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#"4" minor=>"4"> |
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package PFIX::FIX44; |
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use strict; |
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120
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use warnings; |
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use Data::Dumper; |
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4
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102197
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my $fix44; |
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sub getFix() { |
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0
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return $fix44; |
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} |
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BEGIN { |
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print "BEGIN block of PFIX::FIX44\n"; |
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26728
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$fix44 = { |
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header => [ |
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{ name => "BeginString", required => "Y" }, |
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{ name => "BodyLength", required => "Y" }, |
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{ name => "MsgType", required => "Y" }, |
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{ name => "SenderCompID", required => "Y" }, |
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{ name => "TargetCompID", required => "Y" }, |
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{ name => "OnBehalfOfCompID", required => "N" }, |
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{ name => "DeliverToCompID", required => "N" }, |
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{ name => "SecureDataLen", required => "N" }, |
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{ name => "SecureData", required => "N" }, |
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{ name => "MsgSeqNum", required => "Y" }, |
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{ name => "SenderSubID", required => "N" }, |
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{ name => "SenderLocationID", required => "N" }, |
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{ name => "TargetSubID", required => "N" }, |
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{ name => "TargetLocationID", required => "N" }, |
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{ name => "OnBehalfOfSubID", required => "N" }, |
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{ name => "OnBehalfOfLocationID", required => "N" }, |
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{ name => "DeliverToSubID", required => "N" }, |
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{ name => "DeliverToLocationID", required => "N" }, |
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{ name => "PossDupFlag", required => "N" }, |
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{ name => "PossResend", required => "N" }, |
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{ name => "SendingTime", required => "Y" }, |
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{ name => "OrigSendingTime", required => "N" }, |
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{ name => "XmlDataLen", required => "N" }, |
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{ name => "XmlData", required => "N" }, |
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{ name => "MessageEncoding", required => "N" }, |
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{ name => "LastMsgSeqNumProcessed", required => "N" }, |
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{ |
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name => "NoHops", |
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required => "N", |
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group => [ |
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{ name => "HopCompID", required => "N" }, |
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{ name => "HopSendingTime", required => "N" }, |
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{ name => "HopRefID", required => "N" } |
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] |
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} |
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], |
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trailer => [ |
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{ name => "SignatureLength", required => "N" }, |
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{ name => "Signature", required => "N" }, |
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{ name => "CheckSum", required => "Y" } |
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], |
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messages => [ |
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{ |
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name => "Heartbeat", |
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msgtype => "0", |
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msgcat => "admin", |
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fields => [ { name => "TestReqID", required => "N" } ] |
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}, |
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{ |
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name => "Logon", |
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msgtype => "A", |
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msgcat => "admin", |
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fields => [ |
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{ name => "EncryptMethod", required => "Y" }, |
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{ name => "HeartBtInt", required => "Y" }, |
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{ name => "RawDataLength", required => "N" }, |
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{ name => "RawData", required => "N" }, |
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{ name => "ResetSeqNumFlag", required => "N" }, |
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{ name => "NextExpectedMsgSeqNum", required => "N" }, |
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{ name => "MaxMessageSize", required => "N" }, |
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{ |
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name => "NoMsgTypes", |
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required => "N", |
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group => [ |
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{ name => "RefMsgType", required => "N" }, |
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{ name => "MsgDirection", required => "N" } |
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] |
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}, |
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{ name => "TestMessageIndicator", required => "N" }, |
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{ name => "Username", required => "N" }, |
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{ name => "Password", required => "N" } |
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] |
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}, |
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{ |
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name => "TestRequest", |
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msgtype => "1", |
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msgcat => "admin", |
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fields => [ { name => "TestReqID", required => "Y" }, ] |
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}, |
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{ |
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name => "ResendRequest", |
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msgtype => "2", |
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msgcat => "admin", |
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fields => [ |
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{ name => "BeginSeqNo", required => "Y" }, |
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{ name => "EndSeqNo", required => "Y" }, |
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] |
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}, |
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{ |
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name => "Reject", |
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msgtype => "3", |
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msgcat => "admin", |
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fields => [ |
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{ name => "RefSeqNum", required => "Y" }, |
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{ name => "RefTagID", required => "N" }, |
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{ name => "RefMsgType", required => "N" }, |
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{ name => "SessionRejectReason", required => "N" }, |
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{ name => "Text", required => "N" }, |
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{ name => "EncodedTextLen", required => "N" }, |
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{ name => "EncodedText", required => "N" }, |
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] |
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}, |
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{ |
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name => "SequenceReset", |
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msgtype => "4", |
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msgcat => "admin", |
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fields => [ |
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{ name => "GapFillFlag", required => "N" }, |
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{ name => "NewSeqNo", required => "Y" }, |
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] |
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}, |
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{ |
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name => "Logout", |
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msgtype => "5", |
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msgcat => "admin", |
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fields => [ |
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{ name => "Text", required => "N" }, |
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{ name => "EncodedTextLen", required => "N" }, |
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{ name => "EncodedText", required => "N" }, |
141
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] |
142
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}, |
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{ |
144
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name => "BusinessMessageReject", |
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msgtype => "j", |
146
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msgcat => "app", |
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fields => [ |
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{ name => "RefSeqNum", required => "N" }, |
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{ name => "RefMsgType", required => "Y" }, |
150
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{ name => "BusinessRejectRefID", required => "N" }, |
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{ name => "BusinessRejectReason", required => "Y" }, |
152
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{ name => "Text", required => "N" }, |
153
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{ name => "EncodedTextLen", required => "N" }, |
154
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{ name => "EncodedText", required => "N" }, |
155
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] |
156
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}, |
157
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{ |
158
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name => "UserRequest", |
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msgtype => "BE", |
160
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msgcat => "app", |
161
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fields => [ |
162
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{ name => "UserRequestID", required => "Y" }, |
163
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{ name => "UserRequestType", required => "Y" }, |
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{ name => "Username", required => "Y" }, |
165
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{ name => "Password", required => "N" }, |
166
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{ name => "NewPassword", required => "N" }, |
167
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{ name => "RawDataLength", required => "N" }, |
168
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{ name => "RawData", required => "N" }, |
169
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] |
170
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}, |
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{ |
172
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name => "UserResponse", |
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msgtype => "BF", |
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msgcat => "app", |
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fields => [ |
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{ name => "UserRequestID", required => "Y" }, |
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{ name => "Username", required => "Y" }, |
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{ name => "UserStatus", required => "N" }, |
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{ name => "UserStatusText", required => "N" }, |
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] |
181
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}, |
182
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{ |
183
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name => "Advertisement", |
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msgtype => "7", |
185
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msgcat => "app", |
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fields => [ |
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{ name => "AdvId", required => "Y" }, |
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{ name => "AdvTransType", required => "Y" }, |
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{ name => "AdvRefID", required => "N" }, |
190
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{ |
191
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name => "Instrument", |
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required => "Y", |
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component => "Y" |
194
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}, |
195
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{ |
196
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name => "NoLegs", |
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required => "N", |
198
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group => [ |
199
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{ |
200
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name => "InstrumentLeg", |
201
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required => "N", |
202
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component => "Y" |
203
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}, |
204
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] |
205
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}, |
206
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{ |
207
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name => "NoUnderlyings", |
208
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required => "N", |
209
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group => [ |
210
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{ |
211
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name => "UnderlyingInstrument", |
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required => "Y", |
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component => "Y" |
214
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}, |
215
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] |
216
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}, |
217
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{ name => "AdvSide", required => "Y" }, |
218
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{ name => "Quantity", required => "Y" }, |
219
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{ name => "QtyType", required => "N" }, |
220
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{ name => "Price", required => "N" }, |
221
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{ name => "Currency", required => "N" }, |
222
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{ name => "TradeDate", required => "N" }, |
223
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{ name => "TransactTime", required => "N" }, |
224
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{ name => "Text", required => "N" }, |
225
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{ name => "EncodedTextLen", required => "N" }, |
226
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{ name => "EncodedText", required => "N" }, |
227
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{ name => "URLLink", required => "N" }, |
228
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|
{ name => "LastMkt", required => "N" }, |
229
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
230
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
231
|
|
|
|
|
|
|
] |
232
|
|
|
|
|
|
|
}, |
233
|
|
|
|
|
|
|
{ |
234
|
|
|
|
|
|
|
name => "IndicationOfInterest", |
235
|
|
|
|
|
|
|
msgtype => "6", |
236
|
|
|
|
|
|
|
msgcat => "app", |
237
|
|
|
|
|
|
|
fields => [ |
238
|
|
|
|
|
|
|
{ name => "IOIid", required => "Y" }, |
239
|
|
|
|
|
|
|
{ name => "IOITransType", required => "Y" }, |
240
|
|
|
|
|
|
|
{ name => "IOIRefID", required => "N" }, |
241
|
|
|
|
|
|
|
{ |
242
|
|
|
|
|
|
|
name => "Instrument", |
243
|
|
|
|
|
|
|
required => "Y", |
244
|
|
|
|
|
|
|
component => "Y" |
245
|
|
|
|
|
|
|
}, |
246
|
|
|
|
|
|
|
{ |
247
|
|
|
|
|
|
|
name => "FinancingDetails", |
248
|
|
|
|
|
|
|
required => "N", |
249
|
|
|
|
|
|
|
component => "Y" |
250
|
|
|
|
|
|
|
}, |
251
|
|
|
|
|
|
|
{ |
252
|
|
|
|
|
|
|
name => "NoUnderlyings", |
253
|
|
|
|
|
|
|
required => "N", |
254
|
|
|
|
|
|
|
group => [ |
255
|
|
|
|
|
|
|
{ |
256
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
257
|
|
|
|
|
|
|
required => "N", |
258
|
|
|
|
|
|
|
component => "Y" |
259
|
|
|
|
|
|
|
}, |
260
|
|
|
|
|
|
|
] |
261
|
|
|
|
|
|
|
}, |
262
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
263
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
264
|
|
|
|
|
|
|
{ |
265
|
|
|
|
|
|
|
name => "OrderQtyData", |
266
|
|
|
|
|
|
|
required => "N", |
267
|
|
|
|
|
|
|
component => "Y" |
268
|
|
|
|
|
|
|
}, |
269
|
|
|
|
|
|
|
{ name => "IOIQty", required => "Y" }, |
270
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
271
|
|
|
|
|
|
|
{ |
272
|
|
|
|
|
|
|
name => "Stipulations", |
273
|
|
|
|
|
|
|
required => "N", |
274
|
|
|
|
|
|
|
component => "Y" |
275
|
|
|
|
|
|
|
}, |
276
|
|
|
|
|
|
|
{ |
277
|
|
|
|
|
|
|
name => "NoLegs", |
278
|
|
|
|
|
|
|
required => "N", |
279
|
|
|
|
|
|
|
group => [ |
280
|
|
|
|
|
|
|
{ |
281
|
|
|
|
|
|
|
name => "InstrumentLeg", |
282
|
|
|
|
|
|
|
required => "N", |
283
|
|
|
|
|
|
|
component => "Y" |
284
|
|
|
|
|
|
|
}, |
285
|
|
|
|
|
|
|
{ name => "LegIOIQty", required => "N" }, |
286
|
|
|
|
|
|
|
{ |
287
|
|
|
|
|
|
|
name => "LegStipulations", |
288
|
|
|
|
|
|
|
required => "N", |
289
|
|
|
|
|
|
|
component => "Y" |
290
|
|
|
|
|
|
|
}, |
291
|
|
|
|
|
|
|
] |
292
|
|
|
|
|
|
|
}, |
293
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
294
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
295
|
|
|
|
|
|
|
{ name => "ValidUntilTime", required => "N" }, |
296
|
|
|
|
|
|
|
{ name => "IOIQltyInd", required => "N" }, |
297
|
|
|
|
|
|
|
{ name => "IOINaturalFlag", required => "N" }, |
298
|
|
|
|
|
|
|
{ |
299
|
|
|
|
|
|
|
name => "NoIOIQualifiers", |
300
|
|
|
|
|
|
|
required => "N", |
301
|
|
|
|
|
|
|
group => |
302
|
|
|
|
|
|
|
[ { name => "IOIQualifier", required => "N" }, ] |
303
|
|
|
|
|
|
|
}, |
304
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
305
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
306
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
307
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
308
|
|
|
|
|
|
|
{ name => "URLLink", required => "N" }, |
309
|
|
|
|
|
|
|
{ |
310
|
|
|
|
|
|
|
name => "NoRoutingIDs", |
311
|
|
|
|
|
|
|
required => "N", |
312
|
|
|
|
|
|
|
group => [ |
313
|
|
|
|
|
|
|
{ name => "RoutingType", required => "N" }, |
314
|
|
|
|
|
|
|
{ name => "RoutingID", required => "N" }, |
315
|
|
|
|
|
|
|
] |
316
|
|
|
|
|
|
|
}, |
317
|
|
|
|
|
|
|
{ |
318
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
319
|
|
|
|
|
|
|
required => "N", |
320
|
|
|
|
|
|
|
component => "Y" |
321
|
|
|
|
|
|
|
}, |
322
|
|
|
|
|
|
|
{ |
323
|
|
|
|
|
|
|
name => "YieldData", |
324
|
|
|
|
|
|
|
required => "N", |
325
|
|
|
|
|
|
|
component => "Y" |
326
|
|
|
|
|
|
|
}, |
327
|
|
|
|
|
|
|
] |
328
|
|
|
|
|
|
|
}, |
329
|
|
|
|
|
|
|
{ |
330
|
|
|
|
|
|
|
name => "News", |
331
|
|
|
|
|
|
|
msgtype => "B", |
332
|
|
|
|
|
|
|
msgcat => "app", |
333
|
|
|
|
|
|
|
fields => [ |
334
|
|
|
|
|
|
|
{ name => "OrigTime", required => "N" }, |
335
|
|
|
|
|
|
|
{ name => "Urgency", required => "N" }, |
336
|
|
|
|
|
|
|
{ name => "Headline", required => "Y" }, |
337
|
|
|
|
|
|
|
{ name => "EncodedHeadlineLen", required => "N" }, |
338
|
|
|
|
|
|
|
{ name => "EncodedHeadline", required => "N" }, |
339
|
|
|
|
|
|
|
{ |
340
|
|
|
|
|
|
|
name => "NoRoutingIDs", |
341
|
|
|
|
|
|
|
required => "N", |
342
|
|
|
|
|
|
|
group => [ |
343
|
|
|
|
|
|
|
{ name => "RoutingType", required => "N" }, |
344
|
|
|
|
|
|
|
{ name => "RoutingID", required => "N" }, |
345
|
|
|
|
|
|
|
] |
346
|
|
|
|
|
|
|
}, |
347
|
|
|
|
|
|
|
{ |
348
|
|
|
|
|
|
|
name => "NoRelatedSym", |
349
|
|
|
|
|
|
|
required => "N", |
350
|
|
|
|
|
|
|
group => [ |
351
|
|
|
|
|
|
|
{ |
352
|
|
|
|
|
|
|
name => "Instrument", |
353
|
|
|
|
|
|
|
required => "N", |
354
|
|
|
|
|
|
|
component => "Y" |
355
|
|
|
|
|
|
|
}, |
356
|
|
|
|
|
|
|
] |
357
|
|
|
|
|
|
|
}, |
358
|
|
|
|
|
|
|
{ |
359
|
|
|
|
|
|
|
name => "NoLegs", |
360
|
|
|
|
|
|
|
required => "N", |
361
|
|
|
|
|
|
|
group => [ |
362
|
|
|
|
|
|
|
{ |
363
|
|
|
|
|
|
|
name => "InstrumentLeg", |
364
|
|
|
|
|
|
|
required => "N", |
365
|
|
|
|
|
|
|
component => "Y" |
366
|
|
|
|
|
|
|
}, |
367
|
|
|
|
|
|
|
] |
368
|
|
|
|
|
|
|
}, |
369
|
|
|
|
|
|
|
{ |
370
|
|
|
|
|
|
|
name => "NoUnderlyings", |
371
|
|
|
|
|
|
|
required => "N", |
372
|
|
|
|
|
|
|
group => [ |
373
|
|
|
|
|
|
|
{ |
374
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
375
|
|
|
|
|
|
|
required => "N", |
376
|
|
|
|
|
|
|
component => "Y" |
377
|
|
|
|
|
|
|
}, |
378
|
|
|
|
|
|
|
] |
379
|
|
|
|
|
|
|
}, |
380
|
|
|
|
|
|
|
{ |
381
|
|
|
|
|
|
|
name => "LinesOfText", |
382
|
|
|
|
|
|
|
required => "Y", |
383
|
|
|
|
|
|
|
group => [ |
384
|
|
|
|
|
|
|
{ name => "Text", required => "Y" }, |
385
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
386
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
387
|
|
|
|
|
|
|
] |
388
|
|
|
|
|
|
|
}, |
389
|
|
|
|
|
|
|
{ name => "URLLink", required => "N" }, |
390
|
|
|
|
|
|
|
{ name => "RawDataLength", required => "N" }, |
391
|
|
|
|
|
|
|
{ name => "RawData", required => "N" }, |
392
|
|
|
|
|
|
|
] |
393
|
|
|
|
|
|
|
}, |
394
|
|
|
|
|
|
|
{ |
395
|
|
|
|
|
|
|
name => "Email", |
396
|
|
|
|
|
|
|
msgtype => "C", |
397
|
|
|
|
|
|
|
msgcat => "app", |
398
|
|
|
|
|
|
|
fields => [ |
399
|
|
|
|
|
|
|
{ name => "EmailThreadID", required => "Y" }, |
400
|
|
|
|
|
|
|
{ name => "EmailType", required => "Y" }, |
401
|
|
|
|
|
|
|
{ name => "OrigTime", required => "N" }, |
402
|
|
|
|
|
|
|
{ name => "Subject", required => "Y" }, |
403
|
|
|
|
|
|
|
{ name => "EncodedSubjectLen", required => "N" }, |
404
|
|
|
|
|
|
|
{ name => "EncodedSubject", required => "N" }, |
405
|
|
|
|
|
|
|
{ |
406
|
|
|
|
|
|
|
name => "NoRoutingIDs", |
407
|
|
|
|
|
|
|
required => "N", |
408
|
|
|
|
|
|
|
group => [ |
409
|
|
|
|
|
|
|
{ name => "RoutingType", required => "N" }, |
410
|
|
|
|
|
|
|
{ name => "RoutingID", required => "N" }, |
411
|
|
|
|
|
|
|
] |
412
|
|
|
|
|
|
|
}, |
413
|
|
|
|
|
|
|
{ |
414
|
|
|
|
|
|
|
name => "NoRelatedSym", |
415
|
|
|
|
|
|
|
required => "N", |
416
|
|
|
|
|
|
|
group => [ |
417
|
|
|
|
|
|
|
{ |
418
|
|
|
|
|
|
|
name => "Instrument", |
419
|
|
|
|
|
|
|
required => "N", |
420
|
|
|
|
|
|
|
component => "Y" |
421
|
|
|
|
|
|
|
}, |
422
|
|
|
|
|
|
|
] |
423
|
|
|
|
|
|
|
}, |
424
|
|
|
|
|
|
|
{ |
425
|
|
|
|
|
|
|
name => "NoUnderlyings", |
426
|
|
|
|
|
|
|
required => "N", |
427
|
|
|
|
|
|
|
group => [ |
428
|
|
|
|
|
|
|
{ |
429
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
430
|
|
|
|
|
|
|
required => "N", |
431
|
|
|
|
|
|
|
component => "Y" |
432
|
|
|
|
|
|
|
}, |
433
|
|
|
|
|
|
|
] |
434
|
|
|
|
|
|
|
}, |
435
|
|
|
|
|
|
|
{ |
436
|
|
|
|
|
|
|
name => "NoLegs", |
437
|
|
|
|
|
|
|
required => "N", |
438
|
|
|
|
|
|
|
group => [ |
439
|
|
|
|
|
|
|
{ |
440
|
|
|
|
|
|
|
name => "InstrumentLeg", |
441
|
|
|
|
|
|
|
required => "N", |
442
|
|
|
|
|
|
|
component => "Y" |
443
|
|
|
|
|
|
|
}, |
444
|
|
|
|
|
|
|
] |
445
|
|
|
|
|
|
|
}, |
446
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
447
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
448
|
|
|
|
|
|
|
{ |
449
|
|
|
|
|
|
|
name => "LinesOfText", |
450
|
|
|
|
|
|
|
required => "Y", |
451
|
|
|
|
|
|
|
group => [ |
452
|
|
|
|
|
|
|
{ name => "Text", required => "Y" }, |
453
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
454
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
455
|
|
|
|
|
|
|
] |
456
|
|
|
|
|
|
|
}, |
457
|
|
|
|
|
|
|
{ name => "RawDataLength", required => "N" }, |
458
|
|
|
|
|
|
|
{ name => "RawData", required => "N" }, |
459
|
|
|
|
|
|
|
] |
460
|
|
|
|
|
|
|
}, |
461
|
|
|
|
|
|
|
{ |
462
|
|
|
|
|
|
|
name => "QuoteRequest", |
463
|
|
|
|
|
|
|
msgtype => "R", |
464
|
|
|
|
|
|
|
msgcat => "app", |
465
|
|
|
|
|
|
|
fields => [ |
466
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "Y" }, |
467
|
|
|
|
|
|
|
{ name => "RFQReqID", required => "N" }, |
468
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
469
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
470
|
|
|
|
|
|
|
{ |
471
|
|
|
|
|
|
|
name => "NoRelatedSym", |
472
|
|
|
|
|
|
|
required => "Y", |
473
|
|
|
|
|
|
|
group => [ |
474
|
|
|
|
|
|
|
{ |
475
|
|
|
|
|
|
|
name => "Instrument", |
476
|
|
|
|
|
|
|
required => "Y", |
477
|
|
|
|
|
|
|
component => "Y" |
478
|
|
|
|
|
|
|
}, |
479
|
|
|
|
|
|
|
{ |
480
|
|
|
|
|
|
|
name => "FinancingDetails", |
481
|
|
|
|
|
|
|
required => "N", |
482
|
|
|
|
|
|
|
component => "Y" |
483
|
|
|
|
|
|
|
}, |
484
|
|
|
|
|
|
|
{ |
485
|
|
|
|
|
|
|
name => "NoUnderlyings", |
486
|
|
|
|
|
|
|
required => "N", |
487
|
|
|
|
|
|
|
group => [ |
488
|
|
|
|
|
|
|
{ |
489
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
490
|
|
|
|
|
|
|
required => "N", |
491
|
|
|
|
|
|
|
component => "Y" |
492
|
|
|
|
|
|
|
}, |
493
|
|
|
|
|
|
|
] |
494
|
|
|
|
|
|
|
}, |
495
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
496
|
|
|
|
|
|
|
{ name => "QuoteRequestType", required => "N" }, |
497
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
498
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
499
|
|
|
|
|
|
|
{ |
500
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
501
|
|
|
|
|
|
|
required => "N" |
502
|
|
|
|
|
|
|
}, |
503
|
|
|
|
|
|
|
{ |
504
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
505
|
|
|
|
|
|
|
required => "N" |
506
|
|
|
|
|
|
|
}, |
507
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
508
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
509
|
|
|
|
|
|
|
{ |
510
|
|
|
|
|
|
|
name => "OrderQtyData", |
511
|
|
|
|
|
|
|
required => "N", |
512
|
|
|
|
|
|
|
component => "Y" |
513
|
|
|
|
|
|
|
}, |
514
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
515
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
516
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
517
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
518
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
519
|
|
|
|
|
|
|
{ |
520
|
|
|
|
|
|
|
name => "Stipulations", |
521
|
|
|
|
|
|
|
required => "N", |
522
|
|
|
|
|
|
|
component => "Y" |
523
|
|
|
|
|
|
|
}, |
524
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
525
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
526
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
527
|
|
|
|
|
|
|
{ |
528
|
|
|
|
|
|
|
name => "NoLegs", |
529
|
|
|
|
|
|
|
required => "N", |
530
|
|
|
|
|
|
|
group => [ |
531
|
|
|
|
|
|
|
{ |
532
|
|
|
|
|
|
|
name => "InstrumentLeg", |
533
|
|
|
|
|
|
|
required => "N", |
534
|
|
|
|
|
|
|
component => "Y" |
535
|
|
|
|
|
|
|
}, |
536
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
537
|
|
|
|
|
|
|
{ |
538
|
|
|
|
|
|
|
name => "LegSwapType", |
539
|
|
|
|
|
|
|
required => "N" |
540
|
|
|
|
|
|
|
}, |
541
|
|
|
|
|
|
|
{ |
542
|
|
|
|
|
|
|
name => "LegSettlType", |
543
|
|
|
|
|
|
|
required => "N" |
544
|
|
|
|
|
|
|
}, |
545
|
|
|
|
|
|
|
{ |
546
|
|
|
|
|
|
|
name => "LegSettlDate", |
547
|
|
|
|
|
|
|
required => "N" |
548
|
|
|
|
|
|
|
}, |
549
|
|
|
|
|
|
|
{ |
550
|
|
|
|
|
|
|
name => "LegStipulations", |
551
|
|
|
|
|
|
|
required => "N", |
552
|
|
|
|
|
|
|
component => "Y" |
553
|
|
|
|
|
|
|
}, |
554
|
|
|
|
|
|
|
{ |
555
|
|
|
|
|
|
|
name => "NestedParties", |
556
|
|
|
|
|
|
|
required => "N", |
557
|
|
|
|
|
|
|
component => "Y" |
558
|
|
|
|
|
|
|
}, |
559
|
|
|
|
|
|
|
{ |
560
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
561
|
|
|
|
|
|
|
required => "N", |
562
|
|
|
|
|
|
|
component => "Y" |
563
|
|
|
|
|
|
|
}, |
564
|
|
|
|
|
|
|
] |
565
|
|
|
|
|
|
|
}, |
566
|
|
|
|
|
|
|
{ |
567
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
568
|
|
|
|
|
|
|
required => "N", |
569
|
|
|
|
|
|
|
group => [ |
570
|
|
|
|
|
|
|
{ |
571
|
|
|
|
|
|
|
name => "QuoteQualifier", |
572
|
|
|
|
|
|
|
required => "N" |
573
|
|
|
|
|
|
|
}, |
574
|
|
|
|
|
|
|
] |
575
|
|
|
|
|
|
|
}, |
576
|
|
|
|
|
|
|
{ name => "QuotePriceType", required => "N" }, |
577
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
578
|
|
|
|
|
|
|
{ name => "ValidUntilTime", required => "N" }, |
579
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
580
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
581
|
|
|
|
|
|
|
{ |
582
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
583
|
|
|
|
|
|
|
required => "N", |
584
|
|
|
|
|
|
|
component => "Y" |
585
|
|
|
|
|
|
|
}, |
586
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
587
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
588
|
|
|
|
|
|
|
{ name => "Price2", required => "N" }, |
589
|
|
|
|
|
|
|
{ |
590
|
|
|
|
|
|
|
name => "YieldData", |
591
|
|
|
|
|
|
|
required => "N", |
592
|
|
|
|
|
|
|
component => "Y" |
593
|
|
|
|
|
|
|
}, |
594
|
|
|
|
|
|
|
{ |
595
|
|
|
|
|
|
|
name => "Parties", |
596
|
|
|
|
|
|
|
required => "N", |
597
|
|
|
|
|
|
|
component => "Y" |
598
|
|
|
|
|
|
|
}, |
599
|
|
|
|
|
|
|
] |
600
|
|
|
|
|
|
|
}, |
601
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
602
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
603
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
604
|
|
|
|
|
|
|
] |
605
|
|
|
|
|
|
|
}, |
606
|
|
|
|
|
|
|
{ |
607
|
|
|
|
|
|
|
name => "QuoteResponse", |
608
|
|
|
|
|
|
|
msgtype => "AJ", |
609
|
|
|
|
|
|
|
msgcat => "app", |
610
|
|
|
|
|
|
|
fields => [ |
611
|
|
|
|
|
|
|
{ name => "QuoteRespID", required => "Y" }, |
612
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
613
|
|
|
|
|
|
|
{ name => "QuoteRespType", required => "Y" }, |
614
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
615
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
616
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
617
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
618
|
|
|
|
|
|
|
{ |
619
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
620
|
|
|
|
|
|
|
required => "N", |
621
|
|
|
|
|
|
|
group => |
622
|
|
|
|
|
|
|
[ { name => "QuoteQualifier", required => "N" }, ] |
623
|
|
|
|
|
|
|
}, |
624
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
625
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
626
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
627
|
|
|
|
|
|
|
{ |
628
|
|
|
|
|
|
|
name => "Instrument", |
629
|
|
|
|
|
|
|
required => "Y", |
630
|
|
|
|
|
|
|
component => "Y" |
631
|
|
|
|
|
|
|
}, |
632
|
|
|
|
|
|
|
{ |
633
|
|
|
|
|
|
|
name => "FinancingDetails", |
634
|
|
|
|
|
|
|
required => "N", |
635
|
|
|
|
|
|
|
component => "Y" |
636
|
|
|
|
|
|
|
}, |
637
|
|
|
|
|
|
|
{ |
638
|
|
|
|
|
|
|
name => "NoUnderlyings", |
639
|
|
|
|
|
|
|
required => "N", |
640
|
|
|
|
|
|
|
group => [ |
641
|
|
|
|
|
|
|
{ |
642
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
643
|
|
|
|
|
|
|
required => "N", |
644
|
|
|
|
|
|
|
component => "Y" |
645
|
|
|
|
|
|
|
}, |
646
|
|
|
|
|
|
|
] |
647
|
|
|
|
|
|
|
}, |
648
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
649
|
|
|
|
|
|
|
{ |
650
|
|
|
|
|
|
|
name => "OrderQtyData", |
651
|
|
|
|
|
|
|
required => "N", |
652
|
|
|
|
|
|
|
component => "Y" |
653
|
|
|
|
|
|
|
}, |
654
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
655
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
656
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
657
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
658
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
659
|
|
|
|
|
|
|
{ |
660
|
|
|
|
|
|
|
name => "Stipulations", |
661
|
|
|
|
|
|
|
required => "N", |
662
|
|
|
|
|
|
|
component => "Y" |
663
|
|
|
|
|
|
|
}, |
664
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
665
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
666
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
667
|
|
|
|
|
|
|
{ |
668
|
|
|
|
|
|
|
name => "NoLegs", |
669
|
|
|
|
|
|
|
required => "N", |
670
|
|
|
|
|
|
|
group => [ |
671
|
|
|
|
|
|
|
{ |
672
|
|
|
|
|
|
|
name => "InstrumentLeg", |
673
|
|
|
|
|
|
|
required => "N", |
674
|
|
|
|
|
|
|
component => "Y" |
675
|
|
|
|
|
|
|
}, |
676
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
677
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
678
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
679
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
680
|
|
|
|
|
|
|
{ |
681
|
|
|
|
|
|
|
name => "LegStipulations", |
682
|
|
|
|
|
|
|
required => "N", |
683
|
|
|
|
|
|
|
component => "Y" |
684
|
|
|
|
|
|
|
}, |
685
|
|
|
|
|
|
|
{ |
686
|
|
|
|
|
|
|
name => "NestedParties", |
687
|
|
|
|
|
|
|
required => "N", |
688
|
|
|
|
|
|
|
component => "Y" |
689
|
|
|
|
|
|
|
}, |
690
|
|
|
|
|
|
|
{ name => "LegPriceType", required => "N" }, |
691
|
|
|
|
|
|
|
{ name => "LegBidPx", required => "N" }, |
692
|
|
|
|
|
|
|
{ name => "LegOfferPx", required => "N" }, |
693
|
|
|
|
|
|
|
{ |
694
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
695
|
|
|
|
|
|
|
required => "N", |
696
|
|
|
|
|
|
|
component => "Y" |
697
|
|
|
|
|
|
|
}, |
698
|
|
|
|
|
|
|
] |
699
|
|
|
|
|
|
|
}, |
700
|
|
|
|
|
|
|
{ name => "BidPx", required => "N" }, |
701
|
|
|
|
|
|
|
{ name => "OfferPx", required => "N" }, |
702
|
|
|
|
|
|
|
{ name => "MktBidPx", required => "N" }, |
703
|
|
|
|
|
|
|
{ name => "MktOfferPx", required => "N" }, |
704
|
|
|
|
|
|
|
{ name => "MinBidSize", required => "N" }, |
705
|
|
|
|
|
|
|
{ name => "BidSize", required => "N" }, |
706
|
|
|
|
|
|
|
{ name => "MinOfferSize", required => "N" }, |
707
|
|
|
|
|
|
|
{ name => "OfferSize", required => "N" }, |
708
|
|
|
|
|
|
|
{ name => "ValidUntilTime", required => "N" }, |
709
|
|
|
|
|
|
|
{ name => "BidSpotRate", required => "N" }, |
710
|
|
|
|
|
|
|
{ name => "OfferSpotRate", required => "N" }, |
711
|
|
|
|
|
|
|
{ name => "BidForwardPoints", required => "N" }, |
712
|
|
|
|
|
|
|
{ name => "OfferForwardPoints", required => "N" }, |
713
|
|
|
|
|
|
|
{ name => "MidPx", required => "N" }, |
714
|
|
|
|
|
|
|
{ name => "BidYield", required => "N" }, |
715
|
|
|
|
|
|
|
{ name => "MidYield", required => "N" }, |
716
|
|
|
|
|
|
|
{ name => "OfferYield", required => "N" }, |
717
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
718
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
719
|
|
|
|
|
|
|
{ name => "BidForwardPoints2", required => "N" }, |
720
|
|
|
|
|
|
|
{ name => "OfferForwardPoints2", required => "N" }, |
721
|
|
|
|
|
|
|
{ name => "SettlCurrBidFxRate", required => "N" }, |
722
|
|
|
|
|
|
|
{ name => "SettlCurrOfferFxRate", required => "N" }, |
723
|
|
|
|
|
|
|
{ name => "SettlCurrFxRateCalc", required => "N" }, |
724
|
|
|
|
|
|
|
{ name => "Commission", required => "N" }, |
725
|
|
|
|
|
|
|
{ name => "CommType", required => "N" }, |
726
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
727
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
728
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
729
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
730
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
731
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
732
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
733
|
|
|
|
|
|
|
{ |
734
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
735
|
|
|
|
|
|
|
required => "N", |
736
|
|
|
|
|
|
|
component => "Y" |
737
|
|
|
|
|
|
|
}, |
738
|
|
|
|
|
|
|
{ |
739
|
|
|
|
|
|
|
name => "YieldData", |
740
|
|
|
|
|
|
|
required => "N", |
741
|
|
|
|
|
|
|
component => "Y" |
742
|
|
|
|
|
|
|
}, |
743
|
|
|
|
|
|
|
] |
744
|
|
|
|
|
|
|
}, |
745
|
|
|
|
|
|
|
{ |
746
|
|
|
|
|
|
|
name => "QuoteRequestReject", |
747
|
|
|
|
|
|
|
msgtype => "AG", |
748
|
|
|
|
|
|
|
msgcat => "app", |
749
|
|
|
|
|
|
|
fields => [ |
750
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "Y" }, |
751
|
|
|
|
|
|
|
{ name => "RFQReqID", required => "N" }, |
752
|
|
|
|
|
|
|
{ name => "QuoteRequestRejectReason", required => "Y" }, |
753
|
|
|
|
|
|
|
{ |
754
|
|
|
|
|
|
|
name => "NoRelatedSym", |
755
|
|
|
|
|
|
|
required => "Y", |
756
|
|
|
|
|
|
|
group => [ |
757
|
|
|
|
|
|
|
{ |
758
|
|
|
|
|
|
|
name => "Instrument", |
759
|
|
|
|
|
|
|
required => "Y", |
760
|
|
|
|
|
|
|
component => "Y" |
761
|
|
|
|
|
|
|
}, |
762
|
|
|
|
|
|
|
{ |
763
|
|
|
|
|
|
|
name => "FinancingDetails", |
764
|
|
|
|
|
|
|
required => "N", |
765
|
|
|
|
|
|
|
component => "Y" |
766
|
|
|
|
|
|
|
}, |
767
|
|
|
|
|
|
|
{ |
768
|
|
|
|
|
|
|
name => "NoUnderlyings", |
769
|
|
|
|
|
|
|
required => "N", |
770
|
|
|
|
|
|
|
group => [ |
771
|
|
|
|
|
|
|
{ |
772
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
773
|
|
|
|
|
|
|
required => "N", |
774
|
|
|
|
|
|
|
component => "Y" |
775
|
|
|
|
|
|
|
}, |
776
|
|
|
|
|
|
|
] |
777
|
|
|
|
|
|
|
}, |
778
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
779
|
|
|
|
|
|
|
{ name => "QuoteRequestType", required => "N" }, |
780
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
781
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
782
|
|
|
|
|
|
|
{ |
783
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
784
|
|
|
|
|
|
|
required => "N" |
785
|
|
|
|
|
|
|
}, |
786
|
|
|
|
|
|
|
{ |
787
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
788
|
|
|
|
|
|
|
required => "N" |
789
|
|
|
|
|
|
|
}, |
790
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
791
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
792
|
|
|
|
|
|
|
{ |
793
|
|
|
|
|
|
|
name => "OrderQtyData", |
794
|
|
|
|
|
|
|
required => "N", |
795
|
|
|
|
|
|
|
component => "Y" |
796
|
|
|
|
|
|
|
}, |
797
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
798
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
799
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
800
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
801
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
802
|
|
|
|
|
|
|
{ |
803
|
|
|
|
|
|
|
name => "Stipulations", |
804
|
|
|
|
|
|
|
required => "N", |
805
|
|
|
|
|
|
|
component => "Y" |
806
|
|
|
|
|
|
|
}, |
807
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
808
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
809
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
810
|
|
|
|
|
|
|
{ |
811
|
|
|
|
|
|
|
name => "NoLegs", |
812
|
|
|
|
|
|
|
required => "N", |
813
|
|
|
|
|
|
|
group => [ |
814
|
|
|
|
|
|
|
{ |
815
|
|
|
|
|
|
|
name => "InstrumentLeg", |
816
|
|
|
|
|
|
|
required => "N", |
817
|
|
|
|
|
|
|
component => "Y" |
818
|
|
|
|
|
|
|
}, |
819
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
820
|
|
|
|
|
|
|
{ |
821
|
|
|
|
|
|
|
name => "LegSwapType", |
822
|
|
|
|
|
|
|
required => "N" |
823
|
|
|
|
|
|
|
}, |
824
|
|
|
|
|
|
|
{ |
825
|
|
|
|
|
|
|
name => "LegSettlType", |
826
|
|
|
|
|
|
|
required => "N" |
827
|
|
|
|
|
|
|
}, |
828
|
|
|
|
|
|
|
{ |
829
|
|
|
|
|
|
|
name => "LegSettlDate", |
830
|
|
|
|
|
|
|
required => "N" |
831
|
|
|
|
|
|
|
}, |
832
|
|
|
|
|
|
|
{ |
833
|
|
|
|
|
|
|
name => "LegStipulations", |
834
|
|
|
|
|
|
|
required => "N", |
835
|
|
|
|
|
|
|
component => "Y" |
836
|
|
|
|
|
|
|
}, |
837
|
|
|
|
|
|
|
{ |
838
|
|
|
|
|
|
|
name => "NestedParties", |
839
|
|
|
|
|
|
|
required => "N", |
840
|
|
|
|
|
|
|
component => "Y" |
841
|
|
|
|
|
|
|
}, |
842
|
|
|
|
|
|
|
{ |
843
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
844
|
|
|
|
|
|
|
required => "N", |
845
|
|
|
|
|
|
|
component => "Y" |
846
|
|
|
|
|
|
|
}, |
847
|
|
|
|
|
|
|
] |
848
|
|
|
|
|
|
|
}, |
849
|
|
|
|
|
|
|
] |
850
|
|
|
|
|
|
|
}, |
851
|
|
|
|
|
|
|
{ |
852
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
853
|
|
|
|
|
|
|
required => "N", |
854
|
|
|
|
|
|
|
group => |
855
|
|
|
|
|
|
|
[ { name => "QuoteQualifier", required => "N" }, ] |
856
|
|
|
|
|
|
|
}, |
857
|
|
|
|
|
|
|
{ name => "QuotePriceType", required => "N" }, |
858
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
859
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
860
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
861
|
|
|
|
|
|
|
{ |
862
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
863
|
|
|
|
|
|
|
required => "N", |
864
|
|
|
|
|
|
|
component => "Y" |
865
|
|
|
|
|
|
|
}, |
866
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
867
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
868
|
|
|
|
|
|
|
{ name => "Price2", required => "N" }, |
869
|
|
|
|
|
|
|
{ |
870
|
|
|
|
|
|
|
name => "YieldData", |
871
|
|
|
|
|
|
|
required => "N", |
872
|
|
|
|
|
|
|
component => "Y" |
873
|
|
|
|
|
|
|
}, |
874
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
875
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
876
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
877
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
878
|
|
|
|
|
|
|
] |
879
|
|
|
|
|
|
|
}, |
880
|
|
|
|
|
|
|
{ |
881
|
|
|
|
|
|
|
name => "RFQRequest", |
882
|
|
|
|
|
|
|
msgtype => "AH", |
883
|
|
|
|
|
|
|
msgcat => "app", |
884
|
|
|
|
|
|
|
fields => [ |
885
|
|
|
|
|
|
|
{ name => "RFQReqID", required => "Y" }, |
886
|
|
|
|
|
|
|
{ |
887
|
|
|
|
|
|
|
name => "NoRelatedSym", |
888
|
|
|
|
|
|
|
required => "Y", |
889
|
|
|
|
|
|
|
group => [ |
890
|
|
|
|
|
|
|
{ |
891
|
|
|
|
|
|
|
name => "Instrument", |
892
|
|
|
|
|
|
|
required => "Y", |
893
|
|
|
|
|
|
|
component => "Y" |
894
|
|
|
|
|
|
|
}, |
895
|
|
|
|
|
|
|
{ |
896
|
|
|
|
|
|
|
name => "NoUnderlyings", |
897
|
|
|
|
|
|
|
required => "N", |
898
|
|
|
|
|
|
|
group => [ |
899
|
|
|
|
|
|
|
{ |
900
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
901
|
|
|
|
|
|
|
required => "N", |
902
|
|
|
|
|
|
|
component => "Y" |
903
|
|
|
|
|
|
|
}, |
904
|
|
|
|
|
|
|
] |
905
|
|
|
|
|
|
|
}, |
906
|
|
|
|
|
|
|
{ |
907
|
|
|
|
|
|
|
name => "NoLegs", |
908
|
|
|
|
|
|
|
required => "N", |
909
|
|
|
|
|
|
|
group => [ |
910
|
|
|
|
|
|
|
{ |
911
|
|
|
|
|
|
|
name => "InstrumentLeg", |
912
|
|
|
|
|
|
|
required => "N", |
913
|
|
|
|
|
|
|
component => "Y" |
914
|
|
|
|
|
|
|
}, |
915
|
|
|
|
|
|
|
] |
916
|
|
|
|
|
|
|
}, |
917
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
918
|
|
|
|
|
|
|
{ name => "QuoteRequestType", required => "N" }, |
919
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
920
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
921
|
|
|
|
|
|
|
{ |
922
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
923
|
|
|
|
|
|
|
required => "N" |
924
|
|
|
|
|
|
|
}, |
925
|
|
|
|
|
|
|
] |
926
|
|
|
|
|
|
|
}, |
927
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
928
|
|
|
|
|
|
|
] |
929
|
|
|
|
|
|
|
}, |
930
|
|
|
|
|
|
|
{ |
931
|
|
|
|
|
|
|
name => "Quote", |
932
|
|
|
|
|
|
|
msgtype => "S", |
933
|
|
|
|
|
|
|
msgcat => "app", |
934
|
|
|
|
|
|
|
fields => [ |
935
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "N" }, |
936
|
|
|
|
|
|
|
{ name => "QuoteID", required => "Y" }, |
937
|
|
|
|
|
|
|
{ name => "QuoteRespID", required => "N" }, |
938
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
939
|
|
|
|
|
|
|
{ |
940
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
941
|
|
|
|
|
|
|
required => "N", |
942
|
|
|
|
|
|
|
group => |
943
|
|
|
|
|
|
|
[ { name => "QuoteQualifier", required => "N" }, ] |
944
|
|
|
|
|
|
|
}, |
945
|
|
|
|
|
|
|
{ name => "QuoteResponseLevel", required => "N" }, |
946
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
947
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
948
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
949
|
|
|
|
|
|
|
{ |
950
|
|
|
|
|
|
|
name => "Instrument", |
951
|
|
|
|
|
|
|
required => "Y", |
952
|
|
|
|
|
|
|
component => "Y" |
953
|
|
|
|
|
|
|
}, |
954
|
|
|
|
|
|
|
{ |
955
|
|
|
|
|
|
|
name => "FinancingDetails", |
956
|
|
|
|
|
|
|
required => "N", |
957
|
|
|
|
|
|
|
component => "Y" |
958
|
|
|
|
|
|
|
}, |
959
|
|
|
|
|
|
|
{ |
960
|
|
|
|
|
|
|
name => "NoUnderlyings", |
961
|
|
|
|
|
|
|
required => "N", |
962
|
|
|
|
|
|
|
group => [ |
963
|
|
|
|
|
|
|
{ |
964
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
965
|
|
|
|
|
|
|
required => "N", |
966
|
|
|
|
|
|
|
component => "Y" |
967
|
|
|
|
|
|
|
}, |
968
|
|
|
|
|
|
|
] |
969
|
|
|
|
|
|
|
}, |
970
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
971
|
|
|
|
|
|
|
{ |
972
|
|
|
|
|
|
|
name => "OrderQtyData", |
973
|
|
|
|
|
|
|
required => "N", |
974
|
|
|
|
|
|
|
component => "Y" |
975
|
|
|
|
|
|
|
}, |
976
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
977
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
978
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
979
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
980
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
981
|
|
|
|
|
|
|
{ |
982
|
|
|
|
|
|
|
name => "Stipulations", |
983
|
|
|
|
|
|
|
required => "N", |
984
|
|
|
|
|
|
|
component => "Y" |
985
|
|
|
|
|
|
|
}, |
986
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
987
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
988
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
989
|
|
|
|
|
|
|
{ |
990
|
|
|
|
|
|
|
name => "NoLegs", |
991
|
|
|
|
|
|
|
required => "N", |
992
|
|
|
|
|
|
|
group => [ |
993
|
|
|
|
|
|
|
{ |
994
|
|
|
|
|
|
|
name => "InstrumentLeg", |
995
|
|
|
|
|
|
|
required => "N", |
996
|
|
|
|
|
|
|
component => "Y" |
997
|
|
|
|
|
|
|
}, |
998
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
999
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
1000
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
1001
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
1002
|
|
|
|
|
|
|
{ |
1003
|
|
|
|
|
|
|
name => "LegStipulations", |
1004
|
|
|
|
|
|
|
required => "N", |
1005
|
|
|
|
|
|
|
component => "Y" |
1006
|
|
|
|
|
|
|
}, |
1007
|
|
|
|
|
|
|
{ |
1008
|
|
|
|
|
|
|
name => "NestedParties", |
1009
|
|
|
|
|
|
|
required => "N", |
1010
|
|
|
|
|
|
|
component => "Y" |
1011
|
|
|
|
|
|
|
}, |
1012
|
|
|
|
|
|
|
{ name => "LegPriceType", required => "N" }, |
1013
|
|
|
|
|
|
|
{ name => "LegBidPx", required => "N" }, |
1014
|
|
|
|
|
|
|
{ name => "LegOfferPx", required => "N" }, |
1015
|
|
|
|
|
|
|
{ |
1016
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
1017
|
|
|
|
|
|
|
required => "N", |
1018
|
|
|
|
|
|
|
component => "Y" |
1019
|
|
|
|
|
|
|
}, |
1020
|
|
|
|
|
|
|
] |
1021
|
|
|
|
|
|
|
}, |
1022
|
|
|
|
|
|
|
{ name => "BidPx", required => "N" }, |
1023
|
|
|
|
|
|
|
{ name => "OfferPx", required => "N" }, |
1024
|
|
|
|
|
|
|
{ name => "MktBidPx", required => "N" }, |
1025
|
|
|
|
|
|
|
{ name => "MktOfferPx", required => "N" }, |
1026
|
|
|
|
|
|
|
{ name => "MinBidSize", required => "N" }, |
1027
|
|
|
|
|
|
|
{ name => "BidSize", required => "N" }, |
1028
|
|
|
|
|
|
|
{ name => "MinOfferSize", required => "N" }, |
1029
|
|
|
|
|
|
|
{ name => "OfferSize", required => "N" }, |
1030
|
|
|
|
|
|
|
{ name => "ValidUntilTime", required => "N" }, |
1031
|
|
|
|
|
|
|
{ name => "BidSpotRate", required => "N" }, |
1032
|
|
|
|
|
|
|
{ name => "OfferSpotRate", required => "N" }, |
1033
|
|
|
|
|
|
|
{ name => "BidForwardPoints", required => "N" }, |
1034
|
|
|
|
|
|
|
{ name => "OfferForwardPoints", required => "N" }, |
1035
|
|
|
|
|
|
|
{ name => "MidPx", required => "N" }, |
1036
|
|
|
|
|
|
|
{ name => "BidYield", required => "N" }, |
1037
|
|
|
|
|
|
|
{ name => "MidYield", required => "N" }, |
1038
|
|
|
|
|
|
|
{ name => "OfferYield", required => "N" }, |
1039
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
1040
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
1041
|
|
|
|
|
|
|
{ name => "BidForwardPoints2", required => "N" }, |
1042
|
|
|
|
|
|
|
{ name => "OfferForwardPoints2", required => "N" }, |
1043
|
|
|
|
|
|
|
{ name => "SettlCurrBidFxRate", required => "N" }, |
1044
|
|
|
|
|
|
|
{ name => "SettlCurrOfferFxRate", required => "N" }, |
1045
|
|
|
|
|
|
|
{ name => "SettlCurrFxRateCalc", required => "N" }, |
1046
|
|
|
|
|
|
|
{ name => "CommType", required => "N" }, |
1047
|
|
|
|
|
|
|
{ name => "Commission", required => "N" }, |
1048
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
1049
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
1050
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
1051
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
1052
|
|
|
|
|
|
|
{ |
1053
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
1054
|
|
|
|
|
|
|
required => "N", |
1055
|
|
|
|
|
|
|
component => "Y" |
1056
|
|
|
|
|
|
|
}, |
1057
|
|
|
|
|
|
|
{ |
1058
|
|
|
|
|
|
|
name => "YieldData", |
1059
|
|
|
|
|
|
|
required => "N", |
1060
|
|
|
|
|
|
|
component => "Y" |
1061
|
|
|
|
|
|
|
}, |
1062
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1063
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1064
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1065
|
|
|
|
|
|
|
] |
1066
|
|
|
|
|
|
|
}, |
1067
|
|
|
|
|
|
|
{ |
1068
|
|
|
|
|
|
|
name => "QuoteCancel", |
1069
|
|
|
|
|
|
|
msgtype => "Z", |
1070
|
|
|
|
|
|
|
msgcat => "app", |
1071
|
|
|
|
|
|
|
fields => [ |
1072
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "N" }, |
1073
|
|
|
|
|
|
|
{ name => "QuoteID", required => "Y" }, |
1074
|
|
|
|
|
|
|
{ name => "QuoteCancelType", required => "Y" }, |
1075
|
|
|
|
|
|
|
{ name => "QuoteResponseLevel", required => "N" }, |
1076
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
1077
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
1078
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
1079
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
1080
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1081
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1082
|
|
|
|
|
|
|
{ |
1083
|
|
|
|
|
|
|
name => "NoQuoteEntries", |
1084
|
|
|
|
|
|
|
required => "N", |
1085
|
|
|
|
|
|
|
group => [ |
1086
|
|
|
|
|
|
|
{ |
1087
|
|
|
|
|
|
|
name => "Instrument", |
1088
|
|
|
|
|
|
|
required => "N", |
1089
|
|
|
|
|
|
|
component => "Y" |
1090
|
|
|
|
|
|
|
}, |
1091
|
|
|
|
|
|
|
{ |
1092
|
|
|
|
|
|
|
name => "FinancingDetails", |
1093
|
|
|
|
|
|
|
required => "N", |
1094
|
|
|
|
|
|
|
component => "Y" |
1095
|
|
|
|
|
|
|
}, |
1096
|
|
|
|
|
|
|
{ |
1097
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1098
|
|
|
|
|
|
|
required => "N", |
1099
|
|
|
|
|
|
|
group => [ |
1100
|
|
|
|
|
|
|
{ |
1101
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1102
|
|
|
|
|
|
|
required => "N", |
1103
|
|
|
|
|
|
|
component => "Y" |
1104
|
|
|
|
|
|
|
}, |
1105
|
|
|
|
|
|
|
] |
1106
|
|
|
|
|
|
|
}, |
1107
|
|
|
|
|
|
|
{ |
1108
|
|
|
|
|
|
|
name => "NoLegs", |
1109
|
|
|
|
|
|
|
required => "N", |
1110
|
|
|
|
|
|
|
group => [ |
1111
|
|
|
|
|
|
|
{ |
1112
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1113
|
|
|
|
|
|
|
required => "N", |
1114
|
|
|
|
|
|
|
component => "Y" |
1115
|
|
|
|
|
|
|
}, |
1116
|
|
|
|
|
|
|
] |
1117
|
|
|
|
|
|
|
}, |
1118
|
|
|
|
|
|
|
] |
1119
|
|
|
|
|
|
|
}, |
1120
|
|
|
|
|
|
|
] |
1121
|
|
|
|
|
|
|
}, |
1122
|
|
|
|
|
|
|
{ |
1123
|
|
|
|
|
|
|
name => "QuoteStatusRequest", |
1124
|
|
|
|
|
|
|
msgtype => "a", |
1125
|
|
|
|
|
|
|
msgcat => "app", |
1126
|
|
|
|
|
|
|
fields => [ |
1127
|
|
|
|
|
|
|
{ name => "QuoteStatusReqID", required => "N" }, |
1128
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
1129
|
|
|
|
|
|
|
{ |
1130
|
|
|
|
|
|
|
name => "Instrument", |
1131
|
|
|
|
|
|
|
required => "Y", |
1132
|
|
|
|
|
|
|
component => "Y" |
1133
|
|
|
|
|
|
|
}, |
1134
|
|
|
|
|
|
|
{ |
1135
|
|
|
|
|
|
|
name => "FinancingDetails", |
1136
|
|
|
|
|
|
|
required => "N", |
1137
|
|
|
|
|
|
|
component => "Y" |
1138
|
|
|
|
|
|
|
}, |
1139
|
|
|
|
|
|
|
{ |
1140
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1141
|
|
|
|
|
|
|
required => "N", |
1142
|
|
|
|
|
|
|
group => [ |
1143
|
|
|
|
|
|
|
{ |
1144
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1145
|
|
|
|
|
|
|
required => "N", |
1146
|
|
|
|
|
|
|
component => "Y" |
1147
|
|
|
|
|
|
|
}, |
1148
|
|
|
|
|
|
|
] |
1149
|
|
|
|
|
|
|
}, |
1150
|
|
|
|
|
|
|
{ |
1151
|
|
|
|
|
|
|
name => "NoLegs", |
1152
|
|
|
|
|
|
|
required => "N", |
1153
|
|
|
|
|
|
|
group => [ |
1154
|
|
|
|
|
|
|
{ |
1155
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1156
|
|
|
|
|
|
|
required => "N", |
1157
|
|
|
|
|
|
|
component => "Y" |
1158
|
|
|
|
|
|
|
}, |
1159
|
|
|
|
|
|
|
] |
1160
|
|
|
|
|
|
|
}, |
1161
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
1162
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
1163
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
1164
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
1165
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1166
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1167
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
1168
|
|
|
|
|
|
|
] |
1169
|
|
|
|
|
|
|
}, |
1170
|
|
|
|
|
|
|
{ |
1171
|
|
|
|
|
|
|
name => "QuoteStatusReport", |
1172
|
|
|
|
|
|
|
msgtype => "AI", |
1173
|
|
|
|
|
|
|
msgcat => "app", |
1174
|
|
|
|
|
|
|
fields => [ |
1175
|
|
|
|
|
|
|
{ name => "QuoteStatusReqID", required => "N" }, |
1176
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "N" }, |
1177
|
|
|
|
|
|
|
{ name => "QuoteID", required => "Y" }, |
1178
|
|
|
|
|
|
|
{ name => "QuoteRespID", required => "N" }, |
1179
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
1180
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
1181
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1182
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1183
|
|
|
|
|
|
|
{ |
1184
|
|
|
|
|
|
|
name => "Instrument", |
1185
|
|
|
|
|
|
|
required => "Y", |
1186
|
|
|
|
|
|
|
component => "Y" |
1187
|
|
|
|
|
|
|
}, |
1188
|
|
|
|
|
|
|
{ |
1189
|
|
|
|
|
|
|
name => "FinancingDetails", |
1190
|
|
|
|
|
|
|
required => "N", |
1191
|
|
|
|
|
|
|
component => "Y" |
1192
|
|
|
|
|
|
|
}, |
1193
|
|
|
|
|
|
|
{ |
1194
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1195
|
|
|
|
|
|
|
required => "N", |
1196
|
|
|
|
|
|
|
group => [ |
1197
|
|
|
|
|
|
|
{ |
1198
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1199
|
|
|
|
|
|
|
required => "N", |
1200
|
|
|
|
|
|
|
component => "Y" |
1201
|
|
|
|
|
|
|
}, |
1202
|
|
|
|
|
|
|
] |
1203
|
|
|
|
|
|
|
}, |
1204
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
1205
|
|
|
|
|
|
|
{ |
1206
|
|
|
|
|
|
|
name => "OrderQtyData", |
1207
|
|
|
|
|
|
|
required => "N", |
1208
|
|
|
|
|
|
|
component => "Y" |
1209
|
|
|
|
|
|
|
}, |
1210
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
1211
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
1212
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
1213
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
1214
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1215
|
|
|
|
|
|
|
{ |
1216
|
|
|
|
|
|
|
name => "Stipulations", |
1217
|
|
|
|
|
|
|
required => "N", |
1218
|
|
|
|
|
|
|
component => "Y" |
1219
|
|
|
|
|
|
|
}, |
1220
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
1221
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
1222
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
1223
|
|
|
|
|
|
|
{ |
1224
|
|
|
|
|
|
|
name => "NoLegs", |
1225
|
|
|
|
|
|
|
required => "N", |
1226
|
|
|
|
|
|
|
group => [ |
1227
|
|
|
|
|
|
|
{ |
1228
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1229
|
|
|
|
|
|
|
required => "N", |
1230
|
|
|
|
|
|
|
component => "Y" |
1231
|
|
|
|
|
|
|
}, |
1232
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
1233
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
1234
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
1235
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
1236
|
|
|
|
|
|
|
{ |
1237
|
|
|
|
|
|
|
name => "LegStipulations", |
1238
|
|
|
|
|
|
|
required => "N", |
1239
|
|
|
|
|
|
|
component => "Y" |
1240
|
|
|
|
|
|
|
}, |
1241
|
|
|
|
|
|
|
{ |
1242
|
|
|
|
|
|
|
name => "NestedParties", |
1243
|
|
|
|
|
|
|
required => "N", |
1244
|
|
|
|
|
|
|
component => "Y" |
1245
|
|
|
|
|
|
|
}, |
1246
|
|
|
|
|
|
|
] |
1247
|
|
|
|
|
|
|
}, |
1248
|
|
|
|
|
|
|
{ |
1249
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
1250
|
|
|
|
|
|
|
required => "N", |
1251
|
|
|
|
|
|
|
group => |
1252
|
|
|
|
|
|
|
[ { name => "QuoteQualifier", required => "N" }, ] |
1253
|
|
|
|
|
|
|
}, |
1254
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
1255
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
1256
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
1257
|
|
|
|
|
|
|
{ |
1258
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
1259
|
|
|
|
|
|
|
required => "N", |
1260
|
|
|
|
|
|
|
component => "Y" |
1261
|
|
|
|
|
|
|
}, |
1262
|
|
|
|
|
|
|
{ |
1263
|
|
|
|
|
|
|
name => "YieldData", |
1264
|
|
|
|
|
|
|
required => "N", |
1265
|
|
|
|
|
|
|
component => "Y" |
1266
|
|
|
|
|
|
|
}, |
1267
|
|
|
|
|
|
|
{ name => "BidPx", required => "N" }, |
1268
|
|
|
|
|
|
|
{ name => "OfferPx", required => "N" }, |
1269
|
|
|
|
|
|
|
{ name => "MktBidPx", required => "N" }, |
1270
|
|
|
|
|
|
|
{ name => "MktOfferPx", required => "N" }, |
1271
|
|
|
|
|
|
|
{ name => "MinBidSize", required => "N" }, |
1272
|
|
|
|
|
|
|
{ name => "BidSize", required => "N" }, |
1273
|
|
|
|
|
|
|
{ name => "MinOfferSize", required => "N" }, |
1274
|
|
|
|
|
|
|
{ name => "OfferSize", required => "N" }, |
1275
|
|
|
|
|
|
|
{ name => "ValidUntilTime", required => "N" }, |
1276
|
|
|
|
|
|
|
{ name => "BidSpotRate", required => "N" }, |
1277
|
|
|
|
|
|
|
{ name => "OfferSpotRate", required => "N" }, |
1278
|
|
|
|
|
|
|
{ name => "BidForwardPoints", required => "N" }, |
1279
|
|
|
|
|
|
|
{ name => "OfferForwardPoints", required => "N" }, |
1280
|
|
|
|
|
|
|
{ name => "MidPx", required => "N" }, |
1281
|
|
|
|
|
|
|
{ name => "BidYield", required => "N" }, |
1282
|
|
|
|
|
|
|
{ name => "MidYield", required => "N" }, |
1283
|
|
|
|
|
|
|
{ name => "OfferYield", required => "N" }, |
1284
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
1285
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
1286
|
|
|
|
|
|
|
{ name => "BidForwardPoints2", required => "N" }, |
1287
|
|
|
|
|
|
|
{ name => "OfferForwardPoints2", required => "N" }, |
1288
|
|
|
|
|
|
|
{ name => "SettlCurrBidFxRate", required => "N" }, |
1289
|
|
|
|
|
|
|
{ name => "SettlCurrOfferFxRate", required => "N" }, |
1290
|
|
|
|
|
|
|
{ name => "SettlCurrFxRateCalc", required => "N" }, |
1291
|
|
|
|
|
|
|
{ name => "CommType", required => "N" }, |
1292
|
|
|
|
|
|
|
{ name => "Commission", required => "N" }, |
1293
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
1294
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
1295
|
|
|
|
|
|
|
{ name => "QuoteStatus", required => "N" }, |
1296
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1297
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1298
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1299
|
|
|
|
|
|
|
] |
1300
|
|
|
|
|
|
|
}, |
1301
|
|
|
|
|
|
|
{ |
1302
|
|
|
|
|
|
|
name => "MassQuote", |
1303
|
|
|
|
|
|
|
msgtype => "i", |
1304
|
|
|
|
|
|
|
msgcat => "app", |
1305
|
|
|
|
|
|
|
fields => [ |
1306
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "N" }, |
1307
|
|
|
|
|
|
|
{ name => "QuoteID", required => "Y" }, |
1308
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
1309
|
|
|
|
|
|
|
{ name => "QuoteResponseLevel", required => "N" }, |
1310
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
1311
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
1312
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
1313
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
1314
|
|
|
|
|
|
|
{ name => "DefBidSize", required => "N" }, |
1315
|
|
|
|
|
|
|
{ name => "DefOfferSize", required => "N" }, |
1316
|
|
|
|
|
|
|
{ |
1317
|
|
|
|
|
|
|
name => "NoQuoteSets", |
1318
|
|
|
|
|
|
|
required => "Y", |
1319
|
|
|
|
|
|
|
group => [ |
1320
|
|
|
|
|
|
|
{ name => "QuoteSetID", required => "Y" }, |
1321
|
|
|
|
|
|
|
{ |
1322
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1323
|
|
|
|
|
|
|
required => "N", |
1324
|
|
|
|
|
|
|
component => "Y" |
1325
|
|
|
|
|
|
|
}, |
1326
|
|
|
|
|
|
|
{ |
1327
|
|
|
|
|
|
|
name => "QuoteSetValidUntilTime", |
1328
|
|
|
|
|
|
|
required => "N" |
1329
|
|
|
|
|
|
|
}, |
1330
|
|
|
|
|
|
|
{ name => "TotNoQuoteEntries", required => "Y" }, |
1331
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
1332
|
|
|
|
|
|
|
{ |
1333
|
|
|
|
|
|
|
name => "NoQuoteEntries", |
1334
|
|
|
|
|
|
|
required => "Y", |
1335
|
|
|
|
|
|
|
group => [ |
1336
|
|
|
|
|
|
|
{ |
1337
|
|
|
|
|
|
|
name => "QuoteEntryID", |
1338
|
|
|
|
|
|
|
required => "Y" |
1339
|
|
|
|
|
|
|
}, |
1340
|
|
|
|
|
|
|
{ |
1341
|
|
|
|
|
|
|
name => "Instrument", |
1342
|
|
|
|
|
|
|
required => "N", |
1343
|
|
|
|
|
|
|
component => "Y" |
1344
|
|
|
|
|
|
|
}, |
1345
|
|
|
|
|
|
|
{ |
1346
|
|
|
|
|
|
|
name => "NoLegs", |
1347
|
|
|
|
|
|
|
required => "N", |
1348
|
|
|
|
|
|
|
group => [ |
1349
|
|
|
|
|
|
|
{ |
1350
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1351
|
|
|
|
|
|
|
required => "N", |
1352
|
|
|
|
|
|
|
component => "Y" |
1353
|
|
|
|
|
|
|
}, |
1354
|
|
|
|
|
|
|
] |
1355
|
|
|
|
|
|
|
}, |
1356
|
|
|
|
|
|
|
{ name => "BidPx", required => "N" }, |
1357
|
|
|
|
|
|
|
{ name => "OfferPx", required => "N" }, |
1358
|
|
|
|
|
|
|
{ name => "BidSize", required => "N" }, |
1359
|
|
|
|
|
|
|
{ name => "OfferSize", required => "N" }, |
1360
|
|
|
|
|
|
|
{ |
1361
|
|
|
|
|
|
|
name => "ValidUntilTime", |
1362
|
|
|
|
|
|
|
required => "N" |
1363
|
|
|
|
|
|
|
}, |
1364
|
|
|
|
|
|
|
{ |
1365
|
|
|
|
|
|
|
name => "BidSpotRate", |
1366
|
|
|
|
|
|
|
required => "N" |
1367
|
|
|
|
|
|
|
}, |
1368
|
|
|
|
|
|
|
{ |
1369
|
|
|
|
|
|
|
name => "OfferSpotRate", |
1370
|
|
|
|
|
|
|
required => "N" |
1371
|
|
|
|
|
|
|
}, |
1372
|
|
|
|
|
|
|
{ |
1373
|
|
|
|
|
|
|
name => "BidForwardPoints", |
1374
|
|
|
|
|
|
|
required => "N" |
1375
|
|
|
|
|
|
|
}, |
1376
|
|
|
|
|
|
|
{ |
1377
|
|
|
|
|
|
|
name => "OfferForwardPoints", |
1378
|
|
|
|
|
|
|
required => "N" |
1379
|
|
|
|
|
|
|
}, |
1380
|
|
|
|
|
|
|
{ name => "MidPx", required => "N" }, |
1381
|
|
|
|
|
|
|
{ name => "BidYield", required => "N" }, |
1382
|
|
|
|
|
|
|
{ name => "MidYield", required => "N" }, |
1383
|
|
|
|
|
|
|
{ name => "OfferYield", required => "N" }, |
1384
|
|
|
|
|
|
|
{ |
1385
|
|
|
|
|
|
|
name => "TransactTime", |
1386
|
|
|
|
|
|
|
required => "N" |
1387
|
|
|
|
|
|
|
}, |
1388
|
|
|
|
|
|
|
{ |
1389
|
|
|
|
|
|
|
name => "TradingSessionID", |
1390
|
|
|
|
|
|
|
required => "N" |
1391
|
|
|
|
|
|
|
}, |
1392
|
|
|
|
|
|
|
{ |
1393
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
1394
|
|
|
|
|
|
|
required => "N" |
1395
|
|
|
|
|
|
|
}, |
1396
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
1397
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
1398
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
1399
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
1400
|
|
|
|
|
|
|
{ |
1401
|
|
|
|
|
|
|
name => "BidForwardPoints2", |
1402
|
|
|
|
|
|
|
required => "N" |
1403
|
|
|
|
|
|
|
}, |
1404
|
|
|
|
|
|
|
{ |
1405
|
|
|
|
|
|
|
name => "OfferForwardPoints2", |
1406
|
|
|
|
|
|
|
required => "N" |
1407
|
|
|
|
|
|
|
}, |
1408
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1409
|
|
|
|
|
|
|
] |
1410
|
|
|
|
|
|
|
}, |
1411
|
|
|
|
|
|
|
] |
1412
|
|
|
|
|
|
|
}, |
1413
|
|
|
|
|
|
|
] |
1414
|
|
|
|
|
|
|
}, |
1415
|
|
|
|
|
|
|
{ |
1416
|
|
|
|
|
|
|
name => "MassQuoteAcknowledgement", |
1417
|
|
|
|
|
|
|
msgtype => "b", |
1418
|
|
|
|
|
|
|
msgcat => "app", |
1419
|
|
|
|
|
|
|
fields => [ |
1420
|
|
|
|
|
|
|
{ name => "QuoteReqID", required => "N" }, |
1421
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
1422
|
|
|
|
|
|
|
{ name => "QuoteStatus", required => "Y" }, |
1423
|
|
|
|
|
|
|
{ name => "QuoteRejectReason", required => "N" }, |
1424
|
|
|
|
|
|
|
{ name => "QuoteResponseLevel", required => "N" }, |
1425
|
|
|
|
|
|
|
{ name => "QuoteType", required => "N" }, |
1426
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
1427
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
1428
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
1429
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
1430
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1431
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1432
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1433
|
|
|
|
|
|
|
{ |
1434
|
|
|
|
|
|
|
name => "NoQuoteSets", |
1435
|
|
|
|
|
|
|
required => "N", |
1436
|
|
|
|
|
|
|
group => [ |
1437
|
|
|
|
|
|
|
{ name => "QuoteSetID", required => "N" }, |
1438
|
|
|
|
|
|
|
{ |
1439
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1440
|
|
|
|
|
|
|
required => "N", |
1441
|
|
|
|
|
|
|
component => "Y" |
1442
|
|
|
|
|
|
|
}, |
1443
|
|
|
|
|
|
|
{ name => "TotNoQuoteEntries", required => "N" }, |
1444
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
1445
|
|
|
|
|
|
|
{ |
1446
|
|
|
|
|
|
|
name => "NoQuoteEntries", |
1447
|
|
|
|
|
|
|
required => "N", |
1448
|
|
|
|
|
|
|
group => [ |
1449
|
|
|
|
|
|
|
{ |
1450
|
|
|
|
|
|
|
name => "QuoteEntryID", |
1451
|
|
|
|
|
|
|
required => "N" |
1452
|
|
|
|
|
|
|
}, |
1453
|
|
|
|
|
|
|
{ |
1454
|
|
|
|
|
|
|
name => "Instrument", |
1455
|
|
|
|
|
|
|
required => "N", |
1456
|
|
|
|
|
|
|
component => "Y" |
1457
|
|
|
|
|
|
|
}, |
1458
|
|
|
|
|
|
|
{ |
1459
|
|
|
|
|
|
|
name => "NoLegs", |
1460
|
|
|
|
|
|
|
required => "N", |
1461
|
|
|
|
|
|
|
group => [ |
1462
|
|
|
|
|
|
|
{ |
1463
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1464
|
|
|
|
|
|
|
required => "N", |
1465
|
|
|
|
|
|
|
component => "Y" |
1466
|
|
|
|
|
|
|
}, |
1467
|
|
|
|
|
|
|
] |
1468
|
|
|
|
|
|
|
}, |
1469
|
|
|
|
|
|
|
{ name => "BidPx", required => "N" }, |
1470
|
|
|
|
|
|
|
{ name => "OfferPx", required => "N" }, |
1471
|
|
|
|
|
|
|
{ name => "BidSize", required => "N" }, |
1472
|
|
|
|
|
|
|
{ name => "OfferSize", required => "N" }, |
1473
|
|
|
|
|
|
|
{ |
1474
|
|
|
|
|
|
|
name => "ValidUntilTime", |
1475
|
|
|
|
|
|
|
required => "N" |
1476
|
|
|
|
|
|
|
}, |
1477
|
|
|
|
|
|
|
{ |
1478
|
|
|
|
|
|
|
name => "BidSpotRate", |
1479
|
|
|
|
|
|
|
required => "N" |
1480
|
|
|
|
|
|
|
}, |
1481
|
|
|
|
|
|
|
{ |
1482
|
|
|
|
|
|
|
name => "OfferSpotRate", |
1483
|
|
|
|
|
|
|
required => "N" |
1484
|
|
|
|
|
|
|
}, |
1485
|
|
|
|
|
|
|
{ |
1486
|
|
|
|
|
|
|
name => "BidForwardPoints", |
1487
|
|
|
|
|
|
|
required => "N" |
1488
|
|
|
|
|
|
|
}, |
1489
|
|
|
|
|
|
|
{ |
1490
|
|
|
|
|
|
|
name => "OfferForwardPoints", |
1491
|
|
|
|
|
|
|
required => "N" |
1492
|
|
|
|
|
|
|
}, |
1493
|
|
|
|
|
|
|
{ name => "MidPx", required => "N" }, |
1494
|
|
|
|
|
|
|
{ name => "BidYield", required => "N" }, |
1495
|
|
|
|
|
|
|
{ name => "MidYield", required => "N" }, |
1496
|
|
|
|
|
|
|
{ name => "OfferYield", required => "N" }, |
1497
|
|
|
|
|
|
|
{ |
1498
|
|
|
|
|
|
|
name => "TransactTime", |
1499
|
|
|
|
|
|
|
required => "N" |
1500
|
|
|
|
|
|
|
}, |
1501
|
|
|
|
|
|
|
{ |
1502
|
|
|
|
|
|
|
name => "TradingSessionID", |
1503
|
|
|
|
|
|
|
required => "N" |
1504
|
|
|
|
|
|
|
}, |
1505
|
|
|
|
|
|
|
{ |
1506
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
1507
|
|
|
|
|
|
|
required => "N" |
1508
|
|
|
|
|
|
|
}, |
1509
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
1510
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
1511
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
1512
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
1513
|
|
|
|
|
|
|
{ |
1514
|
|
|
|
|
|
|
name => "BidForwardPoints2", |
1515
|
|
|
|
|
|
|
required => "N" |
1516
|
|
|
|
|
|
|
}, |
1517
|
|
|
|
|
|
|
{ |
1518
|
|
|
|
|
|
|
name => "OfferForwardPoints2", |
1519
|
|
|
|
|
|
|
required => "N" |
1520
|
|
|
|
|
|
|
}, |
1521
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1522
|
|
|
|
|
|
|
{ |
1523
|
|
|
|
|
|
|
name => "QuoteEntryRejectReason", |
1524
|
|
|
|
|
|
|
required => "N" |
1525
|
|
|
|
|
|
|
}, |
1526
|
|
|
|
|
|
|
] |
1527
|
|
|
|
|
|
|
}, |
1528
|
|
|
|
|
|
|
] |
1529
|
|
|
|
|
|
|
}, |
1530
|
|
|
|
|
|
|
] |
1531
|
|
|
|
|
|
|
}, |
1532
|
|
|
|
|
|
|
{ |
1533
|
|
|
|
|
|
|
name => "MarketDataRequest", |
1534
|
|
|
|
|
|
|
msgtype => "V", |
1535
|
|
|
|
|
|
|
msgcat => "app", |
1536
|
|
|
|
|
|
|
fields => [ |
1537
|
|
|
|
|
|
|
{ name => "MDReqID", required => "Y" }, |
1538
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "Y" }, |
1539
|
|
|
|
|
|
|
{ name => "MarketDepth", required => "Y" }, |
1540
|
|
|
|
|
|
|
{ name => "MDUpdateType", required => "N" }, |
1541
|
|
|
|
|
|
|
{ name => "AggregatedBook", required => "N" }, |
1542
|
|
|
|
|
|
|
{ name => "OpenCloseSettlFlag", required => "N" }, |
1543
|
|
|
|
|
|
|
{ name => "Scope", required => "N" }, |
1544
|
|
|
|
|
|
|
{ name => "MDImplicitDelete", required => "N" }, |
1545
|
|
|
|
|
|
|
{ |
1546
|
|
|
|
|
|
|
name => "NoMDEntryTypes", |
1547
|
|
|
|
|
|
|
required => "Y", |
1548
|
|
|
|
|
|
|
group => |
1549
|
|
|
|
|
|
|
[ { name => "MDEntryType", required => "Y" }, ] |
1550
|
|
|
|
|
|
|
}, |
1551
|
|
|
|
|
|
|
{ |
1552
|
|
|
|
|
|
|
name => "NoRelatedSym", |
1553
|
|
|
|
|
|
|
required => "Y", |
1554
|
|
|
|
|
|
|
group => [ |
1555
|
|
|
|
|
|
|
{ |
1556
|
|
|
|
|
|
|
name => "Instrument", |
1557
|
|
|
|
|
|
|
required => "Y", |
1558
|
|
|
|
|
|
|
component => "Y" |
1559
|
|
|
|
|
|
|
}, |
1560
|
|
|
|
|
|
|
{ |
1561
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1562
|
|
|
|
|
|
|
required => "N", |
1563
|
|
|
|
|
|
|
group => [ |
1564
|
|
|
|
|
|
|
{ |
1565
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1566
|
|
|
|
|
|
|
required => "N", |
1567
|
|
|
|
|
|
|
component => "Y" |
1568
|
|
|
|
|
|
|
}, |
1569
|
|
|
|
|
|
|
] |
1570
|
|
|
|
|
|
|
}, |
1571
|
|
|
|
|
|
|
{ |
1572
|
|
|
|
|
|
|
name => "NoLegs", |
1573
|
|
|
|
|
|
|
required => "N", |
1574
|
|
|
|
|
|
|
group => [ |
1575
|
|
|
|
|
|
|
{ |
1576
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1577
|
|
|
|
|
|
|
required => "N", |
1578
|
|
|
|
|
|
|
component => "Y" |
1579
|
|
|
|
|
|
|
}, |
1580
|
|
|
|
|
|
|
] |
1581
|
|
|
|
|
|
|
}, |
1582
|
|
|
|
|
|
|
] |
1583
|
|
|
|
|
|
|
}, |
1584
|
|
|
|
|
|
|
{ |
1585
|
|
|
|
|
|
|
name => "NoTradingSessions", |
1586
|
|
|
|
|
|
|
required => "N", |
1587
|
|
|
|
|
|
|
group => [ |
1588
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1589
|
|
|
|
|
|
|
{ |
1590
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
1591
|
|
|
|
|
|
|
required => "N" |
1592
|
|
|
|
|
|
|
}, |
1593
|
|
|
|
|
|
|
] |
1594
|
|
|
|
|
|
|
}, |
1595
|
|
|
|
|
|
|
{ name => "ApplQueueAction", required => "N" }, |
1596
|
|
|
|
|
|
|
{ name => "ApplQueueMax", required => "N" }, |
1597
|
|
|
|
|
|
|
] |
1598
|
|
|
|
|
|
|
}, |
1599
|
|
|
|
|
|
|
{ |
1600
|
|
|
|
|
|
|
name => "MarketDataSnapshotFullRefresh", |
1601
|
|
|
|
|
|
|
msgtype => "W", |
1602
|
|
|
|
|
|
|
msgcat => "app", |
1603
|
|
|
|
|
|
|
fields => [ |
1604
|
|
|
|
|
|
|
{ name => "MDReqID", required => "N" }, |
1605
|
|
|
|
|
|
|
{ |
1606
|
|
|
|
|
|
|
name => "Instrument", |
1607
|
|
|
|
|
|
|
required => "Y", |
1608
|
|
|
|
|
|
|
component => "Y" |
1609
|
|
|
|
|
|
|
}, |
1610
|
|
|
|
|
|
|
{ |
1611
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1612
|
|
|
|
|
|
|
required => "N", |
1613
|
|
|
|
|
|
|
group => [ |
1614
|
|
|
|
|
|
|
{ |
1615
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1616
|
|
|
|
|
|
|
required => "N", |
1617
|
|
|
|
|
|
|
component => "Y" |
1618
|
|
|
|
|
|
|
}, |
1619
|
|
|
|
|
|
|
] |
1620
|
|
|
|
|
|
|
}, |
1621
|
|
|
|
|
|
|
{ |
1622
|
|
|
|
|
|
|
name => "NoLegs", |
1623
|
|
|
|
|
|
|
required => "N", |
1624
|
|
|
|
|
|
|
group => [ |
1625
|
|
|
|
|
|
|
{ |
1626
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1627
|
|
|
|
|
|
|
required => "N", |
1628
|
|
|
|
|
|
|
component => "Y" |
1629
|
|
|
|
|
|
|
}, |
1630
|
|
|
|
|
|
|
] |
1631
|
|
|
|
|
|
|
}, |
1632
|
|
|
|
|
|
|
{ name => "FinancialStatus", required => "N" }, |
1633
|
|
|
|
|
|
|
{ name => "CorporateAction", required => "N" }, |
1634
|
|
|
|
|
|
|
{ name => "NetChgPrevDay", required => "N" }, |
1635
|
|
|
|
|
|
|
{ |
1636
|
|
|
|
|
|
|
name => "NoMDEntries", |
1637
|
|
|
|
|
|
|
required => "Y", |
1638
|
|
|
|
|
|
|
group => [ |
1639
|
|
|
|
|
|
|
{ name => "MDEntryType", required => "Y" }, |
1640
|
|
|
|
|
|
|
{ name => "MDEntryPx", required => "N" }, |
1641
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1642
|
|
|
|
|
|
|
{ name => "MDEntrySize", required => "N" }, |
1643
|
|
|
|
|
|
|
{ name => "MDEntryDate", required => "N" }, |
1644
|
|
|
|
|
|
|
{ name => "MDEntryTime", required => "N" }, |
1645
|
|
|
|
|
|
|
{ name => "TickDirection", required => "N" }, |
1646
|
|
|
|
|
|
|
{ name => "MDMkt", required => "N" }, |
1647
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1648
|
|
|
|
|
|
|
{ |
1649
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
1650
|
|
|
|
|
|
|
required => "N" |
1651
|
|
|
|
|
|
|
}, |
1652
|
|
|
|
|
|
|
{ name => "QuoteCondition", required => "N" }, |
1653
|
|
|
|
|
|
|
{ name => "TradeCondition", required => "N" }, |
1654
|
|
|
|
|
|
|
{ name => "MDEntryOriginator", required => "N" }, |
1655
|
|
|
|
|
|
|
{ name => "LocationID", required => "N" }, |
1656
|
|
|
|
|
|
|
{ name => "DeskID", required => "N" }, |
1657
|
|
|
|
|
|
|
{ name => "OpenCloseSettlFlag", required => "N" }, |
1658
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
1659
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
1660
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
1661
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
1662
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
1663
|
|
|
|
|
|
|
{ name => "SellerDays", required => "N" }, |
1664
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
1665
|
|
|
|
|
|
|
{ name => "QuoteEntryID", required => "N" }, |
1666
|
|
|
|
|
|
|
{ name => "MDEntryBuyer", required => "N" }, |
1667
|
|
|
|
|
|
|
{ name => "MDEntrySeller", required => "N" }, |
1668
|
|
|
|
|
|
|
{ name => "NumberOfOrders", required => "N" }, |
1669
|
|
|
|
|
|
|
{ name => "MDEntryPositionNo", required => "N" }, |
1670
|
|
|
|
|
|
|
{ name => "Scope", required => "N" }, |
1671
|
|
|
|
|
|
|
{ name => "PriceDelta", required => "N" }, |
1672
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1673
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1674
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1675
|
|
|
|
|
|
|
] |
1676
|
|
|
|
|
|
|
}, |
1677
|
|
|
|
|
|
|
{ name => "ApplQueueDepth", required => "N" }, |
1678
|
|
|
|
|
|
|
{ name => "ApplQueueResolution", required => "N" }, |
1679
|
|
|
|
|
|
|
] |
1680
|
|
|
|
|
|
|
}, |
1681
|
|
|
|
|
|
|
{ |
1682
|
|
|
|
|
|
|
name => "MarketDataIncrementalRefresh", |
1683
|
|
|
|
|
|
|
msgtype => "X", |
1684
|
|
|
|
|
|
|
msgcat => "app", |
1685
|
|
|
|
|
|
|
fields => [ |
1686
|
|
|
|
|
|
|
{ name => "MDReqID", required => "N" }, |
1687
|
|
|
|
|
|
|
{ |
1688
|
|
|
|
|
|
|
name => "NoMDEntries", |
1689
|
|
|
|
|
|
|
required => "Y", |
1690
|
|
|
|
|
|
|
group => [ |
1691
|
|
|
|
|
|
|
{ name => "MDUpdateAction", required => "Y" }, |
1692
|
|
|
|
|
|
|
{ name => "DeleteReason", required => "N" }, |
1693
|
|
|
|
|
|
|
{ name => "MDEntryType", required => "N" }, |
1694
|
|
|
|
|
|
|
{ name => "MDEntryID", required => "N" }, |
1695
|
|
|
|
|
|
|
{ name => "MDEntryRefID", required => "N" }, |
1696
|
|
|
|
|
|
|
{ |
1697
|
|
|
|
|
|
|
name => "Instrument", |
1698
|
|
|
|
|
|
|
required => "N", |
1699
|
|
|
|
|
|
|
component => "Y" |
1700
|
|
|
|
|
|
|
}, |
1701
|
|
|
|
|
|
|
{ |
1702
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1703
|
|
|
|
|
|
|
required => "N", |
1704
|
|
|
|
|
|
|
group => [ |
1705
|
|
|
|
|
|
|
{ |
1706
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1707
|
|
|
|
|
|
|
required => "N", |
1708
|
|
|
|
|
|
|
component => "Y" |
1709
|
|
|
|
|
|
|
}, |
1710
|
|
|
|
|
|
|
] |
1711
|
|
|
|
|
|
|
}, |
1712
|
|
|
|
|
|
|
{ |
1713
|
|
|
|
|
|
|
name => "NoLegs", |
1714
|
|
|
|
|
|
|
required => "N", |
1715
|
|
|
|
|
|
|
group => [ |
1716
|
|
|
|
|
|
|
{ |
1717
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1718
|
|
|
|
|
|
|
required => "N", |
1719
|
|
|
|
|
|
|
component => "Y" |
1720
|
|
|
|
|
|
|
}, |
1721
|
|
|
|
|
|
|
] |
1722
|
|
|
|
|
|
|
}, |
1723
|
|
|
|
|
|
|
{ name => "FinancialStatus", required => "N" }, |
1724
|
|
|
|
|
|
|
{ name => "CorporateAction", required => "N" }, |
1725
|
|
|
|
|
|
|
{ name => "MDEntryPx", required => "N" }, |
1726
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1727
|
|
|
|
|
|
|
{ name => "MDEntrySize", required => "N" }, |
1728
|
|
|
|
|
|
|
{ name => "MDEntryDate", required => "N" }, |
1729
|
|
|
|
|
|
|
{ name => "MDEntryTime", required => "N" }, |
1730
|
|
|
|
|
|
|
{ name => "TickDirection", required => "N" }, |
1731
|
|
|
|
|
|
|
{ name => "MDMkt", required => "N" }, |
1732
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1733
|
|
|
|
|
|
|
{ |
1734
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
1735
|
|
|
|
|
|
|
required => "N" |
1736
|
|
|
|
|
|
|
}, |
1737
|
|
|
|
|
|
|
{ name => "QuoteCondition", required => "N" }, |
1738
|
|
|
|
|
|
|
{ name => "TradeCondition", required => "N" }, |
1739
|
|
|
|
|
|
|
{ name => "MDEntryOriginator", required => "N" }, |
1740
|
|
|
|
|
|
|
{ name => "LocationID", required => "N" }, |
1741
|
|
|
|
|
|
|
{ name => "DeskID", required => "N" }, |
1742
|
|
|
|
|
|
|
{ name => "OpenCloseSettlFlag", required => "N" }, |
1743
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
1744
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
1745
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
1746
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
1747
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
1748
|
|
|
|
|
|
|
{ name => "SellerDays", required => "N" }, |
1749
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
1750
|
|
|
|
|
|
|
{ name => "QuoteEntryID", required => "N" }, |
1751
|
|
|
|
|
|
|
{ name => "MDEntryBuyer", required => "N" }, |
1752
|
|
|
|
|
|
|
{ name => "MDEntrySeller", required => "N" }, |
1753
|
|
|
|
|
|
|
{ name => "NumberOfOrders", required => "N" }, |
1754
|
|
|
|
|
|
|
{ name => "MDEntryPositionNo", required => "N" }, |
1755
|
|
|
|
|
|
|
{ name => "Scope", required => "N" }, |
1756
|
|
|
|
|
|
|
{ name => "PriceDelta", required => "N" }, |
1757
|
|
|
|
|
|
|
{ name => "NetChgPrevDay", required => "N" }, |
1758
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1759
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1760
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1761
|
|
|
|
|
|
|
] |
1762
|
|
|
|
|
|
|
}, |
1763
|
|
|
|
|
|
|
{ name => "ApplQueueDepth", required => "N" }, |
1764
|
|
|
|
|
|
|
{ name => "ApplQueueResolution", required => "N" }, |
1765
|
|
|
|
|
|
|
] |
1766
|
|
|
|
|
|
|
}, |
1767
|
|
|
|
|
|
|
{ |
1768
|
|
|
|
|
|
|
name => "MarketDataRequestReject", |
1769
|
|
|
|
|
|
|
msgtype => "Y", |
1770
|
|
|
|
|
|
|
msgcat => "app", |
1771
|
|
|
|
|
|
|
fields => [ |
1772
|
|
|
|
|
|
|
{ name => "MDReqID", required => "Y" }, |
1773
|
|
|
|
|
|
|
{ name => "MDReqRejReason", required => "N" }, |
1774
|
|
|
|
|
|
|
{ |
1775
|
|
|
|
|
|
|
name => "NoAltMDSource", |
1776
|
|
|
|
|
|
|
required => "N", |
1777
|
|
|
|
|
|
|
group => |
1778
|
|
|
|
|
|
|
[ { name => "AltMDSourceID", required => "N" }, ] |
1779
|
|
|
|
|
|
|
}, |
1780
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1781
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1782
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1783
|
|
|
|
|
|
|
] |
1784
|
|
|
|
|
|
|
}, |
1785
|
|
|
|
|
|
|
{ |
1786
|
|
|
|
|
|
|
name => "SecurityDefinitionRequest", |
1787
|
|
|
|
|
|
|
msgtype => "c", |
1788
|
|
|
|
|
|
|
msgcat => "app", |
1789
|
|
|
|
|
|
|
fields => [ |
1790
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1791
|
|
|
|
|
|
|
{ name => "SecurityRequestType", required => "Y" }, |
1792
|
|
|
|
|
|
|
{ |
1793
|
|
|
|
|
|
|
name => "Instrument", |
1794
|
|
|
|
|
|
|
required => "N", |
1795
|
|
|
|
|
|
|
component => "Y" |
1796
|
|
|
|
|
|
|
}, |
1797
|
|
|
|
|
|
|
{ |
1798
|
|
|
|
|
|
|
name => "InstrumentExtension", |
1799
|
|
|
|
|
|
|
required => "N", |
1800
|
|
|
|
|
|
|
component => "Y" |
1801
|
|
|
|
|
|
|
}, |
1802
|
|
|
|
|
|
|
{ |
1803
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1804
|
|
|
|
|
|
|
required => "N", |
1805
|
|
|
|
|
|
|
group => [ |
1806
|
|
|
|
|
|
|
{ |
1807
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1808
|
|
|
|
|
|
|
required => "N", |
1809
|
|
|
|
|
|
|
component => "Y" |
1810
|
|
|
|
|
|
|
}, |
1811
|
|
|
|
|
|
|
] |
1812
|
|
|
|
|
|
|
}, |
1813
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1814
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1815
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1816
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1817
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1818
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1819
|
|
|
|
|
|
|
{ |
1820
|
|
|
|
|
|
|
name => "NoLegs", |
1821
|
|
|
|
|
|
|
required => "N", |
1822
|
|
|
|
|
|
|
group => [ |
1823
|
|
|
|
|
|
|
{ |
1824
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1825
|
|
|
|
|
|
|
required => "N", |
1826
|
|
|
|
|
|
|
component => "Y" |
1827
|
|
|
|
|
|
|
}, |
1828
|
|
|
|
|
|
|
] |
1829
|
|
|
|
|
|
|
}, |
1830
|
|
|
|
|
|
|
{ name => "ExpirationCycle", required => "N" }, |
1831
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
1832
|
|
|
|
|
|
|
] |
1833
|
|
|
|
|
|
|
}, |
1834
|
|
|
|
|
|
|
{ |
1835
|
|
|
|
|
|
|
name => "SecurityDefinition", |
1836
|
|
|
|
|
|
|
msgtype => "d", |
1837
|
|
|
|
|
|
|
msgcat => "app", |
1838
|
|
|
|
|
|
|
fields => [ |
1839
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1840
|
|
|
|
|
|
|
{ name => "SecurityResponseID", required => "Y" }, |
1841
|
|
|
|
|
|
|
{ name => "SecurityResponseType", required => "Y" }, |
1842
|
|
|
|
|
|
|
{ |
1843
|
|
|
|
|
|
|
name => "Instrument", |
1844
|
|
|
|
|
|
|
required => "N", |
1845
|
|
|
|
|
|
|
component => "Y" |
1846
|
|
|
|
|
|
|
}, |
1847
|
|
|
|
|
|
|
{ |
1848
|
|
|
|
|
|
|
name => "InstrumentExtension", |
1849
|
|
|
|
|
|
|
required => "N", |
1850
|
|
|
|
|
|
|
component => "Y" |
1851
|
|
|
|
|
|
|
}, |
1852
|
|
|
|
|
|
|
{ |
1853
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1854
|
|
|
|
|
|
|
required => "N", |
1855
|
|
|
|
|
|
|
group => [ |
1856
|
|
|
|
|
|
|
{ |
1857
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1858
|
|
|
|
|
|
|
required => "N", |
1859
|
|
|
|
|
|
|
component => "Y" |
1860
|
|
|
|
|
|
|
}, |
1861
|
|
|
|
|
|
|
] |
1862
|
|
|
|
|
|
|
}, |
1863
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1864
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1865
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1866
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1867
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1868
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1869
|
|
|
|
|
|
|
{ |
1870
|
|
|
|
|
|
|
name => "NoLegs", |
1871
|
|
|
|
|
|
|
required => "N", |
1872
|
|
|
|
|
|
|
group => [ |
1873
|
|
|
|
|
|
|
{ |
1874
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1875
|
|
|
|
|
|
|
required => "N", |
1876
|
|
|
|
|
|
|
component => "Y" |
1877
|
|
|
|
|
|
|
}, |
1878
|
|
|
|
|
|
|
] |
1879
|
|
|
|
|
|
|
}, |
1880
|
|
|
|
|
|
|
{ name => "ExpirationCycle", required => "N" }, |
1881
|
|
|
|
|
|
|
{ name => "RoundLot", required => "N" }, |
1882
|
|
|
|
|
|
|
{ name => "MinTradeVol", required => "N" }, |
1883
|
|
|
|
|
|
|
] |
1884
|
|
|
|
|
|
|
}, |
1885
|
|
|
|
|
|
|
{ |
1886
|
|
|
|
|
|
|
name => "SecurityTypeRequest", |
1887
|
|
|
|
|
|
|
msgtype => "v", |
1888
|
|
|
|
|
|
|
msgcat => "app", |
1889
|
|
|
|
|
|
|
fields => [ |
1890
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1891
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1892
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1893
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1894
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1895
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1896
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
1897
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
1898
|
|
|
|
|
|
|
{ name => "SecuritySubType", required => "N" }, |
1899
|
|
|
|
|
|
|
] |
1900
|
|
|
|
|
|
|
}, |
1901
|
|
|
|
|
|
|
{ |
1902
|
|
|
|
|
|
|
name => "SecurityTypes", |
1903
|
|
|
|
|
|
|
msgtype => "w", |
1904
|
|
|
|
|
|
|
msgcat => "app", |
1905
|
|
|
|
|
|
|
fields => [ |
1906
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1907
|
|
|
|
|
|
|
{ name => "SecurityResponseID", required => "Y" }, |
1908
|
|
|
|
|
|
|
{ name => "SecurityResponseType", required => "Y" }, |
1909
|
|
|
|
|
|
|
{ name => "TotNoSecurityTypes", required => "N" }, |
1910
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
1911
|
|
|
|
|
|
|
{ |
1912
|
|
|
|
|
|
|
name => "NoSecurityTypes", |
1913
|
|
|
|
|
|
|
required => "N", |
1914
|
|
|
|
|
|
|
group => [ |
1915
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
1916
|
|
|
|
|
|
|
{ name => "SecuritySubType", required => "N" }, |
1917
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
1918
|
|
|
|
|
|
|
{ name => "CFICode", required => "N" }, |
1919
|
|
|
|
|
|
|
] |
1920
|
|
|
|
|
|
|
}, |
1921
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1922
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1923
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1924
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1925
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1926
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
1927
|
|
|
|
|
|
|
] |
1928
|
|
|
|
|
|
|
}, |
1929
|
|
|
|
|
|
|
{ |
1930
|
|
|
|
|
|
|
name => "SecurityListRequest", |
1931
|
|
|
|
|
|
|
msgtype => "x", |
1932
|
|
|
|
|
|
|
msgcat => "app", |
1933
|
|
|
|
|
|
|
fields => [ |
1934
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1935
|
|
|
|
|
|
|
{ name => "SecurityListRequestType", required => "Y" }, |
1936
|
|
|
|
|
|
|
{ |
1937
|
|
|
|
|
|
|
name => "Instrument", |
1938
|
|
|
|
|
|
|
required => "N", |
1939
|
|
|
|
|
|
|
component => "Y" |
1940
|
|
|
|
|
|
|
}, |
1941
|
|
|
|
|
|
|
{ |
1942
|
|
|
|
|
|
|
name => "InstrumentExtension", |
1943
|
|
|
|
|
|
|
required => "N", |
1944
|
|
|
|
|
|
|
component => "Y" |
1945
|
|
|
|
|
|
|
}, |
1946
|
|
|
|
|
|
|
{ |
1947
|
|
|
|
|
|
|
name => "FinancingDetails", |
1948
|
|
|
|
|
|
|
required => "N", |
1949
|
|
|
|
|
|
|
component => "Y" |
1950
|
|
|
|
|
|
|
}, |
1951
|
|
|
|
|
|
|
{ |
1952
|
|
|
|
|
|
|
name => "NoUnderlyings", |
1953
|
|
|
|
|
|
|
required => "N", |
1954
|
|
|
|
|
|
|
group => [ |
1955
|
|
|
|
|
|
|
{ |
1956
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
1957
|
|
|
|
|
|
|
required => "N", |
1958
|
|
|
|
|
|
|
component => "Y" |
1959
|
|
|
|
|
|
|
}, |
1960
|
|
|
|
|
|
|
] |
1961
|
|
|
|
|
|
|
}, |
1962
|
|
|
|
|
|
|
{ |
1963
|
|
|
|
|
|
|
name => "NoLegs", |
1964
|
|
|
|
|
|
|
required => "N", |
1965
|
|
|
|
|
|
|
group => [ |
1966
|
|
|
|
|
|
|
{ |
1967
|
|
|
|
|
|
|
name => "InstrumentLeg", |
1968
|
|
|
|
|
|
|
required => "N", |
1969
|
|
|
|
|
|
|
component => "Y" |
1970
|
|
|
|
|
|
|
}, |
1971
|
|
|
|
|
|
|
] |
1972
|
|
|
|
|
|
|
}, |
1973
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
1974
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
1975
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
1976
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
1977
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
1978
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
1979
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
1980
|
|
|
|
|
|
|
] |
1981
|
|
|
|
|
|
|
}, |
1982
|
|
|
|
|
|
|
{ |
1983
|
|
|
|
|
|
|
name => "SecurityList", |
1984
|
|
|
|
|
|
|
msgtype => "y", |
1985
|
|
|
|
|
|
|
msgcat => "app", |
1986
|
|
|
|
|
|
|
fields => [ |
1987
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
1988
|
|
|
|
|
|
|
{ name => "SecurityResponseID", required => "Y" }, |
1989
|
|
|
|
|
|
|
{ name => "SecurityRequestResult", required => "Y" }, |
1990
|
|
|
|
|
|
|
{ name => "TotNoRelatedSym", required => "N" }, |
1991
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
1992
|
|
|
|
|
|
|
{ |
1993
|
|
|
|
|
|
|
name => "NoRelatedSym", |
1994
|
|
|
|
|
|
|
required => "N", |
1995
|
|
|
|
|
|
|
group => [ |
1996
|
|
|
|
|
|
|
{ |
1997
|
|
|
|
|
|
|
name => "Instrument", |
1998
|
|
|
|
|
|
|
required => "N", |
1999
|
|
|
|
|
|
|
component => "Y" |
2000
|
|
|
|
|
|
|
}, |
2001
|
|
|
|
|
|
|
{ |
2002
|
|
|
|
|
|
|
name => "InstrumentExtension", |
2003
|
|
|
|
|
|
|
required => "N", |
2004
|
|
|
|
|
|
|
component => "Y" |
2005
|
|
|
|
|
|
|
}, |
2006
|
|
|
|
|
|
|
{ |
2007
|
|
|
|
|
|
|
name => "FinancingDetails", |
2008
|
|
|
|
|
|
|
required => "N", |
2009
|
|
|
|
|
|
|
component => "Y" |
2010
|
|
|
|
|
|
|
}, |
2011
|
|
|
|
|
|
|
{ |
2012
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2013
|
|
|
|
|
|
|
required => "N", |
2014
|
|
|
|
|
|
|
group => [ |
2015
|
|
|
|
|
|
|
{ |
2016
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2017
|
|
|
|
|
|
|
required => "N", |
2018
|
|
|
|
|
|
|
component => "Y" |
2019
|
|
|
|
|
|
|
}, |
2020
|
|
|
|
|
|
|
] |
2021
|
|
|
|
|
|
|
}, |
2022
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2023
|
|
|
|
|
|
|
{ |
2024
|
|
|
|
|
|
|
name => "Stipulations", |
2025
|
|
|
|
|
|
|
required => "N", |
2026
|
|
|
|
|
|
|
component => "Y" |
2027
|
|
|
|
|
|
|
}, |
2028
|
|
|
|
|
|
|
{ |
2029
|
|
|
|
|
|
|
name => "NoLegs", |
2030
|
|
|
|
|
|
|
required => "N", |
2031
|
|
|
|
|
|
|
group => [ |
2032
|
|
|
|
|
|
|
{ |
2033
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2034
|
|
|
|
|
|
|
required => "N", |
2035
|
|
|
|
|
|
|
component => "Y" |
2036
|
|
|
|
|
|
|
}, |
2037
|
|
|
|
|
|
|
{ |
2038
|
|
|
|
|
|
|
name => "LegSwapType", |
2039
|
|
|
|
|
|
|
required => "N" |
2040
|
|
|
|
|
|
|
}, |
2041
|
|
|
|
|
|
|
{ |
2042
|
|
|
|
|
|
|
name => "LegSettlType", |
2043
|
|
|
|
|
|
|
required => "N" |
2044
|
|
|
|
|
|
|
}, |
2045
|
|
|
|
|
|
|
{ |
2046
|
|
|
|
|
|
|
name => "LegStipulations", |
2047
|
|
|
|
|
|
|
required => "N", |
2048
|
|
|
|
|
|
|
component => "Y" |
2049
|
|
|
|
|
|
|
}, |
2050
|
|
|
|
|
|
|
{ |
2051
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
2052
|
|
|
|
|
|
|
required => "N", |
2053
|
|
|
|
|
|
|
component => "Y" |
2054
|
|
|
|
|
|
|
}, |
2055
|
|
|
|
|
|
|
] |
2056
|
|
|
|
|
|
|
}, |
2057
|
|
|
|
|
|
|
{ |
2058
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
2059
|
|
|
|
|
|
|
required => "N", |
2060
|
|
|
|
|
|
|
component => "Y" |
2061
|
|
|
|
|
|
|
}, |
2062
|
|
|
|
|
|
|
{ |
2063
|
|
|
|
|
|
|
name => "YieldData", |
2064
|
|
|
|
|
|
|
required => "N", |
2065
|
|
|
|
|
|
|
component => "Y" |
2066
|
|
|
|
|
|
|
}, |
2067
|
|
|
|
|
|
|
{ name => "RoundLot", required => "N" }, |
2068
|
|
|
|
|
|
|
{ name => "MinTradeVol", required => "N" }, |
2069
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2070
|
|
|
|
|
|
|
{ |
2071
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
2072
|
|
|
|
|
|
|
required => "N" |
2073
|
|
|
|
|
|
|
}, |
2074
|
|
|
|
|
|
|
{ name => "ExpirationCycle", required => "N" }, |
2075
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2076
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2077
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2078
|
|
|
|
|
|
|
] |
2079
|
|
|
|
|
|
|
}, |
2080
|
|
|
|
|
|
|
] |
2081
|
|
|
|
|
|
|
}, |
2082
|
|
|
|
|
|
|
{ |
2083
|
|
|
|
|
|
|
name => "DerivativeSecurityListRequest", |
2084
|
|
|
|
|
|
|
msgtype => "z", |
2085
|
|
|
|
|
|
|
msgcat => "app", |
2086
|
|
|
|
|
|
|
fields => [ |
2087
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
2088
|
|
|
|
|
|
|
{ name => "SecurityListRequestType", required => "Y" }, |
2089
|
|
|
|
|
|
|
{ |
2090
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2091
|
|
|
|
|
|
|
required => "N", |
2092
|
|
|
|
|
|
|
component => "Y" |
2093
|
|
|
|
|
|
|
}, |
2094
|
|
|
|
|
|
|
{ name => "SecuritySubType", required => "N" }, |
2095
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2096
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2097
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2098
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2099
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2100
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2101
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
2102
|
|
|
|
|
|
|
] |
2103
|
|
|
|
|
|
|
}, |
2104
|
|
|
|
|
|
|
{ |
2105
|
|
|
|
|
|
|
name => "DerivativeSecurityList", |
2106
|
|
|
|
|
|
|
msgtype => "AA", |
2107
|
|
|
|
|
|
|
msgcat => "app", |
2108
|
|
|
|
|
|
|
fields => [ |
2109
|
|
|
|
|
|
|
{ name => "SecurityReqID", required => "Y" }, |
2110
|
|
|
|
|
|
|
{ name => "SecurityResponseID", required => "Y" }, |
2111
|
|
|
|
|
|
|
{ name => "SecurityRequestResult", required => "Y" }, |
2112
|
|
|
|
|
|
|
{ |
2113
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2114
|
|
|
|
|
|
|
required => "N", |
2115
|
|
|
|
|
|
|
component => "Y" |
2116
|
|
|
|
|
|
|
}, |
2117
|
|
|
|
|
|
|
{ name => "TotNoRelatedSym", required => "N" }, |
2118
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
2119
|
|
|
|
|
|
|
{ |
2120
|
|
|
|
|
|
|
name => "NoRelatedSym", |
2121
|
|
|
|
|
|
|
required => "N", |
2122
|
|
|
|
|
|
|
group => [ |
2123
|
|
|
|
|
|
|
{ |
2124
|
|
|
|
|
|
|
name => "Instrument", |
2125
|
|
|
|
|
|
|
required => "N", |
2126
|
|
|
|
|
|
|
component => "Y" |
2127
|
|
|
|
|
|
|
}, |
2128
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2129
|
|
|
|
|
|
|
{ name => "ExpirationCycle", required => "N" }, |
2130
|
|
|
|
|
|
|
{ |
2131
|
|
|
|
|
|
|
name => "InstrumentExtension", |
2132
|
|
|
|
|
|
|
required => "N", |
2133
|
|
|
|
|
|
|
component => "Y" |
2134
|
|
|
|
|
|
|
}, |
2135
|
|
|
|
|
|
|
{ |
2136
|
|
|
|
|
|
|
name => "NoLegs", |
2137
|
|
|
|
|
|
|
required => "N", |
2138
|
|
|
|
|
|
|
group => [ |
2139
|
|
|
|
|
|
|
{ |
2140
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2141
|
|
|
|
|
|
|
required => "N", |
2142
|
|
|
|
|
|
|
component => "Y" |
2143
|
|
|
|
|
|
|
}, |
2144
|
|
|
|
|
|
|
] |
2145
|
|
|
|
|
|
|
}, |
2146
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2147
|
|
|
|
|
|
|
{ |
2148
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
2149
|
|
|
|
|
|
|
required => "N" |
2150
|
|
|
|
|
|
|
}, |
2151
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2152
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2153
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2154
|
|
|
|
|
|
|
] |
2155
|
|
|
|
|
|
|
}, |
2156
|
|
|
|
|
|
|
] |
2157
|
|
|
|
|
|
|
}, |
2158
|
|
|
|
|
|
|
{ |
2159
|
|
|
|
|
|
|
name => "SecurityStatusRequest", |
2160
|
|
|
|
|
|
|
msgtype => "e", |
2161
|
|
|
|
|
|
|
msgcat => "app", |
2162
|
|
|
|
|
|
|
fields => [ |
2163
|
|
|
|
|
|
|
{ name => "SecurityStatusReqID", required => "Y" }, |
2164
|
|
|
|
|
|
|
{ |
2165
|
|
|
|
|
|
|
name => "Instrument", |
2166
|
|
|
|
|
|
|
required => "Y", |
2167
|
|
|
|
|
|
|
component => "Y" |
2168
|
|
|
|
|
|
|
}, |
2169
|
|
|
|
|
|
|
{ |
2170
|
|
|
|
|
|
|
name => "InstrumentExtension", |
2171
|
|
|
|
|
|
|
required => "N", |
2172
|
|
|
|
|
|
|
component => "Y" |
2173
|
|
|
|
|
|
|
}, |
2174
|
|
|
|
|
|
|
{ |
2175
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2176
|
|
|
|
|
|
|
required => "N", |
2177
|
|
|
|
|
|
|
group => [ |
2178
|
|
|
|
|
|
|
{ |
2179
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2180
|
|
|
|
|
|
|
required => "N", |
2181
|
|
|
|
|
|
|
component => "Y" |
2182
|
|
|
|
|
|
|
}, |
2183
|
|
|
|
|
|
|
] |
2184
|
|
|
|
|
|
|
}, |
2185
|
|
|
|
|
|
|
{ |
2186
|
|
|
|
|
|
|
name => "NoLegs", |
2187
|
|
|
|
|
|
|
required => "N", |
2188
|
|
|
|
|
|
|
group => [ |
2189
|
|
|
|
|
|
|
{ |
2190
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2191
|
|
|
|
|
|
|
required => "N", |
2192
|
|
|
|
|
|
|
component => "Y" |
2193
|
|
|
|
|
|
|
}, |
2194
|
|
|
|
|
|
|
] |
2195
|
|
|
|
|
|
|
}, |
2196
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2197
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "Y" }, |
2198
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2199
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2200
|
|
|
|
|
|
|
] |
2201
|
|
|
|
|
|
|
}, |
2202
|
|
|
|
|
|
|
{ |
2203
|
|
|
|
|
|
|
name => "SecurityStatus", |
2204
|
|
|
|
|
|
|
msgtype => "f", |
2205
|
|
|
|
|
|
|
msgcat => "app", |
2206
|
|
|
|
|
|
|
fields => [ |
2207
|
|
|
|
|
|
|
{ name => "SecurityStatusReqID", required => "N" }, |
2208
|
|
|
|
|
|
|
{ |
2209
|
|
|
|
|
|
|
name => "Instrument", |
2210
|
|
|
|
|
|
|
required => "Y", |
2211
|
|
|
|
|
|
|
component => "Y" |
2212
|
|
|
|
|
|
|
}, |
2213
|
|
|
|
|
|
|
{ |
2214
|
|
|
|
|
|
|
name => "InstrumentExtension", |
2215
|
|
|
|
|
|
|
required => "N", |
2216
|
|
|
|
|
|
|
component => "Y" |
2217
|
|
|
|
|
|
|
}, |
2218
|
|
|
|
|
|
|
{ |
2219
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2220
|
|
|
|
|
|
|
required => "N", |
2221
|
|
|
|
|
|
|
group => [ |
2222
|
|
|
|
|
|
|
{ |
2223
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2224
|
|
|
|
|
|
|
required => "N", |
2225
|
|
|
|
|
|
|
component => "Y" |
2226
|
|
|
|
|
|
|
}, |
2227
|
|
|
|
|
|
|
] |
2228
|
|
|
|
|
|
|
}, |
2229
|
|
|
|
|
|
|
{ |
2230
|
|
|
|
|
|
|
name => "NoLegs", |
2231
|
|
|
|
|
|
|
required => "N", |
2232
|
|
|
|
|
|
|
group => [ |
2233
|
|
|
|
|
|
|
{ |
2234
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2235
|
|
|
|
|
|
|
required => "N", |
2236
|
|
|
|
|
|
|
component => "Y" |
2237
|
|
|
|
|
|
|
}, |
2238
|
|
|
|
|
|
|
] |
2239
|
|
|
|
|
|
|
}, |
2240
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2241
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2242
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2243
|
|
|
|
|
|
|
{ name => "UnsolicitedIndicator", required => "N" }, |
2244
|
|
|
|
|
|
|
{ name => "SecurityTradingStatus", required => "N" }, |
2245
|
|
|
|
|
|
|
{ name => "FinancialStatus", required => "N" }, |
2246
|
|
|
|
|
|
|
{ name => "CorporateAction", required => "N" }, |
2247
|
|
|
|
|
|
|
{ name => "HaltReason", required => "N" }, |
2248
|
|
|
|
|
|
|
{ name => "InViewOfCommon", required => "N" }, |
2249
|
|
|
|
|
|
|
{ name => "DueToRelated", required => "N" }, |
2250
|
|
|
|
|
|
|
{ name => "BuyVolume", required => "N" }, |
2251
|
|
|
|
|
|
|
{ name => "SellVolume", required => "N" }, |
2252
|
|
|
|
|
|
|
{ name => "HighPx", required => "N" }, |
2253
|
|
|
|
|
|
|
{ name => "LowPx", required => "N" }, |
2254
|
|
|
|
|
|
|
{ name => "LastPx", required => "N" }, |
2255
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
2256
|
|
|
|
|
|
|
{ name => "Adjustment", required => "N" }, |
2257
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2258
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2259
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2260
|
|
|
|
|
|
|
] |
2261
|
|
|
|
|
|
|
}, |
2262
|
|
|
|
|
|
|
{ |
2263
|
|
|
|
|
|
|
name => "TradingSessionStatusRequest", |
2264
|
|
|
|
|
|
|
msgtype => "g", |
2265
|
|
|
|
|
|
|
msgcat => "app", |
2266
|
|
|
|
|
|
|
fields => [ |
2267
|
|
|
|
|
|
|
{ name => "TradSesReqID", required => "Y" }, |
2268
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2269
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2270
|
|
|
|
|
|
|
{ name => "TradSesMethod", required => "N" }, |
2271
|
|
|
|
|
|
|
{ name => "TradSesMode", required => "N" }, |
2272
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "Y" }, |
2273
|
|
|
|
|
|
|
] |
2274
|
|
|
|
|
|
|
}, |
2275
|
|
|
|
|
|
|
{ |
2276
|
|
|
|
|
|
|
name => "TradingSessionStatus", |
2277
|
|
|
|
|
|
|
msgtype => "h", |
2278
|
|
|
|
|
|
|
msgcat => "app", |
2279
|
|
|
|
|
|
|
fields => [ |
2280
|
|
|
|
|
|
|
{ name => "TradSesReqID", required => "N" }, |
2281
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "Y" }, |
2282
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2283
|
|
|
|
|
|
|
{ name => "TradSesMethod", required => "N" }, |
2284
|
|
|
|
|
|
|
{ name => "TradSesMode", required => "N" }, |
2285
|
|
|
|
|
|
|
{ name => "UnsolicitedIndicator", required => "N" }, |
2286
|
|
|
|
|
|
|
{ name => "TradSesStatus", required => "Y" }, |
2287
|
|
|
|
|
|
|
{ name => "TradSesStatusRejReason", required => "N" }, |
2288
|
|
|
|
|
|
|
{ name => "TradSesStartTime", required => "N" }, |
2289
|
|
|
|
|
|
|
{ name => "TradSesOpenTime", required => "N" }, |
2290
|
|
|
|
|
|
|
{ name => "TradSesPreCloseTime", required => "N" }, |
2291
|
|
|
|
|
|
|
{ name => "TradSesCloseTime", required => "N" }, |
2292
|
|
|
|
|
|
|
{ name => "TradSesEndTime", required => "N" }, |
2293
|
|
|
|
|
|
|
{ name => "TotalVolumeTraded", required => "N" }, |
2294
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2295
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2296
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2297
|
|
|
|
|
|
|
] |
2298
|
|
|
|
|
|
|
}, |
2299
|
|
|
|
|
|
|
{ |
2300
|
|
|
|
|
|
|
name => "NewOrderSingle", |
2301
|
|
|
|
|
|
|
msgtype => "D", |
2302
|
|
|
|
|
|
|
msgcat => "app", |
2303
|
|
|
|
|
|
|
fields => [ |
2304
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
2305
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2306
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2307
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
2308
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
2309
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
2310
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2311
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2312
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
2313
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
2314
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
2315
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
2316
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
2317
|
|
|
|
|
|
|
{ |
2318
|
|
|
|
|
|
|
name => "NoAllocs", |
2319
|
|
|
|
|
|
|
required => "N", |
2320
|
|
|
|
|
|
|
group => [ |
2321
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
2322
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
2323
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
2324
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
2325
|
|
|
|
|
|
|
{ |
2326
|
|
|
|
|
|
|
name => "NestedParties", |
2327
|
|
|
|
|
|
|
required => "N", |
2328
|
|
|
|
|
|
|
component => "Y" |
2329
|
|
|
|
|
|
|
}, |
2330
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
2331
|
|
|
|
|
|
|
] |
2332
|
|
|
|
|
|
|
}, |
2333
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
2334
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
2335
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
2336
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
2337
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
2338
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
2339
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
2340
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
2341
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
2342
|
|
|
|
|
|
|
{ |
2343
|
|
|
|
|
|
|
name => "NoTradingSessions", |
2344
|
|
|
|
|
|
|
required => "N", |
2345
|
|
|
|
|
|
|
group => [ |
2346
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2347
|
|
|
|
|
|
|
{ |
2348
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
2349
|
|
|
|
|
|
|
required => "N" |
2350
|
|
|
|
|
|
|
}, |
2351
|
|
|
|
|
|
|
] |
2352
|
|
|
|
|
|
|
}, |
2353
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
2354
|
|
|
|
|
|
|
{ |
2355
|
|
|
|
|
|
|
name => "Instrument", |
2356
|
|
|
|
|
|
|
required => "Y", |
2357
|
|
|
|
|
|
|
component => "Y" |
2358
|
|
|
|
|
|
|
}, |
2359
|
|
|
|
|
|
|
{ |
2360
|
|
|
|
|
|
|
name => "FinancingDetails", |
2361
|
|
|
|
|
|
|
required => "N", |
2362
|
|
|
|
|
|
|
component => "Y" |
2363
|
|
|
|
|
|
|
}, |
2364
|
|
|
|
|
|
|
{ |
2365
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2366
|
|
|
|
|
|
|
required => "N", |
2367
|
|
|
|
|
|
|
group => [ |
2368
|
|
|
|
|
|
|
{ |
2369
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2370
|
|
|
|
|
|
|
required => "N", |
2371
|
|
|
|
|
|
|
component => "Y" |
2372
|
|
|
|
|
|
|
}, |
2373
|
|
|
|
|
|
|
] |
2374
|
|
|
|
|
|
|
}, |
2375
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
2376
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
2377
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
2378
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
2379
|
|
|
|
|
|
|
{ |
2380
|
|
|
|
|
|
|
name => "Stipulations", |
2381
|
|
|
|
|
|
|
required => "N", |
2382
|
|
|
|
|
|
|
component => "Y" |
2383
|
|
|
|
|
|
|
}, |
2384
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
2385
|
|
|
|
|
|
|
{ |
2386
|
|
|
|
|
|
|
name => "OrderQtyData", |
2387
|
|
|
|
|
|
|
required => "Y", |
2388
|
|
|
|
|
|
|
component => "Y" |
2389
|
|
|
|
|
|
|
}, |
2390
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
2391
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
2392
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
2393
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
2394
|
|
|
|
|
|
|
{ |
2395
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
2396
|
|
|
|
|
|
|
required => "N", |
2397
|
|
|
|
|
|
|
component => "Y" |
2398
|
|
|
|
|
|
|
}, |
2399
|
|
|
|
|
|
|
{ |
2400
|
|
|
|
|
|
|
name => "YieldData", |
2401
|
|
|
|
|
|
|
required => "N", |
2402
|
|
|
|
|
|
|
component => "Y" |
2403
|
|
|
|
|
|
|
}, |
2404
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2405
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
2406
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
2407
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
2408
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
2409
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
2410
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
2411
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
2412
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
2413
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
2414
|
|
|
|
|
|
|
{ |
2415
|
|
|
|
|
|
|
name => "CommissionData", |
2416
|
|
|
|
|
|
|
required => "N", |
2417
|
|
|
|
|
|
|
component => "Y" |
2418
|
|
|
|
|
|
|
}, |
2419
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
2420
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
2421
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
2422
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
2423
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
2424
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
2425
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2426
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2427
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2428
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
2429
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
2430
|
|
|
|
|
|
|
{ name => "Price2", required => "N" }, |
2431
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
2432
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
2433
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
2434
|
|
|
|
|
|
|
{ |
2435
|
|
|
|
|
|
|
name => "PegInstructions", |
2436
|
|
|
|
|
|
|
required => "N", |
2437
|
|
|
|
|
|
|
component => "Y" |
2438
|
|
|
|
|
|
|
}, |
2439
|
|
|
|
|
|
|
{ |
2440
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
2441
|
|
|
|
|
|
|
required => "N", |
2442
|
|
|
|
|
|
|
component => "Y" |
2443
|
|
|
|
|
|
|
}, |
2444
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
2445
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
2446
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
2447
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
2448
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
2449
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
2450
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
2451
|
|
|
|
|
|
|
] |
2452
|
|
|
|
|
|
|
}, |
2453
|
|
|
|
|
|
|
{ |
2454
|
|
|
|
|
|
|
name => "ExecutionReport", |
2455
|
|
|
|
|
|
|
msgtype => "8", |
2456
|
|
|
|
|
|
|
msgcat => "app", |
2457
|
|
|
|
|
|
|
fields => [ |
2458
|
|
|
|
|
|
|
{ name => "OrderID", required => "Y" }, |
2459
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
2460
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2461
|
|
|
|
|
|
|
{ name => "SecondaryExecID", required => "N" }, |
2462
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
2463
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "N" }, |
2464
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2465
|
|
|
|
|
|
|
{ name => "QuoteRespID", required => "N" }, |
2466
|
|
|
|
|
|
|
{ name => "OrdStatusReqID", required => "N" }, |
2467
|
|
|
|
|
|
|
{ name => "MassStatusReqID", required => "N" }, |
2468
|
|
|
|
|
|
|
{ name => "TotNumReports", required => "N" }, |
2469
|
|
|
|
|
|
|
{ name => "LastRptRequested", required => "N" }, |
2470
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
2471
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
2472
|
|
|
|
|
|
|
{ |
2473
|
|
|
|
|
|
|
name => "NoContraBrokers", |
2474
|
|
|
|
|
|
|
required => "N", |
2475
|
|
|
|
|
|
|
group => [ |
2476
|
|
|
|
|
|
|
{ name => "ContraBroker", required => "N" }, |
2477
|
|
|
|
|
|
|
{ name => "ContraTrader", required => "N" }, |
2478
|
|
|
|
|
|
|
{ name => "ContraTradeQty", required => "N" }, |
2479
|
|
|
|
|
|
|
{ name => "ContraTradeTime", required => "N" }, |
2480
|
|
|
|
|
|
|
{ name => "ContraLegRefID", required => "N" }, |
2481
|
|
|
|
|
|
|
] |
2482
|
|
|
|
|
|
|
}, |
2483
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
2484
|
|
|
|
|
|
|
{ name => "CrossID", required => "N" }, |
2485
|
|
|
|
|
|
|
{ name => "OrigCrossID", required => "N" }, |
2486
|
|
|
|
|
|
|
{ name => "CrossType", required => "N" }, |
2487
|
|
|
|
|
|
|
{ name => "ExecID", required => "Y" }, |
2488
|
|
|
|
|
|
|
{ name => "ExecRefID", required => "N" }, |
2489
|
|
|
|
|
|
|
{ name => "ExecType", required => "Y" }, |
2490
|
|
|
|
|
|
|
{ name => "OrdStatus", required => "Y" }, |
2491
|
|
|
|
|
|
|
{ name => "WorkingIndicator", required => "N" }, |
2492
|
|
|
|
|
|
|
{ name => "OrdRejReason", required => "N" }, |
2493
|
|
|
|
|
|
|
{ name => "ExecRestatementReason", required => "N" }, |
2494
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2495
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2496
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
2497
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
2498
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
2499
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
2500
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
2501
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
2502
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
2503
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
2504
|
|
|
|
|
|
|
{ |
2505
|
|
|
|
|
|
|
name => "Instrument", |
2506
|
|
|
|
|
|
|
required => "Y", |
2507
|
|
|
|
|
|
|
component => "Y" |
2508
|
|
|
|
|
|
|
}, |
2509
|
|
|
|
|
|
|
{ |
2510
|
|
|
|
|
|
|
name => "FinancingDetails", |
2511
|
|
|
|
|
|
|
required => "N", |
2512
|
|
|
|
|
|
|
component => "Y" |
2513
|
|
|
|
|
|
|
}, |
2514
|
|
|
|
|
|
|
{ |
2515
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2516
|
|
|
|
|
|
|
required => "N", |
2517
|
|
|
|
|
|
|
group => [ |
2518
|
|
|
|
|
|
|
{ |
2519
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2520
|
|
|
|
|
|
|
required => "N", |
2521
|
|
|
|
|
|
|
component => "Y" |
2522
|
|
|
|
|
|
|
}, |
2523
|
|
|
|
|
|
|
] |
2524
|
|
|
|
|
|
|
}, |
2525
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
2526
|
|
|
|
|
|
|
{ |
2527
|
|
|
|
|
|
|
name => "Stipulations", |
2528
|
|
|
|
|
|
|
required => "N", |
2529
|
|
|
|
|
|
|
component => "Y" |
2530
|
|
|
|
|
|
|
}, |
2531
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
2532
|
|
|
|
|
|
|
{ |
2533
|
|
|
|
|
|
|
name => "OrderQtyData", |
2534
|
|
|
|
|
|
|
required => "N", |
2535
|
|
|
|
|
|
|
component => "Y" |
2536
|
|
|
|
|
|
|
}, |
2537
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
2538
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
2539
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
2540
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
2541
|
|
|
|
|
|
|
{ |
2542
|
|
|
|
|
|
|
name => "PegInstructions", |
2543
|
|
|
|
|
|
|
required => "N", |
2544
|
|
|
|
|
|
|
component => "Y" |
2545
|
|
|
|
|
|
|
}, |
2546
|
|
|
|
|
|
|
{ |
2547
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
2548
|
|
|
|
|
|
|
required => "N", |
2549
|
|
|
|
|
|
|
component => "Y" |
2550
|
|
|
|
|
|
|
}, |
2551
|
|
|
|
|
|
|
{ name => "PeggedPrice", required => "N" }, |
2552
|
|
|
|
|
|
|
{ name => "DiscretionPrice", required => "N" }, |
2553
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
2554
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
2555
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
2556
|
|
|
|
|
|
|
{ name => "TargetStrategyPerformance", required => "N" }, |
2557
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2558
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
2559
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
2560
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
2561
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
2562
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
2563
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
2564
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
2565
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
2566
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
2567
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
2568
|
|
|
|
|
|
|
{ name => "LastQty", required => "N" }, |
2569
|
|
|
|
|
|
|
{ name => "UnderlyingLastQty", required => "N" }, |
2570
|
|
|
|
|
|
|
{ name => "LastPx", required => "N" }, |
2571
|
|
|
|
|
|
|
{ name => "UnderlyingLastPx", required => "N" }, |
2572
|
|
|
|
|
|
|
{ name => "LastParPx", required => "N" }, |
2573
|
|
|
|
|
|
|
{ name => "LastSpotRate", required => "N" }, |
2574
|
|
|
|
|
|
|
{ name => "LastForwardPoints", required => "N" }, |
2575
|
|
|
|
|
|
|
{ name => "LastMkt", required => "N" }, |
2576
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2577
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
2578
|
|
|
|
|
|
|
{ name => "TimeBracket", required => "N" }, |
2579
|
|
|
|
|
|
|
{ name => "LastCapacity", required => "N" }, |
2580
|
|
|
|
|
|
|
{ name => "LeavesQty", required => "Y" }, |
2581
|
|
|
|
|
|
|
{ name => "CumQty", required => "Y" }, |
2582
|
|
|
|
|
|
|
{ name => "AvgPx", required => "Y" }, |
2583
|
|
|
|
|
|
|
{ name => "DayOrderQty", required => "N" }, |
2584
|
|
|
|
|
|
|
{ name => "DayCumQty", required => "N" }, |
2585
|
|
|
|
|
|
|
{ name => "DayAvgPx", required => "N" }, |
2586
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
2587
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
2588
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
2589
|
|
|
|
|
|
|
{ name => "ReportToExch", required => "N" }, |
2590
|
|
|
|
|
|
|
{ |
2591
|
|
|
|
|
|
|
name => "CommissionData", |
2592
|
|
|
|
|
|
|
required => "N", |
2593
|
|
|
|
|
|
|
component => "Y" |
2594
|
|
|
|
|
|
|
}, |
2595
|
|
|
|
|
|
|
{ |
2596
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
2597
|
|
|
|
|
|
|
required => "N", |
2598
|
|
|
|
|
|
|
component => "Y" |
2599
|
|
|
|
|
|
|
}, |
2600
|
|
|
|
|
|
|
{ |
2601
|
|
|
|
|
|
|
name => "YieldData", |
2602
|
|
|
|
|
|
|
required => "N", |
2603
|
|
|
|
|
|
|
component => "Y" |
2604
|
|
|
|
|
|
|
}, |
2605
|
|
|
|
|
|
|
{ name => "GrossTradeAmt", required => "N" }, |
2606
|
|
|
|
|
|
|
{ name => "NumDaysInterest", required => "N" }, |
2607
|
|
|
|
|
|
|
{ name => "ExDate", required => "N" }, |
2608
|
|
|
|
|
|
|
{ name => "AccruedInterestRate", required => "N" }, |
2609
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
2610
|
|
|
|
|
|
|
{ name => "InterestAtMaturity", required => "N" }, |
2611
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
2612
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
2613
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
2614
|
|
|
|
|
|
|
{ name => "TradedFlatSwitch", required => "N" }, |
2615
|
|
|
|
|
|
|
{ name => "BasisFeatureDate", required => "N" }, |
2616
|
|
|
|
|
|
|
{ name => "BasisFeaturePrice", required => "N" }, |
2617
|
|
|
|
|
|
|
{ name => "Concession", required => "N" }, |
2618
|
|
|
|
|
|
|
{ name => "TotalTakedown", required => "N" }, |
2619
|
|
|
|
|
|
|
{ name => "NetMoney", required => "N" }, |
2620
|
|
|
|
|
|
|
{ name => "SettlCurrAmt", required => "N" }, |
2621
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
2622
|
|
|
|
|
|
|
{ name => "SettlCurrFxRate", required => "N" }, |
2623
|
|
|
|
|
|
|
{ name => "SettlCurrFxRateCalc", required => "N" }, |
2624
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
2625
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
2626
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
2627
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
2628
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
2629
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
2630
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2631
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2632
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2633
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
2634
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
2635
|
|
|
|
|
|
|
{ name => "LastForwardPoints2", required => "N" }, |
2636
|
|
|
|
|
|
|
{ name => "MultiLegReportingType", required => "N" }, |
2637
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
2638
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
2639
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
2640
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
2641
|
|
|
|
|
|
|
{ name => "TransBkdTime", required => "N" }, |
2642
|
|
|
|
|
|
|
{ name => "ExecValuationPoint", required => "N" }, |
2643
|
|
|
|
|
|
|
{ name => "ExecPriceType", required => "N" }, |
2644
|
|
|
|
|
|
|
{ name => "ExecPriceAdjustment", required => "N" }, |
2645
|
|
|
|
|
|
|
{ name => "PriorityIndicator", required => "N" }, |
2646
|
|
|
|
|
|
|
{ name => "PriceImprovement", required => "N" }, |
2647
|
|
|
|
|
|
|
{ name => "LastLiquidityInd", required => "N" }, |
2648
|
|
|
|
|
|
|
{ |
2649
|
|
|
|
|
|
|
name => "NoContAmts", |
2650
|
|
|
|
|
|
|
required => "N", |
2651
|
|
|
|
|
|
|
group => [ |
2652
|
|
|
|
|
|
|
{ name => "ContAmtType", required => "N" }, |
2653
|
|
|
|
|
|
|
{ name => "ContAmtValue", required => "N" }, |
2654
|
|
|
|
|
|
|
{ name => "ContAmtCurr", required => "N" }, |
2655
|
|
|
|
|
|
|
] |
2656
|
|
|
|
|
|
|
}, |
2657
|
|
|
|
|
|
|
{ |
2658
|
|
|
|
|
|
|
name => "NoLegs", |
2659
|
|
|
|
|
|
|
required => "N", |
2660
|
|
|
|
|
|
|
group => [ |
2661
|
|
|
|
|
|
|
{ |
2662
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2663
|
|
|
|
|
|
|
required => "N", |
2664
|
|
|
|
|
|
|
component => "Y" |
2665
|
|
|
|
|
|
|
}, |
2666
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
2667
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
2668
|
|
|
|
|
|
|
{ |
2669
|
|
|
|
|
|
|
name => "LegStipulations", |
2670
|
|
|
|
|
|
|
required => "N", |
2671
|
|
|
|
|
|
|
component => "Y" |
2672
|
|
|
|
|
|
|
}, |
2673
|
|
|
|
|
|
|
{ name => "LegPositionEffect", required => "N" }, |
2674
|
|
|
|
|
|
|
{ |
2675
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
2676
|
|
|
|
|
|
|
required => "N" |
2677
|
|
|
|
|
|
|
}, |
2678
|
|
|
|
|
|
|
{ |
2679
|
|
|
|
|
|
|
name => "NestedParties", |
2680
|
|
|
|
|
|
|
required => "N", |
2681
|
|
|
|
|
|
|
component => "Y" |
2682
|
|
|
|
|
|
|
}, |
2683
|
|
|
|
|
|
|
{ name => "LegRefID", required => "N" }, |
2684
|
|
|
|
|
|
|
{ name => "LegPrice", required => "N" }, |
2685
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
2686
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
2687
|
|
|
|
|
|
|
{ name => "LegLastPx", required => "N" }, |
2688
|
|
|
|
|
|
|
] |
2689
|
|
|
|
|
|
|
}, |
2690
|
|
|
|
|
|
|
{ name => "CopyMsgIndicator", required => "N" }, |
2691
|
|
|
|
|
|
|
{ |
2692
|
|
|
|
|
|
|
name => "NoMiscFees", |
2693
|
|
|
|
|
|
|
required => "N", |
2694
|
|
|
|
|
|
|
group => [ |
2695
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
2696
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
2697
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
2698
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
2699
|
|
|
|
|
|
|
] |
2700
|
|
|
|
|
|
|
}, |
2701
|
|
|
|
|
|
|
] |
2702
|
|
|
|
|
|
|
}, |
2703
|
|
|
|
|
|
|
{ |
2704
|
|
|
|
|
|
|
name => "DontKnowTrade", |
2705
|
|
|
|
|
|
|
msgtype => "Q", |
2706
|
|
|
|
|
|
|
msgcat => "app", |
2707
|
|
|
|
|
|
|
fields => [ |
2708
|
|
|
|
|
|
|
{ name => "OrderID", required => "Y" }, |
2709
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
2710
|
|
|
|
|
|
|
{ name => "ExecID", required => "Y" }, |
2711
|
|
|
|
|
|
|
{ name => "DKReason", required => "Y" }, |
2712
|
|
|
|
|
|
|
{ |
2713
|
|
|
|
|
|
|
name => "Instrument", |
2714
|
|
|
|
|
|
|
required => "Y", |
2715
|
|
|
|
|
|
|
component => "Y" |
2716
|
|
|
|
|
|
|
}, |
2717
|
|
|
|
|
|
|
{ |
2718
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2719
|
|
|
|
|
|
|
required => "N", |
2720
|
|
|
|
|
|
|
group => [ |
2721
|
|
|
|
|
|
|
{ |
2722
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2723
|
|
|
|
|
|
|
required => "N", |
2724
|
|
|
|
|
|
|
component => "Y" |
2725
|
|
|
|
|
|
|
}, |
2726
|
|
|
|
|
|
|
] |
2727
|
|
|
|
|
|
|
}, |
2728
|
|
|
|
|
|
|
{ |
2729
|
|
|
|
|
|
|
name => "NoLegs", |
2730
|
|
|
|
|
|
|
required => "N", |
2731
|
|
|
|
|
|
|
group => [ |
2732
|
|
|
|
|
|
|
{ |
2733
|
|
|
|
|
|
|
name => "InstrumentLeg", |
2734
|
|
|
|
|
|
|
required => "N", |
2735
|
|
|
|
|
|
|
component => "Y" |
2736
|
|
|
|
|
|
|
}, |
2737
|
|
|
|
|
|
|
] |
2738
|
|
|
|
|
|
|
}, |
2739
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
2740
|
|
|
|
|
|
|
{ |
2741
|
|
|
|
|
|
|
name => "OrderQtyData", |
2742
|
|
|
|
|
|
|
required => "Y", |
2743
|
|
|
|
|
|
|
component => "Y" |
2744
|
|
|
|
|
|
|
}, |
2745
|
|
|
|
|
|
|
{ name => "LastQty", required => "N" }, |
2746
|
|
|
|
|
|
|
{ name => "LastPx", required => "N" }, |
2747
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2748
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2749
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2750
|
|
|
|
|
|
|
] |
2751
|
|
|
|
|
|
|
}, |
2752
|
|
|
|
|
|
|
{ |
2753
|
|
|
|
|
|
|
name => "OrderCancelReplaceRequest", |
2754
|
|
|
|
|
|
|
msgtype => "G", |
2755
|
|
|
|
|
|
|
msgcat => "app", |
2756
|
|
|
|
|
|
|
fields => [ |
2757
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
2758
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
2759
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
2760
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
2761
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
2762
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
2763
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2764
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2765
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
2766
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
2767
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2768
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2769
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
2770
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
2771
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
2772
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
2773
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
2774
|
|
|
|
|
|
|
{ |
2775
|
|
|
|
|
|
|
name => "NoAllocs", |
2776
|
|
|
|
|
|
|
required => "N", |
2777
|
|
|
|
|
|
|
group => [ |
2778
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
2779
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
2780
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
2781
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
2782
|
|
|
|
|
|
|
{ |
2783
|
|
|
|
|
|
|
name => "NestedParties", |
2784
|
|
|
|
|
|
|
required => "N", |
2785
|
|
|
|
|
|
|
component => "Y" |
2786
|
|
|
|
|
|
|
}, |
2787
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
2788
|
|
|
|
|
|
|
] |
2789
|
|
|
|
|
|
|
}, |
2790
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
2791
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
2792
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
2793
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
2794
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
2795
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
2796
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
2797
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
2798
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
2799
|
|
|
|
|
|
|
{ |
2800
|
|
|
|
|
|
|
name => "NoTradingSessions", |
2801
|
|
|
|
|
|
|
required => "N", |
2802
|
|
|
|
|
|
|
group => [ |
2803
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
2804
|
|
|
|
|
|
|
{ |
2805
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
2806
|
|
|
|
|
|
|
required => "N" |
2807
|
|
|
|
|
|
|
}, |
2808
|
|
|
|
|
|
|
] |
2809
|
|
|
|
|
|
|
}, |
2810
|
|
|
|
|
|
|
{ |
2811
|
|
|
|
|
|
|
name => "Instrument", |
2812
|
|
|
|
|
|
|
required => "Y", |
2813
|
|
|
|
|
|
|
component => "Y" |
2814
|
|
|
|
|
|
|
}, |
2815
|
|
|
|
|
|
|
{ |
2816
|
|
|
|
|
|
|
name => "FinancingDetails", |
2817
|
|
|
|
|
|
|
required => "N", |
2818
|
|
|
|
|
|
|
component => "Y" |
2819
|
|
|
|
|
|
|
}, |
2820
|
|
|
|
|
|
|
{ |
2821
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2822
|
|
|
|
|
|
|
required => "N", |
2823
|
|
|
|
|
|
|
group => [ |
2824
|
|
|
|
|
|
|
{ |
2825
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2826
|
|
|
|
|
|
|
required => "N", |
2827
|
|
|
|
|
|
|
component => "Y" |
2828
|
|
|
|
|
|
|
}, |
2829
|
|
|
|
|
|
|
] |
2830
|
|
|
|
|
|
|
}, |
2831
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
2832
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
2833
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
2834
|
|
|
|
|
|
|
{ |
2835
|
|
|
|
|
|
|
name => "OrderQtyData", |
2836
|
|
|
|
|
|
|
required => "Y", |
2837
|
|
|
|
|
|
|
component => "Y" |
2838
|
|
|
|
|
|
|
}, |
2839
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
2840
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
2841
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
2842
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
2843
|
|
|
|
|
|
|
{ |
2844
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
2845
|
|
|
|
|
|
|
required => "N", |
2846
|
|
|
|
|
|
|
component => "Y" |
2847
|
|
|
|
|
|
|
}, |
2848
|
|
|
|
|
|
|
{ |
2849
|
|
|
|
|
|
|
name => "YieldData", |
2850
|
|
|
|
|
|
|
required => "N", |
2851
|
|
|
|
|
|
|
component => "Y" |
2852
|
|
|
|
|
|
|
}, |
2853
|
|
|
|
|
|
|
{ |
2854
|
|
|
|
|
|
|
name => "PegInstructions", |
2855
|
|
|
|
|
|
|
required => "N", |
2856
|
|
|
|
|
|
|
component => "Y" |
2857
|
|
|
|
|
|
|
}, |
2858
|
|
|
|
|
|
|
{ |
2859
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
2860
|
|
|
|
|
|
|
required => "N", |
2861
|
|
|
|
|
|
|
component => "Y" |
2862
|
|
|
|
|
|
|
}, |
2863
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
2864
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
2865
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
2866
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
2867
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
2868
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
2869
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
2870
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
2871
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
2872
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
2873
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
2874
|
|
|
|
|
|
|
{ |
2875
|
|
|
|
|
|
|
name => "CommissionData", |
2876
|
|
|
|
|
|
|
required => "N", |
2877
|
|
|
|
|
|
|
component => "Y" |
2878
|
|
|
|
|
|
|
}, |
2879
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
2880
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
2881
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
2882
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
2883
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
2884
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
2885
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2886
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2887
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2888
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
2889
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
2890
|
|
|
|
|
|
|
{ name => "Price2", required => "N" }, |
2891
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
2892
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
2893
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
2894
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
2895
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
2896
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
2897
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
2898
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
2899
|
|
|
|
|
|
|
] |
2900
|
|
|
|
|
|
|
}, |
2901
|
|
|
|
|
|
|
{ |
2902
|
|
|
|
|
|
|
name => "OrderCancelRequest", |
2903
|
|
|
|
|
|
|
msgtype => "F", |
2904
|
|
|
|
|
|
|
msgcat => "app", |
2905
|
|
|
|
|
|
|
fields => [ |
2906
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
2907
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
2908
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
2909
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2910
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2911
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
2912
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
2913
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2914
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2915
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
2916
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
2917
|
|
|
|
|
|
|
{ |
2918
|
|
|
|
|
|
|
name => "Instrument", |
2919
|
|
|
|
|
|
|
required => "Y", |
2920
|
|
|
|
|
|
|
component => "Y" |
2921
|
|
|
|
|
|
|
}, |
2922
|
|
|
|
|
|
|
{ |
2923
|
|
|
|
|
|
|
name => "FinancingDetails", |
2924
|
|
|
|
|
|
|
required => "N", |
2925
|
|
|
|
|
|
|
component => "Y" |
2926
|
|
|
|
|
|
|
}, |
2927
|
|
|
|
|
|
|
{ |
2928
|
|
|
|
|
|
|
name => "NoUnderlyings", |
2929
|
|
|
|
|
|
|
required => "N", |
2930
|
|
|
|
|
|
|
group => [ |
2931
|
|
|
|
|
|
|
{ |
2932
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
2933
|
|
|
|
|
|
|
required => "N", |
2934
|
|
|
|
|
|
|
component => "Y" |
2935
|
|
|
|
|
|
|
}, |
2936
|
|
|
|
|
|
|
] |
2937
|
|
|
|
|
|
|
}, |
2938
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
2939
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
2940
|
|
|
|
|
|
|
{ |
2941
|
|
|
|
|
|
|
name => "OrderQtyData", |
2942
|
|
|
|
|
|
|
required => "Y", |
2943
|
|
|
|
|
|
|
component => "Y" |
2944
|
|
|
|
|
|
|
}, |
2945
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
2946
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2947
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2948
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2949
|
|
|
|
|
|
|
] |
2950
|
|
|
|
|
|
|
}, |
2951
|
|
|
|
|
|
|
{ |
2952
|
|
|
|
|
|
|
name => "OrderCancelReject", |
2953
|
|
|
|
|
|
|
msgtype => "9", |
2954
|
|
|
|
|
|
|
msgcat => "app", |
2955
|
|
|
|
|
|
|
fields => [ |
2956
|
|
|
|
|
|
|
{ name => "OrderID", required => "Y" }, |
2957
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
2958
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2959
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
2960
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2961
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
2962
|
|
|
|
|
|
|
{ name => "OrdStatus", required => "Y" }, |
2963
|
|
|
|
|
|
|
{ name => "WorkingIndicator", required => "N" }, |
2964
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
2965
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
2966
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2967
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2968
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
2969
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
2970
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
2971
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
2972
|
|
|
|
|
|
|
{ name => "CxlRejResponseTo", required => "Y" }, |
2973
|
|
|
|
|
|
|
{ name => "CxlRejReason", required => "N" }, |
2974
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
2975
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
2976
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
2977
|
|
|
|
|
|
|
] |
2978
|
|
|
|
|
|
|
}, |
2979
|
|
|
|
|
|
|
{ |
2980
|
|
|
|
|
|
|
name => "OrderStatusRequest", |
2981
|
|
|
|
|
|
|
msgtype => "H", |
2982
|
|
|
|
|
|
|
msgcat => "app", |
2983
|
|
|
|
|
|
|
fields => [ |
2984
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
2985
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
2986
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
2987
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
2988
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
2989
|
|
|
|
|
|
|
{ name => "OrdStatusReqID", required => "N" }, |
2990
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
2991
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
2992
|
|
|
|
|
|
|
{ |
2993
|
|
|
|
|
|
|
name => "Instrument", |
2994
|
|
|
|
|
|
|
required => "Y", |
2995
|
|
|
|
|
|
|
component => "Y" |
2996
|
|
|
|
|
|
|
}, |
2997
|
|
|
|
|
|
|
{ |
2998
|
|
|
|
|
|
|
name => "FinancingDetails", |
2999
|
|
|
|
|
|
|
required => "N", |
3000
|
|
|
|
|
|
|
component => "Y" |
3001
|
|
|
|
|
|
|
}, |
3002
|
|
|
|
|
|
|
{ |
3003
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3004
|
|
|
|
|
|
|
required => "N", |
3005
|
|
|
|
|
|
|
group => [ |
3006
|
|
|
|
|
|
|
{ |
3007
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3008
|
|
|
|
|
|
|
required => "N", |
3009
|
|
|
|
|
|
|
component => "Y" |
3010
|
|
|
|
|
|
|
}, |
3011
|
|
|
|
|
|
|
] |
3012
|
|
|
|
|
|
|
}, |
3013
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3014
|
|
|
|
|
|
|
] |
3015
|
|
|
|
|
|
|
}, |
3016
|
|
|
|
|
|
|
{ |
3017
|
|
|
|
|
|
|
name => "OrderMassCancelRequest", |
3018
|
|
|
|
|
|
|
msgtype => "q", |
3019
|
|
|
|
|
|
|
msgcat => "app", |
3020
|
|
|
|
|
|
|
fields => [ |
3021
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3022
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3023
|
|
|
|
|
|
|
{ name => "MassCancelRequestType", required => "Y" }, |
3024
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3025
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
3026
|
|
|
|
|
|
|
{ |
3027
|
|
|
|
|
|
|
name => "Instrument", |
3028
|
|
|
|
|
|
|
required => "N", |
3029
|
|
|
|
|
|
|
component => "Y" |
3030
|
|
|
|
|
|
|
}, |
3031
|
|
|
|
|
|
|
{ |
3032
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3033
|
|
|
|
|
|
|
required => "N", |
3034
|
|
|
|
|
|
|
component => "Y" |
3035
|
|
|
|
|
|
|
}, |
3036
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
3037
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3038
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3039
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3040
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3041
|
|
|
|
|
|
|
] |
3042
|
|
|
|
|
|
|
}, |
3043
|
|
|
|
|
|
|
{ |
3044
|
|
|
|
|
|
|
name => "OrderMassCancelReport", |
3045
|
|
|
|
|
|
|
msgtype => "r", |
3046
|
|
|
|
|
|
|
msgcat => "app", |
3047
|
|
|
|
|
|
|
fields => [ |
3048
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
3049
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3050
|
|
|
|
|
|
|
{ name => "OrderID", required => "Y" }, |
3051
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
3052
|
|
|
|
|
|
|
{ name => "MassCancelRequestType", required => "Y" }, |
3053
|
|
|
|
|
|
|
{ name => "MassCancelResponse", required => "Y" }, |
3054
|
|
|
|
|
|
|
{ name => "MassCancelRejectReason", required => "N" }, |
3055
|
|
|
|
|
|
|
{ name => "TotalAffectedOrders", required => "N" }, |
3056
|
|
|
|
|
|
|
{ |
3057
|
|
|
|
|
|
|
name => "NoAffectedOrders", |
3058
|
|
|
|
|
|
|
required => "N", |
3059
|
|
|
|
|
|
|
group => [ |
3060
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "N" }, |
3061
|
|
|
|
|
|
|
{ name => "AffectedOrderID", required => "N" }, |
3062
|
|
|
|
|
|
|
{ |
3063
|
|
|
|
|
|
|
name => "AffectedSecondaryOrderID", |
3064
|
|
|
|
|
|
|
required => "N" |
3065
|
|
|
|
|
|
|
}, |
3066
|
|
|
|
|
|
|
] |
3067
|
|
|
|
|
|
|
}, |
3068
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3069
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
3070
|
|
|
|
|
|
|
{ |
3071
|
|
|
|
|
|
|
name => "Instrument", |
3072
|
|
|
|
|
|
|
required => "N", |
3073
|
|
|
|
|
|
|
component => "Y" |
3074
|
|
|
|
|
|
|
}, |
3075
|
|
|
|
|
|
|
{ |
3076
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3077
|
|
|
|
|
|
|
required => "N", |
3078
|
|
|
|
|
|
|
component => "Y" |
3079
|
|
|
|
|
|
|
}, |
3080
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
3081
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
3082
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3083
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3084
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3085
|
|
|
|
|
|
|
] |
3086
|
|
|
|
|
|
|
}, |
3087
|
|
|
|
|
|
|
{ |
3088
|
|
|
|
|
|
|
name => "OrderMassStatusRequest", |
3089
|
|
|
|
|
|
|
msgtype => "AF", |
3090
|
|
|
|
|
|
|
msgcat => "app", |
3091
|
|
|
|
|
|
|
fields => [ |
3092
|
|
|
|
|
|
|
{ name => "MassStatusReqID", required => "Y" }, |
3093
|
|
|
|
|
|
|
{ name => "MassStatusReqType", required => "Y" }, |
3094
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
3095
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
3096
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
3097
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3098
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
3099
|
|
|
|
|
|
|
{ |
3100
|
|
|
|
|
|
|
name => "Instrument", |
3101
|
|
|
|
|
|
|
required => "N", |
3102
|
|
|
|
|
|
|
component => "Y" |
3103
|
|
|
|
|
|
|
}, |
3104
|
|
|
|
|
|
|
{ |
3105
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3106
|
|
|
|
|
|
|
required => "N", |
3107
|
|
|
|
|
|
|
component => "Y" |
3108
|
|
|
|
|
|
|
}, |
3109
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
3110
|
|
|
|
|
|
|
] |
3111
|
|
|
|
|
|
|
}, |
3112
|
|
|
|
|
|
|
{ |
3113
|
|
|
|
|
|
|
name => "NewOrderCross", |
3114
|
|
|
|
|
|
|
msgtype => "s", |
3115
|
|
|
|
|
|
|
msgcat => "app", |
3116
|
|
|
|
|
|
|
fields => [ |
3117
|
|
|
|
|
|
|
{ name => "CrossID", required => "Y" }, |
3118
|
|
|
|
|
|
|
{ name => "CrossType", required => "Y" }, |
3119
|
|
|
|
|
|
|
{ name => "CrossPrioritization", required => "Y" }, |
3120
|
|
|
|
|
|
|
{ |
3121
|
|
|
|
|
|
|
name => "NoSides", |
3122
|
|
|
|
|
|
|
required => "Y", |
3123
|
|
|
|
|
|
|
group => [ |
3124
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3125
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3126
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3127
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
3128
|
|
|
|
|
|
|
{ |
3129
|
|
|
|
|
|
|
name => "Parties", |
3130
|
|
|
|
|
|
|
required => "N", |
3131
|
|
|
|
|
|
|
component => "Y" |
3132
|
|
|
|
|
|
|
}, |
3133
|
|
|
|
|
|
|
{ |
3134
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
3135
|
|
|
|
|
|
|
required => "N" |
3136
|
|
|
|
|
|
|
}, |
3137
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
3138
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
3139
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
3140
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
3141
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
3142
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
3143
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
3144
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
3145
|
|
|
|
|
|
|
{ |
3146
|
|
|
|
|
|
|
name => "NoAllocs", |
3147
|
|
|
|
|
|
|
required => "N", |
3148
|
|
|
|
|
|
|
group => [ |
3149
|
|
|
|
|
|
|
{ |
3150
|
|
|
|
|
|
|
name => "AllocAccount", |
3151
|
|
|
|
|
|
|
required => "N" |
3152
|
|
|
|
|
|
|
}, |
3153
|
|
|
|
|
|
|
{ |
3154
|
|
|
|
|
|
|
name => "AllocAcctIDSource", |
3155
|
|
|
|
|
|
|
required => "N" |
3156
|
|
|
|
|
|
|
}, |
3157
|
|
|
|
|
|
|
{ |
3158
|
|
|
|
|
|
|
name => "AllocSettlCurrency", |
3159
|
|
|
|
|
|
|
required => "N" |
3160
|
|
|
|
|
|
|
}, |
3161
|
|
|
|
|
|
|
{ |
3162
|
|
|
|
|
|
|
name => "IndividualAllocID", |
3163
|
|
|
|
|
|
|
required => "N" |
3164
|
|
|
|
|
|
|
}, |
3165
|
|
|
|
|
|
|
{ |
3166
|
|
|
|
|
|
|
name => "NestedParties", |
3167
|
|
|
|
|
|
|
required => "N", |
3168
|
|
|
|
|
|
|
component => "Y" |
3169
|
|
|
|
|
|
|
}, |
3170
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
3171
|
|
|
|
|
|
|
] |
3172
|
|
|
|
|
|
|
}, |
3173
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
3174
|
|
|
|
|
|
|
{ |
3175
|
|
|
|
|
|
|
name => "OrderQtyData", |
3176
|
|
|
|
|
|
|
required => "Y", |
3177
|
|
|
|
|
|
|
component => "Y" |
3178
|
|
|
|
|
|
|
}, |
3179
|
|
|
|
|
|
|
{ |
3180
|
|
|
|
|
|
|
name => "CommissionData", |
3181
|
|
|
|
|
|
|
required => "N", |
3182
|
|
|
|
|
|
|
component => "Y" |
3183
|
|
|
|
|
|
|
}, |
3184
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
3185
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
3186
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
3187
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
3188
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
3189
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
3190
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3191
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3192
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3193
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
3194
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
3195
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
3196
|
|
|
|
|
|
|
{ |
3197
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
3198
|
|
|
|
|
|
|
required => "N" |
3199
|
|
|
|
|
|
|
}, |
3200
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
3201
|
|
|
|
|
|
|
{ name => "SideComplianceID", required => "N" }, |
3202
|
|
|
|
|
|
|
] |
3203
|
|
|
|
|
|
|
}, |
3204
|
|
|
|
|
|
|
{ |
3205
|
|
|
|
|
|
|
name => "Instrument", |
3206
|
|
|
|
|
|
|
required => "Y", |
3207
|
|
|
|
|
|
|
component => "Y" |
3208
|
|
|
|
|
|
|
}, |
3209
|
|
|
|
|
|
|
{ |
3210
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3211
|
|
|
|
|
|
|
required => "N", |
3212
|
|
|
|
|
|
|
group => [ |
3213
|
|
|
|
|
|
|
{ |
3214
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3215
|
|
|
|
|
|
|
required => "N", |
3216
|
|
|
|
|
|
|
component => "Y" |
3217
|
|
|
|
|
|
|
}, |
3218
|
|
|
|
|
|
|
] |
3219
|
|
|
|
|
|
|
}, |
3220
|
|
|
|
|
|
|
{ |
3221
|
|
|
|
|
|
|
name => "NoLegs", |
3222
|
|
|
|
|
|
|
required => "N", |
3223
|
|
|
|
|
|
|
group => [ |
3224
|
|
|
|
|
|
|
{ |
3225
|
|
|
|
|
|
|
name => "InstrumentLeg", |
3226
|
|
|
|
|
|
|
required => "N", |
3227
|
|
|
|
|
|
|
component => "Y" |
3228
|
|
|
|
|
|
|
}, |
3229
|
|
|
|
|
|
|
] |
3230
|
|
|
|
|
|
|
}, |
3231
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
3232
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
3233
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
3234
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
3235
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
3236
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
3237
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
3238
|
|
|
|
|
|
|
{ |
3239
|
|
|
|
|
|
|
name => "NoTradingSessions", |
3240
|
|
|
|
|
|
|
required => "N", |
3241
|
|
|
|
|
|
|
group => [ |
3242
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3243
|
|
|
|
|
|
|
{ |
3244
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
3245
|
|
|
|
|
|
|
required => "N" |
3246
|
|
|
|
|
|
|
}, |
3247
|
|
|
|
|
|
|
] |
3248
|
|
|
|
|
|
|
}, |
3249
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
3250
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
3251
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
3252
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3253
|
|
|
|
|
|
|
{ |
3254
|
|
|
|
|
|
|
name => "Stipulations", |
3255
|
|
|
|
|
|
|
required => "N", |
3256
|
|
|
|
|
|
|
component => "Y" |
3257
|
|
|
|
|
|
|
}, |
3258
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
3259
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
3260
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
3261
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
3262
|
|
|
|
|
|
|
{ |
3263
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
3264
|
|
|
|
|
|
|
required => "N", |
3265
|
|
|
|
|
|
|
component => "Y" |
3266
|
|
|
|
|
|
|
}, |
3267
|
|
|
|
|
|
|
{ |
3268
|
|
|
|
|
|
|
name => "YieldData", |
3269
|
|
|
|
|
|
|
required => "N", |
3270
|
|
|
|
|
|
|
component => "Y" |
3271
|
|
|
|
|
|
|
}, |
3272
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
3273
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
3274
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
3275
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
3276
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
3277
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
3278
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
3279
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
3280
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
3281
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
3282
|
|
|
|
|
|
|
{ |
3283
|
|
|
|
|
|
|
name => "PegInstructions", |
3284
|
|
|
|
|
|
|
required => "N", |
3285
|
|
|
|
|
|
|
component => "Y" |
3286
|
|
|
|
|
|
|
}, |
3287
|
|
|
|
|
|
|
{ |
3288
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
3289
|
|
|
|
|
|
|
required => "N", |
3290
|
|
|
|
|
|
|
component => "Y" |
3291
|
|
|
|
|
|
|
}, |
3292
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
3293
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
3294
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
3295
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
3296
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
3297
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
3298
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
3299
|
|
|
|
|
|
|
] |
3300
|
|
|
|
|
|
|
}, |
3301
|
|
|
|
|
|
|
{ |
3302
|
|
|
|
|
|
|
name => "CrossOrderCancelReplaceRequest", |
3303
|
|
|
|
|
|
|
msgtype => "t", |
3304
|
|
|
|
|
|
|
msgcat => "app", |
3305
|
|
|
|
|
|
|
fields => [ |
3306
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
3307
|
|
|
|
|
|
|
{ name => "CrossID", required => "Y" }, |
3308
|
|
|
|
|
|
|
{ name => "OrigCrossID", required => "Y" }, |
3309
|
|
|
|
|
|
|
{ name => "CrossType", required => "Y" }, |
3310
|
|
|
|
|
|
|
{ name => "CrossPrioritization", required => "Y" }, |
3311
|
|
|
|
|
|
|
{ |
3312
|
|
|
|
|
|
|
name => "NoSides", |
3313
|
|
|
|
|
|
|
required => "Y", |
3314
|
|
|
|
|
|
|
group => [ |
3315
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3316
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
3317
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3318
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3319
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
3320
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
3321
|
|
|
|
|
|
|
{ |
3322
|
|
|
|
|
|
|
name => "Parties", |
3323
|
|
|
|
|
|
|
required => "N", |
3324
|
|
|
|
|
|
|
component => "Y" |
3325
|
|
|
|
|
|
|
}, |
3326
|
|
|
|
|
|
|
{ |
3327
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
3328
|
|
|
|
|
|
|
required => "N" |
3329
|
|
|
|
|
|
|
}, |
3330
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
3331
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
3332
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
3333
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
3334
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
3335
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
3336
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
3337
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
3338
|
|
|
|
|
|
|
{ |
3339
|
|
|
|
|
|
|
name => "NoAllocs", |
3340
|
|
|
|
|
|
|
required => "N", |
3341
|
|
|
|
|
|
|
group => [ |
3342
|
|
|
|
|
|
|
{ |
3343
|
|
|
|
|
|
|
name => "AllocAccount", |
3344
|
|
|
|
|
|
|
required => "N" |
3345
|
|
|
|
|
|
|
}, |
3346
|
|
|
|
|
|
|
{ |
3347
|
|
|
|
|
|
|
name => "AllocAcctIDSource", |
3348
|
|
|
|
|
|
|
required => "N" |
3349
|
|
|
|
|
|
|
}, |
3350
|
|
|
|
|
|
|
{ |
3351
|
|
|
|
|
|
|
name => "AllocSettlCurrency", |
3352
|
|
|
|
|
|
|
required => "N" |
3353
|
|
|
|
|
|
|
}, |
3354
|
|
|
|
|
|
|
{ |
3355
|
|
|
|
|
|
|
name => "IndividualAllocID", |
3356
|
|
|
|
|
|
|
required => "N" |
3357
|
|
|
|
|
|
|
}, |
3358
|
|
|
|
|
|
|
{ |
3359
|
|
|
|
|
|
|
name => "NestedParties", |
3360
|
|
|
|
|
|
|
required => "N", |
3361
|
|
|
|
|
|
|
component => "Y" |
3362
|
|
|
|
|
|
|
}, |
3363
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
3364
|
|
|
|
|
|
|
] |
3365
|
|
|
|
|
|
|
}, |
3366
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
3367
|
|
|
|
|
|
|
{ |
3368
|
|
|
|
|
|
|
name => "OrderQtyData", |
3369
|
|
|
|
|
|
|
required => "Y", |
3370
|
|
|
|
|
|
|
component => "Y" |
3371
|
|
|
|
|
|
|
}, |
3372
|
|
|
|
|
|
|
{ |
3373
|
|
|
|
|
|
|
name => "CommissionData", |
3374
|
|
|
|
|
|
|
required => "N", |
3375
|
|
|
|
|
|
|
component => "Y" |
3376
|
|
|
|
|
|
|
}, |
3377
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
3378
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
3379
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
3380
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
3381
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
3382
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
3383
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3384
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3385
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3386
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
3387
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
3388
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
3389
|
|
|
|
|
|
|
{ |
3390
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
3391
|
|
|
|
|
|
|
required => "N" |
3392
|
|
|
|
|
|
|
}, |
3393
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
3394
|
|
|
|
|
|
|
{ name => "SideComplianceID", required => "N" }, |
3395
|
|
|
|
|
|
|
] |
3396
|
|
|
|
|
|
|
}, |
3397
|
|
|
|
|
|
|
{ |
3398
|
|
|
|
|
|
|
name => "Instrument", |
3399
|
|
|
|
|
|
|
required => "Y", |
3400
|
|
|
|
|
|
|
component => "Y" |
3401
|
|
|
|
|
|
|
}, |
3402
|
|
|
|
|
|
|
{ |
3403
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3404
|
|
|
|
|
|
|
required => "N", |
3405
|
|
|
|
|
|
|
group => [ |
3406
|
|
|
|
|
|
|
{ |
3407
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3408
|
|
|
|
|
|
|
required => "N", |
3409
|
|
|
|
|
|
|
component => "Y" |
3410
|
|
|
|
|
|
|
}, |
3411
|
|
|
|
|
|
|
] |
3412
|
|
|
|
|
|
|
}, |
3413
|
|
|
|
|
|
|
{ |
3414
|
|
|
|
|
|
|
name => "NoLegs", |
3415
|
|
|
|
|
|
|
required => "N", |
3416
|
|
|
|
|
|
|
group => [ |
3417
|
|
|
|
|
|
|
{ |
3418
|
|
|
|
|
|
|
name => "InstrumentLeg", |
3419
|
|
|
|
|
|
|
required => "N", |
3420
|
|
|
|
|
|
|
component => "Y" |
3421
|
|
|
|
|
|
|
}, |
3422
|
|
|
|
|
|
|
] |
3423
|
|
|
|
|
|
|
}, |
3424
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
3425
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
3426
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
3427
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
3428
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
3429
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
3430
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
3431
|
|
|
|
|
|
|
{ |
3432
|
|
|
|
|
|
|
name => "NoTradingSessions", |
3433
|
|
|
|
|
|
|
required => "N", |
3434
|
|
|
|
|
|
|
group => [ |
3435
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3436
|
|
|
|
|
|
|
{ |
3437
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
3438
|
|
|
|
|
|
|
required => "N" |
3439
|
|
|
|
|
|
|
}, |
3440
|
|
|
|
|
|
|
] |
3441
|
|
|
|
|
|
|
}, |
3442
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
3443
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
3444
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
3445
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3446
|
|
|
|
|
|
|
{ |
3447
|
|
|
|
|
|
|
name => "Stipulations", |
3448
|
|
|
|
|
|
|
required => "N", |
3449
|
|
|
|
|
|
|
component => "Y" |
3450
|
|
|
|
|
|
|
}, |
3451
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
3452
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
3453
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
3454
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
3455
|
|
|
|
|
|
|
{ |
3456
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
3457
|
|
|
|
|
|
|
required => "N", |
3458
|
|
|
|
|
|
|
component => "Y" |
3459
|
|
|
|
|
|
|
}, |
3460
|
|
|
|
|
|
|
{ |
3461
|
|
|
|
|
|
|
name => "YieldData", |
3462
|
|
|
|
|
|
|
required => "N", |
3463
|
|
|
|
|
|
|
component => "Y" |
3464
|
|
|
|
|
|
|
}, |
3465
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
3466
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
3467
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
3468
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
3469
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
3470
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
3471
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
3472
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
3473
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
3474
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
3475
|
|
|
|
|
|
|
{ |
3476
|
|
|
|
|
|
|
name => "PegInstructions", |
3477
|
|
|
|
|
|
|
required => "N", |
3478
|
|
|
|
|
|
|
component => "Y" |
3479
|
|
|
|
|
|
|
}, |
3480
|
|
|
|
|
|
|
{ |
3481
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
3482
|
|
|
|
|
|
|
required => "N", |
3483
|
|
|
|
|
|
|
component => "Y" |
3484
|
|
|
|
|
|
|
}, |
3485
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
3486
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
3487
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
3488
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
3489
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
3490
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
3491
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
3492
|
|
|
|
|
|
|
] |
3493
|
|
|
|
|
|
|
}, |
3494
|
|
|
|
|
|
|
{ |
3495
|
|
|
|
|
|
|
name => "CrossOrderCancelRequest", |
3496
|
|
|
|
|
|
|
msgtype => "u", |
3497
|
|
|
|
|
|
|
msgcat => "app", |
3498
|
|
|
|
|
|
|
fields => [ |
3499
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
3500
|
|
|
|
|
|
|
{ name => "CrossID", required => "Y" }, |
3501
|
|
|
|
|
|
|
{ name => "OrigCrossID", required => "Y" }, |
3502
|
|
|
|
|
|
|
{ name => "CrossType", required => "Y" }, |
3503
|
|
|
|
|
|
|
{ name => "CrossPrioritization", required => "Y" }, |
3504
|
|
|
|
|
|
|
{ |
3505
|
|
|
|
|
|
|
name => "NoSides", |
3506
|
|
|
|
|
|
|
required => "Y", |
3507
|
|
|
|
|
|
|
group => [ |
3508
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3509
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
3510
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3511
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3512
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
3513
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
3514
|
|
|
|
|
|
|
{ |
3515
|
|
|
|
|
|
|
name => "Parties", |
3516
|
|
|
|
|
|
|
required => "N", |
3517
|
|
|
|
|
|
|
component => "Y" |
3518
|
|
|
|
|
|
|
}, |
3519
|
|
|
|
|
|
|
{ |
3520
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
3521
|
|
|
|
|
|
|
required => "N" |
3522
|
|
|
|
|
|
|
}, |
3523
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
3524
|
|
|
|
|
|
|
{ |
3525
|
|
|
|
|
|
|
name => "OrderQtyData", |
3526
|
|
|
|
|
|
|
required => "Y", |
3527
|
|
|
|
|
|
|
component => "Y" |
3528
|
|
|
|
|
|
|
}, |
3529
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
3530
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3531
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3532
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3533
|
|
|
|
|
|
|
] |
3534
|
|
|
|
|
|
|
}, |
3535
|
|
|
|
|
|
|
{ |
3536
|
|
|
|
|
|
|
name => "Instrument", |
3537
|
|
|
|
|
|
|
required => "Y", |
3538
|
|
|
|
|
|
|
component => "Y" |
3539
|
|
|
|
|
|
|
}, |
3540
|
|
|
|
|
|
|
{ |
3541
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3542
|
|
|
|
|
|
|
required => "N", |
3543
|
|
|
|
|
|
|
group => [ |
3544
|
|
|
|
|
|
|
{ |
3545
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3546
|
|
|
|
|
|
|
required => "N", |
3547
|
|
|
|
|
|
|
component => "Y" |
3548
|
|
|
|
|
|
|
}, |
3549
|
|
|
|
|
|
|
] |
3550
|
|
|
|
|
|
|
}, |
3551
|
|
|
|
|
|
|
{ |
3552
|
|
|
|
|
|
|
name => "NoLegs", |
3553
|
|
|
|
|
|
|
required => "N", |
3554
|
|
|
|
|
|
|
group => [ |
3555
|
|
|
|
|
|
|
{ |
3556
|
|
|
|
|
|
|
name => "InstrumentLeg", |
3557
|
|
|
|
|
|
|
required => "N", |
3558
|
|
|
|
|
|
|
component => "Y" |
3559
|
|
|
|
|
|
|
}, |
3560
|
|
|
|
|
|
|
] |
3561
|
|
|
|
|
|
|
}, |
3562
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3563
|
|
|
|
|
|
|
] |
3564
|
|
|
|
|
|
|
}, |
3565
|
|
|
|
|
|
|
{ |
3566
|
|
|
|
|
|
|
name => "NewOrderMultileg", |
3567
|
|
|
|
|
|
|
msgtype => "AB", |
3568
|
|
|
|
|
|
|
msgcat => "app", |
3569
|
|
|
|
|
|
|
fields => [ |
3570
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3571
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3572
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
3573
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
3574
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
3575
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
3576
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
3577
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
3578
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
3579
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
3580
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
3581
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
3582
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
3583
|
|
|
|
|
|
|
{ |
3584
|
|
|
|
|
|
|
name => "NoAllocs", |
3585
|
|
|
|
|
|
|
required => "N", |
3586
|
|
|
|
|
|
|
group => [ |
3587
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
3588
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
3589
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
3590
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
3591
|
|
|
|
|
|
|
{ |
3592
|
|
|
|
|
|
|
name => "NestedParties3", |
3593
|
|
|
|
|
|
|
required => "N", |
3594
|
|
|
|
|
|
|
component => "Y" |
3595
|
|
|
|
|
|
|
}, |
3596
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
3597
|
|
|
|
|
|
|
] |
3598
|
|
|
|
|
|
|
}, |
3599
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
3600
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
3601
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
3602
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
3603
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
3604
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
3605
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
3606
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
3607
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
3608
|
|
|
|
|
|
|
{ |
3609
|
|
|
|
|
|
|
name => "NoTradingSessions", |
3610
|
|
|
|
|
|
|
required => "N", |
3611
|
|
|
|
|
|
|
group => [ |
3612
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3613
|
|
|
|
|
|
|
{ |
3614
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
3615
|
|
|
|
|
|
|
required => "N" |
3616
|
|
|
|
|
|
|
}, |
3617
|
|
|
|
|
|
|
] |
3618
|
|
|
|
|
|
|
}, |
3619
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
3620
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3621
|
|
|
|
|
|
|
{ |
3622
|
|
|
|
|
|
|
name => "Instrument", |
3623
|
|
|
|
|
|
|
required => "Y", |
3624
|
|
|
|
|
|
|
component => "Y" |
3625
|
|
|
|
|
|
|
}, |
3626
|
|
|
|
|
|
|
{ |
3627
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3628
|
|
|
|
|
|
|
required => "N", |
3629
|
|
|
|
|
|
|
group => [ |
3630
|
|
|
|
|
|
|
{ |
3631
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3632
|
|
|
|
|
|
|
required => "N", |
3633
|
|
|
|
|
|
|
component => "Y" |
3634
|
|
|
|
|
|
|
}, |
3635
|
|
|
|
|
|
|
] |
3636
|
|
|
|
|
|
|
}, |
3637
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
3638
|
|
|
|
|
|
|
{ |
3639
|
|
|
|
|
|
|
name => "NoLegs", |
3640
|
|
|
|
|
|
|
required => "Y", |
3641
|
|
|
|
|
|
|
group => [ |
3642
|
|
|
|
|
|
|
{ |
3643
|
|
|
|
|
|
|
name => "InstrumentLeg", |
3644
|
|
|
|
|
|
|
required => "N", |
3645
|
|
|
|
|
|
|
component => "Y" |
3646
|
|
|
|
|
|
|
}, |
3647
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
3648
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
3649
|
|
|
|
|
|
|
{ |
3650
|
|
|
|
|
|
|
name => "LegStipulations", |
3651
|
|
|
|
|
|
|
required => "N", |
3652
|
|
|
|
|
|
|
component => "Y" |
3653
|
|
|
|
|
|
|
}, |
3654
|
|
|
|
|
|
|
{ |
3655
|
|
|
|
|
|
|
name => "NoLegAllocs", |
3656
|
|
|
|
|
|
|
required => "N", |
3657
|
|
|
|
|
|
|
group => [ |
3658
|
|
|
|
|
|
|
{ |
3659
|
|
|
|
|
|
|
name => "LegAllocAccount", |
3660
|
|
|
|
|
|
|
required => "N" |
3661
|
|
|
|
|
|
|
}, |
3662
|
|
|
|
|
|
|
{ |
3663
|
|
|
|
|
|
|
name => "LegIndividualAllocID", |
3664
|
|
|
|
|
|
|
required => "N" |
3665
|
|
|
|
|
|
|
}, |
3666
|
|
|
|
|
|
|
{ |
3667
|
|
|
|
|
|
|
name => "NestedParties2", |
3668
|
|
|
|
|
|
|
required => "N", |
3669
|
|
|
|
|
|
|
component => "Y" |
3670
|
|
|
|
|
|
|
}, |
3671
|
|
|
|
|
|
|
{ |
3672
|
|
|
|
|
|
|
name => "LegAllocQty", |
3673
|
|
|
|
|
|
|
required => "N" |
3674
|
|
|
|
|
|
|
}, |
3675
|
|
|
|
|
|
|
{ |
3676
|
|
|
|
|
|
|
name => "LegAllocAcctIDSource", |
3677
|
|
|
|
|
|
|
required => "N" |
3678
|
|
|
|
|
|
|
}, |
3679
|
|
|
|
|
|
|
{ |
3680
|
|
|
|
|
|
|
name => "LegSettlCurrency", |
3681
|
|
|
|
|
|
|
required => "N" |
3682
|
|
|
|
|
|
|
}, |
3683
|
|
|
|
|
|
|
] |
3684
|
|
|
|
|
|
|
}, |
3685
|
|
|
|
|
|
|
{ name => "LegPositionEffect", required => "N" }, |
3686
|
|
|
|
|
|
|
{ |
3687
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
3688
|
|
|
|
|
|
|
required => "N" |
3689
|
|
|
|
|
|
|
}, |
3690
|
|
|
|
|
|
|
{ |
3691
|
|
|
|
|
|
|
name => "NestedParties", |
3692
|
|
|
|
|
|
|
required => "N", |
3693
|
|
|
|
|
|
|
component => "Y" |
3694
|
|
|
|
|
|
|
}, |
3695
|
|
|
|
|
|
|
{ name => "LegRefID", required => "N" }, |
3696
|
|
|
|
|
|
|
{ name => "LegPrice", required => "N" }, |
3697
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
3698
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
3699
|
|
|
|
|
|
|
] |
3700
|
|
|
|
|
|
|
}, |
3701
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
3702
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3703
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
3704
|
|
|
|
|
|
|
{ |
3705
|
|
|
|
|
|
|
name => "OrderQtyData", |
3706
|
|
|
|
|
|
|
required => "Y", |
3707
|
|
|
|
|
|
|
component => "Y" |
3708
|
|
|
|
|
|
|
}, |
3709
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
3710
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
3711
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
3712
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
3713
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
3714
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
3715
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
3716
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
3717
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
3718
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
3719
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
3720
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
3721
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
3722
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
3723
|
|
|
|
|
|
|
{ |
3724
|
|
|
|
|
|
|
name => "CommissionData", |
3725
|
|
|
|
|
|
|
required => "N", |
3726
|
|
|
|
|
|
|
component => "Y" |
3727
|
|
|
|
|
|
|
}, |
3728
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
3729
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
3730
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
3731
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
3732
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
3733
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
3734
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3735
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3736
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3737
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
3738
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
3739
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
3740
|
|
|
|
|
|
|
{ |
3741
|
|
|
|
|
|
|
name => "PegInstructions", |
3742
|
|
|
|
|
|
|
required => "N", |
3743
|
|
|
|
|
|
|
component => "Y" |
3744
|
|
|
|
|
|
|
}, |
3745
|
|
|
|
|
|
|
{ |
3746
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
3747
|
|
|
|
|
|
|
required => "N", |
3748
|
|
|
|
|
|
|
component => "Y" |
3749
|
|
|
|
|
|
|
}, |
3750
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
3751
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
3752
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
3753
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
3754
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
3755
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
3756
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
3757
|
|
|
|
|
|
|
{ name => "MultiLegRptTypeReq", required => "N" }, |
3758
|
|
|
|
|
|
|
] |
3759
|
|
|
|
|
|
|
}, |
3760
|
|
|
|
|
|
|
{ |
3761
|
|
|
|
|
|
|
name => "MultilegOrderCancelReplaceRequest", |
3762
|
|
|
|
|
|
|
msgtype => "AC", |
3763
|
|
|
|
|
|
|
msgcat => "app", |
3764
|
|
|
|
|
|
|
fields => [ |
3765
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
3766
|
|
|
|
|
|
|
{ name => "OrigClOrdID", required => "Y" }, |
3767
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
3768
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
3769
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
3770
|
|
|
|
|
|
|
{ name => "OrigOrdModTime", required => "N" }, |
3771
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
3772
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
3773
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
3774
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
3775
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
3776
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
3777
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
3778
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
3779
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
3780
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
3781
|
|
|
|
|
|
|
{ |
3782
|
|
|
|
|
|
|
name => "NoAllocs", |
3783
|
|
|
|
|
|
|
required => "N", |
3784
|
|
|
|
|
|
|
group => [ |
3785
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
3786
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
3787
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
3788
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
3789
|
|
|
|
|
|
|
{ |
3790
|
|
|
|
|
|
|
name => "NestedParties3", |
3791
|
|
|
|
|
|
|
required => "N", |
3792
|
|
|
|
|
|
|
component => "Y" |
3793
|
|
|
|
|
|
|
}, |
3794
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
3795
|
|
|
|
|
|
|
] |
3796
|
|
|
|
|
|
|
}, |
3797
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
3798
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
3799
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
3800
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
3801
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
3802
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
3803
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
3804
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
3805
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
3806
|
|
|
|
|
|
|
{ |
3807
|
|
|
|
|
|
|
name => "NoTradingSessions", |
3808
|
|
|
|
|
|
|
required => "N", |
3809
|
|
|
|
|
|
|
group => [ |
3810
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
3811
|
|
|
|
|
|
|
{ |
3812
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
3813
|
|
|
|
|
|
|
required => "N" |
3814
|
|
|
|
|
|
|
}, |
3815
|
|
|
|
|
|
|
] |
3816
|
|
|
|
|
|
|
}, |
3817
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
3818
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
3819
|
|
|
|
|
|
|
{ |
3820
|
|
|
|
|
|
|
name => "Instrument", |
3821
|
|
|
|
|
|
|
required => "Y", |
3822
|
|
|
|
|
|
|
component => "Y" |
3823
|
|
|
|
|
|
|
}, |
3824
|
|
|
|
|
|
|
{ |
3825
|
|
|
|
|
|
|
name => "NoUnderlyings", |
3826
|
|
|
|
|
|
|
required => "N", |
3827
|
|
|
|
|
|
|
group => [ |
3828
|
|
|
|
|
|
|
{ |
3829
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
3830
|
|
|
|
|
|
|
required => "N", |
3831
|
|
|
|
|
|
|
component => "Y" |
3832
|
|
|
|
|
|
|
}, |
3833
|
|
|
|
|
|
|
] |
3834
|
|
|
|
|
|
|
}, |
3835
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
3836
|
|
|
|
|
|
|
{ |
3837
|
|
|
|
|
|
|
name => "NoLegs", |
3838
|
|
|
|
|
|
|
required => "Y", |
3839
|
|
|
|
|
|
|
group => [ |
3840
|
|
|
|
|
|
|
{ |
3841
|
|
|
|
|
|
|
name => "InstrumentLeg", |
3842
|
|
|
|
|
|
|
required => "N", |
3843
|
|
|
|
|
|
|
component => "Y" |
3844
|
|
|
|
|
|
|
}, |
3845
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
3846
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
3847
|
|
|
|
|
|
|
{ |
3848
|
|
|
|
|
|
|
name => "LegStipulations", |
3849
|
|
|
|
|
|
|
required => "N", |
3850
|
|
|
|
|
|
|
component => "Y" |
3851
|
|
|
|
|
|
|
}, |
3852
|
|
|
|
|
|
|
{ |
3853
|
|
|
|
|
|
|
name => "NoLegAllocs", |
3854
|
|
|
|
|
|
|
required => "N", |
3855
|
|
|
|
|
|
|
group => [ |
3856
|
|
|
|
|
|
|
{ |
3857
|
|
|
|
|
|
|
name => "LegAllocAccount", |
3858
|
|
|
|
|
|
|
required => "N" |
3859
|
|
|
|
|
|
|
}, |
3860
|
|
|
|
|
|
|
{ |
3861
|
|
|
|
|
|
|
name => "LegIndividualAllocID", |
3862
|
|
|
|
|
|
|
required => "N" |
3863
|
|
|
|
|
|
|
}, |
3864
|
|
|
|
|
|
|
{ |
3865
|
|
|
|
|
|
|
name => "NestedParties2", |
3866
|
|
|
|
|
|
|
required => "N", |
3867
|
|
|
|
|
|
|
component => "Y" |
3868
|
|
|
|
|
|
|
}, |
3869
|
|
|
|
|
|
|
{ |
3870
|
|
|
|
|
|
|
name => "LegAllocQty", |
3871
|
|
|
|
|
|
|
required => "N" |
3872
|
|
|
|
|
|
|
}, |
3873
|
|
|
|
|
|
|
{ |
3874
|
|
|
|
|
|
|
name => "LegAllocAcctIDSource", |
3875
|
|
|
|
|
|
|
required => "N" |
3876
|
|
|
|
|
|
|
}, |
3877
|
|
|
|
|
|
|
{ |
3878
|
|
|
|
|
|
|
name => "LegSettlCurrency", |
3879
|
|
|
|
|
|
|
required => "N" |
3880
|
|
|
|
|
|
|
}, |
3881
|
|
|
|
|
|
|
] |
3882
|
|
|
|
|
|
|
}, |
3883
|
|
|
|
|
|
|
{ name => "LegPositionEffect", required => "N" }, |
3884
|
|
|
|
|
|
|
{ |
3885
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
3886
|
|
|
|
|
|
|
required => "N" |
3887
|
|
|
|
|
|
|
}, |
3888
|
|
|
|
|
|
|
{ |
3889
|
|
|
|
|
|
|
name => "NestedParties", |
3890
|
|
|
|
|
|
|
required => "N", |
3891
|
|
|
|
|
|
|
component => "Y" |
3892
|
|
|
|
|
|
|
}, |
3893
|
|
|
|
|
|
|
{ name => "LegRefID", required => "N" }, |
3894
|
|
|
|
|
|
|
{ name => "LegPrice", required => "N" }, |
3895
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
3896
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
3897
|
|
|
|
|
|
|
] |
3898
|
|
|
|
|
|
|
}, |
3899
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
3900
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
3901
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
3902
|
|
|
|
|
|
|
{ |
3903
|
|
|
|
|
|
|
name => "OrderQtyData", |
3904
|
|
|
|
|
|
|
required => "Y", |
3905
|
|
|
|
|
|
|
component => "Y" |
3906
|
|
|
|
|
|
|
}, |
3907
|
|
|
|
|
|
|
{ name => "OrdType", required => "Y" }, |
3908
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
3909
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
3910
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
3911
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
3912
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
3913
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
3914
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
3915
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
3916
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
3917
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
3918
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
3919
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
3920
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
3921
|
|
|
|
|
|
|
{ |
3922
|
|
|
|
|
|
|
name => "CommissionData", |
3923
|
|
|
|
|
|
|
required => "N", |
3924
|
|
|
|
|
|
|
component => "Y" |
3925
|
|
|
|
|
|
|
}, |
3926
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
3927
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
3928
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
3929
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
3930
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
3931
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
3932
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
3933
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
3934
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
3935
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
3936
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
3937
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
3938
|
|
|
|
|
|
|
{ |
3939
|
|
|
|
|
|
|
name => "PegInstructions", |
3940
|
|
|
|
|
|
|
required => "N", |
3941
|
|
|
|
|
|
|
component => "Y" |
3942
|
|
|
|
|
|
|
}, |
3943
|
|
|
|
|
|
|
{ |
3944
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
3945
|
|
|
|
|
|
|
required => "N", |
3946
|
|
|
|
|
|
|
component => "Y" |
3947
|
|
|
|
|
|
|
}, |
3948
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
3949
|
|
|
|
|
|
|
{ name => "TargetStrategyParameters", required => "N" }, |
3950
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
3951
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
3952
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
3953
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
3954
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
3955
|
|
|
|
|
|
|
{ name => "MultiLegRptTypeReq", required => "N" }, |
3956
|
|
|
|
|
|
|
] |
3957
|
|
|
|
|
|
|
}, |
3958
|
|
|
|
|
|
|
{ |
3959
|
|
|
|
|
|
|
name => "BidRequest", |
3960
|
|
|
|
|
|
|
msgtype => "k", |
3961
|
|
|
|
|
|
|
msgcat => "app", |
3962
|
|
|
|
|
|
|
fields => [ |
3963
|
|
|
|
|
|
|
{ name => "BidID", required => "N" }, |
3964
|
|
|
|
|
|
|
{ name => "ClientBidID", required => "Y" }, |
3965
|
|
|
|
|
|
|
{ name => "BidRequestTransType", required => "Y" }, |
3966
|
|
|
|
|
|
|
{ name => "ListName", required => "N" }, |
3967
|
|
|
|
|
|
|
{ name => "TotNoRelatedSym", required => "Y" }, |
3968
|
|
|
|
|
|
|
{ name => "BidType", required => "Y" }, |
3969
|
|
|
|
|
|
|
{ name => "NumTickets", required => "N" }, |
3970
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
3971
|
|
|
|
|
|
|
{ name => "SideValue1", required => "N" }, |
3972
|
|
|
|
|
|
|
{ name => "SideValue2", required => "N" }, |
3973
|
|
|
|
|
|
|
{ |
3974
|
|
|
|
|
|
|
name => "NoBidDescriptors", |
3975
|
|
|
|
|
|
|
required => "N", |
3976
|
|
|
|
|
|
|
group => [ |
3977
|
|
|
|
|
|
|
{ name => "BidDescriptorType", required => "N" }, |
3978
|
|
|
|
|
|
|
{ name => "BidDescriptor", required => "N" }, |
3979
|
|
|
|
|
|
|
{ name => "SideValueInd", required => "N" }, |
3980
|
|
|
|
|
|
|
{ name => "LiquidityValue", required => "N" }, |
3981
|
|
|
|
|
|
|
{ |
3982
|
|
|
|
|
|
|
name => "LiquidityNumSecurities", |
3983
|
|
|
|
|
|
|
required => "N" |
3984
|
|
|
|
|
|
|
}, |
3985
|
|
|
|
|
|
|
{ name => "LiquidityPctLow", required => "N" }, |
3986
|
|
|
|
|
|
|
{ name => "LiquidityPctHigh", required => "N" }, |
3987
|
|
|
|
|
|
|
{ name => "EFPTrackingError", required => "N" }, |
3988
|
|
|
|
|
|
|
{ name => "FairValue", required => "N" }, |
3989
|
|
|
|
|
|
|
{ name => "OutsideIndexPct", required => "N" }, |
3990
|
|
|
|
|
|
|
{ name => "ValueOfFutures", required => "N" }, |
3991
|
|
|
|
|
|
|
] |
3992
|
|
|
|
|
|
|
}, |
3993
|
|
|
|
|
|
|
{ |
3994
|
|
|
|
|
|
|
name => "NoBidComponents", |
3995
|
|
|
|
|
|
|
required => "N", |
3996
|
|
|
|
|
|
|
group => [ |
3997
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
3998
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
3999
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
4000
|
|
|
|
|
|
|
{ |
4001
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
4002
|
|
|
|
|
|
|
required => "N" |
4003
|
|
|
|
|
|
|
}, |
4004
|
|
|
|
|
|
|
{ name => "NetGrossInd", required => "N" }, |
4005
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
4006
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
4007
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
4008
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
4009
|
|
|
|
|
|
|
] |
4010
|
|
|
|
|
|
|
}, |
4011
|
|
|
|
|
|
|
{ name => "LiquidityIndType", required => "N" }, |
4012
|
|
|
|
|
|
|
{ name => "WtAverageLiquidity", required => "N" }, |
4013
|
|
|
|
|
|
|
{ name => "ExchangeForPhysical", required => "N" }, |
4014
|
|
|
|
|
|
|
{ name => "OutMainCntryUIndex", required => "N" }, |
4015
|
|
|
|
|
|
|
{ name => "CrossPercent", required => "N" }, |
4016
|
|
|
|
|
|
|
{ name => "ProgRptReqs", required => "N" }, |
4017
|
|
|
|
|
|
|
{ name => "ProgPeriodInterval", required => "N" }, |
4018
|
|
|
|
|
|
|
{ name => "IncTaxInd", required => "N" }, |
4019
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
4020
|
|
|
|
|
|
|
{ name => "NumBidders", required => "N" }, |
4021
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
4022
|
|
|
|
|
|
|
{ name => "BidTradeType", required => "Y" }, |
4023
|
|
|
|
|
|
|
{ name => "BasisPxType", required => "Y" }, |
4024
|
|
|
|
|
|
|
{ name => "StrikeTime", required => "N" }, |
4025
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4026
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4027
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4028
|
|
|
|
|
|
|
] |
4029
|
|
|
|
|
|
|
}, |
4030
|
|
|
|
|
|
|
{ |
4031
|
|
|
|
|
|
|
name => "BidResponse", |
4032
|
|
|
|
|
|
|
msgtype => "l", |
4033
|
|
|
|
|
|
|
msgcat => "app", |
4034
|
|
|
|
|
|
|
fields => [ |
4035
|
|
|
|
|
|
|
{ name => "BidID", required => "N" }, |
4036
|
|
|
|
|
|
|
{ name => "ClientBidID", required => "N" }, |
4037
|
|
|
|
|
|
|
{ |
4038
|
|
|
|
|
|
|
name => "NoBidComponents", |
4039
|
|
|
|
|
|
|
required => "Y", |
4040
|
|
|
|
|
|
|
group => [ |
4041
|
|
|
|
|
|
|
{ |
4042
|
|
|
|
|
|
|
name => "CommissionData", |
4043
|
|
|
|
|
|
|
required => "Y", |
4044
|
|
|
|
|
|
|
component => "Y" |
4045
|
|
|
|
|
|
|
}, |
4046
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
4047
|
|
|
|
|
|
|
{ name => "Country", required => "N" }, |
4048
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
4049
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
4050
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
4051
|
|
|
|
|
|
|
{ name => "FairValue", required => "N" }, |
4052
|
|
|
|
|
|
|
{ name => "NetGrossInd", required => "N" }, |
4053
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
4054
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
4055
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
4056
|
|
|
|
|
|
|
{ |
4057
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
4058
|
|
|
|
|
|
|
required => "N" |
4059
|
|
|
|
|
|
|
}, |
4060
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4061
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4062
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4063
|
|
|
|
|
|
|
] |
4064
|
|
|
|
|
|
|
}, |
4065
|
|
|
|
|
|
|
] |
4066
|
|
|
|
|
|
|
}, |
4067
|
|
|
|
|
|
|
{ |
4068
|
|
|
|
|
|
|
name => "NewOrderList", |
4069
|
|
|
|
|
|
|
msgtype => "E", |
4070
|
|
|
|
|
|
|
msgcat => "app", |
4071
|
|
|
|
|
|
|
fields => [ |
4072
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4073
|
|
|
|
|
|
|
{ name => "BidID", required => "N" }, |
4074
|
|
|
|
|
|
|
{ name => "ClientBidID", required => "N" }, |
4075
|
|
|
|
|
|
|
{ name => "ProgRptReqs", required => "N" }, |
4076
|
|
|
|
|
|
|
{ name => "BidType", required => "Y" }, |
4077
|
|
|
|
|
|
|
{ name => "ProgPeriodInterval", required => "N" }, |
4078
|
|
|
|
|
|
|
{ name => "CancellationRights", required => "N" }, |
4079
|
|
|
|
|
|
|
{ name => "MoneyLaunderingStatus", required => "N" }, |
4080
|
|
|
|
|
|
|
{ name => "RegistID", required => "N" }, |
4081
|
|
|
|
|
|
|
{ name => "ListExecInstType", required => "N" }, |
4082
|
|
|
|
|
|
|
{ name => "ListExecInst", required => "N" }, |
4083
|
|
|
|
|
|
|
{ name => "EncodedListExecInstLen", required => "N" }, |
4084
|
|
|
|
|
|
|
{ name => "EncodedListExecInst", required => "N" }, |
4085
|
|
|
|
|
|
|
{ name => "AllowableOneSidednessPct", required => "N" }, |
4086
|
|
|
|
|
|
|
{ name => "AllowableOneSidednessValue", required => "N" }, |
4087
|
|
|
|
|
|
|
{ name => "AllowableOneSidednessCurr", required => "N" }, |
4088
|
|
|
|
|
|
|
{ name => "TotNoOrders", required => "Y" }, |
4089
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
4090
|
|
|
|
|
|
|
{ |
4091
|
|
|
|
|
|
|
name => "NoOrders", |
4092
|
|
|
|
|
|
|
required => "Y", |
4093
|
|
|
|
|
|
|
group => [ |
4094
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
4095
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4096
|
|
|
|
|
|
|
{ name => "ListSeqNo", required => "Y" }, |
4097
|
|
|
|
|
|
|
{ name => "ClOrdLinkID", required => "N" }, |
4098
|
|
|
|
|
|
|
{ name => "SettlInstMode", required => "N" }, |
4099
|
|
|
|
|
|
|
{ |
4100
|
|
|
|
|
|
|
name => "Parties", |
4101
|
|
|
|
|
|
|
required => "N", |
4102
|
|
|
|
|
|
|
component => "Y" |
4103
|
|
|
|
|
|
|
}, |
4104
|
|
|
|
|
|
|
{ |
4105
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
4106
|
|
|
|
|
|
|
required => "N" |
4107
|
|
|
|
|
|
|
}, |
4108
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
4109
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
4110
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
4111
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
4112
|
|
|
|
|
|
|
{ name => "DayBookingInst", required => "N" }, |
4113
|
|
|
|
|
|
|
{ name => "BookingUnit", required => "N" }, |
4114
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
4115
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
4116
|
|
|
|
|
|
|
{ |
4117
|
|
|
|
|
|
|
name => "NoAllocs", |
4118
|
|
|
|
|
|
|
required => "N", |
4119
|
|
|
|
|
|
|
group => [ |
4120
|
|
|
|
|
|
|
{ |
4121
|
|
|
|
|
|
|
name => "AllocAccount", |
4122
|
|
|
|
|
|
|
required => "N" |
4123
|
|
|
|
|
|
|
}, |
4124
|
|
|
|
|
|
|
{ |
4125
|
|
|
|
|
|
|
name => "AllocAcctIDSource", |
4126
|
|
|
|
|
|
|
required => "N" |
4127
|
|
|
|
|
|
|
}, |
4128
|
|
|
|
|
|
|
{ |
4129
|
|
|
|
|
|
|
name => "AllocSettlCurrency", |
4130
|
|
|
|
|
|
|
required => "N" |
4131
|
|
|
|
|
|
|
}, |
4132
|
|
|
|
|
|
|
{ |
4133
|
|
|
|
|
|
|
name => "IndividualAllocID", |
4134
|
|
|
|
|
|
|
required => "N" |
4135
|
|
|
|
|
|
|
}, |
4136
|
|
|
|
|
|
|
{ |
4137
|
|
|
|
|
|
|
name => "NestedParties", |
4138
|
|
|
|
|
|
|
required => "N", |
4139
|
|
|
|
|
|
|
component => "Y" |
4140
|
|
|
|
|
|
|
}, |
4141
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
4142
|
|
|
|
|
|
|
] |
4143
|
|
|
|
|
|
|
}, |
4144
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
4145
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
4146
|
|
|
|
|
|
|
{ name => "CashMargin", required => "N" }, |
4147
|
|
|
|
|
|
|
{ |
4148
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
4149
|
|
|
|
|
|
|
required => "N" |
4150
|
|
|
|
|
|
|
}, |
4151
|
|
|
|
|
|
|
{ name => "HandlInst", required => "N" }, |
4152
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
4153
|
|
|
|
|
|
|
{ name => "MinQty", required => "N" }, |
4154
|
|
|
|
|
|
|
{ name => "MaxFloor", required => "N" }, |
4155
|
|
|
|
|
|
|
{ name => "ExDestination", required => "N" }, |
4156
|
|
|
|
|
|
|
{ |
4157
|
|
|
|
|
|
|
name => "NoTradingSessions", |
4158
|
|
|
|
|
|
|
required => "N", |
4159
|
|
|
|
|
|
|
group => [ |
4160
|
|
|
|
|
|
|
{ |
4161
|
|
|
|
|
|
|
name => "TradingSessionID", |
4162
|
|
|
|
|
|
|
required => "N" |
4163
|
|
|
|
|
|
|
}, |
4164
|
|
|
|
|
|
|
{ |
4165
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
4166
|
|
|
|
|
|
|
required => "N" |
4167
|
|
|
|
|
|
|
}, |
4168
|
|
|
|
|
|
|
] |
4169
|
|
|
|
|
|
|
}, |
4170
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
4171
|
|
|
|
|
|
|
{ |
4172
|
|
|
|
|
|
|
name => "Instrument", |
4173
|
|
|
|
|
|
|
required => "Y", |
4174
|
|
|
|
|
|
|
component => "Y" |
4175
|
|
|
|
|
|
|
}, |
4176
|
|
|
|
|
|
|
{ |
4177
|
|
|
|
|
|
|
name => "NoUnderlyings", |
4178
|
|
|
|
|
|
|
required => "N", |
4179
|
|
|
|
|
|
|
group => [ |
4180
|
|
|
|
|
|
|
{ |
4181
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
4182
|
|
|
|
|
|
|
required => "N", |
4183
|
|
|
|
|
|
|
component => "Y" |
4184
|
|
|
|
|
|
|
}, |
4185
|
|
|
|
|
|
|
] |
4186
|
|
|
|
|
|
|
}, |
4187
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
4188
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
4189
|
|
|
|
|
|
|
{ name => "SideValueInd", required => "N" }, |
4190
|
|
|
|
|
|
|
{ name => "LocateReqd", required => "N" }, |
4191
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
4192
|
|
|
|
|
|
|
{ |
4193
|
|
|
|
|
|
|
name => "Stipulations", |
4194
|
|
|
|
|
|
|
required => "N", |
4195
|
|
|
|
|
|
|
component => "Y" |
4196
|
|
|
|
|
|
|
}, |
4197
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
4198
|
|
|
|
|
|
|
{ |
4199
|
|
|
|
|
|
|
name => "OrderQtyData", |
4200
|
|
|
|
|
|
|
required => "Y", |
4201
|
|
|
|
|
|
|
component => "Y" |
4202
|
|
|
|
|
|
|
}, |
4203
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
4204
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
4205
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
4206
|
|
|
|
|
|
|
{ name => "StopPx", required => "N" }, |
4207
|
|
|
|
|
|
|
{ |
4208
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
4209
|
|
|
|
|
|
|
required => "N", |
4210
|
|
|
|
|
|
|
component => "Y" |
4211
|
|
|
|
|
|
|
}, |
4212
|
|
|
|
|
|
|
{ |
4213
|
|
|
|
|
|
|
name => "YieldData", |
4214
|
|
|
|
|
|
|
required => "N", |
4215
|
|
|
|
|
|
|
component => "Y" |
4216
|
|
|
|
|
|
|
}, |
4217
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
4218
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
4219
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
4220
|
|
|
|
|
|
|
{ name => "IOIid", required => "N" }, |
4221
|
|
|
|
|
|
|
{ name => "QuoteID", required => "N" }, |
4222
|
|
|
|
|
|
|
{ name => "TimeInForce", required => "N" }, |
4223
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
4224
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
4225
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
4226
|
|
|
|
|
|
|
{ name => "GTBookingInst", required => "N" }, |
4227
|
|
|
|
|
|
|
{ |
4228
|
|
|
|
|
|
|
name => "CommissionData", |
4229
|
|
|
|
|
|
|
required => "N", |
4230
|
|
|
|
|
|
|
component => "Y" |
4231
|
|
|
|
|
|
|
}, |
4232
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
4233
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
4234
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
4235
|
|
|
|
|
|
|
{ name => "ForexReq", required => "N" }, |
4236
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
4237
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
4238
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4239
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4240
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4241
|
|
|
|
|
|
|
{ name => "SettlDate2", required => "N" }, |
4242
|
|
|
|
|
|
|
{ name => "OrderQty2", required => "N" }, |
4243
|
|
|
|
|
|
|
{ name => "Price2", required => "N" }, |
4244
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
4245
|
|
|
|
|
|
|
{ name => "CoveredOrUncovered", required => "N" }, |
4246
|
|
|
|
|
|
|
{ name => "MaxShow", required => "N" }, |
4247
|
|
|
|
|
|
|
{ |
4248
|
|
|
|
|
|
|
name => "PegInstructions", |
4249
|
|
|
|
|
|
|
required => "N", |
4250
|
|
|
|
|
|
|
component => "Y" |
4251
|
|
|
|
|
|
|
}, |
4252
|
|
|
|
|
|
|
{ |
4253
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
4254
|
|
|
|
|
|
|
required => "N", |
4255
|
|
|
|
|
|
|
component => "Y" |
4256
|
|
|
|
|
|
|
}, |
4257
|
|
|
|
|
|
|
{ name => "TargetStrategy", required => "N" }, |
4258
|
|
|
|
|
|
|
{ |
4259
|
|
|
|
|
|
|
name => "TargetStrategyParameters", |
4260
|
|
|
|
|
|
|
required => "N" |
4261
|
|
|
|
|
|
|
}, |
4262
|
|
|
|
|
|
|
{ name => "ParticipationRate", required => "N" }, |
4263
|
|
|
|
|
|
|
{ name => "Designation", required => "N" }, |
4264
|
|
|
|
|
|
|
] |
4265
|
|
|
|
|
|
|
}, |
4266
|
|
|
|
|
|
|
] |
4267
|
|
|
|
|
|
|
}, |
4268
|
|
|
|
|
|
|
{ |
4269
|
|
|
|
|
|
|
name => "ListStrikePrice", |
4270
|
|
|
|
|
|
|
msgtype => "m", |
4271
|
|
|
|
|
|
|
msgcat => "app", |
4272
|
|
|
|
|
|
|
fields => [ |
4273
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4274
|
|
|
|
|
|
|
{ name => "TotNoStrikes", required => "Y" }, |
4275
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
4276
|
|
|
|
|
|
|
{ |
4277
|
|
|
|
|
|
|
name => "NoStrikes", |
4278
|
|
|
|
|
|
|
required => "Y", |
4279
|
|
|
|
|
|
|
group => [ |
4280
|
|
|
|
|
|
|
{ |
4281
|
|
|
|
|
|
|
name => "Instrument", |
4282
|
|
|
|
|
|
|
required => "Y", |
4283
|
|
|
|
|
|
|
component => "Y" |
4284
|
|
|
|
|
|
|
}, |
4285
|
|
|
|
|
|
|
] |
4286
|
|
|
|
|
|
|
}, |
4287
|
|
|
|
|
|
|
{ |
4288
|
|
|
|
|
|
|
name => "NoUnderlyings", |
4289
|
|
|
|
|
|
|
required => "N", |
4290
|
|
|
|
|
|
|
group => [ |
4291
|
|
|
|
|
|
|
{ |
4292
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
4293
|
|
|
|
|
|
|
required => "N", |
4294
|
|
|
|
|
|
|
component => "Y" |
4295
|
|
|
|
|
|
|
}, |
4296
|
|
|
|
|
|
|
{ name => "PrevClosePx", required => "N" }, |
4297
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
4298
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4299
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
4300
|
|
|
|
|
|
|
{ name => "Price", required => "Y" }, |
4301
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
4302
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4303
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4304
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4305
|
|
|
|
|
|
|
] |
4306
|
|
|
|
|
|
|
}, |
4307
|
|
|
|
|
|
|
] |
4308
|
|
|
|
|
|
|
}, |
4309
|
|
|
|
|
|
|
{ |
4310
|
|
|
|
|
|
|
name => "ListStatus", |
4311
|
|
|
|
|
|
|
msgtype => "N", |
4312
|
|
|
|
|
|
|
msgcat => "app", |
4313
|
|
|
|
|
|
|
fields => [ |
4314
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4315
|
|
|
|
|
|
|
{ name => "ListStatusType", required => "Y" }, |
4316
|
|
|
|
|
|
|
{ name => "NoRpts", required => "Y" }, |
4317
|
|
|
|
|
|
|
{ name => "ListOrderStatus", required => "Y" }, |
4318
|
|
|
|
|
|
|
{ name => "RptSeq", required => "Y" }, |
4319
|
|
|
|
|
|
|
{ name => "ListStatusText", required => "N" }, |
4320
|
|
|
|
|
|
|
{ name => "EncodedListStatusTextLen", required => "N" }, |
4321
|
|
|
|
|
|
|
{ name => "EncodedListStatusText", required => "N" }, |
4322
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
4323
|
|
|
|
|
|
|
{ name => "TotNoOrders", required => "Y" }, |
4324
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
4325
|
|
|
|
|
|
|
{ |
4326
|
|
|
|
|
|
|
name => "NoOrders", |
4327
|
|
|
|
|
|
|
required => "Y", |
4328
|
|
|
|
|
|
|
group => [ |
4329
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "Y" }, |
4330
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4331
|
|
|
|
|
|
|
{ name => "CumQty", required => "Y" }, |
4332
|
|
|
|
|
|
|
{ name => "OrdStatus", required => "Y" }, |
4333
|
|
|
|
|
|
|
{ name => "WorkingIndicator", required => "N" }, |
4334
|
|
|
|
|
|
|
{ name => "LeavesQty", required => "Y" }, |
4335
|
|
|
|
|
|
|
{ name => "CxlQty", required => "Y" }, |
4336
|
|
|
|
|
|
|
{ name => "AvgPx", required => "Y" }, |
4337
|
|
|
|
|
|
|
{ name => "OrdRejReason", required => "N" }, |
4338
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4339
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4340
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4341
|
|
|
|
|
|
|
] |
4342
|
|
|
|
|
|
|
}, |
4343
|
|
|
|
|
|
|
] |
4344
|
|
|
|
|
|
|
}, |
4345
|
|
|
|
|
|
|
{ |
4346
|
|
|
|
|
|
|
name => "ListExecute", |
4347
|
|
|
|
|
|
|
msgtype => "L", |
4348
|
|
|
|
|
|
|
msgcat => "app", |
4349
|
|
|
|
|
|
|
fields => [ |
4350
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4351
|
|
|
|
|
|
|
{ name => "ClientBidID", required => "N" }, |
4352
|
|
|
|
|
|
|
{ name => "BidID", required => "N" }, |
4353
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
4354
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4355
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4356
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4357
|
|
|
|
|
|
|
] |
4358
|
|
|
|
|
|
|
}, |
4359
|
|
|
|
|
|
|
{ |
4360
|
|
|
|
|
|
|
name => "ListCancelRequest", |
4361
|
|
|
|
|
|
|
msgtype => "K", |
4362
|
|
|
|
|
|
|
msgcat => "app", |
4363
|
|
|
|
|
|
|
fields => [ |
4364
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4365
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
4366
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
4367
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
4368
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4369
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4370
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4371
|
|
|
|
|
|
|
] |
4372
|
|
|
|
|
|
|
}, |
4373
|
|
|
|
|
|
|
{ |
4374
|
|
|
|
|
|
|
name => "ListStatusRequest", |
4375
|
|
|
|
|
|
|
msgtype => "M", |
4376
|
|
|
|
|
|
|
msgcat => "app", |
4377
|
|
|
|
|
|
|
fields => [ |
4378
|
|
|
|
|
|
|
{ name => "ListID", required => "Y" }, |
4379
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4380
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4381
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4382
|
|
|
|
|
|
|
] |
4383
|
|
|
|
|
|
|
}, |
4384
|
|
|
|
|
|
|
{ |
4385
|
|
|
|
|
|
|
name => "AllocationInstruction", |
4386
|
|
|
|
|
|
|
msgtype => "J", |
4387
|
|
|
|
|
|
|
msgcat => "app", |
4388
|
|
|
|
|
|
|
fields => [ |
4389
|
|
|
|
|
|
|
{ name => "AllocID", required => "Y" }, |
4390
|
|
|
|
|
|
|
{ name => "AllocTransType", required => "Y" }, |
4391
|
|
|
|
|
|
|
{ name => "AllocType", required => "Y" }, |
4392
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
4393
|
|
|
|
|
|
|
{ name => "RefAllocID", required => "N" }, |
4394
|
|
|
|
|
|
|
{ name => "AllocCancReplaceReason", required => "N" }, |
4395
|
|
|
|
|
|
|
{ name => "AllocIntermedReqType", required => "N" }, |
4396
|
|
|
|
|
|
|
{ name => "AllocLinkID", required => "N" }, |
4397
|
|
|
|
|
|
|
{ name => "AllocLinkType", required => "N" }, |
4398
|
|
|
|
|
|
|
{ name => "BookingRefID", required => "N" }, |
4399
|
|
|
|
|
|
|
{ name => "AllocNoOrdersType", required => "Y" }, |
4400
|
|
|
|
|
|
|
{ |
4401
|
|
|
|
|
|
|
name => "NoOrders", |
4402
|
|
|
|
|
|
|
required => "N", |
4403
|
|
|
|
|
|
|
group => [ |
4404
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
4405
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
4406
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
4407
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4408
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
4409
|
|
|
|
|
|
|
{ |
4410
|
|
|
|
|
|
|
name => "NestedParties2", |
4411
|
|
|
|
|
|
|
required => "N", |
4412
|
|
|
|
|
|
|
component => "Y" |
4413
|
|
|
|
|
|
|
}, |
4414
|
|
|
|
|
|
|
{ name => "OrderQty", required => "N" }, |
4415
|
|
|
|
|
|
|
{ name => "OrderAvgPx", required => "N" }, |
4416
|
|
|
|
|
|
|
{ name => "OrderBookingQty", required => "N" }, |
4417
|
|
|
|
|
|
|
] |
4418
|
|
|
|
|
|
|
}, |
4419
|
|
|
|
|
|
|
{ |
4420
|
|
|
|
|
|
|
name => "NoExecs", |
4421
|
|
|
|
|
|
|
required => "N", |
4422
|
|
|
|
|
|
|
group => [ |
4423
|
|
|
|
|
|
|
{ name => "LastQty", required => "N" }, |
4424
|
|
|
|
|
|
|
{ name => "ExecID", required => "N" }, |
4425
|
|
|
|
|
|
|
{ name => "SecondaryExecID", required => "N" }, |
4426
|
|
|
|
|
|
|
{ name => "LastPx", required => "N" }, |
4427
|
|
|
|
|
|
|
{ name => "LastParPx", required => "N" }, |
4428
|
|
|
|
|
|
|
{ name => "LastCapacity", required => "N" }, |
4429
|
|
|
|
|
|
|
] |
4430
|
|
|
|
|
|
|
}, |
4431
|
|
|
|
|
|
|
{ name => "PreviouslyReported", required => "N" }, |
4432
|
|
|
|
|
|
|
{ name => "ReversalIndicator", required => "N" }, |
4433
|
|
|
|
|
|
|
{ name => "MatchType", required => "N" }, |
4434
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
4435
|
|
|
|
|
|
|
{ |
4436
|
|
|
|
|
|
|
name => "Instrument", |
4437
|
|
|
|
|
|
|
required => "Y", |
4438
|
|
|
|
|
|
|
component => "Y" |
4439
|
|
|
|
|
|
|
}, |
4440
|
|
|
|
|
|
|
{ |
4441
|
|
|
|
|
|
|
name => "InstrumentExtension", |
4442
|
|
|
|
|
|
|
required => "N", |
4443
|
|
|
|
|
|
|
component => "Y" |
4444
|
|
|
|
|
|
|
}, |
4445
|
|
|
|
|
|
|
{ |
4446
|
|
|
|
|
|
|
name => "FinancingDetails", |
4447
|
|
|
|
|
|
|
required => "N", |
4448
|
|
|
|
|
|
|
component => "Y" |
4449
|
|
|
|
|
|
|
}, |
4450
|
|
|
|
|
|
|
{ |
4451
|
|
|
|
|
|
|
name => "NoUnderlyings", |
4452
|
|
|
|
|
|
|
required => "N", |
4453
|
|
|
|
|
|
|
group => [ |
4454
|
|
|
|
|
|
|
{ |
4455
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
4456
|
|
|
|
|
|
|
required => "N", |
4457
|
|
|
|
|
|
|
component => "Y" |
4458
|
|
|
|
|
|
|
}, |
4459
|
|
|
|
|
|
|
] |
4460
|
|
|
|
|
|
|
}, |
4461
|
|
|
|
|
|
|
{ |
4462
|
|
|
|
|
|
|
name => "NoLegs", |
4463
|
|
|
|
|
|
|
required => "N", |
4464
|
|
|
|
|
|
|
group => [ |
4465
|
|
|
|
|
|
|
{ |
4466
|
|
|
|
|
|
|
name => "InstrumentLeg", |
4467
|
|
|
|
|
|
|
required => "N", |
4468
|
|
|
|
|
|
|
component => "Y" |
4469
|
|
|
|
|
|
|
}, |
4470
|
|
|
|
|
|
|
] |
4471
|
|
|
|
|
|
|
}, |
4472
|
|
|
|
|
|
|
{ name => "Quantity", required => "Y" }, |
4473
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
4474
|
|
|
|
|
|
|
{ name => "LastMkt", required => "N" }, |
4475
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
4476
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
4477
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
4478
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
4479
|
|
|
|
|
|
|
{ name => "AvgPx", required => "Y" }, |
4480
|
|
|
|
|
|
|
{ name => "AvgParPx", required => "N" }, |
4481
|
|
|
|
|
|
|
{ |
4482
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
4483
|
|
|
|
|
|
|
required => "N", |
4484
|
|
|
|
|
|
|
component => "Y" |
4485
|
|
|
|
|
|
|
}, |
4486
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
4487
|
|
|
|
|
|
|
{ name => "AvgPxPrecision", required => "N" }, |
4488
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
4489
|
|
|
|
|
|
|
{ name => "TradeDate", required => "Y" }, |
4490
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
4491
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
4492
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
4493
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
4494
|
|
|
|
|
|
|
{ name => "GrossTradeAmt", required => "N" }, |
4495
|
|
|
|
|
|
|
{ name => "Concession", required => "N" }, |
4496
|
|
|
|
|
|
|
{ name => "TotalTakedown", required => "N" }, |
4497
|
|
|
|
|
|
|
{ name => "NetMoney", required => "N" }, |
4498
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
4499
|
|
|
|
|
|
|
{ name => "AutoAcceptIndicator", required => "N" }, |
4500
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4501
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4502
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4503
|
|
|
|
|
|
|
{ name => "NumDaysInterest", required => "N" }, |
4504
|
|
|
|
|
|
|
{ name => "AccruedInterestRate", required => "N" }, |
4505
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
4506
|
|
|
|
|
|
|
{ name => "TotalAccruedInterestAmt", required => "N" }, |
4507
|
|
|
|
|
|
|
{ name => "InterestAtMaturity", required => "N" }, |
4508
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
4509
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
4510
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
4511
|
|
|
|
|
|
|
{ name => "LegalConfirm", required => "N" }, |
4512
|
|
|
|
|
|
|
{ |
4513
|
|
|
|
|
|
|
name => "Stipulations", |
4514
|
|
|
|
|
|
|
required => "N", |
4515
|
|
|
|
|
|
|
component => "Y" |
4516
|
|
|
|
|
|
|
}, |
4517
|
|
|
|
|
|
|
{ |
4518
|
|
|
|
|
|
|
name => "YieldData", |
4519
|
|
|
|
|
|
|
required => "N", |
4520
|
|
|
|
|
|
|
component => "Y" |
4521
|
|
|
|
|
|
|
}, |
4522
|
|
|
|
|
|
|
{ name => "TotNoAllocs", required => "N" }, |
4523
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
4524
|
|
|
|
|
|
|
{ |
4525
|
|
|
|
|
|
|
name => "NoAllocs", |
4526
|
|
|
|
|
|
|
required => "Y", |
4527
|
|
|
|
|
|
|
group => [ |
4528
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "Y" }, |
4529
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
4530
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
4531
|
|
|
|
|
|
|
{ name => "AllocPrice", required => "N" }, |
4532
|
|
|
|
|
|
|
{ name => "AllocQty", required => "Y" }, |
4533
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
4534
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
4535
|
|
|
|
|
|
|
{ |
4536
|
|
|
|
|
|
|
name => "NestedParties", |
4537
|
|
|
|
|
|
|
required => "N", |
4538
|
|
|
|
|
|
|
component => "Y" |
4539
|
|
|
|
|
|
|
}, |
4540
|
|
|
|
|
|
|
{ |
4541
|
|
|
|
|
|
|
name => "NotifyBrokerOfCredit", |
4542
|
|
|
|
|
|
|
required => "N" |
4543
|
|
|
|
|
|
|
}, |
4544
|
|
|
|
|
|
|
{ name => "AllocHandlInst", required => "N" }, |
4545
|
|
|
|
|
|
|
{ name => "AllocText", required => "N" }, |
4546
|
|
|
|
|
|
|
{ |
4547
|
|
|
|
|
|
|
name => "EncodedAllocTextLen", |
4548
|
|
|
|
|
|
|
required => "N" |
4549
|
|
|
|
|
|
|
}, |
4550
|
|
|
|
|
|
|
{ name => "EncodedAllocText", required => "N" }, |
4551
|
|
|
|
|
|
|
{ |
4552
|
|
|
|
|
|
|
name => "CommissionData", |
4553
|
|
|
|
|
|
|
required => "N", |
4554
|
|
|
|
|
|
|
component => "Y" |
4555
|
|
|
|
|
|
|
}, |
4556
|
|
|
|
|
|
|
{ name => "AllocAvgPx", required => "N" }, |
4557
|
|
|
|
|
|
|
{ name => "AllocNetMoney", required => "N" }, |
4558
|
|
|
|
|
|
|
{ name => "SettlCurrAmt", required => "N" }, |
4559
|
|
|
|
|
|
|
{ name => "AllocSettlCurrAmt", required => "N" }, |
4560
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
4561
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
4562
|
|
|
|
|
|
|
{ name => "SettlCurrFxRate", required => "N" }, |
4563
|
|
|
|
|
|
|
{ |
4564
|
|
|
|
|
|
|
name => "SettlCurrFxRateCalc", |
4565
|
|
|
|
|
|
|
required => "N" |
4566
|
|
|
|
|
|
|
}, |
4567
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
4568
|
|
|
|
|
|
|
{ |
4569
|
|
|
|
|
|
|
name => "AllocAccruedInterestAmt", |
4570
|
|
|
|
|
|
|
required => "N" |
4571
|
|
|
|
|
|
|
}, |
4572
|
|
|
|
|
|
|
{ |
4573
|
|
|
|
|
|
|
name => "AllocInterestAtMaturity", |
4574
|
|
|
|
|
|
|
required => "N" |
4575
|
|
|
|
|
|
|
}, |
4576
|
|
|
|
|
|
|
{ name => "SettlInstMode", required => "N" }, |
4577
|
|
|
|
|
|
|
{ |
4578
|
|
|
|
|
|
|
name => "NoMiscFees", |
4579
|
|
|
|
|
|
|
required => "N", |
4580
|
|
|
|
|
|
|
group => [ |
4581
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
4582
|
|
|
|
|
|
|
{ |
4583
|
|
|
|
|
|
|
name => "MiscFeeCurr", |
4584
|
|
|
|
|
|
|
required => "N" |
4585
|
|
|
|
|
|
|
}, |
4586
|
|
|
|
|
|
|
{ |
4587
|
|
|
|
|
|
|
name => "MiscFeeType", |
4588
|
|
|
|
|
|
|
required => "N" |
4589
|
|
|
|
|
|
|
}, |
4590
|
|
|
|
|
|
|
{ |
4591
|
|
|
|
|
|
|
name => "MiscFeeBasis", |
4592
|
|
|
|
|
|
|
required => "N" |
4593
|
|
|
|
|
|
|
}, |
4594
|
|
|
|
|
|
|
] |
4595
|
|
|
|
|
|
|
}, |
4596
|
|
|
|
|
|
|
{ |
4597
|
|
|
|
|
|
|
name => "NoClearingInstructions", |
4598
|
|
|
|
|
|
|
required => "N" |
4599
|
|
|
|
|
|
|
}, |
4600
|
|
|
|
|
|
|
{ |
4601
|
|
|
|
|
|
|
name => "ClearingInstruction", |
4602
|
|
|
|
|
|
|
required => "N" |
4603
|
|
|
|
|
|
|
}, |
4604
|
|
|
|
|
|
|
{ |
4605
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
4606
|
|
|
|
|
|
|
required => "N" |
4607
|
|
|
|
|
|
|
}, |
4608
|
|
|
|
|
|
|
{ name => "AllocSettlInstType", required => "N" }, |
4609
|
|
|
|
|
|
|
{ |
4610
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
4611
|
|
|
|
|
|
|
required => "N", |
4612
|
|
|
|
|
|
|
component => "Y" |
4613
|
|
|
|
|
|
|
}, |
4614
|
|
|
|
|
|
|
] |
4615
|
|
|
|
|
|
|
}, |
4616
|
|
|
|
|
|
|
] |
4617
|
|
|
|
|
|
|
}, |
4618
|
|
|
|
|
|
|
{ |
4619
|
|
|
|
|
|
|
name => "AllocationInstructionAck", |
4620
|
|
|
|
|
|
|
msgtype => "P", |
4621
|
|
|
|
|
|
|
msgcat => "app", |
4622
|
|
|
|
|
|
|
fields => [ |
4623
|
|
|
|
|
|
|
{ name => "AllocID", required => "Y" }, |
4624
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
4625
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
4626
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
4627
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
4628
|
|
|
|
|
|
|
{ name => "AllocStatus", required => "Y" }, |
4629
|
|
|
|
|
|
|
{ name => "AllocRejCode", required => "N" }, |
4630
|
|
|
|
|
|
|
{ name => "AllocType", required => "N" }, |
4631
|
|
|
|
|
|
|
{ name => "AllocIntermedReqType", required => "N" }, |
4632
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
4633
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
4634
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
4635
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4636
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4637
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4638
|
|
|
|
|
|
|
{ |
4639
|
|
|
|
|
|
|
name => "NoAllocs", |
4640
|
|
|
|
|
|
|
required => "N", |
4641
|
|
|
|
|
|
|
group => [ |
4642
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
4643
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
4644
|
|
|
|
|
|
|
{ name => "AllocPrice", required => "N" }, |
4645
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
4646
|
|
|
|
|
|
|
{ |
4647
|
|
|
|
|
|
|
name => "IndividualAllocRejCode", |
4648
|
|
|
|
|
|
|
required => "N" |
4649
|
|
|
|
|
|
|
}, |
4650
|
|
|
|
|
|
|
{ name => "AllocText", required => "N" }, |
4651
|
|
|
|
|
|
|
{ |
4652
|
|
|
|
|
|
|
name => "EncodedAllocTextLen", |
4653
|
|
|
|
|
|
|
required => "N" |
4654
|
|
|
|
|
|
|
}, |
4655
|
|
|
|
|
|
|
{ name => "EncodedAllocText", required => "N" }, |
4656
|
|
|
|
|
|
|
] |
4657
|
|
|
|
|
|
|
}, |
4658
|
|
|
|
|
|
|
] |
4659
|
|
|
|
|
|
|
}, |
4660
|
|
|
|
|
|
|
{ |
4661
|
|
|
|
|
|
|
name => "AllocationReport", |
4662
|
|
|
|
|
|
|
msgtype => "AS", |
4663
|
|
|
|
|
|
|
msgcat => "app", |
4664
|
|
|
|
|
|
|
fields => [ |
4665
|
|
|
|
|
|
|
{ name => "AllocReportID", required => "Y" }, |
4666
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
4667
|
|
|
|
|
|
|
{ name => "AllocTransType", required => "Y" }, |
4668
|
|
|
|
|
|
|
{ name => "AllocReportRefID", required => "N" }, |
4669
|
|
|
|
|
|
|
{ name => "AllocCancReplaceReason", required => "N" }, |
4670
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
4671
|
|
|
|
|
|
|
{ name => "AllocReportType", required => "Y" }, |
4672
|
|
|
|
|
|
|
{ name => "AllocStatus", required => "Y" }, |
4673
|
|
|
|
|
|
|
{ name => "AllocRejCode", required => "N" }, |
4674
|
|
|
|
|
|
|
{ name => "RefAllocID", required => "N" }, |
4675
|
|
|
|
|
|
|
{ name => "AllocIntermedReqType", required => "N" }, |
4676
|
|
|
|
|
|
|
{ name => "AllocLinkID", required => "N" }, |
4677
|
|
|
|
|
|
|
{ name => "AllocLinkType", required => "N" }, |
4678
|
|
|
|
|
|
|
{ name => "BookingRefID", required => "N" }, |
4679
|
|
|
|
|
|
|
{ name => "AllocNoOrdersType", required => "Y" }, |
4680
|
|
|
|
|
|
|
{ |
4681
|
|
|
|
|
|
|
name => "NoOrders", |
4682
|
|
|
|
|
|
|
required => "N", |
4683
|
|
|
|
|
|
|
group => [ |
4684
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
4685
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
4686
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
4687
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4688
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
4689
|
|
|
|
|
|
|
{ |
4690
|
|
|
|
|
|
|
name => "NestedParties2", |
4691
|
|
|
|
|
|
|
required => "N", |
4692
|
|
|
|
|
|
|
component => "Y" |
4693
|
|
|
|
|
|
|
}, |
4694
|
|
|
|
|
|
|
{ name => "OrderQty", required => "N" }, |
4695
|
|
|
|
|
|
|
{ name => "OrderAvgPx", required => "N" }, |
4696
|
|
|
|
|
|
|
{ name => "OrderBookingQty", required => "N" }, |
4697
|
|
|
|
|
|
|
] |
4698
|
|
|
|
|
|
|
}, |
4699
|
|
|
|
|
|
|
{ |
4700
|
|
|
|
|
|
|
name => "NoExecs", |
4701
|
|
|
|
|
|
|
required => "N", |
4702
|
|
|
|
|
|
|
group => [ |
4703
|
|
|
|
|
|
|
{ name => "LastQty", required => "N" }, |
4704
|
|
|
|
|
|
|
{ name => "ExecID", required => "N" }, |
4705
|
|
|
|
|
|
|
{ name => "SecondaryExecID", required => "N" }, |
4706
|
|
|
|
|
|
|
{ name => "LastPx", required => "N" }, |
4707
|
|
|
|
|
|
|
{ name => "LastParPx", required => "N" }, |
4708
|
|
|
|
|
|
|
{ name => "LastCapacity", required => "N" }, |
4709
|
|
|
|
|
|
|
] |
4710
|
|
|
|
|
|
|
}, |
4711
|
|
|
|
|
|
|
{ name => "PreviouslyReported", required => "N" }, |
4712
|
|
|
|
|
|
|
{ name => "ReversalIndicator", required => "N" }, |
4713
|
|
|
|
|
|
|
{ name => "MatchType", required => "N" }, |
4714
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
4715
|
|
|
|
|
|
|
{ |
4716
|
|
|
|
|
|
|
name => "Instrument", |
4717
|
|
|
|
|
|
|
required => "Y", |
4718
|
|
|
|
|
|
|
component => "Y" |
4719
|
|
|
|
|
|
|
}, |
4720
|
|
|
|
|
|
|
{ |
4721
|
|
|
|
|
|
|
name => "InstrumentExtension", |
4722
|
|
|
|
|
|
|
required => "N", |
4723
|
|
|
|
|
|
|
component => "Y" |
4724
|
|
|
|
|
|
|
}, |
4725
|
|
|
|
|
|
|
{ |
4726
|
|
|
|
|
|
|
name => "FinancingDetails", |
4727
|
|
|
|
|
|
|
required => "N", |
4728
|
|
|
|
|
|
|
component => "Y" |
4729
|
|
|
|
|
|
|
}, |
4730
|
|
|
|
|
|
|
{ |
4731
|
|
|
|
|
|
|
name => "NoUnderlyings", |
4732
|
|
|
|
|
|
|
required => "N", |
4733
|
|
|
|
|
|
|
group => [ |
4734
|
|
|
|
|
|
|
{ |
4735
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
4736
|
|
|
|
|
|
|
required => "N", |
4737
|
|
|
|
|
|
|
component => "Y" |
4738
|
|
|
|
|
|
|
}, |
4739
|
|
|
|
|
|
|
] |
4740
|
|
|
|
|
|
|
}, |
4741
|
|
|
|
|
|
|
{ |
4742
|
|
|
|
|
|
|
name => "NoLegs", |
4743
|
|
|
|
|
|
|
required => "N", |
4744
|
|
|
|
|
|
|
group => [ |
4745
|
|
|
|
|
|
|
{ |
4746
|
|
|
|
|
|
|
name => "InstrumentLeg", |
4747
|
|
|
|
|
|
|
required => "N", |
4748
|
|
|
|
|
|
|
component => "Y" |
4749
|
|
|
|
|
|
|
}, |
4750
|
|
|
|
|
|
|
] |
4751
|
|
|
|
|
|
|
}, |
4752
|
|
|
|
|
|
|
{ name => "Quantity", required => "Y" }, |
4753
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
4754
|
|
|
|
|
|
|
{ name => "LastMkt", required => "N" }, |
4755
|
|
|
|
|
|
|
{ name => "TradeOriginationDate", required => "N" }, |
4756
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
4757
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
4758
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
4759
|
|
|
|
|
|
|
{ name => "AvgPx", required => "Y" }, |
4760
|
|
|
|
|
|
|
{ name => "AvgParPx", required => "N" }, |
4761
|
|
|
|
|
|
|
{ |
4762
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
4763
|
|
|
|
|
|
|
required => "N", |
4764
|
|
|
|
|
|
|
component => "Y" |
4765
|
|
|
|
|
|
|
}, |
4766
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
4767
|
|
|
|
|
|
|
{ name => "AvgPxPrecision", required => "N" }, |
4768
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
4769
|
|
|
|
|
|
|
{ name => "TradeDate", required => "Y" }, |
4770
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
4771
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
4772
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
4773
|
|
|
|
|
|
|
{ name => "BookingType", required => "N" }, |
4774
|
|
|
|
|
|
|
{ name => "GrossTradeAmt", required => "N" }, |
4775
|
|
|
|
|
|
|
{ name => "Concession", required => "N" }, |
4776
|
|
|
|
|
|
|
{ name => "TotalTakedown", required => "N" }, |
4777
|
|
|
|
|
|
|
{ name => "NetMoney", required => "N" }, |
4778
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
4779
|
|
|
|
|
|
|
{ name => "AutoAcceptIndicator", required => "N" }, |
4780
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4781
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4782
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4783
|
|
|
|
|
|
|
{ name => "NumDaysInterest", required => "N" }, |
4784
|
|
|
|
|
|
|
{ name => "AccruedInterestRate", required => "N" }, |
4785
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
4786
|
|
|
|
|
|
|
{ name => "TotalAccruedInterestAmt", required => "N" }, |
4787
|
|
|
|
|
|
|
{ name => "InterestAtMaturity", required => "N" }, |
4788
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
4789
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
4790
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
4791
|
|
|
|
|
|
|
{ name => "LegalConfirm", required => "N" }, |
4792
|
|
|
|
|
|
|
{ |
4793
|
|
|
|
|
|
|
name => "Stipulations", |
4794
|
|
|
|
|
|
|
required => "N", |
4795
|
|
|
|
|
|
|
component => "Y" |
4796
|
|
|
|
|
|
|
}, |
4797
|
|
|
|
|
|
|
{ |
4798
|
|
|
|
|
|
|
name => "YieldData", |
4799
|
|
|
|
|
|
|
required => "N", |
4800
|
|
|
|
|
|
|
component => "Y" |
4801
|
|
|
|
|
|
|
}, |
4802
|
|
|
|
|
|
|
{ name => "TotNoAllocs", required => "N" }, |
4803
|
|
|
|
|
|
|
{ name => "LastFragment", required => "N" }, |
4804
|
|
|
|
|
|
|
{ |
4805
|
|
|
|
|
|
|
name => "NoAllocs", |
4806
|
|
|
|
|
|
|
required => "Y", |
4807
|
|
|
|
|
|
|
group => [ |
4808
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "Y" }, |
4809
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
4810
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
4811
|
|
|
|
|
|
|
{ name => "AllocPrice", required => "N" }, |
4812
|
|
|
|
|
|
|
{ name => "AllocQty", required => "Y" }, |
4813
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
4814
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
4815
|
|
|
|
|
|
|
{ |
4816
|
|
|
|
|
|
|
name => "NestedParties", |
4817
|
|
|
|
|
|
|
required => "N", |
4818
|
|
|
|
|
|
|
component => "Y" |
4819
|
|
|
|
|
|
|
}, |
4820
|
|
|
|
|
|
|
{ |
4821
|
|
|
|
|
|
|
name => "NotifyBrokerOfCredit", |
4822
|
|
|
|
|
|
|
required => "N" |
4823
|
|
|
|
|
|
|
}, |
4824
|
|
|
|
|
|
|
{ name => "AllocHandlInst", required => "N" }, |
4825
|
|
|
|
|
|
|
{ name => "AllocText", required => "N" }, |
4826
|
|
|
|
|
|
|
{ |
4827
|
|
|
|
|
|
|
name => "EncodedAllocTextLen", |
4828
|
|
|
|
|
|
|
required => "N" |
4829
|
|
|
|
|
|
|
}, |
4830
|
|
|
|
|
|
|
{ name => "EncodedAllocText", required => "N" }, |
4831
|
|
|
|
|
|
|
{ |
4832
|
|
|
|
|
|
|
name => "CommissionData", |
4833
|
|
|
|
|
|
|
required => "N", |
4834
|
|
|
|
|
|
|
component => "Y" |
4835
|
|
|
|
|
|
|
}, |
4836
|
|
|
|
|
|
|
{ name => "AllocAvgPx", required => "N" }, |
4837
|
|
|
|
|
|
|
{ name => "AllocNetMoney", required => "N" }, |
4838
|
|
|
|
|
|
|
{ name => "SettlCurrAmt", required => "N" }, |
4839
|
|
|
|
|
|
|
{ name => "AllocSettlCurrAmt", required => "N" }, |
4840
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
4841
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
4842
|
|
|
|
|
|
|
{ name => "SettlCurrFxRate", required => "N" }, |
4843
|
|
|
|
|
|
|
{ |
4844
|
|
|
|
|
|
|
name => "SettlCurrFxRateCalc", |
4845
|
|
|
|
|
|
|
required => "N" |
4846
|
|
|
|
|
|
|
}, |
4847
|
|
|
|
|
|
|
{ |
4848
|
|
|
|
|
|
|
name => "AllocAccruedInterestAmt", |
4849
|
|
|
|
|
|
|
required => "N" |
4850
|
|
|
|
|
|
|
}, |
4851
|
|
|
|
|
|
|
{ |
4852
|
|
|
|
|
|
|
name => "AllocInterestAtMaturity", |
4853
|
|
|
|
|
|
|
required => "N" |
4854
|
|
|
|
|
|
|
}, |
4855
|
|
|
|
|
|
|
{ |
4856
|
|
|
|
|
|
|
name => "NoMiscFees", |
4857
|
|
|
|
|
|
|
required => "N", |
4858
|
|
|
|
|
|
|
group => [ |
4859
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
4860
|
|
|
|
|
|
|
{ |
4861
|
|
|
|
|
|
|
name => "MiscFeeCurr", |
4862
|
|
|
|
|
|
|
required => "N" |
4863
|
|
|
|
|
|
|
}, |
4864
|
|
|
|
|
|
|
{ |
4865
|
|
|
|
|
|
|
name => "MiscFeeType", |
4866
|
|
|
|
|
|
|
required => "N" |
4867
|
|
|
|
|
|
|
}, |
4868
|
|
|
|
|
|
|
{ |
4869
|
|
|
|
|
|
|
name => "MiscFeeBasis", |
4870
|
|
|
|
|
|
|
required => "N" |
4871
|
|
|
|
|
|
|
}, |
4872
|
|
|
|
|
|
|
] |
4873
|
|
|
|
|
|
|
}, |
4874
|
|
|
|
|
|
|
{ |
4875
|
|
|
|
|
|
|
name => "NoClearingInstructions", |
4876
|
|
|
|
|
|
|
required => "N", |
4877
|
|
|
|
|
|
|
group => [ |
4878
|
|
|
|
|
|
|
{ |
4879
|
|
|
|
|
|
|
name => "ClearingInstruction", |
4880
|
|
|
|
|
|
|
required => "N" |
4881
|
|
|
|
|
|
|
}, |
4882
|
|
|
|
|
|
|
] |
4883
|
|
|
|
|
|
|
}, |
4884
|
|
|
|
|
|
|
{ |
4885
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
4886
|
|
|
|
|
|
|
required => "N" |
4887
|
|
|
|
|
|
|
}, |
4888
|
|
|
|
|
|
|
{ name => "AllocSettlInstType", required => "N" }, |
4889
|
|
|
|
|
|
|
{ |
4890
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
4891
|
|
|
|
|
|
|
required => "N", |
4892
|
|
|
|
|
|
|
component => "Y" |
4893
|
|
|
|
|
|
|
}, |
4894
|
|
|
|
|
|
|
] |
4895
|
|
|
|
|
|
|
}, |
4896
|
|
|
|
|
|
|
] |
4897
|
|
|
|
|
|
|
}, |
4898
|
|
|
|
|
|
|
{ |
4899
|
|
|
|
|
|
|
name => "AllocationReportAck", |
4900
|
|
|
|
|
|
|
msgtype => "AT", |
4901
|
|
|
|
|
|
|
msgcat => "app", |
4902
|
|
|
|
|
|
|
fields => [ |
4903
|
|
|
|
|
|
|
{ name => "AllocReportID", required => "Y" }, |
4904
|
|
|
|
|
|
|
{ name => "AllocID", required => "Y" }, |
4905
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
4906
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
4907
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
4908
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
4909
|
|
|
|
|
|
|
{ name => "AllocStatus", required => "Y" }, |
4910
|
|
|
|
|
|
|
{ name => "AllocRejCode", required => "N" }, |
4911
|
|
|
|
|
|
|
{ name => "AllocReportType", required => "N" }, |
4912
|
|
|
|
|
|
|
{ name => "AllocIntermedReqType", required => "N" }, |
4913
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
4914
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
4915
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
4916
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
4917
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
4918
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
4919
|
|
|
|
|
|
|
{ |
4920
|
|
|
|
|
|
|
name => "NoAllocs", |
4921
|
|
|
|
|
|
|
required => "N", |
4922
|
|
|
|
|
|
|
group => [ |
4923
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
4924
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
4925
|
|
|
|
|
|
|
{ name => "AllocPrice", required => "N" }, |
4926
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
4927
|
|
|
|
|
|
|
{ |
4928
|
|
|
|
|
|
|
name => "IndividualAllocRejCode", |
4929
|
|
|
|
|
|
|
required => "N" |
4930
|
|
|
|
|
|
|
}, |
4931
|
|
|
|
|
|
|
{ name => "AllocText", required => "N" }, |
4932
|
|
|
|
|
|
|
{ |
4933
|
|
|
|
|
|
|
name => "EncodedAllocTextLen", |
4934
|
|
|
|
|
|
|
required => "N" |
4935
|
|
|
|
|
|
|
}, |
4936
|
|
|
|
|
|
|
{ name => "EncodedAllocText", required => "N" }, |
4937
|
|
|
|
|
|
|
] |
4938
|
|
|
|
|
|
|
}, |
4939
|
|
|
|
|
|
|
] |
4940
|
|
|
|
|
|
|
}, |
4941
|
|
|
|
|
|
|
{ |
4942
|
|
|
|
|
|
|
name => "Confirmation", |
4943
|
|
|
|
|
|
|
msgtype => "AK", |
4944
|
|
|
|
|
|
|
msgcat => "app", |
4945
|
|
|
|
|
|
|
fields => [ |
4946
|
|
|
|
|
|
|
{ name => "ConfirmID", required => "Y" }, |
4947
|
|
|
|
|
|
|
{ name => "ConfirmRefID", required => "N" }, |
4948
|
|
|
|
|
|
|
{ name => "ConfirmReqID", required => "N" }, |
4949
|
|
|
|
|
|
|
{ name => "ConfirmTransType", required => "Y" }, |
4950
|
|
|
|
|
|
|
{ name => "ConfirmType", required => "Y" }, |
4951
|
|
|
|
|
|
|
{ name => "CopyMsgIndicator", required => "N" }, |
4952
|
|
|
|
|
|
|
{ name => "LegalConfirm", required => "N" }, |
4953
|
|
|
|
|
|
|
{ name => "ConfirmStatus", required => "Y" }, |
4954
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
4955
|
|
|
|
|
|
|
{ |
4956
|
|
|
|
|
|
|
name => "NoOrders", |
4957
|
|
|
|
|
|
|
required => "N", |
4958
|
|
|
|
|
|
|
group => [ |
4959
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
4960
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
4961
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
4962
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
4963
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
4964
|
|
|
|
|
|
|
{ |
4965
|
|
|
|
|
|
|
name => "NestedParties2", |
4966
|
|
|
|
|
|
|
required => "N", |
4967
|
|
|
|
|
|
|
component => "Y" |
4968
|
|
|
|
|
|
|
}, |
4969
|
|
|
|
|
|
|
{ name => "OrderQty", required => "N" }, |
4970
|
|
|
|
|
|
|
{ name => "OrderAvgPx", required => "N" }, |
4971
|
|
|
|
|
|
|
{ name => "OrderBookingQty", required => "N" }, |
4972
|
|
|
|
|
|
|
] |
4973
|
|
|
|
|
|
|
}, |
4974
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
4975
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
4976
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
4977
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
4978
|
|
|
|
|
|
|
{ name => "TradeDate", required => "Y" }, |
4979
|
|
|
|
|
|
|
{ |
4980
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
4981
|
|
|
|
|
|
|
required => "N", |
4982
|
|
|
|
|
|
|
component => "Y" |
4983
|
|
|
|
|
|
|
}, |
4984
|
|
|
|
|
|
|
{ |
4985
|
|
|
|
|
|
|
name => "Instrument", |
4986
|
|
|
|
|
|
|
required => "Y", |
4987
|
|
|
|
|
|
|
component => "Y" |
4988
|
|
|
|
|
|
|
}, |
4989
|
|
|
|
|
|
|
{ |
4990
|
|
|
|
|
|
|
name => "InstrumentExtension", |
4991
|
|
|
|
|
|
|
required => "N", |
4992
|
|
|
|
|
|
|
component => "Y" |
4993
|
|
|
|
|
|
|
}, |
4994
|
|
|
|
|
|
|
{ |
4995
|
|
|
|
|
|
|
name => "FinancingDetails", |
4996
|
|
|
|
|
|
|
required => "N", |
4997
|
|
|
|
|
|
|
component => "Y" |
4998
|
|
|
|
|
|
|
}, |
4999
|
|
|
|
|
|
|
{ |
5000
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5001
|
|
|
|
|
|
|
required => "Y", |
5002
|
|
|
|
|
|
|
group => [ |
5003
|
|
|
|
|
|
|
{ |
5004
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5005
|
|
|
|
|
|
|
required => "N", |
5006
|
|
|
|
|
|
|
component => "Y" |
5007
|
|
|
|
|
|
|
}, |
5008
|
|
|
|
|
|
|
] |
5009
|
|
|
|
|
|
|
}, |
5010
|
|
|
|
|
|
|
{ |
5011
|
|
|
|
|
|
|
name => "NoLegs", |
5012
|
|
|
|
|
|
|
required => "Y", |
5013
|
|
|
|
|
|
|
group => [ |
5014
|
|
|
|
|
|
|
{ |
5015
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5016
|
|
|
|
|
|
|
required => "N", |
5017
|
|
|
|
|
|
|
component => "Y" |
5018
|
|
|
|
|
|
|
}, |
5019
|
|
|
|
|
|
|
] |
5020
|
|
|
|
|
|
|
}, |
5021
|
|
|
|
|
|
|
{ |
5022
|
|
|
|
|
|
|
name => "YieldData", |
5023
|
|
|
|
|
|
|
required => "N", |
5024
|
|
|
|
|
|
|
component => "Y" |
5025
|
|
|
|
|
|
|
}, |
5026
|
|
|
|
|
|
|
{ name => "AllocQty", required => "Y" }, |
5027
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
5028
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
5029
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
5030
|
|
|
|
|
|
|
{ name => "LastMkt", required => "N" }, |
5031
|
|
|
|
|
|
|
{ |
5032
|
|
|
|
|
|
|
name => "NoCapacities", |
5033
|
|
|
|
|
|
|
required => "Y", |
5034
|
|
|
|
|
|
|
group => [ |
5035
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "Y" }, |
5036
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
5037
|
|
|
|
|
|
|
{ name => "OrderCapacityQty", required => "Y" }, |
5038
|
|
|
|
|
|
|
] |
5039
|
|
|
|
|
|
|
}, |
5040
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "Y" }, |
5041
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
5042
|
|
|
|
|
|
|
{ name => "AllocAccountType", required => "N" }, |
5043
|
|
|
|
|
|
|
{ name => "AvgPx", required => "Y" }, |
5044
|
|
|
|
|
|
|
{ name => "AvgPxPrecision", required => "N" }, |
5045
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
5046
|
|
|
|
|
|
|
{ name => "AvgParPx", required => "N" }, |
5047
|
|
|
|
|
|
|
{ |
5048
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
5049
|
|
|
|
|
|
|
required => "N", |
5050
|
|
|
|
|
|
|
component => "Y" |
5051
|
|
|
|
|
|
|
}, |
5052
|
|
|
|
|
|
|
{ name => "ReportedPx", required => "N" }, |
5053
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5054
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5055
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5056
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
5057
|
|
|
|
|
|
|
{ name => "GrossTradeAmt", required => "Y" }, |
5058
|
|
|
|
|
|
|
{ name => "NumDaysInterest", required => "N" }, |
5059
|
|
|
|
|
|
|
{ name => "ExDate", required => "N" }, |
5060
|
|
|
|
|
|
|
{ name => "AccruedInterestRate", required => "N" }, |
5061
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
5062
|
|
|
|
|
|
|
{ name => "InterestAtMaturity", required => "N" }, |
5063
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
5064
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
5065
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
5066
|
|
|
|
|
|
|
{ name => "Concession", required => "N" }, |
5067
|
|
|
|
|
|
|
{ name => "TotalTakedown", required => "N" }, |
5068
|
|
|
|
|
|
|
{ name => "NetMoney", required => "Y" }, |
5069
|
|
|
|
|
|
|
{ name => "MaturityNetMoney", required => "N" }, |
5070
|
|
|
|
|
|
|
{ name => "SettlCurrAmt", required => "N" }, |
5071
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
5072
|
|
|
|
|
|
|
{ name => "SettlCurrFxRate", required => "N" }, |
5073
|
|
|
|
|
|
|
{ name => "SettlCurrFxRateCalc", required => "N" }, |
5074
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
5075
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
5076
|
|
|
|
|
|
|
{ |
5077
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
5078
|
|
|
|
|
|
|
required => "N", |
5079
|
|
|
|
|
|
|
component => "Y" |
5080
|
|
|
|
|
|
|
}, |
5081
|
|
|
|
|
|
|
{ |
5082
|
|
|
|
|
|
|
name => "CommissionData", |
5083
|
|
|
|
|
|
|
required => "N", |
5084
|
|
|
|
|
|
|
component => "Y" |
5085
|
|
|
|
|
|
|
}, |
5086
|
|
|
|
|
|
|
{ name => "SharedCommission", required => "N" }, |
5087
|
|
|
|
|
|
|
{ |
5088
|
|
|
|
|
|
|
name => "Stipulations", |
5089
|
|
|
|
|
|
|
required => "N", |
5090
|
|
|
|
|
|
|
component => "Y" |
5091
|
|
|
|
|
|
|
}, |
5092
|
|
|
|
|
|
|
{ |
5093
|
|
|
|
|
|
|
name => "NoMiscFees", |
5094
|
|
|
|
|
|
|
required => "N", |
5095
|
|
|
|
|
|
|
group => [ |
5096
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
5097
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
5098
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
5099
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
5100
|
|
|
|
|
|
|
] |
5101
|
|
|
|
|
|
|
}, |
5102
|
|
|
|
|
|
|
] |
5103
|
|
|
|
|
|
|
}, |
5104
|
|
|
|
|
|
|
{ |
5105
|
|
|
|
|
|
|
name => "ConfirmationAck", |
5106
|
|
|
|
|
|
|
msgtype => "AU", |
5107
|
|
|
|
|
|
|
msgcat => "app", |
5108
|
|
|
|
|
|
|
fields => [ |
5109
|
|
|
|
|
|
|
{ name => "ConfirmID", required => "Y" }, |
5110
|
|
|
|
|
|
|
{ name => "TradeDate", required => "Y" }, |
5111
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5112
|
|
|
|
|
|
|
{ name => "AffirmStatus", required => "Y" }, |
5113
|
|
|
|
|
|
|
{ name => "ConfirmRejReason", required => "N" }, |
5114
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
5115
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5116
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5117
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5118
|
|
|
|
|
|
|
] |
5119
|
|
|
|
|
|
|
}, |
5120
|
|
|
|
|
|
|
{ |
5121
|
|
|
|
|
|
|
name => "ConfirmationRequest", |
5122
|
|
|
|
|
|
|
msgtype => "BH", |
5123
|
|
|
|
|
|
|
msgcat => "app", |
5124
|
|
|
|
|
|
|
fields => [ |
5125
|
|
|
|
|
|
|
{ name => "ConfirmReqID", required => "Y" }, |
5126
|
|
|
|
|
|
|
{ name => "ConfirmType", required => "Y" }, |
5127
|
|
|
|
|
|
|
{ |
5128
|
|
|
|
|
|
|
name => "NoOrders", |
5129
|
|
|
|
|
|
|
required => "N", |
5130
|
|
|
|
|
|
|
group => [ |
5131
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5132
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
5133
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
5134
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
5135
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
5136
|
|
|
|
|
|
|
{ |
5137
|
|
|
|
|
|
|
name => "NestedParties2", |
5138
|
|
|
|
|
|
|
required => "N", |
5139
|
|
|
|
|
|
|
component => "Y" |
5140
|
|
|
|
|
|
|
}, |
5141
|
|
|
|
|
|
|
{ name => "OrderQty", required => "N" }, |
5142
|
|
|
|
|
|
|
{ name => "OrderAvgPx", required => "N" }, |
5143
|
|
|
|
|
|
|
{ name => "OrderBookingQty", required => "N" }, |
5144
|
|
|
|
|
|
|
] |
5145
|
|
|
|
|
|
|
}, |
5146
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
5147
|
|
|
|
|
|
|
{ name => "SecondaryAllocID", required => "N" }, |
5148
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
5149
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5150
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
5151
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
5152
|
|
|
|
|
|
|
{ name => "AllocAccountType", required => "N" }, |
5153
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5154
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5155
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5156
|
|
|
|
|
|
|
] |
5157
|
|
|
|
|
|
|
}, |
5158
|
|
|
|
|
|
|
{ |
5159
|
|
|
|
|
|
|
name => "SettlementInstructions", |
5160
|
|
|
|
|
|
|
msgtype => "T", |
5161
|
|
|
|
|
|
|
msgcat => "app", |
5162
|
|
|
|
|
|
|
fields => [ |
5163
|
|
|
|
|
|
|
{ name => "SettlInstMsgID", required => "Y" }, |
5164
|
|
|
|
|
|
|
{ name => "SettlInstReqID", required => "N" }, |
5165
|
|
|
|
|
|
|
{ name => "SettlInstMode", required => "Y" }, |
5166
|
|
|
|
|
|
|
{ name => "SettlInstReqRejCode", required => "N" }, |
5167
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5168
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5169
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5170
|
|
|
|
|
|
|
{ name => "SettlInstSource", required => "N" }, |
5171
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5172
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5173
|
|
|
|
|
|
|
{ |
5174
|
|
|
|
|
|
|
name => "NoSettlInst", |
5175
|
|
|
|
|
|
|
required => "N", |
5176
|
|
|
|
|
|
|
group => [ |
5177
|
|
|
|
|
|
|
{ name => "SettlInstID", required => "N" }, |
5178
|
|
|
|
|
|
|
{ name => "SettlInstTransType", required => "N" }, |
5179
|
|
|
|
|
|
|
{ name => "SettlInstRefID", required => "N" }, |
5180
|
|
|
|
|
|
|
{ |
5181
|
|
|
|
|
|
|
name => "Parties", |
5182
|
|
|
|
|
|
|
required => "N", |
5183
|
|
|
|
|
|
|
component => "Y" |
5184
|
|
|
|
|
|
|
}, |
5185
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
5186
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
5187
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
5188
|
|
|
|
|
|
|
{ name => "CFICode", required => "N" }, |
5189
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
5190
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
5191
|
|
|
|
|
|
|
{ name => "LastUpdateTime", required => "N" }, |
5192
|
|
|
|
|
|
|
{ |
5193
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
5194
|
|
|
|
|
|
|
required => "N", |
5195
|
|
|
|
|
|
|
component => "Y" |
5196
|
|
|
|
|
|
|
}, |
5197
|
|
|
|
|
|
|
{ name => "PaymentMethod", required => "N" }, |
5198
|
|
|
|
|
|
|
{ name => "PaymentRef", required => "N" }, |
5199
|
|
|
|
|
|
|
{ name => "CardHolderName", required => "N" }, |
5200
|
|
|
|
|
|
|
{ name => "CardNumber", required => "N" }, |
5201
|
|
|
|
|
|
|
{ name => "CardStartDate", required => "N" }, |
5202
|
|
|
|
|
|
|
{ name => "CardExpDate", required => "N" }, |
5203
|
|
|
|
|
|
|
{ name => "CardIssNum", required => "N" }, |
5204
|
|
|
|
|
|
|
{ name => "PaymentDate", required => "N" }, |
5205
|
|
|
|
|
|
|
{ name => "PaymentRemitterID", required => "N" }, |
5206
|
|
|
|
|
|
|
] |
5207
|
|
|
|
|
|
|
}, |
5208
|
|
|
|
|
|
|
] |
5209
|
|
|
|
|
|
|
}, |
5210
|
|
|
|
|
|
|
{ |
5211
|
|
|
|
|
|
|
name => "SettlementInstructionRequest", |
5212
|
|
|
|
|
|
|
msgtype => "AV", |
5213
|
|
|
|
|
|
|
msgcat => "app", |
5214
|
|
|
|
|
|
|
fields => [ |
5215
|
|
|
|
|
|
|
{ name => "SettlInstReqID", required => "Y" }, |
5216
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5217
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
5218
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
5219
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
5220
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
5221
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
5222
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
5223
|
|
|
|
|
|
|
{ name => "CFICode", required => "N" }, |
5224
|
|
|
|
|
|
|
{ name => "EffectiveTime", required => "N" }, |
5225
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
5226
|
|
|
|
|
|
|
{ name => "LastUpdateTime", required => "N" }, |
5227
|
|
|
|
|
|
|
{ name => "StandInstDbType", required => "N" }, |
5228
|
|
|
|
|
|
|
{ name => "StandInstDbName", required => "N" }, |
5229
|
|
|
|
|
|
|
{ name => "StandInstDbID", required => "N" }, |
5230
|
|
|
|
|
|
|
] |
5231
|
|
|
|
|
|
|
}, |
5232
|
|
|
|
|
|
|
{ |
5233
|
|
|
|
|
|
|
name => "TradeCaptureReportRequest", |
5234
|
|
|
|
|
|
|
msgtype => "AD", |
5235
|
|
|
|
|
|
|
msgcat => "app", |
5236
|
|
|
|
|
|
|
fields => [ |
5237
|
|
|
|
|
|
|
{ name => "TradeRequestID", required => "Y" }, |
5238
|
|
|
|
|
|
|
{ name => "TradeRequestType", required => "Y" }, |
5239
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
5240
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
5241
|
|
|
|
|
|
|
{ name => "SecondaryTradeReportID", required => "N" }, |
5242
|
|
|
|
|
|
|
{ name => "ExecID", required => "N" }, |
5243
|
|
|
|
|
|
|
{ name => "ExecType", required => "N" }, |
5244
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
5245
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5246
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
5247
|
|
|
|
|
|
|
{ name => "TrdType", required => "N" }, |
5248
|
|
|
|
|
|
|
{ name => "TrdSubType", required => "N" }, |
5249
|
|
|
|
|
|
|
{ name => "TransferReason", required => "N" }, |
5250
|
|
|
|
|
|
|
{ name => "SecondaryTrdType", required => "N" }, |
5251
|
|
|
|
|
|
|
{ name => "TradeLinkID", required => "N" }, |
5252
|
|
|
|
|
|
|
{ name => "TrdMatchID", required => "N" }, |
5253
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
5254
|
|
|
|
|
|
|
{ |
5255
|
|
|
|
|
|
|
name => "Instrument", |
5256
|
|
|
|
|
|
|
required => "N", |
5257
|
|
|
|
|
|
|
component => "Y" |
5258
|
|
|
|
|
|
|
}, |
5259
|
|
|
|
|
|
|
{ |
5260
|
|
|
|
|
|
|
name => "InstrumentExtension", |
5261
|
|
|
|
|
|
|
required => "N", |
5262
|
|
|
|
|
|
|
component => "Y" |
5263
|
|
|
|
|
|
|
}, |
5264
|
|
|
|
|
|
|
{ |
5265
|
|
|
|
|
|
|
name => "FinancingDetails", |
5266
|
|
|
|
|
|
|
required => "N", |
5267
|
|
|
|
|
|
|
component => "Y" |
5268
|
|
|
|
|
|
|
}, |
5269
|
|
|
|
|
|
|
{ |
5270
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5271
|
|
|
|
|
|
|
required => "N", |
5272
|
|
|
|
|
|
|
group => [ |
5273
|
|
|
|
|
|
|
{ |
5274
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5275
|
|
|
|
|
|
|
required => "N", |
5276
|
|
|
|
|
|
|
component => "Y" |
5277
|
|
|
|
|
|
|
}, |
5278
|
|
|
|
|
|
|
] |
5279
|
|
|
|
|
|
|
}, |
5280
|
|
|
|
|
|
|
{ |
5281
|
|
|
|
|
|
|
name => "NoLegs", |
5282
|
|
|
|
|
|
|
required => "N", |
5283
|
|
|
|
|
|
|
group => [ |
5284
|
|
|
|
|
|
|
{ |
5285
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5286
|
|
|
|
|
|
|
required => "N", |
5287
|
|
|
|
|
|
|
component => "Y" |
5288
|
|
|
|
|
|
|
}, |
5289
|
|
|
|
|
|
|
] |
5290
|
|
|
|
|
|
|
}, |
5291
|
|
|
|
|
|
|
{ |
5292
|
|
|
|
|
|
|
name => "NoDates", |
5293
|
|
|
|
|
|
|
required => "N", |
5294
|
|
|
|
|
|
|
group => [ |
5295
|
|
|
|
|
|
|
{ name => "TradeDate", required => "N" }, |
5296
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
5297
|
|
|
|
|
|
|
] |
5298
|
|
|
|
|
|
|
}, |
5299
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
5300
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
5301
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
5302
|
|
|
|
|
|
|
{ name => "TimeBracket", required => "N" }, |
5303
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
5304
|
|
|
|
|
|
|
{ name => "MultiLegReportingType", required => "N" }, |
5305
|
|
|
|
|
|
|
{ name => "TradeInputSource", required => "N" }, |
5306
|
|
|
|
|
|
|
{ name => "TradeInputDevice", required => "N" }, |
5307
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
5308
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
5309
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5310
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5311
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5312
|
|
|
|
|
|
|
] |
5313
|
|
|
|
|
|
|
}, |
5314
|
|
|
|
|
|
|
{ |
5315
|
|
|
|
|
|
|
name => "TradeCaptureReportRequestAck", |
5316
|
|
|
|
|
|
|
msgtype => "AQ", |
5317
|
|
|
|
|
|
|
msgcat => "app", |
5318
|
|
|
|
|
|
|
fields => [ |
5319
|
|
|
|
|
|
|
{ name => "TradeRequestID", required => "Y" }, |
5320
|
|
|
|
|
|
|
{ name => "TradeRequestType", required => "Y" }, |
5321
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
5322
|
|
|
|
|
|
|
{ name => "TotNumTradeReports", required => "N" }, |
5323
|
|
|
|
|
|
|
{ name => "TradeRequestResult", required => "Y" }, |
5324
|
|
|
|
|
|
|
{ name => "TradeRequestStatus", required => "Y" }, |
5325
|
|
|
|
|
|
|
{ |
5326
|
|
|
|
|
|
|
name => "Instrument", |
5327
|
|
|
|
|
|
|
required => "N", |
5328
|
|
|
|
|
|
|
component => "Y" |
5329
|
|
|
|
|
|
|
}, |
5330
|
|
|
|
|
|
|
{ |
5331
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5332
|
|
|
|
|
|
|
required => "N", |
5333
|
|
|
|
|
|
|
group => [ |
5334
|
|
|
|
|
|
|
{ |
5335
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5336
|
|
|
|
|
|
|
required => "N", |
5337
|
|
|
|
|
|
|
component => "Y" |
5338
|
|
|
|
|
|
|
}, |
5339
|
|
|
|
|
|
|
] |
5340
|
|
|
|
|
|
|
}, |
5341
|
|
|
|
|
|
|
{ |
5342
|
|
|
|
|
|
|
name => "NoLegs", |
5343
|
|
|
|
|
|
|
required => "N", |
5344
|
|
|
|
|
|
|
group => [ |
5345
|
|
|
|
|
|
|
{ |
5346
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5347
|
|
|
|
|
|
|
required => "N", |
5348
|
|
|
|
|
|
|
component => "Y" |
5349
|
|
|
|
|
|
|
}, |
5350
|
|
|
|
|
|
|
] |
5351
|
|
|
|
|
|
|
}, |
5352
|
|
|
|
|
|
|
{ name => "MultiLegReportingType", required => "N" }, |
5353
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
5354
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
5355
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5356
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5357
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5358
|
|
|
|
|
|
|
] |
5359
|
|
|
|
|
|
|
}, |
5360
|
|
|
|
|
|
|
{ |
5361
|
|
|
|
|
|
|
name => "TradeCaptureReport", |
5362
|
|
|
|
|
|
|
msgtype => "AE", |
5363
|
|
|
|
|
|
|
msgcat => "app", |
5364
|
|
|
|
|
|
|
fields => [ |
5365
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "Y" }, |
5366
|
|
|
|
|
|
|
{ name => "TradeReportTransType", required => "N" }, |
5367
|
|
|
|
|
|
|
{ name => "TradeReportType", required => "N" }, |
5368
|
|
|
|
|
|
|
{ name => "TradeRequestID", required => "N" }, |
5369
|
|
|
|
|
|
|
{ name => "TrdType", required => "N" }, |
5370
|
|
|
|
|
|
|
{ name => "TrdSubType", required => "N" }, |
5371
|
|
|
|
|
|
|
{ name => "SecondaryTrdType", required => "N" }, |
5372
|
|
|
|
|
|
|
{ name => "TransferReason", required => "N" }, |
5373
|
|
|
|
|
|
|
{ name => "ExecType", required => "N" }, |
5374
|
|
|
|
|
|
|
{ name => "TotNumTradeReports", required => "N" }, |
5375
|
|
|
|
|
|
|
{ name => "LastRptRequested", required => "N" }, |
5376
|
|
|
|
|
|
|
{ name => "UnsolicitedIndicator", required => "N" }, |
5377
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
5378
|
|
|
|
|
|
|
{ name => "TradeReportRefID", required => "N" }, |
5379
|
|
|
|
|
|
|
{ name => "SecondaryTradeReportRefID", required => "N" }, |
5380
|
|
|
|
|
|
|
{ name => "SecondaryTradeReportID", required => "N" }, |
5381
|
|
|
|
|
|
|
{ name => "TradeLinkID", required => "N" }, |
5382
|
|
|
|
|
|
|
{ name => "TrdMatchID", required => "N" }, |
5383
|
|
|
|
|
|
|
{ name => "ExecID", required => "N" }, |
5384
|
|
|
|
|
|
|
{ name => "OrdStatus", required => "N" }, |
5385
|
|
|
|
|
|
|
{ name => "SecondaryExecID", required => "N" }, |
5386
|
|
|
|
|
|
|
{ name => "ExecRestatementReason", required => "N" }, |
5387
|
|
|
|
|
|
|
{ name => "PreviouslyReported", required => "Y" }, |
5388
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
5389
|
|
|
|
|
|
|
{ |
5390
|
|
|
|
|
|
|
name => "Instrument", |
5391
|
|
|
|
|
|
|
required => "Y", |
5392
|
|
|
|
|
|
|
component => "Y" |
5393
|
|
|
|
|
|
|
}, |
5394
|
|
|
|
|
|
|
{ |
5395
|
|
|
|
|
|
|
name => "FinancingDetails", |
5396
|
|
|
|
|
|
|
required => "N", |
5397
|
|
|
|
|
|
|
component => "Y" |
5398
|
|
|
|
|
|
|
}, |
5399
|
|
|
|
|
|
|
{ |
5400
|
|
|
|
|
|
|
name => "OrderQtyData", |
5401
|
|
|
|
|
|
|
required => "N", |
5402
|
|
|
|
|
|
|
component => "Y" |
5403
|
|
|
|
|
|
|
}, |
5404
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
5405
|
|
|
|
|
|
|
{ |
5406
|
|
|
|
|
|
|
name => "YieldData", |
5407
|
|
|
|
|
|
|
required => "N", |
5408
|
|
|
|
|
|
|
component => "Y" |
5409
|
|
|
|
|
|
|
}, |
5410
|
|
|
|
|
|
|
{ |
5411
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5412
|
|
|
|
|
|
|
required => "N", |
5413
|
|
|
|
|
|
|
group => [ |
5414
|
|
|
|
|
|
|
{ |
5415
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5416
|
|
|
|
|
|
|
required => "N", |
5417
|
|
|
|
|
|
|
component => "Y" |
5418
|
|
|
|
|
|
|
}, |
5419
|
|
|
|
|
|
|
] |
5420
|
|
|
|
|
|
|
}, |
5421
|
|
|
|
|
|
|
{ name => "UnderlyingTradingSessionID", required => "N" }, |
5422
|
|
|
|
|
|
|
{ |
5423
|
|
|
|
|
|
|
name => "UnderlyingTradingSessionSubID", |
5424
|
|
|
|
|
|
|
required => "N" |
5425
|
|
|
|
|
|
|
}, |
5426
|
|
|
|
|
|
|
{ name => "LastQty", required => "Y" }, |
5427
|
|
|
|
|
|
|
{ name => "LastPx", required => "Y" }, |
5428
|
|
|
|
|
|
|
{ name => "LastParPx", required => "N" }, |
5429
|
|
|
|
|
|
|
{ name => "LastSpotRate", required => "N" }, |
5430
|
|
|
|
|
|
|
{ name => "LastForwardPoints", required => "N" }, |
5431
|
|
|
|
|
|
|
{ name => "LastMkt", required => "N" }, |
5432
|
|
|
|
|
|
|
{ name => "TradeDate", required => "Y" }, |
5433
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
5434
|
|
|
|
|
|
|
{ name => "AvgPx", required => "N" }, |
5435
|
|
|
|
|
|
|
{ |
5436
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
5437
|
|
|
|
|
|
|
required => "N", |
5438
|
|
|
|
|
|
|
component => "Y" |
5439
|
|
|
|
|
|
|
}, |
5440
|
|
|
|
|
|
|
{ name => "AvgPxIndicator", required => "N" }, |
5441
|
|
|
|
|
|
|
{ |
5442
|
|
|
|
|
|
|
name => "PositionAmountData", |
5443
|
|
|
|
|
|
|
required => "N", |
5444
|
|
|
|
|
|
|
component => "Y" |
5445
|
|
|
|
|
|
|
}, |
5446
|
|
|
|
|
|
|
{ name => "MultiLegReportingType", required => "N" }, |
5447
|
|
|
|
|
|
|
{ name => "TradeLegRefID", required => "N" }, |
5448
|
|
|
|
|
|
|
{ |
5449
|
|
|
|
|
|
|
name => "NoLegs", |
5450
|
|
|
|
|
|
|
required => "N", |
5451
|
|
|
|
|
|
|
group => [ |
5452
|
|
|
|
|
|
|
{ |
5453
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5454
|
|
|
|
|
|
|
required => "N", |
5455
|
|
|
|
|
|
|
component => "Y" |
5456
|
|
|
|
|
|
|
}, |
5457
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
5458
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
5459
|
|
|
|
|
|
|
{ |
5460
|
|
|
|
|
|
|
name => "LegStipulations", |
5461
|
|
|
|
|
|
|
required => "N", |
5462
|
|
|
|
|
|
|
component => "Y" |
5463
|
|
|
|
|
|
|
}, |
5464
|
|
|
|
|
|
|
{ name => "LegPositionEffect", required => "N" }, |
5465
|
|
|
|
|
|
|
{ |
5466
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
5467
|
|
|
|
|
|
|
required => "N" |
5468
|
|
|
|
|
|
|
}, |
5469
|
|
|
|
|
|
|
{ |
5470
|
|
|
|
|
|
|
name => "NestedParties", |
5471
|
|
|
|
|
|
|
required => "N", |
5472
|
|
|
|
|
|
|
component => "Y" |
5473
|
|
|
|
|
|
|
}, |
5474
|
|
|
|
|
|
|
{ name => "LegRefID", required => "N" }, |
5475
|
|
|
|
|
|
|
{ name => "LegPrice", required => "N" }, |
5476
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
5477
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
5478
|
|
|
|
|
|
|
{ name => "LegLastPx", required => "N" }, |
5479
|
|
|
|
|
|
|
] |
5480
|
|
|
|
|
|
|
}, |
5481
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5482
|
|
|
|
|
|
|
{ |
5483
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
5484
|
|
|
|
|
|
|
required => "N", |
5485
|
|
|
|
|
|
|
component => "Y" |
5486
|
|
|
|
|
|
|
}, |
5487
|
|
|
|
|
|
|
{ name => "SettlType", required => "N" }, |
5488
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
5489
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
5490
|
|
|
|
|
|
|
{ name => "MatchType", required => "N" }, |
5491
|
|
|
|
|
|
|
{ |
5492
|
|
|
|
|
|
|
name => "NoSides", |
5493
|
|
|
|
|
|
|
required => "Y", |
5494
|
|
|
|
|
|
|
group => [ |
5495
|
|
|
|
|
|
|
{ name => "Side", required => "Y" }, |
5496
|
|
|
|
|
|
|
{ name => "OrderID", required => "Y" }, |
5497
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
5498
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5499
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
5500
|
|
|
|
|
|
|
{ name => "ListID", required => "N" }, |
5501
|
|
|
|
|
|
|
{ |
5502
|
|
|
|
|
|
|
name => "Parties", |
5503
|
|
|
|
|
|
|
required => "N", |
5504
|
|
|
|
|
|
|
component => "Y" |
5505
|
|
|
|
|
|
|
}, |
5506
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
5507
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5508
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
5509
|
|
|
|
|
|
|
{ name => "ProcessCode", required => "N" }, |
5510
|
|
|
|
|
|
|
{ name => "OddLot", required => "N" }, |
5511
|
|
|
|
|
|
|
{ |
5512
|
|
|
|
|
|
|
name => "NoClearingInstructions", |
5513
|
|
|
|
|
|
|
required => "N", |
5514
|
|
|
|
|
|
|
group => [ |
5515
|
|
|
|
|
|
|
{ |
5516
|
|
|
|
|
|
|
name => "ClearingInstruction", |
5517
|
|
|
|
|
|
|
required => "N" |
5518
|
|
|
|
|
|
|
}, |
5519
|
|
|
|
|
|
|
] |
5520
|
|
|
|
|
|
|
}, |
5521
|
|
|
|
|
|
|
{ |
5522
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
5523
|
|
|
|
|
|
|
required => "N" |
5524
|
|
|
|
|
|
|
}, |
5525
|
|
|
|
|
|
|
{ name => "TradeInputSource", required => "N" }, |
5526
|
|
|
|
|
|
|
{ name => "TradeInputDevice", required => "N" }, |
5527
|
|
|
|
|
|
|
{ name => "OrderInputDevice", required => "N" }, |
5528
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
5529
|
|
|
|
|
|
|
{ name => "ComplianceID", required => "N" }, |
5530
|
|
|
|
|
|
|
{ name => "SolicitedFlag", required => "N" }, |
5531
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
5532
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
5533
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
5534
|
|
|
|
|
|
|
{ name => "OrdType", required => "N" }, |
5535
|
|
|
|
|
|
|
{ name => "ExecInst", required => "N" }, |
5536
|
|
|
|
|
|
|
{ name => "TransBkdTime", required => "N" }, |
5537
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
5538
|
|
|
|
|
|
|
{ |
5539
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
5540
|
|
|
|
|
|
|
required => "N" |
5541
|
|
|
|
|
|
|
}, |
5542
|
|
|
|
|
|
|
{ name => "TimeBracket", required => "N" }, |
5543
|
|
|
|
|
|
|
{ |
5544
|
|
|
|
|
|
|
name => "CommissionData", |
5545
|
|
|
|
|
|
|
required => "N", |
5546
|
|
|
|
|
|
|
component => "Y" |
5547
|
|
|
|
|
|
|
}, |
5548
|
|
|
|
|
|
|
{ name => "GrossTradeAmt", required => "N" }, |
5549
|
|
|
|
|
|
|
{ name => "NumDaysInterest", required => "N" }, |
5550
|
|
|
|
|
|
|
{ name => "ExDate", required => "N" }, |
5551
|
|
|
|
|
|
|
{ |
5552
|
|
|
|
|
|
|
name => "AccruedInterestRate", |
5553
|
|
|
|
|
|
|
required => "N" |
5554
|
|
|
|
|
|
|
}, |
5555
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
5556
|
|
|
|
|
|
|
{ name => "InterestAtMaturity", required => "N" }, |
5557
|
|
|
|
|
|
|
{ |
5558
|
|
|
|
|
|
|
name => "EndAccruedInterestAmt", |
5559
|
|
|
|
|
|
|
required => "N" |
5560
|
|
|
|
|
|
|
}, |
5561
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
5562
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
5563
|
|
|
|
|
|
|
{ name => "Concession", required => "N" }, |
5564
|
|
|
|
|
|
|
{ name => "TotalTakedown", required => "N" }, |
5565
|
|
|
|
|
|
|
{ name => "NetMoney", required => "N" }, |
5566
|
|
|
|
|
|
|
{ name => "SettlCurrAmt", required => "N" }, |
5567
|
|
|
|
|
|
|
{ name => "SettlCurrency", required => "N" }, |
5568
|
|
|
|
|
|
|
{ name => "SettlCurrFxRate", required => "N" }, |
5569
|
|
|
|
|
|
|
{ |
5570
|
|
|
|
|
|
|
name => "SettlCurrFxRateCalc", |
5571
|
|
|
|
|
|
|
required => "N" |
5572
|
|
|
|
|
|
|
}, |
5573
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
5574
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5575
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5576
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5577
|
|
|
|
|
|
|
{ |
5578
|
|
|
|
|
|
|
name => "SideMultiLegReportingType", |
5579
|
|
|
|
|
|
|
required => "N" |
5580
|
|
|
|
|
|
|
}, |
5581
|
|
|
|
|
|
|
{ |
5582
|
|
|
|
|
|
|
name => "NoContAmts", |
5583
|
|
|
|
|
|
|
required => "N", |
5584
|
|
|
|
|
|
|
group => [ |
5585
|
|
|
|
|
|
|
{ |
5586
|
|
|
|
|
|
|
name => "ContAmtType", |
5587
|
|
|
|
|
|
|
required => "N" |
5588
|
|
|
|
|
|
|
}, |
5589
|
|
|
|
|
|
|
{ |
5590
|
|
|
|
|
|
|
name => "ContAmtValue", |
5591
|
|
|
|
|
|
|
required => "N" |
5592
|
|
|
|
|
|
|
}, |
5593
|
|
|
|
|
|
|
{ |
5594
|
|
|
|
|
|
|
name => "ContAmtCurr", |
5595
|
|
|
|
|
|
|
required => "N" |
5596
|
|
|
|
|
|
|
}, |
5597
|
|
|
|
|
|
|
] |
5598
|
|
|
|
|
|
|
}, |
5599
|
|
|
|
|
|
|
{ |
5600
|
|
|
|
|
|
|
name => "Stipulations", |
5601
|
|
|
|
|
|
|
required => "N", |
5602
|
|
|
|
|
|
|
component => "Y" |
5603
|
|
|
|
|
|
|
}, |
5604
|
|
|
|
|
|
|
{ |
5605
|
|
|
|
|
|
|
name => "NoMiscFees", |
5606
|
|
|
|
|
|
|
required => "N", |
5607
|
|
|
|
|
|
|
group => [ |
5608
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
5609
|
|
|
|
|
|
|
{ |
5610
|
|
|
|
|
|
|
name => "MiscFeeCurr", |
5611
|
|
|
|
|
|
|
required => "N" |
5612
|
|
|
|
|
|
|
}, |
5613
|
|
|
|
|
|
|
{ |
5614
|
|
|
|
|
|
|
name => "MiscFeeType", |
5615
|
|
|
|
|
|
|
required => "N" |
5616
|
|
|
|
|
|
|
}, |
5617
|
|
|
|
|
|
|
{ |
5618
|
|
|
|
|
|
|
name => "MiscFeeBasis", |
5619
|
|
|
|
|
|
|
required => "N" |
5620
|
|
|
|
|
|
|
}, |
5621
|
|
|
|
|
|
|
] |
5622
|
|
|
|
|
|
|
}, |
5623
|
|
|
|
|
|
|
{ name => "ExchangeRule", required => "N" }, |
5624
|
|
|
|
|
|
|
{ |
5625
|
|
|
|
|
|
|
name => "TradeAllocIndicator", |
5626
|
|
|
|
|
|
|
required => "N" |
5627
|
|
|
|
|
|
|
}, |
5628
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
5629
|
|
|
|
|
|
|
{ name => "AllocID", required => "N" }, |
5630
|
|
|
|
|
|
|
{ |
5631
|
|
|
|
|
|
|
name => "NoAllocs", |
5632
|
|
|
|
|
|
|
required => "N", |
5633
|
|
|
|
|
|
|
group => [ |
5634
|
|
|
|
|
|
|
{ |
5635
|
|
|
|
|
|
|
name => "AllocAccount", |
5636
|
|
|
|
|
|
|
required => "N" |
5637
|
|
|
|
|
|
|
}, |
5638
|
|
|
|
|
|
|
{ |
5639
|
|
|
|
|
|
|
name => "AllocAcctIDSource", |
5640
|
|
|
|
|
|
|
required => "N" |
5641
|
|
|
|
|
|
|
}, |
5642
|
|
|
|
|
|
|
{ |
5643
|
|
|
|
|
|
|
name => "AllocSettlCurrency", |
5644
|
|
|
|
|
|
|
required => "N" |
5645
|
|
|
|
|
|
|
}, |
5646
|
|
|
|
|
|
|
{ |
5647
|
|
|
|
|
|
|
name => "IndividualAllocID", |
5648
|
|
|
|
|
|
|
required => "N" |
5649
|
|
|
|
|
|
|
}, |
5650
|
|
|
|
|
|
|
{ |
5651
|
|
|
|
|
|
|
name => "NestedParties2", |
5652
|
|
|
|
|
|
|
required => "N", |
5653
|
|
|
|
|
|
|
component => "Y" |
5654
|
|
|
|
|
|
|
}, |
5655
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
5656
|
|
|
|
|
|
|
] |
5657
|
|
|
|
|
|
|
}, |
5658
|
|
|
|
|
|
|
] |
5659
|
|
|
|
|
|
|
}, |
5660
|
|
|
|
|
|
|
{ name => "CopyMsgIndicator", required => "N" }, |
5661
|
|
|
|
|
|
|
{ name => "PublishTrdIndicator", required => "N" }, |
5662
|
|
|
|
|
|
|
{ name => "ShortSaleReason", required => "N" }, |
5663
|
|
|
|
|
|
|
] |
5664
|
|
|
|
|
|
|
}, |
5665
|
|
|
|
|
|
|
{ |
5666
|
|
|
|
|
|
|
name => "TradeCaptureReportAck", |
5667
|
|
|
|
|
|
|
msgtype => "AR", |
5668
|
|
|
|
|
|
|
msgcat => "app", |
5669
|
|
|
|
|
|
|
fields => [ |
5670
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "Y" }, |
5671
|
|
|
|
|
|
|
{ name => "TradeReportTransType", required => "N" }, |
5672
|
|
|
|
|
|
|
{ name => "TradeReportType", required => "N" }, |
5673
|
|
|
|
|
|
|
{ name => "TrdType", required => "N" }, |
5674
|
|
|
|
|
|
|
{ name => "TrdSubType", required => "N" }, |
5675
|
|
|
|
|
|
|
{ name => "SecondaryTrdType", required => "N" }, |
5676
|
|
|
|
|
|
|
{ name => "TransferReason", required => "N" }, |
5677
|
|
|
|
|
|
|
{ name => "ExecType", required => "Y" }, |
5678
|
|
|
|
|
|
|
{ name => "TradeReportRefID", required => "N" }, |
5679
|
|
|
|
|
|
|
{ name => "SecondaryTradeReportRefID", required => "N" }, |
5680
|
|
|
|
|
|
|
{ name => "TrdRptStatus", required => "N" }, |
5681
|
|
|
|
|
|
|
{ name => "TradeReportRejectReason", required => "N" }, |
5682
|
|
|
|
|
|
|
{ name => "SecondaryTradeReportID", required => "N" }, |
5683
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
5684
|
|
|
|
|
|
|
{ name => "TradeLinkID", required => "N" }, |
5685
|
|
|
|
|
|
|
{ name => "TrdMatchID", required => "N" }, |
5686
|
|
|
|
|
|
|
{ name => "ExecID", required => "N" }, |
5687
|
|
|
|
|
|
|
{ name => "SecondaryExecID", required => "N" }, |
5688
|
|
|
|
|
|
|
{ |
5689
|
|
|
|
|
|
|
name => "Instrument", |
5690
|
|
|
|
|
|
|
required => "Y", |
5691
|
|
|
|
|
|
|
component => "Y" |
5692
|
|
|
|
|
|
|
}, |
5693
|
|
|
|
|
|
|
{ name => "TransactTime", required => "N" }, |
5694
|
|
|
|
|
|
|
{ |
5695
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
5696
|
|
|
|
|
|
|
required => "N", |
5697
|
|
|
|
|
|
|
component => "Y" |
5698
|
|
|
|
|
|
|
}, |
5699
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
5700
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
5701
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5702
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5703
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5704
|
|
|
|
|
|
|
{ |
5705
|
|
|
|
|
|
|
name => "NoLegs", |
5706
|
|
|
|
|
|
|
required => "N", |
5707
|
|
|
|
|
|
|
group => [ |
5708
|
|
|
|
|
|
|
{ |
5709
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5710
|
|
|
|
|
|
|
required => "N", |
5711
|
|
|
|
|
|
|
component => "Y" |
5712
|
|
|
|
|
|
|
}, |
5713
|
|
|
|
|
|
|
{ name => "LegQty", required => "N" }, |
5714
|
|
|
|
|
|
|
{ name => "LegSwapType", required => "N" }, |
5715
|
|
|
|
|
|
|
{ |
5716
|
|
|
|
|
|
|
name => "LegStipulations", |
5717
|
|
|
|
|
|
|
required => "N", |
5718
|
|
|
|
|
|
|
component => "Y" |
5719
|
|
|
|
|
|
|
}, |
5720
|
|
|
|
|
|
|
{ name => "LegPositionEffect", required => "N" }, |
5721
|
|
|
|
|
|
|
{ |
5722
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
5723
|
|
|
|
|
|
|
required => "N" |
5724
|
|
|
|
|
|
|
}, |
5725
|
|
|
|
|
|
|
{ |
5726
|
|
|
|
|
|
|
name => "NestedParties", |
5727
|
|
|
|
|
|
|
required => "N", |
5728
|
|
|
|
|
|
|
component => "Y" |
5729
|
|
|
|
|
|
|
}, |
5730
|
|
|
|
|
|
|
{ name => "LegRefID", required => "N" }, |
5731
|
|
|
|
|
|
|
{ name => "LegPrice", required => "N" }, |
5732
|
|
|
|
|
|
|
{ name => "LegSettlType", required => "N" }, |
5733
|
|
|
|
|
|
|
{ name => "LegSettlDate", required => "N" }, |
5734
|
|
|
|
|
|
|
{ name => "LegLastPx", required => "N" }, |
5735
|
|
|
|
|
|
|
] |
5736
|
|
|
|
|
|
|
}, |
5737
|
|
|
|
|
|
|
{ name => "ClearingFeeIndicator", required => "N" }, |
5738
|
|
|
|
|
|
|
{ name => "OrderCapacity", required => "N" }, |
5739
|
|
|
|
|
|
|
{ name => "OrderRestrictions", required => "N" }, |
5740
|
|
|
|
|
|
|
{ name => "CustOrderCapacity", required => "N" }, |
5741
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
5742
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5743
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
5744
|
|
|
|
|
|
|
{ name => "PositionEffect", required => "N" }, |
5745
|
|
|
|
|
|
|
{ name => "PreallocMethod", required => "N" }, |
5746
|
|
|
|
|
|
|
{ |
5747
|
|
|
|
|
|
|
name => "NoAllocs", |
5748
|
|
|
|
|
|
|
required => "N", |
5749
|
|
|
|
|
|
|
group => [ |
5750
|
|
|
|
|
|
|
{ name => "AllocAccount", required => "N" }, |
5751
|
|
|
|
|
|
|
{ name => "AllocAcctIDSource", required => "N" }, |
5752
|
|
|
|
|
|
|
{ name => "AllocSettlCurrency", required => "N" }, |
5753
|
|
|
|
|
|
|
{ name => "IndividualAllocID", required => "N" }, |
5754
|
|
|
|
|
|
|
{ |
5755
|
|
|
|
|
|
|
name => "NestedParties2", |
5756
|
|
|
|
|
|
|
required => "N", |
5757
|
|
|
|
|
|
|
component => "Y" |
5758
|
|
|
|
|
|
|
}, |
5759
|
|
|
|
|
|
|
{ name => "AllocQty", required => "N" }, |
5760
|
|
|
|
|
|
|
] |
5761
|
|
|
|
|
|
|
}, |
5762
|
|
|
|
|
|
|
] |
5763
|
|
|
|
|
|
|
}, |
5764
|
|
|
|
|
|
|
{ |
5765
|
|
|
|
|
|
|
name => "RegistrationInstructions", |
5766
|
|
|
|
|
|
|
msgtype => "o", |
5767
|
|
|
|
|
|
|
msgcat => "app", |
5768
|
|
|
|
|
|
|
fields => [ |
5769
|
|
|
|
|
|
|
{ name => "RegistID", required => "Y" }, |
5770
|
|
|
|
|
|
|
{ name => "RegistTransType", required => "Y" }, |
5771
|
|
|
|
|
|
|
{ name => "RegistRefID", required => "Y" }, |
5772
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5773
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
5774
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
5775
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5776
|
|
|
|
|
|
|
{ name => "RegistAcctType", required => "N" }, |
5777
|
|
|
|
|
|
|
{ name => "TaxAdvantageType", required => "N" }, |
5778
|
|
|
|
|
|
|
{ name => "OwnershipType", required => "N" }, |
5779
|
|
|
|
|
|
|
{ |
5780
|
|
|
|
|
|
|
name => "NoRegistDtls", |
5781
|
|
|
|
|
|
|
required => "N", |
5782
|
|
|
|
|
|
|
group => [ |
5783
|
|
|
|
|
|
|
{ name => "RegistDtls", required => "N" }, |
5784
|
|
|
|
|
|
|
{ name => "RegistEmail", required => "N" }, |
5785
|
|
|
|
|
|
|
{ name => "MailingDtls", required => "N" }, |
5786
|
|
|
|
|
|
|
{ name => "MailingInst", required => "N" }, |
5787
|
|
|
|
|
|
|
{ |
5788
|
|
|
|
|
|
|
name => "NestedParties", |
5789
|
|
|
|
|
|
|
required => "N", |
5790
|
|
|
|
|
|
|
component => "Y" |
5791
|
|
|
|
|
|
|
}, |
5792
|
|
|
|
|
|
|
{ name => "OwnerType", required => "N" }, |
5793
|
|
|
|
|
|
|
{ name => "DateOfBirth", required => "N" }, |
5794
|
|
|
|
|
|
|
{ |
5795
|
|
|
|
|
|
|
name => "InvestorCountryOfResidence", |
5796
|
|
|
|
|
|
|
required => "N" |
5797
|
|
|
|
|
|
|
}, |
5798
|
|
|
|
|
|
|
] |
5799
|
|
|
|
|
|
|
}, |
5800
|
|
|
|
|
|
|
{ |
5801
|
|
|
|
|
|
|
name => "NoDistribInsts", |
5802
|
|
|
|
|
|
|
required => "N", |
5803
|
|
|
|
|
|
|
group => [ |
5804
|
|
|
|
|
|
|
{ |
5805
|
|
|
|
|
|
|
name => "DistribPaymentMethod", |
5806
|
|
|
|
|
|
|
required => "N" |
5807
|
|
|
|
|
|
|
}, |
5808
|
|
|
|
|
|
|
{ name => "DistribPercentage", required => "N" }, |
5809
|
|
|
|
|
|
|
{ name => "CashDistribCurr", required => "N" }, |
5810
|
|
|
|
|
|
|
{ |
5811
|
|
|
|
|
|
|
name => "CashDistribAgentName", |
5812
|
|
|
|
|
|
|
required => "N" |
5813
|
|
|
|
|
|
|
}, |
5814
|
|
|
|
|
|
|
{ |
5815
|
|
|
|
|
|
|
name => "CashDistribAgentCode", |
5816
|
|
|
|
|
|
|
required => "N" |
5817
|
|
|
|
|
|
|
}, |
5818
|
|
|
|
|
|
|
{ |
5819
|
|
|
|
|
|
|
name => "CashDistribAgentAcctNumber", |
5820
|
|
|
|
|
|
|
required => "N" |
5821
|
|
|
|
|
|
|
}, |
5822
|
|
|
|
|
|
|
{ name => "CashDistribPayRef", required => "N" }, |
5823
|
|
|
|
|
|
|
{ |
5824
|
|
|
|
|
|
|
name => "CashDistribAgentAcctName", |
5825
|
|
|
|
|
|
|
required => "N" |
5826
|
|
|
|
|
|
|
}, |
5827
|
|
|
|
|
|
|
] |
5828
|
|
|
|
|
|
|
}, |
5829
|
|
|
|
|
|
|
] |
5830
|
|
|
|
|
|
|
}, |
5831
|
|
|
|
|
|
|
{ |
5832
|
|
|
|
|
|
|
name => "RegistrationInstructionsResponse", |
5833
|
|
|
|
|
|
|
msgtype => "p", |
5834
|
|
|
|
|
|
|
msgcat => "app", |
5835
|
|
|
|
|
|
|
fields => [ |
5836
|
|
|
|
|
|
|
{ name => "RegistID", required => "Y" }, |
5837
|
|
|
|
|
|
|
{ name => "RegistTransType", required => "Y" }, |
5838
|
|
|
|
|
|
|
{ name => "RegistRefID", required => "Y" }, |
5839
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
5840
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
5841
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
5842
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5843
|
|
|
|
|
|
|
{ name => "RegistStatus", required => "Y" }, |
5844
|
|
|
|
|
|
|
{ name => "RegistRejReasonCode", required => "N" }, |
5845
|
|
|
|
|
|
|
{ name => "RegistRejReasonText", required => "N" }, |
5846
|
|
|
|
|
|
|
] |
5847
|
|
|
|
|
|
|
}, |
5848
|
|
|
|
|
|
|
{ |
5849
|
|
|
|
|
|
|
name => "PositionMaintenanceRequest", |
5850
|
|
|
|
|
|
|
msgtype => "AL", |
5851
|
|
|
|
|
|
|
msgcat => "app", |
5852
|
|
|
|
|
|
|
fields => [ |
5853
|
|
|
|
|
|
|
{ name => "PosReqID", required => "Y" }, |
5854
|
|
|
|
|
|
|
{ name => "PosTransType", required => "Y" }, |
5855
|
|
|
|
|
|
|
{ name => "PosMaintAction", required => "Y" }, |
5856
|
|
|
|
|
|
|
{ name => "OrigPosReqRefID", required => "N" }, |
5857
|
|
|
|
|
|
|
{ name => "PosMaintRptRefID", required => "N" }, |
5858
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "Y" }, |
5859
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
5860
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
5861
|
|
|
|
|
|
|
{ name => "Parties", required => "Y", component => "Y" }, |
5862
|
|
|
|
|
|
|
{ name => "Account", required => "Y" }, |
5863
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5864
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
5865
|
|
|
|
|
|
|
{ |
5866
|
|
|
|
|
|
|
name => "Instrument", |
5867
|
|
|
|
|
|
|
required => "Y", |
5868
|
|
|
|
|
|
|
component => "Y" |
5869
|
|
|
|
|
|
|
}, |
5870
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
5871
|
|
|
|
|
|
|
{ |
5872
|
|
|
|
|
|
|
name => "NoLegs", |
5873
|
|
|
|
|
|
|
required => "N", |
5874
|
|
|
|
|
|
|
group => [ |
5875
|
|
|
|
|
|
|
{ |
5876
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5877
|
|
|
|
|
|
|
required => "N", |
5878
|
|
|
|
|
|
|
component => "Y" |
5879
|
|
|
|
|
|
|
}, |
5880
|
|
|
|
|
|
|
] |
5881
|
|
|
|
|
|
|
}, |
5882
|
|
|
|
|
|
|
{ |
5883
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5884
|
|
|
|
|
|
|
required => "N", |
5885
|
|
|
|
|
|
|
group => [ |
5886
|
|
|
|
|
|
|
{ |
5887
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5888
|
|
|
|
|
|
|
required => "N", |
5889
|
|
|
|
|
|
|
component => "Y" |
5890
|
|
|
|
|
|
|
}, |
5891
|
|
|
|
|
|
|
] |
5892
|
|
|
|
|
|
|
}, |
5893
|
|
|
|
|
|
|
{ |
5894
|
|
|
|
|
|
|
name => "NoTradingSessions", |
5895
|
|
|
|
|
|
|
required => "N", |
5896
|
|
|
|
|
|
|
group => [ |
5897
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
5898
|
|
|
|
|
|
|
{ |
5899
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
5900
|
|
|
|
|
|
|
required => "N" |
5901
|
|
|
|
|
|
|
}, |
5902
|
|
|
|
|
|
|
] |
5903
|
|
|
|
|
|
|
}, |
5904
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5905
|
|
|
|
|
|
|
{ |
5906
|
|
|
|
|
|
|
name => "PositionQty", |
5907
|
|
|
|
|
|
|
required => "Y", |
5908
|
|
|
|
|
|
|
component => "Y" |
5909
|
|
|
|
|
|
|
}, |
5910
|
|
|
|
|
|
|
{ name => "AdjustmentType", required => "N" }, |
5911
|
|
|
|
|
|
|
{ |
5912
|
|
|
|
|
|
|
name => "ContraryInstructionIndicator", |
5913
|
|
|
|
|
|
|
required => "N" |
5914
|
|
|
|
|
|
|
}, |
5915
|
|
|
|
|
|
|
{ name => "PriorSpreadIndicator", required => "N" }, |
5916
|
|
|
|
|
|
|
{ name => "ThresholdAmount", required => "N" }, |
5917
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5918
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5919
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5920
|
|
|
|
|
|
|
] |
5921
|
|
|
|
|
|
|
}, |
5922
|
|
|
|
|
|
|
{ |
5923
|
|
|
|
|
|
|
name => "PositionMaintenanceReport", |
5924
|
|
|
|
|
|
|
msgtype => "AM", |
5925
|
|
|
|
|
|
|
msgcat => "app", |
5926
|
|
|
|
|
|
|
fields => [ |
5927
|
|
|
|
|
|
|
{ name => "PosMaintRptID", required => "Y" }, |
5928
|
|
|
|
|
|
|
{ name => "PosTransType", required => "Y" }, |
5929
|
|
|
|
|
|
|
{ name => "PosReqID", required => "N" }, |
5930
|
|
|
|
|
|
|
{ name => "PosMaintAction", required => "Y" }, |
5931
|
|
|
|
|
|
|
{ name => "OrigPosReqRefID", required => "Y" }, |
5932
|
|
|
|
|
|
|
{ name => "PosMaintStatus", required => "Y" }, |
5933
|
|
|
|
|
|
|
{ name => "PosMaintResult", required => "N" }, |
5934
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "Y" }, |
5935
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
5936
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
5937
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
5938
|
|
|
|
|
|
|
{ name => "Account", required => "Y" }, |
5939
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
5940
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
5941
|
|
|
|
|
|
|
{ |
5942
|
|
|
|
|
|
|
name => "Instrument", |
5943
|
|
|
|
|
|
|
required => "Y", |
5944
|
|
|
|
|
|
|
component => "Y" |
5945
|
|
|
|
|
|
|
}, |
5946
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
5947
|
|
|
|
|
|
|
{ |
5948
|
|
|
|
|
|
|
name => "NoLegs", |
5949
|
|
|
|
|
|
|
required => "N", |
5950
|
|
|
|
|
|
|
group => [ |
5951
|
|
|
|
|
|
|
{ |
5952
|
|
|
|
|
|
|
name => "InstrumentLeg", |
5953
|
|
|
|
|
|
|
required => "N", |
5954
|
|
|
|
|
|
|
component => "Y" |
5955
|
|
|
|
|
|
|
}, |
5956
|
|
|
|
|
|
|
] |
5957
|
|
|
|
|
|
|
}, |
5958
|
|
|
|
|
|
|
{ |
5959
|
|
|
|
|
|
|
name => "NoUnderlyings", |
5960
|
|
|
|
|
|
|
required => "N", |
5961
|
|
|
|
|
|
|
group => [ |
5962
|
|
|
|
|
|
|
{ |
5963
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
5964
|
|
|
|
|
|
|
required => "N", |
5965
|
|
|
|
|
|
|
component => "Y" |
5966
|
|
|
|
|
|
|
}, |
5967
|
|
|
|
|
|
|
] |
5968
|
|
|
|
|
|
|
}, |
5969
|
|
|
|
|
|
|
{ |
5970
|
|
|
|
|
|
|
name => "NoTradingSessions", |
5971
|
|
|
|
|
|
|
required => "N", |
5972
|
|
|
|
|
|
|
group => [ |
5973
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
5974
|
|
|
|
|
|
|
{ |
5975
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
5976
|
|
|
|
|
|
|
required => "N" |
5977
|
|
|
|
|
|
|
}, |
5978
|
|
|
|
|
|
|
] |
5979
|
|
|
|
|
|
|
}, |
5980
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
5981
|
|
|
|
|
|
|
{ |
5982
|
|
|
|
|
|
|
name => "PositionQty", |
5983
|
|
|
|
|
|
|
required => "Y", |
5984
|
|
|
|
|
|
|
component => "Y" |
5985
|
|
|
|
|
|
|
}, |
5986
|
|
|
|
|
|
|
{ |
5987
|
|
|
|
|
|
|
name => "PositionAmountData", |
5988
|
|
|
|
|
|
|
required => "Y", |
5989
|
|
|
|
|
|
|
component => "Y" |
5990
|
|
|
|
|
|
|
}, |
5991
|
|
|
|
|
|
|
{ name => "AdjustmentType", required => "N" }, |
5992
|
|
|
|
|
|
|
{ name => "ThresholdAmount", required => "N" }, |
5993
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
5994
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
5995
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
5996
|
|
|
|
|
|
|
] |
5997
|
|
|
|
|
|
|
}, |
5998
|
|
|
|
|
|
|
{ |
5999
|
|
|
|
|
|
|
name => "RequestForPositions", |
6000
|
|
|
|
|
|
|
msgtype => "AN", |
6001
|
|
|
|
|
|
|
msgcat => "app", |
6002
|
|
|
|
|
|
|
fields => [ |
6003
|
|
|
|
|
|
|
{ name => "PosReqID", required => "Y" }, |
6004
|
|
|
|
|
|
|
{ name => "PosReqType", required => "Y" }, |
6005
|
|
|
|
|
|
|
{ name => "MatchStatus", required => "N" }, |
6006
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
6007
|
|
|
|
|
|
|
{ name => "Parties", required => "Y", component => "Y" }, |
6008
|
|
|
|
|
|
|
{ name => "Account", required => "Y" }, |
6009
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
6010
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
6011
|
|
|
|
|
|
|
{ |
6012
|
|
|
|
|
|
|
name => "Instrument", |
6013
|
|
|
|
|
|
|
required => "N", |
6014
|
|
|
|
|
|
|
component => "Y" |
6015
|
|
|
|
|
|
|
}, |
6016
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6017
|
|
|
|
|
|
|
{ |
6018
|
|
|
|
|
|
|
name => "NoLegs", |
6019
|
|
|
|
|
|
|
required => "N", |
6020
|
|
|
|
|
|
|
group => [ |
6021
|
|
|
|
|
|
|
{ |
6022
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6023
|
|
|
|
|
|
|
required => "N", |
6024
|
|
|
|
|
|
|
component => "Y" |
6025
|
|
|
|
|
|
|
}, |
6026
|
|
|
|
|
|
|
] |
6027
|
|
|
|
|
|
|
}, |
6028
|
|
|
|
|
|
|
{ |
6029
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6030
|
|
|
|
|
|
|
required => "N", |
6031
|
|
|
|
|
|
|
group => [ |
6032
|
|
|
|
|
|
|
{ |
6033
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6034
|
|
|
|
|
|
|
required => "N", |
6035
|
|
|
|
|
|
|
component => "Y" |
6036
|
|
|
|
|
|
|
}, |
6037
|
|
|
|
|
|
|
] |
6038
|
|
|
|
|
|
|
}, |
6039
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "Y" }, |
6040
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6041
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6042
|
|
|
|
|
|
|
{ |
6043
|
|
|
|
|
|
|
name => "NoTradingSessions", |
6044
|
|
|
|
|
|
|
required => "N", |
6045
|
|
|
|
|
|
|
group => [ |
6046
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6047
|
|
|
|
|
|
|
{ |
6048
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
6049
|
|
|
|
|
|
|
required => "N" |
6050
|
|
|
|
|
|
|
}, |
6051
|
|
|
|
|
|
|
] |
6052
|
|
|
|
|
|
|
}, |
6053
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
6054
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
6055
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
6056
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6057
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6058
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6059
|
|
|
|
|
|
|
] |
6060
|
|
|
|
|
|
|
}, |
6061
|
|
|
|
|
|
|
{ |
6062
|
|
|
|
|
|
|
name => "RequestForPositionsAck", |
6063
|
|
|
|
|
|
|
msgtype => "AO", |
6064
|
|
|
|
|
|
|
msgcat => "app", |
6065
|
|
|
|
|
|
|
fields => [ |
6066
|
|
|
|
|
|
|
{ name => "PosMaintRptID", required => "Y" }, |
6067
|
|
|
|
|
|
|
{ name => "PosReqID", required => "N" }, |
6068
|
|
|
|
|
|
|
{ name => "TotalNumPosReports", required => "N" }, |
6069
|
|
|
|
|
|
|
{ name => "UnsolicitedIndicator", required => "N" }, |
6070
|
|
|
|
|
|
|
{ name => "PosReqResult", required => "Y" }, |
6071
|
|
|
|
|
|
|
{ name => "PosReqStatus", required => "Y" }, |
6072
|
|
|
|
|
|
|
{ name => "Parties", required => "Y", component => "Y" }, |
6073
|
|
|
|
|
|
|
{ name => "Account", required => "Y" }, |
6074
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
6075
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
6076
|
|
|
|
|
|
|
{ |
6077
|
|
|
|
|
|
|
name => "Instrument", |
6078
|
|
|
|
|
|
|
required => "N", |
6079
|
|
|
|
|
|
|
component => "Y" |
6080
|
|
|
|
|
|
|
}, |
6081
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6082
|
|
|
|
|
|
|
{ |
6083
|
|
|
|
|
|
|
name => "NoLegs", |
6084
|
|
|
|
|
|
|
required => "N", |
6085
|
|
|
|
|
|
|
group => [ |
6086
|
|
|
|
|
|
|
{ |
6087
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6088
|
|
|
|
|
|
|
required => "N", |
6089
|
|
|
|
|
|
|
component => "Y" |
6090
|
|
|
|
|
|
|
}, |
6091
|
|
|
|
|
|
|
] |
6092
|
|
|
|
|
|
|
}, |
6093
|
|
|
|
|
|
|
{ |
6094
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6095
|
|
|
|
|
|
|
required => "N", |
6096
|
|
|
|
|
|
|
group => [ |
6097
|
|
|
|
|
|
|
{ |
6098
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6099
|
|
|
|
|
|
|
required => "N", |
6100
|
|
|
|
|
|
|
component => "Y" |
6101
|
|
|
|
|
|
|
}, |
6102
|
|
|
|
|
|
|
] |
6103
|
|
|
|
|
|
|
}, |
6104
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
6105
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
6106
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6107
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6108
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6109
|
|
|
|
|
|
|
] |
6110
|
|
|
|
|
|
|
}, |
6111
|
|
|
|
|
|
|
{ |
6112
|
|
|
|
|
|
|
name => "PositionReport", |
6113
|
|
|
|
|
|
|
msgtype => "AP", |
6114
|
|
|
|
|
|
|
msgcat => "app", |
6115
|
|
|
|
|
|
|
fields => [ |
6116
|
|
|
|
|
|
|
{ name => "PosMaintRptID", required => "Y" }, |
6117
|
|
|
|
|
|
|
{ name => "PosReqID", required => "N" }, |
6118
|
|
|
|
|
|
|
{ name => "PosReqType", required => "N" }, |
6119
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
6120
|
|
|
|
|
|
|
{ name => "TotalNumPosReports", required => "N" }, |
6121
|
|
|
|
|
|
|
{ name => "UnsolicitedIndicator", required => "N" }, |
6122
|
|
|
|
|
|
|
{ name => "PosReqResult", required => "Y" }, |
6123
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "Y" }, |
6124
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6125
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6126
|
|
|
|
|
|
|
{ name => "Parties", required => "Y", component => "Y" }, |
6127
|
|
|
|
|
|
|
{ name => "Account", required => "Y" }, |
6128
|
|
|
|
|
|
|
{ name => "AcctIDSource", required => "N" }, |
6129
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
6130
|
|
|
|
|
|
|
{ |
6131
|
|
|
|
|
|
|
name => "Instrument", |
6132
|
|
|
|
|
|
|
required => "N", |
6133
|
|
|
|
|
|
|
component => "Y" |
6134
|
|
|
|
|
|
|
}, |
6135
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6136
|
|
|
|
|
|
|
{ name => "SettlPrice", required => "Y" }, |
6137
|
|
|
|
|
|
|
{ name => "SettlPriceType", required => "Y" }, |
6138
|
|
|
|
|
|
|
{ name => "PriorSettlPrice", required => "Y" }, |
6139
|
|
|
|
|
|
|
{ |
6140
|
|
|
|
|
|
|
name => "NoLegs", |
6141
|
|
|
|
|
|
|
required => "N", |
6142
|
|
|
|
|
|
|
group => [ |
6143
|
|
|
|
|
|
|
{ |
6144
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6145
|
|
|
|
|
|
|
required => "N", |
6146
|
|
|
|
|
|
|
component => "Y" |
6147
|
|
|
|
|
|
|
}, |
6148
|
|
|
|
|
|
|
] |
6149
|
|
|
|
|
|
|
}, |
6150
|
|
|
|
|
|
|
{ |
6151
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6152
|
|
|
|
|
|
|
required => "N", |
6153
|
|
|
|
|
|
|
group => [ |
6154
|
|
|
|
|
|
|
{ |
6155
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6156
|
|
|
|
|
|
|
required => "N", |
6157
|
|
|
|
|
|
|
component => "Y" |
6158
|
|
|
|
|
|
|
}, |
6159
|
|
|
|
|
|
|
{ |
6160
|
|
|
|
|
|
|
name => "UnderlyingSettlPrice", |
6161
|
|
|
|
|
|
|
required => "Y" |
6162
|
|
|
|
|
|
|
}, |
6163
|
|
|
|
|
|
|
{ |
6164
|
|
|
|
|
|
|
name => "UnderlyingSettlPriceType", |
6165
|
|
|
|
|
|
|
required => "Y" |
6166
|
|
|
|
|
|
|
}, |
6167
|
|
|
|
|
|
|
] |
6168
|
|
|
|
|
|
|
}, |
6169
|
|
|
|
|
|
|
{ |
6170
|
|
|
|
|
|
|
name => "PositionQty", |
6171
|
|
|
|
|
|
|
required => "Y", |
6172
|
|
|
|
|
|
|
component => "Y" |
6173
|
|
|
|
|
|
|
}, |
6174
|
|
|
|
|
|
|
{ |
6175
|
|
|
|
|
|
|
name => "PositionAmountData", |
6176
|
|
|
|
|
|
|
required => "Y", |
6177
|
|
|
|
|
|
|
component => "Y" |
6178
|
|
|
|
|
|
|
}, |
6179
|
|
|
|
|
|
|
{ name => "RegistStatus", required => "N" }, |
6180
|
|
|
|
|
|
|
{ name => "DeliveryDate", required => "N" }, |
6181
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6182
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6183
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6184
|
|
|
|
|
|
|
] |
6185
|
|
|
|
|
|
|
}, |
6186
|
|
|
|
|
|
|
{ |
6187
|
|
|
|
|
|
|
name => "AssignmentReport", |
6188
|
|
|
|
|
|
|
msgtype => "AW", |
6189
|
|
|
|
|
|
|
msgcat => "app", |
6190
|
|
|
|
|
|
|
fields => [ |
6191
|
|
|
|
|
|
|
{ name => "AsgnRptID", required => "Y" }, |
6192
|
|
|
|
|
|
|
{ name => "TotNumAssignmentReports", required => "N" }, |
6193
|
|
|
|
|
|
|
{ name => "LastRptRequested", required => "N" }, |
6194
|
|
|
|
|
|
|
{ name => "Parties", required => "Y", component => "Y" }, |
6195
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6196
|
|
|
|
|
|
|
{ name => "AccountType", required => "Y" }, |
6197
|
|
|
|
|
|
|
{ |
6198
|
|
|
|
|
|
|
name => "Instrument", |
6199
|
|
|
|
|
|
|
required => "N", |
6200
|
|
|
|
|
|
|
component => "Y" |
6201
|
|
|
|
|
|
|
}, |
6202
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6203
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6204
|
|
|
|
|
|
|
{ |
6205
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6206
|
|
|
|
|
|
|
required => "N", |
6207
|
|
|
|
|
|
|
component => "Y" |
6208
|
|
|
|
|
|
|
}, |
6209
|
|
|
|
|
|
|
{ |
6210
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6211
|
|
|
|
|
|
|
required => "N", |
6212
|
|
|
|
|
|
|
group => [ |
6213
|
|
|
|
|
|
|
{ |
6214
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6215
|
|
|
|
|
|
|
required => "N", |
6216
|
|
|
|
|
|
|
component => "Y" |
6217
|
|
|
|
|
|
|
}, |
6218
|
|
|
|
|
|
|
] |
6219
|
|
|
|
|
|
|
}, |
6220
|
|
|
|
|
|
|
{ |
6221
|
|
|
|
|
|
|
name => "PositionQty", |
6222
|
|
|
|
|
|
|
required => "Y", |
6223
|
|
|
|
|
|
|
component => "Y" |
6224
|
|
|
|
|
|
|
}, |
6225
|
|
|
|
|
|
|
{ |
6226
|
|
|
|
|
|
|
name => "PositionAmountData", |
6227
|
|
|
|
|
|
|
required => "Y", |
6228
|
|
|
|
|
|
|
component => "Y" |
6229
|
|
|
|
|
|
|
}, |
6230
|
|
|
|
|
|
|
{ name => "ThresholdAmount", required => "N" }, |
6231
|
|
|
|
|
|
|
{ name => "SettlPrice", required => "Y" }, |
6232
|
|
|
|
|
|
|
{ name => "SettlPriceType", required => "Y" }, |
6233
|
|
|
|
|
|
|
{ name => "UnderlyingSettlPrice", required => "Y" }, |
6234
|
|
|
|
|
|
|
{ name => "ExpireDate", required => "N" }, |
6235
|
|
|
|
|
|
|
{ name => "AssignmentMethod", required => "Y" }, |
6236
|
|
|
|
|
|
|
{ name => "AssignmentUnit", required => "N" }, |
6237
|
|
|
|
|
|
|
{ name => "OpenInterest", required => "Y" }, |
6238
|
|
|
|
|
|
|
{ name => "ExerciseMethod", required => "Y" }, |
6239
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "Y" }, |
6240
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "Y" }, |
6241
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "Y" }, |
6242
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6243
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6244
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6245
|
|
|
|
|
|
|
] |
6246
|
|
|
|
|
|
|
}, |
6247
|
|
|
|
|
|
|
{ |
6248
|
|
|
|
|
|
|
name => "CollateralRequest", |
6249
|
|
|
|
|
|
|
msgtype => "AX", |
6250
|
|
|
|
|
|
|
msgcat => "app", |
6251
|
|
|
|
|
|
|
fields => [ |
6252
|
|
|
|
|
|
|
{ name => "CollReqID", required => "Y" }, |
6253
|
|
|
|
|
|
|
{ name => "CollAsgnReason", required => "Y" }, |
6254
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
6255
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
6256
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6257
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6258
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6259
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6260
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6261
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6262
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6263
|
|
|
|
|
|
|
{ |
6264
|
|
|
|
|
|
|
name => "NoExecs", |
6265
|
|
|
|
|
|
|
required => "N", |
6266
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6267
|
|
|
|
|
|
|
}, |
6268
|
|
|
|
|
|
|
{ |
6269
|
|
|
|
|
|
|
name => "NoTrades", |
6270
|
|
|
|
|
|
|
required => "N", |
6271
|
|
|
|
|
|
|
group => [ |
6272
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6273
|
|
|
|
|
|
|
{ |
6274
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6275
|
|
|
|
|
|
|
required => "N" |
6276
|
|
|
|
|
|
|
}, |
6277
|
|
|
|
|
|
|
] |
6278
|
|
|
|
|
|
|
}, |
6279
|
|
|
|
|
|
|
{ |
6280
|
|
|
|
|
|
|
name => "Instrument", |
6281
|
|
|
|
|
|
|
required => "N", |
6282
|
|
|
|
|
|
|
component => "Y" |
6283
|
|
|
|
|
|
|
}, |
6284
|
|
|
|
|
|
|
{ |
6285
|
|
|
|
|
|
|
name => "FinancingDetails", |
6286
|
|
|
|
|
|
|
required => "N", |
6287
|
|
|
|
|
|
|
component => "Y" |
6288
|
|
|
|
|
|
|
}, |
6289
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6290
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6291
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6292
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6293
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6294
|
|
|
|
|
|
|
{ |
6295
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6296
|
|
|
|
|
|
|
required => "N", |
6297
|
|
|
|
|
|
|
component => "Y" |
6298
|
|
|
|
|
|
|
}, |
6299
|
|
|
|
|
|
|
{ |
6300
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6301
|
|
|
|
|
|
|
required => "N", |
6302
|
|
|
|
|
|
|
group => [ |
6303
|
|
|
|
|
|
|
{ |
6304
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6305
|
|
|
|
|
|
|
required => "N", |
6306
|
|
|
|
|
|
|
component => "Y" |
6307
|
|
|
|
|
|
|
}, |
6308
|
|
|
|
|
|
|
{ name => "CollAction", required => "N" }, |
6309
|
|
|
|
|
|
|
] |
6310
|
|
|
|
|
|
|
}, |
6311
|
|
|
|
|
|
|
{ name => "MarginExcess", required => "N" }, |
6312
|
|
|
|
|
|
|
{ name => "TotalNetValue", required => "N" }, |
6313
|
|
|
|
|
|
|
{ name => "CashOutstanding", required => "N" }, |
6314
|
|
|
|
|
|
|
{ |
6315
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
6316
|
|
|
|
|
|
|
required => "N", |
6317
|
|
|
|
|
|
|
component => "Y" |
6318
|
|
|
|
|
|
|
}, |
6319
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
6320
|
|
|
|
|
|
|
{ |
6321
|
|
|
|
|
|
|
name => "NoMiscFees", |
6322
|
|
|
|
|
|
|
required => "N", |
6323
|
|
|
|
|
|
|
group => [ |
6324
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
6325
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
6326
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
6327
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
6328
|
|
|
|
|
|
|
] |
6329
|
|
|
|
|
|
|
}, |
6330
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
6331
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
6332
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
6333
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
6334
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
6335
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
6336
|
|
|
|
|
|
|
{ |
6337
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
6338
|
|
|
|
|
|
|
required => "N", |
6339
|
|
|
|
|
|
|
component => "Y" |
6340
|
|
|
|
|
|
|
}, |
6341
|
|
|
|
|
|
|
{ |
6342
|
|
|
|
|
|
|
name => "Stipulations", |
6343
|
|
|
|
|
|
|
required => "N", |
6344
|
|
|
|
|
|
|
component => "Y" |
6345
|
|
|
|
|
|
|
}, |
6346
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6347
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
6348
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6349
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6350
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
6351
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6352
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6353
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6354
|
|
|
|
|
|
|
] |
6355
|
|
|
|
|
|
|
}, |
6356
|
|
|
|
|
|
|
{ |
6357
|
|
|
|
|
|
|
name => "CollateralAssignment", |
6358
|
|
|
|
|
|
|
msgtype => "AY", |
6359
|
|
|
|
|
|
|
msgcat => "app", |
6360
|
|
|
|
|
|
|
fields => [ |
6361
|
|
|
|
|
|
|
{ name => "CollAsgnID", required => "Y" }, |
6362
|
|
|
|
|
|
|
{ name => "CollReqID", required => "N" }, |
6363
|
|
|
|
|
|
|
{ name => "CollAsgnReason", required => "Y" }, |
6364
|
|
|
|
|
|
|
{ name => "CollAsgnTransType", required => "Y" }, |
6365
|
|
|
|
|
|
|
{ name => "CollAsgnRefID", required => "N" }, |
6366
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
6367
|
|
|
|
|
|
|
{ name => "ExpireTime", required => "N" }, |
6368
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6369
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6370
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6371
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6372
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6373
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6374
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6375
|
|
|
|
|
|
|
{ |
6376
|
|
|
|
|
|
|
name => "NoExecs", |
6377
|
|
|
|
|
|
|
required => "N", |
6378
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6379
|
|
|
|
|
|
|
}, |
6380
|
|
|
|
|
|
|
{ |
6381
|
|
|
|
|
|
|
name => "NoTrades", |
6382
|
|
|
|
|
|
|
required => "N", |
6383
|
|
|
|
|
|
|
group => [ |
6384
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6385
|
|
|
|
|
|
|
{ |
6386
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6387
|
|
|
|
|
|
|
required => "N" |
6388
|
|
|
|
|
|
|
}, |
6389
|
|
|
|
|
|
|
] |
6390
|
|
|
|
|
|
|
}, |
6391
|
|
|
|
|
|
|
{ |
6392
|
|
|
|
|
|
|
name => "Instrument", |
6393
|
|
|
|
|
|
|
required => "N", |
6394
|
|
|
|
|
|
|
component => "Y" |
6395
|
|
|
|
|
|
|
}, |
6396
|
|
|
|
|
|
|
{ |
6397
|
|
|
|
|
|
|
name => "FinancingDetails", |
6398
|
|
|
|
|
|
|
required => "N", |
6399
|
|
|
|
|
|
|
component => "Y" |
6400
|
|
|
|
|
|
|
}, |
6401
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6402
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6403
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6404
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6405
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6406
|
|
|
|
|
|
|
{ |
6407
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6408
|
|
|
|
|
|
|
required => "N", |
6409
|
|
|
|
|
|
|
component => "Y" |
6410
|
|
|
|
|
|
|
}, |
6411
|
|
|
|
|
|
|
{ |
6412
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6413
|
|
|
|
|
|
|
required => "N", |
6414
|
|
|
|
|
|
|
group => [ |
6415
|
|
|
|
|
|
|
{ |
6416
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6417
|
|
|
|
|
|
|
required => "N", |
6418
|
|
|
|
|
|
|
component => "Y" |
6419
|
|
|
|
|
|
|
}, |
6420
|
|
|
|
|
|
|
{ name => "CollAction", required => "N" }, |
6421
|
|
|
|
|
|
|
] |
6422
|
|
|
|
|
|
|
}, |
6423
|
|
|
|
|
|
|
{ name => "MarginExcess", required => "N" }, |
6424
|
|
|
|
|
|
|
{ name => "TotalNetValue", required => "N" }, |
6425
|
|
|
|
|
|
|
{ name => "CashOutstanding", required => "N" }, |
6426
|
|
|
|
|
|
|
{ |
6427
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
6428
|
|
|
|
|
|
|
required => "N", |
6429
|
|
|
|
|
|
|
component => "Y" |
6430
|
|
|
|
|
|
|
}, |
6431
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
6432
|
|
|
|
|
|
|
{ |
6433
|
|
|
|
|
|
|
name => "NoMiscFees", |
6434
|
|
|
|
|
|
|
required => "N", |
6435
|
|
|
|
|
|
|
group => [ |
6436
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
6437
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
6438
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
6439
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
6440
|
|
|
|
|
|
|
] |
6441
|
|
|
|
|
|
|
}, |
6442
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
6443
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
6444
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
6445
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
6446
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
6447
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
6448
|
|
|
|
|
|
|
{ |
6449
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
6450
|
|
|
|
|
|
|
required => "N", |
6451
|
|
|
|
|
|
|
component => "Y" |
6452
|
|
|
|
|
|
|
}, |
6453
|
|
|
|
|
|
|
{ |
6454
|
|
|
|
|
|
|
name => "Stipulations", |
6455
|
|
|
|
|
|
|
required => "N", |
6456
|
|
|
|
|
|
|
component => "Y" |
6457
|
|
|
|
|
|
|
}, |
6458
|
|
|
|
|
|
|
{ |
6459
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
6460
|
|
|
|
|
|
|
required => "N", |
6461
|
|
|
|
|
|
|
component => "Y" |
6462
|
|
|
|
|
|
|
}, |
6463
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6464
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
6465
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6466
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6467
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
6468
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6469
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6470
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6471
|
|
|
|
|
|
|
] |
6472
|
|
|
|
|
|
|
}, |
6473
|
|
|
|
|
|
|
{ |
6474
|
|
|
|
|
|
|
name => "CollateralResponse", |
6475
|
|
|
|
|
|
|
msgtype => "AZ", |
6476
|
|
|
|
|
|
|
msgcat => "app", |
6477
|
|
|
|
|
|
|
fields => [ |
6478
|
|
|
|
|
|
|
{ name => "CollRespID", required => "Y" }, |
6479
|
|
|
|
|
|
|
{ name => "CollAsgnID", required => "Y" }, |
6480
|
|
|
|
|
|
|
{ name => "CollReqID", required => "N" }, |
6481
|
|
|
|
|
|
|
{ name => "CollAsgnReason", required => "Y" }, |
6482
|
|
|
|
|
|
|
{ name => "CollAsgnTransType", required => "N" }, |
6483
|
|
|
|
|
|
|
{ name => "CollAsgnRespType", required => "Y" }, |
6484
|
|
|
|
|
|
|
{ name => "CollAsgnRejectReason", required => "N" }, |
6485
|
|
|
|
|
|
|
{ name => "TransactTime", required => "Y" }, |
6486
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6487
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6488
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6489
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6490
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6491
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6492
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6493
|
|
|
|
|
|
|
{ |
6494
|
|
|
|
|
|
|
name => "NoExecs", |
6495
|
|
|
|
|
|
|
required => "N", |
6496
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6497
|
|
|
|
|
|
|
}, |
6498
|
|
|
|
|
|
|
{ |
6499
|
|
|
|
|
|
|
name => "NoTrades", |
6500
|
|
|
|
|
|
|
required => "N", |
6501
|
|
|
|
|
|
|
group => [ |
6502
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6503
|
|
|
|
|
|
|
{ |
6504
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6505
|
|
|
|
|
|
|
required => "N" |
6506
|
|
|
|
|
|
|
}, |
6507
|
|
|
|
|
|
|
] |
6508
|
|
|
|
|
|
|
}, |
6509
|
|
|
|
|
|
|
{ |
6510
|
|
|
|
|
|
|
name => "Instrument", |
6511
|
|
|
|
|
|
|
required => "N", |
6512
|
|
|
|
|
|
|
component => "Y" |
6513
|
|
|
|
|
|
|
}, |
6514
|
|
|
|
|
|
|
{ |
6515
|
|
|
|
|
|
|
name => "FinancingDetails", |
6516
|
|
|
|
|
|
|
required => "N", |
6517
|
|
|
|
|
|
|
component => "Y" |
6518
|
|
|
|
|
|
|
}, |
6519
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6520
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6521
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6522
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6523
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6524
|
|
|
|
|
|
|
{ |
6525
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6526
|
|
|
|
|
|
|
required => "N", |
6527
|
|
|
|
|
|
|
component => "Y" |
6528
|
|
|
|
|
|
|
}, |
6529
|
|
|
|
|
|
|
{ |
6530
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6531
|
|
|
|
|
|
|
required => "N", |
6532
|
|
|
|
|
|
|
group => [ |
6533
|
|
|
|
|
|
|
{ |
6534
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6535
|
|
|
|
|
|
|
required => "N", |
6536
|
|
|
|
|
|
|
component => "Y" |
6537
|
|
|
|
|
|
|
}, |
6538
|
|
|
|
|
|
|
{ name => "CollAction", required => "N" }, |
6539
|
|
|
|
|
|
|
] |
6540
|
|
|
|
|
|
|
}, |
6541
|
|
|
|
|
|
|
{ name => "MarginExcess", required => "N" }, |
6542
|
|
|
|
|
|
|
{ name => "TotalNetValue", required => "N" }, |
6543
|
|
|
|
|
|
|
{ name => "CashOutstanding", required => "N" }, |
6544
|
|
|
|
|
|
|
{ |
6545
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
6546
|
|
|
|
|
|
|
required => "N", |
6547
|
|
|
|
|
|
|
component => "Y" |
6548
|
|
|
|
|
|
|
}, |
6549
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
6550
|
|
|
|
|
|
|
{ |
6551
|
|
|
|
|
|
|
name => "NoMiscFees", |
6552
|
|
|
|
|
|
|
required => "N", |
6553
|
|
|
|
|
|
|
group => [ |
6554
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
6555
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
6556
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
6557
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
6558
|
|
|
|
|
|
|
] |
6559
|
|
|
|
|
|
|
}, |
6560
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
6561
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
6562
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
6563
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
6564
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
6565
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
6566
|
|
|
|
|
|
|
{ |
6567
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
6568
|
|
|
|
|
|
|
required => "N", |
6569
|
|
|
|
|
|
|
component => "Y" |
6570
|
|
|
|
|
|
|
}, |
6571
|
|
|
|
|
|
|
{ |
6572
|
|
|
|
|
|
|
name => "Stipulations", |
6573
|
|
|
|
|
|
|
required => "N", |
6574
|
|
|
|
|
|
|
component => "Y" |
6575
|
|
|
|
|
|
|
}, |
6576
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6577
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6578
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6579
|
|
|
|
|
|
|
] |
6580
|
|
|
|
|
|
|
}, |
6581
|
|
|
|
|
|
|
{ |
6582
|
|
|
|
|
|
|
name => "CollateralReport", |
6583
|
|
|
|
|
|
|
msgtype => "BA", |
6584
|
|
|
|
|
|
|
msgcat => "app", |
6585
|
|
|
|
|
|
|
fields => [ |
6586
|
|
|
|
|
|
|
{ name => "CollRptID", required => "Y" }, |
6587
|
|
|
|
|
|
|
{ name => "CollInquiryID", required => "N" }, |
6588
|
|
|
|
|
|
|
{ name => "CollStatus", required => "Y" }, |
6589
|
|
|
|
|
|
|
{ name => "TotNumReports", required => "N" }, |
6590
|
|
|
|
|
|
|
{ name => "LastRptRequested", required => "N" }, |
6591
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6592
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6593
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6594
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6595
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6596
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6597
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6598
|
|
|
|
|
|
|
{ |
6599
|
|
|
|
|
|
|
name => "NoExecs", |
6600
|
|
|
|
|
|
|
required => "N", |
6601
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6602
|
|
|
|
|
|
|
}, |
6603
|
|
|
|
|
|
|
{ |
6604
|
|
|
|
|
|
|
name => "NoTrades", |
6605
|
|
|
|
|
|
|
required => "N", |
6606
|
|
|
|
|
|
|
group => [ |
6607
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6608
|
|
|
|
|
|
|
{ |
6609
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6610
|
|
|
|
|
|
|
required => "N" |
6611
|
|
|
|
|
|
|
}, |
6612
|
|
|
|
|
|
|
] |
6613
|
|
|
|
|
|
|
}, |
6614
|
|
|
|
|
|
|
{ |
6615
|
|
|
|
|
|
|
name => "Instrument", |
6616
|
|
|
|
|
|
|
required => "N", |
6617
|
|
|
|
|
|
|
component => "Y" |
6618
|
|
|
|
|
|
|
}, |
6619
|
|
|
|
|
|
|
{ |
6620
|
|
|
|
|
|
|
name => "FinancingDetails", |
6621
|
|
|
|
|
|
|
required => "N", |
6622
|
|
|
|
|
|
|
component => "Y" |
6623
|
|
|
|
|
|
|
}, |
6624
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6625
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6626
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6627
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6628
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6629
|
|
|
|
|
|
|
{ |
6630
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6631
|
|
|
|
|
|
|
required => "N", |
6632
|
|
|
|
|
|
|
component => "Y" |
6633
|
|
|
|
|
|
|
}, |
6634
|
|
|
|
|
|
|
{ |
6635
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6636
|
|
|
|
|
|
|
required => "N", |
6637
|
|
|
|
|
|
|
group => [ |
6638
|
|
|
|
|
|
|
{ |
6639
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6640
|
|
|
|
|
|
|
required => "N", |
6641
|
|
|
|
|
|
|
component => "Y" |
6642
|
|
|
|
|
|
|
}, |
6643
|
|
|
|
|
|
|
] |
6644
|
|
|
|
|
|
|
}, |
6645
|
|
|
|
|
|
|
{ name => "MarginExcess", required => "N" }, |
6646
|
|
|
|
|
|
|
{ name => "TotalNetValue", required => "N" }, |
6647
|
|
|
|
|
|
|
{ name => "CashOutstanding", required => "N" }, |
6648
|
|
|
|
|
|
|
{ |
6649
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
6650
|
|
|
|
|
|
|
required => "N", |
6651
|
|
|
|
|
|
|
component => "Y" |
6652
|
|
|
|
|
|
|
}, |
6653
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
6654
|
|
|
|
|
|
|
{ |
6655
|
|
|
|
|
|
|
name => "NoMiscFees", |
6656
|
|
|
|
|
|
|
required => "N", |
6657
|
|
|
|
|
|
|
group => [ |
6658
|
|
|
|
|
|
|
{ name => "MiscFeeAmt", required => "N" }, |
6659
|
|
|
|
|
|
|
{ name => "MiscFeeCurr", required => "N" }, |
6660
|
|
|
|
|
|
|
{ name => "MiscFeeType", required => "N" }, |
6661
|
|
|
|
|
|
|
{ name => "MiscFeeBasis", required => "N" }, |
6662
|
|
|
|
|
|
|
] |
6663
|
|
|
|
|
|
|
}, |
6664
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
6665
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
6666
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
6667
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
6668
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
6669
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
6670
|
|
|
|
|
|
|
{ |
6671
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
6672
|
|
|
|
|
|
|
required => "N", |
6673
|
|
|
|
|
|
|
component => "Y" |
6674
|
|
|
|
|
|
|
}, |
6675
|
|
|
|
|
|
|
{ |
6676
|
|
|
|
|
|
|
name => "Stipulations", |
6677
|
|
|
|
|
|
|
required => "N", |
6678
|
|
|
|
|
|
|
component => "Y" |
6679
|
|
|
|
|
|
|
}, |
6680
|
|
|
|
|
|
|
{ |
6681
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
6682
|
|
|
|
|
|
|
required => "N", |
6683
|
|
|
|
|
|
|
component => "Y" |
6684
|
|
|
|
|
|
|
}, |
6685
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6686
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
6687
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6688
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6689
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
6690
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6691
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6692
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6693
|
|
|
|
|
|
|
] |
6694
|
|
|
|
|
|
|
}, |
6695
|
|
|
|
|
|
|
{ |
6696
|
|
|
|
|
|
|
name => "CollateralInquiry", |
6697
|
|
|
|
|
|
|
msgtype => "BB", |
6698
|
|
|
|
|
|
|
msgcat => "app", |
6699
|
|
|
|
|
|
|
fields => [ |
6700
|
|
|
|
|
|
|
{ name => "CollInquiryID", required => "N" }, |
6701
|
|
|
|
|
|
|
{ |
6702
|
|
|
|
|
|
|
name => "NoCollInquiryQualifier", |
6703
|
|
|
|
|
|
|
required => "N", |
6704
|
|
|
|
|
|
|
group => [ |
6705
|
|
|
|
|
|
|
{ |
6706
|
|
|
|
|
|
|
name => "CollInquiryQualifier", |
6707
|
|
|
|
|
|
|
required => "N" |
6708
|
|
|
|
|
|
|
}, |
6709
|
|
|
|
|
|
|
] |
6710
|
|
|
|
|
|
|
}, |
6711
|
|
|
|
|
|
|
{ name => "SubscriptionRequestType", required => "N" }, |
6712
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
6713
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
6714
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6715
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6716
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6717
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6718
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6719
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6720
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6721
|
|
|
|
|
|
|
{ |
6722
|
|
|
|
|
|
|
name => "NoExecs", |
6723
|
|
|
|
|
|
|
required => "N", |
6724
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6725
|
|
|
|
|
|
|
}, |
6726
|
|
|
|
|
|
|
{ |
6727
|
|
|
|
|
|
|
name => "NoTrades", |
6728
|
|
|
|
|
|
|
required => "N", |
6729
|
|
|
|
|
|
|
group => [ |
6730
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6731
|
|
|
|
|
|
|
{ |
6732
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6733
|
|
|
|
|
|
|
required => "N" |
6734
|
|
|
|
|
|
|
}, |
6735
|
|
|
|
|
|
|
] |
6736
|
|
|
|
|
|
|
}, |
6737
|
|
|
|
|
|
|
{ |
6738
|
|
|
|
|
|
|
name => "Instrument", |
6739
|
|
|
|
|
|
|
required => "N", |
6740
|
|
|
|
|
|
|
component => "Y" |
6741
|
|
|
|
|
|
|
}, |
6742
|
|
|
|
|
|
|
{ |
6743
|
|
|
|
|
|
|
name => "FinancingDetails", |
6744
|
|
|
|
|
|
|
required => "N", |
6745
|
|
|
|
|
|
|
component => "Y" |
6746
|
|
|
|
|
|
|
}, |
6747
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6748
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6749
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6750
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6751
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6752
|
|
|
|
|
|
|
{ |
6753
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6754
|
|
|
|
|
|
|
required => "N", |
6755
|
|
|
|
|
|
|
component => "Y" |
6756
|
|
|
|
|
|
|
}, |
6757
|
|
|
|
|
|
|
{ |
6758
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6759
|
|
|
|
|
|
|
required => "N", |
6760
|
|
|
|
|
|
|
group => [ |
6761
|
|
|
|
|
|
|
{ |
6762
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6763
|
|
|
|
|
|
|
required => "N", |
6764
|
|
|
|
|
|
|
component => "Y" |
6765
|
|
|
|
|
|
|
}, |
6766
|
|
|
|
|
|
|
] |
6767
|
|
|
|
|
|
|
}, |
6768
|
|
|
|
|
|
|
{ name => "MarginExcess", required => "N" }, |
6769
|
|
|
|
|
|
|
{ name => "TotalNetValue", required => "N" }, |
6770
|
|
|
|
|
|
|
{ name => "CashOutstanding", required => "N" }, |
6771
|
|
|
|
|
|
|
{ |
6772
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
6773
|
|
|
|
|
|
|
required => "N", |
6774
|
|
|
|
|
|
|
component => "Y" |
6775
|
|
|
|
|
|
|
}, |
6776
|
|
|
|
|
|
|
{ name => "Side", required => "N" }, |
6777
|
|
|
|
|
|
|
{ name => "Price", required => "N" }, |
6778
|
|
|
|
|
|
|
{ name => "PriceType", required => "N" }, |
6779
|
|
|
|
|
|
|
{ name => "AccruedInterestAmt", required => "N" }, |
6780
|
|
|
|
|
|
|
{ name => "EndAccruedInterestAmt", required => "N" }, |
6781
|
|
|
|
|
|
|
{ name => "StartCash", required => "N" }, |
6782
|
|
|
|
|
|
|
{ name => "EndCash", required => "N" }, |
6783
|
|
|
|
|
|
|
{ |
6784
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
6785
|
|
|
|
|
|
|
required => "N", |
6786
|
|
|
|
|
|
|
component => "Y" |
6787
|
|
|
|
|
|
|
}, |
6788
|
|
|
|
|
|
|
{ |
6789
|
|
|
|
|
|
|
name => "Stipulations", |
6790
|
|
|
|
|
|
|
required => "N", |
6791
|
|
|
|
|
|
|
component => "Y" |
6792
|
|
|
|
|
|
|
}, |
6793
|
|
|
|
|
|
|
{ |
6794
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
6795
|
|
|
|
|
|
|
required => "N", |
6796
|
|
|
|
|
|
|
component => "Y" |
6797
|
|
|
|
|
|
|
}, |
6798
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6799
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
6800
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6801
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6802
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
6803
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6804
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6805
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6806
|
|
|
|
|
|
|
] |
6807
|
|
|
|
|
|
|
}, |
6808
|
|
|
|
|
|
|
{ |
6809
|
|
|
|
|
|
|
name => "NetworkStatusRequest", |
6810
|
|
|
|
|
|
|
msgtype => "BC", |
6811
|
|
|
|
|
|
|
msgcat => "app", |
6812
|
|
|
|
|
|
|
fields => [ |
6813
|
|
|
|
|
|
|
{ name => "NetworkRequestType", required => "Y" }, |
6814
|
|
|
|
|
|
|
{ name => "NetworkRequestID", required => "Y" }, |
6815
|
|
|
|
|
|
|
{ |
6816
|
|
|
|
|
|
|
name => "NoCompIDs", |
6817
|
|
|
|
|
|
|
required => "N", |
6818
|
|
|
|
|
|
|
group => [ |
6819
|
|
|
|
|
|
|
{ name => "RefCompID", required => "N" }, |
6820
|
|
|
|
|
|
|
{ name => "RefSubID", required => "N" }, |
6821
|
|
|
|
|
|
|
{ name => "LocationID", required => "N" }, |
6822
|
|
|
|
|
|
|
{ name => "DeskID", required => "N" }, |
6823
|
|
|
|
|
|
|
] |
6824
|
|
|
|
|
|
|
}, |
6825
|
|
|
|
|
|
|
] |
6826
|
|
|
|
|
|
|
}, |
6827
|
|
|
|
|
|
|
{ |
6828
|
|
|
|
|
|
|
name => "NetworkStatusResponse", |
6829
|
|
|
|
|
|
|
msgtype => "BD", |
6830
|
|
|
|
|
|
|
msgcat => "app", |
6831
|
|
|
|
|
|
|
fields => [ |
6832
|
|
|
|
|
|
|
{ name => "NetworkStatusResponseType", required => "Y" }, |
6833
|
|
|
|
|
|
|
{ name => "NetworkRequestID", required => "N" }, |
6834
|
|
|
|
|
|
|
{ name => "NetworkResponseID", required => "N" }, |
6835
|
|
|
|
|
|
|
{ name => "LastNetworkResponseID", required => "N" }, |
6836
|
|
|
|
|
|
|
{ |
6837
|
|
|
|
|
|
|
name => "NoCompIDs", |
6838
|
|
|
|
|
|
|
required => "Y", |
6839
|
|
|
|
|
|
|
group => [ |
6840
|
|
|
|
|
|
|
{ name => "RefCompID", required => "N" }, |
6841
|
|
|
|
|
|
|
{ name => "RefSubID", required => "N" }, |
6842
|
|
|
|
|
|
|
{ name => "LocationID", required => "N" }, |
6843
|
|
|
|
|
|
|
{ name => "DeskID", required => "N" }, |
6844
|
|
|
|
|
|
|
{ name => "StatusValue", required => "N" }, |
6845
|
|
|
|
|
|
|
{ name => "StatusText", required => "N" }, |
6846
|
|
|
|
|
|
|
] |
6847
|
|
|
|
|
|
|
}, |
6848
|
|
|
|
|
|
|
] |
6849
|
|
|
|
|
|
|
}, |
6850
|
|
|
|
|
|
|
{ |
6851
|
|
|
|
|
|
|
name => "CollateralInquiryAck", |
6852
|
|
|
|
|
|
|
msgtype => "BG", |
6853
|
|
|
|
|
|
|
msgcat => "app", |
6854
|
|
|
|
|
|
|
fields => [ |
6855
|
|
|
|
|
|
|
{ name => "CollInquiryID", required => "Y" }, |
6856
|
|
|
|
|
|
|
{ name => "CollInquiryStatus", required => "Y" }, |
6857
|
|
|
|
|
|
|
{ name => "CollInquiryResult", required => "N" }, |
6858
|
|
|
|
|
|
|
{ |
6859
|
|
|
|
|
|
|
name => "NoCollInquiryQualifier", |
6860
|
|
|
|
|
|
|
required => "N", |
6861
|
|
|
|
|
|
|
group => [ |
6862
|
|
|
|
|
|
|
{ |
6863
|
|
|
|
|
|
|
name => "CollInquiryQualifier", |
6864
|
|
|
|
|
|
|
required => "N" |
6865
|
|
|
|
|
|
|
}, |
6866
|
|
|
|
|
|
|
] |
6867
|
|
|
|
|
|
|
}, |
6868
|
|
|
|
|
|
|
{ name => "TotNumReports", required => "N" }, |
6869
|
|
|
|
|
|
|
{ name => "Parties", required => "N", component => "Y" }, |
6870
|
|
|
|
|
|
|
{ name => "Account", required => "N" }, |
6871
|
|
|
|
|
|
|
{ name => "AccountType", required => "N" }, |
6872
|
|
|
|
|
|
|
{ name => "ClOrdID", required => "N" }, |
6873
|
|
|
|
|
|
|
{ name => "OrderID", required => "N" }, |
6874
|
|
|
|
|
|
|
{ name => "SecondaryOrderID", required => "N" }, |
6875
|
|
|
|
|
|
|
{ name => "SecondaryClOrdID", required => "N" }, |
6876
|
|
|
|
|
|
|
{ |
6877
|
|
|
|
|
|
|
name => "NoExecs", |
6878
|
|
|
|
|
|
|
required => "N", |
6879
|
|
|
|
|
|
|
group => [ { name => "ExecID", required => "N" }, ] |
6880
|
|
|
|
|
|
|
}, |
6881
|
|
|
|
|
|
|
{ |
6882
|
|
|
|
|
|
|
name => "NoTrades", |
6883
|
|
|
|
|
|
|
required => "N", |
6884
|
|
|
|
|
|
|
group => [ |
6885
|
|
|
|
|
|
|
{ name => "TradeReportID", required => "N" }, |
6886
|
|
|
|
|
|
|
{ |
6887
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
6888
|
|
|
|
|
|
|
required => "N" |
6889
|
|
|
|
|
|
|
}, |
6890
|
|
|
|
|
|
|
] |
6891
|
|
|
|
|
|
|
}, |
6892
|
|
|
|
|
|
|
{ |
6893
|
|
|
|
|
|
|
name => "Instrument", |
6894
|
|
|
|
|
|
|
required => "N", |
6895
|
|
|
|
|
|
|
component => "Y" |
6896
|
|
|
|
|
|
|
}, |
6897
|
|
|
|
|
|
|
{ |
6898
|
|
|
|
|
|
|
name => "FinancingDetails", |
6899
|
|
|
|
|
|
|
required => "N", |
6900
|
|
|
|
|
|
|
component => "Y" |
6901
|
|
|
|
|
|
|
}, |
6902
|
|
|
|
|
|
|
{ name => "SettlDate", required => "N" }, |
6903
|
|
|
|
|
|
|
{ name => "Quantity", required => "N" }, |
6904
|
|
|
|
|
|
|
{ name => "QtyType", required => "N" }, |
6905
|
|
|
|
|
|
|
{ name => "Currency", required => "N" }, |
6906
|
|
|
|
|
|
|
{ name => "NoLegs", required => "N" }, |
6907
|
|
|
|
|
|
|
{ |
6908
|
|
|
|
|
|
|
name => "InstrumentLeg", |
6909
|
|
|
|
|
|
|
required => "N", |
6910
|
|
|
|
|
|
|
component => "Y" |
6911
|
|
|
|
|
|
|
}, |
6912
|
|
|
|
|
|
|
{ |
6913
|
|
|
|
|
|
|
name => "NoUnderlyings", |
6914
|
|
|
|
|
|
|
required => "N", |
6915
|
|
|
|
|
|
|
group => [ |
6916
|
|
|
|
|
|
|
{ |
6917
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
6918
|
|
|
|
|
|
|
required => "N", |
6919
|
|
|
|
|
|
|
component => "Y" |
6920
|
|
|
|
|
|
|
}, |
6921
|
|
|
|
|
|
|
] |
6922
|
|
|
|
|
|
|
}, |
6923
|
|
|
|
|
|
|
{ name => "TradingSessionID", required => "N" }, |
6924
|
|
|
|
|
|
|
{ name => "TradingSessionSubID", required => "N" }, |
6925
|
|
|
|
|
|
|
{ name => "SettlSessID", required => "N" }, |
6926
|
|
|
|
|
|
|
{ name => "SettlSessSubID", required => "N" }, |
6927
|
|
|
|
|
|
|
{ name => "ClearingBusinessDate", required => "N" }, |
6928
|
|
|
|
|
|
|
{ name => "ResponseTransportType", required => "N" }, |
6929
|
|
|
|
|
|
|
{ name => "ResponseDestination", required => "N" }, |
6930
|
|
|
|
|
|
|
{ name => "Text", required => "N" }, |
6931
|
|
|
|
|
|
|
{ name => "EncodedTextLen", required => "N" }, |
6932
|
|
|
|
|
|
|
{ name => "EncodedText", required => "N" }, |
6933
|
|
|
|
|
|
|
] |
6934
|
|
|
|
|
|
|
}, |
6935
|
|
|
|
|
|
|
], |
6936
|
|
|
|
|
|
|
|
6937
|
|
|
|
|
|
|
components => [ |
6938
|
|
|
|
|
|
|
{ |
6939
|
|
|
|
|
|
|
name => "Instrument", |
6940
|
|
|
|
|
|
|
fields => [ |
6941
|
|
|
|
|
|
|
{ name => "Symbol", required => "Y" }, |
6942
|
|
|
|
|
|
|
{ name => "SymbolSfx", required => "N" }, |
6943
|
|
|
|
|
|
|
{ name => "SecurityID", required => "N" }, |
6944
|
|
|
|
|
|
|
{ name => "SecurityIDSource", required => "N" }, |
6945
|
|
|
|
|
|
|
{ |
6946
|
|
|
|
|
|
|
name => "NoSecurityAltID", |
6947
|
|
|
|
|
|
|
required => "N", |
6948
|
|
|
|
|
|
|
group => [ |
6949
|
|
|
|
|
|
|
{ name => "SecurityAltID", required => "N" }, |
6950
|
|
|
|
|
|
|
{ |
6951
|
|
|
|
|
|
|
name => "SecurityAltIDSource", |
6952
|
|
|
|
|
|
|
required => "N" |
6953
|
|
|
|
|
|
|
}, |
6954
|
|
|
|
|
|
|
] |
6955
|
|
|
|
|
|
|
}, |
6956
|
|
|
|
|
|
|
{ name => "Product", required => "N" }, |
6957
|
|
|
|
|
|
|
{ name => "CFICode", required => "N" }, |
6958
|
|
|
|
|
|
|
{ name => "SecurityType", required => "N" }, |
6959
|
|
|
|
|
|
|
{ name => "SecuritySubType", required => "N" }, |
6960
|
|
|
|
|
|
|
{ name => "MaturityMonthYear", required => "N" }, |
6961
|
|
|
|
|
|
|
{ name => "MaturityDate", required => "N" }, |
6962
|
|
|
|
|
|
|
{ name => "CouponPaymentDate", required => "N" }, |
6963
|
|
|
|
|
|
|
{ name => "IssueDate", required => "N" }, |
6964
|
|
|
|
|
|
|
{ name => "RepoCollateralSecurityType", required => "N" }, |
6965
|
|
|
|
|
|
|
{ name => "RepurchaseTerm", required => "N" }, |
6966
|
|
|
|
|
|
|
{ name => "RepurchaseRate", required => "N" }, |
6967
|
|
|
|
|
|
|
{ name => "Factor", required => "N" }, |
6968
|
|
|
|
|
|
|
{ name => "CreditRating", required => "N" }, |
6969
|
|
|
|
|
|
|
{ name => "InstrRegistry", required => "N" }, |
6970
|
|
|
|
|
|
|
{ name => "CountryOfIssue", required => "N" }, |
6971
|
|
|
|
|
|
|
{ name => "StateOrProvinceOfIssue", required => "N" }, |
6972
|
|
|
|
|
|
|
{ name => "LocaleOfIssue", required => "N" }, |
6973
|
|
|
|
|
|
|
{ name => "RedemptionDate", required => "N" }, |
6974
|
|
|
|
|
|
|
{ name => "StrikePrice", required => "N" }, |
6975
|
|
|
|
|
|
|
{ name => "StrikeCurrency", required => "N" }, |
6976
|
|
|
|
|
|
|
{ name => "OptAttribute", required => "N" }, |
6977
|
|
|
|
|
|
|
{ name => "ContractMultiplier", required => "N" }, |
6978
|
|
|
|
|
|
|
{ name => "CouponRate", required => "N" }, |
6979
|
|
|
|
|
|
|
{ name => "SecurityExchange", required => "N" }, |
6980
|
|
|
|
|
|
|
{ name => "Issuer", required => "N" }, |
6981
|
|
|
|
|
|
|
{ name => "EncodedIssuerLen", required => "N" }, |
6982
|
|
|
|
|
|
|
{ name => "EncodedIssuer", required => "N" }, |
6983
|
|
|
|
|
|
|
{ name => "SecurityDesc", required => "N" }, |
6984
|
|
|
|
|
|
|
{ name => "EncodedSecurityDescLen", required => "N" }, |
6985
|
|
|
|
|
|
|
{ name => "EncodedSecurityDesc", required => "N" }, |
6986
|
|
|
|
|
|
|
{ name => "Pool", required => "N" }, |
6987
|
|
|
|
|
|
|
{ name => "ContractSettlMonth", required => "N" }, |
6988
|
|
|
|
|
|
|
{ name => "CPProgram", required => "N" }, |
6989
|
|
|
|
|
|
|
{ name => "CPRegType", required => "N" }, |
6990
|
|
|
|
|
|
|
{ |
6991
|
|
|
|
|
|
|
name => "NoEvents", |
6992
|
|
|
|
|
|
|
required => "N", |
6993
|
|
|
|
|
|
|
group => [ |
6994
|
|
|
|
|
|
|
{ name => "EventType", required => "N" }, |
6995
|
|
|
|
|
|
|
{ name => "EventDate", required => "N" }, |
6996
|
|
|
|
|
|
|
{ name => "EventPx", required => "N" }, |
6997
|
|
|
|
|
|
|
{ name => "EventText", required => "N" }, |
6998
|
|
|
|
|
|
|
] |
6999
|
|
|
|
|
|
|
}, |
7000
|
|
|
|
|
|
|
{ name => "DatedDate", required => "N" }, |
7001
|
|
|
|
|
|
|
{ name => "InterestAccrualDate", required => "N" }, |
7002
|
|
|
|
|
|
|
] |
7003
|
|
|
|
|
|
|
}, |
7004
|
|
|
|
|
|
|
{ |
7005
|
|
|
|
|
|
|
name => "UnderlyingInstrument", |
7006
|
|
|
|
|
|
|
fields => [ |
7007
|
|
|
|
|
|
|
{ name => "UnderlyingSymbol", required => "Y" }, |
7008
|
|
|
|
|
|
|
{ name => "UnderlyingSymbolSfx", required => "N" }, |
7009
|
|
|
|
|
|
|
{ name => "UnderlyingSecurityID", required => "N" }, |
7010
|
|
|
|
|
|
|
{ name => "UnderlyingSecurityIDSource", required => "N" }, |
7011
|
|
|
|
|
|
|
{ |
7012
|
|
|
|
|
|
|
name => "NoUnderlyingSecurityAltID", |
7013
|
|
|
|
|
|
|
required => "N", |
7014
|
|
|
|
|
|
|
group => [ |
7015
|
|
|
|
|
|
|
{ |
7016
|
|
|
|
|
|
|
name => "UnderlyingSecurityAltID", |
7017
|
|
|
|
|
|
|
required => "N" |
7018
|
|
|
|
|
|
|
}, |
7019
|
|
|
|
|
|
|
{ |
7020
|
|
|
|
|
|
|
name => "UnderlyingSecurityAltIDSource", |
7021
|
|
|
|
|
|
|
required => "N" |
7022
|
|
|
|
|
|
|
}, |
7023
|
|
|
|
|
|
|
] |
7024
|
|
|
|
|
|
|
}, |
7025
|
|
|
|
|
|
|
{ name => "UnderlyingProduct", required => "N" }, |
7026
|
|
|
|
|
|
|
{ name => "UnderlyingCFICode", required => "N" }, |
7027
|
|
|
|
|
|
|
{ name => "UnderlyingSecurityType", required => "N" }, |
7028
|
|
|
|
|
|
|
{ name => "UnderlyingSecuritySubType", required => "N" }, |
7029
|
|
|
|
|
|
|
{ |
7030
|
|
|
|
|
|
|
name => "UnderlyingMaturityMonthYear", |
7031
|
|
|
|
|
|
|
required => "N" |
7032
|
|
|
|
|
|
|
}, |
7033
|
|
|
|
|
|
|
{ name => "UnderlyingMaturityDate", required => "N" }, |
7034
|
|
|
|
|
|
|
{ |
7035
|
|
|
|
|
|
|
name => "UnderlyingCouponPaymentDate", |
7036
|
|
|
|
|
|
|
required => "N" |
7037
|
|
|
|
|
|
|
}, |
7038
|
|
|
|
|
|
|
{ name => "UnderlyingIssueDate", required => "N" }, |
7039
|
|
|
|
|
|
|
{ |
7040
|
|
|
|
|
|
|
name => "UnderlyingRepoCollateralSecurityType", |
7041
|
|
|
|
|
|
|
required => "N" |
7042
|
|
|
|
|
|
|
}, |
7043
|
|
|
|
|
|
|
{ name => "UnderlyingRepurchaseTerm", required => "N" }, |
7044
|
|
|
|
|
|
|
{ name => "UnderlyingRepurchaseRate", required => "N" }, |
7045
|
|
|
|
|
|
|
{ name => "UnderlyingFactor", required => "N" }, |
7046
|
|
|
|
|
|
|
{ name => "UnderlyingCreditRating", required => "N" }, |
7047
|
|
|
|
|
|
|
{ name => "UnderlyingInstrRegistry", required => "N" }, |
7048
|
|
|
|
|
|
|
{ name => "UnderlyingCountryOfIssue", required => "N" }, |
7049
|
|
|
|
|
|
|
{ |
7050
|
|
|
|
|
|
|
name => "UnderlyingStateOrProvinceOfIssue", |
7051
|
|
|
|
|
|
|
required => "N" |
7052
|
|
|
|
|
|
|
}, |
7053
|
|
|
|
|
|
|
{ name => "UnderlyingLocaleOfIssue", required => "N" }, |
7054
|
|
|
|
|
|
|
{ name => "UnderlyingRedemptionDate", required => "N" }, |
7055
|
|
|
|
|
|
|
{ name => "UnderlyingStrikePrice", required => "N" }, |
7056
|
|
|
|
|
|
|
{ name => "UnderlyingStrikeCurrency", required => "N" }, |
7057
|
|
|
|
|
|
|
{ name => "UnderlyingOptAttribute", required => "N" }, |
7058
|
|
|
|
|
|
|
{ |
7059
|
|
|
|
|
|
|
name => "UnderlyingContractMultiplier", |
7060
|
|
|
|
|
|
|
required => "N" |
7061
|
|
|
|
|
|
|
}, |
7062
|
|
|
|
|
|
|
{ name => "UnderlyingCouponRate", required => "N" }, |
7063
|
|
|
|
|
|
|
{ name => "UnderlyingSecurityExchange", required => "N" }, |
7064
|
|
|
|
|
|
|
{ name => "UnderlyingIssuer", required => "N" }, |
7065
|
|
|
|
|
|
|
{ name => "EncodedUnderlyingIssuerLen", required => "N" }, |
7066
|
|
|
|
|
|
|
{ name => "EncodedUnderlyingIssuer", required => "N" }, |
7067
|
|
|
|
|
|
|
{ name => "UnderlyingSecurityDesc", required => "N" }, |
7068
|
|
|
|
|
|
|
{ |
7069
|
|
|
|
|
|
|
name => "EncodedUnderlyingSecurityDescLen", |
7070
|
|
|
|
|
|
|
required => "N" |
7071
|
|
|
|
|
|
|
}, |
7072
|
|
|
|
|
|
|
{ |
7073
|
|
|
|
|
|
|
name => "EncodedUnderlyingSecurityDesc", |
7074
|
|
|
|
|
|
|
required => "N" |
7075
|
|
|
|
|
|
|
}, |
7076
|
|
|
|
|
|
|
{ name => "UnderlyingCPProgram", required => "N" }, |
7077
|
|
|
|
|
|
|
{ name => "UnderlyingCPRegType", required => "N" }, |
7078
|
|
|
|
|
|
|
{ name => "UnderlyingCurrency", required => "N" }, |
7079
|
|
|
|
|
|
|
{ name => "UnderlyingQty", required => "N" }, |
7080
|
|
|
|
|
|
|
{ name => "UnderlyingPx", required => "N" }, |
7081
|
|
|
|
|
|
|
{ name => "UnderlyingDirtyPrice", required => "N" }, |
7082
|
|
|
|
|
|
|
{ name => "UnderlyingEndPrice", required => "N" }, |
7083
|
|
|
|
|
|
|
{ name => "UnderlyingStartValue", required => "N" }, |
7084
|
|
|
|
|
|
|
{ name => "UnderlyingCurrentValue", required => "N" }, |
7085
|
|
|
|
|
|
|
{ name => "UnderlyingEndValue", required => "N" }, |
7086
|
|
|
|
|
|
|
{ |
7087
|
|
|
|
|
|
|
name => "UnderlyingStipulations", |
7088
|
|
|
|
|
|
|
required => "N", |
7089
|
|
|
|
|
|
|
component => "Y" |
7090
|
|
|
|
|
|
|
}, |
7091
|
|
|
|
|
|
|
] |
7092
|
|
|
|
|
|
|
}, |
7093
|
|
|
|
|
|
|
{ |
7094
|
|
|
|
|
|
|
name => "InstrumentLeg", |
7095
|
|
|
|
|
|
|
fields => [ |
7096
|
|
|
|
|
|
|
{ name => "LegSymbol", required => "N" }, |
7097
|
|
|
|
|
|
|
{ name => "LegSymbolSfx", required => "N" }, |
7098
|
|
|
|
|
|
|
{ name => "LegSecurityID", required => "N" }, |
7099
|
|
|
|
|
|
|
{ name => "LegSecurityIDSource", required => "N" }, |
7100
|
|
|
|
|
|
|
{ |
7101
|
|
|
|
|
|
|
name => "NoLegSecurityAltID", |
7102
|
|
|
|
|
|
|
required => "N", |
7103
|
|
|
|
|
|
|
group => [ |
7104
|
|
|
|
|
|
|
{ name => "LegSecurityAltID", required => "N" }, |
7105
|
|
|
|
|
|
|
{ |
7106
|
|
|
|
|
|
|
name => "LegSecurityAltIDSource", |
7107
|
|
|
|
|
|
|
required => "N" |
7108
|
|
|
|
|
|
|
}, |
7109
|
|
|
|
|
|
|
] |
7110
|
|
|
|
|
|
|
}, |
7111
|
|
|
|
|
|
|
{ name => "LegProduct", required => "N" }, |
7112
|
|
|
|
|
|
|
{ name => "LegCFICode", required => "N" }, |
7113
|
|
|
|
|
|
|
{ name => "LegSecurityType", required => "N" }, |
7114
|
|
|
|
|
|
|
{ name => "LegSecuritySubType", required => "N" }, |
7115
|
|
|
|
|
|
|
{ name => "LegMaturityMonthYear", required => "N" }, |
7116
|
|
|
|
|
|
|
{ name => "LegMaturityDate", required => "N" }, |
7117
|
|
|
|
|
|
|
{ name => "LegCouponPaymentDate", required => "N" }, |
7118
|
|
|
|
|
|
|
{ name => "LegIssueDate", required => "N" }, |
7119
|
|
|
|
|
|
|
{ |
7120
|
|
|
|
|
|
|
name => "LegRepoCollateralSecurityType", |
7121
|
|
|
|
|
|
|
required => "N" |
7122
|
|
|
|
|
|
|
}, |
7123
|
|
|
|
|
|
|
{ name => "LegRepurchaseTerm", required => "N" }, |
7124
|
|
|
|
|
|
|
{ name => "LegRepurchaseRate", required => "N" }, |
7125
|
|
|
|
|
|
|
{ name => "LegFactor", required => "N" }, |
7126
|
|
|
|
|
|
|
{ name => "LegCreditRating", required => "N" }, |
7127
|
|
|
|
|
|
|
{ name => "LegInstrRegistry", required => "N" }, |
7128
|
|
|
|
|
|
|
{ name => "LegCountryOfIssue", required => "N" }, |
7129
|
|
|
|
|
|
|
{ name => "LegStateOrProvinceOfIssue", required => "N" }, |
7130
|
|
|
|
|
|
|
{ name => "LegLocaleOfIssue", required => "N" }, |
7131
|
|
|
|
|
|
|
{ name => "LegRedemptionDate", required => "N" }, |
7132
|
|
|
|
|
|
|
{ name => "LegStrikePrice", required => "N" }, |
7133
|
|
|
|
|
|
|
{ name => "LegStrikeCurrency", required => "N" }, |
7134
|
|
|
|
|
|
|
{ name => "LegOptAttribute", required => "N" }, |
7135
|
|
|
|
|
|
|
{ name => "LegContractMultiplier", required => "N" }, |
7136
|
|
|
|
|
|
|
{ name => "LegCouponRate", required => "N" }, |
7137
|
|
|
|
|
|
|
{ name => "LegSecurityExchange", required => "N" }, |
7138
|
|
|
|
|
|
|
{ name => "LegIssuer", required => "N" }, |
7139
|
|
|
|
|
|
|
{ name => "EncodedLegIssuerLen", required => "N" }, |
7140
|
|
|
|
|
|
|
{ name => "EncodedLegIssuer", required => "N" }, |
7141
|
|
|
|
|
|
|
{ name => "LegSecurityDesc", required => "N" }, |
7142
|
|
|
|
|
|
|
{ name => "EncodedLegSecurityDescLen", required => "N" }, |
7143
|
|
|
|
|
|
|
{ name => "EncodedLegSecurityDesc", required => "N" }, |
7144
|
|
|
|
|
|
|
{ name => "LegRatioQty", required => "N" }, |
7145
|
|
|
|
|
|
|
{ name => "LegSide", required => "N" }, |
7146
|
|
|
|
|
|
|
{ name => "LegCurrency", required => "N" }, |
7147
|
|
|
|
|
|
|
{ name => "LegPool", required => "N" }, |
7148
|
|
|
|
|
|
|
{ name => "LegDatedDate", required => "N" }, |
7149
|
|
|
|
|
|
|
{ name => "LegContractSettlMonth", required => "N" }, |
7150
|
|
|
|
|
|
|
{ name => "LegInterestAccrualDate", required => "N" }, |
7151
|
|
|
|
|
|
|
] |
7152
|
|
|
|
|
|
|
}, |
7153
|
|
|
|
|
|
|
{ |
7154
|
|
|
|
|
|
|
name => "InstrumentExtension", |
7155
|
|
|
|
|
|
|
fields => [ |
7156
|
|
|
|
|
|
|
{ name => "DeliveryForm", required => "N" }, |
7157
|
|
|
|
|
|
|
{ name => "PctAtRisk", required => "N" }, |
7158
|
|
|
|
|
|
|
{ |
7159
|
|
|
|
|
|
|
name => "NoInstrAttrib", |
7160
|
|
|
|
|
|
|
required => "N", |
7161
|
|
|
|
|
|
|
group => [ |
7162
|
|
|
|
|
|
|
{ name => "InstrAttribType", required => "N" }, |
7163
|
|
|
|
|
|
|
{ name => "InstrAttribValue", required => "N" }, |
7164
|
|
|
|
|
|
|
] |
7165
|
|
|
|
|
|
|
}, |
7166
|
|
|
|
|
|
|
] |
7167
|
|
|
|
|
|
|
}, |
7168
|
|
|
|
|
|
|
{ |
7169
|
|
|
|
|
|
|
name => "OrderQtyData", |
7170
|
|
|
|
|
|
|
fields => [ |
7171
|
|
|
|
|
|
|
{ name => "OrderQty", required => "N" }, |
7172
|
|
|
|
|
|
|
{ name => "CashOrderQty", required => "N" }, |
7173
|
|
|
|
|
|
|
{ name => "OrderPercent", required => "N" }, |
7174
|
|
|
|
|
|
|
{ name => "RoundingDirection", required => "N" }, |
7175
|
|
|
|
|
|
|
{ name => "RoundingModulus", required => "N" }, |
7176
|
|
|
|
|
|
|
] |
7177
|
|
|
|
|
|
|
}, |
7178
|
|
|
|
|
|
|
{ |
7179
|
|
|
|
|
|
|
name => "CommissionData", |
7180
|
|
|
|
|
|
|
fields => [ |
7181
|
|
|
|
|
|
|
{ name => "Commission", required => "N" }, |
7182
|
|
|
|
|
|
|
{ name => "CommType", required => "N" }, |
7183
|
|
|
|
|
|
|
{ name => "CommCurrency", required => "N" }, |
7184
|
|
|
|
|
|
|
{ name => "FundRenewWaiv", required => "N" }, |
7185
|
|
|
|
|
|
|
] |
7186
|
|
|
|
|
|
|
}, |
7187
|
|
|
|
|
|
|
{ |
7188
|
|
|
|
|
|
|
name => "Parties", |
7189
|
|
|
|
|
|
|
fields => [ |
7190
|
|
|
|
|
|
|
{ |
7191
|
|
|
|
|
|
|
name => "NoPartyIDs", |
7192
|
|
|
|
|
|
|
required => "N", |
7193
|
|
|
|
|
|
|
group => [ |
7194
|
|
|
|
|
|
|
{ name => "PartyID", required => "N" }, |
7195
|
|
|
|
|
|
|
{ name => "PartyIDSource", required => "N" }, |
7196
|
|
|
|
|
|
|
{ name => "PartyRole", required => "N" }, |
7197
|
|
|
|
|
|
|
{ |
7198
|
|
|
|
|
|
|
name => "NoPartySubIDs", |
7199
|
|
|
|
|
|
|
required => "N", |
7200
|
|
|
|
|
|
|
group => [ |
7201
|
|
|
|
|
|
|
{ name => "PartySubID", required => "N" }, |
7202
|
|
|
|
|
|
|
{ |
7203
|
|
|
|
|
|
|
name => "PartySubIDType", |
7204
|
|
|
|
|
|
|
required => "N" |
7205
|
|
|
|
|
|
|
}, |
7206
|
|
|
|
|
|
|
] |
7207
|
|
|
|
|
|
|
}, |
7208
|
|
|
|
|
|
|
] |
7209
|
|
|
|
|
|
|
}, |
7210
|
|
|
|
|
|
|
] |
7211
|
|
|
|
|
|
|
}, |
7212
|
|
|
|
|
|
|
{ |
7213
|
|
|
|
|
|
|
name => "NestedParties", |
7214
|
|
|
|
|
|
|
fields => [ |
7215
|
|
|
|
|
|
|
{ |
7216
|
|
|
|
|
|
|
name => "NoNestedPartyIDs", |
7217
|
|
|
|
|
|
|
required => "N", |
7218
|
|
|
|
|
|
|
group => [ |
7219
|
|
|
|
|
|
|
{ name => "NestedPartyID", required => "N" }, |
7220
|
|
|
|
|
|
|
{ |
7221
|
|
|
|
|
|
|
name => "NestedPartyIDSource", |
7222
|
|
|
|
|
|
|
required => "N" |
7223
|
|
|
|
|
|
|
}, |
7224
|
|
|
|
|
|
|
{ name => "NestedPartyRole", required => "N" }, |
7225
|
|
|
|
|
|
|
{ |
7226
|
|
|
|
|
|
|
name => "NoNestedPartySubIDs", |
7227
|
|
|
|
|
|
|
required => "N", |
7228
|
|
|
|
|
|
|
group => [ |
7229
|
|
|
|
|
|
|
{ |
7230
|
|
|
|
|
|
|
name => "NestedPartySubID", |
7231
|
|
|
|
|
|
|
required => "N" |
7232
|
|
|
|
|
|
|
}, |
7233
|
|
|
|
|
|
|
{ |
7234
|
|
|
|
|
|
|
name => "NestedPartySubIDType", |
7235
|
|
|
|
|
|
|
required => "N" |
7236
|
|
|
|
|
|
|
}, |
7237
|
|
|
|
|
|
|
] |
7238
|
|
|
|
|
|
|
}, |
7239
|
|
|
|
|
|
|
] |
7240
|
|
|
|
|
|
|
}, |
7241
|
|
|
|
|
|
|
] |
7242
|
|
|
|
|
|
|
}, |
7243
|
|
|
|
|
|
|
{ |
7244
|
|
|
|
|
|
|
name => "NestedParties2", |
7245
|
|
|
|
|
|
|
fields => [ |
7246
|
|
|
|
|
|
|
{ |
7247
|
|
|
|
|
|
|
name => "NoNested2PartyIDs", |
7248
|
|
|
|
|
|
|
required => "N", |
7249
|
|
|
|
|
|
|
group => [ |
7250
|
|
|
|
|
|
|
{ name => "Nested2PartyID", required => "N" }, |
7251
|
|
|
|
|
|
|
{ |
7252
|
|
|
|
|
|
|
name => "Nested2PartyIDSource", |
7253
|
|
|
|
|
|
|
required => "N" |
7254
|
|
|
|
|
|
|
}, |
7255
|
|
|
|
|
|
|
{ name => "Nested2PartyRole", required => "N" }, |
7256
|
|
|
|
|
|
|
{ |
7257
|
|
|
|
|
|
|
name => "NoNested2PartySubIDs", |
7258
|
|
|
|
|
|
|
required => "N", |
7259
|
|
|
|
|
|
|
group => [ |
7260
|
|
|
|
|
|
|
{ |
7261
|
|
|
|
|
|
|
name => "Nested2PartySubID", |
7262
|
|
|
|
|
|
|
required => "N" |
7263
|
|
|
|
|
|
|
}, |
7264
|
|
|
|
|
|
|
{ |
7265
|
|
|
|
|
|
|
name => "Nested2PartySubIDType", |
7266
|
|
|
|
|
|
|
required => "N" |
7267
|
|
|
|
|
|
|
}, |
7268
|
|
|
|
|
|
|
] |
7269
|
|
|
|
|
|
|
}, |
7270
|
|
|
|
|
|
|
] |
7271
|
|
|
|
|
|
|
}, |
7272
|
|
|
|
|
|
|
] |
7273
|
|
|
|
|
|
|
}, |
7274
|
|
|
|
|
|
|
{ |
7275
|
|
|
|
|
|
|
name => "NestedParties3", |
7276
|
|
|
|
|
|
|
fields => [ |
7277
|
|
|
|
|
|
|
{ |
7278
|
|
|
|
|
|
|
name => "NoNested3PartyIDs", |
7279
|
|
|
|
|
|
|
required => "N", |
7280
|
|
|
|
|
|
|
group => [ |
7281
|
|
|
|
|
|
|
{ name => "Nested3PartyID", required => "N" }, |
7282
|
|
|
|
|
|
|
{ |
7283
|
|
|
|
|
|
|
name => "Nested3PartyIDSource", |
7284
|
|
|
|
|
|
|
required => "N" |
7285
|
|
|
|
|
|
|
}, |
7286
|
|
|
|
|
|
|
{ name => "Nested3PartyRole", required => "N" }, |
7287
|
|
|
|
|
|
|
{ |
7288
|
|
|
|
|
|
|
name => "NoNested3PartySubIDs", |
7289
|
|
|
|
|
|
|
required => "N", |
7290
|
|
|
|
|
|
|
group => [ |
7291
|
|
|
|
|
|
|
{ |
7292
|
|
|
|
|
|
|
name => "Nested3PartySubID", |
7293
|
|
|
|
|
|
|
required => "N" |
7294
|
|
|
|
|
|
|
}, |
7295
|
|
|
|
|
|
|
{ |
7296
|
|
|
|
|
|
|
name => "Nested3PartySubIDType", |
7297
|
|
|
|
|
|
|
required => "N" |
7298
|
|
|
|
|
|
|
}, |
7299
|
|
|
|
|
|
|
] |
7300
|
|
|
|
|
|
|
}, |
7301
|
|
|
|
|
|
|
] |
7302
|
|
|
|
|
|
|
}, |
7303
|
|
|
|
|
|
|
] |
7304
|
|
|
|
|
|
|
}, |
7305
|
|
|
|
|
|
|
{ |
7306
|
|
|
|
|
|
|
name => "SettlParties", |
7307
|
|
|
|
|
|
|
fields => [ |
7308
|
|
|
|
|
|
|
{ |
7309
|
|
|
|
|
|
|
name => "NoSettlPartyIDs", |
7310
|
|
|
|
|
|
|
required => "N", |
7311
|
|
|
|
|
|
|
group => [ |
7312
|
|
|
|
|
|
|
{ name => "SettlPartyID", required => "N" }, |
7313
|
|
|
|
|
|
|
{ name => "SettlPartyIDSource", required => "N" }, |
7314
|
|
|
|
|
|
|
{ name => "SettlPartyRole", required => "N" }, |
7315
|
|
|
|
|
|
|
{ |
7316
|
|
|
|
|
|
|
name => "NoSettlPartySubIDs", |
7317
|
|
|
|
|
|
|
required => "N", |
7318
|
|
|
|
|
|
|
group => [ |
7319
|
|
|
|
|
|
|
{ |
7320
|
|
|
|
|
|
|
name => "SettlPartySubID", |
7321
|
|
|
|
|
|
|
required => "N" |
7322
|
|
|
|
|
|
|
}, |
7323
|
|
|
|
|
|
|
{ |
7324
|
|
|
|
|
|
|
name => "SettlPartySubIDType", |
7325
|
|
|
|
|
|
|
required => "N" |
7326
|
|
|
|
|
|
|
}, |
7327
|
|
|
|
|
|
|
] |
7328
|
|
|
|
|
|
|
}, |
7329
|
|
|
|
|
|
|
] |
7330
|
|
|
|
|
|
|
}, |
7331
|
|
|
|
|
|
|
] |
7332
|
|
|
|
|
|
|
}, |
7333
|
|
|
|
|
|
|
{ |
7334
|
|
|
|
|
|
|
name => "SpreadOrBenchmarkCurveData", |
7335
|
|
|
|
|
|
|
fields => [ |
7336
|
|
|
|
|
|
|
{ name => "Spread", required => "N" }, |
7337
|
|
|
|
|
|
|
{ name => "BenchmarkCurveCurrency", required => "N" }, |
7338
|
|
|
|
|
|
|
{ name => "BenchmarkCurveName", required => "N" }, |
7339
|
|
|
|
|
|
|
{ name => "BenchmarkCurvePoint", required => "N" }, |
7340
|
|
|
|
|
|
|
{ name => "BenchmarkPrice", required => "N" }, |
7341
|
|
|
|
|
|
|
{ name => "BenchmarkPriceType", required => "N" }, |
7342
|
|
|
|
|
|
|
{ name => "BenchmarkSecurityID", required => "N" }, |
7343
|
|
|
|
|
|
|
{ name => "BenchmarkSecurityIDSource", required => "N" }, |
7344
|
|
|
|
|
|
|
] |
7345
|
|
|
|
|
|
|
}, |
7346
|
|
|
|
|
|
|
{ |
7347
|
|
|
|
|
|
|
name => "LegBenchmarkCurveData", |
7348
|
|
|
|
|
|
|
fields => [ |
7349
|
|
|
|
|
|
|
{ name => "LegBenchmarkCurveCurrency", required => "N" }, |
7350
|
|
|
|
|
|
|
{ name => "LegBenchmarkCurveName", required => "N" }, |
7351
|
|
|
|
|
|
|
{ name => "LegBenchmarkCurvePoint", required => "N" }, |
7352
|
|
|
|
|
|
|
{ name => "LegBenchmarkPrice", required => "N" }, |
7353
|
|
|
|
|
|
|
{ name => "LegBenchmarkPriceType", required => "N" }, |
7354
|
|
|
|
|
|
|
] |
7355
|
|
|
|
|
|
|
}, |
7356
|
|
|
|
|
|
|
{ |
7357
|
|
|
|
|
|
|
name => "Stipulations", |
7358
|
|
|
|
|
|
|
fields => [ |
7359
|
|
|
|
|
|
|
{ |
7360
|
|
|
|
|
|
|
name => "NoStipulations", |
7361
|
|
|
|
|
|
|
required => "N", |
7362
|
|
|
|
|
|
|
group => [ |
7363
|
|
|
|
|
|
|
{ name => "StipulationType", required => "N" }, |
7364
|
|
|
|
|
|
|
{ name => "StipulationValue", required => "N" }, |
7365
|
|
|
|
|
|
|
] |
7366
|
|
|
|
|
|
|
}, |
7367
|
|
|
|
|
|
|
] |
7368
|
|
|
|
|
|
|
}, |
7369
|
|
|
|
|
|
|
{ |
7370
|
|
|
|
|
|
|
name => "UnderlyingStipulations", |
7371
|
|
|
|
|
|
|
fields => [ |
7372
|
|
|
|
|
|
|
{ |
7373
|
|
|
|
|
|
|
name => "NoUnderlyingStips", |
7374
|
|
|
|
|
|
|
required => "N", |
7375
|
|
|
|
|
|
|
group => [ |
7376
|
|
|
|
|
|
|
{ name => "UnderlyingStipType", required => "N" }, |
7377
|
|
|
|
|
|
|
{ |
7378
|
|
|
|
|
|
|
name => "UnderlyingStipValue", |
7379
|
|
|
|
|
|
|
required => "N" |
7380
|
|
|
|
|
|
|
}, |
7381
|
|
|
|
|
|
|
] |
7382
|
|
|
|
|
|
|
}, |
7383
|
|
|
|
|
|
|
] |
7384
|
|
|
|
|
|
|
}, |
7385
|
|
|
|
|
|
|
{ |
7386
|
|
|
|
|
|
|
name => "LegStipulations", |
7387
|
|
|
|
|
|
|
fields => [ |
7388
|
|
|
|
|
|
|
{ |
7389
|
|
|
|
|
|
|
name => "NoLegStipulations", |
7390
|
|
|
|
|
|
|
required => "N", |
7391
|
|
|
|
|
|
|
group => [ |
7392
|
|
|
|
|
|
|
{ name => "LegStipulationType", required => "N" }, |
7393
|
|
|
|
|
|
|
{ |
7394
|
|
|
|
|
|
|
name => "LegStipulationValue", |
7395
|
|
|
|
|
|
|
required => "N" |
7396
|
|
|
|
|
|
|
}, |
7397
|
|
|
|
|
|
|
] |
7398
|
|
|
|
|
|
|
}, |
7399
|
|
|
|
|
|
|
] |
7400
|
|
|
|
|
|
|
}, |
7401
|
|
|
|
|
|
|
{ |
7402
|
|
|
|
|
|
|
name => "YieldData", |
7403
|
|
|
|
|
|
|
fields => [ |
7404
|
|
|
|
|
|
|
{ name => "YieldType", required => "N" }, |
7405
|
|
|
|
|
|
|
{ name => "Yield", required => "N" }, |
7406
|
|
|
|
|
|
|
{ name => "YieldCalcDate", required => "N" }, |
7407
|
|
|
|
|
|
|
{ name => "YieldRedemptionDate", required => "N" }, |
7408
|
|
|
|
|
|
|
{ name => "YieldRedemptionPrice", required => "N" }, |
7409
|
|
|
|
|
|
|
{ name => "YieldRedemptionPriceType", required => "N" }, |
7410
|
|
|
|
|
|
|
] |
7411
|
|
|
|
|
|
|
}, |
7412
|
|
|
|
|
|
|
{ |
7413
|
|
|
|
|
|
|
name => "PositionQty", |
7414
|
|
|
|
|
|
|
fields => [ |
7415
|
|
|
|
|
|
|
{ |
7416
|
|
|
|
|
|
|
name => "NoPositions", |
7417
|
|
|
|
|
|
|
required => "Y", |
7418
|
|
|
|
|
|
|
group => [ |
7419
|
|
|
|
|
|
|
{ name => "PosType", required => "N" }, |
7420
|
|
|
|
|
|
|
{ name => "LongQty", required => "N" }, |
7421
|
|
|
|
|
|
|
{ name => "ShortQty", required => "N" }, |
7422
|
|
|
|
|
|
|
{ name => "PosQtyStatus", required => "N" }, |
7423
|
|
|
|
|
|
|
{ |
7424
|
|
|
|
|
|
|
name => "NestedParties", |
7425
|
|
|
|
|
|
|
required => "N", |
7426
|
|
|
|
|
|
|
component => "Y" |
7427
|
|
|
|
|
|
|
}, |
7428
|
|
|
|
|
|
|
] |
7429
|
|
|
|
|
|
|
}, |
7430
|
|
|
|
|
|
|
] |
7431
|
|
|
|
|
|
|
}, |
7432
|
|
|
|
|
|
|
{ |
7433
|
|
|
|
|
|
|
name => "PositionAmountData", |
7434
|
|
|
|
|
|
|
fields => [ |
7435
|
|
|
|
|
|
|
{ |
7436
|
|
|
|
|
|
|
name => "NoPosAmt", |
7437
|
|
|
|
|
|
|
required => "Y", |
7438
|
|
|
|
|
|
|
group => [ |
7439
|
|
|
|
|
|
|
{ name => "PosAmtType", required => "Y" }, |
7440
|
|
|
|
|
|
|
{ name => "PosAmt", required => "Y" }, |
7441
|
|
|
|
|
|
|
] |
7442
|
|
|
|
|
|
|
}, |
7443
|
|
|
|
|
|
|
] |
7444
|
|
|
|
|
|
|
}, |
7445
|
|
|
|
|
|
|
{ |
7446
|
|
|
|
|
|
|
name => "TrdRegTimestamps", |
7447
|
|
|
|
|
|
|
fields => [ |
7448
|
|
|
|
|
|
|
{ |
7449
|
|
|
|
|
|
|
name => "NoTrdRegTimestamps", |
7450
|
|
|
|
|
|
|
required => "Y", |
7451
|
|
|
|
|
|
|
group => [ |
7452
|
|
|
|
|
|
|
{ name => "TrdRegTimestamp", required => "N" }, |
7453
|
|
|
|
|
|
|
{ |
7454
|
|
|
|
|
|
|
name => "TrdRegTimestampType", |
7455
|
|
|
|
|
|
|
required => "N" |
7456
|
|
|
|
|
|
|
}, |
7457
|
|
|
|
|
|
|
{ |
7458
|
|
|
|
|
|
|
name => "TrdRegTimestampOrigin", |
7459
|
|
|
|
|
|
|
required => "N" |
7460
|
|
|
|
|
|
|
}, |
7461
|
|
|
|
|
|
|
] |
7462
|
|
|
|
|
|
|
}, |
7463
|
|
|
|
|
|
|
] |
7464
|
|
|
|
|
|
|
}, |
7465
|
|
|
|
|
|
|
{ |
7466
|
|
|
|
|
|
|
name => "SettlInstructionsData", |
7467
|
|
|
|
|
|
|
fields => [ |
7468
|
|
|
|
|
|
|
{ name => "SettlDeliveryType", required => "N" }, |
7469
|
|
|
|
|
|
|
{ name => "StandInstDbType", required => "N" }, |
7470
|
|
|
|
|
|
|
{ name => "StandInstDbName", required => "N" }, |
7471
|
|
|
|
|
|
|
{ name => "StandInstDbID", required => "N" }, |
7472
|
|
|
|
|
|
|
{ |
7473
|
|
|
|
|
|
|
name => "NoDlvyInst", |
7474
|
|
|
|
|
|
|
required => "N", |
7475
|
|
|
|
|
|
|
group => [ |
7476
|
|
|
|
|
|
|
{ name => "SettlInstSource", required => "N" }, |
7477
|
|
|
|
|
|
|
{ name => "DlvyInstType", required => "N" }, |
7478
|
|
|
|
|
|
|
{ |
7479
|
|
|
|
|
|
|
name => "SettlParties", |
7480
|
|
|
|
|
|
|
required => "N", |
7481
|
|
|
|
|
|
|
component => "Y" |
7482
|
|
|
|
|
|
|
}, |
7483
|
|
|
|
|
|
|
] |
7484
|
|
|
|
|
|
|
}, |
7485
|
|
|
|
|
|
|
] |
7486
|
|
|
|
|
|
|
}, |
7487
|
|
|
|
|
|
|
{ |
7488
|
|
|
|
|
|
|
name => "PegInstructions", |
7489
|
|
|
|
|
|
|
fields => [ |
7490
|
|
|
|
|
|
|
{ name => "PegOffsetValue", required => "N" }, |
7491
|
|
|
|
|
|
|
{ name => "PegMoveType", required => "N" }, |
7492
|
|
|
|
|
|
|
{ name => "PegOffsetType", required => "N" }, |
7493
|
|
|
|
|
|
|
{ name => "PegLimitType", required => "N" }, |
7494
|
|
|
|
|
|
|
{ name => "PegRoundDirection", required => "N" }, |
7495
|
|
|
|
|
|
|
{ name => "PegScope", required => "N" }, |
7496
|
|
|
|
|
|
|
] |
7497
|
|
|
|
|
|
|
}, |
7498
|
|
|
|
|
|
|
{ |
7499
|
|
|
|
|
|
|
name => "DiscretionInstructions", |
7500
|
|
|
|
|
|
|
fields => [ |
7501
|
|
|
|
|
|
|
{ name => "DiscretionInst", required => "N" }, |
7502
|
|
|
|
|
|
|
{ name => "DiscretionOffsetValue", required => "N" }, |
7503
|
|
|
|
|
|
|
{ name => "DiscretionMoveType", required => "N" }, |
7504
|
|
|
|
|
|
|
{ name => "DiscretionOffsetType", required => "N" }, |
7505
|
|
|
|
|
|
|
{ name => "DiscretionLimitType", required => "N" }, |
7506
|
|
|
|
|
|
|
{ name => "DiscretionRoundDirection", required => "N" }, |
7507
|
|
|
|
|
|
|
{ name => "DiscretionScope", required => "N" }, |
7508
|
|
|
|
|
|
|
] |
7509
|
|
|
|
|
|
|
}, |
7510
|
|
|
|
|
|
|
{ |
7511
|
|
|
|
|
|
|
name => "FinancingDetails", |
7512
|
|
|
|
|
|
|
fields => [ |
7513
|
|
|
|
|
|
|
{ name => "AgreementDesc", required => "N" }, |
7514
|
|
|
|
|
|
|
{ name => "AgreementID", required => "N" }, |
7515
|
|
|
|
|
|
|
{ name => "AgreementDate", required => "N" }, |
7516
|
|
|
|
|
|
|
{ name => "AgreementCurrency", required => "N" }, |
7517
|
|
|
|
|
|
|
{ name => "TerminationType", required => "N" }, |
7518
|
|
|
|
|
|
|
{ name => "StartDate", required => "N" }, |
7519
|
|
|
|
|
|
|
{ name => "EndDate", required => "N" }, |
7520
|
|
|
|
|
|
|
{ name => "DeliveryType", required => "N" }, |
7521
|
|
|
|
|
|
|
{ name => "MarginRatio", required => "N" }, |
7522
|
|
|
|
|
|
|
] |
7523
|
|
|
|
|
|
|
}, |
7524
|
|
|
|
|
|
|
], |
7525
|
|
|
|
|
|
|
|
7526
|
|
|
|
|
|
|
fields => [ |
7527
|
|
|
|
|
|
|
{ number => "1", name => "Account", type => "STRING" }, |
7528
|
|
|
|
|
|
|
{ number => "2", name => "AdvId", type => "STRING" }, |
7529
|
|
|
|
|
|
|
{ number => "3", name => "AdvRefID", type => "STRING" }, |
7530
|
|
|
|
|
|
|
{ |
7531
|
|
|
|
|
|
|
number => "4", |
7532
|
|
|
|
|
|
|
name => "AdvSide", |
7533
|
|
|
|
|
|
|
type => "CHAR", |
7534
|
|
|
|
|
|
|
enum => [ |
7535
|
|
|
|
|
|
|
{ name => "B", description => "BUY" }, |
7536
|
|
|
|
|
|
|
{ name => "S", description => "SELL" }, |
7537
|
|
|
|
|
|
|
{ name => "X", description => "CROSS" }, |
7538
|
|
|
|
|
|
|
{ name => "T", description => "TRADE" }, |
7539
|
|
|
|
|
|
|
] |
7540
|
|
|
|
|
|
|
}, |
7541
|
|
|
|
|
|
|
{ |
7542
|
|
|
|
|
|
|
number => "5", |
7543
|
|
|
|
|
|
|
name => "AdvTransType", |
7544
|
|
|
|
|
|
|
type => "STRING", |
7545
|
|
|
|
|
|
|
enum => [ |
7546
|
|
|
|
|
|
|
{ name => "N", description => "NEW" }, |
7547
|
|
|
|
|
|
|
{ name => "C", description => "CANCEL" }, |
7548
|
|
|
|
|
|
|
{ name => "R", description => "REPLACE" }, |
7549
|
|
|
|
|
|
|
] |
7550
|
|
|
|
|
|
|
}, |
7551
|
|
|
|
|
|
|
{ number => "6", name => "AvgPx", type => "PRICE" }, |
7552
|
|
|
|
|
|
|
{ number => "7", name => "BeginSeqNo", type => "SEQNUM" }, |
7553
|
|
|
|
|
|
|
{ number => "8", name => "BeginString", type => "STRING" }, |
7554
|
|
|
|
|
|
|
{ number => "9", name => "BodyLength", type => "LENGTH" }, |
7555
|
|
|
|
|
|
|
{ number => "10", name => "CheckSum", type => "STRING" }, |
7556
|
|
|
|
|
|
|
{ number => "11", name => "ClOrdID", type => "STRING" }, |
7557
|
|
|
|
|
|
|
{ number => "12", name => "Commission", type => "AMT" }, |
7558
|
|
|
|
|
|
|
{ |
7559
|
|
|
|
|
|
|
number => "13", |
7560
|
|
|
|
|
|
|
name => "CommType", |
7561
|
|
|
|
|
|
|
type => "CHAR", |
7562
|
|
|
|
|
|
|
enum => [ |
7563
|
|
|
|
|
|
|
{ name => "1", description => "PER_UNIT" }, |
7564
|
|
|
|
|
|
|
{ name => "2", description => "PERCENTAGE" }, |
7565
|
|
|
|
|
|
|
{ name => "3", description => "ABSOLUTE" }, |
7566
|
|
|
|
|
|
|
{ |
7567
|
|
|
|
|
|
|
name => "4", |
7568
|
|
|
|
|
|
|
description => "PERCENTAGE_WAIVED_CASH_DISCOUNT" |
7569
|
|
|
|
|
|
|
}, |
7570
|
|
|
|
|
|
|
{ |
7571
|
|
|
|
|
|
|
name => "5", |
7572
|
|
|
|
|
|
|
description => "PERCENTAGE_WAIVED_ENHANCED_UNITS" |
7573
|
|
|
|
|
|
|
}, |
7574
|
|
|
|
|
|
|
{ |
7575
|
|
|
|
|
|
|
name => "6", |
7576
|
|
|
|
|
|
|
description => "POINTS_PER_BOND_OR_OR_CONTRACT" |
7577
|
|
|
|
|
|
|
}, |
7578
|
|
|
|
|
|
|
] |
7579
|
|
|
|
|
|
|
}, |
7580
|
|
|
|
|
|
|
{ number => "14", name => "CumQty", type => "QTY" }, |
7581
|
|
|
|
|
|
|
{ number => "15", name => "Currency", type => "CURRENCY" }, |
7582
|
|
|
|
|
|
|
{ number => "16", name => "EndSeqNo", type => "SEQNUM" }, |
7583
|
|
|
|
|
|
|
{ number => "17", name => "ExecID", type => "STRING" }, |
7584
|
|
|
|
|
|
|
{ |
7585
|
|
|
|
|
|
|
number => "18", |
7586
|
|
|
|
|
|
|
name => "ExecInst", |
7587
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
7588
|
|
|
|
|
|
|
enum => [ |
7589
|
|
|
|
|
|
|
{ name => "1", description => "NOT_HELD" }, |
7590
|
|
|
|
|
|
|
{ name => "2", description => "WORK" }, |
7591
|
|
|
|
|
|
|
{ name => "3", description => "GO_ALONG" }, |
7592
|
|
|
|
|
|
|
{ name => "4", description => "OVER_THE_DAY" }, |
7593
|
|
|
|
|
|
|
{ name => "5", description => "HELD" }, |
7594
|
|
|
|
|
|
|
{ |
7595
|
|
|
|
|
|
|
name => "6", |
7596
|
|
|
|
|
|
|
description => "PARTICIPATE_DONT_INITIATE" |
7597
|
|
|
|
|
|
|
}, |
7598
|
|
|
|
|
|
|
{ name => "7", description => "STRICT_SCALE" }, |
7599
|
|
|
|
|
|
|
{ name => "8", description => "TRY_TO_SCALE" }, |
7600
|
|
|
|
|
|
|
{ name => "9", description => "STAY_ON_BIDSIDE" }, |
7601
|
|
|
|
|
|
|
{ name => "0", description => "STAY_ON_OFFERSIDE" }, |
7602
|
|
|
|
|
|
|
{ name => "A", description => "NO_CROSS" }, |
7603
|
|
|
|
|
|
|
{ name => "B", description => "OK_TO_CROSS" }, |
7604
|
|
|
|
|
|
|
{ name => "C", description => "CALL_FIRST" }, |
7605
|
|
|
|
|
|
|
{ name => "D", description => "PERCENT_OF_VOLUME" }, |
7606
|
|
|
|
|
|
|
{ name => "E", description => "DO_NOT_INCREASE" }, |
7607
|
|
|
|
|
|
|
{ name => "F", description => "DO_NOT_REDUCE" }, |
7608
|
|
|
|
|
|
|
{ name => "G", description => "ALL_OR_NONE" }, |
7609
|
|
|
|
|
|
|
{ |
7610
|
|
|
|
|
|
|
name => "H", |
7611
|
|
|
|
|
|
|
description => "REINSTATE_ON_SYSTEM_FAILURE" |
7612
|
|
|
|
|
|
|
}, |
7613
|
|
|
|
|
|
|
{ name => "I", description => "INSTITUTIONS_ONLY" }, |
7614
|
|
|
|
|
|
|
{ |
7615
|
|
|
|
|
|
|
name => "J", |
7616
|
|
|
|
|
|
|
description => "REINSTATE_ON_TRADING_HALT" |
7617
|
|
|
|
|
|
|
}, |
7618
|
|
|
|
|
|
|
{ name => "K", description => "CANCEL_ON_TRADING_HALT" }, |
7619
|
|
|
|
|
|
|
{ name => "L", description => "LAST_PEG" }, |
7620
|
|
|
|
|
|
|
{ name => "M", description => "MID_PRICE" }, |
7621
|
|
|
|
|
|
|
{ name => "N", description => "NON_NEGOTIABLE" }, |
7622
|
|
|
|
|
|
|
{ name => "O", description => "OPENING_PEG" }, |
7623
|
|
|
|
|
|
|
{ name => "P", description => "MARKET_PEG" }, |
7624
|
|
|
|
|
|
|
{ |
7625
|
|
|
|
|
|
|
name => "Q", |
7626
|
|
|
|
|
|
|
description => "CANCEL_ON_SYSTEM_FAILURE" |
7627
|
|
|
|
|
|
|
}, |
7628
|
|
|
|
|
|
|
{ name => "R", description => "PRIMARY_PEG" }, |
7629
|
|
|
|
|
|
|
{ name => "S", description => "SUSPEND" }, |
7630
|
|
|
|
|
|
|
{ |
7631
|
|
|
|
|
|
|
name => "T", |
7632
|
|
|
|
|
|
|
description => |
7633
|
|
|
|
|
|
|
"FIXED_PEG_TO_LOCAL_BEST_BID_OR_OFFER_AT_TIME_OF_ORDER" |
7634
|
|
|
|
|
|
|
}, |
7635
|
|
|
|
|
|
|
{ |
7636
|
|
|
|
|
|
|
name => "U", |
7637
|
|
|
|
|
|
|
description => "CUSTOMER_DISPLAY_INSTRUCTION" |
7638
|
|
|
|
|
|
|
}, |
7639
|
|
|
|
|
|
|
{ name => "V", description => "NETTING" }, |
7640
|
|
|
|
|
|
|
{ name => "W", description => "PEG_TO_VWAP" }, |
7641
|
|
|
|
|
|
|
{ name => "X", description => "TRADE_ALONG" }, |
7642
|
|
|
|
|
|
|
{ name => "Y", description => "TRY_TO_STOP" }, |
7643
|
|
|
|
|
|
|
{ name => "Z", description => "CANCEL_IF_NOT_BEST" }, |
7644
|
|
|
|
|
|
|
{ name => "a", description => "TRAILING_STOP_PEG" }, |
7645
|
|
|
|
|
|
|
{ name => "b", description => "STRICT_LIMIT" }, |
7646
|
|
|
|
|
|
|
{ |
7647
|
|
|
|
|
|
|
name => "c", |
7648
|
|
|
|
|
|
|
description => "IGNORE_PRICE_VALIDITY_CHECKS" |
7649
|
|
|
|
|
|
|
}, |
7650
|
|
|
|
|
|
|
{ name => "d", description => "PEG_TO_LIMIT_PRICE" }, |
7651
|
|
|
|
|
|
|
{ name => "e", description => "WORK_TO_TARGET_STRATEGY" }, |
7652
|
|
|
|
|
|
|
] |
7653
|
|
|
|
|
|
|
}, |
7654
|
|
|
|
|
|
|
{ number => "19", name => "ExecRefID", type => "STRING" }, |
7655
|
|
|
|
|
|
|
{ |
7656
|
|
|
|
|
|
|
number => "21", |
7657
|
|
|
|
|
|
|
name => "HandlInst", |
7658
|
|
|
|
|
|
|
type => "CHAR", |
7659
|
|
|
|
|
|
|
enum => [ |
7660
|
|
|
|
|
|
|
{ |
7661
|
|
|
|
|
|
|
name => "1", |
7662
|
|
|
|
|
|
|
description => "AUTOMATED_EXECUTION_ORDER_PRIVATE" |
7663
|
|
|
|
|
|
|
}, |
7664
|
|
|
|
|
|
|
{ |
7665
|
|
|
|
|
|
|
name => "2", |
7666
|
|
|
|
|
|
|
description => "AUTOMATED_EXECUTION_ORDER_PUBLIC" |
7667
|
|
|
|
|
|
|
}, |
7668
|
|
|
|
|
|
|
{ name => "3", description => "MANUAL_ORDER" }, |
7669
|
|
|
|
|
|
|
] |
7670
|
|
|
|
|
|
|
}, |
7671
|
|
|
|
|
|
|
{ |
7672
|
|
|
|
|
|
|
number => "22", |
7673
|
|
|
|
|
|
|
name => "SecurityIDSource", |
7674
|
|
|
|
|
|
|
type => "STRING", |
7675
|
|
|
|
|
|
|
enum => [ |
7676
|
|
|
|
|
|
|
{ name => "1", description => "CUSIP" }, |
7677
|
|
|
|
|
|
|
{ name => "2", description => "SEDOL" }, |
7678
|
|
|
|
|
|
|
{ name => "3", description => "QUIK" }, |
7679
|
|
|
|
|
|
|
{ name => "4", description => "ISIN_NUMBER" }, |
7680
|
|
|
|
|
|
|
{ name => "5", description => "RIC_CODE" }, |
7681
|
|
|
|
|
|
|
{ name => "6", description => "ISO_CURRENCY_CODE" }, |
7682
|
|
|
|
|
|
|
{ name => "7", description => "ISO_COUNTRY_CODE" }, |
7683
|
|
|
|
|
|
|
{ name => "8", description => "EXCHANGE_SYMBOL" }, |
7684
|
|
|
|
|
|
|
{ |
7685
|
|
|
|
|
|
|
name => "9", |
7686
|
|
|
|
|
|
|
description => "CONSOLIDATED_TAPE_ASSOCIATION" |
7687
|
|
|
|
|
|
|
}, |
7688
|
|
|
|
|
|
|
{ name => "A", description => "BLOOMBERG_SYMBOL" }, |
7689
|
|
|
|
|
|
|
{ name => "B", description => "WERTPAPIER" }, |
7690
|
|
|
|
|
|
|
{ name => "C", description => "DUTCH" }, |
7691
|
|
|
|
|
|
|
{ name => "D", description => "VALOREN" }, |
7692
|
|
|
|
|
|
|
{ name => "E", description => "SICOVAM" }, |
7693
|
|
|
|
|
|
|
{ name => "F", description => "BELGIAN" }, |
7694
|
|
|
|
|
|
|
{ name => "G", description => "COMMON" }, |
7695
|
|
|
|
|
|
|
{ |
7696
|
|
|
|
|
|
|
name => "H", |
7697
|
|
|
|
|
|
|
description => "CLEARING_HOUSE_CLEARING_ORGANIZATION" |
7698
|
|
|
|
|
|
|
}, |
7699
|
|
|
|
|
|
|
{ |
7700
|
|
|
|
|
|
|
name => "I", |
7701
|
|
|
|
|
|
|
description => "ISDA_FPML_PRODUCT_SPECIFICATION" |
7702
|
|
|
|
|
|
|
}, |
7703
|
|
|
|
|
|
|
{ |
7704
|
|
|
|
|
|
|
name => "J", |
7705
|
|
|
|
|
|
|
description => "OPTIONS_PRICE_REPORTING_AUTHORITY" |
7706
|
|
|
|
|
|
|
}, |
7707
|
|
|
|
|
|
|
] |
7708
|
|
|
|
|
|
|
}, |
7709
|
|
|
|
|
|
|
{ number => "23", name => "IOIid", type => "STRING" }, |
7710
|
|
|
|
|
|
|
{ |
7711
|
|
|
|
|
|
|
number => "25", |
7712
|
|
|
|
|
|
|
name => "IOIQltyInd", |
7713
|
|
|
|
|
|
|
type => "CHAR", |
7714
|
|
|
|
|
|
|
enum => [ |
7715
|
|
|
|
|
|
|
{ name => "L", description => "LOW" }, |
7716
|
|
|
|
|
|
|
{ name => "M", description => "MEDIUM" }, |
7717
|
|
|
|
|
|
|
{ name => "H", description => "HIGH" }, |
7718
|
|
|
|
|
|
|
] |
7719
|
|
|
|
|
|
|
}, |
7720
|
|
|
|
|
|
|
{ number => "26", name => "IOIRefID", type => "STRING" }, |
7721
|
|
|
|
|
|
|
{ number => "27", name => "IOIQty", type => "STRING" }, |
7722
|
|
|
|
|
|
|
{ |
7723
|
|
|
|
|
|
|
number => "28", |
7724
|
|
|
|
|
|
|
name => "IOITransType", |
7725
|
|
|
|
|
|
|
type => "CHAR", |
7726
|
|
|
|
|
|
|
enum => [ |
7727
|
|
|
|
|
|
|
{ name => "N", description => "NEW" }, |
7728
|
|
|
|
|
|
|
{ name => "C", description => "CANCEL" }, |
7729
|
|
|
|
|
|
|
{ name => "R", description => "REPLACE" }, |
7730
|
|
|
|
|
|
|
] |
7731
|
|
|
|
|
|
|
}, |
7732
|
|
|
|
|
|
|
{ |
7733
|
|
|
|
|
|
|
number => "29", |
7734
|
|
|
|
|
|
|
name => "LastCapacity", |
7735
|
|
|
|
|
|
|
type => "CHAR", |
7736
|
|
|
|
|
|
|
enum => [ |
7737
|
|
|
|
|
|
|
{ name => "1", description => "AGENT" }, |
7738
|
|
|
|
|
|
|
{ name => "2", description => "CROSS_AS_AGENT" }, |
7739
|
|
|
|
|
|
|
{ name => "3", description => "CROSS_AS_PRINCIPAL" }, |
7740
|
|
|
|
|
|
|
{ name => "4", description => "PRINCIPAL" }, |
7741
|
|
|
|
|
|
|
] |
7742
|
|
|
|
|
|
|
}, |
7743
|
|
|
|
|
|
|
{ number => "30", name => "LastMkt", type => "EXCHANGE" }, |
7744
|
|
|
|
|
|
|
{ number => "31", name => "LastPx", type => "PRICE" }, |
7745
|
|
|
|
|
|
|
{ number => "32", name => "LastQty", type => "QTY" }, |
7746
|
|
|
|
|
|
|
{ number => "33", name => "LinesOfText", type => "NUMINGROUP" }, |
7747
|
|
|
|
|
|
|
{ number => "34", name => "MsgSeqNum", type => "SEQNUM" }, |
7748
|
|
|
|
|
|
|
{ |
7749
|
|
|
|
|
|
|
number => "35", |
7750
|
|
|
|
|
|
|
name => "MsgType", |
7751
|
|
|
|
|
|
|
type => "STRING", |
7752
|
|
|
|
|
|
|
enum => [ |
7753
|
|
|
|
|
|
|
{ name => "0", description => "HEARTBEAT" }, |
7754
|
|
|
|
|
|
|
{ name => "1", description => "TEST_REQUEST" }, |
7755
|
|
|
|
|
|
|
{ name => "2", description => "RESEND_REQUEST" }, |
7756
|
|
|
|
|
|
|
{ name => "3", description => "REJECT" }, |
7757
|
|
|
|
|
|
|
{ name => "4", description => "SEQUENCE_RESET" }, |
7758
|
|
|
|
|
|
|
{ name => "5", description => "LOGOUT" }, |
7759
|
|
|
|
|
|
|
{ name => "6", description => "INDICATION_OF_INTEREST" }, |
7760
|
|
|
|
|
|
|
{ name => "7", description => "ADVERTISEMENT" }, |
7761
|
|
|
|
|
|
|
{ name => "8", description => "EXECUTION_REPORT" }, |
7762
|
|
|
|
|
|
|
{ name => "9", description => "ORDER_CANCEL_REJECT" }, |
7763
|
|
|
|
|
|
|
{ name => "A", description => "LOGON" }, |
7764
|
|
|
|
|
|
|
{ name => "B", description => "NEWS" }, |
7765
|
|
|
|
|
|
|
{ name => "C", description => "EMAIL" }, |
7766
|
|
|
|
|
|
|
{ name => "D", description => "ORDER_SINGLE" }, |
7767
|
|
|
|
|
|
|
{ name => "E", description => "ORDER_LIST" }, |
7768
|
|
|
|
|
|
|
{ name => "F", description => "ORDER_CANCEL_REQUEST" }, |
7769
|
|
|
|
|
|
|
{ |
7770
|
|
|
|
|
|
|
name => "G", |
7771
|
|
|
|
|
|
|
description => "ORDER_CANCEL_REPLACE_REQUEST" |
7772
|
|
|
|
|
|
|
}, |
7773
|
|
|
|
|
|
|
{ name => "H", description => "ORDER_STATUS_REQUEST" }, |
7774
|
|
|
|
|
|
|
{ name => "J", description => "ALLOCATION_INSTRUCTION" }, |
7775
|
|
|
|
|
|
|
{ name => "K", description => "LIST_CANCEL_REQUEST" }, |
7776
|
|
|
|
|
|
|
{ name => "L", description => "LIST_EXECUTE" }, |
7777
|
|
|
|
|
|
|
{ name => "M", description => "LIST_STATUS_REQUEST" }, |
7778
|
|
|
|
|
|
|
{ name => "N", description => "LIST_STATUS" }, |
7779
|
|
|
|
|
|
|
{ |
7780
|
|
|
|
|
|
|
name => "P", |
7781
|
|
|
|
|
|
|
description => "ALLOCATION_INSTRUCTION_ACK" |
7782
|
|
|
|
|
|
|
}, |
7783
|
|
|
|
|
|
|
{ name => "Q", description => "DONT_KNOW_TRADE" }, |
7784
|
|
|
|
|
|
|
{ name => "R", description => "QUOTE_REQUEST" }, |
7785
|
|
|
|
|
|
|
{ name => "S", description => "QUOTE" }, |
7786
|
|
|
|
|
|
|
{ name => "T", description => "SETTLEMENT_INSTRUCTIONS" }, |
7787
|
|
|
|
|
|
|
{ name => "V", description => "MARKET_DATA_REQUEST" }, |
7788
|
|
|
|
|
|
|
{ |
7789
|
|
|
|
|
|
|
name => "W", |
7790
|
|
|
|
|
|
|
description => "MARKET_DATA_SNAPSHOT_FULL_REFRESH" |
7791
|
|
|
|
|
|
|
}, |
7792
|
|
|
|
|
|
|
{ |
7793
|
|
|
|
|
|
|
name => "X", |
7794
|
|
|
|
|
|
|
description => "MARKET_DATA_INCREMENTAL_REFRESH" |
7795
|
|
|
|
|
|
|
}, |
7796
|
|
|
|
|
|
|
{ |
7797
|
|
|
|
|
|
|
name => "Y", |
7798
|
|
|
|
|
|
|
description => "MARKET_DATA_REQUEST_REJECT" |
7799
|
|
|
|
|
|
|
}, |
7800
|
|
|
|
|
|
|
{ name => "Z", description => "QUOTE_CANCEL" }, |
7801
|
|
|
|
|
|
|
{ name => "a", description => "QUOTE_STATUS_REQUEST" }, |
7802
|
|
|
|
|
|
|
{ |
7803
|
|
|
|
|
|
|
name => "b", |
7804
|
|
|
|
|
|
|
description => "MASS_QUOTE_ACKNOWLEDGEMENT" |
7805
|
|
|
|
|
|
|
}, |
7806
|
|
|
|
|
|
|
{ |
7807
|
|
|
|
|
|
|
name => "c", |
7808
|
|
|
|
|
|
|
description => "SECURITY_DEFINITION_REQUEST" |
7809
|
|
|
|
|
|
|
}, |
7810
|
|
|
|
|
|
|
{ name => "d", description => "SECURITY_DEFINITION" }, |
7811
|
|
|
|
|
|
|
{ name => "e", description => "SECURITY_STATUS_REQUEST" }, |
7812
|
|
|
|
|
|
|
{ name => "f", description => "SECURITY_STATUS" }, |
7813
|
|
|
|
|
|
|
{ |
7814
|
|
|
|
|
|
|
name => "g", |
7815
|
|
|
|
|
|
|
description => "TRADING_SESSION_STATUS_REQUEST" |
7816
|
|
|
|
|
|
|
}, |
7817
|
|
|
|
|
|
|
{ name => "h", description => "TRADING_SESSION_STATUS" }, |
7818
|
|
|
|
|
|
|
{ name => "i", description => "MASS_QUOTE" }, |
7819
|
|
|
|
|
|
|
{ name => "j", description => "BUSINESS_MESSAGE_REJECT" }, |
7820
|
|
|
|
|
|
|
{ name => "k", description => "BID_REQUEST" }, |
7821
|
|
|
|
|
|
|
{ name => "l", description => "BID_RESPONSE" }, |
7822
|
|
|
|
|
|
|
{ name => "m", description => "LIST_STRIKE_PRICE" }, |
7823
|
|
|
|
|
|
|
{ name => "n", description => "XML_MESSAGE" }, |
7824
|
|
|
|
|
|
|
{ |
7825
|
|
|
|
|
|
|
name => "o", |
7826
|
|
|
|
|
|
|
description => "REGISTRATION_INSTRUCTIONS" |
7827
|
|
|
|
|
|
|
}, |
7828
|
|
|
|
|
|
|
{ |
7829
|
|
|
|
|
|
|
name => "p", |
7830
|
|
|
|
|
|
|
description => "REGISTRATION_INSTRUCTIONS_RESPONSE" |
7831
|
|
|
|
|
|
|
}, |
7832
|
|
|
|
|
|
|
{ |
7833
|
|
|
|
|
|
|
name => "q", |
7834
|
|
|
|
|
|
|
description => "ORDER_MASS_CANCEL_REQUEST" |
7835
|
|
|
|
|
|
|
}, |
7836
|
|
|
|
|
|
|
{ |
7837
|
|
|
|
|
|
|
name => "r", |
7838
|
|
|
|
|
|
|
description => "ORDER_MASS_CANCEL_REPORT" |
7839
|
|
|
|
|
|
|
}, |
7840
|
|
|
|
|
|
|
{ name => "s", description => "NEW_ORDER_CROSS" }, |
7841
|
|
|
|
|
|
|
{ |
7842
|
|
|
|
|
|
|
name => "t", |
7843
|
|
|
|
|
|
|
description => "CROSS_ORDER_CANCEL_REPLACE_REQUEST" |
7844
|
|
|
|
|
|
|
}, |
7845
|
|
|
|
|
|
|
{ |
7846
|
|
|
|
|
|
|
name => "u", |
7847
|
|
|
|
|
|
|
description => "CROSS_ORDER_CANCEL_REQUEST" |
7848
|
|
|
|
|
|
|
}, |
7849
|
|
|
|
|
|
|
{ name => "v", description => "SECURITY_TYPE_REQUEST" }, |
7850
|
|
|
|
|
|
|
{ name => "w", description => "SECURITY_TYPES" }, |
7851
|
|
|
|
|
|
|
{ name => "x", description => "SECURITY_LIST_REQUEST" }, |
7852
|
|
|
|
|
|
|
{ name => "y", description => "SECURITY_LIST" }, |
7853
|
|
|
|
|
|
|
{ |
7854
|
|
|
|
|
|
|
name => "z", |
7855
|
|
|
|
|
|
|
description => "DERIVATIVE_SECURITY_LIST_REQUEST" |
7856
|
|
|
|
|
|
|
}, |
7857
|
|
|
|
|
|
|
{ |
7858
|
|
|
|
|
|
|
name => "AA", |
7859
|
|
|
|
|
|
|
description => "DERIVATIVE_SECURITY_LIST" |
7860
|
|
|
|
|
|
|
}, |
7861
|
|
|
|
|
|
|
{ name => "AB", description => "NEW_ORDER_MULTILEG" }, |
7862
|
|
|
|
|
|
|
{ |
7863
|
|
|
|
|
|
|
name => "AC", |
7864
|
|
|
|
|
|
|
description => "MULTILEG_ORDER_CANCEL_REPLACE" |
7865
|
|
|
|
|
|
|
}, |
7866
|
|
|
|
|
|
|
{ |
7867
|
|
|
|
|
|
|
name => "AD", |
7868
|
|
|
|
|
|
|
description => "TRADE_CAPTURE_REPORT_REQUEST" |
7869
|
|
|
|
|
|
|
}, |
7870
|
|
|
|
|
|
|
{ name => "AE", description => "TRADE_CAPTURE_REPORT" }, |
7871
|
|
|
|
|
|
|
{ |
7872
|
|
|
|
|
|
|
name => "AF", |
7873
|
|
|
|
|
|
|
description => "ORDER_MASS_STATUS_REQUEST" |
7874
|
|
|
|
|
|
|
}, |
7875
|
|
|
|
|
|
|
{ name => "AG", description => "QUOTE_REQUEST_REJECT" }, |
7876
|
|
|
|
|
|
|
{ name => "AH", description => "RFQ_REQUEST" }, |
7877
|
|
|
|
|
|
|
{ name => "AI", description => "QUOTE_STATUS_REPORT" }, |
7878
|
|
|
|
|
|
|
{ name => "AJ", description => "QUOTE_RESPONSE" }, |
7879
|
|
|
|
|
|
|
{ name => "AK", description => "CONFIRMATION" }, |
7880
|
|
|
|
|
|
|
{ |
7881
|
|
|
|
|
|
|
name => "AL", |
7882
|
|
|
|
|
|
|
description => "POSITION_MAINTENANCE_REQUEST" |
7883
|
|
|
|
|
|
|
}, |
7884
|
|
|
|
|
|
|
{ |
7885
|
|
|
|
|
|
|
name => "AM", |
7886
|
|
|
|
|
|
|
description => "POSITION_MAINTENANCE_REPORT" |
7887
|
|
|
|
|
|
|
}, |
7888
|
|
|
|
|
|
|
{ name => "AN", description => "REQUEST_FOR_POSITIONS" }, |
7889
|
|
|
|
|
|
|
{ |
7890
|
|
|
|
|
|
|
name => "AO", |
7891
|
|
|
|
|
|
|
description => "REQUEST_FOR_POSITIONS_ACK" |
7892
|
|
|
|
|
|
|
}, |
7893
|
|
|
|
|
|
|
{ name => "AP", description => "POSITION_REPORT" }, |
7894
|
|
|
|
|
|
|
{ |
7895
|
|
|
|
|
|
|
name => "AQ", |
7896
|
|
|
|
|
|
|
description => "TRADE_CAPTURE_REPORT_REQUEST_ACK" |
7897
|
|
|
|
|
|
|
}, |
7898
|
|
|
|
|
|
|
{ |
7899
|
|
|
|
|
|
|
name => "AR", |
7900
|
|
|
|
|
|
|
description => "TRADE_CAPTURE_REPORT_ACK" |
7901
|
|
|
|
|
|
|
}, |
7902
|
|
|
|
|
|
|
{ name => "AS", description => "ALLOCATION_REPORT" }, |
7903
|
|
|
|
|
|
|
{ name => "AT", description => "ALLOCATION_REPORT_ACK" }, |
7904
|
|
|
|
|
|
|
{ name => "AU", description => "CONFIRMATION_ACK" }, |
7905
|
|
|
|
|
|
|
{ |
7906
|
|
|
|
|
|
|
name => "AV", |
7907
|
|
|
|
|
|
|
description => "SETTLEMENT_INSTRUCTION_REQUEST" |
7908
|
|
|
|
|
|
|
}, |
7909
|
|
|
|
|
|
|
{ name => "AW", description => "ASSIGNMENT_REPORT" }, |
7910
|
|
|
|
|
|
|
{ name => "AX", description => "COLLATERAL_REQUEST" }, |
7911
|
|
|
|
|
|
|
{ name => "AY", description => "COLLATERAL_ASSIGNMENT" }, |
7912
|
|
|
|
|
|
|
{ name => "AZ", description => "COLLATERAL_RESPONSE" }, |
7913
|
|
|
|
|
|
|
{ name => "BA", description => "COLLATERAL_REPORT" }, |
7914
|
|
|
|
|
|
|
{ name => "BB", description => "COLLATERAL_INQUIRY" }, |
7915
|
|
|
|
|
|
|
{ name => "BC", description => "NETWORK_STATUS_REQUEST" }, |
7916
|
|
|
|
|
|
|
{ |
7917
|
|
|
|
|
|
|
name => "BD", |
7918
|
|
|
|
|
|
|
description => "NETWORK_STATUS_RESPONSE" |
7919
|
|
|
|
|
|
|
}, |
7920
|
|
|
|
|
|
|
{ name => "BE", description => "USER_REQUEST" }, |
7921
|
|
|
|
|
|
|
{ name => "BF", description => "USER_RESPONSE" }, |
7922
|
|
|
|
|
|
|
{ name => "BG", description => "COLLATERAL_INQUIRY_ACK" }, |
7923
|
|
|
|
|
|
|
{ name => "BH", description => "CONFIRMATION_REQUEST" }, |
7924
|
|
|
|
|
|
|
] |
7925
|
|
|
|
|
|
|
}, |
7926
|
|
|
|
|
|
|
{ number => "36", name => "NewSeqNo", type => "SEQNUM" }, |
7927
|
|
|
|
|
|
|
{ number => "37", name => "OrderID", type => "STRING" }, |
7928
|
|
|
|
|
|
|
{ number => "38", name => "OrderQty", type => "QTY" }, |
7929
|
|
|
|
|
|
|
{ |
7930
|
|
|
|
|
|
|
number => "39", |
7931
|
|
|
|
|
|
|
name => "OrdStatus", |
7932
|
|
|
|
|
|
|
type => "CHAR", |
7933
|
|
|
|
|
|
|
enum => [ |
7934
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
7935
|
|
|
|
|
|
|
{ name => "1", description => "PARTIALLY_FILLED" }, |
7936
|
|
|
|
|
|
|
{ name => "2", description => "FILLED" }, |
7937
|
|
|
|
|
|
|
{ name => "3", description => "DONE_FOR_DAY" }, |
7938
|
|
|
|
|
|
|
{ name => "4", description => "CANCELED" }, |
7939
|
|
|
|
|
|
|
{ name => "5", description => "REPLACED" }, |
7940
|
|
|
|
|
|
|
{ name => "6", description => "PENDING_CANCEL" }, |
7941
|
|
|
|
|
|
|
{ name => "7", description => "STOPPED" }, |
7942
|
|
|
|
|
|
|
{ name => "8", description => "REJECTED" }, |
7943
|
|
|
|
|
|
|
{ name => "9", description => "SUSPENDED" }, |
7944
|
|
|
|
|
|
|
{ name => "A", description => "PENDING_NEW" }, |
7945
|
|
|
|
|
|
|
{ name => "B", description => "CALCULATED" }, |
7946
|
|
|
|
|
|
|
{ name => "C", description => "EXPIRED" }, |
7947
|
|
|
|
|
|
|
{ name => "D", description => "ACCEPTED_FOR_BIDDING" }, |
7948
|
|
|
|
|
|
|
{ name => "E", description => "PENDING_REPLACE" }, |
7949
|
|
|
|
|
|
|
] |
7950
|
|
|
|
|
|
|
}, |
7951
|
|
|
|
|
|
|
{ |
7952
|
|
|
|
|
|
|
number => "40", |
7953
|
|
|
|
|
|
|
name => "OrdType", |
7954
|
|
|
|
|
|
|
type => "CHAR", |
7955
|
|
|
|
|
|
|
enum => [ |
7956
|
|
|
|
|
|
|
{ name => "1", description => "MARKET" }, |
7957
|
|
|
|
|
|
|
{ name => "2", description => "LIMIT" }, |
7958
|
|
|
|
|
|
|
{ name => "3", description => "STOP" }, |
7959
|
|
|
|
|
|
|
{ name => "4", description => "STOP_LIMIT" }, |
7960
|
|
|
|
|
|
|
{ name => "5", description => "MARKET_ON_CLOSE" }, |
7961
|
|
|
|
|
|
|
{ name => "6", description => "WITH_OR_WITHOUT" }, |
7962
|
|
|
|
|
|
|
{ name => "7", description => "LIMIT_OR_BETTER" }, |
7963
|
|
|
|
|
|
|
{ name => "8", description => "LIMIT_WITH_OR_WITHOUT" }, |
7964
|
|
|
|
|
|
|
{ name => "9", description => "ON_BASIS" }, |
7965
|
|
|
|
|
|
|
{ name => "A", description => "ON_CLOSE" }, |
7966
|
|
|
|
|
|
|
{ name => "B", description => "LIMIT_ON_CLOSE" }, |
7967
|
|
|
|
|
|
|
{ name => "C", description => "FOREX_MARKET" }, |
7968
|
|
|
|
|
|
|
{ name => "D", description => "PREVIOUSLY_QUOTED" }, |
7969
|
|
|
|
|
|
|
{ name => "E", description => "PREVIOUSLY_INDICATED" }, |
7970
|
|
|
|
|
|
|
{ name => "F", description => "FOREX_LIMIT" }, |
7971
|
|
|
|
|
|
|
{ name => "G", description => "FOREX_SWAP" }, |
7972
|
|
|
|
|
|
|
{ name => "H", description => "FOREX_PREVIOUSLY_QUOTED" }, |
7973
|
|
|
|
|
|
|
{ name => "I", description => "FUNARI" }, |
7974
|
|
|
|
|
|
|
{ name => "J", description => "MARKET_IF_TOUCHED" }, |
7975
|
|
|
|
|
|
|
{ |
7976
|
|
|
|
|
|
|
name => "K", |
7977
|
|
|
|
|
|
|
description => "MARKET_WITH_LEFTOVER_AS_LIMIT" |
7978
|
|
|
|
|
|
|
}, |
7979
|
|
|
|
|
|
|
{ |
7980
|
|
|
|
|
|
|
name => "L", |
7981
|
|
|
|
|
|
|
description => "PREVIOUS_FUND_VALUATION_POINT" |
7982
|
|
|
|
|
|
|
}, |
7983
|
|
|
|
|
|
|
{ |
7984
|
|
|
|
|
|
|
name => "M", |
7985
|
|
|
|
|
|
|
description => "NEXT_FUND_VALUATION_POINT" |
7986
|
|
|
|
|
|
|
}, |
7987
|
|
|
|
|
|
|
{ name => "P", description => "PEGGED" }, |
7988
|
|
|
|
|
|
|
] |
7989
|
|
|
|
|
|
|
}, |
7990
|
|
|
|
|
|
|
{ number => "41", name => "OrigClOrdID", type => "STRING" }, |
7991
|
|
|
|
|
|
|
{ number => "42", name => "OrigTime", type => "UTCTIMESTAMP" }, |
7992
|
|
|
|
|
|
|
{ number => "43", name => "PossDupFlag", type => "BOOLEAN" }, |
7993
|
|
|
|
|
|
|
{ number => "44", name => "Price", type => "PRICE" }, |
7994
|
|
|
|
|
|
|
{ number => "45", name => "RefSeqNum", type => "SEQNUM" }, |
7995
|
|
|
|
|
|
|
{ number => "48", name => "SecurityID", type => "STRING" }, |
7996
|
|
|
|
|
|
|
{ number => "49", name => "SenderCompID", type => "STRING" }, |
7997
|
|
|
|
|
|
|
{ number => "50", name => "SenderSubID", type => "STRING" }, |
7998
|
|
|
|
|
|
|
{ number => "52", name => "SendingTime", type => "UTCTIMESTAMP" }, |
7999
|
|
|
|
|
|
|
{ number => "53", name => "Quantity", type => "QTY" }, |
8000
|
|
|
|
|
|
|
{ |
8001
|
|
|
|
|
|
|
number => "54", |
8002
|
|
|
|
|
|
|
name => "Side", |
8003
|
|
|
|
|
|
|
type => "CHAR", |
8004
|
|
|
|
|
|
|
enum => [ |
8005
|
|
|
|
|
|
|
{ name => "1", description => "BUY" }, |
8006
|
|
|
|
|
|
|
{ name => "2", description => "SELL" }, |
8007
|
|
|
|
|
|
|
{ name => "3", description => "BUY_MINUS" }, |
8008
|
|
|
|
|
|
|
{ name => "4", description => "SELL_PLUS" }, |
8009
|
|
|
|
|
|
|
{ name => "5", description => "SELL_SHORT" }, |
8010
|
|
|
|
|
|
|
{ name => "6", description => "SELL_SHORT_EXEMPT" }, |
8011
|
|
|
|
|
|
|
{ name => "7", description => "UNDISCLOSED" }, |
8012
|
|
|
|
|
|
|
{ name => "8", description => "CROSS" }, |
8013
|
|
|
|
|
|
|
{ name => "9", description => "CROSS_SHORT" }, |
8014
|
|
|
|
|
|
|
{ name => "A", description => "CROSS_SHORT_EXEMPT" }, |
8015
|
|
|
|
|
|
|
{ name => "B", description => "AS_DEFINED" }, |
8016
|
|
|
|
|
|
|
{ name => "C", description => "OPPOSITE" }, |
8017
|
|
|
|
|
|
|
{ name => "D", description => "SUBSCRIBE" }, |
8018
|
|
|
|
|
|
|
{ name => "E", description => "REDEEM" }, |
8019
|
|
|
|
|
|
|
{ name => "F", description => "LEND" }, |
8020
|
|
|
|
|
|
|
{ name => "G", description => "BORROW" }, |
8021
|
|
|
|
|
|
|
] |
8022
|
|
|
|
|
|
|
}, |
8023
|
|
|
|
|
|
|
{ number => "55", name => "Symbol", type => "STRING" }, |
8024
|
|
|
|
|
|
|
{ number => "56", name => "TargetCompID", type => "STRING" }, |
8025
|
|
|
|
|
|
|
{ number => "57", name => "TargetSubID", type => "STRING" }, |
8026
|
|
|
|
|
|
|
{ number => "58", name => "Text", type => "STRING" }, |
8027
|
|
|
|
|
|
|
{ |
8028
|
|
|
|
|
|
|
number => "59", |
8029
|
|
|
|
|
|
|
name => "TimeInForce", |
8030
|
|
|
|
|
|
|
type => "CHAR", |
8031
|
|
|
|
|
|
|
enum => [ |
8032
|
|
|
|
|
|
|
{ name => "0", description => "DAY" }, |
8033
|
|
|
|
|
|
|
{ name => "1", description => "GOOD_TILL_CANCEL" }, |
8034
|
|
|
|
|
|
|
{ name => "2", description => "AT_THE_OPENING" }, |
8035
|
|
|
|
|
|
|
{ name => "3", description => "IMMEDIATE_OR_CANCEL" }, |
8036
|
|
|
|
|
|
|
{ name => "4", description => "FILL_OR_KILL" }, |
8037
|
|
|
|
|
|
|
{ name => "5", description => "GOOD_TILL_CROSSING" }, |
8038
|
|
|
|
|
|
|
{ name => "6", description => "GOOD_TILL_DATE" }, |
8039
|
|
|
|
|
|
|
{ name => "7", description => "AT_THE_CLOSE" }, |
8040
|
|
|
|
|
|
|
] |
8041
|
|
|
|
|
|
|
}, |
8042
|
|
|
|
|
|
|
{ |
8043
|
|
|
|
|
|
|
number => "60", |
8044
|
|
|
|
|
|
|
name => "TransactTime", |
8045
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
8046
|
|
|
|
|
|
|
}, |
8047
|
|
|
|
|
|
|
{ |
8048
|
|
|
|
|
|
|
number => "61", |
8049
|
|
|
|
|
|
|
name => "Urgency", |
8050
|
|
|
|
|
|
|
type => "CHAR", |
8051
|
|
|
|
|
|
|
enum => [ |
8052
|
|
|
|
|
|
|
{ name => "0", description => "NORMAL" }, |
8053
|
|
|
|
|
|
|
{ name => "1", description => "FLASH" }, |
8054
|
|
|
|
|
|
|
{ name => "2", description => "BACKGROUND" }, |
8055
|
|
|
|
|
|
|
] |
8056
|
|
|
|
|
|
|
}, |
8057
|
|
|
|
|
|
|
{ |
8058
|
|
|
|
|
|
|
number => "62", |
8059
|
|
|
|
|
|
|
name => "ValidUntilTime", |
8060
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
8061
|
|
|
|
|
|
|
}, |
8062
|
|
|
|
|
|
|
{ |
8063
|
|
|
|
|
|
|
number => "63", |
8064
|
|
|
|
|
|
|
name => "SettlType", |
8065
|
|
|
|
|
|
|
type => "CHAR", |
8066
|
|
|
|
|
|
|
enum => [ |
8067
|
|
|
|
|
|
|
{ name => "0", description => "REGULAR" }, |
8068
|
|
|
|
|
|
|
{ name => "1", description => "CASH" }, |
8069
|
|
|
|
|
|
|
{ name => "2", description => "NEXT_DAY" }, |
8070
|
|
|
|
|
|
|
{ name => "3", description => "T_PLUS_2" }, |
8071
|
|
|
|
|
|
|
{ name => "4", description => "T_PLUS_3" }, |
8072
|
|
|
|
|
|
|
{ name => "5", description => "T_PLUS_4" }, |
8073
|
|
|
|
|
|
|
{ name => "6", description => "FUTURE" }, |
8074
|
|
|
|
|
|
|
{ name => "7", description => "WHEN_AND_IF_ISSUED" }, |
8075
|
|
|
|
|
|
|
{ name => "8", description => "SELLERS_OPTION" }, |
8076
|
|
|
|
|
|
|
{ name => "9", description => "T_PLUS_5" }, |
8077
|
|
|
|
|
|
|
] |
8078
|
|
|
|
|
|
|
}, |
8079
|
|
|
|
|
|
|
{ number => "64", name => "SettlDate", type => "LOCALMKTDATE" }, |
8080
|
|
|
|
|
|
|
{ |
8081
|
|
|
|
|
|
|
number => "65", |
8082
|
|
|
|
|
|
|
name => "SymbolSfx", |
8083
|
|
|
|
|
|
|
type => "STRING", |
8084
|
|
|
|
|
|
|
allowOtherValues => "true", |
8085
|
|
|
|
|
|
|
enum => [ |
8086
|
|
|
|
|
|
|
{ name => "WI", description => "WHEN_ISSUED" }, |
8087
|
|
|
|
|
|
|
{ |
8088
|
|
|
|
|
|
|
name => "CD", |
8089
|
|
|
|
|
|
|
description => "A_EUCP_WITH_LUMP_SUM_INTEREST" |
8090
|
|
|
|
|
|
|
}, |
8091
|
|
|
|
|
|
|
] |
8092
|
|
|
|
|
|
|
}, |
8093
|
|
|
|
|
|
|
{ number => "66", name => "ListID", type => "STRING" }, |
8094
|
|
|
|
|
|
|
{ number => "67", name => "ListSeqNo", type => "INT" }, |
8095
|
|
|
|
|
|
|
{ number => "68", name => "TotNoOrders", type => "INT" }, |
8096
|
|
|
|
|
|
|
{ number => "69", name => "ListExecInst", type => "STRING" }, |
8097
|
|
|
|
|
|
|
{ number => "70", name => "AllocID", type => "STRING" }, |
8098
|
|
|
|
|
|
|
{ |
8099
|
|
|
|
|
|
|
number => "71", |
8100
|
|
|
|
|
|
|
name => "AllocTransType", |
8101
|
|
|
|
|
|
|
type => "CHAR", |
8102
|
|
|
|
|
|
|
enum => [ |
8103
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
8104
|
|
|
|
|
|
|
{ name => "1", description => "REPLACE" }, |
8105
|
|
|
|
|
|
|
{ name => "2", description => "CANCEL" }, |
8106
|
|
|
|
|
|
|
{ name => "3", description => "PRELIMINARY" }, |
8107
|
|
|
|
|
|
|
{ name => "4", description => "CALCULATED" }, |
8108
|
|
|
|
|
|
|
{ |
8109
|
|
|
|
|
|
|
name => "5", |
8110
|
|
|
|
|
|
|
description => "CALCULATED_WITHOUT_PRELIMINARY" |
8111
|
|
|
|
|
|
|
}, |
8112
|
|
|
|
|
|
|
] |
8113
|
|
|
|
|
|
|
}, |
8114
|
|
|
|
|
|
|
{ number => "72", name => "RefAllocID", type => "STRING" }, |
8115
|
|
|
|
|
|
|
{ number => "73", name => "NoOrders", type => "NUMINGROUP" }, |
8116
|
|
|
|
|
|
|
{ number => "74", name => "AvgPxPrecision", type => "INT" }, |
8117
|
|
|
|
|
|
|
{ number => "75", name => "TradeDate", type => "LOCALMKTDATE" }, |
8118
|
|
|
|
|
|
|
{ |
8119
|
|
|
|
|
|
|
number => "77", |
8120
|
|
|
|
|
|
|
name => "PositionEffect", |
8121
|
|
|
|
|
|
|
type => "CHAR", |
8122
|
|
|
|
|
|
|
enum => [ |
8123
|
|
|
|
|
|
|
{ name => "O", description => "OPEN" }, |
8124
|
|
|
|
|
|
|
{ name => "C", description => "CLOSE" }, |
8125
|
|
|
|
|
|
|
{ name => "R", description => "ROLLED" }, |
8126
|
|
|
|
|
|
|
{ name => "F", description => "FIFO" }, |
8127
|
|
|
|
|
|
|
] |
8128
|
|
|
|
|
|
|
}, |
8129
|
|
|
|
|
|
|
{ number => "78", name => "NoAllocs", type => "NUMINGROUP" }, |
8130
|
|
|
|
|
|
|
{ number => "79", name => "AllocAccount", type => "STRING" }, |
8131
|
|
|
|
|
|
|
{ number => "80", name => "AllocQty", type => "QTY" }, |
8132
|
|
|
|
|
|
|
{ |
8133
|
|
|
|
|
|
|
number => "81", |
8134
|
|
|
|
|
|
|
name => "ProcessCode", |
8135
|
|
|
|
|
|
|
type => "CHAR", |
8136
|
|
|
|
|
|
|
enum => [ |
8137
|
|
|
|
|
|
|
{ name => "0", description => "REGULAR" }, |
8138
|
|
|
|
|
|
|
{ name => "1", description => "SOFT_DOLLAR" }, |
8139
|
|
|
|
|
|
|
{ name => "2", description => "STEP_IN" }, |
8140
|
|
|
|
|
|
|
{ name => "3", description => "STEP_OUT" }, |
8141
|
|
|
|
|
|
|
{ name => "4", description => "SOFT_DOLLAR_STEP_IN" }, |
8142
|
|
|
|
|
|
|
{ name => "5", description => "SOFT_DOLLAR_STEP_OUT" }, |
8143
|
|
|
|
|
|
|
{ name => "6", description => "PLAN_SPONSOR" }, |
8144
|
|
|
|
|
|
|
] |
8145
|
|
|
|
|
|
|
}, |
8146
|
|
|
|
|
|
|
{ number => "82", name => "NoRpts", type => "NUMINGROUP" }, |
8147
|
|
|
|
|
|
|
{ number => "83", name => "RptSeq", type => "INT" }, |
8148
|
|
|
|
|
|
|
{ number => "84", name => "CxlQty", type => "QTY" }, |
8149
|
|
|
|
|
|
|
{ number => "85", name => "NoDlvyInst", type => "NUMINGROUP" }, |
8150
|
|
|
|
|
|
|
{ |
8151
|
|
|
|
|
|
|
number => "87", |
8152
|
|
|
|
|
|
|
name => "AllocStatus", |
8153
|
|
|
|
|
|
|
type => "INT", |
8154
|
|
|
|
|
|
|
enum => [ |
8155
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
8156
|
|
|
|
|
|
|
{ name => "1", description => "BLOCK_LEVEL_REJECT" }, |
8157
|
|
|
|
|
|
|
{ name => "2", description => "ACCOUNT_LEVEL_REJECT" }, |
8158
|
|
|
|
|
|
|
{ name => "3", description => "RECEIVED" }, |
8159
|
|
|
|
|
|
|
{ name => "4", description => "INCOMPLETE" }, |
8160
|
|
|
|
|
|
|
{ |
8161
|
|
|
|
|
|
|
name => "5", |
8162
|
|
|
|
|
|
|
description => "REJECTED_BY_INTERMEDIARY" |
8163
|
|
|
|
|
|
|
}, |
8164
|
|
|
|
|
|
|
] |
8165
|
|
|
|
|
|
|
}, |
8166
|
|
|
|
|
|
|
{ |
8167
|
|
|
|
|
|
|
number => "88", |
8168
|
|
|
|
|
|
|
name => "AllocRejCode", |
8169
|
|
|
|
|
|
|
type => "INT", |
8170
|
|
|
|
|
|
|
enum => [ |
8171
|
|
|
|
|
|
|
{ name => "0", description => "UNKNOWN_ACCOUNT" }, |
8172
|
|
|
|
|
|
|
{ name => "1", description => "INCORRECT_QUANTITY" }, |
8173
|
|
|
|
|
|
|
{ name => "2", description => "INCORRECT_AVERAGE_PRICE" }, |
8174
|
|
|
|
|
|
|
{ |
8175
|
|
|
|
|
|
|
name => "3", |
8176
|
|
|
|
|
|
|
description => "UNKNOWN_EXECUTING_BROKER_MNEMONIC" |
8177
|
|
|
|
|
|
|
}, |
8178
|
|
|
|
|
|
|
{ name => "4", description => "COMMISSION_DIFFERENCE" }, |
8179
|
|
|
|
|
|
|
{ name => "5", description => "UNKNOWN_ORDERID" }, |
8180
|
|
|
|
|
|
|
{ name => "6", description => "UNKNOWN_LISTID" }, |
8181
|
|
|
|
|
|
|
{ name => "7", description => "OTHER" }, |
8182
|
|
|
|
|
|
|
{ |
8183
|
|
|
|
|
|
|
name => "8", |
8184
|
|
|
|
|
|
|
description => "INCORRECT_ALLOCATED_QUANTITY" |
8185
|
|
|
|
|
|
|
}, |
8186
|
|
|
|
|
|
|
{ name => "9", description => "CALCULATION_DIFFERENCE" }, |
8187
|
|
|
|
|
|
|
{ |
8188
|
|
|
|
|
|
|
name => "10", |
8189
|
|
|
|
|
|
|
description => "UNKNOWN_OR_STALE_EXEC_ID" |
8190
|
|
|
|
|
|
|
}, |
8191
|
|
|
|
|
|
|
{ name => "11", description => "MISMATCHED_DATA_VALUE" }, |
8192
|
|
|
|
|
|
|
{ name => "12", description => "UNKNOWN_CLORDID" }, |
8193
|
|
|
|
|
|
|
{ |
8194
|
|
|
|
|
|
|
name => "13", |
8195
|
|
|
|
|
|
|
description => "WAREHOUSE_REQUEST_REJECTED" |
8196
|
|
|
|
|
|
|
}, |
8197
|
|
|
|
|
|
|
] |
8198
|
|
|
|
|
|
|
}, |
8199
|
|
|
|
|
|
|
{ number => "89", name => "Signature", type => "DATA" }, |
8200
|
|
|
|
|
|
|
{ number => "90", name => "SecureDataLen", type => "LENGTH" }, |
8201
|
|
|
|
|
|
|
{ number => "91", name => "SecureData", type => "DATA" }, |
8202
|
|
|
|
|
|
|
{ number => "93", name => "SignatureLength", type => "LENGTH" }, |
8203
|
|
|
|
|
|
|
{ |
8204
|
|
|
|
|
|
|
number => "94", |
8205
|
|
|
|
|
|
|
name => "EmailType", |
8206
|
|
|
|
|
|
|
type => "CHAR", |
8207
|
|
|
|
|
|
|
enum => [ |
8208
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
8209
|
|
|
|
|
|
|
{ name => "1", description => "REPLY" }, |
8210
|
|
|
|
|
|
|
{ name => "2", description => "ADMIN_REPLY" }, |
8211
|
|
|
|
|
|
|
] |
8212
|
|
|
|
|
|
|
}, |
8213
|
|
|
|
|
|
|
{ number => "95", name => "RawDataLength", type => "LENGTH" }, |
8214
|
|
|
|
|
|
|
{ number => "96", name => "RawData", type => "DATA" }, |
8215
|
|
|
|
|
|
|
{ number => "97", name => "PossResend", type => "BOOLEAN" }, |
8216
|
|
|
|
|
|
|
{ |
8217
|
|
|
|
|
|
|
number => "98", |
8218
|
|
|
|
|
|
|
name => "EncryptMethod", |
8219
|
|
|
|
|
|
|
type => "INT", |
8220
|
|
|
|
|
|
|
enum => [ |
8221
|
|
|
|
|
|
|
{ name => "0", description => "NONE_OTHER" }, |
8222
|
|
|
|
|
|
|
{ name => "1", description => "PKCS" }, |
8223
|
|
|
|
|
|
|
{ name => "2", description => "DES" }, |
8224
|
|
|
|
|
|
|
{ name => "3", description => "PKCS_DES" }, |
8225
|
|
|
|
|
|
|
{ name => "4", description => "PGP_DES" }, |
8226
|
|
|
|
|
|
|
{ name => "5", description => "PGP_DES_MD5" }, |
8227
|
|
|
|
|
|
|
{ name => "6", description => "PEM_DES_MD5" }, |
8228
|
|
|
|
|
|
|
] |
8229
|
|
|
|
|
|
|
}, |
8230
|
|
|
|
|
|
|
{ number => "99", name => "StopPx", type => "PRICE" }, |
8231
|
|
|
|
|
|
|
{ number => "100", name => "ExDestination", type => "EXCHANGE" }, |
8232
|
|
|
|
|
|
|
{ |
8233
|
|
|
|
|
|
|
number => "102", |
8234
|
|
|
|
|
|
|
name => "CxlRejReason", |
8235
|
|
|
|
|
|
|
type => "INT", |
8236
|
|
|
|
|
|
|
enum => [ |
8237
|
|
|
|
|
|
|
{ name => "0", description => "TOO_LATE_TO_CANCEL" }, |
8238
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_ORDER" }, |
8239
|
|
|
|
|
|
|
{ name => "2", description => "BROKER_EXCHANGE_OPTION" }, |
8240
|
|
|
|
|
|
|
{ |
8241
|
|
|
|
|
|
|
name => "3", |
8242
|
|
|
|
|
|
|
description => |
8243
|
|
|
|
|
|
|
"ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS" |
8244
|
|
|
|
|
|
|
}, |
8245
|
|
|
|
|
|
|
{ |
8246
|
|
|
|
|
|
|
name => "4", |
8247
|
|
|
|
|
|
|
description => |
8248
|
|
|
|
|
|
|
"UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" |
8249
|
|
|
|
|
|
|
}, |
8250
|
|
|
|
|
|
|
{ |
8251
|
|
|
|
|
|
|
name => "5", |
8252
|
|
|
|
|
|
|
description => |
8253
|
|
|
|
|
|
|
"ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" |
8254
|
|
|
|
|
|
|
}, |
8255
|
|
|
|
|
|
|
{ |
8256
|
|
|
|
|
|
|
name => "6", |
8257
|
|
|
|
|
|
|
description => "DUPLICATE_CLORDID_RECEIVED" |
8258
|
|
|
|
|
|
|
}, |
8259
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
8260
|
|
|
|
|
|
|
] |
8261
|
|
|
|
|
|
|
}, |
8262
|
|
|
|
|
|
|
{ |
8263
|
|
|
|
|
|
|
number => "103", |
8264
|
|
|
|
|
|
|
name => "OrdRejReason", |
8265
|
|
|
|
|
|
|
type => "INT", |
8266
|
|
|
|
|
|
|
enum => [ |
8267
|
|
|
|
|
|
|
{ name => "0", description => "BROKER_EXCHANGE_OPTION" }, |
8268
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_SYMBOL" }, |
8269
|
|
|
|
|
|
|
{ name => "2", description => "EXCHANGE_CLOSED" }, |
8270
|
|
|
|
|
|
|
{ name => "3", description => "ORDER_EXCEEDS_LIMIT" }, |
8271
|
|
|
|
|
|
|
{ name => "4", description => "TOO_LATE_TO_ENTER" }, |
8272
|
|
|
|
|
|
|
{ name => "5", description => "UNKNOWN_ORDER" }, |
8273
|
|
|
|
|
|
|
{ name => "6", description => "DUPLICATE_ORDER" }, |
8274
|
|
|
|
|
|
|
{ |
8275
|
|
|
|
|
|
|
name => "7", |
8276
|
|
|
|
|
|
|
description => |
8277
|
|
|
|
|
|
|
"DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER" |
8278
|
|
|
|
|
|
|
}, |
8279
|
|
|
|
|
|
|
{ name => "8", description => "STALE_ORDER" }, |
8280
|
|
|
|
|
|
|
{ name => "9", description => "TRADE_ALONG_REQUIRED" }, |
8281
|
|
|
|
|
|
|
{ name => "10", description => "INVALID_INVESTOR_ID" }, |
8282
|
|
|
|
|
|
|
{ |
8283
|
|
|
|
|
|
|
name => "11", |
8284
|
|
|
|
|
|
|
description => "UNSUPPORTED_ORDER_CHARACTERISTIC" |
8285
|
|
|
|
|
|
|
}, |
8286
|
|
|
|
|
|
|
{ name => "12", description => "SURVEILLENCE_OPTION" }, |
8287
|
|
|
|
|
|
|
{ name => "13", description => "INCORRECT_QUANTITY" }, |
8288
|
|
|
|
|
|
|
{ |
8289
|
|
|
|
|
|
|
name => "14", |
8290
|
|
|
|
|
|
|
description => "INCORRECT_ALLOCATED_QUANTITY" |
8291
|
|
|
|
|
|
|
}, |
8292
|
|
|
|
|
|
|
{ name => "15", description => "UNKNOWN_ACCOUNT" }, |
8293
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
8294
|
|
|
|
|
|
|
] |
8295
|
|
|
|
|
|
|
}, |
8296
|
|
|
|
|
|
|
{ |
8297
|
|
|
|
|
|
|
number => "104", |
8298
|
|
|
|
|
|
|
name => "IOIQualifier", |
8299
|
|
|
|
|
|
|
type => "CHAR", |
8300
|
|
|
|
|
|
|
enum => [ |
8301
|
|
|
|
|
|
|
{ name => "A", description => "ALL_OR_NONE" }, |
8302
|
|
|
|
|
|
|
{ name => "B", description => "MARKET_ON_CLOSE" }, |
8303
|
|
|
|
|
|
|
{ name => "C", description => "AT_THE_CLOSE" }, |
8304
|
|
|
|
|
|
|
{ name => "D", description => "VWAP" }, |
8305
|
|
|
|
|
|
|
{ name => "I", description => "IN_TOUCH_WITH" }, |
8306
|
|
|
|
|
|
|
{ name => "L", description => "LIMIT" }, |
8307
|
|
|
|
|
|
|
{ name => "M", description => "MORE_BEHIND" }, |
8308
|
|
|
|
|
|
|
{ name => "O", description => "AT_THE_OPEN" }, |
8309
|
|
|
|
|
|
|
{ name => "P", description => "TAKING_A_POSITION" }, |
8310
|
|
|
|
|
|
|
{ name => "Q", description => "AT_THE_MARKET" }, |
8311
|
|
|
|
|
|
|
{ name => "R", description => "READY_TO_TRADE" }, |
8312
|
|
|
|
|
|
|
{ name => "S", description => "PORTFOLIO_SHOWN" }, |
8313
|
|
|
|
|
|
|
{ name => "T", description => "THROUGH_THE_DAY" }, |
8314
|
|
|
|
|
|
|
{ name => "V", description => "VERSUS" }, |
8315
|
|
|
|
|
|
|
{ name => "W", description => "INDICATION_WORKING_AWAY" }, |
8316
|
|
|
|
|
|
|
{ name => "X", description => "CROSSING_OPPORTUNITY" }, |
8317
|
|
|
|
|
|
|
{ name => "Y", description => "AT_THE_MIDPOINT" }, |
8318
|
|
|
|
|
|
|
{ name => "Z", description => "PRE_OPEN" }, |
8319
|
|
|
|
|
|
|
] |
8320
|
|
|
|
|
|
|
}, |
8321
|
|
|
|
|
|
|
{ number => "105", name => "WaveNo", type => "STRING" }, |
8322
|
|
|
|
|
|
|
{ number => "106", name => "Issuer", type => "STRING" }, |
8323
|
|
|
|
|
|
|
{ number => "107", name => "SecurityDesc", type => "STRING" }, |
8324
|
|
|
|
|
|
|
{ number => "108", name => "HeartBtInt", type => "INT" }, |
8325
|
|
|
|
|
|
|
{ number => "110", name => "MinQty", type => "QTY" }, |
8326
|
|
|
|
|
|
|
{ number => "111", name => "MaxFloor", type => "QTY" }, |
8327
|
|
|
|
|
|
|
{ number => "112", name => "TestReqID", type => "STRING" }, |
8328
|
|
|
|
|
|
|
{ number => "113", name => "ReportToExch", type => "BOOLEAN" }, |
8329
|
|
|
|
|
|
|
{ number => "114", name => "LocateReqd", type => "BOOLEAN" }, |
8330
|
|
|
|
|
|
|
{ number => "115", name => "OnBehalfOfCompID", type => "STRING" }, |
8331
|
|
|
|
|
|
|
{ number => "116", name => "OnBehalfOfSubID", type => "STRING" }, |
8332
|
|
|
|
|
|
|
{ number => "117", name => "QuoteID", type => "STRING" }, |
8333
|
|
|
|
|
|
|
{ number => "118", name => "NetMoney", type => "AMT" }, |
8334
|
|
|
|
|
|
|
{ number => "119", name => "SettlCurrAmt", type => "AMT" }, |
8335
|
|
|
|
|
|
|
{ number => "120", name => "SettlCurrency", type => "CURRENCY" }, |
8336
|
|
|
|
|
|
|
{ number => "121", name => "ForexReq", type => "BOOLEAN" }, |
8337
|
|
|
|
|
|
|
{ |
8338
|
|
|
|
|
|
|
number => "122", |
8339
|
|
|
|
|
|
|
name => "OrigSendingTime", |
8340
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
8341
|
|
|
|
|
|
|
}, |
8342
|
|
|
|
|
|
|
{ number => "123", name => "GapFillFlag", type => "BOOLEAN" }, |
8343
|
|
|
|
|
|
|
{ number => "124", name => "NoExecs", type => "NUMINGROUP" }, |
8344
|
|
|
|
|
|
|
{ number => "126", name => "ExpireTime", type => "UTCTIMESTAMP" }, |
8345
|
|
|
|
|
|
|
{ |
8346
|
|
|
|
|
|
|
number => "127", |
8347
|
|
|
|
|
|
|
name => "DKReason", |
8348
|
|
|
|
|
|
|
type => "CHAR", |
8349
|
|
|
|
|
|
|
enum => [ |
8350
|
|
|
|
|
|
|
{ name => "A", description => "UNKNOWN_SYMBOL" }, |
8351
|
|
|
|
|
|
|
{ name => "B", description => "WRONG_SIDE" }, |
8352
|
|
|
|
|
|
|
{ name => "C", description => "QUANTITY_EXCEEDS_ORDER" }, |
8353
|
|
|
|
|
|
|
{ name => "D", description => "NO_MATCHING_ORDER" }, |
8354
|
|
|
|
|
|
|
{ name => "E", description => "PRICE_EXCEEDS_LIMIT" }, |
8355
|
|
|
|
|
|
|
{ name => "F", description => "CALCULATION_DIFFERENCE" }, |
8356
|
|
|
|
|
|
|
{ name => "Z", description => "OTHER" }, |
8357
|
|
|
|
|
|
|
] |
8358
|
|
|
|
|
|
|
}, |
8359
|
|
|
|
|
|
|
{ number => "128", name => "DeliverToCompID", type => "STRING" }, |
8360
|
|
|
|
|
|
|
{ number => "129", name => "DeliverToSubID", type => "STRING" }, |
8361
|
|
|
|
|
|
|
{ number => "130", name => "IOINaturalFlag", type => "BOOLEAN" }, |
8362
|
|
|
|
|
|
|
{ number => "131", name => "QuoteReqID", type => "STRING" }, |
8363
|
|
|
|
|
|
|
{ number => "132", name => "BidPx", type => "PRICE" }, |
8364
|
|
|
|
|
|
|
{ number => "133", name => "OfferPx", type => "PRICE" }, |
8365
|
|
|
|
|
|
|
{ number => "134", name => "BidSize", type => "QTY" }, |
8366
|
|
|
|
|
|
|
{ number => "135", name => "OfferSize", type => "QTY" }, |
8367
|
|
|
|
|
|
|
{ number => "136", name => "NoMiscFees", type => "NUMINGROUP" }, |
8368
|
|
|
|
|
|
|
{ number => "137", name => "MiscFeeAmt", type => "AMT" }, |
8369
|
|
|
|
|
|
|
{ number => "138", name => "MiscFeeCurr", type => "CURRENCY" }, |
8370
|
|
|
|
|
|
|
{ |
8371
|
|
|
|
|
|
|
number => "139", |
8372
|
|
|
|
|
|
|
name => "MiscFeeType", |
8373
|
|
|
|
|
|
|
type => "CHAR", |
8374
|
|
|
|
|
|
|
enum => [ |
8375
|
|
|
|
|
|
|
{ name => "1", description => "REGULATORY" }, |
8376
|
|
|
|
|
|
|
{ name => "2", description => "TAX" }, |
8377
|
|
|
|
|
|
|
{ name => "3", description => "LOCAL_COMMISSION" }, |
8378
|
|
|
|
|
|
|
{ name => "4", description => "EXCHANGE_FEES" }, |
8379
|
|
|
|
|
|
|
{ name => "5", description => "STAMP" }, |
8380
|
|
|
|
|
|
|
{ name => "6", description => "LEVY" }, |
8381
|
|
|
|
|
|
|
{ name => "7", description => "OTHER" }, |
8382
|
|
|
|
|
|
|
{ name => "8", description => "MARKUP" }, |
8383
|
|
|
|
|
|
|
{ name => "9", description => "CONSUMPTION_TAX" }, |
8384
|
|
|
|
|
|
|
] |
8385
|
|
|
|
|
|
|
}, |
8386
|
|
|
|
|
|
|
{ number => "140", name => "PrevClosePx", type => "PRICE" }, |
8387
|
|
|
|
|
|
|
{ number => "141", name => "ResetSeqNumFlag", type => "BOOLEAN" }, |
8388
|
|
|
|
|
|
|
{ number => "142", name => "SenderLocationID", type => "STRING" }, |
8389
|
|
|
|
|
|
|
{ number => "143", name => "TargetLocationID", type => "STRING" }, |
8390
|
|
|
|
|
|
|
{ |
8391
|
|
|
|
|
|
|
number => "144", |
8392
|
|
|
|
|
|
|
name => "OnBehalfOfLocationID", |
8393
|
|
|
|
|
|
|
type => "STRING" |
8394
|
|
|
|
|
|
|
}, |
8395
|
|
|
|
|
|
|
{ |
8396
|
|
|
|
|
|
|
number => "145", |
8397
|
|
|
|
|
|
|
name => "DeliverToLocationID", |
8398
|
|
|
|
|
|
|
type => "STRING" |
8399
|
|
|
|
|
|
|
}, |
8400
|
|
|
|
|
|
|
{ number => "146", name => "NoRelatedSym", type => "NUMINGROUP" }, |
8401
|
|
|
|
|
|
|
{ number => "147", name => "Subject", type => "STRING" }, |
8402
|
|
|
|
|
|
|
{ number => "148", name => "Headline", type => "STRING" }, |
8403
|
|
|
|
|
|
|
{ number => "149", name => "URLLink", type => "STRING" }, |
8404
|
|
|
|
|
|
|
{ |
8405
|
|
|
|
|
|
|
number => "150", |
8406
|
|
|
|
|
|
|
name => "ExecType", |
8407
|
|
|
|
|
|
|
type => "CHAR", |
8408
|
|
|
|
|
|
|
enum => [ |
8409
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
8410
|
|
|
|
|
|
|
{ name => "1", description => "PARTIAL_FILL" }, |
8411
|
|
|
|
|
|
|
{ name => "2", description => "FILL" }, |
8412
|
|
|
|
|
|
|
{ name => "3", description => "DONE_FOR_DAY" }, |
8413
|
|
|
|
|
|
|
{ name => "4", description => "CANCELED" }, |
8414
|
|
|
|
|
|
|
{ name => "5", description => "REPLACE" }, |
8415
|
|
|
|
|
|
|
{ name => "6", description => "PENDING_CANCEL" }, |
8416
|
|
|
|
|
|
|
{ name => "7", description => "STOPPED" }, |
8417
|
|
|
|
|
|
|
{ name => "8", description => "REJECTED" }, |
8418
|
|
|
|
|
|
|
{ name => "9", description => "SUSPENDED" }, |
8419
|
|
|
|
|
|
|
{ name => "A", description => "PENDING_NEW" }, |
8420
|
|
|
|
|
|
|
{ name => "B", description => "CALCULATED" }, |
8421
|
|
|
|
|
|
|
{ name => "C", description => "EXPIRED" }, |
8422
|
|
|
|
|
|
|
{ name => "D", description => "RESTATED" }, |
8423
|
|
|
|
|
|
|
{ name => "E", description => "PENDING_REPLACE" }, |
8424
|
|
|
|
|
|
|
{ name => "F", description => "TRADE" }, |
8425
|
|
|
|
|
|
|
{ name => "G", description => "TRADE_CORRECT" }, |
8426
|
|
|
|
|
|
|
{ name => "H", description => "TRADE_CANCEL" }, |
8427
|
|
|
|
|
|
|
{ name => "I", description => "ORDER_STATUS" }, |
8428
|
|
|
|
|
|
|
] |
8429
|
|
|
|
|
|
|
}, |
8430
|
|
|
|
|
|
|
{ number => "151", name => "LeavesQty", type => "QTY" }, |
8431
|
|
|
|
|
|
|
{ number => "152", name => "CashOrderQty", type => "QTY" }, |
8432
|
|
|
|
|
|
|
{ number => "153", name => "AllocAvgPx", type => "PRICE" }, |
8433
|
|
|
|
|
|
|
{ number => "154", name => "AllocNetMoney", type => "AMT" }, |
8434
|
|
|
|
|
|
|
{ number => "155", name => "SettlCurrFxRate", type => "FLOAT" }, |
8435
|
|
|
|
|
|
|
{ |
8436
|
|
|
|
|
|
|
number => "156", |
8437
|
|
|
|
|
|
|
name => "SettlCurrFxRateCalc", |
8438
|
|
|
|
|
|
|
type => "CHAR", |
8439
|
|
|
|
|
|
|
enum => [ |
8440
|
|
|
|
|
|
|
{ name => "M", description => "MULTIPLY" }, |
8441
|
|
|
|
|
|
|
{ name => "D", description => "DIVIDE" }, |
8442
|
|
|
|
|
|
|
] |
8443
|
|
|
|
|
|
|
}, |
8444
|
|
|
|
|
|
|
{ number => "157", name => "NumDaysInterest", type => "INT" }, |
8445
|
|
|
|
|
|
|
{ |
8446
|
|
|
|
|
|
|
number => "158", |
8447
|
|
|
|
|
|
|
name => "AccruedInterestRate", |
8448
|
|
|
|
|
|
|
type => "PERCENTAGE" |
8449
|
|
|
|
|
|
|
}, |
8450
|
|
|
|
|
|
|
{ number => "159", name => "AccruedInterestAmt", type => "AMT" }, |
8451
|
|
|
|
|
|
|
{ |
8452
|
|
|
|
|
|
|
number => "160", |
8453
|
|
|
|
|
|
|
name => "SettlInstMode", |
8454
|
|
|
|
|
|
|
type => "CHAR", |
8455
|
|
|
|
|
|
|
enum => [ |
8456
|
|
|
|
|
|
|
{ name => "0", description => "DEFAULT" }, |
8457
|
|
|
|
|
|
|
{ |
8458
|
|
|
|
|
|
|
name => "1", |
8459
|
|
|
|
|
|
|
description => "STANDING_INSTRUCTIONS_PROVIDED" |
8460
|
|
|
|
|
|
|
}, |
8461
|
|
|
|
|
|
|
{ |
8462
|
|
|
|
|
|
|
name => "4", |
8463
|
|
|
|
|
|
|
description => "SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT" |
8464
|
|
|
|
|
|
|
}, |
8465
|
|
|
|
|
|
|
{ name => "5", description => "REQUEST_REJECT" }, |
8466
|
|
|
|
|
|
|
] |
8467
|
|
|
|
|
|
|
}, |
8468
|
|
|
|
|
|
|
{ number => "161", name => "AllocText", type => "STRING" }, |
8469
|
|
|
|
|
|
|
{ number => "162", name => "SettlInstID", type => "STRING" }, |
8470
|
|
|
|
|
|
|
{ |
8471
|
|
|
|
|
|
|
number => "163", |
8472
|
|
|
|
|
|
|
name => "SettlInstTransType", |
8473
|
|
|
|
|
|
|
type => "CHAR", |
8474
|
|
|
|
|
|
|
enum => [ |
8475
|
|
|
|
|
|
|
{ name => "N", description => "NEW" }, |
8476
|
|
|
|
|
|
|
{ name => "C", description => "CANCEL" }, |
8477
|
|
|
|
|
|
|
{ name => "R", description => "REPLACE" }, |
8478
|
|
|
|
|
|
|
{ name => "T", description => "RESTATE" }, |
8479
|
|
|
|
|
|
|
] |
8480
|
|
|
|
|
|
|
}, |
8481
|
|
|
|
|
|
|
{ number => "164", name => "EmailThreadID", type => "STRING" }, |
8482
|
|
|
|
|
|
|
{ |
8483
|
|
|
|
|
|
|
number => "165", |
8484
|
|
|
|
|
|
|
name => "SettlInstSource", |
8485
|
|
|
|
|
|
|
type => "CHAR", |
8486
|
|
|
|
|
|
|
enum => [ |
8487
|
|
|
|
|
|
|
{ name => "1", description => "BROKERS_INSTRUCTIONS" }, |
8488
|
|
|
|
|
|
|
{ |
8489
|
|
|
|
|
|
|
name => "2", |
8490
|
|
|
|
|
|
|
description => "INSTITUTIONS_INSTRUCTIONS" |
8491
|
|
|
|
|
|
|
}, |
8492
|
|
|
|
|
|
|
{ name => "3", description => "INVESTOR" }, |
8493
|
|
|
|
|
|
|
] |
8494
|
|
|
|
|
|
|
}, |
8495
|
|
|
|
|
|
|
{ |
8496
|
|
|
|
|
|
|
number => "167", |
8497
|
|
|
|
|
|
|
name => "SecurityType", |
8498
|
|
|
|
|
|
|
type => "STRING", |
8499
|
|
|
|
|
|
|
enum => [ |
8500
|
|
|
|
|
|
|
{ name => "?", description => "WILDCARD" }, |
8501
|
|
|
|
|
|
|
{ |
8502
|
|
|
|
|
|
|
name => "ABS", |
8503
|
|
|
|
|
|
|
description => "ASSET_BACKED_SECURITIES" |
8504
|
|
|
|
|
|
|
}, |
8505
|
|
|
|
|
|
|
{ |
8506
|
|
|
|
|
|
|
name => "AMENDED", |
8507
|
|
|
|
|
|
|
description => "AMENDED_AND_RESTATED" |
8508
|
|
|
|
|
|
|
}, |
8509
|
|
|
|
|
|
|
{ |
8510
|
|
|
|
|
|
|
name => "AN", |
8511
|
|
|
|
|
|
|
description => "OTHER_ANTICIPATION_NOTES" |
8512
|
|
|
|
|
|
|
}, |
8513
|
|
|
|
|
|
|
{ name => "BA", description => "BANKERS_ACCEPTANCE" }, |
8514
|
|
|
|
|
|
|
{ name => "BN", description => "BANK_NOTES" }, |
8515
|
|
|
|
|
|
|
{ name => "BOX", description => "BILL_OF_EXCHANGES" }, |
8516
|
|
|
|
|
|
|
{ name => "BRADY", description => "BRADY_BOND" }, |
8517
|
|
|
|
|
|
|
{ name => "BRIDGE", description => "BRIDGE_LOAN" }, |
8518
|
|
|
|
|
|
|
{ name => "BUYSELL", description => "BUY_SELLBACK" }, |
8519
|
|
|
|
|
|
|
{ name => "CB", description => "CONVERTIBLE_BOND" }, |
8520
|
|
|
|
|
|
|
{ name => "CD", description => "CERTIFICATE_OF_DEPOSIT" }, |
8521
|
|
|
|
|
|
|
{ name => "CL", description => "CALL_LOANS" }, |
8522
|
|
|
|
|
|
|
{ |
8523
|
|
|
|
|
|
|
name => "CMBS", |
8524
|
|
|
|
|
|
|
description => "CORP_MORTGAGE_BACKED_SECURITIES" |
8525
|
|
|
|
|
|
|
}, |
8526
|
|
|
|
|
|
|
{ |
8527
|
|
|
|
|
|
|
name => "CMO", |
8528
|
|
|
|
|
|
|
description => "COLLATERALIZED_MORTGAGE_OBLIGATION" |
8529
|
|
|
|
|
|
|
}, |
8530
|
|
|
|
|
|
|
{ |
8531
|
|
|
|
|
|
|
name => "COFO", |
8532
|
|
|
|
|
|
|
description => "CERTIFICATE_OF_OBLIGATION" |
8533
|
|
|
|
|
|
|
}, |
8534
|
|
|
|
|
|
|
{ |
8535
|
|
|
|
|
|
|
name => "COFP", |
8536
|
|
|
|
|
|
|
description => "CERTIFICATE_OF_PARTICIPATION" |
8537
|
|
|
|
|
|
|
}, |
8538
|
|
|
|
|
|
|
{ name => "CORP", description => "CORPORATE_BOND" }, |
8539
|
|
|
|
|
|
|
{ name => "CP", description => "COMMERCIAL_PAPER" }, |
8540
|
|
|
|
|
|
|
{ |
8541
|
|
|
|
|
|
|
name => "CPP", |
8542
|
|
|
|
|
|
|
description => "CORPORATE_PRIVATE_PLACEMENT" |
8543
|
|
|
|
|
|
|
}, |
8544
|
|
|
|
|
|
|
{ name => "CS", description => "COMMON_STOCK" }, |
8545
|
|
|
|
|
|
|
{ name => "DEFLTED", description => "DEFAULTED" }, |
8546
|
|
|
|
|
|
|
{ name => "DINP", description => "DEBTOR_IN_POSSESSION" }, |
8547
|
|
|
|
|
|
|
{ name => "DN", description => "DEPOSIT_NOTES" }, |
8548
|
|
|
|
|
|
|
{ name => "DUAL", description => "DUAL_CURRENCY" }, |
8549
|
|
|
|
|
|
|
{ |
8550
|
|
|
|
|
|
|
name => "EUCD", |
8551
|
|
|
|
|
|
|
description => "EURO_CERTIFICATE_OF_DEPOSIT" |
8552
|
|
|
|
|
|
|
}, |
8553
|
|
|
|
|
|
|
{ |
8554
|
|
|
|
|
|
|
name => "EUCORP", |
8555
|
|
|
|
|
|
|
description => "EURO_CORPORATE_BOND" |
8556
|
|
|
|
|
|
|
}, |
8557
|
|
|
|
|
|
|
{ |
8558
|
|
|
|
|
|
|
name => "EUCP", |
8559
|
|
|
|
|
|
|
description => "EURO_COMMERCIAL_PAPER" |
8560
|
|
|
|
|
|
|
}, |
8561
|
|
|
|
|
|
|
{ name => "EUSOV", description => "EURO_SOVEREIGNS" }, |
8562
|
|
|
|
|
|
|
{ |
8563
|
|
|
|
|
|
|
name => "EUSUPRA", |
8564
|
|
|
|
|
|
|
description => "EURO_SUPRANATIONAL_COUPONS" |
8565
|
|
|
|
|
|
|
}, |
8566
|
|
|
|
|
|
|
{ name => "FAC", description => "FEDERAL_AGENCY_COUPON" }, |
8567
|
|
|
|
|
|
|
{ |
8568
|
|
|
|
|
|
|
name => "FADN", |
8569
|
|
|
|
|
|
|
description => "FEDERAL_AGENCY_DISCOUNT_NOTE" |
8570
|
|
|
|
|
|
|
}, |
8571
|
|
|
|
|
|
|
{ |
8572
|
|
|
|
|
|
|
name => "FOR", |
8573
|
|
|
|
|
|
|
description => "FOREIGN_EXCHANGE_CONTRACT" |
8574
|
|
|
|
|
|
|
}, |
8575
|
|
|
|
|
|
|
{ name => "FORWARD", description => "FORWARD" }, |
8576
|
|
|
|
|
|
|
{ name => "FUT", description => "FUTURE" }, |
8577
|
|
|
|
|
|
|
{ |
8578
|
|
|
|
|
|
|
name => "GO", |
8579
|
|
|
|
|
|
|
description => "GENERAL_OBLIGATION_BONDS" |
8580
|
|
|
|
|
|
|
}, |
8581
|
|
|
|
|
|
|
{ name => "IET", description => "IOETTE_MORTGAGE" }, |
8582
|
|
|
|
|
|
|
{ name => "LOFC", description => "LETTER_OF_CREDIT" }, |
8583
|
|
|
|
|
|
|
{ name => "LQN", description => "LIQUIDITY_NOTE" }, |
8584
|
|
|
|
|
|
|
{ name => "MATURED", description => "MATURED" }, |
8585
|
|
|
|
|
|
|
{ |
8586
|
|
|
|
|
|
|
name => "MBS", |
8587
|
|
|
|
|
|
|
description => "MORTGAGE_BACKED_SECURITIES" |
8588
|
|
|
|
|
|
|
}, |
8589
|
|
|
|
|
|
|
{ name => "MF", description => "MUTUAL_FUND" }, |
8590
|
|
|
|
|
|
|
{ |
8591
|
|
|
|
|
|
|
name => "MIO", |
8592
|
|
|
|
|
|
|
description => "MORTGAGE_INTEREST_ONLY" |
8593
|
|
|
|
|
|
|
}, |
8594
|
|
|
|
|
|
|
{ name => "MLEG", description => "MULTI_LEG_INSTRUMENT" }, |
8595
|
|
|
|
|
|
|
{ |
8596
|
|
|
|
|
|
|
name => "MPO", |
8597
|
|
|
|
|
|
|
description => "MORTGAGE_PRINCIPAL_ONLY" |
8598
|
|
|
|
|
|
|
}, |
8599
|
|
|
|
|
|
|
{ |
8600
|
|
|
|
|
|
|
name => "MPP", |
8601
|
|
|
|
|
|
|
description => "MORTGAGE_PRIVATE_PLACEMENT" |
8602
|
|
|
|
|
|
|
}, |
8603
|
|
|
|
|
|
|
{ |
8604
|
|
|
|
|
|
|
name => "MPT", |
8605
|
|
|
|
|
|
|
description => "MISCELLANEOUS_PASS_THROUGH" |
8606
|
|
|
|
|
|
|
}, |
8607
|
|
|
|
|
|
|
{ name => "MT", description => "MANDATORY_TENDER" }, |
8608
|
|
|
|
|
|
|
{ name => "MTN", description => "MEDIUM_TERM_NOTES" }, |
8609
|
|
|
|
|
|
|
{ name => "NONE", description => "NO_SECURITY_TYPE" }, |
8610
|
|
|
|
|
|
|
{ name => "ONITE", description => "OVERNIGHT" }, |
8611
|
|
|
|
|
|
|
{ name => "OPT", description => "OPTION" }, |
8612
|
|
|
|
|
|
|
{ |
8613
|
|
|
|
|
|
|
name => "PEF", |
8614
|
|
|
|
|
|
|
description => "PRIVATE_EXPORT_FUNDING" |
8615
|
|
|
|
|
|
|
}, |
8616
|
|
|
|
|
|
|
{ name => "PFAND", description => "PFANDBRIEFE" }, |
8617
|
|
|
|
|
|
|
{ name => "PN", description => "PROMISSORY_NOTE" }, |
8618
|
|
|
|
|
|
|
{ name => "PS", description => "PREFERRED_STOCK" }, |
8619
|
|
|
|
|
|
|
{ name => "PZFJ", description => "PLAZOS_FIJOS" }, |
8620
|
|
|
|
|
|
|
{ |
8621
|
|
|
|
|
|
|
name => "RAN", |
8622
|
|
|
|
|
|
|
description => "REVENUE_ANTICIPATION_NOTE" |
8623
|
|
|
|
|
|
|
}, |
8624
|
|
|
|
|
|
|
{ name => "REPLACD", description => "REPLACED" }, |
8625
|
|
|
|
|
|
|
{ name => "REPO", description => "REPURCHASE" }, |
8626
|
|
|
|
|
|
|
{ name => "RETIRED", description => "RETIRED" }, |
8627
|
|
|
|
|
|
|
{ name => "REV", description => "REVENUE_BONDS" }, |
8628
|
|
|
|
|
|
|
{ name => "RVLV", description => "REVOLVER_LOAN" }, |
8629
|
|
|
|
|
|
|
{ |
8630
|
|
|
|
|
|
|
name => "RVLVTRM", |
8631
|
|
|
|
|
|
|
description => "REVOLVER_TERM_LOAN" |
8632
|
|
|
|
|
|
|
}, |
8633
|
|
|
|
|
|
|
{ name => "SECLOAN", description => "SECURITIES_LOAN" }, |
8634
|
|
|
|
|
|
|
{ |
8635
|
|
|
|
|
|
|
name => "SECPLEDGE", |
8636
|
|
|
|
|
|
|
description => "SECURITIES_PLEDGE" |
8637
|
|
|
|
|
|
|
}, |
8638
|
|
|
|
|
|
|
{ name => "SPCLA", description => "SPECIAL_ASSESSMENT" }, |
8639
|
|
|
|
|
|
|
{ name => "SPCLO", description => "SPECIAL_OBLIGATION" }, |
8640
|
|
|
|
|
|
|
{ name => "SPCLT", description => "SPECIAL_TAX" }, |
8641
|
|
|
|
|
|
|
{ name => "STN", description => "SHORT_TERM_LOAN_NOTE" }, |
8642
|
|
|
|
|
|
|
{ name => "STRUCT", description => "STRUCTURED_NOTES" }, |
8643
|
|
|
|
|
|
|
{ |
8644
|
|
|
|
|
|
|
name => "SUPRA", |
8645
|
|
|
|
|
|
|
description => "USD_SUPRANATIONAL_COUPONS" |
8646
|
|
|
|
|
|
|
}, |
8647
|
|
|
|
|
|
|
{ name => "SWING", description => "SWING_LINE_FACILITY" }, |
8648
|
|
|
|
|
|
|
{ name => "TAN", description => "TAX_ANTICIPATION_NOTE" }, |
8649
|
|
|
|
|
|
|
{ name => "TAXA", description => "TAX_ALLOCATION" }, |
8650
|
|
|
|
|
|
|
{ name => "TBA", description => "TO_BE_ANNOUNCED" }, |
8651
|
|
|
|
|
|
|
{ name => "TBILL", description => "US_TREASURY_BILL" }, |
8652
|
|
|
|
|
|
|
{ name => "TBOND", description => "US_TREASURY_BOND" }, |
8653
|
|
|
|
|
|
|
{ |
8654
|
|
|
|
|
|
|
name => "TCAL", |
8655
|
|
|
|
|
|
|
description => |
8656
|
|
|
|
|
|
|
"PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE" |
8657
|
|
|
|
|
|
|
}, |
8658
|
|
|
|
|
|
|
{ name => "TD", description => "TIME_DEPOSIT" }, |
8659
|
|
|
|
|
|
|
{ |
8660
|
|
|
|
|
|
|
name => "TECP", |
8661
|
|
|
|
|
|
|
description => "TAX_EXEMPT_COMMERCIAL_PAPER" |
8662
|
|
|
|
|
|
|
}, |
8663
|
|
|
|
|
|
|
{ name => "TERM", description => "TERM_LOAN" }, |
8664
|
|
|
|
|
|
|
{ |
8665
|
|
|
|
|
|
|
name => "TINT", |
8666
|
|
|
|
|
|
|
description => "INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE" |
8667
|
|
|
|
|
|
|
}, |
8668
|
|
|
|
|
|
|
{ |
8669
|
|
|
|
|
|
|
name => "TIPS", |
8670
|
|
|
|
|
|
|
description => |
8671
|
|
|
|
|
|
|
"TREASURY_INFLATION_PROTECTED_SECURITIES" |
8672
|
|
|
|
|
|
|
}, |
8673
|
|
|
|
|
|
|
{ name => "TNOTE", description => "US_TREASURY_NOTE" }, |
8674
|
|
|
|
|
|
|
{ |
8675
|
|
|
|
|
|
|
name => "TPRN", |
8676
|
|
|
|
|
|
|
description => |
8677
|
|
|
|
|
|
|
"PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE" |
8678
|
|
|
|
|
|
|
}, |
8679
|
|
|
|
|
|
|
{ |
8680
|
|
|
|
|
|
|
name => "TRAN", |
8681
|
|
|
|
|
|
|
description => "TAX_AND_REVENUE_ANTICIPATION_NOTE" |
8682
|
|
|
|
|
|
|
}, |
8683
|
|
|
|
|
|
|
{ |
8684
|
|
|
|
|
|
|
name => "VRDN", |
8685
|
|
|
|
|
|
|
description => "VARIABLE_RATE_DEMAND_NOTE" |
8686
|
|
|
|
|
|
|
}, |
8687
|
|
|
|
|
|
|
{ name => "WAR", description => "WARRANT" }, |
8688
|
|
|
|
|
|
|
{ name => "WITHDRN", description => "WITHDRAWN" }, |
8689
|
|
|
|
|
|
|
{ name => "XCN", description => "EXTENDED_COMM_NOTE" }, |
8690
|
|
|
|
|
|
|
{ name => "XLINKD", description => "INDEXED_LINKED" }, |
8691
|
|
|
|
|
|
|
{ |
8692
|
|
|
|
|
|
|
name => "YANK", |
8693
|
|
|
|
|
|
|
description => "YANKEE_CORPORATE_BOND" |
8694
|
|
|
|
|
|
|
}, |
8695
|
|
|
|
|
|
|
{ |
8696
|
|
|
|
|
|
|
name => "YCD", |
8697
|
|
|
|
|
|
|
description => "YANKEE_CERTIFICATE_OF_DEPOSIT" |
8698
|
|
|
|
|
|
|
}, |
8699
|
|
|
|
|
|
|
] |
8700
|
|
|
|
|
|
|
}, |
8701
|
|
|
|
|
|
|
{ |
8702
|
|
|
|
|
|
|
number => "168", |
8703
|
|
|
|
|
|
|
name => "EffectiveTime", |
8704
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
8705
|
|
|
|
|
|
|
}, |
8706
|
|
|
|
|
|
|
{ |
8707
|
|
|
|
|
|
|
number => "169", |
8708
|
|
|
|
|
|
|
name => "StandInstDbType", |
8709
|
|
|
|
|
|
|
type => "INT", |
8710
|
|
|
|
|
|
|
enum => [ |
8711
|
|
|
|
|
|
|
{ name => "0", description => "OTHER" }, |
8712
|
|
|
|
|
|
|
{ name => "1", description => "DTC_SID" }, |
8713
|
|
|
|
|
|
|
{ name => "2", description => "THOMSON_ALERT" }, |
8714
|
|
|
|
|
|
|
{ name => "3", description => "A_GLOBAL_CUSTODIAN" }, |
8715
|
|
|
|
|
|
|
{ name => "4", description => "ACCOUNTNET" }, |
8716
|
|
|
|
|
|
|
] |
8717
|
|
|
|
|
|
|
}, |
8718
|
|
|
|
|
|
|
{ number => "170", name => "StandInstDbName", type => "STRING" }, |
8719
|
|
|
|
|
|
|
{ number => "171", name => "StandInstDbID", type => "STRING" }, |
8720
|
|
|
|
|
|
|
{ |
8721
|
|
|
|
|
|
|
number => "172", |
8722
|
|
|
|
|
|
|
name => "SettlDeliveryType", |
8723
|
|
|
|
|
|
|
type => "INT", |
8724
|
|
|
|
|
|
|
enum => [ |
8725
|
|
|
|
|
|
|
{ name => "0", description => "VERSUS_PAYMENT" }, |
8726
|
|
|
|
|
|
|
{ name => "1", description => "FREE" }, |
8727
|
|
|
|
|
|
|
{ name => "2", description => "TRI_PARTY" }, |
8728
|
|
|
|
|
|
|
{ name => "3", description => "HOLD_IN_CUSTODY" }, |
8729
|
|
|
|
|
|
|
] |
8730
|
|
|
|
|
|
|
}, |
8731
|
|
|
|
|
|
|
{ number => "188", name => "BidSpotRate", type => "PRICE" }, |
8732
|
|
|
|
|
|
|
{ |
8733
|
|
|
|
|
|
|
number => "189", |
8734
|
|
|
|
|
|
|
name => "BidForwardPoints", |
8735
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
8736
|
|
|
|
|
|
|
}, |
8737
|
|
|
|
|
|
|
{ number => "190", name => "OfferSpotRate", type => "PRICE" }, |
8738
|
|
|
|
|
|
|
{ |
8739
|
|
|
|
|
|
|
number => "191", |
8740
|
|
|
|
|
|
|
name => "OfferForwardPoints", |
8741
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
8742
|
|
|
|
|
|
|
}, |
8743
|
|
|
|
|
|
|
{ number => "192", name => "OrderQty2", type => "QTY" }, |
8744
|
|
|
|
|
|
|
{ number => "193", name => "SettlDate2", type => "LOCALMKTDATE" }, |
8745
|
|
|
|
|
|
|
{ number => "194", name => "LastSpotRate", type => "PRICE" }, |
8746
|
|
|
|
|
|
|
{ |
8747
|
|
|
|
|
|
|
number => "195", |
8748
|
|
|
|
|
|
|
name => "LastForwardPoints", |
8749
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
8750
|
|
|
|
|
|
|
}, |
8751
|
|
|
|
|
|
|
{ number => "196", name => "AllocLinkID", type => "STRING" }, |
8752
|
|
|
|
|
|
|
{ |
8753
|
|
|
|
|
|
|
number => "197", |
8754
|
|
|
|
|
|
|
name => "AllocLinkType", |
8755
|
|
|
|
|
|
|
type => "INT", |
8756
|
|
|
|
|
|
|
enum => [ |
8757
|
|
|
|
|
|
|
{ name => "0", description => "F_X_NETTING" }, |
8758
|
|
|
|
|
|
|
{ name => "1", description => "F_X_SWAP" }, |
8759
|
|
|
|
|
|
|
] |
8760
|
|
|
|
|
|
|
}, |
8761
|
|
|
|
|
|
|
{ number => "198", name => "SecondaryOrderID", type => "STRING" }, |
8762
|
|
|
|
|
|
|
{ |
8763
|
|
|
|
|
|
|
number => "199", |
8764
|
|
|
|
|
|
|
name => "NoIOIQualifiers", |
8765
|
|
|
|
|
|
|
type => "NUMINGROUP" |
8766
|
|
|
|
|
|
|
}, |
8767
|
|
|
|
|
|
|
{ |
8768
|
|
|
|
|
|
|
number => "200", |
8769
|
|
|
|
|
|
|
name => "MaturityMonthYear", |
8770
|
|
|
|
|
|
|
type => "MONTHYEAR" |
8771
|
|
|
|
|
|
|
}, |
8772
|
|
|
|
|
|
|
{ number => "202", name => "StrikePrice", type => "PRICE" }, |
8773
|
|
|
|
|
|
|
{ |
8774
|
|
|
|
|
|
|
number => "203", |
8775
|
|
|
|
|
|
|
name => "CoveredOrUncovered", |
8776
|
|
|
|
|
|
|
type => "INT", |
8777
|
|
|
|
|
|
|
enum => [ |
8778
|
|
|
|
|
|
|
{ name => "0", description => "COVERED" }, |
8779
|
|
|
|
|
|
|
{ name => "1", description => "UNCOVERED" }, |
8780
|
|
|
|
|
|
|
] |
8781
|
|
|
|
|
|
|
}, |
8782
|
|
|
|
|
|
|
{ number => "206", name => "OptAttribute", type => "CHAR" }, |
8783
|
|
|
|
|
|
|
{ |
8784
|
|
|
|
|
|
|
number => "207", |
8785
|
|
|
|
|
|
|
name => "SecurityExchange", |
8786
|
|
|
|
|
|
|
type => "EXCHANGE" |
8787
|
|
|
|
|
|
|
}, |
8788
|
|
|
|
|
|
|
{ |
8789
|
|
|
|
|
|
|
number => "208", |
8790
|
|
|
|
|
|
|
name => "NotifyBrokerOfCredit", |
8791
|
|
|
|
|
|
|
type => "BOOLEAN" |
8792
|
|
|
|
|
|
|
}, |
8793
|
|
|
|
|
|
|
{ |
8794
|
|
|
|
|
|
|
number => "209", |
8795
|
|
|
|
|
|
|
name => "AllocHandlInst", |
8796
|
|
|
|
|
|
|
type => "INT", |
8797
|
|
|
|
|
|
|
enum => [ |
8798
|
|
|
|
|
|
|
{ name => "1", description => "MATCH" }, |
8799
|
|
|
|
|
|
|
{ name => "2", description => "FORWARD" }, |
8800
|
|
|
|
|
|
|
{ name => "3", description => "FORWARD_AND_MATCH" }, |
8801
|
|
|
|
|
|
|
] |
8802
|
|
|
|
|
|
|
}, |
8803
|
|
|
|
|
|
|
{ number => "210", name => "MaxShow", type => "QTY" }, |
8804
|
|
|
|
|
|
|
{ number => "211", name => "PegOffsetValue", type => "FLOAT" }, |
8805
|
|
|
|
|
|
|
{ number => "212", name => "XmlDataLen", type => "LENGTH" }, |
8806
|
|
|
|
|
|
|
{ number => "213", name => "XmlData", type => "DATA" }, |
8807
|
|
|
|
|
|
|
{ number => "214", name => "SettlInstRefID", type => "STRING" }, |
8808
|
|
|
|
|
|
|
{ number => "215", name => "NoRoutingIDs", type => "NUMINGROUP" }, |
8809
|
|
|
|
|
|
|
{ |
8810
|
|
|
|
|
|
|
number => "216", |
8811
|
|
|
|
|
|
|
name => "RoutingType", |
8812
|
|
|
|
|
|
|
type => "INT", |
8813
|
|
|
|
|
|
|
enum => [ |
8814
|
|
|
|
|
|
|
{ name => "1", description => "TARGET_FIRM" }, |
8815
|
|
|
|
|
|
|
{ name => "2", description => "TARGET_LIST" }, |
8816
|
|
|
|
|
|
|
{ name => "3", description => "BLOCK_FIRM" }, |
8817
|
|
|
|
|
|
|
{ name => "4", description => "BLOCK_LIST" }, |
8818
|
|
|
|
|
|
|
] |
8819
|
|
|
|
|
|
|
}, |
8820
|
|
|
|
|
|
|
{ number => "217", name => "RoutingID", type => "STRING" }, |
8821
|
|
|
|
|
|
|
{ number => "218", name => "Spread", type => "PRICEOFFSET" }, |
8822
|
|
|
|
|
|
|
{ |
8823
|
|
|
|
|
|
|
number => "220", |
8824
|
|
|
|
|
|
|
name => "BenchmarkCurveCurrency", |
8825
|
|
|
|
|
|
|
type => "CURRENCY" |
8826
|
|
|
|
|
|
|
}, |
8827
|
|
|
|
|
|
|
{ |
8828
|
|
|
|
|
|
|
number => "221", |
8829
|
|
|
|
|
|
|
name => "BenchmarkCurveName", |
8830
|
|
|
|
|
|
|
type => "STRING", |
8831
|
|
|
|
|
|
|
enum => [ |
8832
|
|
|
|
|
|
|
{ name => "MuniAAA", description => "MUNIAAA" }, |
8833
|
|
|
|
|
|
|
{ name => "FutureSWAP", description => "FUTURESWAP" }, |
8834
|
|
|
|
|
|
|
{ name => "LIBID", description => "LIBID" }, |
8835
|
|
|
|
|
|
|
{ name => "LIBOR", description => "LIBOR" }, |
8836
|
|
|
|
|
|
|
{ name => "OTHER", description => "OTHER" }, |
8837
|
|
|
|
|
|
|
{ name => "SWAP", description => "SWAP" }, |
8838
|
|
|
|
|
|
|
{ name => "Treasury", description => "TREASURY" }, |
8839
|
|
|
|
|
|
|
{ name => "Euribor", description => "EURIBOR" }, |
8840
|
|
|
|
|
|
|
{ name => "Pfandbriefe", description => "PFANDBRIEFE" }, |
8841
|
|
|
|
|
|
|
{ name => "EONIA", description => "EONIA" }, |
8842
|
|
|
|
|
|
|
{ name => "SONIA", description => "SONIA" }, |
8843
|
|
|
|
|
|
|
{ name => "EUREPO", description => "EUREPO" }, |
8844
|
|
|
|
|
|
|
] |
8845
|
|
|
|
|
|
|
}, |
8846
|
|
|
|
|
|
|
{ |
8847
|
|
|
|
|
|
|
number => "222", |
8848
|
|
|
|
|
|
|
name => "BenchmarkCurvePoint", |
8849
|
|
|
|
|
|
|
type => "STRING" |
8850
|
|
|
|
|
|
|
}, |
8851
|
|
|
|
|
|
|
{ number => "223", name => "CouponRate", type => "PERCENTAGE" }, |
8852
|
|
|
|
|
|
|
{ |
8853
|
|
|
|
|
|
|
number => "224", |
8854
|
|
|
|
|
|
|
name => "CouponPaymentDate", |
8855
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
8856
|
|
|
|
|
|
|
}, |
8857
|
|
|
|
|
|
|
{ number => "225", name => "IssueDate", type => "LOCALMKTDATE" }, |
8858
|
|
|
|
|
|
|
{ number => "226", name => "RepurchaseTerm", type => "INT" }, |
8859
|
|
|
|
|
|
|
{ |
8860
|
|
|
|
|
|
|
number => "227", |
8861
|
|
|
|
|
|
|
name => "RepurchaseRate", |
8862
|
|
|
|
|
|
|
type => "PERCENTAGE" |
8863
|
|
|
|
|
|
|
}, |
8864
|
|
|
|
|
|
|
{ number => "228", name => "Factor", type => "FLOAT" }, |
8865
|
|
|
|
|
|
|
{ |
8866
|
|
|
|
|
|
|
number => "229", |
8867
|
|
|
|
|
|
|
name => "TradeOriginationDate", |
8868
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
8869
|
|
|
|
|
|
|
}, |
8870
|
|
|
|
|
|
|
{ number => "230", name => "ExDate", type => "LOCALMKTDATE" }, |
8871
|
|
|
|
|
|
|
{ |
8872
|
|
|
|
|
|
|
number => "231", |
8873
|
|
|
|
|
|
|
name => "ContractMultiplier", |
8874
|
|
|
|
|
|
|
type => "FLOAT" |
8875
|
|
|
|
|
|
|
}, |
8876
|
|
|
|
|
|
|
{ |
8877
|
|
|
|
|
|
|
number => "232", |
8878
|
|
|
|
|
|
|
name => "NoStipulations", |
8879
|
|
|
|
|
|
|
type => "NUMINGROUP" |
8880
|
|
|
|
|
|
|
}, |
8881
|
|
|
|
|
|
|
{ |
8882
|
|
|
|
|
|
|
number => "233", |
8883
|
|
|
|
|
|
|
name => "StipulationType", |
8884
|
|
|
|
|
|
|
type => "STRING", |
8885
|
|
|
|
|
|
|
enum => [ |
8886
|
|
|
|
|
|
|
{ name => "AMT", description => "AMT" }, |
8887
|
|
|
|
|
|
|
{ |
8888
|
|
|
|
|
|
|
name => "AUTOREINV", |
8889
|
|
|
|
|
|
|
description => "AUTO_REINVESTMENT_AT_OR_BETTER" |
8890
|
|
|
|
|
|
|
}, |
8891
|
|
|
|
|
|
|
{ name => "BANKQUAL", description => "BANK_QUALIFIED" }, |
8892
|
|
|
|
|
|
|
{ name => "BGNCON", description => "BARGAIN_CONDITIONS" }, |
8893
|
|
|
|
|
|
|
{ name => "COUPON", description => "COUPON_RANGE" }, |
8894
|
|
|
|
|
|
|
{ |
8895
|
|
|
|
|
|
|
name => "CURRENCY", |
8896
|
|
|
|
|
|
|
description => "ISO_CURRENCY_CODE" |
8897
|
|
|
|
|
|
|
}, |
8898
|
|
|
|
|
|
|
{ |
8899
|
|
|
|
|
|
|
name => "CUSTOMDATE", |
8900
|
|
|
|
|
|
|
description => "CUSTOM_START_END_DATE" |
8901
|
|
|
|
|
|
|
}, |
8902
|
|
|
|
|
|
|
{ |
8903
|
|
|
|
|
|
|
name => "GEOG", |
8904
|
|
|
|
|
|
|
description => "GEOGRAPHICS_AND_PERCENT_RANGE" |
8905
|
|
|
|
|
|
|
}, |
8906
|
|
|
|
|
|
|
{ |
8907
|
|
|
|
|
|
|
name => "HAIRCUT", |
8908
|
|
|
|
|
|
|
description => "VALUATION_DISCOUNT" |
8909
|
|
|
|
|
|
|
}, |
8910
|
|
|
|
|
|
|
{ name => "INSURED", description => "INSURED" }, |
8911
|
|
|
|
|
|
|
{ |
8912
|
|
|
|
|
|
|
name => "ISSUE", |
8913
|
|
|
|
|
|
|
description => "YEAR_OR_YEAR_MONTH_OF_ISSUE" |
8914
|
|
|
|
|
|
|
}, |
8915
|
|
|
|
|
|
|
{ name => "ISSUER", description => "ISSUERS_TICKER" }, |
8916
|
|
|
|
|
|
|
{ |
8917
|
|
|
|
|
|
|
name => "ISSUESIZE", |
8918
|
|
|
|
|
|
|
description => "ISSUE_SIZE_RANGE" |
8919
|
|
|
|
|
|
|
}, |
8920
|
|
|
|
|
|
|
{ name => "LOOKBACK", description => "LOOKBACK_DAYS" }, |
8921
|
|
|
|
|
|
|
{ |
8922
|
|
|
|
|
|
|
name => "LOT", |
8923
|
|
|
|
|
|
|
description => "EXPLICIT_LOT_IDENTIFIER" |
8924
|
|
|
|
|
|
|
}, |
8925
|
|
|
|
|
|
|
{ name => "LOTVAR", description => "LOT_VARIANCE" }, |
8926
|
|
|
|
|
|
|
{ |
8927
|
|
|
|
|
|
|
name => "MAT", |
8928
|
|
|
|
|
|
|
description => "MATURITY_YEAR_AND_MONTH" |
8929
|
|
|
|
|
|
|
}, |
8930
|
|
|
|
|
|
|
{ name => "MATURITY", description => "MATURITY_RANGE" }, |
8931
|
|
|
|
|
|
|
{ |
8932
|
|
|
|
|
|
|
name => "MAXSUBS", |
8933
|
|
|
|
|
|
|
description => "MAXIMUM_SUBSTITUTIONS" |
8934
|
|
|
|
|
|
|
}, |
8935
|
|
|
|
|
|
|
{ name => "MINQTY", description => "MINIMUM_QUANTITY" }, |
8936
|
|
|
|
|
|
|
{ name => "MININCR", description => "MINIMUM_INCREMENT" }, |
8937
|
|
|
|
|
|
|
{ |
8938
|
|
|
|
|
|
|
name => "MINDNOM", |
8939
|
|
|
|
|
|
|
description => "MINIMUM_DENOMINATION" |
8940
|
|
|
|
|
|
|
}, |
8941
|
|
|
|
|
|
|
{ |
8942
|
|
|
|
|
|
|
name => "PAYFREQ", |
8943
|
|
|
|
|
|
|
description => "PAYMENT_FREQUENCY_CALENDAR" |
8944
|
|
|
|
|
|
|
}, |
8945
|
|
|
|
|
|
|
{ name => "PIECES", description => "NUMBER_OF_PIECES" }, |
8946
|
|
|
|
|
|
|
{ name => "PMAX", description => "POOLS_MAXIMUM" }, |
8947
|
|
|
|
|
|
|
{ name => "PPM", description => "POOLS_PER_MILLION" }, |
8948
|
|
|
|
|
|
|
{ name => "PPL", description => "POOLS_PER_LOT" }, |
8949
|
|
|
|
|
|
|
{ name => "PPT", description => "POOLS_PER_TRADE" }, |
8950
|
|
|
|
|
|
|
{ name => "PRICE", description => "PRICE_RANGE" }, |
8951
|
|
|
|
|
|
|
{ |
8952
|
|
|
|
|
|
|
name => "PRICEFREQ", |
8953
|
|
|
|
|
|
|
description => "PRICING_FREQUENCY" |
8954
|
|
|
|
|
|
|
}, |
8955
|
|
|
|
|
|
|
{ name => "PROD", description => "PRODUCTION_YEAR" }, |
8956
|
|
|
|
|
|
|
{ name => "PROTECT", description => "CALL_PROTECTION" }, |
8957
|
|
|
|
|
|
|
{ name => "PURPOSE", description => "PURPOSE" }, |
8958
|
|
|
|
|
|
|
{ |
8959
|
|
|
|
|
|
|
name => "PXSOURCE", |
8960
|
|
|
|
|
|
|
description => "BENCHMARK_PRICE_SOURCE" |
8961
|
|
|
|
|
|
|
}, |
8962
|
|
|
|
|
|
|
{ |
8963
|
|
|
|
|
|
|
name => "RATING", |
8964
|
|
|
|
|
|
|
description => "RATING_SOURCE_AND_RANGE" |
8965
|
|
|
|
|
|
|
}, |
8966
|
|
|
|
|
|
|
{ name => "RESTRICTED", description => "RESTRICTED" }, |
8967
|
|
|
|
|
|
|
{ name => "SECTOR", description => "MARKET_SECTOR" }, |
8968
|
|
|
|
|
|
|
{ |
8969
|
|
|
|
|
|
|
name => "SECTYPE", |
8970
|
|
|
|
|
|
|
description => "SECURITYTYPE_INCLUDED_OR_EXCLUDED" |
8971
|
|
|
|
|
|
|
}, |
8972
|
|
|
|
|
|
|
{ name => "STRUCT", description => "STRUCTURE" }, |
8973
|
|
|
|
|
|
|
{ |
8974
|
|
|
|
|
|
|
name => "SUBSFREQ", |
8975
|
|
|
|
|
|
|
description => "SUBSTITUTIONS_FREQUENCY" |
8976
|
|
|
|
|
|
|
}, |
8977
|
|
|
|
|
|
|
{ |
8978
|
|
|
|
|
|
|
name => "SUBSLEFT", |
8979
|
|
|
|
|
|
|
description => "SUBSTITUTIONS_LEFT" |
8980
|
|
|
|
|
|
|
}, |
8981
|
|
|
|
|
|
|
{ name => "TEXT", description => "FREEFORM_TEXT" }, |
8982
|
|
|
|
|
|
|
{ name => "TRDVAR", description => "TRADE_VARIANCE" }, |
8983
|
|
|
|
|
|
|
{ |
8984
|
|
|
|
|
|
|
name => "WAC", |
8985
|
|
|
|
|
|
|
description => "WEIGHTED_AVERAGE_COUPON" |
8986
|
|
|
|
|
|
|
}, |
8987
|
|
|
|
|
|
|
{ |
8988
|
|
|
|
|
|
|
name => "WAL", |
8989
|
|
|
|
|
|
|
description => "WEIGHTED_AVERAGE_LIFE_COUPON" |
8990
|
|
|
|
|
|
|
}, |
8991
|
|
|
|
|
|
|
{ |
8992
|
|
|
|
|
|
|
name => "WALA", |
8993
|
|
|
|
|
|
|
description => "WEIGHTED_AVERAGE_LOAN_AGE" |
8994
|
|
|
|
|
|
|
}, |
8995
|
|
|
|
|
|
|
{ |
8996
|
|
|
|
|
|
|
name => "WAM", |
8997
|
|
|
|
|
|
|
description => "WEIGHTED_AVERAGE_MATURITY" |
8998
|
|
|
|
|
|
|
}, |
8999
|
|
|
|
|
|
|
{ name => "WHOLE", description => "WHOLE_POOL" }, |
9000
|
|
|
|
|
|
|
{ name => "YIELD", description => "YIELD_RANGE" }, |
9001
|
|
|
|
|
|
|
{ |
9002
|
|
|
|
|
|
|
name => "SMM", |
9003
|
|
|
|
|
|
|
description => "SINGLE_MONTHLY_MORTALITY" |
9004
|
|
|
|
|
|
|
}, |
9005
|
|
|
|
|
|
|
{ |
9006
|
|
|
|
|
|
|
name => "CPR", |
9007
|
|
|
|
|
|
|
description => "CONSTANT_PREPAYMENT_RATE" |
9008
|
|
|
|
|
|
|
}, |
9009
|
|
|
|
|
|
|
{ |
9010
|
|
|
|
|
|
|
name => "CPY", |
9011
|
|
|
|
|
|
|
description => "CONSTANT_PREPAYMENT_YIELD" |
9012
|
|
|
|
|
|
|
}, |
9013
|
|
|
|
|
|
|
{ |
9014
|
|
|
|
|
|
|
name => "CPP", |
9015
|
|
|
|
|
|
|
description => "CONSTANT_PREPAYMENT_PENALTY" |
9016
|
|
|
|
|
|
|
}, |
9017
|
|
|
|
|
|
|
{ |
9018
|
|
|
|
|
|
|
name => "ABS", |
9019
|
|
|
|
|
|
|
description => "ABSOLUTE_PREPAYMENT_SPEED" |
9020
|
|
|
|
|
|
|
}, |
9021
|
|
|
|
|
|
|
{ |
9022
|
|
|
|
|
|
|
name => "MPR", |
9023
|
|
|
|
|
|
|
description => "MONTHLY_PREPAYMENT_RATE" |
9024
|
|
|
|
|
|
|
}, |
9025
|
|
|
|
|
|
|
{ |
9026
|
|
|
|
|
|
|
name => "PSA", |
9027
|
|
|
|
|
|
|
description => "PERCENT_OF_BMA_PREPAYMENT_CURVE" |
9028
|
|
|
|
|
|
|
}, |
9029
|
|
|
|
|
|
|
{ |
9030
|
|
|
|
|
|
|
name => "PPC", |
9031
|
|
|
|
|
|
|
description => |
9032
|
|
|
|
|
|
|
"PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE" |
9033
|
|
|
|
|
|
|
}, |
9034
|
|
|
|
|
|
|
{ |
9035
|
|
|
|
|
|
|
name => "MHP", |
9036
|
|
|
|
|
|
|
description => |
9037
|
|
|
|
|
|
|
"PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE" |
9038
|
|
|
|
|
|
|
}, |
9039
|
|
|
|
|
|
|
{ |
9040
|
|
|
|
|
|
|
name => "HEP", |
9041
|
|
|
|
|
|
|
description => |
9042
|
|
|
|
|
|
|
"FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE" |
9043
|
|
|
|
|
|
|
}, |
9044
|
|
|
|
|
|
|
] |
9045
|
|
|
|
|
|
|
}, |
9046
|
|
|
|
|
|
|
{ |
9047
|
|
|
|
|
|
|
number => "234", |
9048
|
|
|
|
|
|
|
name => "StipulationValue", |
9049
|
|
|
|
|
|
|
type => "STRING", |
9050
|
|
|
|
|
|
|
enum => [ |
9051
|
|
|
|
|
|
|
{ name => "CD", description => "SPECIAL_CUM_DIVIDEND" }, |
9052
|
|
|
|
|
|
|
{ name => "XD", description => "SPECIAL_EX_DIVIDEND" }, |
9053
|
|
|
|
|
|
|
{ name => "CC", description => "SPECIAL_CUM_COUPON" }, |
9054
|
|
|
|
|
|
|
{ name => "XC", description => "SPECIAL_EX_COUPON" }, |
9055
|
|
|
|
|
|
|
{ name => "CB", description => "SPECIAL_CUM_BONUS" }, |
9056
|
|
|
|
|
|
|
{ name => "XB", description => "SPECIAL_EX_BONUS" }, |
9057
|
|
|
|
|
|
|
{ name => "CR", description => "SPECIAL_CUM_RIGHTS" }, |
9058
|
|
|
|
|
|
|
{ name => "XR", description => "SPECIAL_EX_RIGHTS" }, |
9059
|
|
|
|
|
|
|
{ |
9060
|
|
|
|
|
|
|
name => "CP", |
9061
|
|
|
|
|
|
|
description => "SPECIAL_CUM_CAPITAL_REPAYMENTS" |
9062
|
|
|
|
|
|
|
}, |
9063
|
|
|
|
|
|
|
{ |
9064
|
|
|
|
|
|
|
name => "XP", |
9065
|
|
|
|
|
|
|
description => "SPECIAL_EX_CAPITAL_REPAYMENTS" |
9066
|
|
|
|
|
|
|
}, |
9067
|
|
|
|
|
|
|
{ name => "CS", description => "CASH_SETTLEMENT" }, |
9068
|
|
|
|
|
|
|
{ name => "SP", description => "SPECIAL_PRICE" }, |
9069
|
|
|
|
|
|
|
{ |
9070
|
|
|
|
|
|
|
name => "TR", |
9071
|
|
|
|
|
|
|
description => |
9072
|
|
|
|
|
|
|
"REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES" |
9073
|
|
|
|
|
|
|
}, |
9074
|
|
|
|
|
|
|
{ name => "GD", description => "GUARANTEED_DELIVERY" }, |
9075
|
|
|
|
|
|
|
] |
9076
|
|
|
|
|
|
|
}, |
9077
|
|
|
|
|
|
|
{ |
9078
|
|
|
|
|
|
|
number => "235", |
9079
|
|
|
|
|
|
|
name => "YieldType", |
9080
|
|
|
|
|
|
|
type => "STRING", |
9081
|
|
|
|
|
|
|
enum => [ |
9082
|
|
|
|
|
|
|
{ name => "AFTERTAX", description => "AFTER_TAX_YIELD" }, |
9083
|
|
|
|
|
|
|
{ name => "ANNUAL", description => "ANNUAL_YIELD" }, |
9084
|
|
|
|
|
|
|
{ name => "ATISSUE", description => "YIELD_AT_ISSUE" }, |
9085
|
|
|
|
|
|
|
{ |
9086
|
|
|
|
|
|
|
name => "AVGMATURITY", |
9087
|
|
|
|
|
|
|
description => "YIELD_TO_AVERAGE_MATURITY" |
9088
|
|
|
|
|
|
|
}, |
9089
|
|
|
|
|
|
|
{ name => "BOOK", description => "BOOK_YIELD" }, |
9090
|
|
|
|
|
|
|
{ name => "CALL", description => "YIELD_TO_NEXT_CALL" }, |
9091
|
|
|
|
|
|
|
{ |
9092
|
|
|
|
|
|
|
name => "CHANGE", |
9093
|
|
|
|
|
|
|
description => "YIELD_CHANGE_SINCE_CLOSE" |
9094
|
|
|
|
|
|
|
}, |
9095
|
|
|
|
|
|
|
{ name => "CLOSE", description => "CLOSING_YIELD" }, |
9096
|
|
|
|
|
|
|
{ name => "COMPOUND", description => "COMPOUND_YIELD" }, |
9097
|
|
|
|
|
|
|
{ name => "CURRENT", description => "CURRENT_YIELD" }, |
9098
|
|
|
|
|
|
|
{ name => "GROSS", description => "TRUE_GROSS_YIELD" }, |
9099
|
|
|
|
|
|
|
{ |
9100
|
|
|
|
|
|
|
name => "GOVTEQUIV", |
9101
|
|
|
|
|
|
|
description => "GOVERNMENT_EQUIVALENT_YIELD" |
9102
|
|
|
|
|
|
|
}, |
9103
|
|
|
|
|
|
|
{ |
9104
|
|
|
|
|
|
|
name => "INFLATION", |
9105
|
|
|
|
|
|
|
description => "YIELD_WITH_INFLATION_ASSUMPTION" |
9106
|
|
|
|
|
|
|
}, |
9107
|
|
|
|
|
|
|
{ |
9108
|
|
|
|
|
|
|
name => "INVERSEFLOATER", |
9109
|
|
|
|
|
|
|
description => "INVERSE_FLOATER_BOND_YIELD" |
9110
|
|
|
|
|
|
|
}, |
9111
|
|
|
|
|
|
|
{ |
9112
|
|
|
|
|
|
|
name => "LASTCLOSE", |
9113
|
|
|
|
|
|
|
description => "MOST_RECENT_CLOSING_YIELD" |
9114
|
|
|
|
|
|
|
}, |
9115
|
|
|
|
|
|
|
{ |
9116
|
|
|
|
|
|
|
name => "LASTMONTH", |
9117
|
|
|
|
|
|
|
description => "CLOSING_YIELD_MOST_RECENT_MONTH" |
9118
|
|
|
|
|
|
|
}, |
9119
|
|
|
|
|
|
|
{ |
9120
|
|
|
|
|
|
|
name => "LASTQUARTER", |
9121
|
|
|
|
|
|
|
description => "CLOSING_YIELD_MOST_RECENT_QUARTER" |
9122
|
|
|
|
|
|
|
}, |
9123
|
|
|
|
|
|
|
{ |
9124
|
|
|
|
|
|
|
name => "LASTYEAR", |
9125
|
|
|
|
|
|
|
description => "CLOSING_YIELD_MOST_RECENT_YEAR" |
9126
|
|
|
|
|
|
|
}, |
9127
|
|
|
|
|
|
|
{ |
9128
|
|
|
|
|
|
|
name => "LONGAVGLIFE", |
9129
|
|
|
|
|
|
|
description => "YIELD_TO_LONGEST_AVERAGE_LIFE" |
9130
|
|
|
|
|
|
|
}, |
9131
|
|
|
|
|
|
|
{ name => "MARK", description => "MARK_TO_MARKET_YIELD" }, |
9132
|
|
|
|
|
|
|
{ |
9133
|
|
|
|
|
|
|
name => "MATURITY", |
9134
|
|
|
|
|
|
|
description => "YIELD_TO_MATURITY" |
9135
|
|
|
|
|
|
|
}, |
9136
|
|
|
|
|
|
|
{ |
9137
|
|
|
|
|
|
|
name => "NEXTREFUND", |
9138
|
|
|
|
|
|
|
description => "YIELD_TO_NEXT_REFUND" |
9139
|
|
|
|
|
|
|
}, |
9140
|
|
|
|
|
|
|
{ |
9141
|
|
|
|
|
|
|
name => "OPENAVG", |
9142
|
|
|
|
|
|
|
description => "OPEN_AVERAGE_YIELD" |
9143
|
|
|
|
|
|
|
}, |
9144
|
|
|
|
|
|
|
{ name => "PUT", description => "YIELD_TO_NEXT_PUT" }, |
9145
|
|
|
|
|
|
|
{ |
9146
|
|
|
|
|
|
|
name => "PREVCLOSE", |
9147
|
|
|
|
|
|
|
description => "PREVIOUS_CLOSE_YIELD" |
9148
|
|
|
|
|
|
|
}, |
9149
|
|
|
|
|
|
|
{ name => "PROCEEDS", description => "PROCEEDS_YIELD" }, |
9150
|
|
|
|
|
|
|
{ |
9151
|
|
|
|
|
|
|
name => "SEMIANNUAL", |
9152
|
|
|
|
|
|
|
description => "SEMI_ANNUAL_YIELD" |
9153
|
|
|
|
|
|
|
}, |
9154
|
|
|
|
|
|
|
{ |
9155
|
|
|
|
|
|
|
name => "SHORTAVGLIFE", |
9156
|
|
|
|
|
|
|
description => "YIELD_TO_SHORTEST_AVERAGE_LIFE" |
9157
|
|
|
|
|
|
|
}, |
9158
|
|
|
|
|
|
|
{ name => "SIMPLE", description => "SIMPLE_YIELD" }, |
9159
|
|
|
|
|
|
|
{ |
9160
|
|
|
|
|
|
|
name => "TAXEQUIV", |
9161
|
|
|
|
|
|
|
description => "TAX_EQUIVALENT_YIELD" |
9162
|
|
|
|
|
|
|
}, |
9163
|
|
|
|
|
|
|
{ |
9164
|
|
|
|
|
|
|
name => "TENDER", |
9165
|
|
|
|
|
|
|
description => "YIELD_TO_TENDER_DATE" |
9166
|
|
|
|
|
|
|
}, |
9167
|
|
|
|
|
|
|
{ name => "TRUE", description => "TRUE_YIELD" }, |
9168
|
|
|
|
|
|
|
{ |
9169
|
|
|
|
|
|
|
name => "VALUE1_32", |
9170
|
|
|
|
|
|
|
description => "YIELD_VALUE_OF_1_32" |
9171
|
|
|
|
|
|
|
}, |
9172
|
|
|
|
|
|
|
{ name => "WORST", description => "YIELD_TO_WORST" }, |
9173
|
|
|
|
|
|
|
] |
9174
|
|
|
|
|
|
|
}, |
9175
|
|
|
|
|
|
|
{ number => "236", name => "Yield", type => "PERCENTAGE" }, |
9176
|
|
|
|
|
|
|
{ number => "237", name => "TotalTakedown", type => "AMT" }, |
9177
|
|
|
|
|
|
|
{ number => "238", name => "Concession", type => "AMT" }, |
9178
|
|
|
|
|
|
|
{ |
9179
|
|
|
|
|
|
|
number => "239", |
9180
|
|
|
|
|
|
|
name => "RepoCollateralSecurityType", |
9181
|
|
|
|
|
|
|
type => "INT" |
9182
|
|
|
|
|
|
|
}, |
9183
|
|
|
|
|
|
|
{ |
9184
|
|
|
|
|
|
|
number => "240", |
9185
|
|
|
|
|
|
|
name => "RedemptionDate", |
9186
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9187
|
|
|
|
|
|
|
}, |
9188
|
|
|
|
|
|
|
{ |
9189
|
|
|
|
|
|
|
number => "241", |
9190
|
|
|
|
|
|
|
name => "UnderlyingCouponPaymentDate", |
9191
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9192
|
|
|
|
|
|
|
}, |
9193
|
|
|
|
|
|
|
{ |
9194
|
|
|
|
|
|
|
number => "242", |
9195
|
|
|
|
|
|
|
name => "UnderlyingIssueDate", |
9196
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9197
|
|
|
|
|
|
|
}, |
9198
|
|
|
|
|
|
|
{ |
9199
|
|
|
|
|
|
|
number => "243", |
9200
|
|
|
|
|
|
|
name => "UnderlyingRepoCollateralSecurityType", |
9201
|
|
|
|
|
|
|
type => "INT" |
9202
|
|
|
|
|
|
|
}, |
9203
|
|
|
|
|
|
|
{ |
9204
|
|
|
|
|
|
|
number => "244", |
9205
|
|
|
|
|
|
|
name => "UnderlyingRepurchaseTerm", |
9206
|
|
|
|
|
|
|
type => "INT" |
9207
|
|
|
|
|
|
|
}, |
9208
|
|
|
|
|
|
|
{ |
9209
|
|
|
|
|
|
|
number => "245", |
9210
|
|
|
|
|
|
|
name => "UnderlyingRepurchaseRate", |
9211
|
|
|
|
|
|
|
type => "PERCENTAGE" |
9212
|
|
|
|
|
|
|
}, |
9213
|
|
|
|
|
|
|
{ number => "246", name => "UnderlyingFactor", type => "FLOAT" }, |
9214
|
|
|
|
|
|
|
{ |
9215
|
|
|
|
|
|
|
number => "247", |
9216
|
|
|
|
|
|
|
name => "UnderlyingRedemptionDate", |
9217
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9218
|
|
|
|
|
|
|
}, |
9219
|
|
|
|
|
|
|
{ |
9220
|
|
|
|
|
|
|
number => "248", |
9221
|
|
|
|
|
|
|
name => "LegCouponPaymentDate", |
9222
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9223
|
|
|
|
|
|
|
}, |
9224
|
|
|
|
|
|
|
{ |
9225
|
|
|
|
|
|
|
number => "249", |
9226
|
|
|
|
|
|
|
name => "LegIssueDate", |
9227
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9228
|
|
|
|
|
|
|
}, |
9229
|
|
|
|
|
|
|
{ |
9230
|
|
|
|
|
|
|
number => "250", |
9231
|
|
|
|
|
|
|
name => "LegRepoCollateralSecurityType", |
9232
|
|
|
|
|
|
|
type => "INT" |
9233
|
|
|
|
|
|
|
}, |
9234
|
|
|
|
|
|
|
{ number => "251", name => "LegRepurchaseTerm", type => "INT" }, |
9235
|
|
|
|
|
|
|
{ |
9236
|
|
|
|
|
|
|
number => "252", |
9237
|
|
|
|
|
|
|
name => "LegRepurchaseRate", |
9238
|
|
|
|
|
|
|
type => "PERCENTAGE" |
9239
|
|
|
|
|
|
|
}, |
9240
|
|
|
|
|
|
|
{ number => "253", name => "LegFactor", type => "FLOAT" }, |
9241
|
|
|
|
|
|
|
{ |
9242
|
|
|
|
|
|
|
number => "254", |
9243
|
|
|
|
|
|
|
name => "LegRedemptionDate", |
9244
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9245
|
|
|
|
|
|
|
}, |
9246
|
|
|
|
|
|
|
{ number => "255", name => "CreditRating", type => "STRING" }, |
9247
|
|
|
|
|
|
|
{ |
9248
|
|
|
|
|
|
|
number => "256", |
9249
|
|
|
|
|
|
|
name => "UnderlyingCreditRating", |
9250
|
|
|
|
|
|
|
type => "STRING" |
9251
|
|
|
|
|
|
|
}, |
9252
|
|
|
|
|
|
|
{ number => "257", name => "LegCreditRating", type => "STRING" }, |
9253
|
|
|
|
|
|
|
{ |
9254
|
|
|
|
|
|
|
number => "258", |
9255
|
|
|
|
|
|
|
name => "TradedFlatSwitch", |
9256
|
|
|
|
|
|
|
type => "BOOLEAN" |
9257
|
|
|
|
|
|
|
}, |
9258
|
|
|
|
|
|
|
{ |
9259
|
|
|
|
|
|
|
number => "259", |
9260
|
|
|
|
|
|
|
name => "BasisFeatureDate", |
9261
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
9262
|
|
|
|
|
|
|
}, |
9263
|
|
|
|
|
|
|
{ number => "260", name => "BasisFeaturePrice", type => "PRICE" }, |
9264
|
|
|
|
|
|
|
{ number => "262", name => "MDReqID", type => "STRING" }, |
9265
|
|
|
|
|
|
|
{ |
9266
|
|
|
|
|
|
|
number => "263", |
9267
|
|
|
|
|
|
|
name => "SubscriptionRequestType", |
9268
|
|
|
|
|
|
|
type => "CHAR", |
9269
|
|
|
|
|
|
|
enum => [ |
9270
|
|
|
|
|
|
|
{ name => "0", description => "SNAPSHOT" }, |
9271
|
|
|
|
|
|
|
{ name => "1", description => "SNAPSHOT_PLUS_UPDATES" }, |
9272
|
|
|
|
|
|
|
{ |
9273
|
|
|
|
|
|
|
name => "2", |
9274
|
|
|
|
|
|
|
description => |
9275
|
|
|
|
|
|
|
"DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" |
9276
|
|
|
|
|
|
|
}, |
9277
|
|
|
|
|
|
|
] |
9278
|
|
|
|
|
|
|
}, |
9279
|
|
|
|
|
|
|
{ |
9280
|
|
|
|
|
|
|
number => "264", |
9281
|
|
|
|
|
|
|
name => "MarketDepth", |
9282
|
|
|
|
|
|
|
type => "INT", |
9283
|
|
|
|
|
|
|
enum => [ |
9284
|
|
|
|
|
|
|
{ name => "0", description => "FULL_BOOK" }, |
9285
|
|
|
|
|
|
|
{ name => "1", description => "TOP_OF_BOOK" }, |
9286
|
|
|
|
|
|
|
] |
9287
|
|
|
|
|
|
|
}, |
9288
|
|
|
|
|
|
|
{ |
9289
|
|
|
|
|
|
|
number => "265", |
9290
|
|
|
|
|
|
|
name => "MDUpdateType", |
9291
|
|
|
|
|
|
|
type => "INT", |
9292
|
|
|
|
|
|
|
enum => [ |
9293
|
|
|
|
|
|
|
{ name => "0", description => "FULL_REFRESH" }, |
9294
|
|
|
|
|
|
|
{ name => "1", description => "INCREMENTAL_REFRESH" }, |
9295
|
|
|
|
|
|
|
] |
9296
|
|
|
|
|
|
|
}, |
9297
|
|
|
|
|
|
|
{ number => "266", name => "AggregatedBook", type => "BOOLEAN" }, |
9298
|
|
|
|
|
|
|
{ |
9299
|
|
|
|
|
|
|
number => "267", |
9300
|
|
|
|
|
|
|
name => "NoMDEntryTypes", |
9301
|
|
|
|
|
|
|
type => "NUMINGROUP" |
9302
|
|
|
|
|
|
|
}, |
9303
|
|
|
|
|
|
|
{ number => "268", name => "NoMDEntries", type => "NUMINGROUP" }, |
9304
|
|
|
|
|
|
|
{ |
9305
|
|
|
|
|
|
|
number => "269", |
9306
|
|
|
|
|
|
|
name => "MDEntryType", |
9307
|
|
|
|
|
|
|
type => "CHAR", |
9308
|
|
|
|
|
|
|
enum => [ |
9309
|
|
|
|
|
|
|
{ name => "0", description => "BID" }, |
9310
|
|
|
|
|
|
|
{ name => "1", description => "OFFER" }, |
9311
|
|
|
|
|
|
|
{ name => "2", description => "TRADE" }, |
9312
|
|
|
|
|
|
|
{ name => "3", description => "INDEX_VALUE" }, |
9313
|
|
|
|
|
|
|
{ name => "4", description => "OPENING_PRICE" }, |
9314
|
|
|
|
|
|
|
{ name => "5", description => "CLOSING_PRICE" }, |
9315
|
|
|
|
|
|
|
{ name => "6", description => "SETTLEMENT_PRICE" }, |
9316
|
|
|
|
|
|
|
{ |
9317
|
|
|
|
|
|
|
name => "7", |
9318
|
|
|
|
|
|
|
description => "TRADING_SESSION_HIGH_PRICE" |
9319
|
|
|
|
|
|
|
}, |
9320
|
|
|
|
|
|
|
{ |
9321
|
|
|
|
|
|
|
name => "8", |
9322
|
|
|
|
|
|
|
description => "TRADING_SESSION_LOW_PRICE" |
9323
|
|
|
|
|
|
|
}, |
9324
|
|
|
|
|
|
|
{ |
9325
|
|
|
|
|
|
|
name => "9", |
9326
|
|
|
|
|
|
|
description => "TRADING_SESSION_VWAP_PRICE" |
9327
|
|
|
|
|
|
|
}, |
9328
|
|
|
|
|
|
|
{ name => "A", description => "IMBALANCE" }, |
9329
|
|
|
|
|
|
|
{ name => "B", description => "TRADE_VOLUME" }, |
9330
|
|
|
|
|
|
|
{ name => "C", description => "OPEN_INTEREST" }, |
9331
|
|
|
|
|
|
|
] |
9332
|
|
|
|
|
|
|
}, |
9333
|
|
|
|
|
|
|
{ number => "270", name => "MDEntryPx", type => "PRICE" }, |
9334
|
|
|
|
|
|
|
{ number => "271", name => "MDEntrySize", type => "QTY" }, |
9335
|
|
|
|
|
|
|
{ number => "272", name => "MDEntryDate", type => "UTCDATEONLY" }, |
9336
|
|
|
|
|
|
|
{ number => "273", name => "MDEntryTime", type => "UTCTIMEONLY" }, |
9337
|
|
|
|
|
|
|
{ |
9338
|
|
|
|
|
|
|
number => "274", |
9339
|
|
|
|
|
|
|
name => "TickDirection", |
9340
|
|
|
|
|
|
|
type => "CHAR", |
9341
|
|
|
|
|
|
|
enum => [ |
9342
|
|
|
|
|
|
|
{ name => "0", description => "PLUS_TICK" }, |
9343
|
|
|
|
|
|
|
{ name => "1", description => "ZERO_PLUS_TICK" }, |
9344
|
|
|
|
|
|
|
{ name => "2", description => "MINUS_TICK" }, |
9345
|
|
|
|
|
|
|
{ name => "3", description => "ZERO_MINUS_TICK" }, |
9346
|
|
|
|
|
|
|
] |
9347
|
|
|
|
|
|
|
}, |
9348
|
|
|
|
|
|
|
{ number => "275", name => "MDMkt", type => "EXCHANGE" }, |
9349
|
|
|
|
|
|
|
{ |
9350
|
|
|
|
|
|
|
number => "276", |
9351
|
|
|
|
|
|
|
name => "QuoteCondition", |
9352
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
9353
|
|
|
|
|
|
|
enum => [ |
9354
|
|
|
|
|
|
|
{ name => "A", description => "OPEN_ACTIVE" }, |
9355
|
|
|
|
|
|
|
{ name => "B", description => "CLOSED_INACTIVE" }, |
9356
|
|
|
|
|
|
|
{ name => "C", description => "EXCHANGE_BEST" }, |
9357
|
|
|
|
|
|
|
{ name => "D", description => "CONSOLIDATED_BEST" }, |
9358
|
|
|
|
|
|
|
{ name => "E", description => "LOCKED" }, |
9359
|
|
|
|
|
|
|
{ name => "F", description => "CROSSED" }, |
9360
|
|
|
|
|
|
|
{ name => "G", description => "DEPTH" }, |
9361
|
|
|
|
|
|
|
{ name => "H", description => "FAST_TRADING" }, |
9362
|
|
|
|
|
|
|
{ name => "I", description => "NON_FIRM" }, |
9363
|
|
|
|
|
|
|
] |
9364
|
|
|
|
|
|
|
}, |
9365
|
|
|
|
|
|
|
{ |
9366
|
|
|
|
|
|
|
number => "277", |
9367
|
|
|
|
|
|
|
name => "TradeCondition", |
9368
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
9369
|
|
|
|
|
|
|
enum => [ |
9370
|
|
|
|
|
|
|
{ name => "A", description => "CASH_MARKET" }, |
9371
|
|
|
|
|
|
|
{ name => "B", description => "AVERAGE_PRICE_TRADE" }, |
9372
|
|
|
|
|
|
|
{ name => "C", description => "CASH_TRADE" }, |
9373
|
|
|
|
|
|
|
{ name => "D", description => "NEXT_DAY_MARKET" }, |
9374
|
|
|
|
|
|
|
{ |
9375
|
|
|
|
|
|
|
name => "E", |
9376
|
|
|
|
|
|
|
description => "OPENING_REOPENING_TRADE_DETAIL" |
9377
|
|
|
|
|
|
|
}, |
9378
|
|
|
|
|
|
|
{ name => "F", description => "INTRADAY_TRADE_DETAIL" }, |
9379
|
|
|
|
|
|
|
{ name => "G", description => "RULE127" }, |
9380
|
|
|
|
|
|
|
{ name => "H", description => "RULE155" }, |
9381
|
|
|
|
|
|
|
{ name => "I", description => "SOLD_LAST" }, |
9382
|
|
|
|
|
|
|
{ name => "J", description => "NEXT_DAY_TRADE" }, |
9383
|
|
|
|
|
|
|
{ name => "K", description => "OPENED" }, |
9384
|
|
|
|
|
|
|
{ name => "L", description => "SELLER" }, |
9385
|
|
|
|
|
|
|
{ name => "M", description => "SOLD" }, |
9386
|
|
|
|
|
|
|
{ name => "N", description => "STOPPED_STOCK" }, |
9387
|
|
|
|
|
|
|
{ name => "P", description => "IMBALANCE_MORE_BUYERS" }, |
9388
|
|
|
|
|
|
|
{ name => "Q", description => "IMBALANCE_MORE_SELLERS" }, |
9389
|
|
|
|
|
|
|
{ name => "R", description => "OPENING_PRICE" }, |
9390
|
|
|
|
|
|
|
] |
9391
|
|
|
|
|
|
|
}, |
9392
|
|
|
|
|
|
|
{ number => "278", name => "MDEntryID", type => "STRING" }, |
9393
|
|
|
|
|
|
|
{ |
9394
|
|
|
|
|
|
|
number => "279", |
9395
|
|
|
|
|
|
|
name => "MDUpdateAction", |
9396
|
|
|
|
|
|
|
type => "CHAR", |
9397
|
|
|
|
|
|
|
enum => [ |
9398
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
9399
|
|
|
|
|
|
|
{ name => "1", description => "CHANGE" }, |
9400
|
|
|
|
|
|
|
{ name => "2", description => "DELETE" }, |
9401
|
|
|
|
|
|
|
] |
9402
|
|
|
|
|
|
|
}, |
9403
|
|
|
|
|
|
|
{ number => "280", name => "MDEntryRefID", type => "STRING" }, |
9404
|
|
|
|
|
|
|
{ |
9405
|
|
|
|
|
|
|
number => "281", |
9406
|
|
|
|
|
|
|
name => "MDReqRejReason", |
9407
|
|
|
|
|
|
|
type => "CHAR", |
9408
|
|
|
|
|
|
|
enum => [ |
9409
|
|
|
|
|
|
|
{ name => "0", description => "UNKNOWN_SYMBOL" }, |
9410
|
|
|
|
|
|
|
{ name => "1", description => "DUPLICATE_MDREQID" }, |
9411
|
|
|
|
|
|
|
{ name => "2", description => "INSUFFICIENT_BANDWIDTH" }, |
9412
|
|
|
|
|
|
|
{ |
9413
|
|
|
|
|
|
|
name => "3", |
9414
|
|
|
|
|
|
|
description => "INSUFFICIENT_PERMISSIONS" |
9415
|
|
|
|
|
|
|
}, |
9416
|
|
|
|
|
|
|
{ |
9417
|
|
|
|
|
|
|
name => "4", |
9418
|
|
|
|
|
|
|
description => "UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE" |
9419
|
|
|
|
|
|
|
}, |
9420
|
|
|
|
|
|
|
{ name => "5", description => "UNSUPPORTED_MARKETDEPTH" }, |
9421
|
|
|
|
|
|
|
{ |
9422
|
|
|
|
|
|
|
name => "6", |
9423
|
|
|
|
|
|
|
description => "UNSUPPORTED_MDUPDATETYPE" |
9424
|
|
|
|
|
|
|
}, |
9425
|
|
|
|
|
|
|
{ |
9426
|
|
|
|
|
|
|
name => "7", |
9427
|
|
|
|
|
|
|
description => "UNSUPPORTED_AGGREGATEDBOOK" |
9428
|
|
|
|
|
|
|
}, |
9429
|
|
|
|
|
|
|
{ name => "8", description => "UNSUPPORTED_MDENTRYTYPE" }, |
9430
|
|
|
|
|
|
|
{ |
9431
|
|
|
|
|
|
|
name => "9", |
9432
|
|
|
|
|
|
|
description => "UNSUPPORTED_TRADINGSESSIONID" |
9433
|
|
|
|
|
|
|
}, |
9434
|
|
|
|
|
|
|
{ name => "A", description => "UNSUPPORTED_SCOPE" }, |
9435
|
|
|
|
|
|
|
{ |
9436
|
|
|
|
|
|
|
name => "B", |
9437
|
|
|
|
|
|
|
description => "UNSUPPORTED_OPENCLOSESETTLEFLAG" |
9438
|
|
|
|
|
|
|
}, |
9439
|
|
|
|
|
|
|
{ |
9440
|
|
|
|
|
|
|
name => "C", |
9441
|
|
|
|
|
|
|
description => "UNSUPPORTED_MDIMPLICITDELETE" |
9442
|
|
|
|
|
|
|
}, |
9443
|
|
|
|
|
|
|
] |
9444
|
|
|
|
|
|
|
}, |
9445
|
|
|
|
|
|
|
{ |
9446
|
|
|
|
|
|
|
number => "282", |
9447
|
|
|
|
|
|
|
name => "MDEntryOriginator", |
9448
|
|
|
|
|
|
|
type => "STRING" |
9449
|
|
|
|
|
|
|
}, |
9450
|
|
|
|
|
|
|
{ number => "283", name => "LocationID", type => "STRING" }, |
9451
|
|
|
|
|
|
|
{ number => "284", name => "DeskID", type => "STRING" }, |
9452
|
|
|
|
|
|
|
{ |
9453
|
|
|
|
|
|
|
number => "285", |
9454
|
|
|
|
|
|
|
name => "DeleteReason", |
9455
|
|
|
|
|
|
|
type => "CHAR", |
9456
|
|
|
|
|
|
|
enum => [ |
9457
|
|
|
|
|
|
|
{ name => "0", description => "CANCELATION_TRADE_BUST" }, |
9458
|
|
|
|
|
|
|
{ name => "1", description => "ERROR" }, |
9459
|
|
|
|
|
|
|
] |
9460
|
|
|
|
|
|
|
}, |
9461
|
|
|
|
|
|
|
{ |
9462
|
|
|
|
|
|
|
number => "286", |
9463
|
|
|
|
|
|
|
name => "OpenCloseSettlFlag", |
9464
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
9465
|
|
|
|
|
|
|
enum => [ |
9466
|
|
|
|
|
|
|
{ |
9467
|
|
|
|
|
|
|
name => "0", |
9468
|
|
|
|
|
|
|
description => "DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY" |
9469
|
|
|
|
|
|
|
}, |
9470
|
|
|
|
|
|
|
{ |
9471
|
|
|
|
|
|
|
name => "1", |
9472
|
|
|
|
|
|
|
description => "SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY" |
9473
|
|
|
|
|
|
|
}, |
9474
|
|
|
|
|
|
|
{ |
9475
|
|
|
|
|
|
|
name => "2", |
9476
|
|
|
|
|
|
|
description => "DELIVERY_SETTLEMENT_ENTRY" |
9477
|
|
|
|
|
|
|
}, |
9478
|
|
|
|
|
|
|
{ name => "3", description => "EXPECTED_ENTRY" }, |
9479
|
|
|
|
|
|
|
{ |
9480
|
|
|
|
|
|
|
name => "4", |
9481
|
|
|
|
|
|
|
description => "ENTRY_FROM_PREVIOUS_BUSINESS_DAY" |
9482
|
|
|
|
|
|
|
}, |
9483
|
|
|
|
|
|
|
{ name => "5", description => "THEORETICAL_PRICE_VALUE" }, |
9484
|
|
|
|
|
|
|
] |
9485
|
|
|
|
|
|
|
}, |
9486
|
|
|
|
|
|
|
{ number => "287", name => "SellerDays", type => "INT" }, |
9487
|
|
|
|
|
|
|
{ number => "288", name => "MDEntryBuyer", type => "STRING" }, |
9488
|
|
|
|
|
|
|
{ number => "289", name => "MDEntrySeller", type => "STRING" }, |
9489
|
|
|
|
|
|
|
{ number => "290", name => "MDEntryPositionNo", type => "INT" }, |
9490
|
|
|
|
|
|
|
{ |
9491
|
|
|
|
|
|
|
number => "291", |
9492
|
|
|
|
|
|
|
name => "FinancialStatus", |
9493
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
9494
|
|
|
|
|
|
|
enum => [ |
9495
|
|
|
|
|
|
|
{ name => "1", description => "BANKRUPT" }, |
9496
|
|
|
|
|
|
|
{ name => "2", description => "PENDING_DELISTING" }, |
9497
|
|
|
|
|
|
|
] |
9498
|
|
|
|
|
|
|
}, |
9499
|
|
|
|
|
|
|
{ |
9500
|
|
|
|
|
|
|
number => "292", |
9501
|
|
|
|
|
|
|
name => "CorporateAction", |
9502
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
9503
|
|
|
|
|
|
|
enum => [ |
9504
|
|
|
|
|
|
|
{ name => "A", description => "EX_DIVIDEND" }, |
9505
|
|
|
|
|
|
|
{ name => "B", description => "EX_DISTRIBUTION" }, |
9506
|
|
|
|
|
|
|
{ name => "C", description => "EX_RIGHTS" }, |
9507
|
|
|
|
|
|
|
{ name => "D", description => "NEW" }, |
9508
|
|
|
|
|
|
|
{ name => "E", description => "EX_INTEREST" }, |
9509
|
|
|
|
|
|
|
] |
9510
|
|
|
|
|
|
|
}, |
9511
|
|
|
|
|
|
|
{ number => "293", name => "DefBidSize", type => "QTY" }, |
9512
|
|
|
|
|
|
|
{ number => "294", name => "DefOfferSize", type => "QTY" }, |
9513
|
|
|
|
|
|
|
{ |
9514
|
|
|
|
|
|
|
number => "295", |
9515
|
|
|
|
|
|
|
name => "NoQuoteEntries", |
9516
|
|
|
|
|
|
|
type => "NUMINGROUP" |
9517
|
|
|
|
|
|
|
}, |
9518
|
|
|
|
|
|
|
{ number => "296", name => "NoQuoteSets", type => "NUMINGROUP" }, |
9519
|
|
|
|
|
|
|
{ |
9520
|
|
|
|
|
|
|
number => "297", |
9521
|
|
|
|
|
|
|
name => "QuoteStatus", |
9522
|
|
|
|
|
|
|
type => "INT", |
9523
|
|
|
|
|
|
|
enum => [ |
9524
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
9525
|
|
|
|
|
|
|
{ name => "1", description => "CANCELED_FOR_SYMBOL" }, |
9526
|
|
|
|
|
|
|
{ |
9527
|
|
|
|
|
|
|
name => "2", |
9528
|
|
|
|
|
|
|
description => "CANCELED_FOR_SECURITY_TYPE" |
9529
|
|
|
|
|
|
|
}, |
9530
|
|
|
|
|
|
|
{ name => "3", description => "CANCELED_FOR_UNDERLYING" }, |
9531
|
|
|
|
|
|
|
{ name => "4", description => "CANCELED_ALL" }, |
9532
|
|
|
|
|
|
|
{ name => "5", description => "REJECTED" }, |
9533
|
|
|
|
|
|
|
{ name => "6", description => "REMOVED_FROM_MARKET" }, |
9534
|
|
|
|
|
|
|
{ name => "7", description => "EXPIRED" }, |
9535
|
|
|
|
|
|
|
{ name => "8", description => "QUERY" }, |
9536
|
|
|
|
|
|
|
{ name => "9", description => "QUOTE_NOT_FOUND" }, |
9537
|
|
|
|
|
|
|
{ name => "10", description => "PENDING" }, |
9538
|
|
|
|
|
|
|
{ name => "11", description => "PASS" }, |
9539
|
|
|
|
|
|
|
{ name => "12", description => "LOCKED_MARKET_WARNING" }, |
9540
|
|
|
|
|
|
|
{ name => "13", description => "CROSS_MARKET_WARNING" }, |
9541
|
|
|
|
|
|
|
{ |
9542
|
|
|
|
|
|
|
name => "14", |
9543
|
|
|
|
|
|
|
description => "CANCELED_DUE_TO_LOCK_MARKET" |
9544
|
|
|
|
|
|
|
}, |
9545
|
|
|
|
|
|
|
{ |
9546
|
|
|
|
|
|
|
name => "15", |
9547
|
|
|
|
|
|
|
description => "CANCELED_DUE_TO_CROSS_MARKET" |
9548
|
|
|
|
|
|
|
}, |
9549
|
|
|
|
|
|
|
] |
9550
|
|
|
|
|
|
|
}, |
9551
|
|
|
|
|
|
|
{ |
9552
|
|
|
|
|
|
|
number => "298", |
9553
|
|
|
|
|
|
|
name => "QuoteCancelType", |
9554
|
|
|
|
|
|
|
type => "INT", |
9555
|
|
|
|
|
|
|
enum => [ |
9556
|
|
|
|
|
|
|
{ name => "1", description => "CANCEL_FOR_SYMBOL" }, |
9557
|
|
|
|
|
|
|
{ |
9558
|
|
|
|
|
|
|
name => "2", |
9559
|
|
|
|
|
|
|
description => "CANCEL_FOR_SECURITY_TYPE" |
9560
|
|
|
|
|
|
|
}, |
9561
|
|
|
|
|
|
|
{ |
9562
|
|
|
|
|
|
|
name => "3", |
9563
|
|
|
|
|
|
|
description => "CANCEL_FOR_UNDERLYING_SYMBOL" |
9564
|
|
|
|
|
|
|
}, |
9565
|
|
|
|
|
|
|
{ name => "4", description => "CANCEL_ALL_QUOTES" }, |
9566
|
|
|
|
|
|
|
] |
9567
|
|
|
|
|
|
|
}, |
9568
|
|
|
|
|
|
|
{ number => "299", name => "QuoteEntryID", type => "STRING" }, |
9569
|
|
|
|
|
|
|
{ |
9570
|
|
|
|
|
|
|
number => "300", |
9571
|
|
|
|
|
|
|
name => "QuoteRejectReason", |
9572
|
|
|
|
|
|
|
type => "INT", |
9573
|
|
|
|
|
|
|
enum => [ |
9574
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_SYMBOL" }, |
9575
|
|
|
|
|
|
|
{ name => "2", description => "EXCHANGE_CLOSED" }, |
9576
|
|
|
|
|
|
|
{ |
9577
|
|
|
|
|
|
|
name => "3", |
9578
|
|
|
|
|
|
|
description => "QUOTE_REQUEST_EXCEEDS_LIMIT" |
9579
|
|
|
|
|
|
|
}, |
9580
|
|
|
|
|
|
|
{ name => "4", description => "TOO_LATE_TO_ENTER" }, |
9581
|
|
|
|
|
|
|
{ name => "5", description => "UNKNOWN_QUOTE" }, |
9582
|
|
|
|
|
|
|
{ name => "6", description => "DUPLICATE_QUOTE" }, |
9583
|
|
|
|
|
|
|
{ name => "7", description => "INVALID_BID_ASK_SPREAD" }, |
9584
|
|
|
|
|
|
|
{ name => "8", description => "INVALID_PRICE" }, |
9585
|
|
|
|
|
|
|
{ |
9586
|
|
|
|
|
|
|
name => "9", |
9587
|
|
|
|
|
|
|
description => "NOT_AUTHORIZED_TO_QUOTE_SECURITY" |
9588
|
|
|
|
|
|
|
}, |
9589
|
|
|
|
|
|
|
] |
9590
|
|
|
|
|
|
|
}, |
9591
|
|
|
|
|
|
|
{ |
9592
|
|
|
|
|
|
|
number => "301", |
9593
|
|
|
|
|
|
|
name => "QuoteResponseLevel", |
9594
|
|
|
|
|
|
|
type => "INT", |
9595
|
|
|
|
|
|
|
enum => [ |
9596
|
|
|
|
|
|
|
{ name => "0", description => "NO_ACKNOWLEDGEMENT" }, |
9597
|
|
|
|
|
|
|
{ |
9598
|
|
|
|
|
|
|
name => "1", |
9599
|
|
|
|
|
|
|
description => |
9600
|
|
|
|
|
|
|
"ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES" |
9601
|
|
|
|
|
|
|
}, |
9602
|
|
|
|
|
|
|
{ |
9603
|
|
|
|
|
|
|
name => "2", |
9604
|
|
|
|
|
|
|
description => "ACKNOWLEDGE_EACH_QUOTE_MESSAGES" |
9605
|
|
|
|
|
|
|
}, |
9606
|
|
|
|
|
|
|
] |
9607
|
|
|
|
|
|
|
}, |
9608
|
|
|
|
|
|
|
{ number => "302", name => "QuoteSetID", type => "STRING" }, |
9609
|
|
|
|
|
|
|
{ |
9610
|
|
|
|
|
|
|
number => "303", |
9611
|
|
|
|
|
|
|
name => "QuoteRequestType", |
9612
|
|
|
|
|
|
|
type => "INT", |
9613
|
|
|
|
|
|
|
enum => [ |
9614
|
|
|
|
|
|
|
{ name => "1", description => "MANUAL" }, |
9615
|
|
|
|
|
|
|
{ name => "2", description => "AUTOMATIC" }, |
9616
|
|
|
|
|
|
|
] |
9617
|
|
|
|
|
|
|
}, |
9618
|
|
|
|
|
|
|
{ number => "304", name => "TotNoQuoteEntries", type => "INT" }, |
9619
|
|
|
|
|
|
|
{ |
9620
|
|
|
|
|
|
|
number => "305", |
9621
|
|
|
|
|
|
|
name => "UnderlyingSecurityIDSource", |
9622
|
|
|
|
|
|
|
type => "STRING" |
9623
|
|
|
|
|
|
|
}, |
9624
|
|
|
|
|
|
|
{ number => "306", name => "UnderlyingIssuer", type => "STRING" }, |
9625
|
|
|
|
|
|
|
{ |
9626
|
|
|
|
|
|
|
number => "307", |
9627
|
|
|
|
|
|
|
name => "UnderlyingSecurityDesc", |
9628
|
|
|
|
|
|
|
type => "STRING" |
9629
|
|
|
|
|
|
|
}, |
9630
|
|
|
|
|
|
|
{ |
9631
|
|
|
|
|
|
|
number => "308", |
9632
|
|
|
|
|
|
|
name => "UnderlyingSecurityExchange", |
9633
|
|
|
|
|
|
|
type => "EXCHANGE" |
9634
|
|
|
|
|
|
|
}, |
9635
|
|
|
|
|
|
|
{ |
9636
|
|
|
|
|
|
|
number => "309", |
9637
|
|
|
|
|
|
|
name => "UnderlyingSecurityID", |
9638
|
|
|
|
|
|
|
type => "STRING" |
9639
|
|
|
|
|
|
|
}, |
9640
|
|
|
|
|
|
|
{ |
9641
|
|
|
|
|
|
|
number => "310", |
9642
|
|
|
|
|
|
|
name => "UnderlyingSecurityType", |
9643
|
|
|
|
|
|
|
type => "STRING" |
9644
|
|
|
|
|
|
|
}, |
9645
|
|
|
|
|
|
|
{ number => "311", name => "UnderlyingSymbol", type => "STRING" }, |
9646
|
|
|
|
|
|
|
{ |
9647
|
|
|
|
|
|
|
number => "312", |
9648
|
|
|
|
|
|
|
name => "UnderlyingSymbolSfx", |
9649
|
|
|
|
|
|
|
type => "STRING" |
9650
|
|
|
|
|
|
|
}, |
9651
|
|
|
|
|
|
|
{ |
9652
|
|
|
|
|
|
|
number => "313", |
9653
|
|
|
|
|
|
|
name => "UnderlyingMaturityMonthYear", |
9654
|
|
|
|
|
|
|
type => "MONTHYEAR" |
9655
|
|
|
|
|
|
|
}, |
9656
|
|
|
|
|
|
|
{ |
9657
|
|
|
|
|
|
|
number => "316", |
9658
|
|
|
|
|
|
|
name => "UnderlyingStrikePrice", |
9659
|
|
|
|
|
|
|
type => "PRICE" |
9660
|
|
|
|
|
|
|
}, |
9661
|
|
|
|
|
|
|
{ |
9662
|
|
|
|
|
|
|
number => "317", |
9663
|
|
|
|
|
|
|
name => "UnderlyingOptAttribute", |
9664
|
|
|
|
|
|
|
type => "CHAR" |
9665
|
|
|
|
|
|
|
}, |
9666
|
|
|
|
|
|
|
{ |
9667
|
|
|
|
|
|
|
number => "318", |
9668
|
|
|
|
|
|
|
name => "UnderlyingCurrency", |
9669
|
|
|
|
|
|
|
type => "CURRENCY" |
9670
|
|
|
|
|
|
|
}, |
9671
|
|
|
|
|
|
|
{ number => "320", name => "SecurityReqID", type => "STRING" }, |
9672
|
|
|
|
|
|
|
{ |
9673
|
|
|
|
|
|
|
number => "321", |
9674
|
|
|
|
|
|
|
name => "SecurityRequestType", |
9675
|
|
|
|
|
|
|
type => "INT", |
9676
|
|
|
|
|
|
|
enum => [ |
9677
|
|
|
|
|
|
|
{ |
9678
|
|
|
|
|
|
|
name => "0", |
9679
|
|
|
|
|
|
|
description => |
9680
|
|
|
|
|
|
|
"REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS" |
9681
|
|
|
|
|
|
|
}, |
9682
|
|
|
|
|
|
|
{ |
9683
|
|
|
|
|
|
|
name => "1", |
9684
|
|
|
|
|
|
|
description => |
9685
|
|
|
|
|
|
|
"REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED" |
9686
|
|
|
|
|
|
|
}, |
9687
|
|
|
|
|
|
|
{ |
9688
|
|
|
|
|
|
|
name => "2", |
9689
|
|
|
|
|
|
|
description => "REQUEST_LIST_SECURITY_TYPES" |
9690
|
|
|
|
|
|
|
}, |
9691
|
|
|
|
|
|
|
{ name => "3", description => "REQUEST_LIST_SECURITIES" }, |
9692
|
|
|
|
|
|
|
] |
9693
|
|
|
|
|
|
|
}, |
9694
|
|
|
|
|
|
|
{ |
9695
|
|
|
|
|
|
|
number => "322", |
9696
|
|
|
|
|
|
|
name => "SecurityResponseID", |
9697
|
|
|
|
|
|
|
type => "STRING" |
9698
|
|
|
|
|
|
|
}, |
9699
|
|
|
|
|
|
|
{ |
9700
|
|
|
|
|
|
|
number => "323", |
9701
|
|
|
|
|
|
|
name => "SecurityResponseType", |
9702
|
|
|
|
|
|
|
type => "INT", |
9703
|
|
|
|
|
|
|
enum => [ |
9704
|
|
|
|
|
|
|
{ |
9705
|
|
|
|
|
|
|
name => "1", |
9706
|
|
|
|
|
|
|
description => "ACCEPT_SECURITY_PROPOSAL_AS_IS" |
9707
|
|
|
|
|
|
|
}, |
9708
|
|
|
|
|
|
|
{ |
9709
|
|
|
|
|
|
|
name => "2", |
9710
|
|
|
|
|
|
|
description => |
9711
|
|
|
|
|
|
|
"ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE" |
9712
|
|
|
|
|
|
|
}, |
9713
|
|
|
|
|
|
|
{ |
9714
|
|
|
|
|
|
|
name => "3", |
9715
|
|
|
|
|
|
|
description => |
9716
|
|
|
|
|
|
|
"LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST" |
9717
|
|
|
|
|
|
|
}, |
9718
|
|
|
|
|
|
|
{ |
9719
|
|
|
|
|
|
|
name => "4", |
9720
|
|
|
|
|
|
|
description => |
9721
|
|
|
|
|
|
|
"LIST_OF_SECURITIES_RETURNED_PER_REQUEST" |
9722
|
|
|
|
|
|
|
}, |
9723
|
|
|
|
|
|
|
{ |
9724
|
|
|
|
|
|
|
name => "5", |
9725
|
|
|
|
|
|
|
description => "REJECT_SECURITY_PROPOSAL" |
9726
|
|
|
|
|
|
|
}, |
9727
|
|
|
|
|
|
|
{ |
9728
|
|
|
|
|
|
|
name => "6", |
9729
|
|
|
|
|
|
|
description => "CAN_NOT_MATCH_SELECTION_CRITERIA" |
9730
|
|
|
|
|
|
|
}, |
9731
|
|
|
|
|
|
|
] |
9732
|
|
|
|
|
|
|
}, |
9733
|
|
|
|
|
|
|
{ |
9734
|
|
|
|
|
|
|
number => "324", |
9735
|
|
|
|
|
|
|
name => "SecurityStatusReqID", |
9736
|
|
|
|
|
|
|
type => "STRING" |
9737
|
|
|
|
|
|
|
}, |
9738
|
|
|
|
|
|
|
{ |
9739
|
|
|
|
|
|
|
number => "325", |
9740
|
|
|
|
|
|
|
name => "UnsolicitedIndicator", |
9741
|
|
|
|
|
|
|
type => "BOOLEAN" |
9742
|
|
|
|
|
|
|
}, |
9743
|
|
|
|
|
|
|
{ |
9744
|
|
|
|
|
|
|
number => "326", |
9745
|
|
|
|
|
|
|
name => "SecurityTradingStatus", |
9746
|
|
|
|
|
|
|
type => "INT", |
9747
|
|
|
|
|
|
|
enum => [ |
9748
|
|
|
|
|
|
|
{ name => "1", description => "OPENING_DELAY" }, |
9749
|
|
|
|
|
|
|
{ name => "2", description => "TRADING_HALT" }, |
9750
|
|
|
|
|
|
|
{ name => "3", description => "RESUME" }, |
9751
|
|
|
|
|
|
|
{ name => "4", description => "NO_OPEN_NO_RESUME" }, |
9752
|
|
|
|
|
|
|
{ name => "5", description => "PRICE_INDICATION" }, |
9753
|
|
|
|
|
|
|
{ |
9754
|
|
|
|
|
|
|
name => "6", |
9755
|
|
|
|
|
|
|
description => "TRADING_RANGE_INDICATION" |
9756
|
|
|
|
|
|
|
}, |
9757
|
|
|
|
|
|
|
{ name => "7", description => "MARKET_IMBALANCE_BUY" }, |
9758
|
|
|
|
|
|
|
{ name => "8", description => "MARKET_IMBALANCE_SELL" }, |
9759
|
|
|
|
|
|
|
{ |
9760
|
|
|
|
|
|
|
name => "9", |
9761
|
|
|
|
|
|
|
description => "MARKET_ON_CLOSE_IMBALANCE_BUY" |
9762
|
|
|
|
|
|
|
}, |
9763
|
|
|
|
|
|
|
{ |
9764
|
|
|
|
|
|
|
name => "10", |
9765
|
|
|
|
|
|
|
description => "MARKET_ON_CLOSE_IMBALANCE_SELL" |
9766
|
|
|
|
|
|
|
}, |
9767
|
|
|
|
|
|
|
{ name => "11", description => "NOT_ASSIGNED" }, |
9768
|
|
|
|
|
|
|
{ name => "12", description => "NO_MARKET_IMBALANCE" }, |
9769
|
|
|
|
|
|
|
{ |
9770
|
|
|
|
|
|
|
name => "13", |
9771
|
|
|
|
|
|
|
description => "NO_MARKET_ON_CLOSE_IMBALANCE" |
9772
|
|
|
|
|
|
|
}, |
9773
|
|
|
|
|
|
|
{ name => "14", description => "ITS_PRE_OPENING" }, |
9774
|
|
|
|
|
|
|
{ name => "15", description => "NEW_PRICE_INDICATION" }, |
9775
|
|
|
|
|
|
|
{ |
9776
|
|
|
|
|
|
|
name => "16", |
9777
|
|
|
|
|
|
|
description => "TRADE_DISSEMINATION_TIME" |
9778
|
|
|
|
|
|
|
}, |
9779
|
|
|
|
|
|
|
{ |
9780
|
|
|
|
|
|
|
name => "17", |
9781
|
|
|
|
|
|
|
description => "READY_TO_TRADE_START_OF_SESSION" |
9782
|
|
|
|
|
|
|
}, |
9783
|
|
|
|
|
|
|
{ |
9784
|
|
|
|
|
|
|
name => "18", |
9785
|
|
|
|
|
|
|
description => |
9786
|
|
|
|
|
|
|
"NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION" |
9787
|
|
|
|
|
|
|
}, |
9788
|
|
|
|
|
|
|
{ |
9789
|
|
|
|
|
|
|
name => "19", |
9790
|
|
|
|
|
|
|
description => "NOT_TRADED_ON_THIS_MARKET" |
9791
|
|
|
|
|
|
|
}, |
9792
|
|
|
|
|
|
|
{ name => "20", description => "UNKNOWN_OR_INVALID" }, |
9793
|
|
|
|
|
|
|
{ name => "21", description => "PRE_OPEN" }, |
9794
|
|
|
|
|
|
|
{ name => "22", description => "OPENING_ROTATION" }, |
9795
|
|
|
|
|
|
|
{ name => "23", description => "FAST_MARKET" }, |
9796
|
|
|
|
|
|
|
] |
9797
|
|
|
|
|
|
|
}, |
9798
|
|
|
|
|
|
|
{ |
9799
|
|
|
|
|
|
|
number => "327", |
9800
|
|
|
|
|
|
|
name => "HaltReason", |
9801
|
|
|
|
|
|
|
type => "CHAR", |
9802
|
|
|
|
|
|
|
enum => [ |
9803
|
|
|
|
|
|
|
{ name => "I", description => "ORDER_IMBALANCE" }, |
9804
|
|
|
|
|
|
|
{ name => "X", description => "EQUIPMENT_CHANGEOVER" }, |
9805
|
|
|
|
|
|
|
{ name => "P", description => "NEWS_PENDING" }, |
9806
|
|
|
|
|
|
|
{ name => "D", description => "NEWS_DISSEMINATION" }, |
9807
|
|
|
|
|
|
|
{ name => "E", description => "ORDER_INFLUX" }, |
9808
|
|
|
|
|
|
|
{ name => "M", description => "ADDITIONAL_INFORMATION" }, |
9809
|
|
|
|
|
|
|
] |
9810
|
|
|
|
|
|
|
}, |
9811
|
|
|
|
|
|
|
{ number => "328", name => "InViewOfCommon", type => "BOOLEAN" }, |
9812
|
|
|
|
|
|
|
{ number => "329", name => "DueToRelated", type => "BOOLEAN" }, |
9813
|
|
|
|
|
|
|
{ number => "330", name => "BuyVolume", type => "QTY" }, |
9814
|
|
|
|
|
|
|
{ number => "331", name => "SellVolume", type => "QTY" }, |
9815
|
|
|
|
|
|
|
{ number => "332", name => "HighPx", type => "PRICE" }, |
9816
|
|
|
|
|
|
|
{ number => "333", name => "LowPx", type => "PRICE" }, |
9817
|
|
|
|
|
|
|
{ |
9818
|
|
|
|
|
|
|
number => "334", |
9819
|
|
|
|
|
|
|
name => "Adjustment", |
9820
|
|
|
|
|
|
|
type => "INT", |
9821
|
|
|
|
|
|
|
enum => [ |
9822
|
|
|
|
|
|
|
{ name => "1", description => "CANCEL" }, |
9823
|
|
|
|
|
|
|
{ name => "2", description => "ERROR" }, |
9824
|
|
|
|
|
|
|
{ name => "3", description => "CORRECTION" }, |
9825
|
|
|
|
|
|
|
] |
9826
|
|
|
|
|
|
|
}, |
9827
|
|
|
|
|
|
|
{ number => "335", name => "TradSesReqID", type => "STRING" }, |
9828
|
|
|
|
|
|
|
{ number => "336", name => "TradingSessionID", type => "STRING" }, |
9829
|
|
|
|
|
|
|
{ number => "337", name => "ContraTrader", type => "STRING" }, |
9830
|
|
|
|
|
|
|
{ |
9831
|
|
|
|
|
|
|
number => "338", |
9832
|
|
|
|
|
|
|
name => "TradSesMethod", |
9833
|
|
|
|
|
|
|
type => "INT", |
9834
|
|
|
|
|
|
|
enum => [ |
9835
|
|
|
|
|
|
|
{ name => "1", description => "ELECTRONIC" }, |
9836
|
|
|
|
|
|
|
{ name => "2", description => "OPEN_OUTCRY" }, |
9837
|
|
|
|
|
|
|
{ name => "3", description => "TWO_PARTY" }, |
9838
|
|
|
|
|
|
|
] |
9839
|
|
|
|
|
|
|
}, |
9840
|
|
|
|
|
|
|
{ |
9841
|
|
|
|
|
|
|
number => "339", |
9842
|
|
|
|
|
|
|
name => "TradSesMode", |
9843
|
|
|
|
|
|
|
type => "INT", |
9844
|
|
|
|
|
|
|
enum => [ |
9845
|
|
|
|
|
|
|
{ name => "1", description => "TESTING" }, |
9846
|
|
|
|
|
|
|
{ name => "2", description => "SIMULATED" }, |
9847
|
|
|
|
|
|
|
{ name => "3", description => "PRODUCTION" }, |
9848
|
|
|
|
|
|
|
] |
9849
|
|
|
|
|
|
|
}, |
9850
|
|
|
|
|
|
|
{ |
9851
|
|
|
|
|
|
|
number => "340", |
9852
|
|
|
|
|
|
|
name => "TradSesStatus", |
9853
|
|
|
|
|
|
|
type => "INT", |
9854
|
|
|
|
|
|
|
enum => [ |
9855
|
|
|
|
|
|
|
{ name => "0", description => "UNKNOWN" }, |
9856
|
|
|
|
|
|
|
{ name => "1", description => "HALTED" }, |
9857
|
|
|
|
|
|
|
{ name => "2", description => "OPEN" }, |
9858
|
|
|
|
|
|
|
{ name => "3", description => "CLOSED" }, |
9859
|
|
|
|
|
|
|
{ name => "4", description => "PRE_OPEN" }, |
9860
|
|
|
|
|
|
|
{ name => "5", description => "PRE_CLOSE" }, |
9861
|
|
|
|
|
|
|
{ name => "6", description => "REQUEST_REJECTED" }, |
9862
|
|
|
|
|
|
|
] |
9863
|
|
|
|
|
|
|
}, |
9864
|
|
|
|
|
|
|
{ |
9865
|
|
|
|
|
|
|
number => "341", |
9866
|
|
|
|
|
|
|
name => "TradSesStartTime", |
9867
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9868
|
|
|
|
|
|
|
}, |
9869
|
|
|
|
|
|
|
{ |
9870
|
|
|
|
|
|
|
number => "342", |
9871
|
|
|
|
|
|
|
name => "TradSesOpenTime", |
9872
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9873
|
|
|
|
|
|
|
}, |
9874
|
|
|
|
|
|
|
{ |
9875
|
|
|
|
|
|
|
number => "343", |
9876
|
|
|
|
|
|
|
name => "TradSesPreCloseTime", |
9877
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9878
|
|
|
|
|
|
|
}, |
9879
|
|
|
|
|
|
|
{ |
9880
|
|
|
|
|
|
|
number => "344", |
9881
|
|
|
|
|
|
|
name => "TradSesCloseTime", |
9882
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9883
|
|
|
|
|
|
|
}, |
9884
|
|
|
|
|
|
|
{ |
9885
|
|
|
|
|
|
|
number => "345", |
9886
|
|
|
|
|
|
|
name => "TradSesEndTime", |
9887
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9888
|
|
|
|
|
|
|
}, |
9889
|
|
|
|
|
|
|
{ number => "346", name => "NumberOfOrders", type => "INT" }, |
9890
|
|
|
|
|
|
|
{ |
9891
|
|
|
|
|
|
|
number => "347", |
9892
|
|
|
|
|
|
|
name => "MessageEncoding", |
9893
|
|
|
|
|
|
|
type => "STRING", |
9894
|
|
|
|
|
|
|
enum => [ |
9895
|
|
|
|
|
|
|
{ name => "ISO-2022-JP", description => "ISO_2022_JP" }, |
9896
|
|
|
|
|
|
|
{ name => "EUC-JP", description => "EUC_JP" }, |
9897
|
|
|
|
|
|
|
{ name => "SHIFT_JIS", description => "SHIFT_JIS" }, |
9898
|
|
|
|
|
|
|
{ name => "UTF-8", description => "UTF_8" }, |
9899
|
|
|
|
|
|
|
] |
9900
|
|
|
|
|
|
|
}, |
9901
|
|
|
|
|
|
|
{ number => "348", name => "EncodedIssuerLen", type => "LENGTH" }, |
9902
|
|
|
|
|
|
|
{ number => "349", name => "EncodedIssuer", type => "DATA" }, |
9903
|
|
|
|
|
|
|
{ |
9904
|
|
|
|
|
|
|
number => "350", |
9905
|
|
|
|
|
|
|
name => "EncodedSecurityDescLen", |
9906
|
|
|
|
|
|
|
type => "LENGTH" |
9907
|
|
|
|
|
|
|
}, |
9908
|
|
|
|
|
|
|
{ |
9909
|
|
|
|
|
|
|
number => "351", |
9910
|
|
|
|
|
|
|
name => "EncodedSecurityDesc", |
9911
|
|
|
|
|
|
|
type => "DATA" |
9912
|
|
|
|
|
|
|
}, |
9913
|
|
|
|
|
|
|
{ |
9914
|
|
|
|
|
|
|
number => "352", |
9915
|
|
|
|
|
|
|
name => "EncodedListExecInstLen", |
9916
|
|
|
|
|
|
|
type => "LENGTH" |
9917
|
|
|
|
|
|
|
}, |
9918
|
|
|
|
|
|
|
{ |
9919
|
|
|
|
|
|
|
number => "353", |
9920
|
|
|
|
|
|
|
name => "EncodedListExecInst", |
9921
|
|
|
|
|
|
|
type => "DATA" |
9922
|
|
|
|
|
|
|
}, |
9923
|
|
|
|
|
|
|
{ number => "354", name => "EncodedTextLen", type => "LENGTH" }, |
9924
|
|
|
|
|
|
|
{ number => "355", name => "EncodedText", type => "DATA" }, |
9925
|
|
|
|
|
|
|
{ |
9926
|
|
|
|
|
|
|
number => "356", |
9927
|
|
|
|
|
|
|
name => "EncodedSubjectLen", |
9928
|
|
|
|
|
|
|
type => "LENGTH" |
9929
|
|
|
|
|
|
|
}, |
9930
|
|
|
|
|
|
|
{ number => "357", name => "EncodedSubject", type => "DATA" }, |
9931
|
|
|
|
|
|
|
{ |
9932
|
|
|
|
|
|
|
number => "358", |
9933
|
|
|
|
|
|
|
name => "EncodedHeadlineLen", |
9934
|
|
|
|
|
|
|
type => "LENGTH" |
9935
|
|
|
|
|
|
|
}, |
9936
|
|
|
|
|
|
|
{ number => "359", name => "EncodedHeadline", type => "DATA" }, |
9937
|
|
|
|
|
|
|
{ |
9938
|
|
|
|
|
|
|
number => "360", |
9939
|
|
|
|
|
|
|
name => "EncodedAllocTextLen", |
9940
|
|
|
|
|
|
|
type => "LENGTH" |
9941
|
|
|
|
|
|
|
}, |
9942
|
|
|
|
|
|
|
{ number => "361", name => "EncodedAllocText", type => "DATA" }, |
9943
|
|
|
|
|
|
|
{ |
9944
|
|
|
|
|
|
|
number => "362", |
9945
|
|
|
|
|
|
|
name => "EncodedUnderlyingIssuerLen", |
9946
|
|
|
|
|
|
|
type => "LENGTH" |
9947
|
|
|
|
|
|
|
}, |
9948
|
|
|
|
|
|
|
{ |
9949
|
|
|
|
|
|
|
number => "363", |
9950
|
|
|
|
|
|
|
name => "EncodedUnderlyingIssuer", |
9951
|
|
|
|
|
|
|
type => "DATA" |
9952
|
|
|
|
|
|
|
}, |
9953
|
|
|
|
|
|
|
{ |
9954
|
|
|
|
|
|
|
number => "364", |
9955
|
|
|
|
|
|
|
name => "EncodedUnderlyingSecurityDescLen", |
9956
|
|
|
|
|
|
|
type => "LENGTH" |
9957
|
|
|
|
|
|
|
}, |
9958
|
|
|
|
|
|
|
{ |
9959
|
|
|
|
|
|
|
number => "365", |
9960
|
|
|
|
|
|
|
name => "EncodedUnderlyingSecurityDesc", |
9961
|
|
|
|
|
|
|
type => "DATA" |
9962
|
|
|
|
|
|
|
}, |
9963
|
|
|
|
|
|
|
{ number => "366", name => "AllocPrice", type => "PRICE" }, |
9964
|
|
|
|
|
|
|
{ |
9965
|
|
|
|
|
|
|
number => "367", |
9966
|
|
|
|
|
|
|
name => "QuoteSetValidUntilTime", |
9967
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
9968
|
|
|
|
|
|
|
}, |
9969
|
|
|
|
|
|
|
{ |
9970
|
|
|
|
|
|
|
number => "368", |
9971
|
|
|
|
|
|
|
name => "QuoteEntryRejectReason", |
9972
|
|
|
|
|
|
|
type => "INT", |
9973
|
|
|
|
|
|
|
enum => [ |
9974
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_SYMBOL" }, |
9975
|
|
|
|
|
|
|
{ name => "2", description => "EXCHANGE_CLOSED" }, |
9976
|
|
|
|
|
|
|
{ name => "3", description => "QUOTE_EXCEEDS_LIMIT" }, |
9977
|
|
|
|
|
|
|
{ name => "4", description => "TOO_LATE_TO_ENTER" }, |
9978
|
|
|
|
|
|
|
{ name => "5", description => "UNKNOWN_QUOTE" }, |
9979
|
|
|
|
|
|
|
{ name => "6", description => "DUPLICATE_QUOTE" }, |
9980
|
|
|
|
|
|
|
{ name => "7", description => "INVALID_BID_ASK_SPREAD" }, |
9981
|
|
|
|
|
|
|
{ name => "8", description => "INVALID_PRICE" }, |
9982
|
|
|
|
|
|
|
{ |
9983
|
|
|
|
|
|
|
name => "9", |
9984
|
|
|
|
|
|
|
description => "NOT_AUTHORIZED_TO_QUOTE_SECURITY" |
9985
|
|
|
|
|
|
|
}, |
9986
|
|
|
|
|
|
|
] |
9987
|
|
|
|
|
|
|
}, |
9988
|
|
|
|
|
|
|
{ |
9989
|
|
|
|
|
|
|
number => "369", |
9990
|
|
|
|
|
|
|
name => "LastMsgSeqNumProcessed", |
9991
|
|
|
|
|
|
|
type => "SEQNUM" |
9992
|
|
|
|
|
|
|
}, |
9993
|
|
|
|
|
|
|
{ number => "371", name => "RefTagID", type => "INT" }, |
9994
|
|
|
|
|
|
|
{ number => "372", name => "RefMsgType", type => "STRING" }, |
9995
|
|
|
|
|
|
|
{ |
9996
|
|
|
|
|
|
|
number => "373", |
9997
|
|
|
|
|
|
|
name => "SessionRejectReason", |
9998
|
|
|
|
|
|
|
type => "INT", |
9999
|
|
|
|
|
|
|
enum => [ |
10000
|
|
|
|
|
|
|
{ name => "0", description => "INVALID_TAG_NUMBER" }, |
10001
|
|
|
|
|
|
|
{ name => "1", description => "REQUIRED_TAG_MISSING" }, |
10002
|
|
|
|
|
|
|
{ |
10003
|
|
|
|
|
|
|
name => "2", |
10004
|
|
|
|
|
|
|
description => "TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE" |
10005
|
|
|
|
|
|
|
}, |
10006
|
|
|
|
|
|
|
{ name => "3", description => "UNDEFINED_TAG" }, |
10007
|
|
|
|
|
|
|
{ |
10008
|
|
|
|
|
|
|
name => "4", |
10009
|
|
|
|
|
|
|
description => "TAG_SPECIFIED_WITHOUT_A_VALUE" |
10010
|
|
|
|
|
|
|
}, |
10011
|
|
|
|
|
|
|
{ name => "5", description => "VALUE_IS_INCORRECT" }, |
10012
|
|
|
|
|
|
|
{ |
10013
|
|
|
|
|
|
|
name => "6", |
10014
|
|
|
|
|
|
|
description => "INCORRECT_DATA_FORMAT_FOR_VALUE" |
10015
|
|
|
|
|
|
|
}, |
10016
|
|
|
|
|
|
|
{ name => "7", description => "DECRYPTION_PROBLEM" }, |
10017
|
|
|
|
|
|
|
{ name => "8", description => "SIGNATURE_PROBLEM" }, |
10018
|
|
|
|
|
|
|
{ name => "9", description => "COMPID_PROBLEM" }, |
10019
|
|
|
|
|
|
|
{ |
10020
|
|
|
|
|
|
|
name => "10", |
10021
|
|
|
|
|
|
|
description => "SENDINGTIME_ACCURACY_PROBLEM" |
10022
|
|
|
|
|
|
|
}, |
10023
|
|
|
|
|
|
|
{ name => "11", description => "INVALID_MSGTYPE" }, |
10024
|
|
|
|
|
|
|
{ name => "12", description => "XML_VALIDATION_ERROR" }, |
10025
|
|
|
|
|
|
|
{ |
10026
|
|
|
|
|
|
|
name => "13", |
10027
|
|
|
|
|
|
|
description => "TAG_APPEARS_MORE_THAN_ONCE" |
10028
|
|
|
|
|
|
|
}, |
10029
|
|
|
|
|
|
|
{ |
10030
|
|
|
|
|
|
|
name => "14", |
10031
|
|
|
|
|
|
|
description => "TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER" |
10032
|
|
|
|
|
|
|
}, |
10033
|
|
|
|
|
|
|
{ |
10034
|
|
|
|
|
|
|
name => "15", |
10035
|
|
|
|
|
|
|
description => "REPEATING_GROUP_FIELDS_OUT_OF_ORDER" |
10036
|
|
|
|
|
|
|
}, |
10037
|
|
|
|
|
|
|
{ |
10038
|
|
|
|
|
|
|
name => "16", |
10039
|
|
|
|
|
|
|
description => |
10040
|
|
|
|
|
|
|
"INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP" |
10041
|
|
|
|
|
|
|
}, |
10042
|
|
|
|
|
|
|
{ |
10043
|
|
|
|
|
|
|
name => "17", |
10044
|
|
|
|
|
|
|
description => |
10045
|
|
|
|
|
|
|
"NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER" |
10046
|
|
|
|
|
|
|
}, |
10047
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
10048
|
|
|
|
|
|
|
] |
10049
|
|
|
|
|
|
|
}, |
10050
|
|
|
|
|
|
|
{ |
10051
|
|
|
|
|
|
|
number => "374", |
10052
|
|
|
|
|
|
|
name => "BidRequestTransType", |
10053
|
|
|
|
|
|
|
type => "CHAR", |
10054
|
|
|
|
|
|
|
enum => [ |
10055
|
|
|
|
|
|
|
{ name => "N", description => "NEW" }, |
10056
|
|
|
|
|
|
|
{ name => "C", description => "CANCEL" }, |
10057
|
|
|
|
|
|
|
] |
10058
|
|
|
|
|
|
|
}, |
10059
|
|
|
|
|
|
|
{ number => "375", name => "ContraBroker", type => "STRING" }, |
10060
|
|
|
|
|
|
|
{ number => "376", name => "ComplianceID", type => "STRING" }, |
10061
|
|
|
|
|
|
|
{ number => "377", name => "SolicitedFlag", type => "BOOLEAN" }, |
10062
|
|
|
|
|
|
|
{ |
10063
|
|
|
|
|
|
|
number => "378", |
10064
|
|
|
|
|
|
|
name => "ExecRestatementReason", |
10065
|
|
|
|
|
|
|
type => "INT", |
10066
|
|
|
|
|
|
|
enum => [ |
10067
|
|
|
|
|
|
|
{ name => "0", description => "GT_CORPORATE_ACTION" }, |
10068
|
|
|
|
|
|
|
{ name => "1", description => "GT_RENEWAL_RESTATEMENT" }, |
10069
|
|
|
|
|
|
|
{ name => "2", description => "VERBAL_CHANGE" }, |
10070
|
|
|
|
|
|
|
{ name => "3", description => "REPRICING_OF_ORDER" }, |
10071
|
|
|
|
|
|
|
{ name => "4", description => "BROKER_OPTION" }, |
10072
|
|
|
|
|
|
|
{ |
10073
|
|
|
|
|
|
|
name => "5", |
10074
|
|
|
|
|
|
|
description => "PARTIAL_DECLINE_OF_ORDERQTY" |
10075
|
|
|
|
|
|
|
}, |
10076
|
|
|
|
|
|
|
{ name => "6", description => "CANCEL_ON_TRADING_HALT" }, |
10077
|
|
|
|
|
|
|
{ |
10078
|
|
|
|
|
|
|
name => "7", |
10079
|
|
|
|
|
|
|
description => "CANCEL_ON_SYSTEM_FAILURE" |
10080
|
|
|
|
|
|
|
}, |
10081
|
|
|
|
|
|
|
{ name => "8", description => "MARKET_OPTION" }, |
10082
|
|
|
|
|
|
|
{ name => "9", description => "CANCELED_NOT_BEST" }, |
10083
|
|
|
|
|
|
|
] |
10084
|
|
|
|
|
|
|
}, |
10085
|
|
|
|
|
|
|
{ |
10086
|
|
|
|
|
|
|
number => "379", |
10087
|
|
|
|
|
|
|
name => "BusinessRejectRefID", |
10088
|
|
|
|
|
|
|
type => "STRING" |
10089
|
|
|
|
|
|
|
}, |
10090
|
|
|
|
|
|
|
{ |
10091
|
|
|
|
|
|
|
number => "380", |
10092
|
|
|
|
|
|
|
name => "BusinessRejectReason", |
10093
|
|
|
|
|
|
|
type => "INT", |
10094
|
|
|
|
|
|
|
enum => [ |
10095
|
|
|
|
|
|
|
{ name => "0", description => "OTHER" }, |
10096
|
|
|
|
|
|
|
{ name => "1", description => "UNKOWN_ID" }, |
10097
|
|
|
|
|
|
|
{ name => "2", description => "UNKNOWN_SECURITY" }, |
10098
|
|
|
|
|
|
|
{ |
10099
|
|
|
|
|
|
|
name => "3", |
10100
|
|
|
|
|
|
|
description => "UNSUPPORTED_MESSAGE_TYPE" |
10101
|
|
|
|
|
|
|
}, |
10102
|
|
|
|
|
|
|
{ |
10103
|
|
|
|
|
|
|
name => "4", |
10104
|
|
|
|
|
|
|
description => "APPLICATION_NOT_AVAILABLE" |
10105
|
|
|
|
|
|
|
}, |
10106
|
|
|
|
|
|
|
{ |
10107
|
|
|
|
|
|
|
name => "5", |
10108
|
|
|
|
|
|
|
description => "CONDITIONALLY_REQUIRED_FIELD_MISSING" |
10109
|
|
|
|
|
|
|
}, |
10110
|
|
|
|
|
|
|
{ name => "6", description => "NOT_AUTHORIZED" }, |
10111
|
|
|
|
|
|
|
{ |
10112
|
|
|
|
|
|
|
name => "7", |
10113
|
|
|
|
|
|
|
description => |
10114
|
|
|
|
|
|
|
"DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" |
10115
|
|
|
|
|
|
|
}, |
10116
|
|
|
|
|
|
|
] |
10117
|
|
|
|
|
|
|
}, |
10118
|
|
|
|
|
|
|
{ number => "381", name => "GrossTradeAmt", type => "AMT" }, |
10119
|
|
|
|
|
|
|
{ |
10120
|
|
|
|
|
|
|
number => "382", |
10121
|
|
|
|
|
|
|
name => "NoContraBrokers", |
10122
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10123
|
|
|
|
|
|
|
}, |
10124
|
|
|
|
|
|
|
{ number => "383", name => "MaxMessageSize", type => "LENGTH" }, |
10125
|
|
|
|
|
|
|
{ number => "384", name => "NoMsgTypes", type => "NUMINGROUP" }, |
10126
|
|
|
|
|
|
|
{ |
10127
|
|
|
|
|
|
|
number => "385", |
10128
|
|
|
|
|
|
|
name => "MsgDirection", |
10129
|
|
|
|
|
|
|
type => "CHAR", |
10130
|
|
|
|
|
|
|
enum => [ |
10131
|
|
|
|
|
|
|
{ name => "S", description => "SEND" }, |
10132
|
|
|
|
|
|
|
{ name => "R", description => "RECEIVE" }, |
10133
|
|
|
|
|
|
|
] |
10134
|
|
|
|
|
|
|
}, |
10135
|
|
|
|
|
|
|
{ |
10136
|
|
|
|
|
|
|
number => "386", |
10137
|
|
|
|
|
|
|
name => "NoTradingSessions", |
10138
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10139
|
|
|
|
|
|
|
}, |
10140
|
|
|
|
|
|
|
{ number => "387", name => "TotalVolumeTraded", type => "QTY" }, |
10141
|
|
|
|
|
|
|
{ |
10142
|
|
|
|
|
|
|
number => "388", |
10143
|
|
|
|
|
|
|
name => "DiscretionInst", |
10144
|
|
|
|
|
|
|
type => "CHAR", |
10145
|
|
|
|
|
|
|
enum => [ |
10146
|
|
|
|
|
|
|
{ |
10147
|
|
|
|
|
|
|
name => "0", |
10148
|
|
|
|
|
|
|
description => "RELATED_TO_DISPLAYED_PRICE" |
10149
|
|
|
|
|
|
|
}, |
10150
|
|
|
|
|
|
|
{ name => "1", description => "RELATED_TO_MARKET_PRICE" }, |
10151
|
|
|
|
|
|
|
{ |
10152
|
|
|
|
|
|
|
name => "2", |
10153
|
|
|
|
|
|
|
description => "RELATED_TO_PRIMARY_PRICE" |
10154
|
|
|
|
|
|
|
}, |
10155
|
|
|
|
|
|
|
{ |
10156
|
|
|
|
|
|
|
name => "3", |
10157
|
|
|
|
|
|
|
description => "RELATED_TO_LOCAL_PRIMARY_PRICE" |
10158
|
|
|
|
|
|
|
}, |
10159
|
|
|
|
|
|
|
{ |
10160
|
|
|
|
|
|
|
name => "4", |
10161
|
|
|
|
|
|
|
description => "RELATED_TO_MIDPOINT_PRICE" |
10162
|
|
|
|
|
|
|
}, |
10163
|
|
|
|
|
|
|
{ |
10164
|
|
|
|
|
|
|
name => "5", |
10165
|
|
|
|
|
|
|
description => "RELATED_TO_LAST_TRADE_PRICE" |
10166
|
|
|
|
|
|
|
}, |
10167
|
|
|
|
|
|
|
{ name => "6", description => "RELATED_TO_VWAP" }, |
10168
|
|
|
|
|
|
|
] |
10169
|
|
|
|
|
|
|
}, |
10170
|
|
|
|
|
|
|
{ |
10171
|
|
|
|
|
|
|
number => "389", |
10172
|
|
|
|
|
|
|
name => "DiscretionOffsetValue", |
10173
|
|
|
|
|
|
|
type => "FLOAT" |
10174
|
|
|
|
|
|
|
}, |
10175
|
|
|
|
|
|
|
{ number => "390", name => "BidID", type => "STRING" }, |
10176
|
|
|
|
|
|
|
{ number => "391", name => "ClientBidID", type => "STRING" }, |
10177
|
|
|
|
|
|
|
{ number => "392", name => "ListName", type => "STRING" }, |
10178
|
|
|
|
|
|
|
{ number => "393", name => "TotNoRelatedSym", type => "INT" }, |
10179
|
|
|
|
|
|
|
{ |
10180
|
|
|
|
|
|
|
number => "394", |
10181
|
|
|
|
|
|
|
name => "BidType", |
10182
|
|
|
|
|
|
|
type => "INT", |
10183
|
|
|
|
|
|
|
enum => [ |
10184
|
|
|
|
|
|
|
{ name => "1", description => "NON_DISCLOSED" }, |
10185
|
|
|
|
|
|
|
{ name => "2", description => "DISCLOSED_STYLE" }, |
10186
|
|
|
|
|
|
|
{ name => "3", description => "NO_BIDDING_PROCESS" }, |
10187
|
|
|
|
|
|
|
] |
10188
|
|
|
|
|
|
|
}, |
10189
|
|
|
|
|
|
|
{ number => "395", name => "NumTickets", type => "INT" }, |
10190
|
|
|
|
|
|
|
{ number => "396", name => "SideValue1", type => "AMT" }, |
10191
|
|
|
|
|
|
|
{ number => "397", name => "SideValue2", type => "AMT" }, |
10192
|
|
|
|
|
|
|
{ |
10193
|
|
|
|
|
|
|
number => "398", |
10194
|
|
|
|
|
|
|
name => "NoBidDescriptors", |
10195
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10196
|
|
|
|
|
|
|
}, |
10197
|
|
|
|
|
|
|
{ |
10198
|
|
|
|
|
|
|
number => "399", |
10199
|
|
|
|
|
|
|
name => "BidDescriptorType", |
10200
|
|
|
|
|
|
|
type => "INT", |
10201
|
|
|
|
|
|
|
enum => [ |
10202
|
|
|
|
|
|
|
{ name => "1", description => "SECTOR" }, |
10203
|
|
|
|
|
|
|
{ name => "2", description => "COUNTRY" }, |
10204
|
|
|
|
|
|
|
{ name => "3", description => "INDEX" }, |
10205
|
|
|
|
|
|
|
] |
10206
|
|
|
|
|
|
|
}, |
10207
|
|
|
|
|
|
|
{ number => "400", name => "BidDescriptor", type => "STRING" }, |
10208
|
|
|
|
|
|
|
{ |
10209
|
|
|
|
|
|
|
number => "401", |
10210
|
|
|
|
|
|
|
name => "SideValueInd", |
10211
|
|
|
|
|
|
|
type => "INT", |
10212
|
|
|
|
|
|
|
enum => [ |
10213
|
|
|
|
|
|
|
{ name => "1", description => "SIDEVALUE1" }, |
10214
|
|
|
|
|
|
|
{ name => "2", description => "SIDEVALUE2" }, |
10215
|
|
|
|
|
|
|
] |
10216
|
|
|
|
|
|
|
}, |
10217
|
|
|
|
|
|
|
{ |
10218
|
|
|
|
|
|
|
number => "402", |
10219
|
|
|
|
|
|
|
name => "LiquidityPctLow", |
10220
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10221
|
|
|
|
|
|
|
}, |
10222
|
|
|
|
|
|
|
{ |
10223
|
|
|
|
|
|
|
number => "403", |
10224
|
|
|
|
|
|
|
name => "LiquidityPctHigh", |
10225
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10226
|
|
|
|
|
|
|
}, |
10227
|
|
|
|
|
|
|
{ number => "404", name => "LiquidityValue", type => "AMT" }, |
10228
|
|
|
|
|
|
|
{ |
10229
|
|
|
|
|
|
|
number => "405", |
10230
|
|
|
|
|
|
|
name => "EFPTrackingError", |
10231
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10232
|
|
|
|
|
|
|
}, |
10233
|
|
|
|
|
|
|
{ number => "406", name => "FairValue", type => "AMT" }, |
10234
|
|
|
|
|
|
|
{ |
10235
|
|
|
|
|
|
|
number => "407", |
10236
|
|
|
|
|
|
|
name => "OutsideIndexPct", |
10237
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10238
|
|
|
|
|
|
|
}, |
10239
|
|
|
|
|
|
|
{ number => "408", name => "ValueOfFutures", type => "AMT" }, |
10240
|
|
|
|
|
|
|
{ |
10241
|
|
|
|
|
|
|
number => "409", |
10242
|
|
|
|
|
|
|
name => "LiquidityIndType", |
10243
|
|
|
|
|
|
|
type => "INT", |
10244
|
|
|
|
|
|
|
enum => [ |
10245
|
|
|
|
|
|
|
{ name => "1", description => "FIVEDAY_MOVING_AVERAGE" }, |
10246
|
|
|
|
|
|
|
{ |
10247
|
|
|
|
|
|
|
name => "2", |
10248
|
|
|
|
|
|
|
description => "TWENTYDAY_MOVING_AVERAGE" |
10249
|
|
|
|
|
|
|
}, |
10250
|
|
|
|
|
|
|
{ name => "3", description => "NORMAL_MARKET_SIZE" }, |
10251
|
|
|
|
|
|
|
{ name => "4", description => "OTHER" }, |
10252
|
|
|
|
|
|
|
] |
10253
|
|
|
|
|
|
|
}, |
10254
|
|
|
|
|
|
|
{ |
10255
|
|
|
|
|
|
|
number => "410", |
10256
|
|
|
|
|
|
|
name => "WtAverageLiquidity", |
10257
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10258
|
|
|
|
|
|
|
}, |
10259
|
|
|
|
|
|
|
{ |
10260
|
|
|
|
|
|
|
number => "411", |
10261
|
|
|
|
|
|
|
name => "ExchangeForPhysical", |
10262
|
|
|
|
|
|
|
type => "BOOLEAN" |
10263
|
|
|
|
|
|
|
}, |
10264
|
|
|
|
|
|
|
{ number => "412", name => "OutMainCntryUIndex", type => "AMT" }, |
10265
|
|
|
|
|
|
|
{ number => "413", name => "CrossPercent", type => "PERCENTAGE" }, |
10266
|
|
|
|
|
|
|
{ |
10267
|
|
|
|
|
|
|
number => "414", |
10268
|
|
|
|
|
|
|
name => "ProgRptReqs", |
10269
|
|
|
|
|
|
|
type => "INT", |
10270
|
|
|
|
|
|
|
enum => [ |
10271
|
|
|
|
|
|
|
{ |
10272
|
|
|
|
|
|
|
name => "1", |
10273
|
|
|
|
|
|
|
description => |
10274
|
|
|
|
|
|
|
"BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST" |
10275
|
|
|
|
|
|
|
}, |
10276
|
|
|
|
|
|
|
{ |
10277
|
|
|
|
|
|
|
name => "2", |
10278
|
|
|
|
|
|
|
description => |
10279
|
|
|
|
|
|
|
"SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS" |
10280
|
|
|
|
|
|
|
}, |
10281
|
|
|
|
|
|
|
{ |
10282
|
|
|
|
|
|
|
name => "3", |
10283
|
|
|
|
|
|
|
description => "REAL_TIME_EXECUTION_REPORTS" |
10284
|
|
|
|
|
|
|
}, |
10285
|
|
|
|
|
|
|
] |
10286
|
|
|
|
|
|
|
}, |
10287
|
|
|
|
|
|
|
{ number => "415", name => "ProgPeriodInterval", type => "INT" }, |
10288
|
|
|
|
|
|
|
{ |
10289
|
|
|
|
|
|
|
number => "416", |
10290
|
|
|
|
|
|
|
name => "IncTaxInd", |
10291
|
|
|
|
|
|
|
type => "INT", |
10292
|
|
|
|
|
|
|
enum => [ |
10293
|
|
|
|
|
|
|
{ name => "1", description => "NET" }, |
10294
|
|
|
|
|
|
|
{ name => "2", description => "GROSS" }, |
10295
|
|
|
|
|
|
|
] |
10296
|
|
|
|
|
|
|
}, |
10297
|
|
|
|
|
|
|
{ number => "417", name => "NumBidders", type => "INT" }, |
10298
|
|
|
|
|
|
|
{ |
10299
|
|
|
|
|
|
|
number => "418", |
10300
|
|
|
|
|
|
|
name => "BidTradeType", |
10301
|
|
|
|
|
|
|
type => "CHAR", |
10302
|
|
|
|
|
|
|
enum => [ |
10303
|
|
|
|
|
|
|
{ name => "R", description => "RISK_TRADE" }, |
10304
|
|
|
|
|
|
|
{ name => "G", description => "VWAP_GUARANTEE" }, |
10305
|
|
|
|
|
|
|
{ name => "A", description => "AGENCY" }, |
10306
|
|
|
|
|
|
|
{ name => "J", description => "GUARANTEED_CLOSE" }, |
10307
|
|
|
|
|
|
|
] |
10308
|
|
|
|
|
|
|
}, |
10309
|
|
|
|
|
|
|
{ |
10310
|
|
|
|
|
|
|
number => "419", |
10311
|
|
|
|
|
|
|
name => "BasisPxType", |
10312
|
|
|
|
|
|
|
type => "CHAR", |
10313
|
|
|
|
|
|
|
enum => [ |
10314
|
|
|
|
|
|
|
{ |
10315
|
|
|
|
|
|
|
name => "2", |
10316
|
|
|
|
|
|
|
description => "CLOSING_PRICE_AT_MORNING_SESSION" |
10317
|
|
|
|
|
|
|
}, |
10318
|
|
|
|
|
|
|
{ name => "3", description => "CLOSING_PRICE" }, |
10319
|
|
|
|
|
|
|
{ name => "4", description => "CURRENT_PRICE" }, |
10320
|
|
|
|
|
|
|
{ name => "5", description => "SQ" }, |
10321
|
|
|
|
|
|
|
{ name => "6", description => "VWAP_THROUGH_A_DAY" }, |
10322
|
|
|
|
|
|
|
{ |
10323
|
|
|
|
|
|
|
name => "7", |
10324
|
|
|
|
|
|
|
description => "VWAP_THROUGH_A_MORNING_SESSION" |
10325
|
|
|
|
|
|
|
}, |
10326
|
|
|
|
|
|
|
{ |
10327
|
|
|
|
|
|
|
name => "8", |
10328
|
|
|
|
|
|
|
description => "VWAP_THROUGH_AN_AFTERNOON_SESSION" |
10329
|
|
|
|
|
|
|
}, |
10330
|
|
|
|
|
|
|
{ |
10331
|
|
|
|
|
|
|
name => "9", |
10332
|
|
|
|
|
|
|
description => "VWAP_THROUGH_A_DAY_EXCEPT_YORI" |
10333
|
|
|
|
|
|
|
}, |
10334
|
|
|
|
|
|
|
{ |
10335
|
|
|
|
|
|
|
name => "A", |
10336
|
|
|
|
|
|
|
description => |
10337
|
|
|
|
|
|
|
"VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI" |
10338
|
|
|
|
|
|
|
}, |
10339
|
|
|
|
|
|
|
{ |
10340
|
|
|
|
|
|
|
name => "B", |
10341
|
|
|
|
|
|
|
description => |
10342
|
|
|
|
|
|
|
"VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI" |
10343
|
|
|
|
|
|
|
}, |
10344
|
|
|
|
|
|
|
{ name => "C", description => "STRIKE" }, |
10345
|
|
|
|
|
|
|
{ name => "D", description => "OPEN" }, |
10346
|
|
|
|
|
|
|
{ name => "Z", description => "OTHERS" }, |
10347
|
|
|
|
|
|
|
] |
10348
|
|
|
|
|
|
|
}, |
10349
|
|
|
|
|
|
|
{ |
10350
|
|
|
|
|
|
|
number => "420", |
10351
|
|
|
|
|
|
|
name => "NoBidComponents", |
10352
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10353
|
|
|
|
|
|
|
}, |
10354
|
|
|
|
|
|
|
{ number => "421", name => "Country", type => "COUNTRY" }, |
10355
|
|
|
|
|
|
|
{ number => "422", name => "TotNoStrikes", type => "INT" }, |
10356
|
|
|
|
|
|
|
{ |
10357
|
|
|
|
|
|
|
number => "423", |
10358
|
|
|
|
|
|
|
name => "PriceType", |
10359
|
|
|
|
|
|
|
type => "INT", |
10360
|
|
|
|
|
|
|
enum => [ |
10361
|
|
|
|
|
|
|
{ name => "1", description => "PERCENTAGE" }, |
10362
|
|
|
|
|
|
|
{ name => "2", description => "PER_UNIT" }, |
10363
|
|
|
|
|
|
|
{ name => "3", description => "FIXED_AMOUNT" }, |
10364
|
|
|
|
|
|
|
{ name => "4", description => "DISCOUNT" }, |
10365
|
|
|
|
|
|
|
{ name => "5", description => "PREMIUM" }, |
10366
|
|
|
|
|
|
|
{ name => "6", description => "SPREAD" }, |
10367
|
|
|
|
|
|
|
{ name => "7", description => "TED_PRICE" }, |
10368
|
|
|
|
|
|
|
{ name => "8", description => "TED_YIELD" }, |
10369
|
|
|
|
|
|
|
{ name => "9", description => "YIELD" }, |
10370
|
|
|
|
|
|
|
] |
10371
|
|
|
|
|
|
|
}, |
10372
|
|
|
|
|
|
|
{ number => "424", name => "DayOrderQty", type => "QTY" }, |
10373
|
|
|
|
|
|
|
{ number => "425", name => "DayCumQty", type => "QTY" }, |
10374
|
|
|
|
|
|
|
{ number => "426", name => "DayAvgPx", type => "PRICE" }, |
10375
|
|
|
|
|
|
|
{ |
10376
|
|
|
|
|
|
|
number => "427", |
10377
|
|
|
|
|
|
|
name => "GTBookingInst", |
10378
|
|
|
|
|
|
|
type => "INT", |
10379
|
|
|
|
|
|
|
enum => [ |
10380
|
|
|
|
|
|
|
{ |
10381
|
|
|
|
|
|
|
name => "0", |
10382
|
|
|
|
|
|
|
description => |
10383
|
|
|
|
|
|
|
"BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION" |
10384
|
|
|
|
|
|
|
}, |
10385
|
|
|
|
|
|
|
{ |
10386
|
|
|
|
|
|
|
name => "1", |
10387
|
|
|
|
|
|
|
description => |
10388
|
|
|
|
|
|
|
"ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES" |
10389
|
|
|
|
|
|
|
}, |
10390
|
|
|
|
|
|
|
{ |
10391
|
|
|
|
|
|
|
name => "2", |
10392
|
|
|
|
|
|
|
description => |
10393
|
|
|
|
|
|
|
"ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" |
10394
|
|
|
|
|
|
|
}, |
10395
|
|
|
|
|
|
|
] |
10396
|
|
|
|
|
|
|
}, |
10397
|
|
|
|
|
|
|
{ number => "428", name => "NoStrikes", type => "NUMINGROUP" }, |
10398
|
|
|
|
|
|
|
{ |
10399
|
|
|
|
|
|
|
number => "429", |
10400
|
|
|
|
|
|
|
name => "ListStatusType", |
10401
|
|
|
|
|
|
|
type => "INT", |
10402
|
|
|
|
|
|
|
enum => [ |
10403
|
|
|
|
|
|
|
{ name => "1", description => "ACK" }, |
10404
|
|
|
|
|
|
|
{ name => "2", description => "RESPONSE" }, |
10405
|
|
|
|
|
|
|
{ name => "3", description => "TIMED" }, |
10406
|
|
|
|
|
|
|
{ name => "4", description => "EXECSTARTED" }, |
10407
|
|
|
|
|
|
|
{ name => "5", description => "ALLDONE" }, |
10408
|
|
|
|
|
|
|
{ name => "6", description => "ALERT" }, |
10409
|
|
|
|
|
|
|
] |
10410
|
|
|
|
|
|
|
}, |
10411
|
|
|
|
|
|
|
{ |
10412
|
|
|
|
|
|
|
number => "430", |
10413
|
|
|
|
|
|
|
name => "NetGrossInd", |
10414
|
|
|
|
|
|
|
type => "INT", |
10415
|
|
|
|
|
|
|
enum => [ |
10416
|
|
|
|
|
|
|
{ name => "1", description => "NET" }, |
10417
|
|
|
|
|
|
|
{ name => "2", description => "GROSS" }, |
10418
|
|
|
|
|
|
|
] |
10419
|
|
|
|
|
|
|
}, |
10420
|
|
|
|
|
|
|
{ |
10421
|
|
|
|
|
|
|
number => "431", |
10422
|
|
|
|
|
|
|
name => "ListOrderStatus", |
10423
|
|
|
|
|
|
|
type => "INT", |
10424
|
|
|
|
|
|
|
enum => [ |
10425
|
|
|
|
|
|
|
{ name => "1", description => "INBIDDINGPROCESS" }, |
10426
|
|
|
|
|
|
|
{ name => "2", description => "RECEIVEDFOREXECUTION" }, |
10427
|
|
|
|
|
|
|
{ name => "3", description => "EXECUTING" }, |
10428
|
|
|
|
|
|
|
{ name => "4", description => "CANCELING" }, |
10429
|
|
|
|
|
|
|
{ name => "5", description => "ALERT" }, |
10430
|
|
|
|
|
|
|
{ name => "6", description => "ALL_DONE" }, |
10431
|
|
|
|
|
|
|
{ name => "7", description => "REJECT" }, |
10432
|
|
|
|
|
|
|
] |
10433
|
|
|
|
|
|
|
}, |
10434
|
|
|
|
|
|
|
{ number => "432", name => "ExpireDate", type => "LOCALMKTDATE" }, |
10435
|
|
|
|
|
|
|
{ |
10436
|
|
|
|
|
|
|
number => "433", |
10437
|
|
|
|
|
|
|
name => "ListExecInstType", |
10438
|
|
|
|
|
|
|
type => "CHAR", |
10439
|
|
|
|
|
|
|
enum => [ |
10440
|
|
|
|
|
|
|
{ name => "1", description => "IMMEDIATE" }, |
10441
|
|
|
|
|
|
|
{ |
10442
|
|
|
|
|
|
|
name => "2", |
10443
|
|
|
|
|
|
|
description => "WAIT_FOR_EXECUTE_INSTRUCTION" |
10444
|
|
|
|
|
|
|
}, |
10445
|
|
|
|
|
|
|
{ |
10446
|
|
|
|
|
|
|
name => "3", |
10447
|
|
|
|
|
|
|
description => "EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN" |
10448
|
|
|
|
|
|
|
}, |
10449
|
|
|
|
|
|
|
{ |
10450
|
|
|
|
|
|
|
name => "4", |
10451
|
|
|
|
|
|
|
description => |
10452
|
|
|
|
|
|
|
"EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP" |
10453
|
|
|
|
|
|
|
}, |
10454
|
|
|
|
|
|
|
{ |
10455
|
|
|
|
|
|
|
name => "5", |
10456
|
|
|
|
|
|
|
description => |
10457
|
|
|
|
|
|
|
"EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" |
10458
|
|
|
|
|
|
|
}, |
10459
|
|
|
|
|
|
|
] |
10460
|
|
|
|
|
|
|
}, |
10461
|
|
|
|
|
|
|
{ |
10462
|
|
|
|
|
|
|
number => "434", |
10463
|
|
|
|
|
|
|
name => "CxlRejResponseTo", |
10464
|
|
|
|
|
|
|
type => "CHAR", |
10465
|
|
|
|
|
|
|
enum => [ |
10466
|
|
|
|
|
|
|
{ name => "1", description => "ORDER_CANCEL_REQUEST" }, |
10467
|
|
|
|
|
|
|
{ |
10468
|
|
|
|
|
|
|
name => "2", |
10469
|
|
|
|
|
|
|
description => "ORDER_CANCEL_REPLACE_REQUEST" |
10470
|
|
|
|
|
|
|
}, |
10471
|
|
|
|
|
|
|
] |
10472
|
|
|
|
|
|
|
}, |
10473
|
|
|
|
|
|
|
{ |
10474
|
|
|
|
|
|
|
number => "435", |
10475
|
|
|
|
|
|
|
name => "UnderlyingCouponRate", |
10476
|
|
|
|
|
|
|
type => "PERCENTAGE" |
10477
|
|
|
|
|
|
|
}, |
10478
|
|
|
|
|
|
|
{ |
10479
|
|
|
|
|
|
|
number => "436", |
10480
|
|
|
|
|
|
|
name => "UnderlyingContractMultiplier", |
10481
|
|
|
|
|
|
|
type => "FLOAT" |
10482
|
|
|
|
|
|
|
}, |
10483
|
|
|
|
|
|
|
{ number => "437", name => "ContraTradeQty", type => "QTY" }, |
10484
|
|
|
|
|
|
|
{ |
10485
|
|
|
|
|
|
|
number => "438", |
10486
|
|
|
|
|
|
|
name => "ContraTradeTime", |
10487
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
10488
|
|
|
|
|
|
|
}, |
10489
|
|
|
|
|
|
|
{ |
10490
|
|
|
|
|
|
|
number => "441", |
10491
|
|
|
|
|
|
|
name => "LiquidityNumSecurities", |
10492
|
|
|
|
|
|
|
type => "INT" |
10493
|
|
|
|
|
|
|
}, |
10494
|
|
|
|
|
|
|
{ |
10495
|
|
|
|
|
|
|
number => "442", |
10496
|
|
|
|
|
|
|
name => "MultiLegReportingType", |
10497
|
|
|
|
|
|
|
type => "CHAR", |
10498
|
|
|
|
|
|
|
enum => [ |
10499
|
|
|
|
|
|
|
{ name => "1", description => "SINGLE_SECURITY" }, |
10500
|
|
|
|
|
|
|
{ |
10501
|
|
|
|
|
|
|
name => "2", |
10502
|
|
|
|
|
|
|
description => |
10503
|
|
|
|
|
|
|
"INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" |
10504
|
|
|
|
|
|
|
}, |
10505
|
|
|
|
|
|
|
{ name => "3", description => "MULTI_LEG_SECURITY" }, |
10506
|
|
|
|
|
|
|
] |
10507
|
|
|
|
|
|
|
}, |
10508
|
|
|
|
|
|
|
{ number => "443", name => "StrikeTime", type => "UTCTIMESTAMP" }, |
10509
|
|
|
|
|
|
|
{ number => "444", name => "ListStatusText", type => "STRING" }, |
10510
|
|
|
|
|
|
|
{ |
10511
|
|
|
|
|
|
|
number => "445", |
10512
|
|
|
|
|
|
|
name => "EncodedListStatusTextLen", |
10513
|
|
|
|
|
|
|
type => "LENGTH" |
10514
|
|
|
|
|
|
|
}, |
10515
|
|
|
|
|
|
|
{ |
10516
|
|
|
|
|
|
|
number => "446", |
10517
|
|
|
|
|
|
|
name => "EncodedListStatusText", |
10518
|
|
|
|
|
|
|
type => "DATA" |
10519
|
|
|
|
|
|
|
}, |
10520
|
|
|
|
|
|
|
{ |
10521
|
|
|
|
|
|
|
number => "447", |
10522
|
|
|
|
|
|
|
name => "PartyIDSource", |
10523
|
|
|
|
|
|
|
type => "CHAR", |
10524
|
|
|
|
|
|
|
enum => [ |
10525
|
|
|
|
|
|
|
{ name => "B", description => "BIC" }, |
10526
|
|
|
|
|
|
|
{ |
10527
|
|
|
|
|
|
|
name => "C", |
10528
|
|
|
|
|
|
|
description => |
10529
|
|
|
|
|
|
|
"GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER" |
10530
|
|
|
|
|
|
|
}, |
10531
|
|
|
|
|
|
|
{ name => "D", description => "PROPRIETARY_CUSTOM_CODE" }, |
10532
|
|
|
|
|
|
|
{ name => "E", description => "ISO_COUNTRY_CODE" }, |
10533
|
|
|
|
|
|
|
{ |
10534
|
|
|
|
|
|
|
name => "F", |
10535
|
|
|
|
|
|
|
description => "SETTLEMENT_ENTITY_LOCATION" |
10536
|
|
|
|
|
|
|
}, |
10537
|
|
|
|
|
|
|
{ name => "G", description => "MIC" }, |
10538
|
|
|
|
|
|
|
{ |
10539
|
|
|
|
|
|
|
name => "H", |
10540
|
|
|
|
|
|
|
description => "CSD_PARTICIPANT_MEMBER_CODE" |
10541
|
|
|
|
|
|
|
}, |
10542
|
|
|
|
|
|
|
{ name => "1", description => "KOREAN_INVESTOR_ID" }, |
10543
|
|
|
|
|
|
|
{ |
10544
|
|
|
|
|
|
|
name => "2", |
10545
|
|
|
|
|
|
|
description => |
10546
|
|
|
|
|
|
|
"TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID" |
10547
|
|
|
|
|
|
|
}, |
10548
|
|
|
|
|
|
|
{ |
10549
|
|
|
|
|
|
|
name => "3", |
10550
|
|
|
|
|
|
|
description => "TAIWANESE_TRADING_ACCOUNT" |
10551
|
|
|
|
|
|
|
}, |
10552
|
|
|
|
|
|
|
{ |
10553
|
|
|
|
|
|
|
name => "4", |
10554
|
|
|
|
|
|
|
description => "MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER" |
10555
|
|
|
|
|
|
|
}, |
10556
|
|
|
|
|
|
|
{ name => "5", description => "CHINESE_B_SHARE" }, |
10557
|
|
|
|
|
|
|
{ |
10558
|
|
|
|
|
|
|
name => "6", |
10559
|
|
|
|
|
|
|
description => |
10560
|
|
|
|
|
|
|
"UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER" |
10561
|
|
|
|
|
|
|
}, |
10562
|
|
|
|
|
|
|
{ |
10563
|
|
|
|
|
|
|
name => "7", |
10564
|
|
|
|
|
|
|
description => "US_SOCIAL_SECURITY_NUMBER" |
10565
|
|
|
|
|
|
|
}, |
10566
|
|
|
|
|
|
|
{ |
10567
|
|
|
|
|
|
|
name => "8", |
10568
|
|
|
|
|
|
|
description => "US_EMPLOYER_IDENTIFICATION_NUMBER" |
10569
|
|
|
|
|
|
|
}, |
10570
|
|
|
|
|
|
|
{ |
10571
|
|
|
|
|
|
|
name => "9", |
10572
|
|
|
|
|
|
|
description => "AUSTRALIAN_BUSINESS_NUMBER" |
10573
|
|
|
|
|
|
|
}, |
10574
|
|
|
|
|
|
|
{ |
10575
|
|
|
|
|
|
|
name => "A", |
10576
|
|
|
|
|
|
|
description => "AUSTRALIAN_TAX_FILE_NUMBER" |
10577
|
|
|
|
|
|
|
}, |
10578
|
|
|
|
|
|
|
{ name => "I", description => "DIRECTED_BROKER" }, |
10579
|
|
|
|
|
|
|
] |
10580
|
|
|
|
|
|
|
}, |
10581
|
|
|
|
|
|
|
{ number => "448", name => "PartyID", type => "STRING" }, |
10582
|
|
|
|
|
|
|
{ |
10583
|
|
|
|
|
|
|
number => "451", |
10584
|
|
|
|
|
|
|
name => "NetChgPrevDay", |
10585
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
10586
|
|
|
|
|
|
|
}, |
10587
|
|
|
|
|
|
|
{ |
10588
|
|
|
|
|
|
|
number => "452", |
10589
|
|
|
|
|
|
|
name => "PartyRole", |
10590
|
|
|
|
|
|
|
type => "INT", |
10591
|
|
|
|
|
|
|
enum => [ |
10592
|
|
|
|
|
|
|
{ name => "1", description => "EXECUTING_FIRM" }, |
10593
|
|
|
|
|
|
|
{ name => "2", description => "BROKER_OF_CREDIT" }, |
10594
|
|
|
|
|
|
|
{ name => "3", description => "CLIENT_ID" }, |
10595
|
|
|
|
|
|
|
{ name => "4", description => "CLEARING_FIRM" }, |
10596
|
|
|
|
|
|
|
{ name => "5", description => "INVESTOR_ID" }, |
10597
|
|
|
|
|
|
|
{ name => "6", description => "INTRODUCING_FIRM" }, |
10598
|
|
|
|
|
|
|
{ name => "7", description => "ENTERING_FIRM" }, |
10599
|
|
|
|
|
|
|
{ name => "8", description => "LOCATE_LENDING_FIRM" }, |
10600
|
|
|
|
|
|
|
{ name => "9", description => "FUND_MANAGER_CLIENT_ID" }, |
10601
|
|
|
|
|
|
|
{ name => "10", description => "SETTLEMENT_LOCATION" }, |
10602
|
|
|
|
|
|
|
{ |
10603
|
|
|
|
|
|
|
name => "11", |
10604
|
|
|
|
|
|
|
description => "ORDER_ORIGINATION_TRADER" |
10605
|
|
|
|
|
|
|
}, |
10606
|
|
|
|
|
|
|
{ name => "12", description => "EXECUTING_TRADER" }, |
10607
|
|
|
|
|
|
|
{ name => "13", description => "ORDER_ORIGINATION_FIRM" }, |
10608
|
|
|
|
|
|
|
{ name => "14", description => "GIVEUP_CLEARING_FIRM" }, |
10609
|
|
|
|
|
|
|
{ |
10610
|
|
|
|
|
|
|
name => "15", |
10611
|
|
|
|
|
|
|
description => "CORRESPONDANT_CLEARING_FIRM" |
10612
|
|
|
|
|
|
|
}, |
10613
|
|
|
|
|
|
|
{ name => "16", description => "EXECUTING_SYSTEM" }, |
10614
|
|
|
|
|
|
|
{ name => "17", description => "CONTRA_FIRM" }, |
10615
|
|
|
|
|
|
|
{ name => "18", description => "CONTRA_CLEARING_FIRM" }, |
10616
|
|
|
|
|
|
|
{ name => "19", description => "SPONSORING_FIRM" }, |
10617
|
|
|
|
|
|
|
{ name => "20", description => "UNDERLYING_CONTRA_FIRM" }, |
10618
|
|
|
|
|
|
|
{ name => "21", description => "CLEARING_ORGANIZATION" }, |
10619
|
|
|
|
|
|
|
{ name => "22", description => "EXCHANGE" }, |
10620
|
|
|
|
|
|
|
{ name => "24", description => "CUSTOMER_ACCOUNT" }, |
10621
|
|
|
|
|
|
|
{ |
10622
|
|
|
|
|
|
|
name => "25", |
10623
|
|
|
|
|
|
|
description => "CORRESPONDENT_CLEARING_ORGANIZATION" |
10624
|
|
|
|
|
|
|
}, |
10625
|
|
|
|
|
|
|
{ name => "26", description => "CORRESPONDENT_BROKER" }, |
10626
|
|
|
|
|
|
|
{ name => "27", description => "BUYER_SELLER" }, |
10627
|
|
|
|
|
|
|
{ name => "28", description => "CUSTODIAN" }, |
10628
|
|
|
|
|
|
|
{ name => "29", description => "INTERMEDIARY" }, |
10629
|
|
|
|
|
|
|
{ name => "30", description => "AGENT" }, |
10630
|
|
|
|
|
|
|
{ name => "31", description => "SUB_CUSTODIAN" }, |
10631
|
|
|
|
|
|
|
{ name => "32", description => "BENEFICIARY" }, |
10632
|
|
|
|
|
|
|
{ name => "33", description => "INTERESTED_PARTY" }, |
10633
|
|
|
|
|
|
|
{ name => "34", description => "REGULATORY_BODY" }, |
10634
|
|
|
|
|
|
|
{ name => "35", description => "LIQUIDITY_PROVIDER" }, |
10635
|
|
|
|
|
|
|
{ name => "36", description => "ENTERING_TRADER" }, |
10636
|
|
|
|
|
|
|
{ name => "37", description => "CONTRA_TRADER" }, |
10637
|
|
|
|
|
|
|
{ name => "38", description => "POSITION_ACCOUNT" }, |
10638
|
|
|
|
|
|
|
] |
10639
|
|
|
|
|
|
|
}, |
10640
|
|
|
|
|
|
|
{ number => "453", name => "NoPartyIDs", type => "NUMINGROUP" }, |
10641
|
|
|
|
|
|
|
{ |
10642
|
|
|
|
|
|
|
number => "454", |
10643
|
|
|
|
|
|
|
name => "NoSecurityAltID", |
10644
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10645
|
|
|
|
|
|
|
}, |
10646
|
|
|
|
|
|
|
{ number => "455", name => "SecurityAltID", type => "STRING" }, |
10647
|
|
|
|
|
|
|
{ |
10648
|
|
|
|
|
|
|
number => "456", |
10649
|
|
|
|
|
|
|
name => "SecurityAltIDSource", |
10650
|
|
|
|
|
|
|
type => "STRING" |
10651
|
|
|
|
|
|
|
}, |
10652
|
|
|
|
|
|
|
{ |
10653
|
|
|
|
|
|
|
number => "457", |
10654
|
|
|
|
|
|
|
name => "NoUnderlyingSecurityAltID", |
10655
|
|
|
|
|
|
|
type => "NUMINGROUP" |
10656
|
|
|
|
|
|
|
}, |
10657
|
|
|
|
|
|
|
{ |
10658
|
|
|
|
|
|
|
number => "458", |
10659
|
|
|
|
|
|
|
name => "UnderlyingSecurityAltID", |
10660
|
|
|
|
|
|
|
type => "STRING" |
10661
|
|
|
|
|
|
|
}, |
10662
|
|
|
|
|
|
|
{ |
10663
|
|
|
|
|
|
|
number => "459", |
10664
|
|
|
|
|
|
|
name => "UnderlyingSecurityAltIDSource", |
10665
|
|
|
|
|
|
|
type => "STRING" |
10666
|
|
|
|
|
|
|
}, |
10667
|
|
|
|
|
|
|
{ |
10668
|
|
|
|
|
|
|
number => "460", |
10669
|
|
|
|
|
|
|
name => "Product", |
10670
|
|
|
|
|
|
|
type => "INT", |
10671
|
|
|
|
|
|
|
enum => [ |
10672
|
|
|
|
|
|
|
{ name => "1", description => "AGENCY" }, |
10673
|
|
|
|
|
|
|
{ name => "2", description => "COMMODITY" }, |
10674
|
|
|
|
|
|
|
{ name => "3", description => "CORPORATE" }, |
10675
|
|
|
|
|
|
|
{ name => "4", description => "CURRENCY" }, |
10676
|
|
|
|
|
|
|
{ name => "5", description => "EQUITY" }, |
10677
|
|
|
|
|
|
|
{ name => "6", description => "GOVERNMENT" }, |
10678
|
|
|
|
|
|
|
{ name => "7", description => "INDEX" }, |
10679
|
|
|
|
|
|
|
{ name => "8", description => "LOAN" }, |
10680
|
|
|
|
|
|
|
{ name => "9", description => "MONEYMARKET" }, |
10681
|
|
|
|
|
|
|
{ name => "10", description => "MORTGAGE" }, |
10682
|
|
|
|
|
|
|
{ name => "11", description => "MUNICIPAL" }, |
10683
|
|
|
|
|
|
|
{ name => "12", description => "OTHER" }, |
10684
|
|
|
|
|
|
|
{ name => "13", description => "FINANCING" }, |
10685
|
|
|
|
|
|
|
] |
10686
|
|
|
|
|
|
|
}, |
10687
|
|
|
|
|
|
|
{ number => "461", name => "CFICode", type => "STRING" }, |
10688
|
|
|
|
|
|
|
{ number => "462", name => "UnderlyingProduct", type => "INT" }, |
10689
|
|
|
|
|
|
|
{ |
10690
|
|
|
|
|
|
|
number => "463", |
10691
|
|
|
|
|
|
|
name => "UnderlyingCFICode", |
10692
|
|
|
|
|
|
|
type => "STRING" |
10693
|
|
|
|
|
|
|
}, |
10694
|
|
|
|
|
|
|
{ |
10695
|
|
|
|
|
|
|
number => "464", |
10696
|
|
|
|
|
|
|
name => "TestMessageIndicator", |
10697
|
|
|
|
|
|
|
type => "BOOLEAN" |
10698
|
|
|
|
|
|
|
}, |
10699
|
|
|
|
|
|
|
{ |
10700
|
|
|
|
|
|
|
number => "465", |
10701
|
|
|
|
|
|
|
name => "QuantityType", |
10702
|
|
|
|
|
|
|
type => "INT", |
10703
|
|
|
|
|
|
|
enum => [ |
10704
|
|
|
|
|
|
|
{ name => "1", description => "SHARES" }, |
10705
|
|
|
|
|
|
|
{ name => "2", description => "BONDS" }, |
10706
|
|
|
|
|
|
|
{ name => "3", description => "CURRENTFACE" }, |
10707
|
|
|
|
|
|
|
{ name => "4", description => "ORIGINALFACE" }, |
10708
|
|
|
|
|
|
|
{ name => "5", description => "CURRENCY" }, |
10709
|
|
|
|
|
|
|
{ name => "6", description => "CONTRACTS" }, |
10710
|
|
|
|
|
|
|
{ name => "7", description => "OTHER" }, |
10711
|
|
|
|
|
|
|
{ name => "8", description => "PAR" }, |
10712
|
|
|
|
|
|
|
] |
10713
|
|
|
|
|
|
|
}, |
10714
|
|
|
|
|
|
|
{ number => "466", name => "BookingRefID", type => "STRING" }, |
10715
|
|
|
|
|
|
|
{ |
10716
|
|
|
|
|
|
|
number => "467", |
10717
|
|
|
|
|
|
|
name => "IndividualAllocID", |
10718
|
|
|
|
|
|
|
type => "STRING" |
10719
|
|
|
|
|
|
|
}, |
10720
|
|
|
|
|
|
|
{ |
10721
|
|
|
|
|
|
|
number => "468", |
10722
|
|
|
|
|
|
|
name => "RoundingDirection", |
10723
|
|
|
|
|
|
|
type => "CHAR", |
10724
|
|
|
|
|
|
|
enum => [ |
10725
|
|
|
|
|
|
|
{ name => "0", description => "ROUND_TO_NEAREST" }, |
10726
|
|
|
|
|
|
|
{ name => "1", description => "ROUND_DOWN" }, |
10727
|
|
|
|
|
|
|
{ name => "2", description => "ROUND_UP" }, |
10728
|
|
|
|
|
|
|
] |
10729
|
|
|
|
|
|
|
}, |
10730
|
|
|
|
|
|
|
{ number => "469", name => "RoundingModulus", type => "FLOAT" }, |
10731
|
|
|
|
|
|
|
{ number => "470", name => "CountryOfIssue", type => "COUNTRY" }, |
10732
|
|
|
|
|
|
|
{ |
10733
|
|
|
|
|
|
|
number => "471", |
10734
|
|
|
|
|
|
|
name => "StateOrProvinceOfIssue", |
10735
|
|
|
|
|
|
|
type => "STRING" |
10736
|
|
|
|
|
|
|
}, |
10737
|
|
|
|
|
|
|
{ number => "472", name => "LocaleOfIssue", type => "STRING" }, |
10738
|
|
|
|
|
|
|
{ number => "473", name => "NoRegistDtls", type => "NUMINGROUP" }, |
10739
|
|
|
|
|
|
|
{ number => "474", name => "MailingDtls", type => "STRING" }, |
10740
|
|
|
|
|
|
|
{ |
10741
|
|
|
|
|
|
|
number => "475", |
10742
|
|
|
|
|
|
|
name => "InvestorCountryOfResidence", |
10743
|
|
|
|
|
|
|
type => "COUNTRY" |
10744
|
|
|
|
|
|
|
}, |
10745
|
|
|
|
|
|
|
{ number => "476", name => "PaymentRef", type => "STRING" }, |
10746
|
|
|
|
|
|
|
{ |
10747
|
|
|
|
|
|
|
number => "477", |
10748
|
|
|
|
|
|
|
name => "DistribPaymentMethod", |
10749
|
|
|
|
|
|
|
type => "INT", |
10750
|
|
|
|
|
|
|
enum => [ |
10751
|
|
|
|
|
|
|
{ name => "1", description => "CREST" }, |
10752
|
|
|
|
|
|
|
{ name => "2", description => "NSCC" }, |
10753
|
|
|
|
|
|
|
{ name => "3", description => "EUROCLEAR" }, |
10754
|
|
|
|
|
|
|
{ name => "4", description => "CLEARSTREAM" }, |
10755
|
|
|
|
|
|
|
{ name => "5", description => "CHEQUE" }, |
10756
|
|
|
|
|
|
|
{ name => "6", description => "TELEGRAPHIC_TRANSFER" }, |
10757
|
|
|
|
|
|
|
{ name => "7", description => "FEDWIRE" }, |
10758
|
|
|
|
|
|
|
{ name => "8", description => "DIRECT_CREDIT" }, |
10759
|
|
|
|
|
|
|
{ name => "9", description => "ACH_CREDIT" }, |
10760
|
|
|
|
|
|
|
] |
10761
|
|
|
|
|
|
|
}, |
10762
|
|
|
|
|
|
|
{ |
10763
|
|
|
|
|
|
|
number => "478", |
10764
|
|
|
|
|
|
|
name => "CashDistribCurr", |
10765
|
|
|
|
|
|
|
type => "CURRENCY" |
10766
|
|
|
|
|
|
|
}, |
10767
|
|
|
|
|
|
|
{ number => "479", name => "CommCurrency", type => "CURRENCY" }, |
10768
|
|
|
|
|
|
|
{ |
10769
|
|
|
|
|
|
|
number => "480", |
10770
|
|
|
|
|
|
|
name => "CancellationRights", |
10771
|
|
|
|
|
|
|
type => "CHAR", |
10772
|
|
|
|
|
|
|
enum => [ |
10773
|
|
|
|
|
|
|
{ name => "N", description => "NO_EXECUTION_ONLY" }, |
10774
|
|
|
|
|
|
|
{ name => "M", description => "NO_WAIVER_AGREEMENT" }, |
10775
|
|
|
|
|
|
|
{ name => "O", description => "NO_INSTITUTIONAL" }, |
10776
|
|
|
|
|
|
|
] |
10777
|
|
|
|
|
|
|
}, |
10778
|
|
|
|
|
|
|
{ |
10779
|
|
|
|
|
|
|
number => "481", |
10780
|
|
|
|
|
|
|
name => "MoneyLaunderingStatus", |
10781
|
|
|
|
|
|
|
type => "CHAR", |
10782
|
|
|
|
|
|
|
enum => [ |
10783
|
|
|
|
|
|
|
{ name => "Y", description => "PASSED" }, |
10784
|
|
|
|
|
|
|
{ name => "N", description => "NOT_CHECKED" }, |
10785
|
|
|
|
|
|
|
{ name => "1", description => "EXEMPT_BELOW_THE_LIMIT" }, |
10786
|
|
|
|
|
|
|
{ |
10787
|
|
|
|
|
|
|
name => "2", |
10788
|
|
|
|
|
|
|
description => "EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION" |
10789
|
|
|
|
|
|
|
}, |
10790
|
|
|
|
|
|
|
{ |
10791
|
|
|
|
|
|
|
name => "3", |
10792
|
|
|
|
|
|
|
description => |
10793
|
|
|
|
|
|
|
"EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" |
10794
|
|
|
|
|
|
|
}, |
10795
|
|
|
|
|
|
|
] |
10796
|
|
|
|
|
|
|
}, |
10797
|
|
|
|
|
|
|
{ number => "482", name => "MailingInst", type => "STRING" }, |
10798
|
|
|
|
|
|
|
{ |
10799
|
|
|
|
|
|
|
number => "483", |
10800
|
|
|
|
|
|
|
name => "TransBkdTime", |
10801
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
10802
|
|
|
|
|
|
|
}, |
10803
|
|
|
|
|
|
|
{ |
10804
|
|
|
|
|
|
|
number => "484", |
10805
|
|
|
|
|
|
|
name => "ExecPriceType", |
10806
|
|
|
|
|
|
|
type => "CHAR", |
10807
|
|
|
|
|
|
|
enum => [ |
10808
|
|
|
|
|
|
|
{ name => "B", description => "BID_PRICE" }, |
10809
|
|
|
|
|
|
|
{ name => "C", description => "CREATION_PRICE" }, |
10810
|
|
|
|
|
|
|
{ |
10811
|
|
|
|
|
|
|
name => "D", |
10812
|
|
|
|
|
|
|
description => |
10813
|
|
|
|
|
|
|
"CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT" |
10814
|
|
|
|
|
|
|
}, |
10815
|
|
|
|
|
|
|
{ |
10816
|
|
|
|
|
|
|
name => "E", |
10817
|
|
|
|
|
|
|
description => "CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT" |
10818
|
|
|
|
|
|
|
}, |
10819
|
|
|
|
|
|
|
{ name => "O", description => "OFFER_PRICE" }, |
10820
|
|
|
|
|
|
|
{ |
10821
|
|
|
|
|
|
|
name => "P", |
10822
|
|
|
|
|
|
|
description => "OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT" |
10823
|
|
|
|
|
|
|
}, |
10824
|
|
|
|
|
|
|
{ |
10825
|
|
|
|
|
|
|
name => "Q", |
10826
|
|
|
|
|
|
|
description => "OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT" |
10827
|
|
|
|
|
|
|
}, |
10828
|
|
|
|
|
|
|
{ name => "S", description => "SINGLE_PRICE" }, |
10829
|
|
|
|
|
|
|
] |
10830
|
|
|
|
|
|
|
}, |
10831
|
|
|
|
|
|
|
{ |
10832
|
|
|
|
|
|
|
number => "485", |
10833
|
|
|
|
|
|
|
name => "ExecPriceAdjustment", |
10834
|
|
|
|
|
|
|
type => "FLOAT" |
10835
|
|
|
|
|
|
|
}, |
10836
|
|
|
|
|
|
|
{ |
10837
|
|
|
|
|
|
|
number => "486", |
10838
|
|
|
|
|
|
|
name => "DateOfBirth", |
10839
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
10840
|
|
|
|
|
|
|
}, |
10841
|
|
|
|
|
|
|
{ |
10842
|
|
|
|
|
|
|
number => "487", |
10843
|
|
|
|
|
|
|
name => "TradeReportTransType", |
10844
|
|
|
|
|
|
|
type => "INT", |
10845
|
|
|
|
|
|
|
enum => [ |
10846
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
10847
|
|
|
|
|
|
|
{ name => "1", description => "CANCEL" }, |
10848
|
|
|
|
|
|
|
{ name => "2", description => "REPLACE" }, |
10849
|
|
|
|
|
|
|
{ name => "3", description => "RELEASE" }, |
10850
|
|
|
|
|
|
|
{ name => "4", description => "REVERSE" }, |
10851
|
|
|
|
|
|
|
] |
10852
|
|
|
|
|
|
|
}, |
10853
|
|
|
|
|
|
|
{ number => "488", name => "CardHolderName", type => "STRING" }, |
10854
|
|
|
|
|
|
|
{ number => "489", name => "CardNumber", type => "STRING" }, |
10855
|
|
|
|
|
|
|
{ |
10856
|
|
|
|
|
|
|
number => "490", |
10857
|
|
|
|
|
|
|
name => "CardExpDate", |
10858
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
10859
|
|
|
|
|
|
|
}, |
10860
|
|
|
|
|
|
|
{ number => "491", name => "CardIssNum", type => "STRING" }, |
10861
|
|
|
|
|
|
|
{ |
10862
|
|
|
|
|
|
|
number => "492", |
10863
|
|
|
|
|
|
|
name => "PaymentMethod", |
10864
|
|
|
|
|
|
|
type => "INT", |
10865
|
|
|
|
|
|
|
enum => [ |
10866
|
|
|
|
|
|
|
{ name => "1", description => "CREST" }, |
10867
|
|
|
|
|
|
|
{ name => "2", description => "NSCC" }, |
10868
|
|
|
|
|
|
|
{ name => "3", description => "EUROCLEAR" }, |
10869
|
|
|
|
|
|
|
{ name => "4", description => "CLEARSTREAM" }, |
10870
|
|
|
|
|
|
|
{ name => "5", description => "CHEQUE" }, |
10871
|
|
|
|
|
|
|
{ name => "6", description => "TELEGRAPHIC_TRANSFER" }, |
10872
|
|
|
|
|
|
|
{ name => "7", description => "FEDWIRE" }, |
10873
|
|
|
|
|
|
|
{ name => "8", description => "DEBIT_CARD" }, |
10874
|
|
|
|
|
|
|
{ name => "9", description => "DIRECT_DEBIT" }, |
10875
|
|
|
|
|
|
|
] |
10876
|
|
|
|
|
|
|
}, |
10877
|
|
|
|
|
|
|
{ number => "493", name => "RegistAcctType", type => "STRING" }, |
10878
|
|
|
|
|
|
|
{ number => "494", name => "Designation", type => "STRING" }, |
10879
|
|
|
|
|
|
|
{ |
10880
|
|
|
|
|
|
|
number => "495", |
10881
|
|
|
|
|
|
|
name => "TaxAdvantageType", |
10882
|
|
|
|
|
|
|
type => "INT", |
10883
|
|
|
|
|
|
|
enum => [ |
10884
|
|
|
|
|
|
|
{ name => "0", description => "NONE" }, |
10885
|
|
|
|
|
|
|
{ name => "1", description => "MAXI_ISA" }, |
10886
|
|
|
|
|
|
|
{ name => "2", description => "TESSA" }, |
10887
|
|
|
|
|
|
|
{ name => "3", description => "MINI_CASH_ISA" }, |
10888
|
|
|
|
|
|
|
{ |
10889
|
|
|
|
|
|
|
name => "4", |
10890
|
|
|
|
|
|
|
description => "MINI_STOCKS_AND_SHARES_ISA" |
10891
|
|
|
|
|
|
|
}, |
10892
|
|
|
|
|
|
|
{ name => "5", description => "MINI_INSURANCE_ISA" }, |
10893
|
|
|
|
|
|
|
{ name => "6", description => "CURRENT_YEAR_PAYMENT" }, |
10894
|
|
|
|
|
|
|
{ name => "7", description => "PRIOR_YEAR_PAYMENT" }, |
10895
|
|
|
|
|
|
|
{ name => "8", description => "ASSET_TRANSFER" }, |
10896
|
|
|
|
|
|
|
{ name => "9", description => "EMPLOYEE_PRIOR_YEAR" }, |
10897
|
|
|
|
|
|
|
{ name => "999", description => "OTHER" }, |
10898
|
|
|
|
|
|
|
] |
10899
|
|
|
|
|
|
|
}, |
10900
|
|
|
|
|
|
|
{ |
10901
|
|
|
|
|
|
|
number => "496", |
10902
|
|
|
|
|
|
|
name => "RegistRejReasonText", |
10903
|
|
|
|
|
|
|
type => "STRING" |
10904
|
|
|
|
|
|
|
}, |
10905
|
|
|
|
|
|
|
{ |
10906
|
|
|
|
|
|
|
number => "497", |
10907
|
|
|
|
|
|
|
name => "FundRenewWaiv", |
10908
|
|
|
|
|
|
|
type => "CHAR", |
10909
|
|
|
|
|
|
|
enum => [ |
10910
|
|
|
|
|
|
|
{ name => "Y", description => "YES" }, |
10911
|
|
|
|
|
|
|
{ name => "N", description => "NO" }, |
10912
|
|
|
|
|
|
|
] |
10913
|
|
|
|
|
|
|
}, |
10914
|
|
|
|
|
|
|
{ |
10915
|
|
|
|
|
|
|
number => "498", |
10916
|
|
|
|
|
|
|
name => "CashDistribAgentName", |
10917
|
|
|
|
|
|
|
type => "STRING" |
10918
|
|
|
|
|
|
|
}, |
10919
|
|
|
|
|
|
|
{ |
10920
|
|
|
|
|
|
|
number => "499", |
10921
|
|
|
|
|
|
|
name => "CashDistribAgentCode", |
10922
|
|
|
|
|
|
|
type => "STRING" |
10923
|
|
|
|
|
|
|
}, |
10924
|
|
|
|
|
|
|
{ |
10925
|
|
|
|
|
|
|
number => "500", |
10926
|
|
|
|
|
|
|
name => "CashDistribAgentAcctNumber", |
10927
|
|
|
|
|
|
|
type => "STRING" |
10928
|
|
|
|
|
|
|
}, |
10929
|
|
|
|
|
|
|
{ |
10930
|
|
|
|
|
|
|
number => "501", |
10931
|
|
|
|
|
|
|
name => "CashDistribPayRef", |
10932
|
|
|
|
|
|
|
type => "STRING" |
10933
|
|
|
|
|
|
|
}, |
10934
|
|
|
|
|
|
|
{ |
10935
|
|
|
|
|
|
|
number => "502", |
10936
|
|
|
|
|
|
|
name => "CashDistribAgentAcctName", |
10937
|
|
|
|
|
|
|
type => "STRING" |
10938
|
|
|
|
|
|
|
}, |
10939
|
|
|
|
|
|
|
{ |
10940
|
|
|
|
|
|
|
number => "503", |
10941
|
|
|
|
|
|
|
name => "CardStartDate", |
10942
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
10943
|
|
|
|
|
|
|
}, |
10944
|
|
|
|
|
|
|
{ |
10945
|
|
|
|
|
|
|
number => "504", |
10946
|
|
|
|
|
|
|
name => "PaymentDate", |
10947
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
10948
|
|
|
|
|
|
|
}, |
10949
|
|
|
|
|
|
|
{ |
10950
|
|
|
|
|
|
|
number => "505", |
10951
|
|
|
|
|
|
|
name => "PaymentRemitterID", |
10952
|
|
|
|
|
|
|
type => "STRING" |
10953
|
|
|
|
|
|
|
}, |
10954
|
|
|
|
|
|
|
{ |
10955
|
|
|
|
|
|
|
number => "506", |
10956
|
|
|
|
|
|
|
name => "RegistStatus", |
10957
|
|
|
|
|
|
|
type => "CHAR", |
10958
|
|
|
|
|
|
|
enum => [ |
10959
|
|
|
|
|
|
|
{ name => "A", description => "ACCEPTED" }, |
10960
|
|
|
|
|
|
|
{ name => "R", description => "REJECTED" }, |
10961
|
|
|
|
|
|
|
{ name => "H", description => "HELD" }, |
10962
|
|
|
|
|
|
|
{ name => "N", description => "REMINDER" }, |
10963
|
|
|
|
|
|
|
] |
10964
|
|
|
|
|
|
|
}, |
10965
|
|
|
|
|
|
|
{ |
10966
|
|
|
|
|
|
|
number => "507", |
10967
|
|
|
|
|
|
|
name => "RegistRejReasonCode", |
10968
|
|
|
|
|
|
|
type => "INT", |
10969
|
|
|
|
|
|
|
enum => [ |
10970
|
|
|
|
|
|
|
{ |
10971
|
|
|
|
|
|
|
name => "1", |
10972
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_ACCOUNT_TYPE" |
10973
|
|
|
|
|
|
|
}, |
10974
|
|
|
|
|
|
|
{ |
10975
|
|
|
|
|
|
|
name => "2", |
10976
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE" |
10977
|
|
|
|
|
|
|
}, |
10978
|
|
|
|
|
|
|
{ |
10979
|
|
|
|
|
|
|
name => "3", |
10980
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_OWNERSHIP_TYPE" |
10981
|
|
|
|
|
|
|
}, |
10982
|
|
|
|
|
|
|
{ |
10983
|
|
|
|
|
|
|
name => "4", |
10984
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_NO_REG_DETLS" |
10985
|
|
|
|
|
|
|
}, |
10986
|
|
|
|
|
|
|
{ |
10987
|
|
|
|
|
|
|
name => "5", |
10988
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_REG_SEQ_NO" |
10989
|
|
|
|
|
|
|
}, |
10990
|
|
|
|
|
|
|
{ |
10991
|
|
|
|
|
|
|
name => "6", |
10992
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_REG_DTLS" |
10993
|
|
|
|
|
|
|
}, |
10994
|
|
|
|
|
|
|
{ |
10995
|
|
|
|
|
|
|
name => "7", |
10996
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_MAILING_DTLS" |
10997
|
|
|
|
|
|
|
}, |
10998
|
|
|
|
|
|
|
{ |
10999
|
|
|
|
|
|
|
name => "8", |
11000
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_MAILING_INST" |
11001
|
|
|
|
|
|
|
}, |
11002
|
|
|
|
|
|
|
{ |
11003
|
|
|
|
|
|
|
name => "9", |
11004
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_INVESTOR_ID" |
11005
|
|
|
|
|
|
|
}, |
11006
|
|
|
|
|
|
|
{ |
11007
|
|
|
|
|
|
|
name => "10", |
11008
|
|
|
|
|
|
|
description => |
11009
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE" |
11010
|
|
|
|
|
|
|
}, |
11011
|
|
|
|
|
|
|
{ |
11012
|
|
|
|
|
|
|
name => "11", |
11013
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_DATE_OF_BIRTH" |
11014
|
|
|
|
|
|
|
}, |
11015
|
|
|
|
|
|
|
{ |
11016
|
|
|
|
|
|
|
name => "12", |
11017
|
|
|
|
|
|
|
description => |
11018
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE" |
11019
|
|
|
|
|
|
|
}, |
11020
|
|
|
|
|
|
|
{ |
11021
|
|
|
|
|
|
|
name => "13", |
11022
|
|
|
|
|
|
|
description => "INVALID_UNACCEPTABLE_NODISTRIBINSTNS" |
11023
|
|
|
|
|
|
|
}, |
11024
|
|
|
|
|
|
|
{ |
11025
|
|
|
|
|
|
|
name => "14", |
11026
|
|
|
|
|
|
|
description => |
11027
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE" |
11028
|
|
|
|
|
|
|
}, |
11029
|
|
|
|
|
|
|
{ |
11030
|
|
|
|
|
|
|
name => "15", |
11031
|
|
|
|
|
|
|
description => |
11032
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD" |
11033
|
|
|
|
|
|
|
}, |
11034
|
|
|
|
|
|
|
{ |
11035
|
|
|
|
|
|
|
name => "16", |
11036
|
|
|
|
|
|
|
description => |
11037
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME" |
11038
|
|
|
|
|
|
|
}, |
11039
|
|
|
|
|
|
|
{ |
11040
|
|
|
|
|
|
|
name => "17", |
11041
|
|
|
|
|
|
|
description => |
11042
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE" |
11043
|
|
|
|
|
|
|
}, |
11044
|
|
|
|
|
|
|
{ |
11045
|
|
|
|
|
|
|
name => "18", |
11046
|
|
|
|
|
|
|
description => |
11047
|
|
|
|
|
|
|
"INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM" |
11048
|
|
|
|
|
|
|
}, |
11049
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
11050
|
|
|
|
|
|
|
] |
11051
|
|
|
|
|
|
|
}, |
11052
|
|
|
|
|
|
|
{ number => "508", name => "RegistRefID", type => "STRING" }, |
11053
|
|
|
|
|
|
|
{ number => "509", name => "RegistDtls", type => "STRING" }, |
11054
|
|
|
|
|
|
|
{ |
11055
|
|
|
|
|
|
|
number => "510", |
11056
|
|
|
|
|
|
|
name => "NoDistribInsts", |
11057
|
|
|
|
|
|
|
type => "NUMINGROUP" |
11058
|
|
|
|
|
|
|
}, |
11059
|
|
|
|
|
|
|
{ number => "511", name => "RegistEmail", type => "STRING" }, |
11060
|
|
|
|
|
|
|
{ |
11061
|
|
|
|
|
|
|
number => "512", |
11062
|
|
|
|
|
|
|
name => "DistribPercentage", |
11063
|
|
|
|
|
|
|
type => "PERCENTAGE" |
11064
|
|
|
|
|
|
|
}, |
11065
|
|
|
|
|
|
|
{ number => "513", name => "RegistID", type => "STRING" }, |
11066
|
|
|
|
|
|
|
{ |
11067
|
|
|
|
|
|
|
number => "514", |
11068
|
|
|
|
|
|
|
name => "RegistTransType", |
11069
|
|
|
|
|
|
|
type => "CHAR", |
11070
|
|
|
|
|
|
|
enum => [ |
11071
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
11072
|
|
|
|
|
|
|
{ name => "1", description => "REPLACE" }, |
11073
|
|
|
|
|
|
|
{ name => "2", description => "CANCEL" }, |
11074
|
|
|
|
|
|
|
] |
11075
|
|
|
|
|
|
|
}, |
11076
|
|
|
|
|
|
|
{ |
11077
|
|
|
|
|
|
|
number => "515", |
11078
|
|
|
|
|
|
|
name => "ExecValuationPoint", |
11079
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
11080
|
|
|
|
|
|
|
}, |
11081
|
|
|
|
|
|
|
{ number => "516", name => "OrderPercent", type => "PERCENTAGE" }, |
11082
|
|
|
|
|
|
|
{ |
11083
|
|
|
|
|
|
|
number => "517", |
11084
|
|
|
|
|
|
|
name => "OwnershipType", |
11085
|
|
|
|
|
|
|
type => "CHAR", |
11086
|
|
|
|
|
|
|
enum => [ |
11087
|
|
|
|
|
|
|
{ name => "J", description => "JOINT_INVESTORS" }, |
11088
|
|
|
|
|
|
|
{ name => "T", description => "TENANTS_IN_COMMON" }, |
11089
|
|
|
|
|
|
|
{ name => "2", description => "JOINT_TRUSTEES" }, |
11090
|
|
|
|
|
|
|
] |
11091
|
|
|
|
|
|
|
}, |
11092
|
|
|
|
|
|
|
{ number => "518", name => "NoContAmts", type => "NUMINGROUP" }, |
11093
|
|
|
|
|
|
|
{ |
11094
|
|
|
|
|
|
|
number => "519", |
11095
|
|
|
|
|
|
|
name => "ContAmtType", |
11096
|
|
|
|
|
|
|
type => "INT", |
11097
|
|
|
|
|
|
|
enum => [ |
11098
|
|
|
|
|
|
|
{ name => "1", description => "COMMISSION_AMOUNT" }, |
11099
|
|
|
|
|
|
|
{ name => "2", description => "COMMISSION_PERCENT" }, |
11100
|
|
|
|
|
|
|
{ name => "3", description => "INITIAL_CHARGE_AMOUNT" }, |
11101
|
|
|
|
|
|
|
{ name => "4", description => "INITIAL_CHARGE_PERCENT" }, |
11102
|
|
|
|
|
|
|
{ name => "5", description => "DISCOUNT_AMOUNT" }, |
11103
|
|
|
|
|
|
|
{ name => "6", description => "DISCOUNT_PERCENT" }, |
11104
|
|
|
|
|
|
|
{ name => "7", description => "DILUTION_LEVY_AMOUNT" }, |
11105
|
|
|
|
|
|
|
{ name => "8", description => "DILUTION_LEVY_PERCENT" }, |
11106
|
|
|
|
|
|
|
{ name => "9", description => "EXIT_CHARGE_AMOUNT" }, |
11107
|
|
|
|
|
|
|
] |
11108
|
|
|
|
|
|
|
}, |
11109
|
|
|
|
|
|
|
{ number => "520", name => "ContAmtValue", type => "FLOAT" }, |
11110
|
|
|
|
|
|
|
{ number => "521", name => "ContAmtCurr", type => "CURRENCY" }, |
11111
|
|
|
|
|
|
|
{ |
11112
|
|
|
|
|
|
|
number => "522", |
11113
|
|
|
|
|
|
|
name => "OwnerType", |
11114
|
|
|
|
|
|
|
type => "INT", |
11115
|
|
|
|
|
|
|
enum => [ |
11116
|
|
|
|
|
|
|
{ name => "1", description => "INDIVIDUAL_INVESTOR" }, |
11117
|
|
|
|
|
|
|
{ name => "2", description => "PUBLIC_COMPANY" }, |
11118
|
|
|
|
|
|
|
{ name => "3", description => "PRIVATE_COMPANY" }, |
11119
|
|
|
|
|
|
|
{ name => "4", description => "INDIVIDUAL_TRUSTEE" }, |
11120
|
|
|
|
|
|
|
{ name => "5", description => "COMPANY_TRUSTEE" }, |
11121
|
|
|
|
|
|
|
{ name => "6", description => "PENSION_PLAN" }, |
11122
|
|
|
|
|
|
|
{ |
11123
|
|
|
|
|
|
|
name => "7", |
11124
|
|
|
|
|
|
|
description => "CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT" |
11125
|
|
|
|
|
|
|
}, |
11126
|
|
|
|
|
|
|
{ name => "8", description => "TRUSTS" }, |
11127
|
|
|
|
|
|
|
{ name => "9", description => "FIDUCIARIES" }, |
11128
|
|
|
|
|
|
|
] |
11129
|
|
|
|
|
|
|
}, |
11130
|
|
|
|
|
|
|
{ number => "523", name => "PartySubID", type => "STRING" }, |
11131
|
|
|
|
|
|
|
{ number => "524", name => "NestedPartyID", type => "STRING" }, |
11132
|
|
|
|
|
|
|
{ |
11133
|
|
|
|
|
|
|
number => "525", |
11134
|
|
|
|
|
|
|
name => "NestedPartyIDSource", |
11135
|
|
|
|
|
|
|
type => "CHAR" |
11136
|
|
|
|
|
|
|
}, |
11137
|
|
|
|
|
|
|
{ number => "526", name => "SecondaryClOrdID", type => "STRING" }, |
11138
|
|
|
|
|
|
|
{ number => "527", name => "SecondaryExecID", type => "STRING" }, |
11139
|
|
|
|
|
|
|
{ |
11140
|
|
|
|
|
|
|
number => "528", |
11141
|
|
|
|
|
|
|
name => "OrderCapacity", |
11142
|
|
|
|
|
|
|
type => "CHAR", |
11143
|
|
|
|
|
|
|
enum => [ |
11144
|
|
|
|
|
|
|
{ name => "A", description => "AGENCY" }, |
11145
|
|
|
|
|
|
|
{ name => "G", description => "PROPRIETARY" }, |
11146
|
|
|
|
|
|
|
{ name => "I", description => "INDIVIDUAL" }, |
11147
|
|
|
|
|
|
|
{ name => "P", description => "PRINCIPAL" }, |
11148
|
|
|
|
|
|
|
{ name => "R", description => "RISKLESS_PRINCIPAL" }, |
11149
|
|
|
|
|
|
|
{ name => "W", description => "AGENT_FOR_OTHER_MEMBER" }, |
11150
|
|
|
|
|
|
|
] |
11151
|
|
|
|
|
|
|
}, |
11152
|
|
|
|
|
|
|
{ |
11153
|
|
|
|
|
|
|
number => "529", |
11154
|
|
|
|
|
|
|
name => "OrderRestrictions", |
11155
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
11156
|
|
|
|
|
|
|
enum => [ |
11157
|
|
|
|
|
|
|
{ name => "1", description => "PROGRAM_TRADE" }, |
11158
|
|
|
|
|
|
|
{ name => "2", description => "INDEX_ARBITRAGE" }, |
11159
|
|
|
|
|
|
|
{ name => "3", description => "NON_INDEX_ARBITRAGE" }, |
11160
|
|
|
|
|
|
|
{ name => "4", description => "COMPETING_MARKET_MAKER" }, |
11161
|
|
|
|
|
|
|
{ |
11162
|
|
|
|
|
|
|
name => "5", |
11163
|
|
|
|
|
|
|
description => |
11164
|
|
|
|
|
|
|
"ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" |
11165
|
|
|
|
|
|
|
}, |
11166
|
|
|
|
|
|
|
{ |
11167
|
|
|
|
|
|
|
name => "6", |
11168
|
|
|
|
|
|
|
description => |
11169
|
|
|
|
|
|
|
"ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY" |
11170
|
|
|
|
|
|
|
}, |
11171
|
|
|
|
|
|
|
{ name => "7", description => "FOREIGN_ENTITY" }, |
11172
|
|
|
|
|
|
|
{ |
11173
|
|
|
|
|
|
|
name => "8", |
11174
|
|
|
|
|
|
|
description => "EXTERNAL_MARKET_PARTICIPANT" |
11175
|
|
|
|
|
|
|
}, |
11176
|
|
|
|
|
|
|
{ |
11177
|
|
|
|
|
|
|
name => "9", |
11178
|
|
|
|
|
|
|
description => |
11179
|
|
|
|
|
|
|
"EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE" |
11180
|
|
|
|
|
|
|
}, |
11181
|
|
|
|
|
|
|
{ name => "A", description => "RISKLESS_ARBITRAGE" }, |
11182
|
|
|
|
|
|
|
] |
11183
|
|
|
|
|
|
|
}, |
11184
|
|
|
|
|
|
|
{ |
11185
|
|
|
|
|
|
|
number => "530", |
11186
|
|
|
|
|
|
|
name => "MassCancelRequestType", |
11187
|
|
|
|
|
|
|
type => "CHAR", |
11188
|
|
|
|
|
|
|
enum => [ |
11189
|
|
|
|
|
|
|
{ |
11190
|
|
|
|
|
|
|
name => "1", |
11191
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_SECURITY" |
11192
|
|
|
|
|
|
|
}, |
11193
|
|
|
|
|
|
|
{ |
11194
|
|
|
|
|
|
|
name => "2", |
11195
|
|
|
|
|
|
|
description => |
11196
|
|
|
|
|
|
|
"CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" |
11197
|
|
|
|
|
|
|
}, |
11198
|
|
|
|
|
|
|
{ |
11199
|
|
|
|
|
|
|
name => "3", |
11200
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_PRODUCT" |
11201
|
|
|
|
|
|
|
}, |
11202
|
|
|
|
|
|
|
{ |
11203
|
|
|
|
|
|
|
name => "4", |
11204
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_CFICODE" |
11205
|
|
|
|
|
|
|
}, |
11206
|
|
|
|
|
|
|
{ |
11207
|
|
|
|
|
|
|
name => "5", |
11208
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_SECURITYTYPE" |
11209
|
|
|
|
|
|
|
}, |
11210
|
|
|
|
|
|
|
{ |
11211
|
|
|
|
|
|
|
name => "6", |
11212
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_TRADING_SESSION" |
11213
|
|
|
|
|
|
|
}, |
11214
|
|
|
|
|
|
|
{ name => "7", description => "CANCEL_ALL_ORDERS" }, |
11215
|
|
|
|
|
|
|
] |
11216
|
|
|
|
|
|
|
}, |
11217
|
|
|
|
|
|
|
{ |
11218
|
|
|
|
|
|
|
number => "531", |
11219
|
|
|
|
|
|
|
name => "MassCancelResponse", |
11220
|
|
|
|
|
|
|
type => "CHAR", |
11221
|
|
|
|
|
|
|
enum => [ |
11222
|
|
|
|
|
|
|
{ name => "0", description => "CANCEL_REQUEST_REJECTED" }, |
11223
|
|
|
|
|
|
|
{ |
11224
|
|
|
|
|
|
|
name => "1", |
11225
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_SECURITY" |
11226
|
|
|
|
|
|
|
}, |
11227
|
|
|
|
|
|
|
{ |
11228
|
|
|
|
|
|
|
name => "2", |
11229
|
|
|
|
|
|
|
description => |
11230
|
|
|
|
|
|
|
"CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY" |
11231
|
|
|
|
|
|
|
}, |
11232
|
|
|
|
|
|
|
{ |
11233
|
|
|
|
|
|
|
name => "3", |
11234
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_PRODUCT" |
11235
|
|
|
|
|
|
|
}, |
11236
|
|
|
|
|
|
|
{ |
11237
|
|
|
|
|
|
|
name => "4", |
11238
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_CFICODE" |
11239
|
|
|
|
|
|
|
}, |
11240
|
|
|
|
|
|
|
{ |
11241
|
|
|
|
|
|
|
name => "5", |
11242
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_SECURITYTYPE" |
11243
|
|
|
|
|
|
|
}, |
11244
|
|
|
|
|
|
|
{ |
11245
|
|
|
|
|
|
|
name => "6", |
11246
|
|
|
|
|
|
|
description => "CANCEL_ORDERS_FOR_A_TRADING_SESSION" |
11247
|
|
|
|
|
|
|
}, |
11248
|
|
|
|
|
|
|
{ name => "7", description => "CANCEL_ALL_ORDERS" }, |
11249
|
|
|
|
|
|
|
] |
11250
|
|
|
|
|
|
|
}, |
11251
|
|
|
|
|
|
|
{ |
11252
|
|
|
|
|
|
|
number => "532", |
11253
|
|
|
|
|
|
|
name => "MassCancelRejectReason", |
11254
|
|
|
|
|
|
|
type => "CHAR", |
11255
|
|
|
|
|
|
|
enum => [ |
11256
|
|
|
|
|
|
|
{ |
11257
|
|
|
|
|
|
|
name => "0", |
11258
|
|
|
|
|
|
|
description => "MASS_CANCEL_NOT_SUPPORTED" |
11259
|
|
|
|
|
|
|
}, |
11260
|
|
|
|
|
|
|
{ |
11261
|
|
|
|
|
|
|
name => "1", |
11262
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_SECURITY" |
11263
|
|
|
|
|
|
|
}, |
11264
|
|
|
|
|
|
|
{ |
11265
|
|
|
|
|
|
|
name => "2", |
11266
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_UNDERLYING" |
11267
|
|
|
|
|
|
|
}, |
11268
|
|
|
|
|
|
|
{ |
11269
|
|
|
|
|
|
|
name => "3", |
11270
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_PRODUCT" |
11271
|
|
|
|
|
|
|
}, |
11272
|
|
|
|
|
|
|
{ |
11273
|
|
|
|
|
|
|
name => "4", |
11274
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_CFICODE" |
11275
|
|
|
|
|
|
|
}, |
11276
|
|
|
|
|
|
|
{ |
11277
|
|
|
|
|
|
|
name => "5", |
11278
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_SECURITY_TYPE" |
11279
|
|
|
|
|
|
|
}, |
11280
|
|
|
|
|
|
|
{ |
11281
|
|
|
|
|
|
|
name => "6", |
11282
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_TRADING_SESSION" |
11283
|
|
|
|
|
|
|
}, |
11284
|
|
|
|
|
|
|
] |
11285
|
|
|
|
|
|
|
}, |
11286
|
|
|
|
|
|
|
{ number => "533", name => "TotalAffectedOrders", type => "INT" }, |
11287
|
|
|
|
|
|
|
{ number => "534", name => "NoAffectedOrders", type => "INT" }, |
11288
|
|
|
|
|
|
|
{ number => "535", name => "AffectedOrderID", type => "STRING" }, |
11289
|
|
|
|
|
|
|
{ |
11290
|
|
|
|
|
|
|
number => "536", |
11291
|
|
|
|
|
|
|
name => "AffectedSecondaryOrderID", |
11292
|
|
|
|
|
|
|
type => "STRING" |
11293
|
|
|
|
|
|
|
}, |
11294
|
|
|
|
|
|
|
{ |
11295
|
|
|
|
|
|
|
number => "537", |
11296
|
|
|
|
|
|
|
name => "QuoteType", |
11297
|
|
|
|
|
|
|
type => "INT", |
11298
|
|
|
|
|
|
|
enum => [ |
11299
|
|
|
|
|
|
|
{ name => "0", description => "INDICATIVE" }, |
11300
|
|
|
|
|
|
|
{ name => "1", description => "TRADEABLE" }, |
11301
|
|
|
|
|
|
|
{ name => "2", description => "RESTRICTED_TRADEABLE" }, |
11302
|
|
|
|
|
|
|
{ name => "3", description => "COUNTER" }, |
11303
|
|
|
|
|
|
|
] |
11304
|
|
|
|
|
|
|
}, |
11305
|
|
|
|
|
|
|
{ number => "538", name => "NestedPartyRole", type => "INT" }, |
11306
|
|
|
|
|
|
|
{ |
11307
|
|
|
|
|
|
|
number => "539", |
11308
|
|
|
|
|
|
|
name => "NoNestedPartyIDs", |
11309
|
|
|
|
|
|
|
type => "NUMINGROUP" |
11310
|
|
|
|
|
|
|
}, |
11311
|
|
|
|
|
|
|
{ |
11312
|
|
|
|
|
|
|
number => "540", |
11313
|
|
|
|
|
|
|
name => "TotalAccruedInterestAmt", |
11314
|
|
|
|
|
|
|
type => "AMT" |
11315
|
|
|
|
|
|
|
}, |
11316
|
|
|
|
|
|
|
{ |
11317
|
|
|
|
|
|
|
number => "541", |
11318
|
|
|
|
|
|
|
name => "MaturityDate", |
11319
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
11320
|
|
|
|
|
|
|
}, |
11321
|
|
|
|
|
|
|
{ |
11322
|
|
|
|
|
|
|
number => "542", |
11323
|
|
|
|
|
|
|
name => "UnderlyingMaturityDate", |
11324
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
11325
|
|
|
|
|
|
|
}, |
11326
|
|
|
|
|
|
|
{ number => "543", name => "InstrRegistry", type => "STRING" }, |
11327
|
|
|
|
|
|
|
{ |
11328
|
|
|
|
|
|
|
number => "544", |
11329
|
|
|
|
|
|
|
name => "CashMargin", |
11330
|
|
|
|
|
|
|
type => "CHAR", |
11331
|
|
|
|
|
|
|
enum => [ |
11332
|
|
|
|
|
|
|
{ name => "1", description => "CASH" }, |
11333
|
|
|
|
|
|
|
{ name => "2", description => "MARGIN_OPEN" }, |
11334
|
|
|
|
|
|
|
{ name => "3", description => "MARGIN_CLOSE" }, |
11335
|
|
|
|
|
|
|
] |
11336
|
|
|
|
|
|
|
}, |
11337
|
|
|
|
|
|
|
{ number => "545", name => "NestedPartySubID", type => "STRING" }, |
11338
|
|
|
|
|
|
|
{ |
11339
|
|
|
|
|
|
|
number => "546", |
11340
|
|
|
|
|
|
|
name => "Scope", |
11341
|
|
|
|
|
|
|
type => "MULTIPLEVALUESTRING", |
11342
|
|
|
|
|
|
|
enum => [ |
11343
|
|
|
|
|
|
|
{ name => "1", description => "LOCAL" }, |
11344
|
|
|
|
|
|
|
{ name => "2", description => "NATIONAL" }, |
11345
|
|
|
|
|
|
|
{ name => "3", description => "GLOBAL" }, |
11346
|
|
|
|
|
|
|
] |
11347
|
|
|
|
|
|
|
}, |
11348
|
|
|
|
|
|
|
{ |
11349
|
|
|
|
|
|
|
number => "547", |
11350
|
|
|
|
|
|
|
name => "MDImplicitDelete", |
11351
|
|
|
|
|
|
|
type => "BOOLEAN" |
11352
|
|
|
|
|
|
|
}, |
11353
|
|
|
|
|
|
|
{ number => "548", name => "CrossID", type => "STRING" }, |
11354
|
|
|
|
|
|
|
{ |
11355
|
|
|
|
|
|
|
number => "549", |
11356
|
|
|
|
|
|
|
name => "CrossType", |
11357
|
|
|
|
|
|
|
type => "INT", |
11358
|
|
|
|
|
|
|
enum => [ |
11359
|
|
|
|
|
|
|
{ |
11360
|
|
|
|
|
|
|
name => "1", |
11361
|
|
|
|
|
|
|
description => |
11362
|
|
|
|
|
|
|
"CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT" |
11363
|
|
|
|
|
|
|
}, |
11364
|
|
|
|
|
|
|
{ |
11365
|
|
|
|
|
|
|
name => "2", |
11366
|
|
|
|
|
|
|
description => |
11367
|
|
|
|
|
|
|
"CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED" |
11368
|
|
|
|
|
|
|
}, |
11369
|
|
|
|
|
|
|
{ |
11370
|
|
|
|
|
|
|
name => "3", |
11371
|
|
|
|
|
|
|
description => |
11372
|
|
|
|
|
|
|
"CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE" |
11373
|
|
|
|
|
|
|
}, |
11374
|
|
|
|
|
|
|
{ |
11375
|
|
|
|
|
|
|
name => "4", |
11376
|
|
|
|
|
|
|
description => |
11377
|
|
|
|
|
|
|
"CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" |
11378
|
|
|
|
|
|
|
}, |
11379
|
|
|
|
|
|
|
] |
11380
|
|
|
|
|
|
|
}, |
11381
|
|
|
|
|
|
|
{ |
11382
|
|
|
|
|
|
|
number => "550", |
11383
|
|
|
|
|
|
|
name => "CrossPrioritization", |
11384
|
|
|
|
|
|
|
type => "INT", |
11385
|
|
|
|
|
|
|
enum => [ |
11386
|
|
|
|
|
|
|
{ name => "0", description => "NONE" }, |
11387
|
|
|
|
|
|
|
{ name => "1", description => "BUY_SIDE_IS_PRIORITIZED" }, |
11388
|
|
|
|
|
|
|
{ |
11389
|
|
|
|
|
|
|
name => "2", |
11390
|
|
|
|
|
|
|
description => "SELL_SIDE_IS_PRIORITIZED" |
11391
|
|
|
|
|
|
|
}, |
11392
|
|
|
|
|
|
|
] |
11393
|
|
|
|
|
|
|
}, |
11394
|
|
|
|
|
|
|
{ number => "551", name => "OrigCrossID", type => "STRING" }, |
11395
|
|
|
|
|
|
|
{ |
11396
|
|
|
|
|
|
|
number => "552", |
11397
|
|
|
|
|
|
|
name => "NoSides", |
11398
|
|
|
|
|
|
|
type => "NUMINGROUP", |
11399
|
|
|
|
|
|
|
enum => [ |
11400
|
|
|
|
|
|
|
{ name => "1", description => "ONE_SIDE" }, |
11401
|
|
|
|
|
|
|
{ name => "2", description => "BOTH_SIDES" }, |
11402
|
|
|
|
|
|
|
] |
11403
|
|
|
|
|
|
|
}, |
11404
|
|
|
|
|
|
|
{ number => "553", name => "Username", type => "STRING" }, |
11405
|
|
|
|
|
|
|
{ number => "554", name => "Password", type => "STRING" }, |
11406
|
|
|
|
|
|
|
{ number => "555", name => "NoLegs", type => "NUMINGROUP" }, |
11407
|
|
|
|
|
|
|
{ number => "556", name => "LegCurrency", type => "CURRENCY" }, |
11408
|
|
|
|
|
|
|
{ number => "557", name => "TotNoSecurityTypes", type => "INT" }, |
11409
|
|
|
|
|
|
|
{ |
11410
|
|
|
|
|
|
|
number => "558", |
11411
|
|
|
|
|
|
|
name => "NoSecurityTypes", |
11412
|
|
|
|
|
|
|
type => "NUMINGROUP" |
11413
|
|
|
|
|
|
|
}, |
11414
|
|
|
|
|
|
|
{ |
11415
|
|
|
|
|
|
|
number => "559", |
11416
|
|
|
|
|
|
|
name => "SecurityListRequestType", |
11417
|
|
|
|
|
|
|
type => "INT", |
11418
|
|
|
|
|
|
|
enum => [ |
11419
|
|
|
|
|
|
|
{ name => "0", description => "SYMBOL" }, |
11420
|
|
|
|
|
|
|
{ |
11421
|
|
|
|
|
|
|
name => "1", |
11422
|
|
|
|
|
|
|
description => "SECURITYTYPE_AND_OR_CFICODE" |
11423
|
|
|
|
|
|
|
}, |
11424
|
|
|
|
|
|
|
{ name => "2", description => "PRODUCT" }, |
11425
|
|
|
|
|
|
|
{ name => "3", description => "TRADINGSESSIONID" }, |
11426
|
|
|
|
|
|
|
{ name => "4", description => "ALL_SECURITIES" }, |
11427
|
|
|
|
|
|
|
] |
11428
|
|
|
|
|
|
|
}, |
11429
|
|
|
|
|
|
|
{ |
11430
|
|
|
|
|
|
|
number => "560", |
11431
|
|
|
|
|
|
|
name => "SecurityRequestResult", |
11432
|
|
|
|
|
|
|
type => "INT", |
11433
|
|
|
|
|
|
|
enum => [ |
11434
|
|
|
|
|
|
|
{ name => "0", description => "VALID_REQUEST" }, |
11435
|
|
|
|
|
|
|
{ |
11436
|
|
|
|
|
|
|
name => "1", |
11437
|
|
|
|
|
|
|
description => "INVALID_OR_UNSUPPORTED_REQUEST" |
11438
|
|
|
|
|
|
|
}, |
11439
|
|
|
|
|
|
|
{ |
11440
|
|
|
|
|
|
|
name => "2", |
11441
|
|
|
|
|
|
|
description => |
11442
|
|
|
|
|
|
|
"NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA" |
11443
|
|
|
|
|
|
|
}, |
11444
|
|
|
|
|
|
|
{ |
11445
|
|
|
|
|
|
|
name => "3", |
11446
|
|
|
|
|
|
|
description => |
11447
|
|
|
|
|
|
|
"NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA" |
11448
|
|
|
|
|
|
|
}, |
11449
|
|
|
|
|
|
|
{ |
11450
|
|
|
|
|
|
|
name => "4", |
11451
|
|
|
|
|
|
|
description => |
11452
|
|
|
|
|
|
|
"INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE" |
11453
|
|
|
|
|
|
|
}, |
11454
|
|
|
|
|
|
|
{ |
11455
|
|
|
|
|
|
|
name => "5", |
11456
|
|
|
|
|
|
|
description => |
11457
|
|
|
|
|
|
|
"REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" |
11458
|
|
|
|
|
|
|
}, |
11459
|
|
|
|
|
|
|
] |
11460
|
|
|
|
|
|
|
}, |
11461
|
|
|
|
|
|
|
{ number => "561", name => "RoundLot", type => "QTY" }, |
11462
|
|
|
|
|
|
|
{ number => "562", name => "MinTradeVol", type => "QTY" }, |
11463
|
|
|
|
|
|
|
{ |
11464
|
|
|
|
|
|
|
number => "563", |
11465
|
|
|
|
|
|
|
name => "MultiLegRptTypeReq", |
11466
|
|
|
|
|
|
|
type => "INT", |
11467
|
|
|
|
|
|
|
enum => [ |
11468
|
|
|
|
|
|
|
{ |
11469
|
|
|
|
|
|
|
name => "0", |
11470
|
|
|
|
|
|
|
description => "REPORT_BY_MULITLEG_SECURITY_ONLY" |
11471
|
|
|
|
|
|
|
}, |
11472
|
|
|
|
|
|
|
{ |
11473
|
|
|
|
|
|
|
name => "1", |
11474
|
|
|
|
|
|
|
description => |
11475
|
|
|
|
|
|
|
"REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY" |
11476
|
|
|
|
|
|
|
}, |
11477
|
|
|
|
|
|
|
{ |
11478
|
|
|
|
|
|
|
name => "2", |
11479
|
|
|
|
|
|
|
description => |
11480
|
|
|
|
|
|
|
"REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY" |
11481
|
|
|
|
|
|
|
}, |
11482
|
|
|
|
|
|
|
] |
11483
|
|
|
|
|
|
|
}, |
11484
|
|
|
|
|
|
|
{ number => "564", name => "LegPositionEffect", type => "CHAR" }, |
11485
|
|
|
|
|
|
|
{ |
11486
|
|
|
|
|
|
|
number => "565", |
11487
|
|
|
|
|
|
|
name => "LegCoveredOrUncovered", |
11488
|
|
|
|
|
|
|
type => "INT" |
11489
|
|
|
|
|
|
|
}, |
11490
|
|
|
|
|
|
|
{ number => "566", name => "LegPrice", type => "PRICE" }, |
11491
|
|
|
|
|
|
|
{ |
11492
|
|
|
|
|
|
|
number => "567", |
11493
|
|
|
|
|
|
|
name => "TradSesStatusRejReason", |
11494
|
|
|
|
|
|
|
type => "INT", |
11495
|
|
|
|
|
|
|
enum => [ |
11496
|
|
|
|
|
|
|
{ |
11497
|
|
|
|
|
|
|
name => "1", |
11498
|
|
|
|
|
|
|
description => "UNKNOWN_OR_INVALID_TRADINGSESSIONID" |
11499
|
|
|
|
|
|
|
}, |
11500
|
|
|
|
|
|
|
] |
11501
|
|
|
|
|
|
|
}, |
11502
|
|
|
|
|
|
|
{ number => "568", name => "TradeRequestID", type => "STRING" }, |
11503
|
|
|
|
|
|
|
{ |
11504
|
|
|
|
|
|
|
number => "569", |
11505
|
|
|
|
|
|
|
name => "TradeRequestType", |
11506
|
|
|
|
|
|
|
type => "INT", |
11507
|
|
|
|
|
|
|
enum => [ |
11508
|
|
|
|
|
|
|
{ name => "0", description => "ALL_TRADES" }, |
11509
|
|
|
|
|
|
|
{ |
11510
|
|
|
|
|
|
|
name => "1", |
11511
|
|
|
|
|
|
|
description => |
11512
|
|
|
|
|
|
|
"MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST" |
11513
|
|
|
|
|
|
|
}, |
11514
|
|
|
|
|
|
|
{ |
11515
|
|
|
|
|
|
|
name => "2", |
11516
|
|
|
|
|
|
|
description => "UNMATCHED_TRADES_THAT_MATCH_CRITERIA" |
11517
|
|
|
|
|
|
|
}, |
11518
|
|
|
|
|
|
|
{ |
11519
|
|
|
|
|
|
|
name => "3", |
11520
|
|
|
|
|
|
|
description => "UNREPORTED_TRADES_THAT_MATCH_CRITERIA" |
11521
|
|
|
|
|
|
|
}, |
11522
|
|
|
|
|
|
|
{ |
11523
|
|
|
|
|
|
|
name => "4", |
11524
|
|
|
|
|
|
|
description => "ADVISORIES_THAT_MATCH_CRITERIA" |
11525
|
|
|
|
|
|
|
}, |
11526
|
|
|
|
|
|
|
] |
11527
|
|
|
|
|
|
|
}, |
11528
|
|
|
|
|
|
|
{ |
11529
|
|
|
|
|
|
|
number => "570", |
11530
|
|
|
|
|
|
|
name => "PreviouslyReported", |
11531
|
|
|
|
|
|
|
type => "BOOLEAN" |
11532
|
|
|
|
|
|
|
}, |
11533
|
|
|
|
|
|
|
{ number => "571", name => "TradeReportID", type => "STRING" }, |
11534
|
|
|
|
|
|
|
{ number => "572", name => "TradeReportRefID", type => "STRING" }, |
11535
|
|
|
|
|
|
|
{ |
11536
|
|
|
|
|
|
|
number => "573", |
11537
|
|
|
|
|
|
|
name => "MatchStatus", |
11538
|
|
|
|
|
|
|
type => "CHAR", |
11539
|
|
|
|
|
|
|
enum => [ |
11540
|
|
|
|
|
|
|
{ |
11541
|
|
|
|
|
|
|
name => "0", |
11542
|
|
|
|
|
|
|
description => "COMPARED_MATCHED_OR_AFFIRMED" |
11543
|
|
|
|
|
|
|
}, |
11544
|
|
|
|
|
|
|
{ |
11545
|
|
|
|
|
|
|
name => "1", |
11546
|
|
|
|
|
|
|
description => "UNCOMPARED_UNMATCHED_OR_UNAFFIRMED" |
11547
|
|
|
|
|
|
|
}, |
11548
|
|
|
|
|
|
|
{ name => "2", description => "ADVISORY_OR_ALERT" }, |
11549
|
|
|
|
|
|
|
] |
11550
|
|
|
|
|
|
|
}, |
11551
|
|
|
|
|
|
|
{ number => "574", name => "MatchType", type => "STRING" }, |
11552
|
|
|
|
|
|
|
{ number => "575", name => "OddLot", type => "BOOLEAN" }, |
11553
|
|
|
|
|
|
|
{ |
11554
|
|
|
|
|
|
|
number => "576", |
11555
|
|
|
|
|
|
|
name => "NoClearingInstructions", |
11556
|
|
|
|
|
|
|
type => "INT" |
11557
|
|
|
|
|
|
|
}, |
11558
|
|
|
|
|
|
|
{ |
11559
|
|
|
|
|
|
|
number => "577", |
11560
|
|
|
|
|
|
|
name => "ClearingInstruction", |
11561
|
|
|
|
|
|
|
type => "INT", |
11562
|
|
|
|
|
|
|
enum => [ |
11563
|
|
|
|
|
|
|
{ name => "0", description => "PROCESS_NORMALLY" }, |
11564
|
|
|
|
|
|
|
{ |
11565
|
|
|
|
|
|
|
name => "1", |
11566
|
|
|
|
|
|
|
description => "EXCLUDE_FROM_ALL_NETTING" |
11567
|
|
|
|
|
|
|
}, |
11568
|
|
|
|
|
|
|
{ name => "2", description => "BILATERAL_NETTING_ONLY" }, |
11569
|
|
|
|
|
|
|
{ name => "3", description => "EX_CLEARING" }, |
11570
|
|
|
|
|
|
|
{ name => "4", description => "SPECIAL_TRADE" }, |
11571
|
|
|
|
|
|
|
{ name => "5", description => "MULTILATERAL_NETTING" }, |
11572
|
|
|
|
|
|
|
{ |
11573
|
|
|
|
|
|
|
name => "6", |
11574
|
|
|
|
|
|
|
description => "CLEAR_AGAINST_CENTRAL_COUNTERPARTY" |
11575
|
|
|
|
|
|
|
}, |
11576
|
|
|
|
|
|
|
{ |
11577
|
|
|
|
|
|
|
name => "7", |
11578
|
|
|
|
|
|
|
description => "EXCLUDE_FROM_CENTRAL_COUNTERPARTY" |
11579
|
|
|
|
|
|
|
}, |
11580
|
|
|
|
|
|
|
{ name => "8", description => "MANUAL_MODE" }, |
11581
|
|
|
|
|
|
|
{ name => "9", description => "AUTOMATIC_POSTING_MODE" }, |
11582
|
|
|
|
|
|
|
] |
11583
|
|
|
|
|
|
|
}, |
11584
|
|
|
|
|
|
|
{ number => "578", name => "TradeInputSource", type => "STRING" }, |
11585
|
|
|
|
|
|
|
{ number => "579", name => "TradeInputDevice", type => "STRING" }, |
11586
|
|
|
|
|
|
|
{ number => "580", name => "NoDates", type => "INT" }, |
11587
|
|
|
|
|
|
|
{ |
11588
|
|
|
|
|
|
|
number => "581", |
11589
|
|
|
|
|
|
|
name => "AccountType", |
11590
|
|
|
|
|
|
|
type => "INT", |
11591
|
|
|
|
|
|
|
enum => [ |
11592
|
|
|
|
|
|
|
{ |
11593
|
|
|
|
|
|
|
name => "1", |
11594
|
|
|
|
|
|
|
description => |
11595
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" |
11596
|
|
|
|
|
|
|
}, |
11597
|
|
|
|
|
|
|
{ |
11598
|
|
|
|
|
|
|
name => "2", |
11599
|
|
|
|
|
|
|
description => |
11600
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" |
11601
|
|
|
|
|
|
|
}, |
11602
|
|
|
|
|
|
|
{ name => "3", description => "HOUSE_TRADER" }, |
11603
|
|
|
|
|
|
|
{ name => "4", description => "FLOOR_TRADER" }, |
11604
|
|
|
|
|
|
|
{ |
11605
|
|
|
|
|
|
|
name => "6", |
11606
|
|
|
|
|
|
|
description => |
11607
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" |
11608
|
|
|
|
|
|
|
}, |
11609
|
|
|
|
|
|
|
{ |
11610
|
|
|
|
|
|
|
name => "7", |
11611
|
|
|
|
|
|
|
description => |
11612
|
|
|
|
|
|
|
"ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" |
11613
|
|
|
|
|
|
|
}, |
11614
|
|
|
|
|
|
|
{ |
11615
|
|
|
|
|
|
|
name => "8", |
11616
|
|
|
|
|
|
|
description => "JOINT_BACKOFFICE_ACCOUNT" |
11617
|
|
|
|
|
|
|
}, |
11618
|
|
|
|
|
|
|
] |
11619
|
|
|
|
|
|
|
}, |
11620
|
|
|
|
|
|
|
{ |
11621
|
|
|
|
|
|
|
number => "582", |
11622
|
|
|
|
|
|
|
name => "CustOrderCapacity", |
11623
|
|
|
|
|
|
|
type => "INT", |
11624
|
|
|
|
|
|
|
enum => [ |
11625
|
|
|
|
|
|
|
{ |
11626
|
|
|
|
|
|
|
name => "1", |
11627
|
|
|
|
|
|
|
description => "MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT" |
11628
|
|
|
|
|
|
|
}, |
11629
|
|
|
|
|
|
|
{ |
11630
|
|
|
|
|
|
|
name => "2", |
11631
|
|
|
|
|
|
|
description => |
11632
|
|
|
|
|
|
|
"CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT" |
11633
|
|
|
|
|
|
|
}, |
11634
|
|
|
|
|
|
|
{ |
11635
|
|
|
|
|
|
|
name => "3", |
11636
|
|
|
|
|
|
|
description => "MEMBER_TRADING_FOR_ANOTHER_MEMBER" |
11637
|
|
|
|
|
|
|
}, |
11638
|
|
|
|
|
|
|
{ name => "4", description => "ALL_OTHER" }, |
11639
|
|
|
|
|
|
|
] |
11640
|
|
|
|
|
|
|
}, |
11641
|
|
|
|
|
|
|
{ number => "583", name => "ClOrdLinkID", type => "STRING" }, |
11642
|
|
|
|
|
|
|
{ number => "584", name => "MassStatusReqID", type => "STRING" }, |
11643
|
|
|
|
|
|
|
{ |
11644
|
|
|
|
|
|
|
number => "585", |
11645
|
|
|
|
|
|
|
name => "MassStatusReqType", |
11646
|
|
|
|
|
|
|
type => "INT", |
11647
|
|
|
|
|
|
|
enum => [ |
11648
|
|
|
|
|
|
|
{ |
11649
|
|
|
|
|
|
|
name => "1", |
11650
|
|
|
|
|
|
|
description => "STATUS_FOR_ORDERS_FOR_A_SECURITY" |
11651
|
|
|
|
|
|
|
}, |
11652
|
|
|
|
|
|
|
{ |
11653
|
|
|
|
|
|
|
name => "2", |
11654
|
|
|
|
|
|
|
description => |
11655
|
|
|
|
|
|
|
"STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY" |
11656
|
|
|
|
|
|
|
}, |
11657
|
|
|
|
|
|
|
{ |
11658
|
|
|
|
|
|
|
name => "3", |
11659
|
|
|
|
|
|
|
description => "STATUS_FOR_ORDERS_FOR_A_PRODUCT" |
11660
|
|
|
|
|
|
|
}, |
11661
|
|
|
|
|
|
|
{ |
11662
|
|
|
|
|
|
|
name => "4", |
11663
|
|
|
|
|
|
|
description => "STATUS_FOR_ORDERS_FOR_A_CFICODE" |
11664
|
|
|
|
|
|
|
}, |
11665
|
|
|
|
|
|
|
{ |
11666
|
|
|
|
|
|
|
name => "5", |
11667
|
|
|
|
|
|
|
description => "STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE" |
11668
|
|
|
|
|
|
|
}, |
11669
|
|
|
|
|
|
|
{ |
11670
|
|
|
|
|
|
|
name => "6", |
11671
|
|
|
|
|
|
|
description => |
11672
|
|
|
|
|
|
|
"STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION" |
11673
|
|
|
|
|
|
|
}, |
11674
|
|
|
|
|
|
|
{ name => "7", description => "STATUS_FOR_ALL_ORDERS" }, |
11675
|
|
|
|
|
|
|
{ |
11676
|
|
|
|
|
|
|
name => "8", |
11677
|
|
|
|
|
|
|
description => "STATUS_FOR_ORDERS_FOR_A_PARTYID" |
11678
|
|
|
|
|
|
|
}, |
11679
|
|
|
|
|
|
|
] |
11680
|
|
|
|
|
|
|
}, |
11681
|
|
|
|
|
|
|
{ |
11682
|
|
|
|
|
|
|
number => "586", |
11683
|
|
|
|
|
|
|
name => "OrigOrdModTime", |
11684
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
11685
|
|
|
|
|
|
|
}, |
11686
|
|
|
|
|
|
|
{ number => "587", name => "LegSettlType", type => "CHAR" }, |
11687
|
|
|
|
|
|
|
{ |
11688
|
|
|
|
|
|
|
number => "588", |
11689
|
|
|
|
|
|
|
name => "LegSettlDate", |
11690
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
11691
|
|
|
|
|
|
|
}, |
11692
|
|
|
|
|
|
|
{ |
11693
|
|
|
|
|
|
|
number => "589", |
11694
|
|
|
|
|
|
|
name => "DayBookingInst", |
11695
|
|
|
|
|
|
|
type => "CHAR", |
11696
|
|
|
|
|
|
|
enum => [ |
11697
|
|
|
|
|
|
|
{ |
11698
|
|
|
|
|
|
|
name => "0", |
11699
|
|
|
|
|
|
|
description => |
11700
|
|
|
|
|
|
|
"CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR" |
11701
|
|
|
|
|
|
|
}, |
11702
|
|
|
|
|
|
|
{ |
11703
|
|
|
|
|
|
|
name => "1", |
11704
|
|
|
|
|
|
|
description => |
11705
|
|
|
|
|
|
|
"SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING" |
11706
|
|
|
|
|
|
|
}, |
11707
|
|
|
|
|
|
|
{ name => "2", description => "ACCUMULATE" }, |
11708
|
|
|
|
|
|
|
] |
11709
|
|
|
|
|
|
|
}, |
11710
|
|
|
|
|
|
|
{ |
11711
|
|
|
|
|
|
|
number => "590", |
11712
|
|
|
|
|
|
|
name => "BookingUnit", |
11713
|
|
|
|
|
|
|
type => "CHAR", |
11714
|
|
|
|
|
|
|
enum => [ |
11715
|
|
|
|
|
|
|
{ |
11716
|
|
|
|
|
|
|
name => "0", |
11717
|
|
|
|
|
|
|
description => |
11718
|
|
|
|
|
|
|
"EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT" |
11719
|
|
|
|
|
|
|
}, |
11720
|
|
|
|
|
|
|
{ |
11721
|
|
|
|
|
|
|
name => "1", |
11722
|
|
|
|
|
|
|
description => |
11723
|
|
|
|
|
|
|
"AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER" |
11724
|
|
|
|
|
|
|
}, |
11725
|
|
|
|
|
|
|
{ |
11726
|
|
|
|
|
|
|
name => "2", |
11727
|
|
|
|
|
|
|
description => |
11728
|
|
|
|
|
|
|
"AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE" |
11729
|
|
|
|
|
|
|
}, |
11730
|
|
|
|
|
|
|
] |
11731
|
|
|
|
|
|
|
}, |
11732
|
|
|
|
|
|
|
{ |
11733
|
|
|
|
|
|
|
number => "591", |
11734
|
|
|
|
|
|
|
name => "PreallocMethod", |
11735
|
|
|
|
|
|
|
type => "CHAR", |
11736
|
|
|
|
|
|
|
enum => [ |
11737
|
|
|
|
|
|
|
{ name => "0", description => "PRO_RATA" }, |
11738
|
|
|
|
|
|
|
{ name => "1", description => "DO_NOT_PRO_RATA" }, |
11739
|
|
|
|
|
|
|
] |
11740
|
|
|
|
|
|
|
}, |
11741
|
|
|
|
|
|
|
{ |
11742
|
|
|
|
|
|
|
number => "592", |
11743
|
|
|
|
|
|
|
name => "UnderlyingCountryOfIssue", |
11744
|
|
|
|
|
|
|
type => "COUNTRY" |
11745
|
|
|
|
|
|
|
}, |
11746
|
|
|
|
|
|
|
{ |
11747
|
|
|
|
|
|
|
number => "593", |
11748
|
|
|
|
|
|
|
name => "UnderlyingStateOrProvinceOfIssue", |
11749
|
|
|
|
|
|
|
type => "STRING" |
11750
|
|
|
|
|
|
|
}, |
11751
|
|
|
|
|
|
|
{ |
11752
|
|
|
|
|
|
|
number => "594", |
11753
|
|
|
|
|
|
|
name => "UnderlyingLocaleOfIssue", |
11754
|
|
|
|
|
|
|
type => "STRING" |
11755
|
|
|
|
|
|
|
}, |
11756
|
|
|
|
|
|
|
{ |
11757
|
|
|
|
|
|
|
number => "595", |
11758
|
|
|
|
|
|
|
name => "UnderlyingInstrRegistry", |
11759
|
|
|
|
|
|
|
type => "STRING" |
11760
|
|
|
|
|
|
|
}, |
11761
|
|
|
|
|
|
|
{ |
11762
|
|
|
|
|
|
|
number => "596", |
11763
|
|
|
|
|
|
|
name => "LegCountryOfIssue", |
11764
|
|
|
|
|
|
|
type => "COUNTRY" |
11765
|
|
|
|
|
|
|
}, |
11766
|
|
|
|
|
|
|
{ |
11767
|
|
|
|
|
|
|
number => "597", |
11768
|
|
|
|
|
|
|
name => "LegStateOrProvinceOfIssue", |
11769
|
|
|
|
|
|
|
type => "STRING" |
11770
|
|
|
|
|
|
|
}, |
11771
|
|
|
|
|
|
|
{ number => "598", name => "LegLocaleOfIssue", type => "STRING" }, |
11772
|
|
|
|
|
|
|
{ number => "599", name => "LegInstrRegistry", type => "STRING" }, |
11773
|
|
|
|
|
|
|
{ number => "600", name => "LegSymbol", type => "STRING" }, |
11774
|
|
|
|
|
|
|
{ number => "601", name => "LegSymbolSfx", type => "STRING" }, |
11775
|
|
|
|
|
|
|
{ number => "602", name => "LegSecurityID", type => "STRING" }, |
11776
|
|
|
|
|
|
|
{ |
11777
|
|
|
|
|
|
|
number => "603", |
11778
|
|
|
|
|
|
|
name => "LegSecurityIDSource", |
11779
|
|
|
|
|
|
|
type => "STRING" |
11780
|
|
|
|
|
|
|
}, |
11781
|
|
|
|
|
|
|
{ |
11782
|
|
|
|
|
|
|
number => "604", |
11783
|
|
|
|
|
|
|
name => "NoLegSecurityAltID", |
11784
|
|
|
|
|
|
|
type => "STRING" |
11785
|
|
|
|
|
|
|
}, |
11786
|
|
|
|
|
|
|
{ number => "605", name => "LegSecurityAltID", type => "STRING" }, |
11787
|
|
|
|
|
|
|
{ |
11788
|
|
|
|
|
|
|
number => "606", |
11789
|
|
|
|
|
|
|
name => "LegSecurityAltIDSource", |
11790
|
|
|
|
|
|
|
type => "STRING" |
11791
|
|
|
|
|
|
|
}, |
11792
|
|
|
|
|
|
|
{ number => "607", name => "LegProduct", type => "INT" }, |
11793
|
|
|
|
|
|
|
{ number => "608", name => "LegCFICode", type => "STRING" }, |
11794
|
|
|
|
|
|
|
{ number => "609", name => "LegSecurityType", type => "STRING" }, |
11795
|
|
|
|
|
|
|
{ |
11796
|
|
|
|
|
|
|
number => "610", |
11797
|
|
|
|
|
|
|
name => "LegMaturityMonthYear", |
11798
|
|
|
|
|
|
|
type => "MONTHYEAR" |
11799
|
|
|
|
|
|
|
}, |
11800
|
|
|
|
|
|
|
{ |
11801
|
|
|
|
|
|
|
number => "611", |
11802
|
|
|
|
|
|
|
name => "LegMaturityDate", |
11803
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
11804
|
|
|
|
|
|
|
}, |
11805
|
|
|
|
|
|
|
{ number => "612", name => "LegStrikePrice", type => "PRICE" }, |
11806
|
|
|
|
|
|
|
{ number => "613", name => "LegOptAttribute", type => "CHAR" }, |
11807
|
|
|
|
|
|
|
{ |
11808
|
|
|
|
|
|
|
number => "614", |
11809
|
|
|
|
|
|
|
name => "LegContractMultiplier", |
11810
|
|
|
|
|
|
|
type => "FLOAT" |
11811
|
|
|
|
|
|
|
}, |
11812
|
|
|
|
|
|
|
{ |
11813
|
|
|
|
|
|
|
number => "615", |
11814
|
|
|
|
|
|
|
name => "LegCouponRate", |
11815
|
|
|
|
|
|
|
type => "PERCENTAGE" |
11816
|
|
|
|
|
|
|
}, |
11817
|
|
|
|
|
|
|
{ |
11818
|
|
|
|
|
|
|
number => "616", |
11819
|
|
|
|
|
|
|
name => "LegSecurityExchange", |
11820
|
|
|
|
|
|
|
type => "EXCHANGE" |
11821
|
|
|
|
|
|
|
}, |
11822
|
|
|
|
|
|
|
{ number => "617", name => "LegIssuer", type => "STRING" }, |
11823
|
|
|
|
|
|
|
{ |
11824
|
|
|
|
|
|
|
number => "618", |
11825
|
|
|
|
|
|
|
name => "EncodedLegIssuerLen", |
11826
|
|
|
|
|
|
|
type => "LENGTH" |
11827
|
|
|
|
|
|
|
}, |
11828
|
|
|
|
|
|
|
{ number => "619", name => "EncodedLegIssuer", type => "DATA" }, |
11829
|
|
|
|
|
|
|
{ number => "620", name => "LegSecurityDesc", type => "STRING" }, |
11830
|
|
|
|
|
|
|
{ |
11831
|
|
|
|
|
|
|
number => "621", |
11832
|
|
|
|
|
|
|
name => "EncodedLegSecurityDescLen", |
11833
|
|
|
|
|
|
|
type => "LENGTH" |
11834
|
|
|
|
|
|
|
}, |
11835
|
|
|
|
|
|
|
{ |
11836
|
|
|
|
|
|
|
number => "622", |
11837
|
|
|
|
|
|
|
name => "EncodedLegSecurityDesc", |
11838
|
|
|
|
|
|
|
type => "DATA" |
11839
|
|
|
|
|
|
|
}, |
11840
|
|
|
|
|
|
|
{ number => "623", name => "LegRatioQty", type => "FLOAT" }, |
11841
|
|
|
|
|
|
|
{ number => "624", name => "LegSide", type => "CHAR" }, |
11842
|
|
|
|
|
|
|
{ |
11843
|
|
|
|
|
|
|
number => "625", |
11844
|
|
|
|
|
|
|
name => "TradingSessionSubID", |
11845
|
|
|
|
|
|
|
type => "STRING" |
11846
|
|
|
|
|
|
|
}, |
11847
|
|
|
|
|
|
|
{ |
11848
|
|
|
|
|
|
|
number => "626", |
11849
|
|
|
|
|
|
|
name => "AllocType", |
11850
|
|
|
|
|
|
|
type => "INT", |
11851
|
|
|
|
|
|
|
enum => [ |
11852
|
|
|
|
|
|
|
{ name => "1", description => "CALCULATED" }, |
11853
|
|
|
|
|
|
|
{ name => "2", description => "PRELIMINARY" }, |
11854
|
|
|
|
|
|
|
{ |
11855
|
|
|
|
|
|
|
name => "5", |
11856
|
|
|
|
|
|
|
description => "READY_TO_BOOK_SINGLE_ORDER" |
11857
|
|
|
|
|
|
|
}, |
11858
|
|
|
|
|
|
|
{ name => "7", description => "WAREHOUSE_INSTRUCTION" }, |
11859
|
|
|
|
|
|
|
{ name => "8", description => "REQUEST_TO_INTERMEDIARY" }, |
11860
|
|
|
|
|
|
|
] |
11861
|
|
|
|
|
|
|
}, |
11862
|
|
|
|
|
|
|
{ number => "627", name => "NoHops", type => "NUMINGROUP" }, |
11863
|
|
|
|
|
|
|
{ number => "628", name => "HopCompID", type => "STRING" }, |
11864
|
|
|
|
|
|
|
{ |
11865
|
|
|
|
|
|
|
number => "629", |
11866
|
|
|
|
|
|
|
name => "HopSendingTime", |
11867
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
11868
|
|
|
|
|
|
|
}, |
11869
|
|
|
|
|
|
|
{ number => "630", name => "HopRefID", type => "SEQNUM" }, |
11870
|
|
|
|
|
|
|
{ number => "631", name => "MidPx", type => "PRICE" }, |
11871
|
|
|
|
|
|
|
{ number => "632", name => "BidYield", type => "PERCENTAGE" }, |
11872
|
|
|
|
|
|
|
{ number => "633", name => "MidYield", type => "PERCENTAGE" }, |
11873
|
|
|
|
|
|
|
{ number => "634", name => "OfferYield", type => "PERCENTAGE" }, |
11874
|
|
|
|
|
|
|
{ |
11875
|
|
|
|
|
|
|
number => "635", |
11876
|
|
|
|
|
|
|
name => "ClearingFeeIndicator", |
11877
|
|
|
|
|
|
|
type => "STRING", |
11878
|
|
|
|
|
|
|
enum => [ |
11879
|
|
|
|
|
|
|
{ name => "B", description => "CBOE_MEMBER" }, |
11880
|
|
|
|
|
|
|
{ name => "C", description => "NON_MEMBER_AND_CUSTOMER" }, |
11881
|
|
|
|
|
|
|
{ |
11882
|
|
|
|
|
|
|
name => "E", |
11883
|
|
|
|
|
|
|
description => "EQUITY_MEMBER_AND_CLEARING_MEMBER" |
11884
|
|
|
|
|
|
|
}, |
11885
|
|
|
|
|
|
|
{ |
11886
|
|
|
|
|
|
|
name => "F", |
11887
|
|
|
|
|
|
|
description => |
11888
|
|
|
|
|
|
|
"FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS" |
11889
|
|
|
|
|
|
|
}, |
11890
|
|
|
|
|
|
|
{ name => "H", description => "FIRMS_106H_AND_106J" }, |
11891
|
|
|
|
|
|
|
{ |
11892
|
|
|
|
|
|
|
name => "I", |
11893
|
|
|
|
|
|
|
description => |
11894
|
|
|
|
|
|
|
"GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS" |
11895
|
|
|
|
|
|
|
}, |
11896
|
|
|
|
|
|
|
{ |
11897
|
|
|
|
|
|
|
name => "L", |
11898
|
|
|
|
|
|
|
description => "LESSEE_AND_106F_EMPLOYEES" |
11899
|
|
|
|
|
|
|
}, |
11900
|
|
|
|
|
|
|
{ |
11901
|
|
|
|
|
|
|
name => "M", |
11902
|
|
|
|
|
|
|
description => "ALL_OTHER_OWNERSHIP_TYPES" |
11903
|
|
|
|
|
|
|
}, |
11904
|
|
|
|
|
|
|
] |
11905
|
|
|
|
|
|
|
}, |
11906
|
|
|
|
|
|
|
{ |
11907
|
|
|
|
|
|
|
number => "636", |
11908
|
|
|
|
|
|
|
name => "WorkingIndicator", |
11909
|
|
|
|
|
|
|
type => "BOOLEAN" |
11910
|
|
|
|
|
|
|
}, |
11911
|
|
|
|
|
|
|
{ number => "637", name => "LegLastPx", type => "PRICE" }, |
11912
|
|
|
|
|
|
|
{ |
11913
|
|
|
|
|
|
|
number => "638", |
11914
|
|
|
|
|
|
|
name => "PriorityIndicator", |
11915
|
|
|
|
|
|
|
type => "INT", |
11916
|
|
|
|
|
|
|
enum => [ |
11917
|
|
|
|
|
|
|
{ name => "0", description => "PRIORITY_UNCHANGED" }, |
11918
|
|
|
|
|
|
|
{ |
11919
|
|
|
|
|
|
|
name => "1", |
11920
|
|
|
|
|
|
|
description => |
11921
|
|
|
|
|
|
|
"LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" |
11922
|
|
|
|
|
|
|
}, |
11923
|
|
|
|
|
|
|
] |
11924
|
|
|
|
|
|
|
}, |
11925
|
|
|
|
|
|
|
{ |
11926
|
|
|
|
|
|
|
number => "639", |
11927
|
|
|
|
|
|
|
name => "PriceImprovement", |
11928
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
11929
|
|
|
|
|
|
|
}, |
11930
|
|
|
|
|
|
|
{ number => "640", name => "Price2", type => "PRICE" }, |
11931
|
|
|
|
|
|
|
{ |
11932
|
|
|
|
|
|
|
number => "641", |
11933
|
|
|
|
|
|
|
name => "LastForwardPoints2", |
11934
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
11935
|
|
|
|
|
|
|
}, |
11936
|
|
|
|
|
|
|
{ |
11937
|
|
|
|
|
|
|
number => "642", |
11938
|
|
|
|
|
|
|
name => "BidForwardPoints2", |
11939
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
11940
|
|
|
|
|
|
|
}, |
11941
|
|
|
|
|
|
|
{ |
11942
|
|
|
|
|
|
|
number => "643", |
11943
|
|
|
|
|
|
|
name => "OfferForwardPoints2", |
11944
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
11945
|
|
|
|
|
|
|
}, |
11946
|
|
|
|
|
|
|
{ number => "644", name => "RFQReqID", type => "STRING" }, |
11947
|
|
|
|
|
|
|
{ number => "645", name => "MktBidPx", type => "PRICE" }, |
11948
|
|
|
|
|
|
|
{ number => "646", name => "MktOfferPx", type => "PRICE" }, |
11949
|
|
|
|
|
|
|
{ number => "647", name => "MinBidSize", type => "QTY" }, |
11950
|
|
|
|
|
|
|
{ number => "648", name => "MinOfferSize", type => "QTY" }, |
11951
|
|
|
|
|
|
|
{ number => "649", name => "QuoteStatusReqID", type => "STRING" }, |
11952
|
|
|
|
|
|
|
{ number => "650", name => "LegalConfirm", type => "BOOLEAN" }, |
11953
|
|
|
|
|
|
|
{ number => "651", name => "UnderlyingLastPx", type => "PRICE" }, |
11954
|
|
|
|
|
|
|
{ number => "652", name => "UnderlyingLastQty", type => "QTY" }, |
11955
|
|
|
|
|
|
|
{ number => "654", name => "LegRefID", type => "STRING" }, |
11956
|
|
|
|
|
|
|
{ number => "655", name => "ContraLegRefID", type => "STRING" }, |
11957
|
|
|
|
|
|
|
{ |
11958
|
|
|
|
|
|
|
number => "656", |
11959
|
|
|
|
|
|
|
name => "SettlCurrBidFxRate", |
11960
|
|
|
|
|
|
|
type => "FLOAT" |
11961
|
|
|
|
|
|
|
}, |
11962
|
|
|
|
|
|
|
{ |
11963
|
|
|
|
|
|
|
number => "657", |
11964
|
|
|
|
|
|
|
name => "SettlCurrOfferFxRate", |
11965
|
|
|
|
|
|
|
type => "FLOAT" |
11966
|
|
|
|
|
|
|
}, |
11967
|
|
|
|
|
|
|
{ |
11968
|
|
|
|
|
|
|
number => "658", |
11969
|
|
|
|
|
|
|
name => "QuoteRequestRejectReason", |
11970
|
|
|
|
|
|
|
type => "INT", |
11971
|
|
|
|
|
|
|
enum => [ |
11972
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_SYMBOL" }, |
11973
|
|
|
|
|
|
|
{ name => "2", description => "EXCHANGE_CLOSED" }, |
11974
|
|
|
|
|
|
|
{ |
11975
|
|
|
|
|
|
|
name => "3", |
11976
|
|
|
|
|
|
|
description => "QUOTE_REQUEST_EXCEEDS_LIMIT" |
11977
|
|
|
|
|
|
|
}, |
11978
|
|
|
|
|
|
|
{ name => "4", description => "TOO_LATE_TO_ENTER" }, |
11979
|
|
|
|
|
|
|
{ name => "5", description => "INVALID_PRICE" }, |
11980
|
|
|
|
|
|
|
{ |
11981
|
|
|
|
|
|
|
name => "6", |
11982
|
|
|
|
|
|
|
description => "NOT_AUTHORIZED_TO_REQUEST_QUOTE" |
11983
|
|
|
|
|
|
|
}, |
11984
|
|
|
|
|
|
|
{ name => "7", description => "NO_MATCH_FOR_INQUIRY" }, |
11985
|
|
|
|
|
|
|
{ |
11986
|
|
|
|
|
|
|
name => "8", |
11987
|
|
|
|
|
|
|
description => "NO_MARKET_FOR_INSTRUMENT" |
11988
|
|
|
|
|
|
|
}, |
11989
|
|
|
|
|
|
|
{ name => "9", description => "NO_INVENTORY" }, |
11990
|
|
|
|
|
|
|
{ name => "10", description => "PASS" }, |
11991
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
11992
|
|
|
|
|
|
|
] |
11993
|
|
|
|
|
|
|
}, |
11994
|
|
|
|
|
|
|
{ number => "659", name => "SideComplianceID", type => "STRING" }, |
11995
|
|
|
|
|
|
|
{ |
11996
|
|
|
|
|
|
|
number => "660", |
11997
|
|
|
|
|
|
|
name => "AcctIDSource", |
11998
|
|
|
|
|
|
|
type => "INT", |
11999
|
|
|
|
|
|
|
enum => [ |
12000
|
|
|
|
|
|
|
{ name => "1", description => "BIC" }, |
12001
|
|
|
|
|
|
|
{ name => "2", description => "SID_CODE" }, |
12002
|
|
|
|
|
|
|
{ name => "3", description => "TFM" }, |
12003
|
|
|
|
|
|
|
{ name => "4", description => "OMGEO" }, |
12004
|
|
|
|
|
|
|
{ name => "5", description => "DTCC_CODE" }, |
12005
|
|
|
|
|
|
|
] |
12006
|
|
|
|
|
|
|
}, |
12007
|
|
|
|
|
|
|
{ number => "661", name => "AllocAcctIDSource", type => "INT" }, |
12008
|
|
|
|
|
|
|
{ number => "662", name => "BenchmarkPrice", type => "PRICE" }, |
12009
|
|
|
|
|
|
|
{ number => "663", name => "BenchmarkPriceType", type => "INT" }, |
12010
|
|
|
|
|
|
|
{ number => "664", name => "ConfirmID", type => "STRING" }, |
12011
|
|
|
|
|
|
|
{ |
12012
|
|
|
|
|
|
|
number => "665", |
12013
|
|
|
|
|
|
|
name => "ConfirmStatus", |
12014
|
|
|
|
|
|
|
type => "INT", |
12015
|
|
|
|
|
|
|
enum => [ |
12016
|
|
|
|
|
|
|
{ name => "1", description => "RECEIVED" }, |
12017
|
|
|
|
|
|
|
{ name => "2", description => "MISMATCHED_ACCOUNT" }, |
12018
|
|
|
|
|
|
|
{ |
12019
|
|
|
|
|
|
|
name => "3", |
12020
|
|
|
|
|
|
|
description => "MISSING_SETTLEMENT_INSTRUCTIONS" |
12021
|
|
|
|
|
|
|
}, |
12022
|
|
|
|
|
|
|
{ name => "4", description => "CONFIRMED" }, |
12023
|
|
|
|
|
|
|
{ name => "5", description => "REQUEST_REJECTED" }, |
12024
|
|
|
|
|
|
|
] |
12025
|
|
|
|
|
|
|
}, |
12026
|
|
|
|
|
|
|
{ |
12027
|
|
|
|
|
|
|
number => "666", |
12028
|
|
|
|
|
|
|
name => "ConfirmTransType", |
12029
|
|
|
|
|
|
|
type => "INT", |
12030
|
|
|
|
|
|
|
enum => [ |
12031
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
12032
|
|
|
|
|
|
|
{ name => "1", description => "REPLACE" }, |
12033
|
|
|
|
|
|
|
{ name => "2", description => "CANCEL" }, |
12034
|
|
|
|
|
|
|
] |
12035
|
|
|
|
|
|
|
}, |
12036
|
|
|
|
|
|
|
{ |
12037
|
|
|
|
|
|
|
number => "667", |
12038
|
|
|
|
|
|
|
name => "ContractSettlMonth", |
12039
|
|
|
|
|
|
|
type => "MONTHYEAR" |
12040
|
|
|
|
|
|
|
}, |
12041
|
|
|
|
|
|
|
{ |
12042
|
|
|
|
|
|
|
number => "668", |
12043
|
|
|
|
|
|
|
name => "DeliveryForm", |
12044
|
|
|
|
|
|
|
type => "INT", |
12045
|
|
|
|
|
|
|
enum => [ |
12046
|
|
|
|
|
|
|
{ name => "1", description => "BOOKENTRY" }, |
12047
|
|
|
|
|
|
|
{ name => "2", description => "BEARER" }, |
12048
|
|
|
|
|
|
|
] |
12049
|
|
|
|
|
|
|
}, |
12050
|
|
|
|
|
|
|
{ number => "669", name => "LastParPx", type => "PRICE" }, |
12051
|
|
|
|
|
|
|
{ number => "670", name => "NoLegAllocs", type => "NUMINGROUP" }, |
12052
|
|
|
|
|
|
|
{ number => "671", name => "LegAllocAccount", type => "STRING" }, |
12053
|
|
|
|
|
|
|
{ |
12054
|
|
|
|
|
|
|
number => "672", |
12055
|
|
|
|
|
|
|
name => "LegIndividualAllocID", |
12056
|
|
|
|
|
|
|
type => "STRING" |
12057
|
|
|
|
|
|
|
}, |
12058
|
|
|
|
|
|
|
{ number => "673", name => "LegAllocQty", type => "QTY" }, |
12059
|
|
|
|
|
|
|
{ |
12060
|
|
|
|
|
|
|
number => "674", |
12061
|
|
|
|
|
|
|
name => "LegAllocAcctIDSource", |
12062
|
|
|
|
|
|
|
type => "STRING" |
12063
|
|
|
|
|
|
|
}, |
12064
|
|
|
|
|
|
|
{ |
12065
|
|
|
|
|
|
|
number => "675", |
12066
|
|
|
|
|
|
|
name => "LegSettlCurrency", |
12067
|
|
|
|
|
|
|
type => "CURRENCY" |
12068
|
|
|
|
|
|
|
}, |
12069
|
|
|
|
|
|
|
{ |
12070
|
|
|
|
|
|
|
number => "676", |
12071
|
|
|
|
|
|
|
name => "LegBenchmarkCurveCurrency", |
12072
|
|
|
|
|
|
|
type => "CURRENCY" |
12073
|
|
|
|
|
|
|
}, |
12074
|
|
|
|
|
|
|
{ |
12075
|
|
|
|
|
|
|
number => "677", |
12076
|
|
|
|
|
|
|
name => "LegBenchmarkCurveName", |
12077
|
|
|
|
|
|
|
type => "STRING" |
12078
|
|
|
|
|
|
|
}, |
12079
|
|
|
|
|
|
|
{ |
12080
|
|
|
|
|
|
|
number => "678", |
12081
|
|
|
|
|
|
|
name => "LegBenchmarkCurvePoint", |
12082
|
|
|
|
|
|
|
type => "STRING" |
12083
|
|
|
|
|
|
|
}, |
12084
|
|
|
|
|
|
|
{ number => "679", name => "LegBenchmarkPrice", type => "PRICE" }, |
12085
|
|
|
|
|
|
|
{ |
12086
|
|
|
|
|
|
|
number => "680", |
12087
|
|
|
|
|
|
|
name => "LegBenchmarkPriceType", |
12088
|
|
|
|
|
|
|
type => "INT" |
12089
|
|
|
|
|
|
|
}, |
12090
|
|
|
|
|
|
|
{ number => "681", name => "LegBidPx", type => "PRICE" }, |
12091
|
|
|
|
|
|
|
{ number => "682", name => "LegIOIQty", type => "STRING" }, |
12092
|
|
|
|
|
|
|
{ |
12093
|
|
|
|
|
|
|
number => "683", |
12094
|
|
|
|
|
|
|
name => "NoLegStipulations", |
12095
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12096
|
|
|
|
|
|
|
}, |
12097
|
|
|
|
|
|
|
{ number => "684", name => "LegOfferPx", type => "PRICE" }, |
12098
|
|
|
|
|
|
|
{ number => "685", name => "LegOrderQty", type => "QTY" }, |
12099
|
|
|
|
|
|
|
{ number => "686", name => "LegPriceType", type => "INT" }, |
12100
|
|
|
|
|
|
|
{ number => "687", name => "LegQty", type => "QTY" }, |
12101
|
|
|
|
|
|
|
{ |
12102
|
|
|
|
|
|
|
number => "688", |
12103
|
|
|
|
|
|
|
name => "LegStipulationType", |
12104
|
|
|
|
|
|
|
type => "STRING" |
12105
|
|
|
|
|
|
|
}, |
12106
|
|
|
|
|
|
|
{ |
12107
|
|
|
|
|
|
|
number => "689", |
12108
|
|
|
|
|
|
|
name => "LegStipulationValue", |
12109
|
|
|
|
|
|
|
type => "STRING" |
12110
|
|
|
|
|
|
|
}, |
12111
|
|
|
|
|
|
|
{ |
12112
|
|
|
|
|
|
|
number => "690", |
12113
|
|
|
|
|
|
|
name => "LegSwapType", |
12114
|
|
|
|
|
|
|
type => "INT", |
12115
|
|
|
|
|
|
|
enum => [ |
12116
|
|
|
|
|
|
|
{ name => "1", description => "PAR_FOR_PAR" }, |
12117
|
|
|
|
|
|
|
{ name => "2", description => "MODIFIED_DURATION" }, |
12118
|
|
|
|
|
|
|
{ name => "4", description => "RISK" }, |
12119
|
|
|
|
|
|
|
{ name => "5", description => "PROCEEDS" }, |
12120
|
|
|
|
|
|
|
] |
12121
|
|
|
|
|
|
|
}, |
12122
|
|
|
|
|
|
|
{ number => "691", name => "Pool", type => "STRING" }, |
12123
|
|
|
|
|
|
|
{ |
12124
|
|
|
|
|
|
|
number => "692", |
12125
|
|
|
|
|
|
|
name => "QuotePriceType", |
12126
|
|
|
|
|
|
|
type => "INT", |
12127
|
|
|
|
|
|
|
enum => [ |
12128
|
|
|
|
|
|
|
{ name => "1", description => "PERCENT" }, |
12129
|
|
|
|
|
|
|
{ name => "2", description => "PER_SHARE" }, |
12130
|
|
|
|
|
|
|
{ name => "3", description => "FIXED_AMOUNT" }, |
12131
|
|
|
|
|
|
|
{ name => "4", description => "DISCOUNT" }, |
12132
|
|
|
|
|
|
|
{ name => "5", description => "PREMIUM" }, |
12133
|
|
|
|
|
|
|
{ |
12134
|
|
|
|
|
|
|
name => "6", |
12135
|
|
|
|
|
|
|
description => "BASIS_POINTS_RELATIVE_TO_BENCHMARK" |
12136
|
|
|
|
|
|
|
}, |
12137
|
|
|
|
|
|
|
{ name => "7", description => "TED_PRICE" }, |
12138
|
|
|
|
|
|
|
{ name => "8", description => "TED_YIELD" }, |
12139
|
|
|
|
|
|
|
{ name => "9", description => "YIELD_SPREAD" }, |
12140
|
|
|
|
|
|
|
] |
12141
|
|
|
|
|
|
|
}, |
12142
|
|
|
|
|
|
|
{ number => "693", name => "QuoteRespID", type => "STRING" }, |
12143
|
|
|
|
|
|
|
{ |
12144
|
|
|
|
|
|
|
number => "694", |
12145
|
|
|
|
|
|
|
name => "QuoteRespType", |
12146
|
|
|
|
|
|
|
type => "INT", |
12147
|
|
|
|
|
|
|
enum => [ |
12148
|
|
|
|
|
|
|
{ name => "1", description => "HIT_LIFT" }, |
12149
|
|
|
|
|
|
|
{ name => "2", description => "COUNTER" }, |
12150
|
|
|
|
|
|
|
{ name => "3", description => "EXPIRED" }, |
12151
|
|
|
|
|
|
|
{ name => "4", description => "COVER" }, |
12152
|
|
|
|
|
|
|
{ name => "5", description => "DONE_AWAY" }, |
12153
|
|
|
|
|
|
|
{ name => "6", description => "PASS" }, |
12154
|
|
|
|
|
|
|
] |
12155
|
|
|
|
|
|
|
}, |
12156
|
|
|
|
|
|
|
{ number => "695", name => "QuoteQualifier", type => "CHAR" }, |
12157
|
|
|
|
|
|
|
{ |
12158
|
|
|
|
|
|
|
number => "696", |
12159
|
|
|
|
|
|
|
name => "YieldRedemptionDate", |
12160
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
12161
|
|
|
|
|
|
|
}, |
12162
|
|
|
|
|
|
|
{ |
12163
|
|
|
|
|
|
|
number => "697", |
12164
|
|
|
|
|
|
|
name => "YieldRedemptionPrice", |
12165
|
|
|
|
|
|
|
type => "PRICE" |
12166
|
|
|
|
|
|
|
}, |
12167
|
|
|
|
|
|
|
{ |
12168
|
|
|
|
|
|
|
number => "698", |
12169
|
|
|
|
|
|
|
name => "YieldRedemptionPriceType", |
12170
|
|
|
|
|
|
|
type => "INT" |
12171
|
|
|
|
|
|
|
}, |
12172
|
|
|
|
|
|
|
{ |
12173
|
|
|
|
|
|
|
number => "699", |
12174
|
|
|
|
|
|
|
name => "BenchmarkSecurityID", |
12175
|
|
|
|
|
|
|
type => "STRING" |
12176
|
|
|
|
|
|
|
}, |
12177
|
|
|
|
|
|
|
{ |
12178
|
|
|
|
|
|
|
number => "700", |
12179
|
|
|
|
|
|
|
name => "ReversalIndicator", |
12180
|
|
|
|
|
|
|
type => "BOOLEAN" |
12181
|
|
|
|
|
|
|
}, |
12182
|
|
|
|
|
|
|
{ |
12183
|
|
|
|
|
|
|
number => "701", |
12184
|
|
|
|
|
|
|
name => "YieldCalcDate", |
12185
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
12186
|
|
|
|
|
|
|
}, |
12187
|
|
|
|
|
|
|
{ number => "702", name => "NoPositions", type => "NUMINGROUP" }, |
12188
|
|
|
|
|
|
|
{ |
12189
|
|
|
|
|
|
|
number => "703", |
12190
|
|
|
|
|
|
|
name => "PosType", |
12191
|
|
|
|
|
|
|
type => "STRING", |
12192
|
|
|
|
|
|
|
enum => [ |
12193
|
|
|
|
|
|
|
{ name => "TQ", description => "TRANSACTION_QUANTITY" }, |
12194
|
|
|
|
|
|
|
{ name => "IAS", description => "INTRA_SPREAD_QTY" }, |
12195
|
|
|
|
|
|
|
{ name => "IES", description => "INTER_SPREAD_QTY" }, |
12196
|
|
|
|
|
|
|
{ name => "FIN", description => "END_OF_DAY_QTY" }, |
12197
|
|
|
|
|
|
|
{ name => "SOD", description => "START_OF_DAY_QTY" }, |
12198
|
|
|
|
|
|
|
{ name => "EX", description => "OPTION_EXERCISE_QTY" }, |
12199
|
|
|
|
|
|
|
{ name => "AS", description => "OPTION_ASSIGNMENT" }, |
12200
|
|
|
|
|
|
|
{ |
12201
|
|
|
|
|
|
|
name => "TX", |
12202
|
|
|
|
|
|
|
description => "TRANSACTION_FROM_EXERCISE" |
12203
|
|
|
|
|
|
|
}, |
12204
|
|
|
|
|
|
|
{ |
12205
|
|
|
|
|
|
|
name => "TA", |
12206
|
|
|
|
|
|
|
description => "TRANSACTION_FROM_ASSIGNMENT" |
12207
|
|
|
|
|
|
|
}, |
12208
|
|
|
|
|
|
|
{ name => "PIT", description => "PIT_TRADE_QTY" }, |
12209
|
|
|
|
|
|
|
{ name => "TRF", description => "TRANSFER_TRADE_QTY" }, |
12210
|
|
|
|
|
|
|
{ name => "ETR", description => "ELECTRONIC_TRADE_QTY" }, |
12211
|
|
|
|
|
|
|
{ name => "ALC", description => "ALLOCATION_TRADE_QTY" }, |
12212
|
|
|
|
|
|
|
{ name => "PA", description => "ADJUSTMENT_QTY" }, |
12213
|
|
|
|
|
|
|
{ name => "ASF", description => "AS_OF_TRADE_QTY" }, |
12214
|
|
|
|
|
|
|
{ name => "DLV", description => "DELIVERY_QTY" }, |
12215
|
|
|
|
|
|
|
{ name => "TOT", description => "TOTAL_TRANSACTION_QTY" }, |
12216
|
|
|
|
|
|
|
{ name => "XM", description => "CROSS_MARGIN_QTY" }, |
12217
|
|
|
|
|
|
|
{ name => "SPL", description => "INTEGRAL_SPLIT" }, |
12218
|
|
|
|
|
|
|
] |
12219
|
|
|
|
|
|
|
}, |
12220
|
|
|
|
|
|
|
{ number => "704", name => "LongQty", type => "QTY" }, |
12221
|
|
|
|
|
|
|
{ number => "705", name => "ShortQty", type => "QTY" }, |
12222
|
|
|
|
|
|
|
{ |
12223
|
|
|
|
|
|
|
number => "706", |
12224
|
|
|
|
|
|
|
name => "PosQtyStatus", |
12225
|
|
|
|
|
|
|
type => "INT", |
12226
|
|
|
|
|
|
|
enum => [ |
12227
|
|
|
|
|
|
|
{ name => "0", description => "SUBMITTED" }, |
12228
|
|
|
|
|
|
|
{ name => "1", description => "ACCEPTED" }, |
12229
|
|
|
|
|
|
|
{ name => "2", description => "REJECTED" }, |
12230
|
|
|
|
|
|
|
] |
12231
|
|
|
|
|
|
|
}, |
12232
|
|
|
|
|
|
|
{ |
12233
|
|
|
|
|
|
|
number => "707", |
12234
|
|
|
|
|
|
|
name => "PosAmtType", |
12235
|
|
|
|
|
|
|
type => "STRING", |
12236
|
|
|
|
|
|
|
enum => [ |
12237
|
|
|
|
|
|
|
{ |
12238
|
|
|
|
|
|
|
name => "FMTM", |
12239
|
|
|
|
|
|
|
description => "FINAL_MARK_TO_MARKET_AMOUNT" |
12240
|
|
|
|
|
|
|
}, |
12241
|
|
|
|
|
|
|
{ |
12242
|
|
|
|
|
|
|
name => "IMTM", |
12243
|
|
|
|
|
|
|
description => "INCREMENTAL_MARK_TO_MARKET_AMOUNT" |
12244
|
|
|
|
|
|
|
}, |
12245
|
|
|
|
|
|
|
{ |
12246
|
|
|
|
|
|
|
name => "TVAR", |
12247
|
|
|
|
|
|
|
description => "TRADE_VARIATION_AMOUNT" |
12248
|
|
|
|
|
|
|
}, |
12249
|
|
|
|
|
|
|
{ |
12250
|
|
|
|
|
|
|
name => "SMTM", |
12251
|
|
|
|
|
|
|
description => "START_OF_DAY_MARK_TO_MARKET_AMOUNT" |
12252
|
|
|
|
|
|
|
}, |
12253
|
|
|
|
|
|
|
{ name => "PREM", description => "PREMIUM_AMOUNT" }, |
12254
|
|
|
|
|
|
|
{ name => "CRES", description => "CASH_RESIDUAL_AMOUNT" }, |
12255
|
|
|
|
|
|
|
{ name => "CASH", description => "CASH_AMOUNT" }, |
12256
|
|
|
|
|
|
|
{ |
12257
|
|
|
|
|
|
|
name => "VADJ", |
12258
|
|
|
|
|
|
|
description => "VALUE_ADJUSTED_AMOUNT" |
12259
|
|
|
|
|
|
|
}, |
12260
|
|
|
|
|
|
|
] |
12261
|
|
|
|
|
|
|
}, |
12262
|
|
|
|
|
|
|
{ number => "708", name => "PosAmt", type => "AMT" }, |
12263
|
|
|
|
|
|
|
{ |
12264
|
|
|
|
|
|
|
number => "709", |
12265
|
|
|
|
|
|
|
name => "PosTransType", |
12266
|
|
|
|
|
|
|
type => "INT", |
12267
|
|
|
|
|
|
|
enum => [ |
12268
|
|
|
|
|
|
|
{ name => "1", description => "EXERCISE" }, |
12269
|
|
|
|
|
|
|
{ name => "2", description => "DO_NOT_EXERCISE" }, |
12270
|
|
|
|
|
|
|
{ name => "3", description => "POSITION_ADJUSTMENT" }, |
12271
|
|
|
|
|
|
|
{ |
12272
|
|
|
|
|
|
|
name => "4", |
12273
|
|
|
|
|
|
|
description => |
12274
|
|
|
|
|
|
|
"POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION" |
12275
|
|
|
|
|
|
|
}, |
12276
|
|
|
|
|
|
|
{ name => "5", description => "PLEDGE" }, |
12277
|
|
|
|
|
|
|
] |
12278
|
|
|
|
|
|
|
}, |
12279
|
|
|
|
|
|
|
{ number => "710", name => "PosReqID", type => "STRING" }, |
12280
|
|
|
|
|
|
|
{ |
12281
|
|
|
|
|
|
|
number => "711", |
12282
|
|
|
|
|
|
|
name => "NoUnderlyings", |
12283
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12284
|
|
|
|
|
|
|
}, |
12285
|
|
|
|
|
|
|
{ |
12286
|
|
|
|
|
|
|
number => "712", |
12287
|
|
|
|
|
|
|
name => "PosMaintAction", |
12288
|
|
|
|
|
|
|
type => "INT", |
12289
|
|
|
|
|
|
|
enum => [ |
12290
|
|
|
|
|
|
|
{ name => "1", description => "NEW" }, |
12291
|
|
|
|
|
|
|
{ name => "2", description => "REPLACE" }, |
12292
|
|
|
|
|
|
|
{ name => "3", description => "CANCEL" }, |
12293
|
|
|
|
|
|
|
] |
12294
|
|
|
|
|
|
|
}, |
12295
|
|
|
|
|
|
|
{ number => "713", name => "OrigPosReqRefID", type => "STRING" }, |
12296
|
|
|
|
|
|
|
{ number => "714", name => "PosMaintRptRefID", type => "STRING" }, |
12297
|
|
|
|
|
|
|
{ |
12298
|
|
|
|
|
|
|
number => "715", |
12299
|
|
|
|
|
|
|
name => "ClearingBusinessDate", |
12300
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
12301
|
|
|
|
|
|
|
}, |
12302
|
|
|
|
|
|
|
{ number => "716", name => "SettlSessID", type => "STRING" }, |
12303
|
|
|
|
|
|
|
{ number => "717", name => "SettlSessSubID", type => "STRING" }, |
12304
|
|
|
|
|
|
|
{ |
12305
|
|
|
|
|
|
|
number => "718", |
12306
|
|
|
|
|
|
|
name => "AdjustmentType", |
12307
|
|
|
|
|
|
|
type => "INT", |
12308
|
|
|
|
|
|
|
enum => [ |
12309
|
|
|
|
|
|
|
{ |
12310
|
|
|
|
|
|
|
name => "0", |
12311
|
|
|
|
|
|
|
description => "PROCESS_REQUEST_AS_MARGIN_DISPOSITION" |
12312
|
|
|
|
|
|
|
}, |
12313
|
|
|
|
|
|
|
{ name => "1", description => "DELTA_PLUS" }, |
12314
|
|
|
|
|
|
|
{ name => "2", description => "DELTA_MINUS" }, |
12315
|
|
|
|
|
|
|
{ name => "3", description => "FINAL" }, |
12316
|
|
|
|
|
|
|
] |
12317
|
|
|
|
|
|
|
}, |
12318
|
|
|
|
|
|
|
{ |
12319
|
|
|
|
|
|
|
number => "719", |
12320
|
|
|
|
|
|
|
name => "ContraryInstructionIndicator", |
12321
|
|
|
|
|
|
|
type => "BOOLEAN" |
12322
|
|
|
|
|
|
|
}, |
12323
|
|
|
|
|
|
|
{ |
12324
|
|
|
|
|
|
|
number => "720", |
12325
|
|
|
|
|
|
|
name => "PriorSpreadIndicator", |
12326
|
|
|
|
|
|
|
type => "BOOLEAN" |
12327
|
|
|
|
|
|
|
}, |
12328
|
|
|
|
|
|
|
{ number => "721", name => "PosMaintRptID", type => "STRING" }, |
12329
|
|
|
|
|
|
|
{ |
12330
|
|
|
|
|
|
|
number => "722", |
12331
|
|
|
|
|
|
|
name => "PosMaintStatus", |
12332
|
|
|
|
|
|
|
type => "INT", |
12333
|
|
|
|
|
|
|
enum => [ |
12334
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
12335
|
|
|
|
|
|
|
{ name => "1", description => "ACCEPTED_WITH_WARNINGS" }, |
12336
|
|
|
|
|
|
|
{ name => "2", description => "REJECTED" }, |
12337
|
|
|
|
|
|
|
{ name => "3", description => "COMPLETED" }, |
12338
|
|
|
|
|
|
|
{ name => "4", description => "COMPLETED_WITH_WARNINGS" }, |
12339
|
|
|
|
|
|
|
] |
12340
|
|
|
|
|
|
|
}, |
12341
|
|
|
|
|
|
|
{ |
12342
|
|
|
|
|
|
|
number => "723", |
12343
|
|
|
|
|
|
|
name => "PosMaintResult", |
12344
|
|
|
|
|
|
|
type => "INT", |
12345
|
|
|
|
|
|
|
enum => [ |
12346
|
|
|
|
|
|
|
{ |
12347
|
|
|
|
|
|
|
name => "0", |
12348
|
|
|
|
|
|
|
description => |
12349
|
|
|
|
|
|
|
"SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS" |
12350
|
|
|
|
|
|
|
}, |
12351
|
|
|
|
|
|
|
{ name => "1", description => "REJECTED" }, |
12352
|
|
|
|
|
|
|
] |
12353
|
|
|
|
|
|
|
}, |
12354
|
|
|
|
|
|
|
{ |
12355
|
|
|
|
|
|
|
number => "724", |
12356
|
|
|
|
|
|
|
name => "PosReqType", |
12357
|
|
|
|
|
|
|
type => "INT", |
12358
|
|
|
|
|
|
|
enum => [ |
12359
|
|
|
|
|
|
|
{ name => "0", description => "POSITIONS" }, |
12360
|
|
|
|
|
|
|
{ name => "1", description => "TRADES" }, |
12361
|
|
|
|
|
|
|
{ name => "2", description => "EXERCISES" }, |
12362
|
|
|
|
|
|
|
{ name => "3", description => "ASSIGNMENTS" }, |
12363
|
|
|
|
|
|
|
] |
12364
|
|
|
|
|
|
|
}, |
12365
|
|
|
|
|
|
|
{ |
12366
|
|
|
|
|
|
|
number => "725", |
12367
|
|
|
|
|
|
|
name => "ResponseTransportType", |
12368
|
|
|
|
|
|
|
type => "INT", |
12369
|
|
|
|
|
|
|
enum => [ |
12370
|
|
|
|
|
|
|
{ name => "0", description => "INBAND" }, |
12371
|
|
|
|
|
|
|
{ name => "1", description => "OUT_OF_BAND" }, |
12372
|
|
|
|
|
|
|
] |
12373
|
|
|
|
|
|
|
}, |
12374
|
|
|
|
|
|
|
{ |
12375
|
|
|
|
|
|
|
number => "726", |
12376
|
|
|
|
|
|
|
name => "ResponseDestination", |
12377
|
|
|
|
|
|
|
type => "STRING" |
12378
|
|
|
|
|
|
|
}, |
12379
|
|
|
|
|
|
|
{ number => "727", name => "TotalNumPosReports", type => "INT" }, |
12380
|
|
|
|
|
|
|
{ |
12381
|
|
|
|
|
|
|
number => "728", |
12382
|
|
|
|
|
|
|
name => "PosReqResult", |
12383
|
|
|
|
|
|
|
type => "INT", |
12384
|
|
|
|
|
|
|
enum => [ |
12385
|
|
|
|
|
|
|
{ name => "0", description => "VALID_REQUEST" }, |
12386
|
|
|
|
|
|
|
{ |
12387
|
|
|
|
|
|
|
name => "1", |
12388
|
|
|
|
|
|
|
description => "INVALID_OR_UNSUPPORTED_REQUEST" |
12389
|
|
|
|
|
|
|
}, |
12390
|
|
|
|
|
|
|
{ |
12391
|
|
|
|
|
|
|
name => "2", |
12392
|
|
|
|
|
|
|
description => |
12393
|
|
|
|
|
|
|
"NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA" |
12394
|
|
|
|
|
|
|
}, |
12395
|
|
|
|
|
|
|
{ |
12396
|
|
|
|
|
|
|
name => "3", |
12397
|
|
|
|
|
|
|
description => "NOT_AUTHORIZED_TO_REQUEST_POSITIONS" |
12398
|
|
|
|
|
|
|
}, |
12399
|
|
|
|
|
|
|
{ |
12400
|
|
|
|
|
|
|
name => "4", |
12401
|
|
|
|
|
|
|
description => "REQUEST_FOR_POSITION_NOT_SUPPORTED" |
12402
|
|
|
|
|
|
|
}, |
12403
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
12404
|
|
|
|
|
|
|
] |
12405
|
|
|
|
|
|
|
}, |
12406
|
|
|
|
|
|
|
{ |
12407
|
|
|
|
|
|
|
number => "729", |
12408
|
|
|
|
|
|
|
name => "PosReqStatus", |
12409
|
|
|
|
|
|
|
type => "INT", |
12410
|
|
|
|
|
|
|
enum => [ |
12411
|
|
|
|
|
|
|
{ name => "0", description => "COMPLETED" }, |
12412
|
|
|
|
|
|
|
{ name => "1", description => "COMPLETED_WITH_WARNINGS" }, |
12413
|
|
|
|
|
|
|
{ name => "2", description => "REJECTED" }, |
12414
|
|
|
|
|
|
|
] |
12415
|
|
|
|
|
|
|
}, |
12416
|
|
|
|
|
|
|
{ number => "730", name => "SettlPrice", type => "PRICE" }, |
12417
|
|
|
|
|
|
|
{ |
12418
|
|
|
|
|
|
|
number => "731", |
12419
|
|
|
|
|
|
|
name => "SettlPriceType", |
12420
|
|
|
|
|
|
|
type => "INT", |
12421
|
|
|
|
|
|
|
enum => [ |
12422
|
|
|
|
|
|
|
{ name => "1", description => "FINAL" }, |
12423
|
|
|
|
|
|
|
{ name => "2", description => "THEORETICAL" }, |
12424
|
|
|
|
|
|
|
] |
12425
|
|
|
|
|
|
|
}, |
12426
|
|
|
|
|
|
|
{ |
12427
|
|
|
|
|
|
|
number => "732", |
12428
|
|
|
|
|
|
|
name => "UnderlyingSettlPrice", |
12429
|
|
|
|
|
|
|
type => "PRICE" |
12430
|
|
|
|
|
|
|
}, |
12431
|
|
|
|
|
|
|
{ |
12432
|
|
|
|
|
|
|
number => "733", |
12433
|
|
|
|
|
|
|
name => "UnderlyingSettlPriceType", |
12434
|
|
|
|
|
|
|
type => "INT" |
12435
|
|
|
|
|
|
|
}, |
12436
|
|
|
|
|
|
|
{ number => "734", name => "PriorSettlPrice", type => "PRICE" }, |
12437
|
|
|
|
|
|
|
{ |
12438
|
|
|
|
|
|
|
number => "735", |
12439
|
|
|
|
|
|
|
name => "NoQuoteQualifiers", |
12440
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12441
|
|
|
|
|
|
|
}, |
12442
|
|
|
|
|
|
|
{ |
12443
|
|
|
|
|
|
|
number => "736", |
12444
|
|
|
|
|
|
|
name => "AllocSettlCurrency", |
12445
|
|
|
|
|
|
|
type => "CURRENCY" |
12446
|
|
|
|
|
|
|
}, |
12447
|
|
|
|
|
|
|
{ number => "737", name => "AllocSettlCurrAmt", type => "AMT" }, |
12448
|
|
|
|
|
|
|
{ number => "738", name => "InterestAtMaturity", type => "AMT" }, |
12449
|
|
|
|
|
|
|
{ |
12450
|
|
|
|
|
|
|
number => "739", |
12451
|
|
|
|
|
|
|
name => "LegDatedDate", |
12452
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
12453
|
|
|
|
|
|
|
}, |
12454
|
|
|
|
|
|
|
{ number => "740", name => "LegPool", type => "STRING" }, |
12455
|
|
|
|
|
|
|
{ |
12456
|
|
|
|
|
|
|
number => "741", |
12457
|
|
|
|
|
|
|
name => "AllocInterestAtMaturity", |
12458
|
|
|
|
|
|
|
type => "AMT" |
12459
|
|
|
|
|
|
|
}, |
12460
|
|
|
|
|
|
|
{ |
12461
|
|
|
|
|
|
|
number => "742", |
12462
|
|
|
|
|
|
|
name => "AllocAccruedInterestAmt", |
12463
|
|
|
|
|
|
|
type => "AMT" |
12464
|
|
|
|
|
|
|
}, |
12465
|
|
|
|
|
|
|
{ |
12466
|
|
|
|
|
|
|
number => "743", |
12467
|
|
|
|
|
|
|
name => "DeliveryDate", |
12468
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
12469
|
|
|
|
|
|
|
}, |
12470
|
|
|
|
|
|
|
{ |
12471
|
|
|
|
|
|
|
number => "744", |
12472
|
|
|
|
|
|
|
name => "AssignmentMethod", |
12473
|
|
|
|
|
|
|
type => "CHAR", |
12474
|
|
|
|
|
|
|
enum => [ |
12475
|
|
|
|
|
|
|
{ name => "R", description => "RANDOM" }, |
12476
|
|
|
|
|
|
|
{ name => "P", description => "PRORATA" }, |
12477
|
|
|
|
|
|
|
] |
12478
|
|
|
|
|
|
|
}, |
12479
|
|
|
|
|
|
|
{ number => "745", name => "AssignmentUnit", type => "QTY" }, |
12480
|
|
|
|
|
|
|
{ number => "746", name => "OpenInterest", type => "AMT" }, |
12481
|
|
|
|
|
|
|
{ |
12482
|
|
|
|
|
|
|
number => "747", |
12483
|
|
|
|
|
|
|
name => "ExerciseMethod", |
12484
|
|
|
|
|
|
|
type => "CHAR", |
12485
|
|
|
|
|
|
|
enum => [ |
12486
|
|
|
|
|
|
|
{ name => "A", description => "AUTOMATIC" }, |
12487
|
|
|
|
|
|
|
{ name => "M", description => "MANUAL" }, |
12488
|
|
|
|
|
|
|
] |
12489
|
|
|
|
|
|
|
}, |
12490
|
|
|
|
|
|
|
{ number => "748", name => "TotNumTradeReports", type => "INT" }, |
12491
|
|
|
|
|
|
|
{ |
12492
|
|
|
|
|
|
|
number => "749", |
12493
|
|
|
|
|
|
|
name => "TradeRequestResult", |
12494
|
|
|
|
|
|
|
type => "INT", |
12495
|
|
|
|
|
|
|
enum => [ |
12496
|
|
|
|
|
|
|
{ name => "0", description => "SUCCESSFUL" }, |
12497
|
|
|
|
|
|
|
{ |
12498
|
|
|
|
|
|
|
name => "1", |
12499
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_INSTRUMENT" |
12500
|
|
|
|
|
|
|
}, |
12501
|
|
|
|
|
|
|
{ |
12502
|
|
|
|
|
|
|
name => "2", |
12503
|
|
|
|
|
|
|
description => "INVALID_TYPE_OF_TRADE_REQUESTED" |
12504
|
|
|
|
|
|
|
}, |
12505
|
|
|
|
|
|
|
{ name => "3", description => "INVALID_PARTIES" }, |
12506
|
|
|
|
|
|
|
{ |
12507
|
|
|
|
|
|
|
name => "4", |
12508
|
|
|
|
|
|
|
description => "INVALID_TRANSPORT_TYPE_REQUESTED" |
12509
|
|
|
|
|
|
|
}, |
12510
|
|
|
|
|
|
|
{ |
12511
|
|
|
|
|
|
|
name => "5", |
12512
|
|
|
|
|
|
|
description => "INVALID_DESTINATION_REQUESTED" |
12513
|
|
|
|
|
|
|
}, |
12514
|
|
|
|
|
|
|
{ |
12515
|
|
|
|
|
|
|
name => "8", |
12516
|
|
|
|
|
|
|
description => "TRADEREQUESTTYPE_NOT_SUPPORTED" |
12517
|
|
|
|
|
|
|
}, |
12518
|
|
|
|
|
|
|
{ |
12519
|
|
|
|
|
|
|
name => "9", |
12520
|
|
|
|
|
|
|
description => |
12521
|
|
|
|
|
|
|
"UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" |
12522
|
|
|
|
|
|
|
}, |
12523
|
|
|
|
|
|
|
] |
12524
|
|
|
|
|
|
|
}, |
12525
|
|
|
|
|
|
|
{ |
12526
|
|
|
|
|
|
|
number => "750", |
12527
|
|
|
|
|
|
|
name => "TradeRequestStatus", |
12528
|
|
|
|
|
|
|
type => "INT", |
12529
|
|
|
|
|
|
|
enum => [ |
12530
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
12531
|
|
|
|
|
|
|
{ name => "1", description => "COMPLETED" }, |
12532
|
|
|
|
|
|
|
{ name => "2", description => "REJECTED" }, |
12533
|
|
|
|
|
|
|
] |
12534
|
|
|
|
|
|
|
}, |
12535
|
|
|
|
|
|
|
{ |
12536
|
|
|
|
|
|
|
number => "751", |
12537
|
|
|
|
|
|
|
name => "TradeReportRejectReason", |
12538
|
|
|
|
|
|
|
type => "INT", |
12539
|
|
|
|
|
|
|
enum => [ |
12540
|
|
|
|
|
|
|
{ name => "0", description => "SUCCESSFUL" }, |
12541
|
|
|
|
|
|
|
{ |
12542
|
|
|
|
|
|
|
name => "1", |
12543
|
|
|
|
|
|
|
description => "INVALID_PARTY_INFORMATION" |
12544
|
|
|
|
|
|
|
}, |
12545
|
|
|
|
|
|
|
{ name => "2", description => "UNKNOWN_INSTRUMENT" }, |
12546
|
|
|
|
|
|
|
{ |
12547
|
|
|
|
|
|
|
name => "3", |
12548
|
|
|
|
|
|
|
description => "UNAUTHORIZED_TO_REPORT_TRADES" |
12549
|
|
|
|
|
|
|
}, |
12550
|
|
|
|
|
|
|
{ name => "4", description => "INVALID_TRADE_TYPE" }, |
12551
|
|
|
|
|
|
|
] |
12552
|
|
|
|
|
|
|
}, |
12553
|
|
|
|
|
|
|
{ |
12554
|
|
|
|
|
|
|
number => "752", |
12555
|
|
|
|
|
|
|
name => "SideMultiLegReportingType", |
12556
|
|
|
|
|
|
|
type => "INT", |
12557
|
|
|
|
|
|
|
enum => [ |
12558
|
|
|
|
|
|
|
{ name => "1", description => "SINGLE_SECURITY" }, |
12559
|
|
|
|
|
|
|
{ |
12560
|
|
|
|
|
|
|
name => "2", |
12561
|
|
|
|
|
|
|
description => |
12562
|
|
|
|
|
|
|
"INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY" |
12563
|
|
|
|
|
|
|
}, |
12564
|
|
|
|
|
|
|
{ name => "3", description => "MULTI_LEG_SECURITY" }, |
12565
|
|
|
|
|
|
|
] |
12566
|
|
|
|
|
|
|
}, |
12567
|
|
|
|
|
|
|
{ number => "753", name => "NoPosAmt", type => "NUMINGROUP" }, |
12568
|
|
|
|
|
|
|
{ |
12569
|
|
|
|
|
|
|
number => "754", |
12570
|
|
|
|
|
|
|
name => "AutoAcceptIndicator", |
12571
|
|
|
|
|
|
|
type => "BOOLEAN" |
12572
|
|
|
|
|
|
|
}, |
12573
|
|
|
|
|
|
|
{ number => "755", name => "AllocReportID", type => "STRING" }, |
12574
|
|
|
|
|
|
|
{ |
12575
|
|
|
|
|
|
|
number => "756", |
12576
|
|
|
|
|
|
|
name => "NoNested2PartyIDs", |
12577
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12578
|
|
|
|
|
|
|
}, |
12579
|
|
|
|
|
|
|
{ number => "757", name => "Nested2PartyID", type => "STRING" }, |
12580
|
|
|
|
|
|
|
{ |
12581
|
|
|
|
|
|
|
number => "758", |
12582
|
|
|
|
|
|
|
name => "Nested2PartyIDSource", |
12583
|
|
|
|
|
|
|
type => "CHAR" |
12584
|
|
|
|
|
|
|
}, |
12585
|
|
|
|
|
|
|
{ number => "759", name => "Nested2PartyRole", type => "INT" }, |
12586
|
|
|
|
|
|
|
{ |
12587
|
|
|
|
|
|
|
number => "760", |
12588
|
|
|
|
|
|
|
name => "Nested2PartySubID", |
12589
|
|
|
|
|
|
|
type => "STRING" |
12590
|
|
|
|
|
|
|
}, |
12591
|
|
|
|
|
|
|
{ |
12592
|
|
|
|
|
|
|
number => "761", |
12593
|
|
|
|
|
|
|
name => "BenchmarkSecurityIDSource", |
12594
|
|
|
|
|
|
|
type => "STRING", |
12595
|
|
|
|
|
|
|
enum => [ |
12596
|
|
|
|
|
|
|
{ name => "1", description => "CUSIP" }, |
12597
|
|
|
|
|
|
|
{ name => "2", description => "SEDOL" }, |
12598
|
|
|
|
|
|
|
{ name => "3", description => "QUIK" }, |
12599
|
|
|
|
|
|
|
{ name => "4", description => "ISIN_NUMBER" }, |
12600
|
|
|
|
|
|
|
{ name => "5", description => "RIC_CODE" }, |
12601
|
|
|
|
|
|
|
{ name => "6", description => "ISO_CURRENCY_CODE" }, |
12602
|
|
|
|
|
|
|
{ name => "7", description => "ISO_COUNTRY_CODE" }, |
12603
|
|
|
|
|
|
|
{ name => "8", description => "EXCHANGE_SYMBOL" }, |
12604
|
|
|
|
|
|
|
{ |
12605
|
|
|
|
|
|
|
name => "9", |
12606
|
|
|
|
|
|
|
description => "CONSOLIDATED_TAPE_ASSOCIATION" |
12607
|
|
|
|
|
|
|
}, |
12608
|
|
|
|
|
|
|
{ name => "A", description => "BLOOMBERG_SYMBOL" }, |
12609
|
|
|
|
|
|
|
{ name => "B", description => "WERTPAPIER" }, |
12610
|
|
|
|
|
|
|
{ name => "C", description => "DUTCH" }, |
12611
|
|
|
|
|
|
|
{ name => "D", description => "VALOREN" }, |
12612
|
|
|
|
|
|
|
{ name => "E", description => "SICOVAM" }, |
12613
|
|
|
|
|
|
|
{ name => "F", description => "BELGIAN" }, |
12614
|
|
|
|
|
|
|
{ name => "G", description => "COMMON" }, |
12615
|
|
|
|
|
|
|
{ |
12616
|
|
|
|
|
|
|
name => "H", |
12617
|
|
|
|
|
|
|
description => "CLEARING_HOUSE_CLEARING_ORGANIZATION" |
12618
|
|
|
|
|
|
|
}, |
12619
|
|
|
|
|
|
|
{ |
12620
|
|
|
|
|
|
|
name => "I", |
12621
|
|
|
|
|
|
|
description => "ISDA_FPML_PRODUCT_SPECIFICATION" |
12622
|
|
|
|
|
|
|
}, |
12623
|
|
|
|
|
|
|
{ |
12624
|
|
|
|
|
|
|
name => "J", |
12625
|
|
|
|
|
|
|
description => "OPTIONS_PRICE_REPORTING_AUTHORITY" |
12626
|
|
|
|
|
|
|
}, |
12627
|
|
|
|
|
|
|
] |
12628
|
|
|
|
|
|
|
}, |
12629
|
|
|
|
|
|
|
{ number => "762", name => "SecuritySubType", type => "STRING" }, |
12630
|
|
|
|
|
|
|
{ |
12631
|
|
|
|
|
|
|
number => "763", |
12632
|
|
|
|
|
|
|
name => "UnderlyingSecuritySubType", |
12633
|
|
|
|
|
|
|
type => "STRING" |
12634
|
|
|
|
|
|
|
}, |
12635
|
|
|
|
|
|
|
{ |
12636
|
|
|
|
|
|
|
number => "764", |
12637
|
|
|
|
|
|
|
name => "LegSecuritySubType", |
12638
|
|
|
|
|
|
|
type => "STRING" |
12639
|
|
|
|
|
|
|
}, |
12640
|
|
|
|
|
|
|
{ |
12641
|
|
|
|
|
|
|
number => "765", |
12642
|
|
|
|
|
|
|
name => "AllowableOneSidednessPct", |
12643
|
|
|
|
|
|
|
type => "PERCENTAGE" |
12644
|
|
|
|
|
|
|
}, |
12645
|
|
|
|
|
|
|
{ |
12646
|
|
|
|
|
|
|
number => "766", |
12647
|
|
|
|
|
|
|
name => "AllowableOneSidednessValue", |
12648
|
|
|
|
|
|
|
type => "AMT" |
12649
|
|
|
|
|
|
|
}, |
12650
|
|
|
|
|
|
|
{ |
12651
|
|
|
|
|
|
|
number => "767", |
12652
|
|
|
|
|
|
|
name => "AllowableOneSidednessCurr", |
12653
|
|
|
|
|
|
|
type => "CURRENCY" |
12654
|
|
|
|
|
|
|
}, |
12655
|
|
|
|
|
|
|
{ |
12656
|
|
|
|
|
|
|
number => "768", |
12657
|
|
|
|
|
|
|
name => "NoTrdRegTimestamps", |
12658
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12659
|
|
|
|
|
|
|
}, |
12660
|
|
|
|
|
|
|
{ |
12661
|
|
|
|
|
|
|
number => "769", |
12662
|
|
|
|
|
|
|
name => "TrdRegTimestamp", |
12663
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
12664
|
|
|
|
|
|
|
}, |
12665
|
|
|
|
|
|
|
{ |
12666
|
|
|
|
|
|
|
number => "770", |
12667
|
|
|
|
|
|
|
name => "TrdRegTimestampType", |
12668
|
|
|
|
|
|
|
type => "INT", |
12669
|
|
|
|
|
|
|
enum => [ |
12670
|
|
|
|
|
|
|
{ name => "1", description => "EXECUTION_TIME" }, |
12671
|
|
|
|
|
|
|
{ name => "2", description => "TIME_IN" }, |
12672
|
|
|
|
|
|
|
{ name => "3", description => "TIME_OUT" }, |
12673
|
|
|
|
|
|
|
{ name => "4", description => "BROKER_RECEIPT" }, |
12674
|
|
|
|
|
|
|
{ name => "5", description => "BROKER_EXECUTION" }, |
12675
|
|
|
|
|
|
|
] |
12676
|
|
|
|
|
|
|
}, |
12677
|
|
|
|
|
|
|
{ |
12678
|
|
|
|
|
|
|
number => "771", |
12679
|
|
|
|
|
|
|
name => "TrdRegTimestampOrigin", |
12680
|
|
|
|
|
|
|
type => "STRING" |
12681
|
|
|
|
|
|
|
}, |
12682
|
|
|
|
|
|
|
{ number => "772", name => "ConfirmRefID", type => "STRING" }, |
12683
|
|
|
|
|
|
|
{ |
12684
|
|
|
|
|
|
|
number => "773", |
12685
|
|
|
|
|
|
|
name => "ConfirmType", |
12686
|
|
|
|
|
|
|
type => "INT", |
12687
|
|
|
|
|
|
|
enum => [ |
12688
|
|
|
|
|
|
|
{ name => "1", description => "STATUS" }, |
12689
|
|
|
|
|
|
|
{ name => "2", description => "CONFIRMATION" }, |
12690
|
|
|
|
|
|
|
{ |
12691
|
|
|
|
|
|
|
name => "3", |
12692
|
|
|
|
|
|
|
description => "CONFIRMATION_REQUEST_REJECTED" |
12693
|
|
|
|
|
|
|
}, |
12694
|
|
|
|
|
|
|
] |
12695
|
|
|
|
|
|
|
}, |
12696
|
|
|
|
|
|
|
{ |
12697
|
|
|
|
|
|
|
number => "774", |
12698
|
|
|
|
|
|
|
name => "ConfirmRejReason", |
12699
|
|
|
|
|
|
|
type => "INT", |
12700
|
|
|
|
|
|
|
enum => [ |
12701
|
|
|
|
|
|
|
{ name => "1", description => "MISMATCHED_ACCOUNT" }, |
12702
|
|
|
|
|
|
|
{ |
12703
|
|
|
|
|
|
|
name => "2", |
12704
|
|
|
|
|
|
|
description => "MISSING_SETTLEMENT_INSTRUCTIONS" |
12705
|
|
|
|
|
|
|
}, |
12706
|
|
|
|
|
|
|
] |
12707
|
|
|
|
|
|
|
}, |
12708
|
|
|
|
|
|
|
{ |
12709
|
|
|
|
|
|
|
number => "775", |
12710
|
|
|
|
|
|
|
name => "BookingType", |
12711
|
|
|
|
|
|
|
type => "INT", |
12712
|
|
|
|
|
|
|
enum => [ |
12713
|
|
|
|
|
|
|
{ name => "0", description => "REGULAR_BOOKING" }, |
12714
|
|
|
|
|
|
|
{ name => "1", description => "CFD" }, |
12715
|
|
|
|
|
|
|
{ name => "2", description => "TOTAL_RETURN_SWAP" }, |
12716
|
|
|
|
|
|
|
] |
12717
|
|
|
|
|
|
|
}, |
12718
|
|
|
|
|
|
|
{ |
12719
|
|
|
|
|
|
|
number => "776", |
12720
|
|
|
|
|
|
|
name => "IndividualAllocRejCode", |
12721
|
|
|
|
|
|
|
type => "INT" |
12722
|
|
|
|
|
|
|
}, |
12723
|
|
|
|
|
|
|
{ number => "777", name => "SettlInstMsgID", type => "STRING" }, |
12724
|
|
|
|
|
|
|
{ number => "778", name => "NoSettlInst", type => "NUMINGROUP" }, |
12725
|
|
|
|
|
|
|
{ |
12726
|
|
|
|
|
|
|
number => "779", |
12727
|
|
|
|
|
|
|
name => "LastUpdateTime", |
12728
|
|
|
|
|
|
|
type => "UTCTIMESTAMP" |
12729
|
|
|
|
|
|
|
}, |
12730
|
|
|
|
|
|
|
{ |
12731
|
|
|
|
|
|
|
number => "780", |
12732
|
|
|
|
|
|
|
name => "AllocSettlInstType", |
12733
|
|
|
|
|
|
|
type => "INT", |
12734
|
|
|
|
|
|
|
enum => [ |
12735
|
|
|
|
|
|
|
{ |
12736
|
|
|
|
|
|
|
name => "0", |
12737
|
|
|
|
|
|
|
description => "USE_DEFAULT_INSTRUCTIONS" |
12738
|
|
|
|
|
|
|
}, |
12739
|
|
|
|
|
|
|
{ |
12740
|
|
|
|
|
|
|
name => "1", |
12741
|
|
|
|
|
|
|
description => "DERIVE_FROM_PARAMETERS_PROVIDED" |
12742
|
|
|
|
|
|
|
}, |
12743
|
|
|
|
|
|
|
{ name => "2", description => "FULL_DETAILS_PROVIDED" }, |
12744
|
|
|
|
|
|
|
{ name => "3", description => "SSI_DB_IDS_PROVIDED" }, |
12745
|
|
|
|
|
|
|
{ name => "4", description => "PHONE_FOR_INSTRUCTIONS" }, |
12746
|
|
|
|
|
|
|
] |
12747
|
|
|
|
|
|
|
}, |
12748
|
|
|
|
|
|
|
{ |
12749
|
|
|
|
|
|
|
number => "781", |
12750
|
|
|
|
|
|
|
name => "NoSettlPartyIDs", |
12751
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12752
|
|
|
|
|
|
|
}, |
12753
|
|
|
|
|
|
|
{ number => "782", name => "SettlPartyID", type => "STRING" }, |
12754
|
|
|
|
|
|
|
{ number => "783", name => "SettlPartyIDSource", type => "CHAR" }, |
12755
|
|
|
|
|
|
|
{ number => "784", name => "SettlPartyRole", type => "INT" }, |
12756
|
|
|
|
|
|
|
{ number => "785", name => "SettlPartySubID", type => "STRING" }, |
12757
|
|
|
|
|
|
|
{ number => "786", name => "SettlPartySubIDType", type => "INT" }, |
12758
|
|
|
|
|
|
|
{ |
12759
|
|
|
|
|
|
|
number => "787", |
12760
|
|
|
|
|
|
|
name => "DlvyInstType", |
12761
|
|
|
|
|
|
|
type => "CHAR", |
12762
|
|
|
|
|
|
|
enum => [ |
12763
|
|
|
|
|
|
|
{ name => "S", description => "SECURITIES" }, |
12764
|
|
|
|
|
|
|
{ name => "C", description => "CASH" }, |
12765
|
|
|
|
|
|
|
] |
12766
|
|
|
|
|
|
|
}, |
12767
|
|
|
|
|
|
|
{ |
12768
|
|
|
|
|
|
|
number => "788", |
12769
|
|
|
|
|
|
|
name => "TerminationType", |
12770
|
|
|
|
|
|
|
type => "INT", |
12771
|
|
|
|
|
|
|
enum => [ |
12772
|
|
|
|
|
|
|
{ name => "1", description => "OVERNIGHT" }, |
12773
|
|
|
|
|
|
|
{ name => "2", description => "TERM" }, |
12774
|
|
|
|
|
|
|
{ name => "3", description => "FLEXIBLE" }, |
12775
|
|
|
|
|
|
|
{ name => "4", description => "OPEN" }, |
12776
|
|
|
|
|
|
|
] |
12777
|
|
|
|
|
|
|
}, |
12778
|
|
|
|
|
|
|
{ |
12779
|
|
|
|
|
|
|
number => "789", |
12780
|
|
|
|
|
|
|
name => "NextExpectedMsgSeqNum", |
12781
|
|
|
|
|
|
|
type => "SEQNUM" |
12782
|
|
|
|
|
|
|
}, |
12783
|
|
|
|
|
|
|
{ number => "790", name => "OrdStatusReqID", type => "STRING" }, |
12784
|
|
|
|
|
|
|
{ number => "791", name => "SettlInstReqID", type => "STRING" }, |
12785
|
|
|
|
|
|
|
{ |
12786
|
|
|
|
|
|
|
number => "792", |
12787
|
|
|
|
|
|
|
name => "SettlInstReqRejCode", |
12788
|
|
|
|
|
|
|
type => "INT", |
12789
|
|
|
|
|
|
|
enum => [ |
12790
|
|
|
|
|
|
|
{ |
12791
|
|
|
|
|
|
|
name => "0", |
12792
|
|
|
|
|
|
|
description => "UNABLE_TO_PROCESS_REQUEST" |
12793
|
|
|
|
|
|
|
}, |
12794
|
|
|
|
|
|
|
{ name => "1", description => "UNKNOWN_ACCOUNT" }, |
12795
|
|
|
|
|
|
|
{ |
12796
|
|
|
|
|
|
|
name => "2", |
12797
|
|
|
|
|
|
|
description => |
12798
|
|
|
|
|
|
|
"NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" |
12799
|
|
|
|
|
|
|
}, |
12800
|
|
|
|
|
|
|
] |
12801
|
|
|
|
|
|
|
}, |
12802
|
|
|
|
|
|
|
{ number => "793", name => "SecondaryAllocID", type => "STRING" }, |
12803
|
|
|
|
|
|
|
{ |
12804
|
|
|
|
|
|
|
number => "794", |
12805
|
|
|
|
|
|
|
name => "AllocReportType", |
12806
|
|
|
|
|
|
|
type => "INT", |
12807
|
|
|
|
|
|
|
enum => [ |
12808
|
|
|
|
|
|
|
{ |
12809
|
|
|
|
|
|
|
name => "3", |
12810
|
|
|
|
|
|
|
description => "SELLSIDE_CALCULATED_USING_PRELIMINARY" |
12811
|
|
|
|
|
|
|
}, |
12812
|
|
|
|
|
|
|
{ |
12813
|
|
|
|
|
|
|
name => "4", |
12814
|
|
|
|
|
|
|
description => |
12815
|
|
|
|
|
|
|
"SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY" |
12816
|
|
|
|
|
|
|
}, |
12817
|
|
|
|
|
|
|
{ name => "5", description => "WAREHOUSE_RECAP" }, |
12818
|
|
|
|
|
|
|
{ name => "8", description => "REQUEST_TO_INTERMEDIARY" }, |
12819
|
|
|
|
|
|
|
] |
12820
|
|
|
|
|
|
|
}, |
12821
|
|
|
|
|
|
|
{ number => "795", name => "AllocReportRefID", type => "STRING" }, |
12822
|
|
|
|
|
|
|
{ |
12823
|
|
|
|
|
|
|
number => "796", |
12824
|
|
|
|
|
|
|
name => "AllocCancReplaceReason", |
12825
|
|
|
|
|
|
|
type => "INT", |
12826
|
|
|
|
|
|
|
enum => [ |
12827
|
|
|
|
|
|
|
{ |
12828
|
|
|
|
|
|
|
name => "1", |
12829
|
|
|
|
|
|
|
description => "ORIGINAL_DETAILS_INCOMPLETE_INCORRECT" |
12830
|
|
|
|
|
|
|
}, |
12831
|
|
|
|
|
|
|
{ |
12832
|
|
|
|
|
|
|
name => "2", |
12833
|
|
|
|
|
|
|
description => "CHANGE_IN_UNDERLYING_ORDER_DETAILS" |
12834
|
|
|
|
|
|
|
}, |
12835
|
|
|
|
|
|
|
] |
12836
|
|
|
|
|
|
|
}, |
12837
|
|
|
|
|
|
|
{ |
12838
|
|
|
|
|
|
|
number => "797", |
12839
|
|
|
|
|
|
|
name => "CopyMsgIndicator", |
12840
|
|
|
|
|
|
|
type => "BOOLEAN" |
12841
|
|
|
|
|
|
|
}, |
12842
|
|
|
|
|
|
|
{ |
12843
|
|
|
|
|
|
|
number => "798", |
12844
|
|
|
|
|
|
|
name => "AllocAccountType", |
12845
|
|
|
|
|
|
|
type => "INT", |
12846
|
|
|
|
|
|
|
enum => [ |
12847
|
|
|
|
|
|
|
{ |
12848
|
|
|
|
|
|
|
name => "1", |
12849
|
|
|
|
|
|
|
description => |
12850
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS" |
12851
|
|
|
|
|
|
|
}, |
12852
|
|
|
|
|
|
|
{ |
12853
|
|
|
|
|
|
|
name => "2", |
12854
|
|
|
|
|
|
|
description => |
12855
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS" |
12856
|
|
|
|
|
|
|
}, |
12857
|
|
|
|
|
|
|
{ name => "3", description => "HOUSE_TRADER" }, |
12858
|
|
|
|
|
|
|
{ name => "4", description => "FLOOR_TRADER" }, |
12859
|
|
|
|
|
|
|
{ |
12860
|
|
|
|
|
|
|
name => "6", |
12861
|
|
|
|
|
|
|
description => |
12862
|
|
|
|
|
|
|
"ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED" |
12863
|
|
|
|
|
|
|
}, |
12864
|
|
|
|
|
|
|
{ |
12865
|
|
|
|
|
|
|
name => "7", |
12866
|
|
|
|
|
|
|
description => |
12867
|
|
|
|
|
|
|
"ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED" |
12868
|
|
|
|
|
|
|
}, |
12869
|
|
|
|
|
|
|
{ |
12870
|
|
|
|
|
|
|
name => "8", |
12871
|
|
|
|
|
|
|
description => "JOINT_BACKOFFICE_ACCOUNT" |
12872
|
|
|
|
|
|
|
}, |
12873
|
|
|
|
|
|
|
] |
12874
|
|
|
|
|
|
|
}, |
12875
|
|
|
|
|
|
|
{ number => "799", name => "OrderAvgPx", type => "PRICE" }, |
12876
|
|
|
|
|
|
|
{ number => "800", name => "OrderBookingQty", type => "QTY" }, |
12877
|
|
|
|
|
|
|
{ |
12878
|
|
|
|
|
|
|
number => "801", |
12879
|
|
|
|
|
|
|
name => "NoSettlPartySubIDs", |
12880
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12881
|
|
|
|
|
|
|
}, |
12882
|
|
|
|
|
|
|
{ |
12883
|
|
|
|
|
|
|
number => "802", |
12884
|
|
|
|
|
|
|
name => "NoPartySubIDs", |
12885
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12886
|
|
|
|
|
|
|
}, |
12887
|
|
|
|
|
|
|
{ number => "803", name => "PartySubIDType", type => "INT" }, |
12888
|
|
|
|
|
|
|
{ |
12889
|
|
|
|
|
|
|
number => "804", |
12890
|
|
|
|
|
|
|
name => "NoNestedPartySubIDs", |
12891
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12892
|
|
|
|
|
|
|
}, |
12893
|
|
|
|
|
|
|
{ |
12894
|
|
|
|
|
|
|
number => "805", |
12895
|
|
|
|
|
|
|
name => "NestedPartySubIDType", |
12896
|
|
|
|
|
|
|
type => "INT" |
12897
|
|
|
|
|
|
|
}, |
12898
|
|
|
|
|
|
|
{ |
12899
|
|
|
|
|
|
|
number => "806", |
12900
|
|
|
|
|
|
|
name => "NoNested2PartySubIDs", |
12901
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12902
|
|
|
|
|
|
|
}, |
12903
|
|
|
|
|
|
|
{ |
12904
|
|
|
|
|
|
|
number => "807", |
12905
|
|
|
|
|
|
|
name => "Nested2PartySubIDType", |
12906
|
|
|
|
|
|
|
type => "INT" |
12907
|
|
|
|
|
|
|
}, |
12908
|
|
|
|
|
|
|
{ |
12909
|
|
|
|
|
|
|
number => "808", |
12910
|
|
|
|
|
|
|
name => "AllocIntermedReqType", |
12911
|
|
|
|
|
|
|
type => "INT", |
12912
|
|
|
|
|
|
|
enum => [ |
12913
|
|
|
|
|
|
|
{ name => "1", description => "PENDING_ACCEPT" }, |
12914
|
|
|
|
|
|
|
{ name => "2", description => "PENDING_RELEASE" }, |
12915
|
|
|
|
|
|
|
{ name => "3", description => "PENDING_REVERSAL" }, |
12916
|
|
|
|
|
|
|
{ name => "4", description => "ACCEPT" }, |
12917
|
|
|
|
|
|
|
{ name => "5", description => "BLOCK_LEVEL_REJECT" }, |
12918
|
|
|
|
|
|
|
{ name => "6", description => "ACCOUNT_LEVEL_REJECT" }, |
12919
|
|
|
|
|
|
|
] |
12920
|
|
|
|
|
|
|
}, |
12921
|
|
|
|
|
|
|
{ number => "810", name => "UnderlyingPx", type => "PRICE" }, |
12922
|
|
|
|
|
|
|
{ number => "811", name => "PriceDelta", type => "FLOAT" }, |
12923
|
|
|
|
|
|
|
{ number => "812", name => "ApplQueueMax", type => "INT" }, |
12924
|
|
|
|
|
|
|
{ number => "813", name => "ApplQueueDepth", type => "INT" }, |
12925
|
|
|
|
|
|
|
{ |
12926
|
|
|
|
|
|
|
number => "814", |
12927
|
|
|
|
|
|
|
name => "ApplQueueResolution", |
12928
|
|
|
|
|
|
|
type => "INT", |
12929
|
|
|
|
|
|
|
enum => [ |
12930
|
|
|
|
|
|
|
{ name => "0", description => "NO_ACTION_TAKEN" }, |
12931
|
|
|
|
|
|
|
{ name => "1", description => "QUEUE_FLUSHED" }, |
12932
|
|
|
|
|
|
|
{ name => "2", description => "OVERLAY_LAST" }, |
12933
|
|
|
|
|
|
|
{ name => "3", description => "END_SESSION" }, |
12934
|
|
|
|
|
|
|
] |
12935
|
|
|
|
|
|
|
}, |
12936
|
|
|
|
|
|
|
{ |
12937
|
|
|
|
|
|
|
number => "815", |
12938
|
|
|
|
|
|
|
name => "ApplQueueAction", |
12939
|
|
|
|
|
|
|
type => "INT", |
12940
|
|
|
|
|
|
|
enum => [ |
12941
|
|
|
|
|
|
|
{ name => "0", description => "NO_ACTION_TAKEN" }, |
12942
|
|
|
|
|
|
|
{ name => "1", description => "QUEUE_FLUSHED" }, |
12943
|
|
|
|
|
|
|
{ name => "2", description => "OVERLAY_LAST" }, |
12944
|
|
|
|
|
|
|
{ name => "3", description => "END_SESSION" }, |
12945
|
|
|
|
|
|
|
] |
12946
|
|
|
|
|
|
|
}, |
12947
|
|
|
|
|
|
|
{ |
12948
|
|
|
|
|
|
|
number => "816", |
12949
|
|
|
|
|
|
|
name => "NoAltMDSource", |
12950
|
|
|
|
|
|
|
type => "NUMINGROUP" |
12951
|
|
|
|
|
|
|
}, |
12952
|
|
|
|
|
|
|
{ number => "817", name => "AltMDSourceID", type => "STRING" }, |
12953
|
|
|
|
|
|
|
{ |
12954
|
|
|
|
|
|
|
number => "818", |
12955
|
|
|
|
|
|
|
name => "SecondaryTradeReportID", |
12956
|
|
|
|
|
|
|
type => "STRING" |
12957
|
|
|
|
|
|
|
}, |
12958
|
|
|
|
|
|
|
{ |
12959
|
|
|
|
|
|
|
number => "819", |
12960
|
|
|
|
|
|
|
name => "AvgPxIndicator", |
12961
|
|
|
|
|
|
|
type => "INT", |
12962
|
|
|
|
|
|
|
enum => [ |
12963
|
|
|
|
|
|
|
{ name => "0", description => "NO_AVERAGE_PRICING" }, |
12964
|
|
|
|
|
|
|
{ |
12965
|
|
|
|
|
|
|
name => "1", |
12966
|
|
|
|
|
|
|
description => |
12967
|
|
|
|
|
|
|
"TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" |
12968
|
|
|
|
|
|
|
}, |
12969
|
|
|
|
|
|
|
{ |
12970
|
|
|
|
|
|
|
name => "2", |
12971
|
|
|
|
|
|
|
description => |
12972
|
|
|
|
|
|
|
"LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" |
12973
|
|
|
|
|
|
|
}, |
12974
|
|
|
|
|
|
|
] |
12975
|
|
|
|
|
|
|
}, |
12976
|
|
|
|
|
|
|
{ number => "820", name => "TradeLinkID", type => "STRING" }, |
12977
|
|
|
|
|
|
|
{ number => "821", name => "OrderInputDevice", type => "STRING" }, |
12978
|
|
|
|
|
|
|
{ |
12979
|
|
|
|
|
|
|
number => "822", |
12980
|
|
|
|
|
|
|
name => "UnderlyingTradingSessionID", |
12981
|
|
|
|
|
|
|
type => "STRING" |
12982
|
|
|
|
|
|
|
}, |
12983
|
|
|
|
|
|
|
{ |
12984
|
|
|
|
|
|
|
number => "823", |
12985
|
|
|
|
|
|
|
name => "UnderlyingTradingSessionSubID", |
12986
|
|
|
|
|
|
|
type => "STRING" |
12987
|
|
|
|
|
|
|
}, |
12988
|
|
|
|
|
|
|
{ number => "824", name => "TradeLegRefID", type => "STRING" }, |
12989
|
|
|
|
|
|
|
{ number => "825", name => "ExchangeRule", type => "STRING" }, |
12990
|
|
|
|
|
|
|
{ |
12991
|
|
|
|
|
|
|
number => "826", |
12992
|
|
|
|
|
|
|
name => "TradeAllocIndicator", |
12993
|
|
|
|
|
|
|
type => "INT", |
12994
|
|
|
|
|
|
|
enum => [ |
12995
|
|
|
|
|
|
|
{ name => "0", description => "ALLOCATION_NOT_REQUIRED" }, |
12996
|
|
|
|
|
|
|
{ name => "1", description => "ALLOCATION_REQUIRED" }, |
12997
|
|
|
|
|
|
|
{ |
12998
|
|
|
|
|
|
|
name => "2", |
12999
|
|
|
|
|
|
|
description => |
13000
|
|
|
|
|
|
|
"USE_ALLOCATION_PROVIDED_WITH_THE_TRADE" |
13001
|
|
|
|
|
|
|
}, |
13002
|
|
|
|
|
|
|
] |
13003
|
|
|
|
|
|
|
}, |
13004
|
|
|
|
|
|
|
{ |
13005
|
|
|
|
|
|
|
number => "827", |
13006
|
|
|
|
|
|
|
name => "ExpirationCycle", |
13007
|
|
|
|
|
|
|
type => "INT", |
13008
|
|
|
|
|
|
|
enum => [ |
13009
|
|
|
|
|
|
|
{ |
13010
|
|
|
|
|
|
|
name => "0", |
13011
|
|
|
|
|
|
|
description => "EXPIRE_ON_TRADING_SESSION_CLOSE" |
13012
|
|
|
|
|
|
|
}, |
13013
|
|
|
|
|
|
|
{ |
13014
|
|
|
|
|
|
|
name => "1", |
13015
|
|
|
|
|
|
|
description => "EXPIRE_ON_TRADING_SESSION_OPEN" |
13016
|
|
|
|
|
|
|
}, |
13017
|
|
|
|
|
|
|
] |
13018
|
|
|
|
|
|
|
}, |
13019
|
|
|
|
|
|
|
{ |
13020
|
|
|
|
|
|
|
number => "828", |
13021
|
|
|
|
|
|
|
name => "TrdType", |
13022
|
|
|
|
|
|
|
type => "INT", |
13023
|
|
|
|
|
|
|
enum => [ |
13024
|
|
|
|
|
|
|
{ name => "0", description => "REGULAR_TRADE" }, |
13025
|
|
|
|
|
|
|
{ name => "1", description => "BLOCK_TRADE" }, |
13026
|
|
|
|
|
|
|
{ name => "2", description => "EFP" }, |
13027
|
|
|
|
|
|
|
{ name => "3", description => "TRANSFER" }, |
13028
|
|
|
|
|
|
|
{ name => "4", description => "LATE_TRADE" }, |
13029
|
|
|
|
|
|
|
{ name => "5", description => "T_TRADE" }, |
13030
|
|
|
|
|
|
|
{ |
13031
|
|
|
|
|
|
|
name => "6", |
13032
|
|
|
|
|
|
|
description => "WEIGHTED_AVERAGE_PRICE_TRADE" |
13033
|
|
|
|
|
|
|
}, |
13034
|
|
|
|
|
|
|
{ name => "7", description => "BUNCHED_TRADE" }, |
13035
|
|
|
|
|
|
|
{ name => "8", description => "LATE_BUNCHED_TRADE" }, |
13036
|
|
|
|
|
|
|
{ |
13037
|
|
|
|
|
|
|
name => "9", |
13038
|
|
|
|
|
|
|
description => "PRIOR_REFERENCE_PRICE_TRADE" |
13039
|
|
|
|
|
|
|
}, |
13040
|
|
|
|
|
|
|
] |
13041
|
|
|
|
|
|
|
}, |
13042
|
|
|
|
|
|
|
{ number => "829", name => "TrdSubType", type => "INT" }, |
13043
|
|
|
|
|
|
|
{ number => "830", name => "TransferReason", type => "STRING" }, |
13044
|
|
|
|
|
|
|
{ number => "831", name => "AsgnReqID", type => "STRING" }, |
13045
|
|
|
|
|
|
|
{ |
13046
|
|
|
|
|
|
|
number => "832", |
13047
|
|
|
|
|
|
|
name => "TotNumAssignmentReports", |
13048
|
|
|
|
|
|
|
type => "INT" |
13049
|
|
|
|
|
|
|
}, |
13050
|
|
|
|
|
|
|
{ number => "833", name => "AsgnRptID", type => "STRING" }, |
13051
|
|
|
|
|
|
|
{ |
13052
|
|
|
|
|
|
|
number => "834", |
13053
|
|
|
|
|
|
|
name => "ThresholdAmount", |
13054
|
|
|
|
|
|
|
type => "PRICEOFFSET" |
13055
|
|
|
|
|
|
|
}, |
13056
|
|
|
|
|
|
|
{ |
13057
|
|
|
|
|
|
|
number => "835", |
13058
|
|
|
|
|
|
|
name => "PegMoveType", |
13059
|
|
|
|
|
|
|
type => "INT", |
13060
|
|
|
|
|
|
|
enum => [ |
13061
|
|
|
|
|
|
|
{ name => "0", description => "FLOATING" }, |
13062
|
|
|
|
|
|
|
{ name => "1", description => "FIXED" }, |
13063
|
|
|
|
|
|
|
] |
13064
|
|
|
|
|
|
|
}, |
13065
|
|
|
|
|
|
|
{ |
13066
|
|
|
|
|
|
|
number => "836", |
13067
|
|
|
|
|
|
|
name => "PegOffsetType", |
13068
|
|
|
|
|
|
|
type => "INT", |
13069
|
|
|
|
|
|
|
enum => [ |
13070
|
|
|
|
|
|
|
{ name => "0", description => "PRICE" }, |
13071
|
|
|
|
|
|
|
{ name => "1", description => "BASIS_POINTS" }, |
13072
|
|
|
|
|
|
|
{ name => "2", description => "TICKS" }, |
13073
|
|
|
|
|
|
|
{ name => "3", description => "PRICE_TIER_LEVEL" }, |
13074
|
|
|
|
|
|
|
] |
13075
|
|
|
|
|
|
|
}, |
13076
|
|
|
|
|
|
|
{ |
13077
|
|
|
|
|
|
|
number => "837", |
13078
|
|
|
|
|
|
|
name => "PegLimitType", |
13079
|
|
|
|
|
|
|
type => "INT", |
13080
|
|
|
|
|
|
|
enum => [ |
13081
|
|
|
|
|
|
|
{ name => "0", description => "OR_BETTER" }, |
13082
|
|
|
|
|
|
|
{ name => "1", description => "STRICT" }, |
13083
|
|
|
|
|
|
|
{ name => "2", description => "OR_WORSE" }, |
13084
|
|
|
|
|
|
|
] |
13085
|
|
|
|
|
|
|
}, |
13086
|
|
|
|
|
|
|
{ |
13087
|
|
|
|
|
|
|
number => "838", |
13088
|
|
|
|
|
|
|
name => "PegRoundDirection", |
13089
|
|
|
|
|
|
|
type => "INT", |
13090
|
|
|
|
|
|
|
enum => [ |
13091
|
|
|
|
|
|
|
{ name => "1", description => "MORE_AGGRESSIVE" }, |
13092
|
|
|
|
|
|
|
{ name => "2", description => "MORE_PASSIVE" }, |
13093
|
|
|
|
|
|
|
] |
13094
|
|
|
|
|
|
|
}, |
13095
|
|
|
|
|
|
|
{ number => "839", name => "PeggedPrice", type => "PRICE" }, |
13096
|
|
|
|
|
|
|
{ |
13097
|
|
|
|
|
|
|
number => "840", |
13098
|
|
|
|
|
|
|
name => "PegScope", |
13099
|
|
|
|
|
|
|
type => "INT", |
13100
|
|
|
|
|
|
|
enum => [ |
13101
|
|
|
|
|
|
|
{ name => "1", description => "LOCAL" }, |
13102
|
|
|
|
|
|
|
{ name => "2", description => "NATIONAL" }, |
13103
|
|
|
|
|
|
|
{ name => "3", description => "GLOBAL" }, |
13104
|
|
|
|
|
|
|
{ |
13105
|
|
|
|
|
|
|
name => "4", |
13106
|
|
|
|
|
|
|
description => "NATIONAL_EXCLUDING_LOCAL" |
13107
|
|
|
|
|
|
|
}, |
13108
|
|
|
|
|
|
|
] |
13109
|
|
|
|
|
|
|
}, |
13110
|
|
|
|
|
|
|
{ |
13111
|
|
|
|
|
|
|
number => "841", |
13112
|
|
|
|
|
|
|
name => "DiscretionMoveType", |
13113
|
|
|
|
|
|
|
type => "INT", |
13114
|
|
|
|
|
|
|
enum => [ |
13115
|
|
|
|
|
|
|
{ name => "0", description => "FLOATING" }, |
13116
|
|
|
|
|
|
|
{ name => "1", description => "FIXED" }, |
13117
|
|
|
|
|
|
|
] |
13118
|
|
|
|
|
|
|
}, |
13119
|
|
|
|
|
|
|
{ |
13120
|
|
|
|
|
|
|
number => "842", |
13121
|
|
|
|
|
|
|
name => "DiscretionOffsetType", |
13122
|
|
|
|
|
|
|
type => "INT", |
13123
|
|
|
|
|
|
|
enum => [ |
13124
|
|
|
|
|
|
|
{ name => "0", description => "PRICE" }, |
13125
|
|
|
|
|
|
|
{ name => "1", description => "BASIS_POINTS" }, |
13126
|
|
|
|
|
|
|
{ name => "2", description => "TICKS" }, |
13127
|
|
|
|
|
|
|
{ name => "3", description => "PRICE_TIER_LEVEL" }, |
13128
|
|
|
|
|
|
|
] |
13129
|
|
|
|
|
|
|
}, |
13130
|
|
|
|
|
|
|
{ |
13131
|
|
|
|
|
|
|
number => "843", |
13132
|
|
|
|
|
|
|
name => "DiscretionLimitType", |
13133
|
|
|
|
|
|
|
type => "INT", |
13134
|
|
|
|
|
|
|
enum => [ |
13135
|
|
|
|
|
|
|
{ name => "0", description => "OR_BETTER" }, |
13136
|
|
|
|
|
|
|
{ name => "1", description => "STRICT" }, |
13137
|
|
|
|
|
|
|
{ name => "2", description => "OR_WORSE" }, |
13138
|
|
|
|
|
|
|
] |
13139
|
|
|
|
|
|
|
}, |
13140
|
|
|
|
|
|
|
{ |
13141
|
|
|
|
|
|
|
number => "844", |
13142
|
|
|
|
|
|
|
name => "DiscretionRoundDirection", |
13143
|
|
|
|
|
|
|
type => "INT", |
13144
|
|
|
|
|
|
|
enum => [ |
13145
|
|
|
|
|
|
|
{ name => "1", description => "MORE_AGGRESSIVE" }, |
13146
|
|
|
|
|
|
|
{ name => "2", description => "MORE_PASSIVE" }, |
13147
|
|
|
|
|
|
|
] |
13148
|
|
|
|
|
|
|
}, |
13149
|
|
|
|
|
|
|
{ number => "845", name => "DiscretionPrice", type => "PRICE" }, |
13150
|
|
|
|
|
|
|
{ |
13151
|
|
|
|
|
|
|
number => "846", |
13152
|
|
|
|
|
|
|
name => "DiscretionScope", |
13153
|
|
|
|
|
|
|
type => "INT", |
13154
|
|
|
|
|
|
|
enum => [ |
13155
|
|
|
|
|
|
|
{ name => "1", description => "LOCAL" }, |
13156
|
|
|
|
|
|
|
{ name => "2", description => "NATIONAL" }, |
13157
|
|
|
|
|
|
|
{ name => "3", description => "GLOBAL" }, |
13158
|
|
|
|
|
|
|
{ |
13159
|
|
|
|
|
|
|
name => "4", |
13160
|
|
|
|
|
|
|
description => "NATIONAL_EXCLUDING_LOCAL" |
13161
|
|
|
|
|
|
|
}, |
13162
|
|
|
|
|
|
|
] |
13163
|
|
|
|
|
|
|
}, |
13164
|
|
|
|
|
|
|
{ number => "847", name => "TargetStrategy", type => "INT" }, |
13165
|
|
|
|
|
|
|
{ |
13166
|
|
|
|
|
|
|
number => "848", |
13167
|
|
|
|
|
|
|
name => "TargetStrategyParameters", |
13168
|
|
|
|
|
|
|
type => "STRING" |
13169
|
|
|
|
|
|
|
}, |
13170
|
|
|
|
|
|
|
{ |
13171
|
|
|
|
|
|
|
number => "849", |
13172
|
|
|
|
|
|
|
name => "ParticipationRate", |
13173
|
|
|
|
|
|
|
type => "PERCENTAGE" |
13174
|
|
|
|
|
|
|
}, |
13175
|
|
|
|
|
|
|
{ |
13176
|
|
|
|
|
|
|
number => "850", |
13177
|
|
|
|
|
|
|
name => "TargetStrategyPerformance", |
13178
|
|
|
|
|
|
|
type => "FLOAT" |
13179
|
|
|
|
|
|
|
}, |
13180
|
|
|
|
|
|
|
{ |
13181
|
|
|
|
|
|
|
number => "851", |
13182
|
|
|
|
|
|
|
name => "LastLiquidityInd", |
13183
|
|
|
|
|
|
|
type => "INT", |
13184
|
|
|
|
|
|
|
enum => [ |
13185
|
|
|
|
|
|
|
{ name => "1", description => "ADDED_LIQUIDITY" }, |
13186
|
|
|
|
|
|
|
{ name => "2", description => "REMOVED_LIQUIDITY" }, |
13187
|
|
|
|
|
|
|
{ name => "3", description => "LIQUIDITY_ROUTED_OUT" }, |
13188
|
|
|
|
|
|
|
] |
13189
|
|
|
|
|
|
|
}, |
13190
|
|
|
|
|
|
|
{ |
13191
|
|
|
|
|
|
|
number => "852", |
13192
|
|
|
|
|
|
|
name => "PublishTrdIndicator", |
13193
|
|
|
|
|
|
|
type => "BOOLEAN" |
13194
|
|
|
|
|
|
|
}, |
13195
|
|
|
|
|
|
|
{ |
13196
|
|
|
|
|
|
|
number => "853", |
13197
|
|
|
|
|
|
|
name => "ShortSaleReason", |
13198
|
|
|
|
|
|
|
type => "INT", |
13199
|
|
|
|
|
|
|
enum => [ |
13200
|
|
|
|
|
|
|
{ name => "0", description => "DEALER_SOLD_SHORT" }, |
13201
|
|
|
|
|
|
|
{ |
13202
|
|
|
|
|
|
|
name => "1", |
13203
|
|
|
|
|
|
|
description => "DEALER_SOLD_SHORT_EXEMPT" |
13204
|
|
|
|
|
|
|
}, |
13205
|
|
|
|
|
|
|
{ |
13206
|
|
|
|
|
|
|
name => "2", |
13207
|
|
|
|
|
|
|
description => "SELLING_CUSTOMER_SOLD_SHORT" |
13208
|
|
|
|
|
|
|
}, |
13209
|
|
|
|
|
|
|
{ |
13210
|
|
|
|
|
|
|
name => "3", |
13211
|
|
|
|
|
|
|
description => "SELLING_CUSTOMER_SOLD_SHORT_EXEMPT" |
13212
|
|
|
|
|
|
|
}, |
13213
|
|
|
|
|
|
|
{ |
13214
|
|
|
|
|
|
|
name => "4", |
13215
|
|
|
|
|
|
|
description => |
13216
|
|
|
|
|
|
|
"QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT" |
13217
|
|
|
|
|
|
|
}, |
13218
|
|
|
|
|
|
|
{ |
13219
|
|
|
|
|
|
|
name => "5", |
13220
|
|
|
|
|
|
|
description => |
13221
|
|
|
|
|
|
|
"QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" |
13222
|
|
|
|
|
|
|
}, |
13223
|
|
|
|
|
|
|
] |
13224
|
|
|
|
|
|
|
}, |
13225
|
|
|
|
|
|
|
{ |
13226
|
|
|
|
|
|
|
number => "854", |
13227
|
|
|
|
|
|
|
name => "QtyType", |
13228
|
|
|
|
|
|
|
type => "INT", |
13229
|
|
|
|
|
|
|
enum => [ |
13230
|
|
|
|
|
|
|
{ name => "0", description => "UNITS" }, |
13231
|
|
|
|
|
|
|
{ name => "1", description => "CONTRACTS" }, |
13232
|
|
|
|
|
|
|
] |
13233
|
|
|
|
|
|
|
}, |
13234
|
|
|
|
|
|
|
{ number => "855", name => "SecondaryTrdType", type => "INT" }, |
13235
|
|
|
|
|
|
|
{ |
13236
|
|
|
|
|
|
|
number => "856", |
13237
|
|
|
|
|
|
|
name => "TradeReportType", |
13238
|
|
|
|
|
|
|
type => "INT", |
13239
|
|
|
|
|
|
|
enum => [ |
13240
|
|
|
|
|
|
|
{ name => "0", description => "SUBMIT" }, |
13241
|
|
|
|
|
|
|
{ name => "1", description => "ALLEGED" }, |
13242
|
|
|
|
|
|
|
{ name => "2", description => "ACCEPT" }, |
13243
|
|
|
|
|
|
|
{ name => "3", description => "DECLINE" }, |
13244
|
|
|
|
|
|
|
{ name => "4", description => "ADDENDUM" }, |
13245
|
|
|
|
|
|
|
{ name => "5", description => "NO_WAS" }, |
13246
|
|
|
|
|
|
|
{ name => "6", description => "TRADE_REPORT_CANCEL" }, |
13247
|
|
|
|
|
|
|
{ name => "7", description => "LOCKED_IN_TRADE_BREAK" }, |
13248
|
|
|
|
|
|
|
] |
13249
|
|
|
|
|
|
|
}, |
13250
|
|
|
|
|
|
|
{ |
13251
|
|
|
|
|
|
|
number => "857", |
13252
|
|
|
|
|
|
|
name => "AllocNoOrdersType", |
13253
|
|
|
|
|
|
|
type => "INT", |
13254
|
|
|
|
|
|
|
enum => [ |
13255
|
|
|
|
|
|
|
{ name => "0", description => "NOT_SPECIFIED" }, |
13256
|
|
|
|
|
|
|
{ name => "1", description => "EXPLICIT_LIST_PROVIDED" }, |
13257
|
|
|
|
|
|
|
] |
13258
|
|
|
|
|
|
|
}, |
13259
|
|
|
|
|
|
|
{ number => "858", name => "SharedCommission", type => "AMT" }, |
13260
|
|
|
|
|
|
|
{ number => "859", name => "ConfirmReqID", type => "STRING" }, |
13261
|
|
|
|
|
|
|
{ number => "860", name => "AvgParPx", type => "PRICE" }, |
13262
|
|
|
|
|
|
|
{ number => "861", name => "ReportedPx", type => "PRICE" }, |
13263
|
|
|
|
|
|
|
{ number => "862", name => "NoCapacities", type => "NUMINGROUP" }, |
13264
|
|
|
|
|
|
|
{ number => "863", name => "OrderCapacityQty", type => "QTY" }, |
13265
|
|
|
|
|
|
|
{ number => "864", name => "NoEvents", type => "NUMINGROUP" }, |
13266
|
|
|
|
|
|
|
{ |
13267
|
|
|
|
|
|
|
number => "865", |
13268
|
|
|
|
|
|
|
name => "EventType", |
13269
|
|
|
|
|
|
|
type => "INT", |
13270
|
|
|
|
|
|
|
enum => [ |
13271
|
|
|
|
|
|
|
{ name => "1", description => "PUT" }, |
13272
|
|
|
|
|
|
|
{ name => "2", description => "CALL" }, |
13273
|
|
|
|
|
|
|
{ name => "3", description => "TENDER" }, |
13274
|
|
|
|
|
|
|
{ name => "4", description => "SINKING_FUND_CALL" }, |
13275
|
|
|
|
|
|
|
] |
13276
|
|
|
|
|
|
|
}, |
13277
|
|
|
|
|
|
|
{ number => "866", name => "EventDate", type => "LOCALMKTDATE" }, |
13278
|
|
|
|
|
|
|
{ number => "867", name => "EventPx", type => "PRICE" }, |
13279
|
|
|
|
|
|
|
{ number => "868", name => "EventText", type => "STRING" }, |
13280
|
|
|
|
|
|
|
{ number => "869", name => "PctAtRisk", type => "PERCENTAGE" }, |
13281
|
|
|
|
|
|
|
{ |
13282
|
|
|
|
|
|
|
number => "870", |
13283
|
|
|
|
|
|
|
name => "NoInstrAttrib", |
13284
|
|
|
|
|
|
|
type => "NUMINGROUP" |
13285
|
|
|
|
|
|
|
}, |
13286
|
|
|
|
|
|
|
{ |
13287
|
|
|
|
|
|
|
number => "871", |
13288
|
|
|
|
|
|
|
name => "InstrAttribType", |
13289
|
|
|
|
|
|
|
type => "INT", |
13290
|
|
|
|
|
|
|
enum => [ |
13291
|
|
|
|
|
|
|
{ name => "1", description => "FLAT" }, |
13292
|
|
|
|
|
|
|
{ name => "2", description => "ZERO_COUPON" }, |
13293
|
|
|
|
|
|
|
{ name => "3", description => "INTEREST_BEARING" }, |
13294
|
|
|
|
|
|
|
{ name => "4", description => "NO_PERIODIC_PAYMENTS" }, |
13295
|
|
|
|
|
|
|
{ name => "5", description => "VARIABLE_RATE" }, |
13296
|
|
|
|
|
|
|
{ name => "6", description => "LESS_FEE_FOR_PUT" }, |
13297
|
|
|
|
|
|
|
{ name => "7", description => "STEPPED_COUPON" }, |
13298
|
|
|
|
|
|
|
{ name => "8", description => "COUPON_PERIOD" }, |
13299
|
|
|
|
|
|
|
{ name => "9", description => "WHEN_AND_IF_ISSUED" }, |
13300
|
|
|
|
|
|
|
] |
13301
|
|
|
|
|
|
|
}, |
13302
|
|
|
|
|
|
|
{ number => "872", name => "InstrAttribValue", type => "STRING" }, |
13303
|
|
|
|
|
|
|
{ number => "873", name => "DatedDate", type => "LOCALMKTDATE" }, |
13304
|
|
|
|
|
|
|
{ |
13305
|
|
|
|
|
|
|
number => "874", |
13306
|
|
|
|
|
|
|
name => "InterestAccrualDate", |
13307
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
13308
|
|
|
|
|
|
|
}, |
13309
|
|
|
|
|
|
|
{ number => "875", name => "CPProgram", type => "INT" }, |
13310
|
|
|
|
|
|
|
{ number => "876", name => "CPRegType", type => "STRING" }, |
13311
|
|
|
|
|
|
|
{ |
13312
|
|
|
|
|
|
|
number => "877", |
13313
|
|
|
|
|
|
|
name => "UnderlyingCPProgram", |
13314
|
|
|
|
|
|
|
type => "STRING" |
13315
|
|
|
|
|
|
|
}, |
13316
|
|
|
|
|
|
|
{ |
13317
|
|
|
|
|
|
|
number => "878", |
13318
|
|
|
|
|
|
|
name => "UnderlyingCPRegType", |
13319
|
|
|
|
|
|
|
type => "STRING" |
13320
|
|
|
|
|
|
|
}, |
13321
|
|
|
|
|
|
|
{ number => "879", name => "UnderlyingQty", type => "QTY" }, |
13322
|
|
|
|
|
|
|
{ number => "880", name => "TrdMatchID", type => "STRING" }, |
13323
|
|
|
|
|
|
|
{ |
13324
|
|
|
|
|
|
|
number => "881", |
13325
|
|
|
|
|
|
|
name => "SecondaryTradeReportRefID", |
13326
|
|
|
|
|
|
|
type => "STRING" |
13327
|
|
|
|
|
|
|
}, |
13328
|
|
|
|
|
|
|
{ |
13329
|
|
|
|
|
|
|
number => "882", |
13330
|
|
|
|
|
|
|
name => "UnderlyingDirtyPrice", |
13331
|
|
|
|
|
|
|
type => "PRICE" |
13332
|
|
|
|
|
|
|
}, |
13333
|
|
|
|
|
|
|
{ |
13334
|
|
|
|
|
|
|
number => "883", |
13335
|
|
|
|
|
|
|
name => "UnderlyingEndPrice", |
13336
|
|
|
|
|
|
|
type => "PRICE" |
13337
|
|
|
|
|
|
|
}, |
13338
|
|
|
|
|
|
|
{ |
13339
|
|
|
|
|
|
|
number => "884", |
13340
|
|
|
|
|
|
|
name => "UnderlyingStartValue", |
13341
|
|
|
|
|
|
|
type => "AMT" |
13342
|
|
|
|
|
|
|
}, |
13343
|
|
|
|
|
|
|
{ |
13344
|
|
|
|
|
|
|
number => "885", |
13345
|
|
|
|
|
|
|
name => "UnderlyingCurrentValue", |
13346
|
|
|
|
|
|
|
type => "AMT" |
13347
|
|
|
|
|
|
|
}, |
13348
|
|
|
|
|
|
|
{ number => "886", name => "UnderlyingEndValue", type => "AMT" }, |
13349
|
|
|
|
|
|
|
{ |
13350
|
|
|
|
|
|
|
number => "887", |
13351
|
|
|
|
|
|
|
name => "NoUnderlyingStips", |
13352
|
|
|
|
|
|
|
type => "NUMINGROUP" |
13353
|
|
|
|
|
|
|
}, |
13354
|
|
|
|
|
|
|
{ |
13355
|
|
|
|
|
|
|
number => "888", |
13356
|
|
|
|
|
|
|
name => "UnderlyingStipType", |
13357
|
|
|
|
|
|
|
type => "STRING" |
13358
|
|
|
|
|
|
|
}, |
13359
|
|
|
|
|
|
|
{ |
13360
|
|
|
|
|
|
|
number => "889", |
13361
|
|
|
|
|
|
|
name => "UnderlyingStipValue", |
13362
|
|
|
|
|
|
|
type => "STRING" |
13363
|
|
|
|
|
|
|
}, |
13364
|
|
|
|
|
|
|
{ number => "890", name => "MaturityNetMoney", type => "AMT" }, |
13365
|
|
|
|
|
|
|
{ |
13366
|
|
|
|
|
|
|
number => "891", |
13367
|
|
|
|
|
|
|
name => "MiscFeeBasis", |
13368
|
|
|
|
|
|
|
type => "INT", |
13369
|
|
|
|
|
|
|
enum => [ |
13370
|
|
|
|
|
|
|
{ name => "0", description => "ABSOLUTE" }, |
13371
|
|
|
|
|
|
|
{ name => "1", description => "PER_UNIT" }, |
13372
|
|
|
|
|
|
|
{ name => "2", description => "PERCENTAGE" }, |
13373
|
|
|
|
|
|
|
] |
13374
|
|
|
|
|
|
|
}, |
13375
|
|
|
|
|
|
|
{ number => "892", name => "TotNoAllocs", type => "INT" }, |
13376
|
|
|
|
|
|
|
{ number => "893", name => "LastFragment", type => "BOOLEAN" }, |
13377
|
|
|
|
|
|
|
{ number => "894", name => "CollReqID", type => "STRING" }, |
13378
|
|
|
|
|
|
|
{ |
13379
|
|
|
|
|
|
|
number => "895", |
13380
|
|
|
|
|
|
|
name => "CollAsgnReason", |
13381
|
|
|
|
|
|
|
type => "INT", |
13382
|
|
|
|
|
|
|
enum => [ |
13383
|
|
|
|
|
|
|
{ name => "0", description => "INITIAL" }, |
13384
|
|
|
|
|
|
|
{ name => "1", description => "SCHEDULED" }, |
13385
|
|
|
|
|
|
|
{ name => "2", description => "TIME_WARNING" }, |
13386
|
|
|
|
|
|
|
{ name => "3", description => "MARGIN_DEFICIENCY" }, |
13387
|
|
|
|
|
|
|
{ name => "4", description => "MARGIN_EXCESS" }, |
13388
|
|
|
|
|
|
|
{ |
13389
|
|
|
|
|
|
|
name => "5", |
13390
|
|
|
|
|
|
|
description => "FORWARD_COLLATERAL_DEMAND" |
13391
|
|
|
|
|
|
|
}, |
13392
|
|
|
|
|
|
|
{ name => "6", description => "EVENT_OF_DEFAULT" }, |
13393
|
|
|
|
|
|
|
{ name => "7", description => "ADVERSE_TAX_EVENT" }, |
13394
|
|
|
|
|
|
|
] |
13395
|
|
|
|
|
|
|
}, |
13396
|
|
|
|
|
|
|
{ |
13397
|
|
|
|
|
|
|
number => "896", |
13398
|
|
|
|
|
|
|
name => "CollInquiryQualifier", |
13399
|
|
|
|
|
|
|
type => "INT", |
13400
|
|
|
|
|
|
|
enum => [ |
13401
|
|
|
|
|
|
|
{ name => "0", description => "TRADEDATE" }, |
13402
|
|
|
|
|
|
|
{ name => "1", description => "GC_INSTRUMENT" }, |
13403
|
|
|
|
|
|
|
{ name => "2", description => "COLLATERALINSTRUMENT" }, |
13404
|
|
|
|
|
|
|
{ name => "3", description => "SUBSTITUTION_ELIGIBLE" }, |
13405
|
|
|
|
|
|
|
{ name => "4", description => "NOT_ASSIGNED" }, |
13406
|
|
|
|
|
|
|
{ name => "5", description => "PARTIALLY_ASSIGNED" }, |
13407
|
|
|
|
|
|
|
{ name => "6", description => "FULLY_ASSIGNED" }, |
13408
|
|
|
|
|
|
|
{ name => "7", description => "OUTSTANDING_TRADES" }, |
13409
|
|
|
|
|
|
|
] |
13410
|
|
|
|
|
|
|
}, |
13411
|
|
|
|
|
|
|
{ number => "897", name => "NoTrades", type => "NUMINGROUP" }, |
13412
|
|
|
|
|
|
|
{ number => "898", name => "MarginRatio", type => "PERCENTAGE" }, |
13413
|
|
|
|
|
|
|
{ number => "899", name => "MarginExcess", type => "AMT" }, |
13414
|
|
|
|
|
|
|
{ number => "900", name => "TotalNetValue", type => "AMT" }, |
13415
|
|
|
|
|
|
|
{ number => "901", name => "CashOutstanding", type => "AMT" }, |
13416
|
|
|
|
|
|
|
{ number => "902", name => "CollAsgnID", type => "STRING" }, |
13417
|
|
|
|
|
|
|
{ |
13418
|
|
|
|
|
|
|
number => "903", |
13419
|
|
|
|
|
|
|
name => "CollAsgnTransType", |
13420
|
|
|
|
|
|
|
type => "INT", |
13421
|
|
|
|
|
|
|
enum => [ |
13422
|
|
|
|
|
|
|
{ name => "0", description => "NEW" }, |
13423
|
|
|
|
|
|
|
{ name => "1", description => "REPLACE" }, |
13424
|
|
|
|
|
|
|
{ name => "2", description => "CANCEL" }, |
13425
|
|
|
|
|
|
|
{ name => "3", description => "RELEASE" }, |
13426
|
|
|
|
|
|
|
{ name => "4", description => "REVERSE" }, |
13427
|
|
|
|
|
|
|
] |
13428
|
|
|
|
|
|
|
}, |
13429
|
|
|
|
|
|
|
{ number => "904", name => "CollRespID", type => "STRING" }, |
13430
|
|
|
|
|
|
|
{ |
13431
|
|
|
|
|
|
|
number => "905", |
13432
|
|
|
|
|
|
|
name => "CollAsgnRespType", |
13433
|
|
|
|
|
|
|
type => "INT", |
13434
|
|
|
|
|
|
|
enum => [ |
13435
|
|
|
|
|
|
|
{ name => "0", description => "RECEIVED" }, |
13436
|
|
|
|
|
|
|
{ name => "1", description => "ACCEPTED" }, |
13437
|
|
|
|
|
|
|
{ name => "2", description => "DECLINED" }, |
13438
|
|
|
|
|
|
|
{ name => "3", description => "REJECTED" }, |
13439
|
|
|
|
|
|
|
] |
13440
|
|
|
|
|
|
|
}, |
13441
|
|
|
|
|
|
|
{ |
13442
|
|
|
|
|
|
|
number => "906", |
13443
|
|
|
|
|
|
|
name => "CollAsgnRejectReason", |
13444
|
|
|
|
|
|
|
type => "INT", |
13445
|
|
|
|
|
|
|
enum => [ |
13446
|
|
|
|
|
|
|
{ name => "0", description => "UNKNOWN_DEAL" }, |
13447
|
|
|
|
|
|
|
{ |
13448
|
|
|
|
|
|
|
name => "1", |
13449
|
|
|
|
|
|
|
description => "UNKNOWN_OR_INVALID_INSTRUMENT" |
13450
|
|
|
|
|
|
|
}, |
13451
|
|
|
|
|
|
|
{ |
13452
|
|
|
|
|
|
|
name => "2", |
13453
|
|
|
|
|
|
|
description => "UNAUTHORIZED_TRANSACTION" |
13454
|
|
|
|
|
|
|
}, |
13455
|
|
|
|
|
|
|
{ name => "3", description => "INSUFFICIENT_COLLATERAL" }, |
13456
|
|
|
|
|
|
|
{ |
13457
|
|
|
|
|
|
|
name => "4", |
13458
|
|
|
|
|
|
|
description => "INVALID_TYPE_OF_COLLATERAL" |
13459
|
|
|
|
|
|
|
}, |
13460
|
|
|
|
|
|
|
{ name => "5", description => "EXCESSIVE_SUBSTITUTION" }, |
13461
|
|
|
|
|
|
|
] |
13462
|
|
|
|
|
|
|
}, |
13463
|
|
|
|
|
|
|
{ number => "907", name => "CollAsgnRefID", type => "STRING" }, |
13464
|
|
|
|
|
|
|
{ number => "908", name => "CollRptID", type => "STRING" }, |
13465
|
|
|
|
|
|
|
{ number => "909", name => "CollInquiryID", type => "STRING" }, |
13466
|
|
|
|
|
|
|
{ |
13467
|
|
|
|
|
|
|
number => "910", |
13468
|
|
|
|
|
|
|
name => "CollStatus", |
13469
|
|
|
|
|
|
|
type => "INT", |
13470
|
|
|
|
|
|
|
enum => [ |
13471
|
|
|
|
|
|
|
{ name => "0", description => "UNASSIGNED" }, |
13472
|
|
|
|
|
|
|
{ name => "1", description => "PARTIALLY_ASSIGNED" }, |
13473
|
|
|
|
|
|
|
{ name => "2", description => "ASSIGNMENT_PROPOSED" }, |
13474
|
|
|
|
|
|
|
{ name => "3", description => "ASSIGNED" }, |
13475
|
|
|
|
|
|
|
{ name => "4", description => "CHALLENGED" }, |
13476
|
|
|
|
|
|
|
] |
13477
|
|
|
|
|
|
|
}, |
13478
|
|
|
|
|
|
|
{ number => "911", name => "TotNumReports", type => "INT" }, |
13479
|
|
|
|
|
|
|
{ |
13480
|
|
|
|
|
|
|
number => "912", |
13481
|
|
|
|
|
|
|
name => "LastRptRequested", |
13482
|
|
|
|
|
|
|
type => "BOOLEAN" |
13483
|
|
|
|
|
|
|
}, |
13484
|
|
|
|
|
|
|
{ number => "913", name => "AgreementDesc", type => "STRING" }, |
13485
|
|
|
|
|
|
|
{ number => "914", name => "AgreementID", type => "STRING" }, |
13486
|
|
|
|
|
|
|
{ |
13487
|
|
|
|
|
|
|
number => "915", |
13488
|
|
|
|
|
|
|
name => "AgreementDate", |
13489
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
13490
|
|
|
|
|
|
|
}, |
13491
|
|
|
|
|
|
|
{ number => "916", name => "StartDate", type => "LOCALMKTDATE" }, |
13492
|
|
|
|
|
|
|
{ number => "917", name => "EndDate", type => "LOCALMKTDATE" }, |
13493
|
|
|
|
|
|
|
{ |
13494
|
|
|
|
|
|
|
number => "918", |
13495
|
|
|
|
|
|
|
name => "AgreementCurrency", |
13496
|
|
|
|
|
|
|
type => "CURRENCY" |
13497
|
|
|
|
|
|
|
}, |
13498
|
|
|
|
|
|
|
{ |
13499
|
|
|
|
|
|
|
number => "919", |
13500
|
|
|
|
|
|
|
name => "DeliveryType", |
13501
|
|
|
|
|
|
|
type => "INT", |
13502
|
|
|
|
|
|
|
enum => [ |
13503
|
|
|
|
|
|
|
{ name => "0", description => "VERSUS_PAYMENT" }, |
13504
|
|
|
|
|
|
|
{ name => "1", description => "FREE" }, |
13505
|
|
|
|
|
|
|
{ name => "2", description => "TRI_PARTY" }, |
13506
|
|
|
|
|
|
|
{ name => "3", description => "HOLD_IN_CUSTODY" }, |
13507
|
|
|
|
|
|
|
] |
13508
|
|
|
|
|
|
|
}, |
13509
|
|
|
|
|
|
|
{ |
13510
|
|
|
|
|
|
|
number => "920", |
13511
|
|
|
|
|
|
|
name => "EndAccruedInterestAmt", |
13512
|
|
|
|
|
|
|
type => "AMT" |
13513
|
|
|
|
|
|
|
}, |
13514
|
|
|
|
|
|
|
{ number => "921", name => "StartCash", type => "AMT" }, |
13515
|
|
|
|
|
|
|
{ number => "922", name => "EndCash", type => "AMT" }, |
13516
|
|
|
|
|
|
|
{ number => "923", name => "UserRequestID", type => "STRING" }, |
13517
|
|
|
|
|
|
|
{ |
13518
|
|
|
|
|
|
|
number => "924", |
13519
|
|
|
|
|
|
|
name => "UserRequestType", |
13520
|
|
|
|
|
|
|
type => "INT", |
13521
|
|
|
|
|
|
|
enum => [ |
13522
|
|
|
|
|
|
|
{ name => "1", description => "LOGONUSER" }, |
13523
|
|
|
|
|
|
|
{ name => "2", description => "LOGOFFUSER" }, |
13524
|
|
|
|
|
|
|
{ name => "3", description => "CHANGEPASSWORDFORUSER" }, |
13525
|
|
|
|
|
|
|
{ |
13526
|
|
|
|
|
|
|
name => "4", |
13527
|
|
|
|
|
|
|
description => "REQUEST_INDIVIDUAL_USER_STATUS" |
13528
|
|
|
|
|
|
|
}, |
13529
|
|
|
|
|
|
|
] |
13530
|
|
|
|
|
|
|
}, |
13531
|
|
|
|
|
|
|
{ number => "925", name => "NewPassword", type => "STRING" }, |
13532
|
|
|
|
|
|
|
{ |
13533
|
|
|
|
|
|
|
number => "926", |
13534
|
|
|
|
|
|
|
name => "UserStatus", |
13535
|
|
|
|
|
|
|
type => "INT", |
13536
|
|
|
|
|
|
|
enum => [ |
13537
|
|
|
|
|
|
|
{ name => "1", description => "LOGGED_IN" }, |
13538
|
|
|
|
|
|
|
{ name => "2", description => "NOT_LOGGED_IN" }, |
13539
|
|
|
|
|
|
|
{ name => "3", description => "USER_NOT_RECOGNISED" }, |
13540
|
|
|
|
|
|
|
{ name => "4", description => "PASSWORD_INCORRECT" }, |
13541
|
|
|
|
|
|
|
{ name => "5", description => "PASSWORD_CHANGED" }, |
13542
|
|
|
|
|
|
|
{ name => "6", description => "OTHER" }, |
13543
|
|
|
|
|
|
|
] |
13544
|
|
|
|
|
|
|
}, |
13545
|
|
|
|
|
|
|
{ number => "927", name => "UserStatusText", type => "STRING" }, |
13546
|
|
|
|
|
|
|
{ |
13547
|
|
|
|
|
|
|
number => "928", |
13548
|
|
|
|
|
|
|
name => "StatusValue", |
13549
|
|
|
|
|
|
|
type => "INT", |
13550
|
|
|
|
|
|
|
enum => [ |
13551
|
|
|
|
|
|
|
{ name => "1", description => "CONNECTED" }, |
13552
|
|
|
|
|
|
|
{ |
13553
|
|
|
|
|
|
|
name => "2", |
13554
|
|
|
|
|
|
|
description => "NOT_CONNECTED_DOWN_EXPECTED_UP" |
13555
|
|
|
|
|
|
|
}, |
13556
|
|
|
|
|
|
|
{ |
13557
|
|
|
|
|
|
|
name => "3", |
13558
|
|
|
|
|
|
|
description => "NOT_CONNECTED_DOWN_EXPECTED_DOWN" |
13559
|
|
|
|
|
|
|
}, |
13560
|
|
|
|
|
|
|
{ name => "4", description => "IN_PROCESS" }, |
13561
|
|
|
|
|
|
|
] |
13562
|
|
|
|
|
|
|
}, |
13563
|
|
|
|
|
|
|
{ number => "929", name => "StatusText", type => "STRING" }, |
13564
|
|
|
|
|
|
|
{ number => "930", name => "RefCompID", type => "STRING" }, |
13565
|
|
|
|
|
|
|
{ number => "931", name => "RefSubID", type => "STRING" }, |
13566
|
|
|
|
|
|
|
{ |
13567
|
|
|
|
|
|
|
number => "932", |
13568
|
|
|
|
|
|
|
name => "NetworkResponseID", |
13569
|
|
|
|
|
|
|
type => "STRING" |
13570
|
|
|
|
|
|
|
}, |
13571
|
|
|
|
|
|
|
{ number => "933", name => "NetworkRequestID", type => "STRING" }, |
13572
|
|
|
|
|
|
|
{ |
13573
|
|
|
|
|
|
|
number => "934", |
13574
|
|
|
|
|
|
|
name => "LastNetworkResponseID", |
13575
|
|
|
|
|
|
|
type => "STRING" |
13576
|
|
|
|
|
|
|
}, |
13577
|
|
|
|
|
|
|
{ |
13578
|
|
|
|
|
|
|
number => "935", |
13579
|
|
|
|
|
|
|
name => "NetworkRequestType", |
13580
|
|
|
|
|
|
|
type => "INT", |
13581
|
|
|
|
|
|
|
enum => [ |
13582
|
|
|
|
|
|
|
{ name => "1", description => "SNAPSHOT" }, |
13583
|
|
|
|
|
|
|
{ name => "2", description => "SUBSCRIBE" }, |
13584
|
|
|
|
|
|
|
{ name => "4", description => "STOP_SUBSCRIBING" }, |
13585
|
|
|
|
|
|
|
{ name => "8", description => "LEVEL_OF_DETAIL" }, |
13586
|
|
|
|
|
|
|
] |
13587
|
|
|
|
|
|
|
}, |
13588
|
|
|
|
|
|
|
{ number => "936", name => "NoCompIDs", type => "NUMINGROUP" }, |
13589
|
|
|
|
|
|
|
{ |
13590
|
|
|
|
|
|
|
number => "937", |
13591
|
|
|
|
|
|
|
name => "NetworkStatusResponseType", |
13592
|
|
|
|
|
|
|
type => "INT", |
13593
|
|
|
|
|
|
|
enum => [ |
13594
|
|
|
|
|
|
|
{ name => "1", description => "FULL" }, |
13595
|
|
|
|
|
|
|
{ name => "2", description => "INCREMENTAL_UPDATE" }, |
13596
|
|
|
|
|
|
|
] |
13597
|
|
|
|
|
|
|
}, |
13598
|
|
|
|
|
|
|
{ |
13599
|
|
|
|
|
|
|
number => "938", |
13600
|
|
|
|
|
|
|
name => "NoCollInquiryQualifier", |
13601
|
|
|
|
|
|
|
type => "NUMINGROUP" |
13602
|
|
|
|
|
|
|
}, |
13603
|
|
|
|
|
|
|
{ |
13604
|
|
|
|
|
|
|
number => "939", |
13605
|
|
|
|
|
|
|
name => "TrdRptStatus", |
13606
|
|
|
|
|
|
|
type => "INT", |
13607
|
|
|
|
|
|
|
enum => [ |
13608
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
13609
|
|
|
|
|
|
|
{ name => "1", description => "REJECTED" }, |
13610
|
|
|
|
|
|
|
] |
13611
|
|
|
|
|
|
|
}, |
13612
|
|
|
|
|
|
|
{ |
13613
|
|
|
|
|
|
|
number => "940", |
13614
|
|
|
|
|
|
|
name => "AffirmStatus", |
13615
|
|
|
|
|
|
|
type => "INT", |
13616
|
|
|
|
|
|
|
enum => [ |
13617
|
|
|
|
|
|
|
{ name => "1", description => "RECEIVED" }, |
13618
|
|
|
|
|
|
|
{ name => "2", description => "CONFIRM_REJECTED" }, |
13619
|
|
|
|
|
|
|
{ name => "3", description => "AFFIRMED" }, |
13620
|
|
|
|
|
|
|
] |
13621
|
|
|
|
|
|
|
}, |
13622
|
|
|
|
|
|
|
{ |
13623
|
|
|
|
|
|
|
number => "941", |
13624
|
|
|
|
|
|
|
name => "UnderlyingStrikeCurrency", |
13625
|
|
|
|
|
|
|
type => "CURRENCY" |
13626
|
|
|
|
|
|
|
}, |
13627
|
|
|
|
|
|
|
{ |
13628
|
|
|
|
|
|
|
number => "942", |
13629
|
|
|
|
|
|
|
name => "LegStrikeCurrency", |
13630
|
|
|
|
|
|
|
type => "CURRENCY" |
13631
|
|
|
|
|
|
|
}, |
13632
|
|
|
|
|
|
|
{ number => "943", name => "TimeBracket", type => "STRING" }, |
13633
|
|
|
|
|
|
|
{ |
13634
|
|
|
|
|
|
|
number => "944", |
13635
|
|
|
|
|
|
|
name => "CollAction", |
13636
|
|
|
|
|
|
|
type => "INT", |
13637
|
|
|
|
|
|
|
enum => [ |
13638
|
|
|
|
|
|
|
{ name => "0", description => "RETAIN" }, |
13639
|
|
|
|
|
|
|
{ name => "1", description => "ADD" }, |
13640
|
|
|
|
|
|
|
{ name => "2", description => "REMOVE" }, |
13641
|
|
|
|
|
|
|
] |
13642
|
|
|
|
|
|
|
}, |
13643
|
|
|
|
|
|
|
{ |
13644
|
|
|
|
|
|
|
number => "945", |
13645
|
|
|
|
|
|
|
name => "CollInquiryStatus", |
13646
|
|
|
|
|
|
|
type => "INT", |
13647
|
|
|
|
|
|
|
enum => [ |
13648
|
|
|
|
|
|
|
{ name => "0", description => "ACCEPTED" }, |
13649
|
|
|
|
|
|
|
{ name => "1", description => "ACCEPTED_WITH_WARNINGS" }, |
13650
|
|
|
|
|
|
|
{ name => "2", description => "COMPLETED" }, |
13651
|
|
|
|
|
|
|
{ name => "3", description => "COMPLETED_WITH_WARNINGS" }, |
13652
|
|
|
|
|
|
|
{ name => "4", description => "REJECTED" }, |
13653
|
|
|
|
|
|
|
] |
13654
|
|
|
|
|
|
|
}, |
13655
|
|
|
|
|
|
|
{ |
13656
|
|
|
|
|
|
|
number => "946", |
13657
|
|
|
|
|
|
|
name => "CollInquiryResult", |
13658
|
|
|
|
|
|
|
type => "INT", |
13659
|
|
|
|
|
|
|
enum => [ |
13660
|
|
|
|
|
|
|
{ name => "0", description => "SUCCESSFUL" }, |
13661
|
|
|
|
|
|
|
{ |
13662
|
|
|
|
|
|
|
name => "1", |
13663
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_INSTRUMENT" |
13664
|
|
|
|
|
|
|
}, |
13665
|
|
|
|
|
|
|
{ |
13666
|
|
|
|
|
|
|
name => "2", |
13667
|
|
|
|
|
|
|
description => "INVALID_OR_UNKNOWN_COLLATERAL_TYPE" |
13668
|
|
|
|
|
|
|
}, |
13669
|
|
|
|
|
|
|
{ name => "3", description => "INVALID_PARTIES" }, |
13670
|
|
|
|
|
|
|
{ |
13671
|
|
|
|
|
|
|
name => "4", |
13672
|
|
|
|
|
|
|
description => "INVALID_TRANSPORT_TYPE_REQUESTED" |
13673
|
|
|
|
|
|
|
}, |
13674
|
|
|
|
|
|
|
{ |
13675
|
|
|
|
|
|
|
name => "5", |
13676
|
|
|
|
|
|
|
description => "INVALID_DESTINATION_REQUESTED" |
13677
|
|
|
|
|
|
|
}, |
13678
|
|
|
|
|
|
|
{ |
13679
|
|
|
|
|
|
|
name => "6", |
13680
|
|
|
|
|
|
|
description => |
13681
|
|
|
|
|
|
|
"NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED" |
13682
|
|
|
|
|
|
|
}, |
13683
|
|
|
|
|
|
|
{ |
13684
|
|
|
|
|
|
|
name => "7", |
13685
|
|
|
|
|
|
|
description => |
13686
|
|
|
|
|
|
|
"NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED" |
13687
|
|
|
|
|
|
|
}, |
13688
|
|
|
|
|
|
|
{ |
13689
|
|
|
|
|
|
|
name => "8", |
13690
|
|
|
|
|
|
|
description => "COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED" |
13691
|
|
|
|
|
|
|
}, |
13692
|
|
|
|
|
|
|
{ |
13693
|
|
|
|
|
|
|
name => "9", |
13694
|
|
|
|
|
|
|
description => "UNAUTHORIZED_FOR_COLLATERAL_INQUIRY" |
13695
|
|
|
|
|
|
|
}, |
13696
|
|
|
|
|
|
|
{ name => "99", description => "OTHER" }, |
13697
|
|
|
|
|
|
|
] |
13698
|
|
|
|
|
|
|
}, |
13699
|
|
|
|
|
|
|
{ number => "947", name => "StrikeCurrency", type => "CURRENCY" }, |
13700
|
|
|
|
|
|
|
{ |
13701
|
|
|
|
|
|
|
number => "948", |
13702
|
|
|
|
|
|
|
name => "NoNested3PartyIDs", |
13703
|
|
|
|
|
|
|
type => "NUMINGROUP" |
13704
|
|
|
|
|
|
|
}, |
13705
|
|
|
|
|
|
|
{ number => "949", name => "Nested3PartyID", type => "STRING" }, |
13706
|
|
|
|
|
|
|
{ |
13707
|
|
|
|
|
|
|
number => "950", |
13708
|
|
|
|
|
|
|
name => "Nested3PartyIDSource", |
13709
|
|
|
|
|
|
|
type => "CHAR" |
13710
|
|
|
|
|
|
|
}, |
13711
|
|
|
|
|
|
|
{ number => "951", name => "Nested3PartyRole", type => "INT" }, |
13712
|
|
|
|
|
|
|
{ |
13713
|
|
|
|
|
|
|
number => "952", |
13714
|
|
|
|
|
|
|
name => "NoNested3PartySubIDs", |
13715
|
|
|
|
|
|
|
type => "NUMINGROUP" |
13716
|
|
|
|
|
|
|
}, |
13717
|
|
|
|
|
|
|
{ |
13718
|
|
|
|
|
|
|
number => "953", |
13719
|
|
|
|
|
|
|
name => "Nested3PartySubID", |
13720
|
|
|
|
|
|
|
type => "STRING" |
13721
|
|
|
|
|
|
|
}, |
13722
|
|
|
|
|
|
|
{ |
13723
|
|
|
|
|
|
|
number => "954", |
13724
|
|
|
|
|
|
|
name => "Nested3PartySubIDType", |
13725
|
|
|
|
|
|
|
type => "INT" |
13726
|
|
|
|
|
|
|
}, |
13727
|
|
|
|
|
|
|
{ |
13728
|
|
|
|
|
|
|
number => "955", |
13729
|
|
|
|
|
|
|
name => "LegContractSettlMonth", |
13730
|
|
|
|
|
|
|
type => "MONTHYEAR" |
13731
|
|
|
|
|
|
|
}, |
13732
|
|
|
|
|
|
|
{ |
13733
|
|
|
|
|
|
|
number => "956", |
13734
|
|
|
|
|
|
|
name => "LegInterestAccrualDate", |
13735
|
|
|
|
|
|
|
type => "LOCALMKTDATE" |
13736
|
|
|
|
|
|
|
}, |
13737
|
|
|
|
|
|
|
], |
13738
|
|
|
|
|
|
|
}; |
13739
|
|
|
|
|
|
|
} |
13740
|
|
|
|
|
|
|
|
13741
|
|
|
|
|
|
|
1; |
13742
|
|
|
|
|
|
|
|