLRTNUM"/>
|
|
<value enum="4010" description="ALLOC_ECV_ID"/>
|
|
<value enum="4011" description="CS_ECV_ID"/>
|
|
<value enum="5000" description="CLEARING_CERTAINTY"/>
|
|
<value enum="5100" description="SUB_ACCT_REF_TYPE"/>
|
|
</field>
|
|
<field number="806" name="NoNested2PartySubIDs" type="NUMINGROUP"/>
|
|
<field number="807" name="Nested2PartySubIDType" type="INT"/>
|
|
<field number="808" name="AllocIntermedReqType" type="INT">
|
|
<value enum="1" description="PENDING_ACCEPT"/>
|
|
<value enum="2" description="PENDING_RELEASE"/>
|
|
<value enum="3" description="PENDING_REVERSAL"/>
|
|
<value enum="4" description="ACCEPT"/>
|
|
<value enum="5" description="BLOCK_LEVEL_REJECT"/>
|
|
<value enum="6" description="ACCOUNT_LEVEL_REJECT"/>
|
|
</field>
|
|
<field number="810" name="UnderlyingPx" type="PRICE"/>
|
|
<field number="811" name="PriceDelta" type="FLOAT"/>
|
|
<field number="812" name="ApplQueueMax" type="INT"/>
|
|
<field number="813" name="ApplQueueDepth" type="INT"/>
|
|
<field number="814" name="ApplQueueResolution" type="INT">
|
|
<value enum="0" description="NO_ACTION_TAKEN"/>
|
|
<value enum="1" description="QUEUE_FLUSHED"/>
|
|
<value enum="2" description="OVERLAY_LAST"/>
|
|
<value enum="3" description="END_SESSION"/>
|
|
</field>
|
|
<field number="815" name="ApplQueueAction" type="INT">
|
|
<value enum="0" description="NO_ACTION_TAKEN"/>
|
|
<value enum="1" description="QUEUE_FLUSHED"/>
|
|
<value enum="2" description="OVERLAY_LAST"/>
|
|
<value enum="3" description="END_SESSION"/>
|
|
</field>
|
|
<field number="816" name="NoAltMDSource" type="NUMINGROUP"/>
|
|
<field number="817" name="AltMDSourceID" type="STRING"/>
|
|
<field number="818" name="SecondaryTradeReportID" type="STRING"/>
|
|
<field number="819" name="AvgPxIndicator" type="INT">
|
|
<value enum="0" description="NO_AVERAGE_PRICING"/>
|
|
<value enum="1" description="TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID"/>
|
|
<value enum="2" description="LAST_TRADE_IS_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID"/>
|
|
</field>
|
|
<field number="820" name="TradeLinkID" type="STRING"/>
|
|
<field number="821" name="OrderInputDevice" type="STRING"/>
|
|
<field number="822" name="UnderlyingTradingSessionID" type="STRING"/>
|
|
<field number="823" name="UnderlyingTradingSessionSubID" type="STRING"/>
|
|
<field number="824" name="TradeLegRefID" type="STRING"/>
|
|
<field number="825" name="ExchangeRule" type="STRING"/>
|
|
<field number="826" name="TradeAllocIndicator" type="INT">
|
|
<value enum="0" description="ALLOCATION_NOT_REQUIRED"/>
|
|
<value enum="1" description="ALLOCATION_REQUIRED"/>
|
|
<value enum="2" description="USE_ALLOCATION_PROVIDED_WITH_THE_TRADE"/>
|
|
<value enum="3" description="ALLOCATION_GIVE_UP_EXECUTOR"/>
|
|
<value enum="4" description="ALLOCATION_FROM_EXECUTOR"/>
|
|
<value enum="5" description="ALLOCATION_TO_CLAIM_ACCOUNT"/>
|
|
</field>
|
|
<field number="827" name="ExpirationCycle" type="INT">
|
|
<value enum="0" description="EXPIRE_ON_TRADING_SESSION_CLOSE"/>
|
|
<value enum="1" description="EXPIRE_ON_TRADING_SESSION_OPEN"/>
|
|
<value enum="2" description="TRADING_ELIGIBILITY_EXPIRATION_SPECIFIED_IN_THE_DATE_AND_TIME_FIELDS_EVENTDATE"/>
|
|
</field>
|
|
<field number="828" name="TrdType" type="INT">
|
|
<value enum="54" description="OTC"/>
|
|
<value enum="61" description="SWAPBOX"/>
|
|
<value enum="101" description="OUTRIGHT"/>
|
|
<value enum="102" description="USTSWAP"/>
|
|
<value enum="103" description="BFLY"/>
|
|
<value enum="104" description="4LEG"/>
|
|
<value enum="105" description="BASIS"/>
|
|
<value enum="106" description="USGOV"/>
|
|
<value enum="107" description="MLEG"/>
|
|
</field>
|
|
<field number="829" name="TrdSubType" type="INT">
|
|
<value enum="0" description="CMTA"/>
|
|
<value enum="1" description="INTERNAL_TRANSFER_OR_ADJUSTMENT"/>
|
|
<value enum="2" description="EXTERNAL_TRANSFER_OR_TRANSFER_OF_ACCOUNT"/>
|
|
<value enum="3" description="REJECT_FOR_SUBMITTING_SIDE"/>
|
|
<value enum="4" description="ADVISORY_FOR_CONTRA_SIDE"/>
|
|
<value enum="5" description="OFFSET_DUE_TO_AN_ALLOCATION"/>
|
|
<value enum="6" description="ONSET_DUE_TO_AN_ALLOCATION"/>
|
|
<value enum="7" description="DIFFERENTIAL_SPREAD"/>
|
|
<value enum="8" description="IMPLIED_SPREAD_LEG_EXECUTED_AGAINST_AN_OUTRIGHT"/>
|
|
<value enum="9" description="TRANSACTION_FROM_EXERCISE"/>
|
|
<value enum="10" description="TRANSACTION_FROM_ASSIGNMENT"/>
|
|
<value enum="11" description="ACATS"/>
|
|
<value enum="14" description="AI"/>
|
|
<value enum="15" description="B"/>
|
|
<value enum="16" description="K"/>
|
|
<value enum="17" description="LC"/>
|
|
<value enum="18" description="M"/>
|
|
<value enum="19" description="N"/>
|
|
<value enum="20" description="NM"/>
|
|
<value enum="21" description="NR"/>
|
|
<value enum="22" description="P"/>
|
|
<value enum="23" description="PA"/>
|
|
<value enum="24" description="PC"/>
|
|
<value enum="25" description="PN"/>
|
|
<value enum="26" description="R"/>
|
|
<value enum="27" description="RO"/>
|
|
<value enum="28" description="RT"/>
|
|
<value enum="29" description="SW"/>
|
|
<value enum="30" description="T"/>
|
|
<value enum="31" description="WN"/>
|
|
<value enum="32" description="WT"/>
|
|
<value enum="33" description="OFF_HOURS_TRADE"/>
|
|
<value enum="34" description="ON_HOURS_TRADE"/>
|
|
<value enum="35" description="OTC_QUOTE"/>
|
|
<value enum="36" description="CONVERTED_SWAP"/>
|
|
<value enum="37" description="CROSSED_TRADE"/>
|
|
<value enum="38" description="INTERIM_PROTECTED_TRADE"/>
|
|
<value enum="39" description="LARGE_IN_SCALE"/>
|
|
</field>
|
|
<field number="830" name="TransferReason" type="STRING"/>
|
|
<field number="831" name="AsgnReqID" type="STRING"/>
|
|
<field number="832" name="TotNumAssignmentReports" type="INT"/>
|
|
<field number="833" name="AsgnRptID" type="STRING"/>
|
|
<field number="834" name="ThresholdAmount" type="PRICEOFFSET"/>
|
|
<field number="835" name="PegMoveType" type="INT">
|
|
<value enum="0" description="FLOATING"/>
|
|
<value enum="1" description="FIXED"/>
|
|
</field>
|
|
<field number="836" name="PegOffsetType" type="INT">
|
|
<value enum="0" description="PRICE"/>
|
|
<value enum="1" description="BASIS_POINTS"/>
|
|
<value enum="2" description="TICKS"/>
|
|
<value enum="3" description="PRICE_TIER"/>
|
|
</field>
|
|
<field number="837" name="PegLimitType" type="INT">
|
|
<value enum="0" description="OR_BETTER"/>
|
|
<value enum="1" description="STRICT"/>
|
|
<value enum="2" description="OR_WORSE"/>
|
|
</field>
|
|
<field number="838" name="PegRoundDirection" type="INT">
|
|
<value enum="1" description="MORE_AGGRESSIVE"/>
|
|
<value enum="2" description="MORE_PASSIVE"/>
|
|
</field>
|
|
<field number="839" name="PeggedPrice" type="PRICE"/>
|
|
<field number="840" name="PegScope" type="INT">
|
|
<value enum="1" description="LOCAL"/>
|
|
<value enum="2" description="NATIONAL"/>
|
|
<value enum="3" description="GLOBAL"/>
|
|
<value enum="4" description="NATIONAL_EXCLUDING_LOCAL"/>
|
|
</field>
|
|
<field number="841" name="DiscretionMoveType" type="INT">
|
|
<value enum="0" description="FLOATING"/>
|
|
<value enum="1" description="FIXED"/>
|
|
</field>
|
|
<field number="842" name="DiscretionOffsetType" type="INT">
|
|
<value enum="0" description="PRICE"/>
|
|
<value enum="1" description="BASIS_POINTS"/>
|
|
<value enum="2" description="TICKS"/>
|
|
<value enum="3" description="PRICE_TIER"/>
|
|
</field>
|
|
<field number="843" name="DiscretionLimitType" type="INT">
|
|
<value enum="0" description="OR_BETTER"/>
|
|
<value enum="1" description="STRICT"/>
|
|
<value enum="2" description="OR_WORSE"/>
|
|
</field>
|
|
<field number="844" name="DiscretionRoundDirection" type="INT">
|
|
<value enum="1" description="MORE_AGGRESSIVE"/>
|
|
<value enum="2" description="MORE_PASSIVE"/>
|
|
</field>
|
|
<field number="845" name="DiscretionPrice" type="PRICE"/>
|
|
<field number="846" name="DiscretionScope" type="INT">
|
|
<value enum="1" description="LOCAL"/>
|
|
<value enum="2" description="NATIONAL"/>
|
|
<value enum="3" description="GLOBAL"/>
|
|
<value enum="4" description="NATIONAL_EXCLUDING_LOCAL"/>
|
|
</field>
|
|
<field number="847" name="TargetStrategy" type="INT">
|
|
<value enum="1" description="VWAP"/>
|
|
<value enum="2" description="PARTICIPATE"/>
|
|
<value enum="3" description="MININIZE_MARKET_IMPACT"/>
|
|
<value enum="1001" description="Outright"/>
|
|
<value enum="1002" description="Call Spread"/>
|
|
<value enum="1003" description="Put Spread"/>
|
|
<value enum="1004" description="Bullish Risk Reversal"/>
|
|
<value enum="1005" description="Collar"/>
|
|
<value enum="1006" description="Straddle"/>
|
|
<value enum="1007" description="Strangle"/>
|
|
<value enum="1008" description="Calendar Call Spread"/>
|
|
<value enum="1009" description="Calendar Put Spread"/>
|
|
<value enum="1010" description="Call Spread Collar"/>
|
|
<value enum="1011" description="Put Spread Collar"/>
|
|
<value enum="1012" description="Call Butterfly"/>
|
|
<value enum="1013" description="Put Butterfly"/>
|
|
<value enum="1014" description="Calendar Spread"/>
|
|
<value enum="1015" description="Vanilla"/>
|
|
<value enum="1016" description="Risk Reversal"/>
|
|
<value enum="1017" description="Seagull Call Spread"/>
|
|
<value enum="1018" description="Seagull Put Spread"/>
|
|
<!-- for FXD and no longer needed
|
|
<value enum="1019" description="Leveraged Forwards"/>
|
|
<value enum="1020" description="Bearish Risk Reversal"/>
|
|
-->
|
|
<value enum="1021" description="Iron Condor"/>
|
|
<value enum="1022" description="Call Spread Roll"/>
|
|
<value enum="1023" description="Put Spread Roll"/>
|
|
<value enum="1024" description="Call Stupids"/>
|
|
<value enum="1025" description="Put Stupids"/>
|
|
<value enum="1026" description="Cash Spread"/>
|
|
<value enum="1027" description="Custom Spread"/>
|
|
<value enum="1028" description="Solve for Contracts"/>
|
|
<value enum="1050" description="Cross"/>
|
|
<value enum="1051" description="Put Ladder"/>
|
|
<value enum="1052" description="Call Ladder"/>
|
|
<value enum="1053" description="Custom"/>
|
|
<value enum="1054" description="Spread"/>
|
|
</field>
|
|
<field number="848" name="TargetStrategyParameters" type="STRING"/>
|
|
<field number="849" name="ParticipationRate" type="PERCENTAGE"/>
|
|
<field number="850" name="TargetStrategyPerformance" type="FLOAT"/>
|
|
<field number="851" name="LastLiquidityInd" type="INT">
|
|
<value enum="1" description="ADDED_LIQUIDITY"/>
|
|
<value enum="2" description="REMOVED_LIQUIDITY"/>
|
|
<value enum="3" description="LIQUIDITY_ROUTED_OUT"/>
|
|
<value enum="4" description="AUCTION"/>
|
|
</field>
|
|
<field number="852" name="PublishTrdIndicator" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="853" name="ShortSaleReason" type="INT">
|
|
<value enum="0" description="DEALER_SOLD_SHORT"/>
|
|
<value enum="1" description="DEALER_SOLD_SHORT_EXEMPT"/>
|
|
<value enum="2" description="SELLING_CUSTOMER_SOLD_SHORT"/>
|
|
<value enum="3" description="SELLING_CUSTOMER_SOLD_SHORT_EXEMPT"/>
|
|
<value enum="4" description="QUALIFIED_SERVICE_REPRESENTATIVE"/>
|
|
<value enum="5" description="QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT"/>
|
|
</field>
|
|
<field number="854" name="QtyType" type="INT">
|
|
<value enum="0" description="UNITS"/>
|
|
<value enum="1" description="CONTRACTS"/>
|
|
<value enum="2" description="UNITS_OF_MEASURE_PER_TIME_UNIT"/>
|
|
</field>
|
|
<field number="855" name="SecondaryTrdType" type="INT"/>
|
|
<field number="856" name="TradeReportType" type="INT">
|
|
<value enum="101" description="TRDCONF"/>
|
|
<value enum="102" description="TRDBLOCK"/>
|
|
<value enum="103" description="TRDCORR"/>
|
|
<value enum="104" description="TRDCXL"/>
|
|
<value enum="105" description="CUSTVERIFY"/>
|
|
<value enum="106" description="DLRVERIFY"/>
|
|
<value enum="107" description="TRDENRICH"/>
|
|
<value enum="108" description="TRDADV"/>
|
|
<value enum="109" description="TRDCORRPROP"/>
|
|
<value enum="110" description="TRDACCTM"/>
|
|
<value enum="999" description="TRDEXRPRT"/>
|
|
</field>
|
|
<field number="857" name="AllocNoOrdersType" type="INT">
|
|
<value enum="0" description="NOT_SPECIFIED"/>
|
|
<value enum="1" description="EXPLICIT_LIST_PROVIDED"/>
|
|
</field>
|
|
<field number="858" name="SharedCommission" type="AMT"/>
|
|
<field number="859" name="ConfirmReqID" type="STRING"/>
|
|
<field number="860" name="AvgParPx" type="PRICE"/>
|
|
<field number="861" name="ReportedPx" type="PRICE"/>
|
|
<field number="862" name="NoCapacities" type="NUMINGROUP"/>
|
|
<field number="863" name="OrderCapacityQty" type="QTY"/>
|
|
<field number="864" name="NoEvents" type="NUMINGROUP"/>
|
|
<field number="865" name="EventType" type="INT">
|
|
<value enum="1" description="PUT"/>
|
|
<value enum="2" description="CALL"/>
|
|
<value enum="3" description="TENDER"/>
|
|
<value enum="4" description="SINKING_FUND_CALL"/>
|
|
<value enum="5" description="ACTIVATION"/>
|
|
<value enum="6" description="INACTIVIATION"/>
|
|
<value enum="7" description="LAST_ELIGIBLE_TRADE_DATE"/>
|
|
<value enum="8" description="SWAP_START_DATE"/>
|
|
<value enum="9" description="SWAP_END_DATE"/>
|
|
<value enum="10" description="SWAP_ROLL_DATE"/>
|
|
<value enum="11" description="SWAP_NEXT_START_DATE"/>
|
|
<value enum="12" description="SWAP_NEXT_ROLL_DATE"/>
|
|
<value enum="13" description="FIRST_DELIVERY_DATE"/>
|
|
<value enum="14" description="LAST_DELIVERY_DATE"/>
|
|
<value enum="15" description="INITIAL_INVENTORY_DUE_DATE"/>
|
|
<value enum="16" description="FINAL_INVENTORY_DUE_DATE"/>
|
|
<value enum="17" description="FIRST_INTENT_DATE"/>
|
|
<value enum="18" description="LAST_INTENT_DATE"/>
|
|
<value enum="19" description="POSITION_REMOVAL_DATE"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="866" name="EventDate" type="LOCALMKTDATE"/>
|
|
<field number="867" name="EventPx" type="PRICE"/>
|
|
<field number="868" name="EventText" type="STRING"/>
|
|
<field number="869" name="PctAtRisk" type="PERCENTAGE"/>
|
|
<field number="870" name="NoInstrAttrib" type="NUMINGROUP"/>
|
|
<field number="871" name="InstrAttribType" type="INT">
|
|
<value enum="1" description="FLAT"/>
|
|
<value enum="2" description="ZERO_COUPON"/>
|
|
<value enum="3" description="INTEREST_BEARING"/>
|
|
<value enum="4" description="NO_PERIODIC_PAYMENTS"/>
|
|
<value enum="5" description="VARIABLE_RATE"/>
|
|
<value enum="6" description="LESS_FEE_FOR_PUT"/>
|
|
<value enum="7" description="STEPPED_COUPON"/>
|
|
<value enum="8" description="COUPON_PERIOD"/>
|
|
<value enum="9" description="WHEN_AND_IF_ISSUED"/>
|
|
<value enum="10" description="ORIGINAL_ISSUE_DISCOUNT"/>
|
|
<value enum="11" description="CALLABLE_PUTTABLE"/>
|
|
<value enum="12" description="ESCROWED_TO_MATURITY"/>
|
|
<value enum="13" description="ESCROWED_TO_REDEMPTION_DATE"/>
|
|
<value enum="14" description="PRE_REFUNDED"/>
|
|
<value enum="15" description="IN_DEFAULT"/>
|
|
<value enum="16" description="UNRATED"/>
|
|
<value enum="17" description="TAXABLE"/>
|
|
<value enum="18" description="INDEXED"/>
|
|
<value enum="19" description="SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX"/>
|
|
<value enum="20" description="ORIGINAL_ISSUE_DISCOUNT_PRICE_SUPPLY_PRICE_IN_THE_INSTRATTRIBVALUE"/>
|
|
<value enum="21" description="CALLABLE_BELOW_MATURITY_VALUE"/>
|
|
<value enum="22" description="CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED"/>
|
|
<value enum="23" description="PRICE_TICK_RULES_FOR_SECURITY"/>
|
|
<value enum="24" description="TRADE_TYPE_ELIGIBILITY_DETAILS_FOR_SECURITY"/>
|
|
<value enum="25" description="INSTRUMENT_DENOMINATOR"/>
|
|
<value enum="26" description="INSTRUMENT_NUMERATOR"/>
|
|
<value enum="27" description="INSTRUMENT_PRICE_PRECISION"/>
|
|
<value enum="28" description="INSTRUMENT_STRIKE_PRICE"/>
|
|
<value enum="29" description="TRADEABLE_INDICATOR"/>
|
|
<value enum="99" description="TEXT_SUPPLY_THE_TEXT_OF_THE_ATTRIBUTE_OR_DISCLAIMER_IN_THE_INSTRATTRIBVALUE"/>
|
|
</field>
|
|
<field number="872" name="InstrAttribValue" type="STRING"/>
|
|
<field number="873" name="DatedDate" type="LOCALMKTDATE"/>
|
|
<field number="874" name="InterestAccrualDate" type="LOCALMKTDATE"/>
|
|
<field number="875" name="CPProgram" type="INT">
|
|
<value enum="1" description="CP3"/>
|
|
<value enum="2" description="CP4"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="876" name="CPRegType" type="STRING"/>
|
|
<field number="877" name="UnderlyingCPProgram" type="STRING"/>
|
|
<field number="878" name="UnderlyingCPRegType" type="STRING"/>
|
|
<field number="879" name="UnderlyingQty" type="QTY"/>
|
|
<field number="880" name="TrdMatchID" type="STRING"/>
|
|
<field number="881" name="SecondaryTradeReportRefID" type="STRING"/>
|
|
<field number="882" name="UnderlyingDirtyPrice" type="PRICE"/>
|
|
<field number="883" name="UnderlyingEndPrice" type="PRICE"/>
|
|
<field number="884" name="UnderlyingStartValue" type="AMT"/>
|
|
<field number="885" name="UnderlyingCurrentValue" type="AMT"/>
|
|
<field number="886" name="UnderlyingEndValue" type="AMT"/>
|
|
<field number="887" name="NoUnderlyingStips" type="NUMINGROUP"/>
|
|
<field number="888" name="UnderlyingStipType" type="STRING"/>
|
|
<field number="889" name="UnderlyingStipValue" type="STRING"/>
|
|
<field number="890" name="MaturityNetMoney" type="AMT"/>
|
|
<field number="891" name="MiscFeeBasis" type="INT">
|
|
<value enum="0" description="ABSOLUTE"/>
|
|
<value enum="1" description="PER_UNIT"/>
|
|
<value enum="2" description="PERCENTAGE"/>
|
|
</field>
|
|
<field number="892" name="TotNoAllocs" type="INT"/>
|
|
<field number="893" name="LastFragment" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="894" name="CollReqID" type="STRING"/>
|
|
<field number="895" name="CollAsgnReason" type="INT">
|
|
<value enum="0" description="INITIAL"/>
|
|
<value enum="1" description="SCHEDULED"/>
|
|
<value enum="2" description="TIME_WARNING"/>
|
|
<value enum="3" description="MARGIN_DEFICIENCY"/>
|
|
<value enum="4" description="MARGIN_EXCESS"/>
|
|
<value enum="5" description="FORWARD_COLLATERAL_DEMAND"/>
|
|
<value enum="6" description="EVENT_OF_DEFAULT"/>
|
|
<value enum="7" description="ADVERSE_TAX_EVENT"/>
|
|
<value enum="100" description="REPORTING"/>
|
|
</field>
|
|
<field number="896" name="CollInquiryQualifier" type="INT">
|
|
<value enum="0" description="TRADE_DATE"/>
|
|
<value enum="1" description="GC_INSTRUMENT"/>
|
|
<value enum="2" description="COLLATERAL_INSTRUMENT"/>
|
|
<value enum="3" description="SUBSTITUTION_ELIGIBLE"/>
|
|
<value enum="4" description="NOT_ASSIGNED"/>
|
|
<value enum="5" description="PARTIALLY_ASSIGNED"/>
|
|
<value enum="6" description="FULLY_ASSIGNED"/>
|
|
<value enum="7" description="OUTSTANDING_TRADES"/>
|
|
</field>
|
|
<field number="897" name="NoTrades" type="NUMINGROUP"/>
|
|
<field number="898" name="MarginRatio" type="PERCENTAGE"/>
|
|
<field number="899" name="MarginExcess" type="AMT"/>
|
|
<field number="900" name="TotalNetValue" type="AMT"/>
|
|
<field number="901" name="CashOutstanding" type="AMT"/>
|
|
<field number="902" name="CollAsgnID" type="STRING"/>
|
|
<field number="903" name="CollAsgnTransType" type="INT">
|
|
<value enum="0" description="NEW"/>
|
|
<value enum="1" description="REPLACE"/>
|
|
<value enum="2" description="CANCEL"/>
|
|
<value enum="3" description="RELEASE"/>
|
|
<value enum="4" description="REVERSE"/>
|
|
<value enum="100" description="COMPLETE"/>
|
|
</field>
|
|
<field number="904" name="CollRespID" type="STRING"/>
|
|
<field number="905" name="CollAsgnRespType" type="INT">
|
|
<value enum="0" description="RECEIVED"/>
|
|
<value enum="1" description="ACCEPTED"/>
|
|
<value enum="2" description="DECLINED"/>
|
|
<value enum="3" description="REJECTED"/>
|
|
</field>
|
|
<field number="906" name="CollAsgnRejectReason" type="INT">
|
|
<value enum="0" description="UNKNOWN_DEAL"/>
|
|
<value enum="1" description="UNKNOWN_OR_INVALID_INSTRUMENT"/>
|
|
<value enum="2" description="UNAUTHORIZED_TRANSACTION"/>
|
|
<value enum="3" description="INSUFFICIENT_COLLATERAL"/>
|
|
<value enum="4" description="INVALID_TYPE_OF_COLLATERAL"/>
|
|
<value enum="5" description="EXCESSIVE_SUBSTITUTION"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="907" name="CollAsgnRefID" type="STRING"/>
|
|
<field number="908" name="CollRptID" type="STRING"/>
|
|
<field number="909" name="CollInquiryID" type="STRING"/>
|
|
<field number="910" name="CollStatus" type="INT">
|
|
<value enum="0" description="UNASSIGNED"/>
|
|
<value enum="1" description="PARTIALLY_ASSIGNED"/>
|
|
<value enum="2" description="ASSIGNMENT_PROPOSED"/>
|
|
<value enum="3" description="ASSIGNED"/>
|
|
<value enum="4" description="CHALLENGED"/>
|
|
</field>
|
|
<field number="911" name="TotNumReports" type="INT"/>
|
|
<field number="912" name="LastRptRequested" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="913" name="AgreementDesc" type="STRING"/>
|
|
<field number="914" name="AgreementID" type="STRING"/>
|
|
<field number="915" name="AgreementDate" type="LOCALMKTDATE"/>
|
|
<field number="916" name="StartDate" type="LOCALMKTDATE"/>
|
|
<field number="917" name="EndDate" type="LOCALMKTDATE"/>
|
|
<field number="918" name="AgreementCurrency" type="CURRENCY"/>
|
|
<field number="919" name="DeliveryType" type="INT">
|
|
<value enum="0" description="VERSUS_PAYMENT_DELIVER"/>
|
|
<value enum="1" description="FREE_DELIVER"/>
|
|
<value enum="2" description="TRI_PARTY"/>
|
|
<value enum="3" description="HOLD_IN_CUSTODY"/>
|
|
</field>
|
|
<field number="920" name="EndAccruedInterestAmt" type="AMT"/>
|
|
<field number="921" name="StartCash" type="AMT"/>
|
|
<field number="922" name="EndCash" type="AMT"/>
|
|
<field number="923" name="UserRequestID" type="STRING"/>
|
|
<field number="924" name="UserRequestType" type="INT">
|
|
<value enum="1" description="LOG_ON_USER"/>
|
|
<value enum="2" description="LOG_OFF_USER"/>
|
|
<value enum="3" description="CHANGE_PASSWORD_FOR_USER"/>
|
|
<value enum="4" description="REQUEST_INDIVIDUAL_USER_STATUS"/>
|
|
</field>
|
|
<field number="925" name="NewPassword" type="STRING"/>
|
|
<field number="926" name="UserStatus" type="INT">
|
|
<value enum="1" description="LOGGED_IN"/>
|
|
<value enum="2" description="NOT_LOGGED_IN"/>
|
|
<value enum="3" description="USER_NOT_RECOGNISED"/>
|
|
<value enum="4" description="PASSWORD_INCORRECT"/>
|
|
<value enum="5" description="PASSWORD_CHANGED"/>
|
|
<value enum="6" description="OTHER"/>
|
|
<value enum="7" description="FORCED_USER_LOGOUT_BY_EXCHANGE"/>
|
|
<value enum="8" description="SESSION_SHUTDOWN_WARNING"/>
|
|
</field>
|
|
<field number="927" name="UserStatusText" type="STRING"/>
|
|
<field number="928" name="StatusValue" type="INT">
|
|
<value enum="1" description="CONNECTED"/>
|
|
<value enum="2" description="NOT_CONNECTED_2"/>
|
|
<value enum="3" description="NOT_CONNECTED_3"/>
|
|
<value enum="4" description="IN_PROCESS"/>
|
|
</field>
|
|
<field number="929" name="StatusText" type="STRING"/>
|
|
<field number="930" name="RefCompID" type="STRING"/>
|
|
<field number="931" name="RefSubID" type="STRING"/>
|
|
<field number="932" name="NetworkResponseID" type="STRING"/>
|
|
<field number="933" name="NetworkRequestID" type="STRING"/>
|
|
<field number="934" name="LastNetworkResponseID" type="STRING"/>
|
|
<field number="935" name="NetworkRequestType" type="INT">
|
|
<value enum="1" description="SNAPSHOT"/>
|
|
<value enum="2" description="SUBSCRIBE"/>
|
|
<value enum="4" description="STOP_SUBSCRIBING"/>
|
|
<value enum="8" description="LEVEL_OF_DETAIL_THEN_NOCOMPIDS_BECOMES_REQUIRED"/>
|
|
</field>
|
|
<field number="936" name="NoCompIDs" type="NUMINGROUP"/>
|
|
<field number="937" name="NetworkStatusResponseType" type="INT">
|
|
<value enum="1" description="FULL"/>
|
|
<value enum="2" description="INCREMENTAL_UPDATE"/>
|
|
</field>
|
|
<field number="938" name="NoCollInquiryQualifier" type="NUMINGROUP"/>
|
|
<field number="939" name="TrdRptStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="REJECTED"/>
|
|
<value enum="3" description="ACCEPTED_WITH_ERRORS"/>
|
|
</field>
|
|
<field number="940" name="AffirmStatus" type="INT">
|
|
<value enum="1" description="RECEIVED"/>
|
|
<value enum="2" description="CONFIRM_REJECTED_IE_NOT_AFFIRMED"/>
|
|
<value enum="3" description="AFFIRMED"/>
|
|
</field>
|
|
<field number="941" name="UnderlyingStrikeCurrency" type="CURRENCY"/>
|
|
<field number="942" name="LegStrikeCurrency" type="CURRENCY"/>
|
|
<field number="943" name="TimeBracket" type="STRING"/>
|
|
<field number="944" name="CollAction" type="INT">
|
|
<value enum="0" description="RETAIN"/>
|
|
<value enum="1" description="ADD"/>
|
|
<value enum="2" description="REMOVE"/>
|
|
</field>
|
|
<field number="945" name="CollInquiryStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="1" description="ACCEPTED_WITH_WARNINGS"/>
|
|
<value enum="2" description="COMPLETED"/>
|
|
<value enum="3" description="COMPLETED_WITH_WARNINGS"/>
|
|
<value enum="4" description="REJECTED"/>
|
|
</field>
|
|
<field number="946" name="CollInquiryResult" type="INT">
|
|
<value enum="0" description="SUCCESSFUL"/>
|
|
<value enum="1" description="INVALID_OR_UNKNOWN_INSTRUMENT"/>
|
|
<value enum="2" description="INVALID_OR_UNKNOWN_COLLATERAL_TYPE"/>
|
|
<value enum="3" description="INVALID_PARTIES"/>
|
|
<value enum="4" description="INVALID_TRANSPORT_TYPE_REQUESTED"/>
|
|
<value enum="5" description="INVALID_DESTINATION_REQUESTED"/>
|
|
<value enum="6" description="NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED"/>
|
|
<value enum="7" description="NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED"/>
|
|
<value enum="8" description="COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED"/>
|
|
<value enum="9" description="UNAUTHORIZED_FOR_COLLATERAL_INQUIRY"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="947" name="StrikeCurrency" type="CURRENCY"/>
|
|
<field number="948" name="NoNested3PartyIDs" type="NUMINGROUP"/>
|
|
<field number="949" name="Nested3PartyID" type="STRING"/>
|
|
<field number="950" name="Nested3PartyIDSource" type="CHAR"/>
|
|
<field number="951" name="Nested3PartyRole" type="INT"/>
|
|
<field number="952" name="NoNested3PartySubIDs" type="NUMINGROUP"/>
|
|
<field number="953" name="Nested3PartySubID" type="STRING"/>
|
|
<field number="954" name="Nested3PartySubIDType" type="INT"/>
|
|
<field number="955" name="LegContractSettlMonth" type="MONTHYEAR"/>
|
|
<field number="956" name="LegInterestAccrualDate" type="LOCALMKTDATE"/>
|
|
<field number="957" name="NoStrategyParameters" type="NUMINGROUP"/>
|
|
<field number="958" name="StrategyParameterName" type="STRING"/>
|
|
<field number="959" name="StrategyParameterType" type="INT">
|
|
<value enum="1" description="INT"/>
|
|
<value enum="2" description="LENGTH"/>
|
|
<value enum="3" description="NUMINGROUP"/>
|
|
<value enum="4" description="SEQNUM"/>
|
|
<value enum="5" description="TAGNUM"/>
|
|
<value enum="6" description="FLOAT"/>
|
|
<value enum="7" description="QTY"/>
|
|
<value enum="8" description="PRICE"/>
|
|
<value enum="9" description="PRICEOFFSET"/>
|
|
<value enum="10" description="AMT"/>
|
|
<value enum="11" description="PERCENTAGE"/>
|
|
<value enum="12" description="CHAR"/>
|
|
<value enum="13" description="BOOLEAN"/>
|
|
<value enum="14" description="STRING"/>
|
|
<value enum="15" description="MULTIPLECHARVALUE"/>
|
|
<value enum="16" description="CURRENCY"/>
|
|
<value enum="17" description="EXCHANGE"/>
|
|
<value enum="18" description="MONTHYEAR"/>
|
|
<value enum="19" description="UTCTIMESTAMP"/>
|
|
<value enum="20" description="UTCTIMEONLY"/>
|
|
<value enum="21" description="LOCALMKTDATE"/>
|
|
<value enum="22" description="UTCDATEONLY"/>
|
|
<value enum="23" description="DATA"/>
|
|
<value enum="24" description="MULTIPLESTRINGVALUE"/>
|
|
<value enum="25" description="COUNTRY"/>
|
|
<value enum="26" description="LANGUAGE"/>
|
|
<value enum="27" description="TZTIMEONLY"/>
|
|
<value enum="28" description="TZTIMESTAMP"/>
|
|
<value enum="29" description="TENOR"/>
|
|
</field>
|
|
<field number="960" name="StrategyParameterValue" type="STRING"/>
|
|
<field number="961" name="HostCrossID" type="STRING"/>
|
|
<field number="962" name="SideTimeInForce" type="UTCTIMESTAMP"/>
|
|
<field number="963" name="MDReportID" type="INT"/>
|
|
<field number="964" name="SecurityReportID" type="INT"/>
|
|
<field number="965" name="SecurityStatus" type="STRING">
|
|
<value enum="1" description="ACTIVE"/>
|
|
<value enum="2" description="INACTIVE"/>
|
|
</field>
|
|
<field number="966" name="SettleOnOpenFlag" type="STRING"/>
|
|
<field number="967" name="StrikeMultiplier" type="FLOAT"/>
|
|
<field number="968" name="StrikeValue" type="FLOAT"/>
|
|
<field number="969" name="MinPriceIncrement" type="FLOAT"/>
|
|
<field number="970" name="PositionLimit" type="INT"/>
|
|
<field number="971" name="NTPositionLimit" type="INT"/>
|
|
<field number="972" name="UnderlyingAllocationPercent" type="PERCENTAGE"/>
|
|
<field number="973" name="UnderlyingCashAmount" type="AMT"/>
|
|
<field number="974" name="UnderlyingCashType" type="STRING">
|
|
<value enum="DIFF" description="DIFF"/>
|
|
<value enum="FIXED" description="FIXED"/>
|
|
</field>
|
|
<field number="975" name="UnderlyingSettlementType" type="INT">
|
|
<value enum="2" description="T_PLUS_1"/>
|
|
<value enum="4" description="T_PLUS_3"/>
|
|
<value enum="5" description="T_PLUS_4"/>
|
|
</field>
|
|
<field number="976" name="QuantityDate" type="LOCALMKTDATE"/>
|
|
<field number="977" name="ContIntRptID" type="STRING"/>
|
|
<field number="978" name="LateIndicator" type="BOOLEAN"/>
|
|
<field number="979" name="InputSource" type="STRING"/>
|
|
<field number="980" name="SecurityUpdateAction" type="CHAR">
|
|
<value enum="A" description="ADD"/>
|
|
<value enum="D" description="DELETE"/>
|
|
<value enum="M" description="MODIFY"/>
|
|
</field>
|
|
<field number="981" name="NoExpiration" type="NUMINGROUP"/>
|
|
<field number="982" name="ExpirationQtyType" type="INT">
|
|
<value enum="1" description="AUTO_EXERCISE"/>
|
|
<value enum="2" description="NON_AUTO_EXERCISE"/>
|
|
<value enum="3" description="FINAL_WILL_BE_EXERCISED"/>
|
|
<value enum="4" description="CONTRARY_INTENTION"/>
|
|
<value enum="5" description="DIFFERENCE"/>
|
|
</field>
|
|
<field number="983" name="ExpQty" type="QTY"/>
|
|
<field number="984" name="NoUnderlyingAmounts" type="NUMINGROUP"/>
|
|
<field number="985" name="UnderlyingPayAmount" type="AMT"/>
|
|
<field number="986" name="UnderlyingCollectAmount" type="AMT"/>
|
|
<field number="987" name="UnderlyingSettlementDate" type="LOCALMKTDATE"/>
|
|
<field number="988" name="UnderlyingSettlementStatus" type="STRING"/>
|
|
<field number="989" name="SecondaryIndividualAllocID" type="STRING"/>
|
|
<field number="990" name="LegReportID" type="STRING"/>
|
|
<field number="991" name="RndPx" type="PRICE"/>
|
|
<field number="992" name="IndividualAllocType" type="INT">
|
|
<value enum="1" description="SUB_ALLOCATE"/>
|
|
<value enum="2" description="THIRD_PARTY_ALLOCATION"/>
|
|
</field>
|
|
<field number="993" name="AllocCustomerCapacity" type="STRING"/>
|
|
<field number="994" name="TierCode" type="STRING"/>
|
|
<field number="996" name="UnitOfMeasure" type="STRING">
|
|
<value enum="Alw" description="ALLOWANCES"/>
|
|
<value enum="Bbl" description="BARRELS"/>
|
|
<value enum="Bcf" description="BILLION_CUBIC_FEET"/>
|
|
<value enum="Bu" description="BUSHELS"/>
|
|
<value enum="Gal" description="GALLONS"/>
|
|
<value enum="lbs" description="POUNDS"/>
|
|
<value enum="MMbbl" description="MILLION_BARRELS"/>
|
|
<value enum="MMBtu" description="ONE_MILLION_BTU"/>
|
|
<value enum="MWh" description="MEGAWATT_HOURS"/>
|
|
<value enum="oz_tr" description="TROY_OUNCES"/>
|
|
<value enum="t" description="METRIC_TONS"/>
|
|
<value enum="tn" description="TONS"/>
|
|
<value enum="USD" description="US_DOLLARS"/>
|
|
</field>
|
|
<field number="997" name="TimeUnit" type="STRING">
|
|
<value enum="S" description="SECOND"/>
|
|
<value enum="Min" description="MINUTE"/>
|
|
<value enum="H" description="HOUR"/>
|
|
<value enum="D" description="DAY"/>
|
|
<value enum="Wk" description="WEEK"/>
|
|
<value enum="Mo" description="MONTH"/>
|
|
<value enum="Yr" description="YEAR"/>
|
|
</field>
|
|
<field number="998" name="UnderlyingUnitOfMeasure" type="STRING"/>
|
|
<field number="999" name="LegUnitOfMeasure" type="STRING"/>
|
|
<field number="1000" name="UnderlyingTimeUnit" type="STRING"/>
|
|
<field number="1001" name="LegTimeUnit" type="STRING"/>
|
|
<field number="1002" name="AllocMethod" type="INT">
|
|
<value enum="1" description="AUTOMATIC"/>
|
|
<value enum="2" description="GUARANTOR"/>
|
|
<value enum="3" description="MANUAL"/>
|
|
</field>
|
|
<field number="1003" name="TradeID" type="STRING"/>
|
|
<field number="1005" name="SideTradeReportID" type="STRING"/>
|
|
<field number="1006" name="SideFillStationCd" type="STRING"/>
|
|
<field number="1007" name="SideReasonCd" type="STRING"/>
|
|
<field number="1008" name="SideTrdSubTyp" type="INT"/>
|
|
<field number="1009" name="SideLastQty" type="INT"/>
|
|
<field number="1011" name="MessageEventSource" type="STRING"/>
|
|
<field number="1012" name="SideTrdRegTimestamp" type="UTCTIMESTAMP"/>
|
|
<field number="1013" name="SideTrdRegTimestampType" type="INT"/>
|
|
<field number="1014" name="SideTrdRegTimestampSrc" type="STRING"/>
|
|
<field number="1015" name="AsOfIndicator" type="CHAR">
|
|
<value enum="0" description="FALSE"/>
|
|
<value enum="1" description="TRUE"/>
|
|
</field>
|
|
<field number="1016" name="NoSideTrdRegTS" type="NUMINGROUP"/>
|
|
<field number="1017" name="LegOptionRatio" type="FLOAT"/>
|
|
<field number="1018" name="NoInstrumentParties" type="NUMINGROUP"/>
|
|
<field number="1019" name="InstrumentPartyID" type="STRING"/>
|
|
<field number="1020" name="TradeVolume" type="QTY"/>
|
|
<field number="1021" name="MDBookType" type="INT">
|
|
<value enum="1" description="TOP_OF_BOOK"/>
|
|
<value enum="2" description="PRICE_DEPTH"/>
|
|
<value enum="3" description="ORDER_DEPTH"/>
|
|
</field>
|
|
<field number="1022" name="MDFeedType" type="STRING"/>
|
|
<field number="1023" name="MDPriceLevel" type="INT"/>
|
|
<field number="1024" name="MDOriginType" type="INT">
|
|
<value enum="0" description="BOOK"/>
|
|
<value enum="1" description="OFF_BOOK"/>
|
|
<value enum="2" description="CROSS"/>
|
|
</field>
|
|
<field number="1025" name="FirstPx" type="PRICE"/>
|
|
<field number="1026" name="MDEntrySpotRate" type="FLOAT"/>
|
|
<field number="1027" name="MDEntryForwardPoints" type="PRICEOFFSET"/>
|
|
<field number="1028" name="ManualOrderIndicator" type="BOOLEAN"/>
|
|
<field number="1029" name="CustDirectedOrder" type="BOOLEAN"/>
|
|
<field number="1030" name="ReceivedDeptID" type="STRING"/>
|
|
<field number="1031" name="CustOrderHandlingInst" type="MULTIPLESTRINGVALUE">
|
|
<value enum="ADD" description="ADD_ON_ORDER"/>
|
|
<value enum="AON" description="ALL_OR_NONE"/>
|
|
<value enum="CNH" description="CASH_NOT_HELD"/>
|
|
<value enum="DIR" description="DIRECTED_ORDER"/>
|
|
<value enum="E.W" description="EXCHANGE_FOR_PHYSICAL_TRANSACTION"/>
|
|
<value enum="FOK" description="FILL_OR_KILL"/>
|
|
<value enum="IO" description="IMBALANCE_ONLY"/>
|
|
<value enum="IOC" description="IMMEDIATE_OR_CANCEL"/>
|
|
<value enum="LOO" description="LIMIT_ON_OPEN"/>
|
|
<value enum="LOC" description="LIMIT_ON_CLOSE"/>
|
|
<value enum="MAO" description="MARKET_AT_OPEN"/>
|
|
<value enum="MAC" description="MARKET_AT_CLOSE"/>
|
|
<value enum="MOO" description="MARKET_ON_OPEN"/>
|
|
<value enum="MOC" description="MARKET_ON_CLOSE"/>
|
|
<value enum="MQT" description="MINIMUM_QUANTITY"/>
|
|
<value enum="NH" description="NOT_HELD"/>
|
|
<value enum="OVD" description="OVER_THE_DAY"/>
|
|
<value enum="PEG" description="PEGGED"/>
|
|
<value enum="RSV" description="RESERVE_SIZE_ORDER"/>
|
|
<value enum="S.W" description="STOP_STOCK_TRANSACTION"/>
|
|
<value enum="SCL" description="SCALE"/>
|
|
<value enum="TMO" description="TIME_ORDER"/>
|
|
<value enum="TS" description="TRAILING_STOP"/>
|
|
<value enum="WRK" description="WORK"/>
|
|
</field>
|
|
<field number="1032" name="OrderHandlingInstSource" type="INT">
|
|
<value enum="1" description="NASD_OATS"/>
|
|
</field>
|
|
<field number="1033" name="DeskType" type="STRING">
|
|
<value enum="A" description="AGENCY"/>
|
|
<value enum="AR" description="ARBITRAGE"/>
|
|
<value enum="D" description="DERIVATIVES"/>
|
|
<value enum="IN" description="INTERNATIONAL"/>
|
|
<value enum="IS" description="INSTITUTIONAL"/>
|
|
<value enum="O" description="OTHER"/>
|
|
<value enum="PF" description="PREFERRED_TRADING"/>
|
|
<value enum="PR" description="PROPRIETARY"/>
|
|
<value enum="PT" description="PROGRAM_TRADING"/>
|
|
<value enum="S" description="SALES"/>
|
|
<value enum="T" description="TRADING"/>
|
|
</field>
|
|
<field number="1034" name="DeskTypeSource" type="INT">
|
|
<value enum="1" description="NASD_OATS"/>
|
|
</field>
|
|
<field number="1035" name="DeskOrderHandlingInst" type="MULTIPLESTRINGVALUE">
|
|
<value enum="ADD" description="ADD_ON_ORDER"/>
|
|
<value enum="AON" description="ALL_OR_NONE"/>
|
|
<value enum="CNH" description="CASH_NOT_HELD"/>
|
|
<value enum="DIR" description="DIRECTED_ORDER"/>
|
|
<value enum="E.W" description="EXCHANGE_FOR_PHYSICAL_TRANSACTION"/>
|
|
<value enum="FOK" description="FILL_OR_KILL"/>
|
|
<value enum="IO" description="IMBALANCE_ONLY"/>
|
|
<value enum="IOC" description="IMMEDIATE_OR_CANCEL"/>
|
|
<value enum="LOO" description="LIMIT_ON_OPEN"/>
|
|
<value enum="LOC" description="LIMIT_ON_CLOSE"/>
|
|
<value enum="MAO" description="MARKET_AT_OPEN"/>
|
|
<value enum="MAC" description="MARKET_AT_CLOSE"/>
|
|
<value enum="MOO" description="MARKET_ON_OPEN"/>
|
|
<value enum="MOC" description="MARKET_ON_CLOSE"/>
|
|
<value enum="MQT" description="MINIMUM_QUANTITY"/>
|
|
<value enum="NH" description="NOT_HELD"/>
|
|
<value enum="OVD" description="OVER_THE_DAY"/>
|
|
<value enum="PEG" description="PEGGED"/>
|
|
<value enum="RSV" description="RESERVE_SIZE_ORDER"/>
|
|
<value enum="S.W" description="STOP_STOCK_TRANSACTION"/>
|
|
<value enum="SCL" description="SCALE"/>
|
|
<value enum="TMO" description="TIME_ORDER"/>
|
|
<value enum="TS" description="TRAILING_STOP"/>
|
|
<value enum="WRK" description="WORK"/>
|
|
</field>
|
|
<field number="1036" name="ExecAckStatus" type="CHAR">
|
|
<value enum="0" description="RECEIVED_NOT_YET_PROCESSED"/>
|
|
<value enum="1" description="ACCEPTED"/>
|
|
<value enum="2" description="DONT_KNOW"/>
|
|
</field>
|
|
<field number="1037" name="UnderlyingDeliveryAmount" type="AMT"/>
|
|
<field number="1038" name="UnderlyingCapValue" type="AMT"/>
|
|
<field number="1039" name="UnderlyingSettlMethod" type="STRING"/>
|
|
<field number="1040" name="SecondaryTradeID" type="STRING"/>
|
|
<field number="1041" name="FirmTradeID" type="STRING"/>
|
|
<field number="1042" name="SecondaryFirmTradeID" type="STRING"/>
|
|
<field number="1043" name="CollApplType" type="INT">
|
|
<value enum="0" description="SPECIFIC_DEPOSIT"/>
|
|
<value enum="1" description="GENERAL"/>
|
|
</field>
|
|
<field number="1044" name="UnderlyingAdjustedQuantity" type="QTY"/>
|
|
<field number="1045" name="UnderlyingFXRate" type="FLOAT"/>
|
|
<field number="1046" name="UnderlyingFXRateCalc" type="CHAR">
|
|
<value enum="D" description="DIVIDE"/>
|
|
<value enum="M" description="MULTIPLY"/>
|
|
</field>
|
|
<field number="1047" name="AllocPositionEffect" type="CHAR">
|
|
<value enum="C" description="CLOSE"/>
|
|
<value enum="F" description="FIFO"/>
|
|
<value enum="O" description="OPEN"/>
|
|
<value enum="R" description="ROLLED"/>
|
|
</field>
|
|
<field number="1048" name="DealingCapacity" type="CHAR">
|
|
<value enum="A" description="AGENT"/>
|
|
<value enum="P" description="PRINCIPAL"/>
|
|
<value enum="R" description="RISKLESS_PRINCIPAL"/>
|
|
</field>
|
|
<field number="1049" name="InstrmtAssignmentMethod" type="CHAR"/>
|
|
<field number="1050" name="InstrumentPartyIDSource" type="CHAR"/>
|
|
<field number="1051" name="InstrumentPartyRole" type="INT"/>
|
|
<field number="1052" name="NoInstrumentPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1053" name="InstrumentPartySubID" type="STRING"/>
|
|
<field number="1054" name="InstrumentPartySubIDType" type="INT"/>
|
|
<field number="1055" name="PositionCurrency" type="STRING"/>
|
|
<field number="1056" name="CalculatedCcyLastQty" type="QTY"/>
|
|
<field number="1057" name="AggressorIndicator" type="BOOLEAN">
|
|
<value enum="Y" description="YES"/>
|
|
<value enum="N" description="NO"/>
|
|
</field>
|
|
<field number="1058" name="NoUndlyInstrumentParties" type="NUMINGROUP"/>
|
|
<field number="1059" name="UnderlyingInstrumentPartyID" type="STRING"/>
|
|
<field number="1060" name="UnderlyingInstrumentPartyIDSource" type="CHAR"/>
|
|
<field number="1061" name="UnderlyingInstrumentPartyRole" type="INT"/>
|
|
<field number="1062" name="NoUndlyInstrumentPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1063" name="UnderlyingInstrumentPartySubID" type="STRING"/>
|
|
<field number="1064" name="UnderlyingInstrumentPartySubIDType" type="INT"/>
|
|
<field number="1065" name="BidSwapPoints" type="PRICEOFFSET"/>
|
|
<field number="1066" name="OfferSwapPoints" type="PRICEOFFSET"/>
|
|
<field number="1067" name="LegBidForwardPoints" type="PRICEOFFSET"/>
|
|
<field number="1068" name="LegOfferForwardPoints" type="PRICEOFFSET"/>
|
|
<field number="1069" name="SwapPoints" type="PRICEOFFSET"/>
|
|
<field number="1070" name="MDQuoteType" type="INT">
|
|
<value enum="0" description="INDICATIVE"/>
|
|
<value enum="1" description="TRADEABLE"/>
|
|
<value enum="2" description="RESTRICTED_TRADEABLE"/>
|
|
<value enum="3" description="COUNTER"/>
|
|
<value enum="4" description="INDICATIVE_AND_TRADEABLE"/>
|
|
</field>
|
|
<field number="1071" name="LastSwapPoints" type="PRICEOFFSET"/>
|
|
<field number="1072" name="SideGrossTradeAmt" type="AMT"/>
|
|
<field number="1073" name="LegLastForwardPoints" type="PRICEOFFSET"/>
|
|
<field number="1074" name="LegCalculatedCcyLastQty" type="QTY"/>
|
|
<field number="1075" name="LegGrossTradeAmt" type="AMT"/>
|
|
<field number="1079" name="MaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1080" name="RefOrderID" type="STRING"/>
|
|
<field number="1081" name="RefOrderIDSource" type="CHAR">
|
|
<value enum="0" description="SECONDARYORDERID"/>
|
|
<value enum="1" description="ORDERID"/>
|
|
<value enum="2" description="MDENTRYID"/>
|
|
<value enum="3" description="QUOTEENTRYID"/>
|
|
<value enum="4" description="ORIGINAL_ORDER_ID"/>
|
|
</field>
|
|
<field number="1082" name="SecondaryDisplayQty" type="QTY"/>
|
|
<field number="1083" name="DisplayWhen" type="CHAR">
|
|
<value enum="1" description="IMMEDIATE"/>
|
|
<value enum="2" description="EXHAUST"/>
|
|
</field>
|
|
<field number="1084" name="DisplayMethod" type="CHAR">
|
|
<value enum="1" description="INITIAL"/>
|
|
<value enum="2" description="NEW"/>
|
|
<value enum="3" description="RANDOM"/>
|
|
<value enum="4" description="UNDISCLOSED"/>
|
|
</field>
|
|
<field number="1085" name="DisplayLowQty" type="QTY"/>
|
|
<field number="1086" name="DisplayHighQty" type="QTY"/>
|
|
<field number="1087" name="DisplayMinIncr" type="QTY"/>
|
|
<field number="1088" name="RefreshQty" type="QTY"/>
|
|
<field number="1089" name="MatchIncrement" type="QTY"/>
|
|
<field number="1090" name="MaxPriceLevels" type="INT"/>
|
|
<field number="1091" name="PreTradeAnonymity" type="BOOLEAN"/>
|
|
<field number="1092" name="PriceProtectionScope" type="CHAR">
|
|
<value enum="0" description="NONE"/>
|
|
<value enum="1" description="LOCAL"/>
|
|
<value enum="2" description="NATIONAL"/>
|
|
<value enum="3" description="GLOBAL"/>
|
|
</field>
|
|
<field number="1093" name="LotType" type="CHAR">
|
|
<value enum="1" description="ODD_LOT"/>
|
|
<value enum="2" description="ROUND_LOT"/>
|
|
<value enum="3" description="BLOCK_LOT"/>
|
|
<value enum="4" description="ROUND_LOT_BASED_UPON_UNITOFMEASURE"/>
|
|
</field>
|
|
<field number="1094" name="PegPriceType" type="INT">
|
|
<value enum="1" description="LAST_PEG"/>
|
|
<value enum="2" description="MID_PRICE_PEG"/>
|
|
<value enum="3" description="OPENING_PEG"/>
|
|
<value enum="4" description="MARKET_PEG"/>
|
|
<value enum="5" description="PRIMARY_PEG"/>
|
|
<value enum="7" description="PEG_TO_VWAP"/>
|
|
<value enum="8" description="TRAILING_STOP_PEG"/>
|
|
<value enum="9" description="PEG_TO_LIMIT_PRICE"/>
|
|
</field>
|
|
<field number="1095" name="PeggedRefPrice" type="PRICE"/>
|
|
<field number="1096" name="PegSecurityIDSource" type="STRING"/>
|
|
<field number="1097" name="PegSecurityID" type="STRING"/>
|
|
<field number="1098" name="PegSymbol" type="STRING"/>
|
|
<field number="1099" name="PegSecurityDesc" type="STRING"/>
|
|
<field number="1100" name="TriggerType" type="CHAR">
|
|
<value enum="1" description="PARTIAL_EXECUTION"/>
|
|
<value enum="2" description="SPECIFIED_TRADING_SESSION"/>
|
|
<value enum="3" description="NEXT_AUCTION"/>
|
|
<value enum="4" description="PRICE_MOVEMENT"/>
|
|
</field>
|
|
<field number="1101" name="TriggerAction" type="CHAR">
|
|
<value enum="1" description="ACTIVATE"/>
|
|
<value enum="2" description="MODIFY"/>
|
|
<value enum="3" description="CANCEL"/>
|
|
</field>
|
|
<field number="1102" name="TriggerPrice" type="PRICE"/>
|
|
<field number="1103" name="TriggerSymbol" type="STRING"/>
|
|
<field number="1104" name="TriggerSecurityID" type="STRING"/>
|
|
<field number="1105" name="TriggerSecurityIDSource" type="STRING"/>
|
|
<field number="1106" name="TriggerSecurityDesc" type="STRING"/>
|
|
<field number="1107" name="TriggerPriceType" type="CHAR">
|
|
<value enum="1" description="BEST_OFFER"/>
|
|
<value enum="2" description="LAST_TRADE"/>
|
|
<value enum="3" description="BEST_BID"/>
|
|
<value enum="4" description="BEST_BID_OR_LAST_TRADE"/>
|
|
<value enum="5" description="BEST_OFFER_OR_LAST_TRADE"/>
|
|
<value enum="6" description="BEST_MID"/>
|
|
</field>
|
|
<field number="1108" name="TriggerPriceTypeScope" type="CHAR">
|
|
<value enum="0" description="NONE"/>
|
|
<value enum="1" description="LOCAL"/>
|
|
<value enum="2" description="NATIONAL"/>
|
|
<value enum="3" description="GLOBAL"/>
|
|
</field>
|
|
<field number="1109" name="TriggerPriceDirection" type="CHAR">
|
|
<value enum="U" description="TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE"/>
|
|
<value enum="D" description="TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE"/>
|
|
</field>
|
|
<field number="1110" name="TriggerNewPrice" type="PRICE"/>
|
|
<field number="1111" name="TriggerOrderType" type="CHAR">
|
|
<value enum="1" description="MARKET"/>
|
|
<value enum="2" description="LIMIT"/>
|
|
</field>
|
|
<field number="1112" name="TriggerNewQty" type="QTY"/>
|
|
<field number="1113" name="TriggerTradingSessionID" type="STRING"/>
|
|
<field number="1114" name="TriggerTradingSessionSubID" type="STRING"/>
|
|
<field number="1115" name="OrderCategory" type="CHAR">
|
|
<value enum="1" description="ORDER"/>
|
|
<value enum="2" description="QUOTE"/>
|
|
<value enum="3" description="PRIVATELY_NEGOTIATED_TRADE"/>
|
|
<value enum="4" description="MULTILEG_ORDER"/>
|
|
<value enum="5" description="LINKED_ORDER"/>
|
|
<value enum="6" description="QUOTE_REQUEST"/>
|
|
<value enum="7" description="IMPLIED_ORDER"/>
|
|
<value enum="8" description="CROSS_ORDER"/>
|
|
<value enum="9" description="STREAMING_PRICE"/>
|
|
</field>
|
|
<field number="1116" name="NoRootPartyIDs" type="NUMINGROUP"/>
|
|
<field number="1117" name="RootPartyID" type="STRING"/>
|
|
<field number="1118" name="RootPartyIDSource" type="CHAR"/>
|
|
<field number="1119" name="RootPartyRole" type="INT">
|
|
<value enum="1" description="EXECUTING_FIRM"/>
|
|
<value enum="3" description="FIRM_ID"/>
|
|
<value enum="4" description="CLEARING_FIRM"/>
|
|
<value enum="11" description="TRADER_ID"/>
|
|
<value enum="12" description="DLR_TRADER_ID"/>
|
|
<value enum="17" description="CONTRA_FIRM"/>
|
|
<value enum="33" description="SALES_PERSON"/>
|
|
<value enum="101" description="BROKER_CLEARING_ID"/>
|
|
<value enum="104" description="CLEARING_MEMBER"/>
|
|
<value enum="105" description="COUNTERPARTY_COMPANY"/>
|
|
<value enum="106" description="COUNTERPARTY_TRADER"/>
|
|
<value enum="110" description="SWAP_DATA_REPOSITORY"/>
|
|
<value enum="1000" description="IDROLE_GLOBALORGID"/>
|
|
<value enum="1001" description="IDROLE_DLRORGID"/>
|
|
<value enum="1002" description="IDROLE_GLBACCTID"/>
|
|
<value enum="1003" description="IDROLE_DLRLEGAL"/>
|
|
<value enum="1004" description="IDROLE_DCACR"/>
|
|
<value enum="1005" description="ACCTNETORGID"/>
|
|
<value enum="1006" description="IDROLE_ACR"/>
|
|
<value enum="1007" description="IDROLE_LEAD"/>
|
|
<value enum="1008" description="DLR_LEGAL_SHORTNAME"/>
|
|
<value enum="1009" description="DLR_CLR_MEMBER"/>
|
|
<value enum="1010" description="DLR_CLR_MEMBER_ID"/>
|
|
<value enum="1011" description="DLR_CLR_ACCT"/>
|
|
<value enum="1012" description="DLR_CLR_ACCT_ID"/>
|
|
<value enum="1013" description="EXDLR"/>
|
|
</field>
|
|
<field number="1120" name="NoRootPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1121" name="RootPartySubID" type="STRING"/>
|
|
<field number="1122" name="RootPartySubIDType" type="INT">
|
|
<value enum="1" description="FIRM"/>
|
|
<value enum="2" description="PERSON"/>
|
|
<value enum="5" description="TRADING_NAME"/>
|
|
<value enum="25" description="LOCATION_DESK"/>
|
|
<value enum="48" description="US_PERSON"/>
|
|
<value enum="49" description="REPORTING_ENTITY"/>
|
|
<value enum="4000" description="US_COUNTRY_CODE"/>
|
|
<value enum="4001" description="CUST_INFO"/>
|
|
<value enum="4002" description="COMPANY_ACRONYM"/>
|
|
<value enum="4003" description="ALLOCATING_STATUS"/>
|
|
<value enum="4004" description="ECV"/>
|
|
<value enum="4005" description="CONTACT_TRADER"/>
|
|
<value enum="4006" description="PARTY_LEI"/>
|
|
<value enum="4007" description="DESKID"/>
|
|
<value enum="4008" description="ECV_ID"/>
|
|
<value enum="4009" description="EXDLRTNUM"/>
|
|
<value enum="4010" description="ALLOC_ECV_ID"/>
|
|
<value enum="4011" description="CS_ECV_ID"/>
|
|
<value enum="4012" description="DESKID2"/>
|
|
<value enum="4013" description="ORIGXID"/>
|
|
<value enum="4014" description="LPACCTID"/>
|
|
<value enum="4015" description="SWAPPRVDR"/>
|
|
<value enum="4016" description="FUND_CODE"/>
|
|
<value enum="5000" description="CLEARING_CERTAINTY"/>
|
|
<value enum="5100" description="SUB_ACCT_REF_TYPE"/>
|
|
</field>
|
|
<field number="1123" name="TradeHandlingInstr" type="CHAR">
|
|
<value enum="0" description="TRADE_CONFIRMATION"/>
|
|
<value enum="1" description="TWO_PARTY_REPORT"/>
|
|
<value enum="2" description="ONE_PARTY_REPORT_FOR_MATCHING"/>
|
|
<value enum="3" description="ONE_PARTY_REPORT_FOR_PASS_THROUGH"/>
|
|
<value enum="4" description="AUTOMATED_FLOOR_ORDER_ROUTING"/>
|
|
<value enum="5" description="TWO_PARTY_REPORT_FOR_CLAIM"/>
|
|
</field>
|
|
<field number="1124" name="OrigTradeHandlingInstr" type="CHAR"/>
|
|
<field number="1125" name="OrigTradeDate" type="LOCALMKTDATE"/>
|
|
<field number="1126" name="OrigTradeID" type="STRING"/>
|
|
<field number="1127" name="OrigSecondaryTradeID" type="STRING"/>
|
|
<field number="1128" name="ApplVerID" type="STRING">
|
|
<value enum="0" description="FIX27"/>
|
|
<value enum="1" description="FIX30"/>
|
|
<value enum="2" description="FIX40"/>
|
|
<value enum="3" description="FIX41"/>
|
|
<value enum="4" description="FIX42"/>
|
|
<value enum="5" description="FIX43"/>
|
|
<value enum="6" description="FIX44"/>
|
|
<value enum="7" description="FIX50"/>
|
|
<value enum="8" description="FIX50SP1"/>
|
|
<value enum="9" description="FIX50SP2"/>
|
|
</field>
|
|
<field number="1129" name="CstmApplVerID" type="STRING"/>
|
|
<field number="1130" name="RefApplVerID" type="STRING"/>
|
|
<field number="1131" name="RefCstmApplVerID" type="STRING"/>
|
|
<field number="1132" name="TZTransactTime" type="TZTIMESTAMP"/>
|
|
<field number="1133" name="ExDestinationIDSource" type="CHAR">
|
|
<value enum="B" description="BIC"/>
|
|
<value enum="C" description="GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER"/>
|
|
<value enum="D" description="PROPRIETARY"/>
|
|
<value enum="E" description="ISO_COUNTRY_CODE"/>
|
|
<value enum="G" description="MIC"/>
|
|
</field>
|
|
<field number="1134" name="ReportedPxDiff" type="BOOLEAN"/>
|
|
<field number="1135" name="RptSys" type="STRING"/>
|
|
<field number="1136" name="AllocClearingFeeIndicator" type="STRING"/>
|
|
<field number="1137" name="DefaultApplVerID" type="STRING"/>
|
|
<field number="1138" name="DisplayQty" type="QTY"/>
|
|
<field number="1139" name="ExchangeSpecialInstructions" type="STRING"/>
|
|
<field number="1140" name="MaxTradeVol" type="QTY"/>
|
|
<field number="1141" name="NoMDFeedTypes" type="NUMINGROUP"/>
|
|
<field number="1142" name="MatchAlgorithm" type="STRING"/>
|
|
<field number="1143" name="MaxPriceVariation" type="FLOAT"/>
|
|
<field number="1144" name="ImpliedMarketIndicator" type="INT">
|
|
<value enum="0" description="NOT_IMPLIED"/>
|
|
<value enum="1" description="IMPLIED_IN"/>
|
|
<value enum="2" description="IMPLIED_OUT"/>
|
|
<value enum="3" description="BOTH_IMPLIED_IN_AND_IMPLIED_OUT"/>
|
|
</field>
|
|
<field number="1145" name="EventTime" type="UTCTIMESTAMP"/>
|
|
<field number="1146" name="MinPriceIncrementAmount" type="AMT"/>
|
|
<field number="1147" name="UnitOfMeasureQty" type="QTY"/>
|
|
<field number="1148" name="LowLimitPrice" type="PRICE"/>
|
|
<field number="1149" name="HighLimitPrice" type="PRICE"/>
|
|
<field number="1150" name="TradingReferencePrice" type="PRICE"/>
|
|
<field number="1151" name="SecurityGroup" type="STRING"/>
|
|
<field number="1152" name="LegNumber" type="INT"/>
|
|
<field number="1153" name="SettlementCycleNo" type="INT"/>
|
|
<field number="1154" name="SideCurrency" type="CURRENCY"/>
|
|
<field number="1155" name="SideSettlCurrency" type="CURRENCY"/>
|
|
<field number="1156" name="ApplExtID" type="INT"/>
|
|
<field number="1157" name="CcyAmt" type="AMT"/>
|
|
<field number="1158" name="NoSettlDetails" type="NUMINGROUP"/>
|
|
<field number="1159" name="SettlObligMode" type="INT">
|
|
<value enum="1" description="PRELIMINARY"/>
|
|
<value enum="2" description="FINAL"/>
|
|
</field>
|
|
<field number="1160" name="SettlObligMsgID" type="STRING"/>
|
|
<field number="1161" name="SettlObligID" type="STRING"/>
|
|
<field number="1162" name="SettlObligTransType" type="CHAR">
|
|
<value enum="C" description="CANCEL"/>
|
|
<value enum="N" description="NEW"/>
|
|
<value enum="R" description="REPLACE"/>
|
|
<value enum="T" description="RESTATE"/>
|
|
</field>
|
|
<field number="1163" name="SettlObligRefID" type="STRING"/>
|
|
<field number="1164" name="SettlObligSource" type="CHAR">
|
|
<value enum="1" description="INSTRUCTIONS_OF_BROKER"/>
|
|
<value enum="2" description="INSTRUCTIONS_FOR_INSTITUTION"/>
|
|
<value enum="3" description="INVESTOR"/>
|
|
</field>
|
|
<field number="1165" name="NoSettlOblig" type="NUMINGROUP"/>
|
|
<field number="1166" name="QuoteMsgID" type="STRING"/>
|
|
<field number="1167" name="QuoteEntryStatus" type="INT">
|
|
<value enum="0" description="ACCEPTED"/>
|
|
<value enum="5" description="REJECTED"/>
|
|
<value enum="6" description="REMOVED_FROM_MARKET"/>
|
|
<value enum="7" description="EXPIRED"/>
|
|
<value enum="12" description="LOCKED_MARKET_WARNING"/>
|
|
<value enum="13" description="CROSS_MARKET_WARNING"/>
|
|
<value enum="14" description="CANCELED_DUE_TO_LOCK_MARKET"/>
|
|
<value enum="15" description="CANCELED_DUE_TO_CROSS_MARKET"/>
|
|
<value enum="16" description="ACTIVE"/>
|
|
</field>
|
|
<field number="1168" name="TotNoCxldQuotes" type="INT"/>
|
|
<field number="1169" name="TotNoAccQuotes" type="INT"/>
|
|
<field number="1170" name="TotNoRejQuotes" type="INT"/>
|
|
<field number="1171" name="PrivateQuote" type="BOOLEAN"/>
|
|
<field number="1172" name="RespondentType" type="INT">
|
|
<value enum="1" description="ALL_MARKET_PARTICIPANTS"/>
|
|
<value enum="2" description="SPECIFIED_MARKET_PARTICIPANTS"/>
|
|
<value enum="3" description="ALL_MARKET_MAKERS"/>
|
|
<value enum="4" description="PRIMARY_MARKET_MAKER"/>
|
|
</field>
|
|
<field number="1173" name="MDSubBookType" type="INT"/>
|
|
<field number="1174" name="SecurityTradingEvent" type="INT">
|
|
<value enum="1" description="ORDER_IMBALANCE_AUCTION_IS_EXTENDED"/>
|
|
<value enum="2" description="TRADING_RESUMES"/>
|
|
<value enum="3" description="PRICE_VOLATILITY_INTERRUPTION"/>
|
|
<value enum="4" description="CHANGE_OF_TRADING_SESSION"/>
|
|
<value enum="5" description="CHANGE_OF_TRADING_SUBSESSION"/>
|
|
<value enum="6" description="CHANGE_OF_SECURITY_TRADING_STATUS"/>
|
|
<value enum="7" description="CHANGE_OF_BOOK_TYPE"/>
|
|
<value enum="8" description="CHANGE_OF_MARKET_DEPTH"/>
|
|
</field>
|
|
<field number="1175" name="NoStatsIndicators" type="NUMINGROUP"/>
|
|
<field number="1176" name="StatsType" type="INT">
|
|
<value enum="1" description="EXCHANGE_LAST"/>
|
|
<value enum="2" description="HIGH"/>
|
|
<value enum="3" description="AVERAGE_PRICE"/>
|
|
<value enum="4" description="TURNOVER"/>
|
|
</field>
|
|
<field number="1177" name="NoOfSecSizes" type="NUMINGROUP"/>
|
|
<field number="1178" name="MDSecSizeType" type="INT">
|
|
<value enum="1" description="CUSTOMER"/>
|
|
</field>
|
|
<field number="1179" name="MDSecSize" type="QTY"/>
|
|
<field number="1180" name="ApplID" type="STRING"/>
|
|
<field number="1181" name="ApplSeqNum" type="SEQNUM"/>
|
|
<field number="1182" name="ApplBegSeqNum" type="SEQNUM"/>
|
|
<field number="1183" name="ApplEndSeqNum" type="SEQNUM"/>
|
|
<field number="1184" name="SecurityXMLLen" type="LENGTH"/>
|
|
<field number="1185" name="SecurityXML" type="XMLDATA"/>
|
|
<field number="1186" name="SecurityXMLSchema" type="STRING"/>
|
|
<field number="1187" name="RefreshIndicator" type="BOOLEAN"/>
|
|
<field number="1188" name="Volatility" type="FLOAT"/>
|
|
<field number="1189" name="TimeToExpiration" type="FLOAT"/>
|
|
<field number="1190" name="RiskFreeRate" type="FLOAT"/>
|
|
<field number="1191" name="PriceUnitOfMeasure" type="STRING"/>
|
|
<field number="1192" name="PriceUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1193" name="SettlMethod" type="CHAR">
|
|
<value enum="C" description="CASH_SETTLEMENT_REQUIRED"/>
|
|
<value enum="P" description="PHYSICAL_SETTLEMENT_REQUIRED"/>
|
|
</field>
|
|
<field number="1194" name="ExerciseStyle" type="INT">
|
|
<value enum="0" description="EUROPEAN"/>
|
|
<value enum="1" description="AMERICAN"/>
|
|
<value enum="2" description="BERMUDA"/>
|
|
<value enum="3" description="24HR"/>
|
|
<value enum="4" description="48HR"/>
|
|
</field>
|
|
<field number="1195" name="OptPayoutAmount" type="AMT"/>
|
|
<field number="1196" name="PriceQuoteMethod" type="STRING">
|
|
<value enum="INT" description="INTEREST_RATE_INDEX"/>
|
|
<value enum="INX" description="INDEX"/>
|
|
<value enum="PCTPAR" description="PERCENT_OF_PAR"/>
|
|
<value enum="STD" description="STANDARD"/>
|
|
</field>
|
|
<field number="1197" name="ValuationMethod" type="STRING">
|
|
<value enum="CDS" description="CDS_STYLE_COLLATERALIZATION_OF_MARKET_TO_MARKET_AND_COUPON"/>
|
|
<value enum="CDSD" description="CDS_IN_DELIVERY"/>
|
|
<value enum="EQTY" description="PREMIUM_STYLE"/>
|
|
<value enum="FUT" description="FUTURES_STYLE_MARK_TO_MARKET"/>
|
|
<value enum="FUTDA" description="FUTURES_STYLE_WITH_AN_ATTACHED_CASH_ADJUSTMENT"/>
|
|
</field>
|
|
<field number="1198" name="ListMethod" type="INT">
|
|
<value enum="0" description="PRE_LISTED_ONLY"/>
|
|
<value enum="1" description="USER_REQUESTED"/>
|
|
</field>
|
|
<field number="1199" name="CapPrice" type="PRICE"/>
|
|
<field number="1200" name="FloorPrice" type="PRICE"/>
|
|
<field number="1201" name="NoStrikeRules" type="NUMINGROUP"/>
|
|
<field number="1202" name="StartStrikePxRange" type="PRICE"/>
|
|
<field number="1203" name="EndStrikePxRange" type="PRICE"/>
|
|
<field number="1204" name="StrikeIncrement" type="FLOAT"/>
|
|
<field number="1205" name="NoTickRules" type="NUMINGROUP"/>
|
|
<field number="1206" name="StartTickPriceRange" type="PRICE"/>
|
|
<field number="1207" name="EndTickPriceRange" type="PRICE"/>
|
|
<field number="1208" name="TickIncrement" type="PRICE"/>
|
|
<field number="1209" name="TickRuleType" type="INT">
|
|
<value enum="0" description="REGULAR"/>
|
|
<value enum="1" description="VARIABLE"/>
|
|
<value enum="2" description="FIXED"/>
|
|
<value enum="3" description="TRADED_AS_A_SPREAD_LEG"/>
|
|
<value enum="4" description="SETTLED_AS_A_SPREAD_LEG"/>
|
|
</field>
|
|
<field number="1210" name="NestedInstrAttribType" type="INT"/>
|
|
<field number="1211" name="NestedInstrAttribValue" type="STRING"/>
|
|
<field number="1212" name="LegMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1213" name="UnderlyingMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1214" name="DerivativeSymbol" type="STRING"/>
|
|
<field number="1215" name="DerivativeSymbolSfx" type="STRING"/>
|
|
<field number="1216" name="DerivativeSecurityID" type="STRING"/>
|
|
<field number="1217" name="DerivativeSecurityIDSource" type="STRING"/>
|
|
<field number="1218" name="NoDerivativeSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="1219" name="DerivativeSecurityAltID" type="STRING"/>
|
|
<field number="1220" name="DerivativeSecurityAltIDSource" type="STRING"/>
|
|
<field number="1221" name="SecondaryLowLimitPrice" type="PRICE"/>
|
|
<field number="1222" name="MaturityRuleID" type="STRING"/>
|
|
<field number="1223" name="StrikeRuleID" type="STRING"/>
|
|
<field number="1224" name="LegUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1225" name="DerivativeOptPayAmount" type="AMT"/>
|
|
<field number="1226" name="EndMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1227" name="ProductComplex" type="STRING"/>
|
|
<field number="1228" name="DerivativeProductComplex" type="STRING"/>
|
|
<field number="1229" name="MaturityMonthYearIncrement" type="INT"/>
|
|
<field number="1230" name="SecondaryHighLimitPrice" type="PRICE"/>
|
|
<field number="1231" name="MinLotSize" type="QTY"/>
|
|
<field number="1232" name="NoExecInstRules" type="NUMINGROUP"/>
|
|
<field number="1234" name="NoLotTypeRules" type="NUMINGROUP"/>
|
|
<field number="1235" name="NoMatchRules" type="NUMINGROUP"/>
|
|
<field number="1236" name="NoMaturityRules" type="NUMINGROUP"/>
|
|
<field number="1237" name="NoOrdTypeRules" type="NUMINGROUP"/>
|
|
<field number="1239" name="NoTimeInForceRules" type="NUMINGROUP"/>
|
|
<field number="1240" name="SecondaryTradingReferencePrice" type="PRICE"/>
|
|
<field number="1241" name="StartMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1242" name="FlexProductEligibilityIndicator" type="BOOLEAN"/>
|
|
<field number="1243" name="DerivFlexProductEligibilityIndicator" type="BOOLEAN"/>
|
|
<field number="1244" name="FlexibleIndicator" type="BOOLEAN"/>
|
|
<field number="1245" name="TradingCurrency" type="CURRENCY"/>
|
|
<field number="1246" name="DerivativeProduct" type="INT"/>
|
|
<field number="1247" name="DerivativeSecurityGroup" type="STRING"/>
|
|
<field number="1248" name="DerivativeCFICode" type="STRING"/>
|
|
<field number="1249" name="DerivativeSecurityType" type="STRING"/>
|
|
<field number="1250" name="DerivativeSecuritySubType" type="STRING"/>
|
|
<field number="1251" name="DerivativeMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1252" name="DerivativeMaturityDate" type="LOCALMKTDATE"/>
|
|
<field number="1253" name="DerivativeMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1254" name="DerivativeSettleOnOpenFlag" type="STRING"/>
|
|
<field number="1255" name="DerivativeInstrmtAssignmentMethod" type="CHAR"/>
|
|
<field number="1256" name="DerivativeSecurityStatus" type="STRING"/>
|
|
<field number="1257" name="DerivativeInstrRegistry" type="STRING"/>
|
|
<field number="1258" name="DerivativeCountryOfIssue" type="COUNTRY"/>
|
|
<field number="1259" name="DerivativeStateOrProvinceOfIssue" type="STRING"/>
|
|
<field number="1260" name="DerivativeLocaleOfIssue" type="STRING"/>
|
|
<field number="1261" name="DerivativeStrikePrice" type="PRICE"/>
|
|
<field number="1262" name="DerivativeStrikeCurrency" type="CURRENCY"/>
|
|
<field number="1263" name="DerivativeStrikeMultiplier" type="FLOAT"/>
|
|
<field number="1264" name="DerivativeStrikeValue" type="FLOAT"/>
|
|
<field number="1265" name="DerivativeOptAttribute" type="CHAR"/>
|
|
<field number="1266" name="DerivativeContractMultiplier" type="FLOAT"/>
|
|
<field number="1267" name="DerivativeMinPriceIncrement" type="FLOAT"/>
|
|
<field number="1268" name="DerivativeMinPriceIncrementAmount" type="AMT"/>
|
|
<field number="1269" name="DerivativeUnitOfMeasure" type="STRING"/>
|
|
<field number="1270" name="DerivativeUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1271" name="DerivativeTimeUnit" type="STRING"/>
|
|
<field number="1272" name="DerivativeSecurityExchange" type="EXCHANGE"/>
|
|
<field number="1273" name="DerivativePositionLimit" type="INT"/>
|
|
<field number="1274" name="DerivativeNTPositionLimit" type="INT"/>
|
|
<field number="1275" name="DerivativeIssuer" type="STRING"/>
|
|
<field number="1276" name="DerivativeIssueDate" type="LOCALMKTDATE"/>
|
|
<field number="1277" name="DerivativeEncodedIssuerLen" type="LENGTH"/>
|
|
<field number="1278" name="DerivativeEncodedIssuer" type="DATA"/>
|
|
<field number="1279" name="DerivativeSecurityDesc" type="STRING"/>
|
|
<field number="1280" name="DerivativeEncodedSecurityDescLen" type="LENGTH"/>
|
|
<field number="1281" name="DerivativeEncodedSecurityDesc" type="DATA"/>
|
|
<field number="1282" name="DerivativeSecurityXMLLen" type="LENGTH"/>
|
|
<field number="1283" name="DerivativeSecurityXML" type="DATA"/>
|
|
<field number="1284" name="DerivativeSecurityXMLSchema" type="STRING"/>
|
|
<field number="1285" name="DerivativeContractSettlMonth" type="MONTHYEAR"/>
|
|
<field number="1286" name="NoDerivativeEvents" type="NUMINGROUP"/>
|
|
<field number="1287" name="DerivativeEventType" type="INT"/>
|
|
<field number="1288" name="DerivativeEventDate" type="LOCALMKTDATE"/>
|
|
<field number="1289" name="DerivativeEventTime" type="UTCTIMESTAMP"/>
|
|
<field number="1290" name="DerivativeEventPx" type="PRICE"/>
|
|
<field number="1291" name="DerivativeEventText" type="STRING"/>
|
|
<field number="1292" name="NoDerivativeInstrumentParties" type="NUMINGROUP"/>
|
|
<field number="1293" name="DerivativeInstrumentPartyID" type="STRING"/>
|
|
<field number="1294" name="DerivativeInstrumentPartyIDSource" type="STRING"/>
|
|
<field number="1295" name="DerivativeInstrumentPartyRole" type="INT"/>
|
|
<field number="1296" name="NoDerivativeInstrumentPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1297" name="DerivativeInstrumentPartySubID" type="STRING"/>
|
|
<field number="1298" name="DerivativeInstrumentPartySubIDType" type="INT"/>
|
|
<field number="1299" name="DerivativeExerciseStyle" type="CHAR"/>
|
|
<field number="1300" name="MarketSegmentID" type="STRING"/>
|
|
<field number="1301" name="MarketID" type="EXCHANGE"/>
|
|
<field number="1302" name="MaturityMonthYearIncrementUnits" type="INT">
|
|
<value enum="0" description="MONTHS"/>
|
|
<value enum="1" description="DAYS"/>
|
|
<value enum="2" description="WEEKS"/>
|
|
<value enum="3" description="YEARS"/>
|
|
</field>
|
|
<field number="1303" name="MaturityMonthYearFormat" type="INT">
|
|
<value enum="0" description="YEARMONTH_ONLY"/>
|
|
<value enum="1" description="YEARMONTHDAY"/>
|
|
<value enum="2" description="YEARMONTHWEEK"/>
|
|
</field>
|
|
<field number="1304" name="StrikeExerciseStyle" type="INT"/>
|
|
<field number="1305" name="SecondaryPriceLimitType" type="INT"/>
|
|
<field number="1306" name="PriceLimitType" type="INT">
|
|
<value enum="0" description="PRICE"/>
|
|
<value enum="1" description="TICKS"/>
|
|
<value enum="2" description="PERCENTAGE"/>
|
|
</field>
|
|
<field number="1307" name="DerivativeSecurityListRequestType" type="INT">
|
|
<value enum="0" description="SYMBOL"/>
|
|
<value enum="1" description="SECURITYTYPE_AND_OR_CFICODE"/>
|
|
<value enum="2" description="PRODUCT"/>
|
|
<value enum="3" description="TRADINGSESSIONID"/>
|
|
<value enum="4" description="ALL_SECURITIES"/>
|
|
<value enum="5" description="UNDELYINGSYMBOL"/>
|
|
<value enum="6" description="UNDERLYING_SECURITYTYPE_AND_OR_CFICODE"/>
|
|
<value enum="7" description="UNDERLYING_PRODUCT"/>
|
|
<value enum="8" description="MARKETID_OR_MARKETID_PLUS_MARKETSEGMENTID"/>
|
|
</field>
|
|
<field number="1308" name="ExecInstValue" type="CHAR"/>
|
|
<field number="1309" name="NoTradingSessionRules" type="NUMINGROUP"/>
|
|
<field number="1310" name="NoMarketSegments" type="NUMINGROUP"/>
|
|
<field number="1311" name="NoDerivativeInstrAttrib" type="NUMINGROUP"/>
|
|
<field number="1312" name="NoNestedInstrAttrib" type="NUMINGROUP"/>
|
|
<field number="1313" name="DerivativeInstrAttribType" type="INT"/>
|
|
<field number="1314" name="DerivativeInstrAttribValue" type="STRING"/>
|
|
<field number="1315" name="DerivativePriceUnitOfMeasure" type="STRING"/>
|
|
<field number="1316" name="DerivativePriceUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1317" name="DerivativeSettlMethod" type="CHAR"/>
|
|
<field number="1318" name="DerivativePriceQuoteMethod" type="STRING"/>
|
|
<field number="1319" name="DerivativeValuationMethod" type="STRING"/>
|
|
<field number="1320" name="DerivativeListMethod" type="INT"/>
|
|
<field number="1321" name="DerivativeCapPrice" type="PRICE"/>
|
|
<field number="1322" name="DerivativeFloorPrice" type="PRICE"/>
|
|
<field number="1323" name="DerivativePutOrCall" type="INT"/>
|
|
<field number="1324" name="ListUpdateAction" type="CHAR"/>
|
|
<field number="1325" name="ParentMktSegmID" type="STRING"/>
|
|
<field number="1326" name="TradingSessionDesc" type="STRING"/>
|
|
<field number="1327" name="TradSesUpdateAction" type="CHAR"/>
|
|
<field number="1328" name="RejectText" type="STRING"/>
|
|
<field number="1329" name="FeeMultiplier" type="FLOAT"/>
|
|
<field number="1330" name="UnderlyingLegSymbol" type="STRING"/>
|
|
<field number="1331" name="UnderlyingLegSymbolSfx" type="STRING"/>
|
|
<field number="1332" name="UnderlyingLegSecurityID" type="STRING"/>
|
|
<field number="1333" name="UnderlyingLegSecurityIDSource" type="STRING"/>
|
|
<field number="1334" name="NoUnderlyingLegSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="1335" name="UnderlyingLegSecurityAltID" type="STRING"/>
|
|
<field number="1336" name="UnderlyingLegSecurityAltIDSource" type="STRING"/>
|
|
<field number="1337" name="UnderlyingLegSecurityType" type="STRING"/>
|
|
<field number="1338" name="UnderlyingLegSecuritySubType" type="STRING"/>
|
|
<field number="1339" name="UnderlyingLegMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1340" name="UnderlyingLegStrikePrice" type="PRICE"/>
|
|
<field number="1341" name="UnderlyingLegSecurityExchange" type="STRING"/>
|
|
<field number="1342" name="NoOfLegUnderlyings" type="NUMINGROUP"/>
|
|
<field number="1343" name="UnderlyingLegPutOrCall" type="INT"/>
|
|
<field number="1344" name="UnderlyingLegCFICode" type="STRING"/>
|
|
<field number="1345" name="UnderlyingLegMaturityDate" type="LOCALMKTDATE"/>
|
|
<field number="1346" name="ApplReqID" type="STRING"/>
|
|
<field number="1347" name="ApplReqType" type="INT">
|
|
<value enum="0" description="RETRANSMISSION_OF_APPLICATION_MESSAGES_FOR_THE_SPECIFIED_APPLICATIONS"/>
|
|
<value enum="1" description="SUBSCRIPTION_TO_THE_SPECIFIED_APPLICATIONS"/>
|
|
<value enum="2" description="REQUEST_FOR_THE_LAST_APPLLASTSEQNUM_PUBLISHED_FOR_THE_SPECIFIED_APPLICATIONS"/>
|
|
<value enum="3" description="REQUEST_VALID_SET_OF_APPLICATIONS"/>
|
|
<value enum="4" description="UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS"/>
|
|
<value enum="5" description="CANCEL_RETRANSMISSION"/>
|
|
<value enum="6" description="CANCEL_RETRANSMISSION_AND_UNSUBSCRIBE_TO_THE_SPECIFIED_APPLICATIONS"/>
|
|
</field>
|
|
<field number="1348" name="ApplResponseType" type="INT">
|
|
<value enum="0" description="REQUEST_SUCCESSFULLY_PROCESSED"/>
|
|
<value enum="1" description="APPLICATION_DOES_NOT_EXIST"/>
|
|
<value enum="2" description="MESSAGES_NOT_AVAILABLE"/>
|
|
</field>
|
|
<field number="1349" name="ApplTotalMessageCount" type="INT"/>
|
|
<field number="1350" name="ApplLastSeqNum" type="SEQNUM"/>
|
|
<field number="1351" name="NoApplIDs" type="NUMINGROUP"/>
|
|
<field number="1352" name="ApplResendFlag" type="BOOLEAN"/>
|
|
<field number="1353" name="ApplResponseID" type="STRING"/>
|
|
<field number="1354" name="ApplResponseError" type="INT">
|
|
<value enum="0" description="APPLICATION_DOES_NOT_EXIST"/>
|
|
<value enum="1" description="MESSAGES_REQUESTED_ARE_NOT_AVAILABLE"/>
|
|
<value enum="2" description="USER_NOT_AUTHORIZED_FOR_APPLICATION"/>
|
|
</field>
|
|
<field number="1355" name="RefApplID" type="STRING"/>
|
|
<field number="1356" name="ApplReportID" type="STRING"/>
|
|
<field number="1357" name="RefApplLastSeqNum" type="SEQNUM"/>
|
|
<field number="1358" name="LegPutOrCall" type="INT"/>
|
|
<field number="1359" name="EncodedSymbolLen" type="LENGTH"/>
|
|
<field number="1360" name="EncodedSymbol" type="DATA"/>
|
|
<field number="1361" name="TotNoFills" type="INT"/>
|
|
<field number="1362" name="NoFills" type="NUMINGROUP"/>
|
|
<field number="1363" name="FillExecID" type="STRING"/>
|
|
<field number="1364" name="FillPx" type="PRICE"/>
|
|
<field number="1365" name="FillQty" type="QTY"/>
|
|
<field number="1366" name="LegAllocID" type="STRING"/>
|
|
<field number="1367" name="LegAllocSettlCurrency" type="CURRENCY"/>
|
|
<field number="1368" name="TradSesEvent" type="INT">
|
|
<value enum="0" description="TRADING_RESUMES"/>
|
|
<value enum="1" description="CHANGE_OF_TRADING_SESSION"/>
|
|
<value enum="2" description="CHANGE_OF_TRADING_SUBSESSION"/>
|
|
<value enum="3" description="CHANGE_OF_TRADING_STATUS"/>
|
|
</field>
|
|
<field number="1369" name="MassActionReportID" type="STRING"/>
|
|
<field number="1370" name="NoNotAffectedOrders" type="NUMINGROUP"/>
|
|
<field number="1371" name="NotAffectedOrderID" type="STRING"/>
|
|
<field number="1372" name="NotAffOrigClOrdID" type="STRING"/>
|
|
<field number="1373" name="MassActionType" type="INT">
|
|
<value enum="1" description="SUSPEND_ORDERS"/>
|
|
<value enum="2" description="RELEASE_ORDERS_FROM_SUSPENSION"/>
|
|
<value enum="3" description="CANCEL_ORDERS"/>
|
|
</field>
|
|
<field number="1374" name="MassActionScope" type="INT">
|
|
<value enum="1" description="ALL_ORDERS_FOR_A_SECURITY"/>
|
|
<value enum="2" description="ALL_ORDERS_FOR_AN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="ALL_ORDERS_FOR_A_PRODUCT"/>
|
|
<value enum="4" description="ALL_ORDERS_FOR_A_CFICODE"/>
|
|
<value enum="5" description="ALL_ORDERS_FOR_A_SECURITYTYPE"/>
|
|
<value enum="6" description="ALL_ORDERS_FOR_A_TRADING_SESSION"/>
|
|
<value enum="7" description="ALL_ORDERS"/>
|
|
<value enum="8" description="ALL_ORDERS_FOR_A_MARKET"/>
|
|
<value enum="9" description="ALL_ORDERS_FOR_A_MARKET_SEGMENT"/>
|
|
<value enum="10" description="ALL_ORDERS_FOR_A_SECURITY_GROUP"/>
|
|
<value enum="11" description="CANCEL_FOR_SECURITY_ISSUER"/>
|
|
<value enum="12" description="CANCEL_FOR_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
</field>
|
|
<field number="1375" name="MassActionResponse" type="INT">
|
|
<value enum="0" description="REJECTED"/>
|
|
<value enum="1" description="ACCEPTED"/>
|
|
</field>
|
|
<field number="1376" name="MassActionRejectReason" type="INT">
|
|
<value enum="0" description="MASS_ACTION_NOT_SUPPORTED"/>
|
|
<value enum="1" description="INVALID_OR_UNKNOWN_SECURITY"/>
|
|
<value enum="2" description="INVALID_OR_UNKNOWN_UNDERLYING_SECURITY"/>
|
|
<value enum="3" description="INVALID_OR_UNKNOWN_PRODUCT"/>
|
|
<value enum="4" description="INVALID_OR_UNKNOWN_CFICODE"/>
|
|
<value enum="5" description="INVALID_OR_UNKNOWN_SECURITYTYPE"/>
|
|
<value enum="6" description="INVALID_OR_UNKNOWN_TRADING_SESSION"/>
|
|
<value enum="7" description="INVALID_OR_UNKNOWN_MARKET"/>
|
|
<value enum="8" description="INVALID_OR_UNKNOWN_MARKET_SEGMENT"/>
|
|
<value enum="9" description="INVALID_OR_UNKNOWN_SECURITY_GROUP"/>
|
|
<value enum="10" description="INVALID_OR_UNKNOWN_SECURITY_ISSUER"/>
|
|
<value enum="11" description="INVALID_OR_UNKNOWN_ISSUER_OF_UNDERLYING_SECURITY"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="1377" name="MultilegModel" type="INT">
|
|
<value enum="0" description="PREDEFINED_MULTILEG_SECURITY"/>
|
|
<value enum="1" description="USER_DEFINED_MULTLEG_SECURITY"/>
|
|
<value enum="2" description="USER_DEFINED_NON_SECURITIZED_MULTILEG"/>
|
|
</field>
|
|
<field number="1378" name="MultilegPriceMethod" type="INT">
|
|
<value enum="0" description="NET_PRICE"/>
|
|
<value enum="1" description="REVERSED_NET_PRICE"/>
|
|
<value enum="2" description="YIELD_DIFFERENCE"/>
|
|
<value enum="3" description="INDIVIDUAL"/>
|
|
<value enum="4" description="CONTRACT_WEIGHTED_AVERAGE_PRICE"/>
|
|
<value enum="5" description="MULTIPLIED_PRICE"/>
|
|
</field>
|
|
<field number="1379" name="LegVolatility" type="FLOAT"/>
|
|
<field number="1380" name="DividendYield" type="PERCENTAGE"/>
|
|
<field number="1381" name="LegDividendYield" type="PERCENTAGE"/>
|
|
<field number="1382" name="CurrencyRatio" type="FLOAT"/>
|
|
<field number="1383" name="LegCurrencyRatio" type="FLOAT"/>
|
|
<field number="1384" name="LegExecInst" type="MULTIPLECHARVALUE"/>
|
|
<field number="1385" name="ContingencyType" type="INT">
|
|
<value enum="1" description="ONE_CANCELS_THE_OTHER"/>
|
|
<value enum="2" description="ONE_TRIGGERS_THE_OTHER"/>
|
|
<value enum="3" description="ONE_UPDATES_THE_OTHER_3"/>
|
|
<value enum="4" description="ONE_UPDATES_THE_OTHER_4"/>
|
|
</field>
|
|
<field number="1386" name="ListRejectReason" type="INT">
|
|
<value enum="0" description="BROKER"/>
|
|
<value enum="2" description="EXCHANGE_CLOSED"/>
|
|
<value enum="4" description="TOO_LATE_TO_ENTER"/>
|
|
<value enum="5" description="UNKNOWN_ORDER"/>
|
|
<value enum="6" description="DUPLICATE_ORDER"/>
|
|
<value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="1387" name="NoTrdRepIndicators" type="NUMINGROUP"/>
|
|
<field number="1388" name="TrdRepPartyRole" type="INT"/>
|
|
<field number="1389" name="TrdRepIndicator" type="BOOLEAN"/>
|
|
<field number="1390" name="TradePublishIndicator" type="INT">
|
|
<value enum="0" description="DO_NOT_PUBLISH_TRADE"/>
|
|
<value enum="1" description="PUBLISH_TRADE"/>
|
|
<value enum="2" description="DEFERRED_PUBLICATION"/>
|
|
</field>
|
|
<field number="1391" name="UnderlyingLegOptAttribute" type="CHAR"/>
|
|
<field number="1392" name="UnderlyingLegSecurityDesc" type="STRING"/>
|
|
<field number="1393" name="MarketReqID" type="STRING"/>
|
|
<field number="1394" name="MarketReportID" type="STRING"/>
|
|
<field number="1395" name="MarketUpdateAction" type="CHAR">
|
|
<value enum="A" description="ADD"/>
|
|
<value enum="D" description="DELETE"/>
|
|
<value enum="M" description="MODIFY"/>
|
|
</field>
|
|
<field number="1396" name="MarketSegmentDesc" type="STRING"/>
|
|
<field number="1397" name="EncodedMktSegmDescLen" type="LENGTH"/>
|
|
<field number="1398" name="EncodedMktSegmDesc" type="DATA"/>
|
|
<field number="1399" name="ApplNewSeqNum" type="SEQNUM"/>
|
|
<field number="1400" name="EncryptedPasswordMethod" type="INT"/>
|
|
<field number="1401" name="EncryptedPasswordLen" type="LENGTH"/>
|
|
<field number="1402" name="EncryptedPassword" type="DATA"/>
|
|
<field number="1403" name="EncryptedNewPasswordLen" type="LENGTH"/>
|
|
<field number="1404" name="EncryptedNewPassword" type="DATA"/>
|
|
<field number="1405" name="UnderlyingLegMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1406" name="RefApplExtID" type="INT"/>
|
|
<field number="1407" name="DefaultApplExtID" type="INT"/>
|
|
<field number="1408" name="DefaultCstmApplVerID" type="STRING"/>
|
|
<field number="1409" name="SessionStatus" type="INT">
|
|
<value enum="0" description="SESSION_ACTIVE"/>
|
|
<value enum="1" description="SESSION_PASSWORD_CHANGED"/>
|
|
<value enum="2" description="SESSION_PASSWORD_DUE_TO_EXPIRE"/>
|
|
<value enum="3" description="NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY"/>
|
|
<value enum="4" description="SESSION_LOGOUT_COMPLETE"/>
|
|
<value enum="5" description="INVALID_USERNAME_OR_PASSWORD"/>
|
|
<value enum="6" description="ACCOUNT_LOCKED"/>
|
|
<value enum="7" description="LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME"/>
|
|
<value enum="8" description="PASSWORD_EXPIRED"/>
|
|
</field>
|
|
<field number="1410" name="DefaultVerIndicator" type="BOOLEAN"/>
|
|
<field number="1411" name="Nested4PartySubIDType" type="INT"/>
|
|
<field number="1412" name="Nested4PartySubID" type="STRING"/>
|
|
<field number="1413" name="NoNested4PartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1414" name="NoNested4PartyIDs" type="NUMINGROUP"/>
|
|
<field number="1415" name="Nested4PartyID" type="STRING"/>
|
|
<field number="1416" name="Nested4PartyIDSource" type="CHAR"/>
|
|
<field number="1417" name="Nested4PartyRole" type="INT"/>
|
|
<field number="1418" name="LegLastQty" type="QTY"/>
|
|
<field number="1419" name="UnderlyingExerciseStyle" type="INT"/>
|
|
<field number="1420" name="LegExerciseStyle" type="INT"/>
|
|
<field number="1421" name="LegPriceUnitOfMeasure" type="STRING"/>
|
|
<field number="1422" name="LegPriceUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1423" name="UnderlyingUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1424" name="UnderlyingPriceUnitOfMeasure" type="STRING"/>
|
|
<field number="1425" name="UnderlyingPriceUnitOfMeasureQty" type="QTY"/>
|
|
<field number="1426" name="ApplReportType" type="INT">
|
|
<value enum="0" description="RESET_APPLSEQNUM_TO_NEW_VALUE_SPECIFIED_IN_APPLNEWSEQNUM"/>
|
|
<value enum="1" description="REPORTS_THAT_THE_LAST_MESSAGE_HAS_BEEN_SENT_FOR_THE_APPLIDS_REFER_TO_REFAPPLLASTSEQNUM"/>
|
|
<value enum="2" description="HEARTBEAT_MESSAGE_INDICATING_THAT_APPLICATION_IDENTIFIED_BY_REFAPPLID"/>
|
|
<value enum="3" description="APPLICATION_MESSAGE_RE_SEND_COMPLETED"/>
|
|
</field>
|
|
<field number="1427" name="SideExecID" type="STRING"/>
|
|
<field number="1428" name="OrderDelay" type="INT"/>
|
|
<field number="1429" name="OrderDelayUnit" type="INT">
|
|
<value enum="0" description="SECONDS"/>
|
|
<value enum="1" description="TENTHS_OF_A_SECOND"/>
|
|
<value enum="2" description="HUNDREDTHS_OF_A_SECOND"/>
|
|
<value enum="3" description="MILLISECONDS"/>
|
|
<value enum="4" description="MICROSECONDS"/>
|
|
<value enum="5" description="NANOSECONDS"/>
|
|
<value enum="10" description="MINUTES"/>
|
|
<value enum="11" description="HOURS"/>
|
|
<value enum="12" description="DAYS"/>
|
|
<value enum="13" description="WEEKS"/>
|
|
<value enum="14" description="MONTHS"/>
|
|
<value enum="15" description="YEARS"/>
|
|
</field>
|
|
<field number="1430" name="VenueType" type="CHAR">
|
|
<value enum="E" description="ELECTRONIC"/>
|
|
<value enum="P" description="PIT"/>
|
|
<value enum="X" description="EX_PIT"/>
|
|
</field>
|
|
<field number="1431" name="RefOrdIDReason" type="INT">
|
|
<value enum="0" description="GTC_FROM_PREVIOUS_DAY"/>
|
|
<value enum="1" description="PARTIAL_FILL_REMAINING"/>
|
|
<value enum="2" description="ORDER_CHANGED"/>
|
|
</field>
|
|
<field number="1432" name="OrigCustOrderCapacity" type="INT">
|
|
<value enum="1" description="MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT"/>
|
|
<value enum="2" description="CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT"/>
|
|
<value enum="3" description="MEMBER_TRADING_FOR_ANOTHER_MEMBER"/>
|
|
<value enum="4" description="ALL_OTHER"/>
|
|
</field>
|
|
<field number="1433" name="RefApplReqID" type="STRING"/>
|
|
<field number="1434" name="ModelType" type="INT">
|
|
<value enum="0" description="UTILITY_PROVIDED_STANDARD_MODEL"/>
|
|
<value enum="1" description="PROPRIETARY"/>
|
|
</field>
|
|
<field number="1435" name="ContractMultiplierUnit" type="INT">
|
|
<value enum="0" description="SHARES"/>
|
|
<value enum="1" description="HOURS"/>
|
|
<value enum="2" description="DAYS"/>
|
|
</field>
|
|
<field number="1436" name="LegContractMultiplierUnit" type="INT"/>
|
|
<field number="1437" name="UnderlyingContractMultiplierUnit" type="INT"/>
|
|
<field number="1438" name="DerivativeContractMultiplierUnit" type="INT"/>
|
|
<field number="1439" name="FlowScheduleType" type="INT">
|
|
<value enum="0" description="NERC_EASTERN_OFF_PEAK"/>
|
|
<value enum="1" description="NERC_WESTERN_OFF_PEAK"/>
|
|
<value enum="2" description="NERC_CALENDAR_ALL_DAYS_IN_MONTH"/>
|
|
<value enum="3" description="NERC_EASTERN_PEAK"/>
|
|
<value enum="4" description="NERC_WESTERN_PEAK"/>
|
|
</field>
|
|
<field number="1440" name="LegFlowScheduleType" type="INT"/>
|
|
<field number="1441" name="UnderlyingFlowScheduleType" type="INT"/>
|
|
<field number="1442" name="DerivativeFlowScheduleType" type="INT"/>
|
|
<field number="1443" name="FillLiquidityInd" type="INT"/>
|
|
<field number="1444" name="SideLiquidityInd" type="INT"/>
|
|
<field number="1445" name="NoRateSources" type="NUMINGROUP"/>
|
|
<field number="1446" name="RateSource" type="INT">
|
|
<value enum="0" description="BLOOMBERG"/>
|
|
<value enum="1" description="REUTERS"/>
|
|
<value enum="2" description="TELERATE"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="1447" name="RateSourceType" type="INT">
|
|
<value enum="0" description="PRIMARY"/>
|
|
<value enum="1" description="SECONDARY"/>
|
|
</field>
|
|
<field number="1448" name="ReferencePage" type="STRING"/>
|
|
<field number="1449" name="RestructuringType" type="STRING"/>
|
|
<field number="1450" name="Seniority" type="STRING">
|
|
<value enum="SB" description="SUBORDINATED"/>
|
|
<value enum="SD" description="SENIOR_SECURED"/>
|
|
<value enum="SR" description="SENIOR"/>
|
|
</field>
|
|
<field number="1451" name="NotionalPercentageOutstanding" type="PERCENTAGE"/>
|
|
<field number="1452" name="OriginalNotionalPercentageOutstanding" type="PERCENTAGE"/>
|
|
<field number="1453" name="UnderlyingRestructuringType" type="STRING"/>
|
|
<field number="1454" name="UnderlyingSeniority" type="STRING"/>
|
|
<field number="1455" name="UnderlyingNotionalPercentageOutstanding" type="PERCENTAGE"/>
|
|
<field number="1456" name="UnderlyingOriginalNotionalPercentageOutstanding" type="PERCENTAGE"/>
|
|
<field number="1457" name="AttachmentPoint" type="PERCENTAGE"/>
|
|
<field number="1458" name="DetachmentPoint" type="PERCENTAGE"/>
|
|
<field number="1459" name="UnderlyingAttachmentPoint" type="PERCENTAGE"/>
|
|
<field number="1460" name="UnderlyingDetachmentPoint" type="PERCENTAGE"/>
|
|
<field number="1461" name="NoTargetPartyIDs" type="NUMINGROUP"/>
|
|
<field number="1462" name="TargetPartyID" type="STRING"/>
|
|
<field number="1463" name="TargetPartyIDSource" type="CHAR"/>
|
|
<field number="1464" name="TargetPartyRole" type="INT"/>
|
|
<field number="1465" name="SecurityListID" type="STRING"/>
|
|
<field number="1466" name="SecurityListRefID" type="STRING"/>
|
|
<field number="1467" name="SecurityListDesc" type="STRING"/>
|
|
<field number="1468" name="EncodedSecurityListDescLen" type="LENGTH"/>
|
|
<field number="1469" name="EncodedSecurityListDesc" type="DATA"/>
|
|
<field number="1470" name="SecurityListType" type="INT">
|
|
<value enum="1" description="INDUSTRY_CLASSIFICATION"/>
|
|
<value enum="2" description="TRADING_LIST"/>
|
|
<value enum="3" description="MARKET"/>
|
|
<value enum="4" description="NEWSPAPER_LIST"/>
|
|
</field>
|
|
<field number="1471" name="SecurityListTypeSource" type="INT">
|
|
<value enum="1" description="ICB"/>
|
|
<value enum="2" description="NAICS"/>
|
|
<value enum="3" description="GICS"/>
|
|
</field>
|
|
<field number="1472" name="NewsID" type="STRING"/>
|
|
<field number="1473" name="NewsCategory" type="INT">
|
|
<value enum="0" description="COMPANY_NEWS"/>
|
|
<value enum="1" description="MARKETPLACE_NEWS"/>
|
|
<value enum="2" description="FINANCIAL_MARKET_NEWS"/>
|
|
<value enum="3" description="TECHNICAL_NEWS"/>
|
|
<value enum="99" description="OTHER_NEWS"/>
|
|
</field>
|
|
<field number="1474" name="LanguageCode" type="LANGUAGE"/>
|
|
<field number="1475" name="NoNewsRefIDs" type="NUMINGROUP"/>
|
|
<field number="1476" name="NewsRefID" type="STRING"/>
|
|
<field number="1477" name="NewsRefType" type="INT">
|
|
<value enum="0" description="REPLACEMENT"/>
|
|
<value enum="1" description="OTHER_LANGUAGE"/>
|
|
<value enum="2" description="COMPLIMENTARY"/>
|
|
</field>
|
|
<field number="1478" name="StrikePriceDeterminationMethod" type="INT">
|
|
<value enum="1" description="FIXED_STRIKE"/>
|
|
<value enum="2" description="STRIKE_SET_AT_EXPIRATION_TO_UNDERLYING_OR_OTHER_VALUE"/>
|
|
<value enum="3" description="STRIKE_SET_TO_AVERAGE_OF_UNDERLYING_SETTLEMENT_PRICE_ACROSS_THE_LIFE_OF_THE_OPTION"/>
|
|
<value enum="4" description="STRIKE_SET_TO_OPTIMAL_VALUE"/>
|
|
</field>
|
|
<field number="1479" name="StrikePriceBoundaryMethod" type="INT">
|
|
<value enum="1" description="LESS_THAN_UNDERLYING_PRICE_IS_IN_THE_MONEY"/>
|
|
<value enum="2" description="LESS_THAN_OR_EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY"/>
|
|
<value enum="3" description="EQUAL_TO_THE_UNDERLYING_PRICE_IS_IN_THE_MONEY"/>
|
|
<value enum="4" description="GREATER_THAN_OR_EQUAL_TO_UNDERLYING_PRICE_IS_IN_THE_MONEY"/>
|
|
<value enum="5" description="GREATER_THAN_UNDERLYING_IS_IN_THE_MONEY"/>
|
|
</field>
|
|
<field number="1480" name="StrikePriceBoundaryPrecision" type="PERCENTAGE"/>
|
|
<field number="1481" name="UnderlyingPriceDeterminationMethod" type="INT">
|
|
<value enum="1" description="REGULAR"/>
|
|
<value enum="2" description="SPECIAL_REFERENCE"/>
|
|
<value enum="3" description="OPTIMAL_VALUE"/>
|
|
<value enum="4" description="AVERAGE_VALUE"/>
|
|
</field>
|
|
<field number="1482" name="OptPayoutType" type="INT">
|
|
<value enum="1" description="VANILLA"/>
|
|
<value enum="2" description="CAPPED"/>
|
|
<value enum="3" description="BINARY"/>
|
|
</field>
|
|
<field number="1483" name="NoComplexEvents" type="NUMINGROUP"/>
|
|
<field number="1484" name="ComplexEventType" type="INT">
|
|
<value enum="1" description="CAPPED"/>
|
|
<value enum="2" description="TRIGGER"/>
|
|
<value enum="3" description="KNOCK_IN_UP"/>
|
|
<value enum="4" description="KOCK_IN_DOWN"/>
|
|
<value enum="5" description="KNOCK_OUT_UP"/>
|
|
<value enum="6" description="KNOCK_OUT_DOWN"/>
|
|
<value enum="7" description="UNDERLYING"/>
|
|
<value enum="8" description="RESET_BARRIER"/>
|
|
<value enum="9" description="ROLLING_BARRIER"/>
|
|
</field>
|
|
<field number="1485" name="ComplexOptPayoutAmount" type="AMT"/>
|
|
<field number="1486" name="ComplexEventPrice" type="PRICE"/>
|
|
<field number="1487" name="ComplexEventPriceBoundaryMethod" type="INT">
|
|
<value enum="1" description="LESS_THAN_COMPLEXEVENTPRICE"/>
|
|
<value enum="2" description="LESS_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE"/>
|
|
<value enum="3" description="EQUAL_TO_COMPLEXEVENTPRICE"/>
|
|
<value enum="4" description="GREATER_THAN_OR_EQUAL_TO_COMPLEXEVENTPRICE"/>
|
|
<value enum="5" description="GREATER_THAN_COMPLEXEVENTPRICE"/>
|
|
</field>
|
|
<field number="1488" name="ComplexEventPriceBoundaryPrecision" type="PERCENTAGE"/>
|
|
<field number="1489" name="ComplexEventPriceTimeType" type="INT">
|
|
<value enum="1" description="EXPIRATION"/>
|
|
<value enum="2" description="IMMEDIATE"/>
|
|
<value enum="3" description="SPECIFIED_DATE_TIME"/>
|
|
</field>
|
|
<field number="1490" name="ComplexEventCondition" type="INT">
|
|
<value enum="1" description="AND"/>
|
|
<value enum="2" description="OR"/>
|
|
</field>
|
|
<field number="1491" name="NoComplexEventDates" type="NUMINGROUP"/>
|
|
<field number="1492" name="ComplexEventStartDate" type="UTCTIMESTAMP"/>
|
|
<field number="1493" name="ComplexEventEndDate" type="UTCTIMESTAMP"/>
|
|
<field number="1494" name="NoComplexEventTimes" type="NUMINGROUP"/>
|
|
<field number="1495" name="ComplexEventStartTime" type="UTCTIMEONLY"/>
|
|
<field number="1496" name="ComplexEventEndTime" type="UTCTIMEONLY"/>
|
|
<field number="1497" name="StreamAsgnReqID" type="STRING"/>
|
|
<field number="1498" name="StreamAsgnReqType" type="INT">
|
|
<value enum="1" description="STREAM_ASSIGNMENT_FOR_NEW_CUSTOMER"/>
|
|
<value enum="2" description="STREAM_ASSIGNMENT_FOR_EXISTING_CUSTOMER"/>
|
|
</field>
|
|
<field number="1499" name="NoAsgnReqs" type="NUMINGROUP"/>
|
|
<field number="1500" name="MDStreamID" type="STRING"/>
|
|
<field number="1501" name="StreamAsgnRptID" type="STRING"/>
|
|
<field number="1502" name="StreamAsgnRejReason" type="INT">
|
|
<value enum="0" description="UNKNOWN_CLIENT"/>
|
|
<value enum="1" description="EXCEEDS_MAXIMUM_SIZE"/>
|
|
<value enum="2" description="UNKNOWN_OR_INVALID_CURRENCY_PAIR"/>
|
|
<value enum="3" description="NO_AVAILABLE_STREAM"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="1503" name="StreamAsgnAckType" type="INT">
|
|
<value enum="0" description="ASSIGNMENT_ACCEPTED"/>
|
|
<value enum="1" description="ASSIGNMENT_REJECTED"/>
|
|
</field>
|
|
<field number="1504" name="RelSymTransactTime" type="UTCTIMESTAMP"/>
|
|
<field number="1505" name="PartyDetailsListRequestID" type="STRING"/>
|
|
<field number="1506" name="NoPartyListResponseTypes" type="NUMINGROUP"/>
|
|
<field number="1507" name="PartyListResponseType" type="INT">
|
|
<value enum="0" description="RETURN_ALL_AVAILABLE_INFORMATION_ON_PARTIES_AND_RELATED_PARTIES"/>
|
|
<value enum="1" description="RETURN_ONLY_PARTY_INFORMATION"/>
|
|
<value enum="2" description="INCLUDE_INFORMATION_ON_RELATED_PARTIES"/>
|
|
<value enum="3" description="INCLUDE_RISK_LIMIT_INFORMATION"/>
|
|
</field>
|
|
<field number="1508" name="NoRequestedPartyRoles" type="NUMINGROUP"/>
|
|
<field number="1509" name="RequestedPartyRole" type="INT"/>
|
|
<field number="1510" name="PartyDetailsListReportID" type="STRING"/>
|
|
<field number="1511" name="PartyDetailsRequestResult" type="INT">
|
|
<value enum="0" description="VALID_REQUEST"/>
|
|
<value enum="1" description="INVALID_OR_UNSUPPORTED_REQUEST"/>
|
|
<value enum="2" description="NO_PARTIES_OR_PARTY_DETAILS_FOUND_THAT_MATCH_SELECTION_CRITERIA"/>
|
|
<value enum="3" description="UNSUPPORTED_PARTYLISTRESPONSETYPE"/>
|
|
<value enum="4" description="NOT_AUTHORIZED_TO_RETRIEVE_PARTIES_OR_PARTY_DETAILS_DATA"/>
|
|
<value enum="5" description="PARTIES_OR_PARTY_DETAILS_DATA_TEMPORARILY_UNAVAILABLE"/>
|
|
<value enum="6" description="REQUEST_FOR_PARTIES_DATA_NOT_SUPPORTED"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="1512" name="TotNoPartyList" type="INT"/>
|
|
<field number="1513" name="NoPartyList" type="NUMINGROUP"/>
|
|
<field number="1514" name="NoPartyRelationships" type="NUMINGROUP"/>
|
|
<field number="1515" name="PartyRelationship" type="INT">
|
|
<value enum="0" description="IS_ALSO"/>
|
|
<value enum="1" description="CLEARS_FOR"/>
|
|
<value enum="2" description="CLEARS_THROUGH"/>
|
|
<value enum="3" description="TRADES_FOR"/>
|
|
<value enum="4" description="TRADES_THROUGH"/>
|
|
<value enum="5" description="SPONSORS"/>
|
|
<value enum="6" description="SPONSORED_THROUGH"/>
|
|
<value enum="7" description="PROVIDES_GUARANTEE_FOR"/>
|
|
<value enum="8" description="IS_GUARANTEED_BY"/>
|
|
<value enum="9" description="MEMBER_OF"/>
|
|
<value enum="10" description="HAS_MEMBERS"/>
|
|
<value enum="11" description="PROVIDES_MARKETPLACE_FOR"/>
|
|
<value enum="12" description="PARTICIPANT_OF_MARKETPLACE"/>
|
|
<value enum="13" description="CARRIES_POSITIONS_FOR"/>
|
|
<value enum="14" description="POSTS_TRADES_TO"/>
|
|
<value enum="15" description="ENTERS_TRADES_FOR"/>
|
|
<value enum="16" description="ENTERS_TRADES_THROUGH"/>
|
|
<value enum="17" description="PROVIDES_QUOTES_TO"/>
|
|
<value enum="18" description="REQUESTS_QUOTES_FROM"/>
|
|
<value enum="19" description="INVESTS_FOR"/>
|
|
<value enum="20" description="INVESTS_THROUGH"/>
|
|
<value enum="21" description="BROKERS_TRADES_FOR"/>
|
|
<value enum="22" description="BROKERS_TRADES_THROUGH"/>
|
|
<value enum="23" description="PROVIDES_TRADING_SERVICES_FOR"/>
|
|
<value enum="24" description="USES_TRADING_SERVICES_OF"/>
|
|
<value enum="25" description="APPROVES_OF"/>
|
|
<value enum="26" description="APPROVED_BY"/>
|
|
<value enum="27" description="PARENT_FIRM_FOR"/>
|
|
<value enum="28" description="SUBSIDIARY_OF"/>
|
|
<value enum="29" description="REGULATORY_OWNER_OF"/>
|
|
<value enum="30" description="OWNED_BY_30"/>
|
|
<value enum="31" description="CONTROLS"/>
|
|
<value enum="32" description="IS_CONTROLLED_BY"/>
|
|
<value enum="33" description="LEGAL"/>
|
|
<value enum="34" description="OWNED_BY_34"/>
|
|
<value enum="35" description="BENEFICIAL_OWNER_OF"/>
|
|
<value enum="36" description="OWNED_BY_36"/>
|
|
</field>
|
|
<field number="1516" name="NoPartyAltIDs" type="NUMINGROUP"/>
|
|
<field number="1517" name="PartyAltID" type="STRING"/>
|
|
<field number="1518" name="PartyAltIDSource" type="CHAR"/>
|
|
<field number="1519" name="NoPartyAltSubIDs" type="NUMINGROUP"/>
|
|
<field number="1520" name="PartyAltSubID" type="STRING"/>
|
|
<field number="1521" name="PartyAltSubIDType" type="INT"/>
|
|
<field number="1522" name="NoContextPartyIDs" type="NUMINGROUP"/>
|
|
<field number="1523" name="ContextPartyID" type="STRING"/>
|
|
<field number="1524" name="ContextPartyIDSource" type="CHAR"/>
|
|
<field number="1525" name="ContextPartyRole" type="INT"/>
|
|
<field number="1526" name="NoContextPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1527" name="ContextPartySubID" type="STRING"/>
|
|
<field number="1528" name="ContextPartySubIDType" type="INT"/>
|
|
<field number="1529" name="NoRiskLimits" type="NUMINGROUP"/>
|
|
<field number="1530" name="RiskLimitType" type="INT">
|
|
<value enum="1" description="GROSS_LIMIT"/>
|
|
<value enum="2" description="NET_LIMIT"/>
|
|
<value enum="3" description="EXPOSURE"/>
|
|
<value enum="4" description="LONG_LIMIT"/>
|
|
<value enum="5" description="SHORT_LIMIT"/>
|
|
</field>
|
|
<field number="1531" name="RiskLimitAmount" type="AMT"/>
|
|
<field number="1532" name="RiskLimitCurrency" type="CURRENCY"/>
|
|
<field number="1533" name="RiskLimitPlatform" type="STRING"/>
|
|
<field number="1534" name="NoRiskInstruments" type="NUMINGROUP"/>
|
|
<field number="1535" name="RiskInstrumentOperator" type="INT">
|
|
<value enum="1" description="INCLUDE"/>
|
|
<value enum="2" description="EXCLUDE"/>
|
|
</field>
|
|
<field number="1536" name="RiskSymbol" type="STRING"/>
|
|
<field number="1537" name="RiskSymbolSfx" type="STRING"/>
|
|
<field number="1538" name="RiskSecurityID" type="STRING"/>
|
|
<field number="1539" name="RiskSecurityIDSource" type="STRING"/>
|
|
<field number="1540" name="NoRiskSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="1541" name="RiskSecurityAltID" type="STRING"/>
|
|
<field number="1542" name="RiskSecurityAltIDSource" type="STRING"/>
|
|
<field number="1543" name="RiskProduct" type="INT"/>
|
|
<field number="1544" name="RiskProductComplex" type="STRING"/>
|
|
<field number="1545" name="RiskSecurityGroup" type="STRING"/>
|
|
<field number="1546" name="RiskCFICode" type="STRING"/>
|
|
<field number="1547" name="RiskSecurityType" type="STRING"/>
|
|
<field number="1548" name="RiskSecuritySubType" type="STRING"/>
|
|
<field number="1549" name="RiskMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1550" name="RiskMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1551" name="RiskRestructuringType" type="STRING"/>
|
|
<field number="1552" name="RiskSeniority" type="STRING"/>
|
|
<field number="1553" name="RiskPutOrCall" type="INT"/>
|
|
<field number="1554" name="RiskFlexibleIndicator" type="BOOLEAN"/>
|
|
<field number="1555" name="RiskCouponRate" type="PERCENTAGE"/>
|
|
<field number="1556" name="RiskSecurityDesc" type="STRING"/>
|
|
<field number="1557" name="RiskInstrumentSettlType" type="STRING"/>
|
|
<field number="1558" name="RiskInstrumentMultiplier" type="FLOAT"/>
|
|
<field number="1559" name="NoRiskWarningLevels" type="NUMINGROUP"/>
|
|
<field number="1560" name="RiskWarningLevelPercent" type="PERCENTAGE"/>
|
|
<field number="1561" name="RiskWarningLevelName" type="STRING"/>
|
|
<field number="1562" name="NoRelatedPartyIDs" type="NUMINGROUP"/>
|
|
<field number="1563" name="RelatedPartyID" type="STRING"/>
|
|
<field number="1564" name="RelatedPartyIDSource" type="CHAR"/>
|
|
<field number="1565" name="RelatedPartyRole" type="INT"/>
|
|
<field number="1566" name="NoRelatedPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1567" name="RelatedPartySubID" type="STRING"/>
|
|
<field number="1568" name="RelatedPartySubIDType" type="INT"/>
|
|
<field number="1569" name="NoRelatedPartyAltIDs" type="NUMINGROUP"/>
|
|
<field number="1570" name="RelatedPartyAltID" type="STRING"/>
|
|
<field number="1571" name="RelatedPartyAltIDSource" type="CHAR"/>
|
|
<field number="1572" name="NoRelatedPartyAltSubIDs" type="NUMINGROUP"/>
|
|
<field number="1573" name="RelatedPartyAltSubID" type="STRING"/>
|
|
<field number="1574" name="RelatedPartyAltSubIDType" type="INT"/>
|
|
<field number="1575" name="NoRelatedContextPartyIDs" type="NUMINGROUP"/>
|
|
<field number="1576" name="RelatedContextPartyID" type="STRING"/>
|
|
<field number="1577" name="RelatedContextPartyIDSource" type="CHAR"/>
|
|
<field number="1578" name="RelatedContextPartyRole" type="INT"/>
|
|
<field number="1579" name="NoRelatedContextPartySubIDs" type="NUMINGROUP"/>
|
|
<field number="1580" name="RelatedContextPartySubID" type="STRING"/>
|
|
<field number="1581" name="RelatedContextPartySubIDType" type="INT"/>
|
|
<field number="1582" name="NoRelationshipRiskLimits" type="NUMINGROUP"/>
|
|
<field number="1583" name="RelationshipRiskLimitType" type="INT"/>
|
|
<field number="1584" name="RelationshipRiskLimitAmount" type="AMT"/>
|
|
<field number="1585" name="RelationshipRiskLimitCurrency" type="CURRENCY"/>
|
|
<field number="1586" name="RelationshipRiskLimitPlatform" type="STRING"/>
|
|
<field number="1587" name="NoRelationshipRiskInstruments" type="NUMINGROUP"/>
|
|
<field number="1588" name="RelationshipRiskInstrumentOperator" type="INT"/>
|
|
<field number="1589" name="RelationshipRiskSymbol" type="STRING"/>
|
|
<field number="1590" name="RelationshipRiskSymbolSfx" type="STRING"/>
|
|
<field number="1591" name="RelationshipRiskSecurityID" type="STRING"/>
|
|
<field number="1592" name="RelationshipRiskSecurityIDSource" type="STRING"/>
|
|
<field number="1593" name="NoRelationshipRiskSecurityAltID" type="NUMINGROUP"/>
|
|
<field number="1594" name="RelationshipRiskSecurityAltID" type="STRING"/>
|
|
<field number="1595" name="RelationshipRiskSecurityAltIDSource" type="STRING"/>
|
|
<field number="1596" name="RelationshipRiskProduct" type="INT"/>
|
|
<field number="1597" name="RelationshipRiskProductComplex" type="STRING"/>
|
|
<field number="1598" name="RelationshipRiskSecurityGroup" type="STRING"/>
|
|
<field number="1599" name="RelationshipRiskCFICode" type="STRING"/>
|
|
<field number="1600" name="RelationshipRiskSecurityType" type="STRING"/>
|
|
<field number="1601" name="RelationshipRiskSecuritySubType" type="STRING"/>
|
|
<field number="1602" name="RelationshipRiskMaturityMonthYear" type="MONTHYEAR"/>
|
|
<field number="1603" name="RelationshipRiskMaturityTime" type="TZTIMEONLY"/>
|
|
<field number="1604" name="RelationshipRiskRestructuringType" type="STRING"/>
|
|
<field number="1605" name="RelationshipRiskSeniority" type="STRING"/>
|
|
<field number="1606" name="RelationshipRiskPutOrCall" type="INT"/>
|
|
<field number="1607" name="RelationshipRiskFlexibleIndicator" type="BOOLEAN"/>
|
|
<field number="1608" name="RelationshipRiskCouponRate" type="PERCENTAGE"/>
|
|
<field number="1609" name="RelationshipRiskSecurityExchange" type="EXCHANGE"/>
|
|
<field number="1610" name="RelationshipRiskSecurityDesc" type="STRING"/>
|
|
<field number="1611" name="RelationshipRiskInstrumentSettlType" type="STRING"/>
|
|
<field number="1612" name="RelationshipRiskInstrumentMultiplier" type="FLOAT"/>
|
|
<field number="1613" name="NoRelationshipRiskWarningLevels" type="NUMINGROUP"/>
|
|
<field number="1614" name="RelationshipRiskWarningLevelPercent" type="PERCENTAGE"/>
|
|
<field number="1615" name="RelationshipRiskWarningLevelName" type="STRING"/>
|
|
<field number="1616" name="RiskSecurityExchange" type="EXCHANGE"/>
|
|
<field number="1617" name="StreamAsgnType" type="INT">
|
|
<value enum="1" description="ASSIGNMENT"/>
|
|
<value enum="2" description="REJECTED"/>
|
|
<value enum="3" description="TERMINATE_UNASSIGN"/>
|
|
</field>
|
|
<field number="1618" name="RelationshipRiskEncodedSecurityDescLen" type="LENGTH"/>
|
|
<field number="1619" name="RelationshipRiskEncodedSecurityDesc" type="DATA"/>
|
|
<field number="1620" name="RiskEncodedSecurityDescLen" type="LENGTH"/>
|
|
<field number="1621" name="RiskEncodedSecurityDesc" type="DATA"/>
|
|
|
|
<field number="1903" name="RegulatoryTradeID" type="STRING"/>
|
|
<field number="1904" name="RegulatoryTradeIDEvent" type="INT">
|
|
<value enum="0" description="INITIAL_BLOCK_TRADE"/>
|
|
<value enum="1" description="ALLOCATION"/>
|
|
<value enum="2" description="CLEARING"/>
|
|
</field>
|
|
<field number="1905" name="RegulatoryTradeIDSource" type="STRING"/>
|
|
<field number="1906" name="RegulatoryTradeIDType" type="INT">
|
|
<value enum="0" description="CURRENT"/>
|
|
<value enum="1" description="PREVIOUS"/>
|
|
<value enum="2" description="BLOCK"/>
|
|
<value enum="3" description="RELATED"/>
|
|
<value enum="4" description="CLEAREDBLOCK"/>
|
|
<value enum="5" description="TRDVENUETRANSID"/>
|
|
<value enum="6" description="RTN"/>
|
|
</field>
|
|
<field number="1907" name="NoRegulatoryTradeIDs" type="NUMINGROUP"/>
|
|
<field number="1908" name="NoAllocRegulatoryTradeIDs" type="NUMINGROUP"/>
|
|
<field number="1909" name="AllocRegulatoryTradeID" type="STRING"/>
|
|
<field number="1910" name="AllocRegulatoryTradeIDSource" type="STRING"/>
|
|
<field number="1911" name="AllocRegulatoryTradeIDEvent" type="INT">
|
|
<value enum="0" description="INITIAL_BLOCK_TRADE"/>
|
|
<value enum="1" description="ALLOCATION"/>
|
|
<value enum="2" description="CLEARING"/>
|
|
<value enum="3" description="COMPRESSION"/>
|
|
<value enum="4" description="NOVATION"/>
|
|
<value enum="5" description="TERMINATION"/>
|
|
</field>
|
|
<field number="1912" name="AllocRegulatoryTradeIDType" type="INT">
|
|
<value enum="0" description="CURRENT"/>
|
|
<value enum="1" description="PREVIOUS"/>
|
|
<value enum="2" description="BLOCK"/>
|
|
<value enum="3" description="RELATED"/>
|
|
</field>
|
|
<field number="1950" name="CouponDayCount" type="INT">
|
|
<value enum="0" description="ONE_ONE"/>
|
|
<value enum="1" description="THIRTY_THREE_SIXTY_US"/>
|
|
<value enum="2" description="THIRTY_THREE_SIXTY_SIA"/>
|
|
<value enum="3" description="THIRTY_THREE_SIXTY_M"/>
|
|
<value enum="4" description="THIRTY_E_THREE_SIXTY"/>
|
|
<value enum="5" description="THIRTY_E_THREE_SIXTY_ISDA"/>
|
|
<value enum="6" description="ACT_THREE_SIXTY"/>
|
|
<value enum="7" description="ACT_THREE_SIXTY_FIVE_FIXED"/>
|
|
<value enum="8" description="ACT_ACT_AFB"/>
|
|
<value enum="9" description="ACT_ACT_ICMA"/>
|
|
<value enum="10" description="ACT_ACT_ISMA_ULTIMO"/>
|
|
<value enum="11" description="ACT_ACT_ISMA"/>
|
|
<value enum="12" description="BUS_TWO_FIFTY_TWO"/>
|
|
<value enum="13" description="THIRTY_E_PLUS_THREE_SIXTY"/>
|
|
<value enum="14" description="ACT_THREE_SIXTY_FIVE_L"/>
|
|
<value enum="15" description="NL_THREE_SIXTY_FIVE"/>
|
|
<value enum="16" description="NL_THREE_SIXTY"/>
|
|
<value enum="17" description="ACT_364"/>
|
|
<value enum="18" description="THIRTY_THREE_SIXTY_FIVE"/>
|
|
<value enum="19" description="THIRTY_ACTUAL"/>
|
|
<value enum="20" description="THIRTY_THREE_SIXTY_ICMA"/>
|
|
<value enum="21" description="THIRTY_E_TWO_THREE_SIXTY"/>
|
|
<value enum="22" description="THIRTY_E_THREE_THREE_SIXTY"/>
|
|
<value enum="99" description="OTHER"/>
|
|
</field>
|
|
<field number="2376" name="PartyRoleQualifier" type="INT">
|
|
<value enum="22" description="ALGORITHM"/>
|
|
<value enum="24" description="PERSON"/>
|
|
</field>
|
|
<field number="2525" name="AffiliatedFirmsTradeIndicator" type="BOOLEAN"/>
|
|
<field number="2668" name="NoTrdRegPublications" type="NUMINGROUP"/>
|
|
<field number="2669" name="TrdRegPublicationType" type="INT">
|
|
<value enum="0" description="PreTradeTransparencyWaiver"/>
|
|
<value enum="1" description="PostTradeDeferral"/>
|
|
<value enum="2" description="ExemptFromPublication"/>
|
|
</field>
|
|
<field number="2670" name="TrdRegPublicationReason" type="INT">
|
|
<value enum="0" description="NLIQ"/>
|
|
<value enum="1" description="QLIQ"/>
|
|
<value enum="2" description="PRIC"/>
|
|
<value enum="3" description="RFPT"/>
|
|
<value enum="4" description="ILQD"/>
|
|
<value enum="5" description="SIZE"/>
|
|
<value enum="6" description="LRGS"/>
|
|
</field>
|
|
<field number="2891" name="UPICode" type="STRING"/>
|
|
<field number="5098" name="ParamType" type="STRING"/>
|
|
<field number="5113" name="CreditRatingAgency" type="INT"/>
|
|
<field number="5114" name="NoCreditRating" type="NUMINGROUP"/>
|
|
<field number="5421" name="CallDate" type="LOCALMKTDATE"/>
|
|
<field number="5440" name="ClearingStatus" type="STRING"/>
|
|
<field number="5495" name="STATE" type="STRING"/>
|
|
<field number="5673" name="SettlCurrAccruedInterestAmt" type="AMT"/>
|
|
<field number="5674" name="SettlCurrNetMoney" type="AMT"/>
|
|
<field number="5721" name="FloatRatePayFrequency" type="STRING"/>
|
|
<field number="5722" name="FixedRatePayFrequency" type="STRING"/>
|
|
<field number="5729" name="AuctionDate" type="LOCALMKTDATE"/>
|
|
<field number="5730" name="CompQuote" type="PRICE"/>
|
|
<field number="5745" name="MTKT" type="INT"/>
|
|
<field number="5756" name="CMPB" type="PRICE" />
|
|
<field number="5757" name="CMPA" type="PRICE" />
|
|
<field number="5758" name="CMPM" type="PRICE" />
|
|
<field number="5759" name="CMPSP" type="PRICE" />
|
|
<field number="5760" name="ADJDTCP" type="STRING">
|
|
<value enum="FOLLOW" description="FOLLOW"/>
|
|
<value enum="MODFOLLOW" description="MODFOLLOW"/>
|
|
<value enum="UNADJ" description="UNADJUSTED"/>
|
|
</field>
|
|
<field number="5766" name="IRSSwapType" type="STRING" />
|
|
<field number="5767" name="SWSPRD" type="PRICE" />
|
|
<field number="5775" name="FixedRateDayCount" type="STRING"/>
|
|
<field number="6087" name="ReferencePrice" type="PRICE"/>
|
|
<field number="6110" name="IndustryCode" type="STRING"/>
|
|
<field number="6602" name="MultilegComponent" type="CHAR">
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="6622" name="BenchmarkYield" type="FLOAT"/>
|
|
<field number="6623" name="AssetSwapSpread" type="FLOAT"/>
|
|
<field number="6624" name="ISpread" type="FLOAT"/>
|
|
<field number="6625" name="ZSpread" type="FLOAT"/>
|
|
<field number="6627" name="SwapType" type="STRING"/>
|
|
<field number="6632" name="BenchmarkSecurityDesc" type="STRING"/>
|
|
<field number="6633" name="BenchmarkSymbolSfx" type="STRING"/>
|
|
<field number="6664" name="Term" type="STRING"/>
|
|
<field number="6729" name="RelativeStart" type="STRING"/>
|
|
<field number="6730" name="MultilegPartNum" type="STRING"/>
|
|
<field number="6731" name="TradingSystemID" type="STRING"/>
|
|
<field number="6733" name="TaxStatus" type="INT">
|
|
<value enum="0" description="CLEAN"/>
|
|
<value enum="1" description="DIRTY"/>
|
|
</field>
|
|
<field number="6735" name="MultilegRefID" type="STRING"/>
|
|
<field number="6736" name="CalcFrequency" type="STRING"/>
|
|
<field number="6737" name="RollConvention" type="STRING">
|
|
<value enum="ECB" description="ECB"/>
|
|
<value enum="IMM" description="IMM"/>
|
|
<value enum="NONE" description="NONE"/>
|
|
<value enum="STD" description="STANDARD"/>
|
|
<value enum="EOM" description="EOM"/>
|
|
<value enum="IMMCAD" description="IMMCAD"/>
|
|
<value enum="IMMAUD" description="IMMAUD"/>
|
|
<value enum="IMMNZD " description="IMMNZD"/>
|
|
</field>
|
|
<field number="6738" name="LegRelativeStart" type="STRING"/>
|
|
<field number="6739" name="Compounding" type="BOOLEAN"/>
|
|
<field number="6740" name="LegTerm" type="STRING"/>
|
|
<field number="6741" name="LegEndDate" type="LOCALMKTDATE"/>
|
|
<field number="6742" name="LegCalcFrequency" type="STRING"/>
|
|
<field number="6743" name="LegRollConvention" type="STRING"/>
|
|
<field number="6744" name="LegFloatRatePayFrequency" type="STRING"/>
|
|
<field number="6745" name="LegCompounding" type="BOOLEAN"/>
|
|
<field number="6746" name="LegFixedRatePayFrequency" type="STRING"/>
|
|
<field number="6747" name="LegFixedRateDayCount" type="STRING"/>
|
|
<field number="6748" name="LegStartDate" type="LOCALMKTDATE"/>
|
|
<field number="6847" name="TotalNumOfParts" type="INT" />
|
|
<field number="6849" name="BidListEntryNum" type="INT"/>
|
|
<!-- was 23047, and 6849 is refered to as PartNum elsewhere -->
|
|
<field number="6905" name="BenchmarkCurvePoint2" type="STRING"/>
|
|
<field number="6917" name="NotionalAmt" type="AMT"/>
|
|
<field number="7024" name="TradeEvent" type="INT">
|
|
<value enum="1" description="COLLAPSE"/>
|
|
<value enum="2" description="MBSROUNDROBIN"/>
|
|
<value enum="3" description="DEALER_CLOSE"/>
|
|
<value enum="4" description="DMO_CLOSE"/>
|
|
<value enum="5" description="ROLL"/>
|
|
<value enum="6" description="REPRICEPARTIAL"/>
|
|
<value enum="20" description="PORTFOLIO"/>
|
|
<value enum="22" description="IOSCO_CLOSE"/>
|
|
</field>
|
|
<field number="7088" name="NetPresentValue" type="AMT"/>
|
|
<field number="7538" name="Delta" type="FLOAT"/>
|
|
<field number="7768" name="OptionType" type="INT">
|
|
<value enum="1" description="LISTED"/>
|
|
<value enum="2" description="FLEX"/>
|
|
<value enum="3" description="BILATERAL"/>
|
|
<value enum="4" description="OTC"/>
|
|
<value enum="5" description="LISTED_LOOK_A_LIKE"/>
|
|
</field>
|
|
<field number="7769" name="DeltaTransfer" type="INT">
|
|
<value enum="1" description="WORK"/>
|
|
<value enum="2" description="EXCHANGE"/>
|
|
<value enum="3" description="RISK"/>
|
|
<value enum="5" description="MOC"/>
|
|
<value enum="6" description="RISK_VS_REFPRICE"/>
|
|
<value enum="7" description="BTIC"/>
|
|
<value enum="8" description="BTIC+1"/>
|
|
<value enum="9" description="BTIC+2"/>
|
|
<value enum="10" description="EXCHANGE_CLIENT"/>
|
|
<value enum="11" description="WORK_CLIENT"/>
|
|
<value enum="12" description="DELTA_MOC"/>
|
|
</field>
|
|
<field number="9010" name="DescriptionField1" type="STRING" />
|
|
<field number="10009" name="NoCompDealers" type="NUMINGROUP"/>
|
|
<field number="10010" name="CompDealerID" type="STRING"/>
|
|
<field number="10011" name="CompDealerQuote" type="PRICE"/>
|
|
<field number="10012" name="CompDealerQuoteType" type="INT">
|
|
<value enum="1" description="PERCENT_OF_PAR"/>
|
|
<value enum="2" description="PER_UNIT"/>
|
|
<value enum="4" description="DISCOUNT_RATE_BELOW_PAR"/>
|
|
<value enum="6" description="YIELD_SPREAD_TO_BENCHMARK"/>
|
|
<value enum="9" description="YIELD"/>
|
|
</field>
|
|
<field number="10013" name="CompISpread" type="FLOAT"/>
|
|
<field number="10014" name="CompZSpread" type="FLOAT"/>
|
|
<field number="10015" name="CompDealerParQuote" type="PRICE"/>
|
|
<field number="10016" name="CompDealerStatus" type="INT">
|
|
<value enum="0" description="ERROR"/>
|
|
<value enum="1" description="PASS"/>
|
|
<value enum="2" description="TIMED_OUT"/>
|
|
<value enum="3" description="REJECTED"/>
|
|
<value enum="4" description="EXPIRED"/>
|
|
<value enum="5" description="ENDED"/>
|
|
</field>
|
|
<field number="10017" name="CompReportType" type="INT">
|
|
<value enum="0" description="COMPOSITE"/>
|
|
<value enum="1" description="COMPETING_DEALER"/>
|
|
</field>
|
|
<field number="10018" name="CompReportID" type="STRING"/>
|
|
<field number="10019" name="NoCustomAttribs" type="NUMINGROUP"/>
|
|
<field number="10020" name="CustomAttribType" type="STRING"/>
|
|
<field number="10021" name="CustomAttribName" type="STRING"/>
|
|
<field number="10022" name="CustomAttribValue" type="STRING"/>
|
|
<field number="10023" name="AddUnknownAccount" type="BOOLEAN"/>
|
|
<field number="10024" name="CustomerBasketID" type="STRING"/>
|
|
<field number="10025" name="DealerBasketID" type="STRING"/>
|
|
<field number="10026" name="CompDealerHaircut" type="FLOAT"/>
|
|
<field number="10027" name="CompositeMidPrice" type="PRICE"/>
|
|
<field number="10028" name="CompositeMidPriceType" type="INT">
|
|
<value enum="1" description="PERCENT_OF_PAR"/>
|
|
<value enum="2" description="PER_UNIT"/>
|
|
<value enum="4" description="DISCOUNT_RATE_BELOW_PAR"/>
|
|
<value enum="6" description="YIELD_SPREAD_TO_BENCHMARK"/>
|
|
<value enum="9" description="YIELD"/>
|
|
</field>
|
|
<field number="10029" name="CompositeMidParPrice" type="PRICE"/>
|
|
<field number="10030" name="CompDealerOppositeQuote" type="PRICE"/>
|
|
<field number="10031" name="NegotiationType" type="STRING"/>
|
|
<field number="10032" name="AcctStrategyPrice" type="PRICE"/>
|
|
<field number="20052" name="OnTheRunValue" type="INT" />
|
|
<field number="20054" name="ReopeningValue" type="INT"/>
|
|
<field number="20056" name="ExecutionFeeSchedule" type="STRING"/>
|
|
<field number="20058" name="ExecutionFeeType" type="INT">
|
|
<value enum="1" description="PRICE"/>
|
|
<value enum="2" description="PRICEDEC"/>
|
|
<value enum="4" description="RATE"/>
|
|
<value enum="9" description="YIELD"/>
|
|
<value enum="104" description="YIELDMME"/>
|
|
<value enum="105" description="DMARGIN"/>
|
|
</field>
|
|
<field number="20086" name="NoOfDealers" type="INT"/>
|
|
<field number="20105" name="BestBid1" type="PRICE" />
|
|
<field number="20106" name="BestBid2" type="PRICE" />
|
|
<field number="20107" name="BestOffer1" type="PRICE" />
|
|
<field number="20108" name="BestOffer2" type="PRICE" />
|
|
<field number="20111" name="CoverPrice" type="PRICE"/>
|
|
<field number="20115" name="OutrightPrice" type="PRICE" />
|
|
<field number="20119" name="NetAssetValue" type="PRICE" />
|
|
<field number="20120" name="DaysToNAV" type="INT" />
|
|
<!-- How many days a dealer has to finalise the trade, value could be 0,1,2.. -->
|
|
<field number="20122" name="UnbiasedMidPrice" type="PRICE" />
|
|
<field number="20127" name="LargeSizeTrade" type="BOOLEAN"/>
|
|
<field number="20128" name="LegLargeSizeTrade" type="BOOLEAN"/>
|
|
<field number="20175" name="FirstCouponPaymentDate" type="LOCALMKTDATE"/>
|
|
<field number="20212" name="OnSEF" type="BOOLEAN" />
|
|
<field number="20213" name="LegOnSEF" type="BOOLEAN" />
|
|
<field number="20214" name="SEFState" type="STRING" />
|
|
<field number="20215" name="LegSEFState" type="STRING" />
|
|
<field number="20216" name="USEntity" type="BOOLEAN" />
|
|
<field number="20258" name="SwapPackage" type="BOOLEAN" />
|
|
<field number="20259" name="SwapPackageDescription" type="STRING" />
|
|
<field number="20262" name="Intermediated" type="BOOLEAN" />
|
|
<field number="20265" name="MarketSegment" type="STRING" />
|
|
<field number="20271" name="OnETP" type="BOOLEAN" />
|
|
<field number="20273" name="ETPEntity" type="BOOLEAN" />
|
|
<field number="20275" name="ETPState" type="STRING"/>
|
|
<field number="20300" name="QuantityQualifier" type="STRING"/>
|
|
<field number="20312" name="QuotedPrice" type="PRICE"/>
|
|
<field number="20319" name="IndexMonth" type="STRING"/>
|
|
<field number="20320" name="IndexValue" type="FLOAT"/>
|
|
<field number="20426" name="CallPeriod" type="STRING"/>
|
|
<field number="20321" name="IndexLag" type="STRING"/>
|
|
<field number="20343" name="IssueType" type="STRING"/>
|
|
<field number="20384" name="SEFErrorTrade" type="BOOLEAN"/>
|
|
<field number="20452" name="CollateralPoolNumber" type="STRING"/>
|
|
<field number="20453" name="CollateralFace" type="FLOAT"/>
|
|
<field number="20454" name="CollateralFactor" type="FLOAT"/>
|
|
<field number="20456" name="CapDealerNumber" type="BOOLEAN"/>
|
|
<field number="20465" name="OISMid" type="PRICE" />
|
|
<field number="20519" name="TbaEligible" type="BOOLEAN" />
|
|
<field number="20520" name="TPO" type="FLOAT" />
|
|
<field number="20526" name="MTM" type="BOOLEAN" />
|
|
<field number="20527" name="InitialExchg" type="BOOLEAN" />
|
|
<field number="20528" name="FinalExchg" type="BOOLEAN" />
|
|
<field number="20529" name="SwapAgent" type="BOOLEAN" />
|
|
<field number="20530" name="STM" type="BOOLEAN" />
|
|
<field number="20531" name="CTM" type="BOOLEAN" />
|
|
<field number="20533" name="CleanCSAPrice" type="PRICE" />
|
|
<field number="20534" name="BuyVariance" type="FLOAT" />
|
|
<field number="20535" name="SellVariance" type="FLOAT" />
|
|
<field number="20537" name="FutureNotional" type="QTY" />
|
|
<field number="20538" name="DriverNotional" type="STRING" />
|
|
<field number="20539" name="XccyNonQuotedSpread" type="PRICE" />
|
|
<field number="20630" name="NoHedge" type="BOOLEAN" />
|
|
<field number="20646" name="DeltaType" type="INT">
|
|
<value enum="1" description="percentage value"/>
|
|
<value enum="2" description="share value"/>
|
|
</field>
|
|
<field number="20654" name="ProgramTrade" type="BOOLEAN"/>
|
|
<field number="20701" name="RfqStream" type="BOOLEAN" />
|
|
<field number="21025" name="CalculatedPrice" type="PRICE" />
|
|
<field number="21050" name="InterDealer" type="BOOLEAN" />
|
|
<field number="21055" name="Misweighted" type="BOOLEAN" />
|
|
<field number="21057" name="CloseType" type="STRING"/>
|
|
<field number="21058" name="PutThrough" type="BOOLEAN" />
|
|
<field number="22504" name="ETPTradeType" type="INT">
|
|
<value enum="1" description="RISK"/>
|
|
<value enum="2" description="CLOSING_NAV_T"/>
|
|
<value enum="3" description="CLOSING_NAV_T1"/>
|
|
<value enum="4" description="CLOSING_NAV_T2"/>
|
|
<value enum="5" description="WORKING_AGENCY"/>
|
|
<value enum="6" description="MARKET_ON_CLOSE"/>
|
|
<value enum="7" description="MARKET_ON_CLOSE_T_PLUS_1"/>
|
|
</field>
|
|
<field number="22510" name="FixedRateCALCFQ" type="STRING" />
|
|
<field number="22511" name="LegFixedRateCALCFQ" type="STRING" />
|
|
<field number="22512" name="FixedRatePAYRELTO" type="STRING" />
|
|
<field number="22513" name="LegFixedRatePAYRELTO" type="STRING" />
|
|
<field number="22514" name="FixedRateADJDTPD" type="STRING" />
|
|
<field number="22515" name="LegFixedRateADJDTPD" type="STRING" />
|
|
<field number="22516" name="FixedRatePDTCTR" type="STRING" />
|
|
<field number="22517" name="LegFixedRatePDTCTR" type="STRING" />
|
|
<field number="22518" name="FixedRateADJDTCP" type="STRING" />
|
|
<field number="22519" name="LegFixedRateADJDTCP" type="STRING" />
|
|
<field number="22520" name="FixedRateCDTCTR" type="STRING" />
|
|
<field number="22521" name="LegFixedRateCDTCTR" type="STRING" />
|
|
<field number="22522" name="FloatRateCALCFQ" type="STRING" />
|
|
<field number="22523" name="LegFloatRateCALCFQ" type="STRING" />
|
|
<field number="22524" name="FloatRatePAYRELTO" type="STRING" />
|
|
<field number="22525" name="LegFloatRatePAYRELTO" type="STRING" />
|
|
<field number="22526" name="FloatRateADJDTPD" type="STRING" />
|
|
<field number="22527" name="LegFloatRateADJDTPD" type="STRING" />
|
|
<field number="22528" name="FloatRatePDTCTR" type="STRING" />
|
|
<field number="22529" name="LegFloatRatePDTCTR" type="STRING" />
|
|
<field number="22532" name="FloatRateADJDTCP" type="STRING" />
|
|
<field number="22533" name="LegFloatRateADJDTCP" type="STRING" />
|
|
<field number="22534" name="FloatRateCDTCTR" type="STRING" />
|
|
<field number="22535" name="LegFloatRateCDTCTR" type="STRING" />
|
|
<field number="22536" name="FloatRateRESFREQ" type="INT" />
|
|
<field number="22537" name="LegFloatRateRESFREQ" type="INT" />
|
|
<field number="22538" name="FloatRateRESRELTO" type="STRING" />
|
|
<field number="22539" name="LegFloatRateRESRELTO" type="STRING" />
|
|
<field number="22540" name="FloatRateADJDTRES" type="STRING" />
|
|
<field number="22541" name="LegFloatRateADJDTRES" type="STRING" />
|
|
<field number="22542" name="FloatRateRDTCTR" type="STRING" />
|
|
<field number="22543" name="LegFloatRateRDTCTR" type="STRING" />
|
|
<field number="22544" name="FloatRateRESDAYS" type="STRING" />
|
|
<field number="22545" name="LegFloatRateRESDAYS" type="STRING" />
|
|
<field number="22546" name="FloatRateFDTYP" type="STRING" />
|
|
<field number="22547" name="LegFloatRateFDTYP" type="STRING" />
|
|
<field number="22548" name="FloatRateFXDCONV" type="STRING" />
|
|
<field number="22549" name="LegFloatRateFXDCONV" type="STRING" />
|
|
<field number="22550" name="FloatRateFDTCTR" type="STRING" />
|
|
<field number="22551" name="LegFloatRateFDTCTR" type="STRING" />
|
|
<field number="22552" name="PositionNettingTrade" type="BOOLEAN" />
|
|
<field number="22555" name="FixedRateFSTUB" type="STRING" />
|
|
<field number="22556" name="LegFixedRateFSTUB" type="STRING" />
|
|
<field number="22557" name="FloatRateIFDTCTR" type="STRING" />
|
|
<field number="22558" name="LegFloatRateIFDTCTR" type="STRING" />
|
|
<field number="22559" name="FloatRateFIXING" type="STRING" />
|
|
<field number="22560" name="LegFloatRateFIXING" type="STRING" />
|
|
<field number="22561" name="FloatRateFSTUB" type="STRING" />
|
|
<field number="22562" name="LegFloatRateFSTUB" type="STRING" />
|
|
<field number="22563" name="ADJDTED" type="STRING" />
|
|
<field number="22564" name="ADJDT" type="STRING" />
|
|
<field number="22565" name="NettingId" type="STRING"/>
|
|
<field number="22566" name="TDTCTR" type="STRING" />
|
|
<field number="22578" name="FixedRateSTUBTP" type="STRING" />
|
|
<field number="22579" name="LegFixedRateSTUBTP" type="STRING" />
|
|
<field number="22580" name="FloatRateSTUBTP" type="STRING" />
|
|
<field number="22581" name="LegFloatRateSTUBTP" type="STRING" />
|
|
<field number="22582" name="FloatRateSTUBBEG" type="STRING" />
|
|
<field number="22583" name="LegFloatRateSTUBBEG" type="STRING" />
|
|
<field number="22584" name="FloatRateSTUBEND" type="STRING" />
|
|
<field number="22585" name="LegFloatRateSTUBEND" type="STRING" />
|
|
<field number="22590" name="HasInitialFixing" type="BOOLEAN"/>
|
|
<field number="22592" name="FixedNextCouponPaymentDate" type="LOCALMKTDATE" />
|
|
<field number="22593" name="FloatNextCouponPaymentDate" type="LOCALMKTDATE" />
|
|
<field number="22609" name="QMTF" type="BOOLEAN"/>
|
|
<field number="22612" name="HedgeDirection" type="STRING"/>
|
|
<field number="22624" name="CertaintyOfClearing" type="BOOLEAN"/>
|
|
<field number="22626" name="ConversionPrice" type="PRICE"/>
|
|
<field number="22627" name="ConversionRatio" type="FLOAT"/>
|
|
<field number="22630" name="FxRate" type="FLOAT" />
|
|
<field number="22637" name="DealerInternalNote" type="STRING" />
|
|
<field number="22638" name="HedgeIsPartOfNetHedge" type="BOOLEAN"/>
|
|
<field number="22640" name="DealerInternalNote2" type="STRING" />
|
|
<field number="22647" name="TotalNetMoney" type="AMT"/>
|
|
<field number="22648" name="ReferencePriceCB" type="PRICE" />
|
|
<field number="22649" name="IntermediatedTradeType" type="STRING" />
|
|
<field number="22650" name="LinkedTrdRefID" type="STRING" />
|
|
<field number="22862" name="BuySellOrSellBuy" type="BOOLEAN"/>
|
|
<field number="23000" name="OrigDlrTnum" type="STRING"/>
|
|
<field number="23001" name="OrigQty" type="AMT"/>
|
|
<field number="23002" name="OrigDlr" type="STRING"/>
|
|
<field number="23003" name="OrigDlrTrdId" type="STRING"/>
|
|
<field number="23004" name="IssuedAsMonths" type="INT"/>
|
|
<field number="23005" name="RepoRate" type="FLOAT"/>
|
|
<field number="23006" name="ConversionExchangeRate" type="FLOAT"/>
|
|
<field number="23007" name="ViewerAck" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23008" name="Imported" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23009" name="AnnouncedDate" type="LOCALMKTDATE"/>
|
|
<field number="23010" name="AmountOutstanding" type="AMT"/>
|
|
<field number="23011" name="NonPricedTier" type="INT"/>
|
|
<field number="23012" name="PricedTier" type="INT"/>
|
|
<field number="23013" name="CrossCurrency" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23014" name="SalesEntered" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23015" name="CouponRate2" type="PERCENTAGE"/>
|
|
<field number="23016" name="CustPrice" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23017" name="CustCorrect" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23018" name="QuoteSeen" type="INT"/>
|
|
<field number="23019" name="DealerVerificationState" type="INT">
|
|
<value enum="0" description="PARTIAL"/>
|
|
<value enum="1" description="VERIFIED"/>
|
|
</field>
|
|
<field number="23020" name="DealerVerifier" type="STRING"/>
|
|
<field number="23021" name="CustomerVerificationState" type="INT">
|
|
<value enum="0" description="PARTIAL"/>
|
|
<value enum="1" description="VERIFIED"/>
|
|
</field>
|
|
<field number="23022" name="CustVerifyAllocRefId" type="STRING"/>
|
|
<field number="23023" name="CustomerVerifier" type="STRING"/>
|
|
<field number="23024" name="D2D" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23025" name="TWClrID" type="STRING"/>
|
|
<field number="23026" name="CSClrID" type="STRING"/>
|
|
<field number="23027" name="DlrClrID" type="STRING"/>
|
|
<field number="23029" name="TestMessage" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23030" name="CheapestToDeliverCUSIP" type="STRING"/>
|
|
<field number="23031" name="CheapestToDeliverWI" type="STRING"/>
|
|
<field number="23032" name="ConversionFactor" type="FLOAT"/>
|
|
<field number="23033" name="BidListName" type="STRING"/>
|
|
<field number="23034" name="BidListNoOfDealers" type="INT"/>
|
|
<field number="23035" name="BunchedOrder" type="INT"/>
|
|
<field number="23036" name="SEFVoid" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23037" name="AsAgent" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23038" name="AllocNotionalAmt" type="AMT"/>
|
|
<field number="23039" name="ILXTicker" type="STRING"/>
|
|
<field number="23040" name="TWRefPrice" type="PRICE"/>
|
|
<field number="23041" name="TWRefYield" type="FLOAT"/>
|
|
<field number="23042" name="HedgeQuantity" type="QTY"/>
|
|
<field number="23043" name="OtherTradeRef" type="STRING"/>
|
|
<field number="23044" name="FloatRateSpread" type="FLOAT"/>
|
|
<field number="23045" name="PackageID" type="STRING"/>
|
|
<field number="23046" name="ISDA2014" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23047" name="MBSDSWPSwapPackage" type="BOOLEAN"/>
|
|
<field number="23048" name="TriParty" type="INT"/>
|
|
<field number="23049" name="CollAllocRequired" type="INT"/>
|
|
<field number="23050" name="CollState" type="STRING"/>
|
|
<field number="23051" name="DealerBasketDesc" type="STRING"/>
|
|
<field number="23052" name="AllocationEMIRClearingCategory" type="STRING"/>
|
|
<field number="23053" name="EMIRClearingCategory" type="STRING"/>
|
|
<field number="23054" name="EMIRFrontLoad" type="BOOLEAN"/>
|
|
<field number="23055" name="UnderlyingSettlDirtyPrice" type="PRICE"/>
|
|
<field number="23060" name="CustomerTradingCapacity" type="STRING">
|
|
<value enum="P" description="DEAL"/>
|
|
<value enum="R" description="MTCH"/>
|
|
<value enum="A" description="AOTC"/>
|
|
</field>
|
|
<field number="23061" name="DealerTradingCapacity" type="STRING">
|
|
<value enum="P" description="DEAL"/>
|
|
<value enum="R" description="MTCH"/>
|
|
<value enum="A" description="AOTC"/>
|
|
</field>
|
|
<field number="23066" name="ShortSellingIndicator" type="INT">
|
|
<value enum="1" description="SESH"/>
|
|
<value enum="2" description="SSEX"/>
|
|
<value enum="3" description="SELL"/>
|
|
<value enum="4" description="UNDI"/>
|
|
</field>
|
|
<field number="23067" name="TransparencyID" type="STRING"/>
|
|
<field number="23068" name="MiFIDMIC" type="STRING"/>
|
|
<field number="23069" name="MiFIDLEI" type="STRING"/>
|
|
<field number="23070" name="OnMTF" type="BOOLEAN"/>
|
|
<field number="23071" name="LegOnMTF" type="BOOLEAN"/>
|
|
<field number="23073" name="CFI" type="STRING"/>
|
|
<field number="23074" name="Liquidity" type="INT"/>
|
|
<field number="23075" name="LegLiquidity" type="INT"/>
|
|
<field number="23076" name="PreTrans" type="INT">
|
|
<value enum="0" description="NA"/>
|
|
<value enum="1" description="FIRM"/>
|
|
<value enum="2" description="COMP"/>
|
|
</field>
|
|
<field number="23078" name="FISN" type="STRING"/>
|
|
<field number="23079" name="PortfolioTrade" type="BOOLEAN"/>
|
|
<field number="23092" name="TransFlagsIni" type="STRING"/>
|
|
<field number="23093" name="TransFlags" type="STRING"/>
|
|
<field number="23094" name="TransDeferralIni" type="INT">
|
|
<value enum="-1" description="UNKNOWN" />
|
|
<value enum="0" description="INVALID"/>
|
|
<value enum="1" description="REAL_TIME"/>
|
|
<value enum="2" description="60_MIN"/>
|
|
<value enum="3" description="120_MIN"/>
|
|
<value enum="4" description="END_OF_DAY"/>
|
|
<value enum="5" description="FOLLOWING_DAY_12_NOON"/>
|
|
<value enum="6" description="T+2"/>
|
|
<value enum="7" description="NEXT_TUESDAY"/>
|
|
<value enum="8" description="FOUR_WEEKS"/>
|
|
<value enum="9" description="NEXT_TUESDAY_+4_WEEKS"/>
|
|
<value enum="10" description="INDEFINITE"/>
|
|
<value enum="11" description="START_OF_DAY"/>
|
|
<value enum="12" description="END_OF_NEXT_DAY"/>
|
|
<value enum="13" description="T+1" />
|
|
<value enum="14" description="T+2WK" />
|
|
<value enum="15" description="T+3MONTHS" />
|
|
<value enum="16" description="END_OF_QUARTER" />
|
|
<value enum="17" description="END_OF_DAY_DERIVATIVES" />
|
|
<value enum="18" description="END_OF_NEXT_DAY_DERIVATIVES" />
|
|
<value enum="19" description="T+7" />
|
|
<value enum="20" description="T+4WK" />
|
|
<value enum="21" description="FIFTEEN_MINUTES" />
|
|
<value enum="99" description="CANCEL"/>
|
|
</field>
|
|
<field number="23095" name="TransDeferral" type="INT">
|
|
<value enum="-1" description="UNKNOWN" />
|
|
<value enum="0" description="INVALID"/>
|
|
<value enum="1" description="REAL_TIME"/>
|
|
<value enum="2" description="60_MIN"/>
|
|
<value enum="3" description="120_MIN"/>
|
|
<value enum="4" description="END_OF_DAY"/>
|
|
<value enum="5" description="FOLLOWING_DAY_12_NOON"/>
|
|
<value enum="6" description="T+2"/>
|
|
<value enum="7" description="NEXT_TUESDAY"/>
|
|
<value enum="8" description="FOUR_WEEKS"/>
|
|
<value enum="9" description="NEXT_TUESDAY_+4_WEEKS"/>
|
|
<value enum="10" description="INDEFINITE"/>
|
|
<value enum="11" description="START_OF_DAY"/>
|
|
<value enum="12" description="END_OF_NEXT_DAY"/>
|
|
<value enum="13" description="T+1" />
|
|
<value enum="14" description="T+2WK" />
|
|
<value enum="15" description="T+3MONTHS" />
|
|
<value enum="16" description="END_OF_QUARTER" />
|
|
<value enum="17" description="END_OF_DAY_DERIVATIVES" />
|
|
<value enum="18" description="END_OF_NEXT_DAY_DERIVATIVES" />
|
|
<value enum="19" description="T+7" />
|
|
<value enum="20" description="T+4WK" />
|
|
<value enum="21" description="FIFTEEN_MINUTES" />
|
|
<value enum="99" description="CANCEL"/>
|
|
</field>
|
|
<field number="23096" name="ComplexTradeID" type="STRING"/>
|
|
<field number="23104" name="PreSSTI" type="QTY"/>
|
|
<field number="23154" name="IsCrossMargin" type="BOOLEAN">
|
|
<value enum="N" description="NO"/>
|
|
<value enum="Y" description="YES"/>
|
|
</field>
|
|
<field number="23500" name="CCPOnExpiry" type="STRING"/>
|
|
<field number="23507" name="AvgWeightedPx" type="PRICE"/>
|
|
<field number="23531" name="FICCCleared" type="BOOLEAN"/>
|
|
<field number="23533" name="MasterForward" type="BOOLEAN"/>
|
|
<field number="23534" name="RepoAction" type="INT">
|
|
<value enum="1" description="Rerate"/>
|
|
<value enum="2" description="Closeout"/>
|
|
<value enum="3" description="Closed-Reprice"/>
|
|
<value enum="4" description="Closed-Partial"/>
|
|
<value enum="5" description="Reprice-Acc"/>
|
|
<value enum="6" description="Partial-Acc"/>
|
|
</field>
|
|
<field number="23535" name="RepoNewRateEffectiveDate" type="LOCALMKTDATE"/>
|
|
<field number="23549" name="CoverDollarPrice" type="PRICE"/>
|
|
<field number="23555" name="FirstCallDate" type="LOCALMKTDATE"/>
|
|
<field number="23556" name="CurrentFace" type="FLOAT"/>
|
|
<field number="23557" name="PoolDescription" type="STRING"/>
|
|
<field number="23559" name="UserType" type="INT">
|
|
<value enum="1" description="Client"/>
|
|
<value enum="2" description="Dealer"/>
|
|
</field>
|
|
<field number="23560" name="RptHedgeID" type="STRING"/>
|
|
<field number="23561" name="IceClearingFlow" type="STRING"/>
|
|
<field number="23564" name="AllocSettleStartCash" type="AMT"/>
|
|
<field number="23579" name="STAQWhiteLabelPool" type="BOOLEAN"/>
|
|
<field number="23580" name="AxeTrade" type="BOOLEAN"/>
|
|
<field number="23591" name="AllocFutureNotional" type="QTY"/>
|
|
<field number="23592" name="EurexPackageID" type="STRING"/>
|
|
<field number="23597" name="PreCusip" type="BOOLEAN"/>
|
|
<field number="23604" name="AllocFragmentQnty" type="QTY"/>
|
|
<field number="23607" name="TrdSrcID" type="STRING"/>
|
|
<field number="23614" name="NegotiatedFxRate" type="FLOAT"/>
|
|
<field number="23616" name="MWSBMTAL" type="BOOLEAN"/>
|
|
<field number="23625" name="AuctionLeaveOrder" type="BOOLEAN"/>
|
|
<field number="23635" name="PortfolioTradeType" type="INT">
|
|
<value enum="2" description="Regular"/>
|
|
<value enum="4" description="Ref+"/>
|
|
</field>
|
|
<field number="23636" name="PortfolioCorpCount" type="INT"/>
|
|
<field number="23656" name="MultiTenorLinkID" type="STRING"/>
|
|
<field number="23657" name="UpfrontFeeDate" type="STRING"/>
|
|
<field number="23661" name="IndiaStandardTime" type="UTCTIMESTAMP"/>
|
|
<field number="23666" name="FairMode" type="STRING"/>
|
|
<field number="23667" name="OriginalTradeID" type="STRING"/>
|
|
<field number="23670" name="CoopStatus" type="STRING"/>
|
|
<field number="23671" name="ImpliedCoverProceeds" type="AMT"/>
|
|
<field number="23678" name="StartTime" type="UTCTIMESTAMP"/>
|
|
<field number="23679" name="EndTime" type="UTCTIMESTAMP"/>
|
|
<field number="23680" name="ClosePoint" type="BOOLEAN"/>
|
|
<field number="23700" name="Titles" type="FLOAT"/>
|
|
</fields>
|
|
</fix>
|