;;;; fix44 - FIX.4.4 dictionary ;;; Copyright 2020 Sandipan Razzaque ;;; ;;; Licensed under the Apache License, Version 2.0 (the "License"); ;;; you may not use this file except in compliance with the License. ;;; You may obtain a copy of the License at ;;; ;;; http://www.apache.org/licenses/LICENSE-2.0 ;;; ;;; Unless required by applicable law or agreed to in writing, software ;;; distributed under the License is distributed on an "AS IS" BASIS, ;;; WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. ;;; See the License for the specific language governing permissions and ;;; limitations under the License. (defpackage #:fix44 (:use #:cl #:cl-fix-dict)) (in-package #:fix44) (defdict :fix44 "FIX.4.4") (deffields (:account "1" :type string) (:adv-id "2" :type string) (:adv-ref-id "3" :type string) (:adv-side "4" :type (char-enum :buy #\B :sell #\S :cross #\X :trade #\T)) (:adv-trans-type "5" :type (string-enum :new "N" :cancel "C" :replace "R")) (:avg-px "6" :type cl-fix:price) (:begin-seq-no "7" :type cl-fix:seqnum) (:begin-string "8" :type string :value "FIX.4.4") (:body-length "9" :type cl-fix:len) (:check-sum "10" :type string) (:cl-ord-id "11" :type string) (:commission "12" :type cl-fix:amt) (:comm-type "13" :type (char-enum :per-unit #\1 :percentage #\2 :absolute #\3 :4 #\4 :5 #\5 :points-per-bond-or-contract-supply-contractmultiplier #\6)) (:cum-qty "14" :type cl-fix:qty) (:currency "15" :type cl-fix:currency) (:end-seq-no "16" :type cl-fix:seqnum) (:exec-id "17" :type string) (:exec-inst "18" :type (multiple-value-string-enum :not-held "1" :work "2" :go-along "3" :over-the-day "4" :held "5" :participate-dont-initiate "6" :strict-scale "7" :try-to-scale "8" :stay-on-bidside "9" :stay-on-offerside "0" :no-cross "A" :ok-to-cross "B" :call-first "C" :percent-of-volume "D" :do-not-increase "E" :do-not-reduce "F" :all-or-none "G" :reinstate-on-system-failure "H" :institutions-only "I" :reinstate-on-trading-halt "J" :cancel-on-trading-halt "K" :last-peg "L" :mid-price-peg "M" :non-negotiable "N" :opening-peg "O" :market-peg "P" :cancel-on-system-failure "Q" :primary-peg "R" :suspend "S" :customer-display-instruction "U" :netting "V" :peg-to-vwap "W" :trade-along "X" :try-to-stop "Y" :cancel-if-not-best "Z" :trailing-stop-peg "a" :strict-limit "b" :ignore-price-validity-checks "c" :peg-to-limit-price "d" :work-to-target-strategy "e")) (:exec-ref-id "19" :type string) (:handl-inst "21" :type (char-enum :automated-execution-order-private-no-broker-intervention #\1 :automated-execution-order-public-broker-intervention-ok #\2 :manual-order-best-execution #\3)) (:security-id-source "22" :type (string-enum :cusip "1" :sedol "2" :quik "3" :isin-number "4" :ric-code "5" :iso-currency-code "6" :iso-country-code "7" :exchange-symbol "8" :consolidated-tape-association "9" :bloomberg-symbol "A" :wertpapier "B" :dutch "C" :valoren "D" :sicovam "E" :belgian "F" :common "G" :clearing-house "H" :isda-fpml-product-specification "I" :options-price-reporting-authority "J")) (:ioi-id "23" :type string) (:ioi-qlty-ind "25" :type (char-enum :low #\L :medium #\M :high #\H)) (:ioi-ref-id "26" :type string) (:ioi-qty "27" :type (string-enum :small "S" :medium "M" :large "L")) (:ioi-trans-type "28" :type (char-enum :new #\N :cancel #\C :replace #\R)) (:last-capacity "29" :type (char-enum :agent #\1 :cross-as-agent #\2 :cross-as-principal #\3 :principal #\4)) (:last-mkt "30" :type cl-fix:exchange) (:last-px "31" :type cl-fix:price) (:last-qty "32" :type cl-fix:qty) (:no-lines-text "33" :type cl-fix:numingroup) (:msg-seq-num "34" :type cl-fix:seqnum) (:msg-type "35" :type (string-enum :heartbeat "0" :test-request "1" :resend-request "2" :reject "3" :sequence-reset "4" :logout "5" :indication-of-interest "6" :advertisement "7" :execution-report "8" :order-cancel-reject "9" :logon "A" :news "B" :email "C" :new-order-single "D" :order-list "E" :order-cancel-request "F" :order-cancel-replace-request "G" :order-status-request "H" :allocation-instruction "J" :list-cancel-request "K" :list-execute "L" :list-status-request "M" :list-status "N" :allocation-instruction-ack "P" :dont-know-trade "Q" :quote-request "R" :quote "S" :settlement-instructions "T" :market-data-request "V" :market-data-snapshot-full-refresh "W" :market-data-incremental-refresh "X" :market-data-request-reject "Y" :quote-cancel "Z" :quote-status-request "a" :mass-quote-acknowledgement "b" :security-definition-request "c" :security-definition "d" :security-status-request "e" :security-status "f" :trading-session-status-request "g" :trading-session-status "h" :mass-quote "i" :business-message-reject "j" :bid-request "k" :bid-response "l" :list-strike-price "m" :xml-message "n" :registration-instructions "o" :registration-instructions-response "p" :order-mass-cancel-request "q" :order-mass-cancel-report "r" :new-order-s "s" :cross-order-cancel-replace-request "t" :cross-order-cancel-request "u" :security-type-request "v" :security-types "w" :security-list-request "x" :security-list "y" :derivative-security-list-request "z" :derivative-security-list "AA" :new-order-ab "AB" :multileg-order-cancel-replace "AC" :trade-capture-report-request "AD" :trade-capture-report "AE" :order-mass-status-request "AF" :quote-request-reject "AG" :rfq-request "AH" :quote-status-report "AI" :quote-response "AJ" :confirmation "AK" :position-maintenance-request "AL" :position-maintenance-report "AM" :request-for-positions "AN" :request-for-positions-ack "AO" :position-report "AP" :trade-capture-report-request-ack "AQ" :trade-capture-report-ack "AR" :allocation-report "AS" :allocation-report-ack "AT" :confirmation-ack "AU" :settlement-instruction-request "AV" :assignment-report "AW" :collateral-request "AX" :collateral-assignment "AY" :collateral-response "AZ" :collateral-report "BA" :collateral-inquiry "BB" :network-bc "BC" :network-bd "BD" :user-request "BE" :user-response "BF" :collateral-inquiry-ack "BG" :confirmation-request "BH")) (:new-seq-no "36" :type cl-fix:seqnum) (:order-id "37" :type string) (:order-qty "38" :type cl-fix:qty) (:ord-status "39" :type (char-enum :new #\0 :partially-filled #\1 :filled #\2 :done-for-day #\3 :canceled #\4 :pending-cancel #\6 :stopped #\7 :rejected #\8 :suspended #\9 :pending-new #\A :calculated #\B :expired #\C :accepted-for-bidding #\D :pending-replace #\E)) (:ord-type "40" :type (char-enum :market #\1 :limit #\2 :stop #\3 :stop-limit #\4 :with-or-without #\6 :limit-or-better #\7 :limit-with-or-without #\8 :on-basis #\9 :previously-quoted #\D :previously-indicated #\E :forex #\G :funari #\I :market-if-touched #\J :market-with-leftover-as-limit #\K :previous-fund-valuation-point #\L :next-fund-valuation-point #\M :pegged #\P)) (:orig-ord-id "41" :type string) (:orig-time "42" :type cl-fix:utctimestamp) (:poss-dup-flag "43" :type boolean) (:price "44" :type cl-fix:price) (:ref-seq-num "45" :type cl-fix:seqnum) (:security-id "48" :type string) (:sender-comp-id "49" :type string) (:sender-sub-id "50" :type string) (:sending-time "52" :type cl-fix:utctimestamp) (:quantity "53" :type cl-fix:qty) (:side "54" :type (char-enum :buy #\1 :sell #\2 :buy-minus #\3 :sell-plus #\4 :sell-short #\5 :sell-short-exempt #\6 :undisclosed #\7 :cross #\8 :cross-short #\9 :cross-short-exempt #\A :as-defined #\B :opposite #\C :subscribe #\D :redeem #\E :lend #\F :borrow #\G)) (:symbol "55" :type string) (:target-comp-id "56" :type string) (:target-sub-id "57" :type string) (:text "58" :type string) (:time-force "59" :type (char-enum :day #\0 :good-till-cancel #\1 :at-the-opening #\2 :immediate-or-cancel #\3 :fill-or-kill #\4 :good-till-crossing #\5 :good-till-date #\6 :at-the-close #\7)) (:transact-time "60" :type cl-fix:utctimestamp) (:urgency "61" :type (char-enum :normal #\0 :flash #\1 :background #\2)) (:valid-until-time "62" :type cl-fix:utctimestamp) (:settl-type "63" :type (char-enum :regular #\0 :cash #\1 :next-day #\2 :t-plus-2 #\3 :t-plus-3 #\4 :t-plus-4 #\5 :future #\6 :when-and-if-issued #\7 :sellers-option #\8 :t-plus-5 #\9)) (:settl-date "64" :type cl-fix:localmktdate) (:symbol-sfx "65" :type string) (:list-id "66" :type string) (:list-seq-no "67" :type cl-fix:int) (:tot-orders "68" :type cl-fix:int) (:list-exec-inst "69" :type string) (:alloc-id "70" :type string) (:alloc-trans-type "71" :type (char-enum :new #\0 :replace #\1 :cancel #\2)) (:ref-alloc-id "72" :type string) (:no-orders "73" :type cl-fix:numingroup) (:avg-precision "74" :type cl-fix:int) (:trade-date "75" :type cl-fix:localmktdate) (:position-effect "77" :type (char-enum :open #\O :close #\C :rolled #\R :fifo #\F)) (:no-allocs "78" :type cl-fix:numingroup) (:alloc-account "79" :type string) (:alloc-qty "80" :type cl-fix:qty) (:process-code "81" :type (char-enum :regular #\0 :soft-dollar #\1 :step-in #\2 :step-out #\3 :soft-dollar-step-in #\4 :soft-dollar-step-out #\5 :plan-sponsor #\6)) (:no-rpts "82" :type cl-fix:int) (:rpt-seq "83" :type cl-fix:int) (:cxl-qty "84" :type cl-fix:qty) (:no-dlvy-inst "85" :type cl-fix:numingroup) (:alloc-status "87" :type (int-enum :accepted 0 :block-level-reject 1 :account-level-reject 2 :received 3 :incomplete 4 :rejected-by-intermediary 5)) (:alloc-rej-code "88" :type (int-enum :unknown-account 0 :incorrect-quantity 1 :incorrect-average-price 2 :unknown-executing-broker-mnemonic 3 :commission-difference 4 :unknown-orderid 5 :unknown-listid 6 :other 7 :incorrect-allocated-quantity 8 :calculation-difference 9 :unknown-or-stale-execid 10 :mismatched-data-value 11 :unknown-clordid 12 :warehouse-request-rejected 13)) (:signature "89" :type cl-fix:data) (:secure-data-len "90" :type cl-fix:len :data-field :secure-data) (:secure-data "91" :type cl-fix:data) (:signature-length "93" :type cl-fix:len :data-field :signature) (:email-type "94" :type (char-enum :new #\0 :reply #\1 :admin-reply #\2)) (:raw-data-length "95" :type cl-fix:len :data-field :raw-data) (:raw-data "96" :type cl-fix:data) (:poss-resend "97" :type boolean) (:encrypt-method "98" :type (int-enum :none 0 :pkcs 1 :des 2 :pkcs-des 3 :pgp-des 4 :pgp-des-md5 5 :pem-des-md5 6)) (:stop-px "99" :type cl-fix:price) (:ex-destination "100" :type cl-fix:exchange) (:cxl-rej-reason "102" :type (int-enum :too-late-to-cancel 0 :unknown-order 1 :broker 2 :order-already-in-pending-cancel-or-pending-replace-status 3 :unable-to-process-order-mass-cancel-request 4 :origordmodtime 5 :duplicate-clordid 6 :other 99)) (:ord-rej-reason "103" :type (int-enum :broker 0 :unknown-symbol 1 :exchange-closed 2 :order-exceeds-limit 3 :too-late-to-enter 4 :unknown-order 5 :duplicate-order 6 :duplicate-of-a-verbally-communicated-order 7 :stale-order 8 :trade-along-required 9 :invalid-investor-id 10 :unsupported-order-characteristic12-surveillence-option 11 :incorrect-quantity 13 :incorrect-allocated-quantity 14 :unknown-account 15 :other 99)) (:ioi-qualifier "104" :type (char-enum :all-or-none #\A :market-on-close #\B :at-the-close #\C :vwap #\D :in-touch-with #\I :limit #\L :more-behind #\M :at-the-open #\O :taking-a-position #\P :at-the-market #\Q :ready-to-trade #\R :portfolio-shown #\S :through-the-day #\T :versus #\V :indication #\W :crossing-opportunity #\X :at-the-midpoint #\Y :pre-open #\Z)) (:issuer "106" :type string) (:security-desc "107" :type string) (:heart-int "108" :type cl-fix:int) (:min-qty "110" :type cl-fix:qty) (:max-floor "111" :type cl-fix:qty) (:test-req-id "112" :type string) (:report-exch "113" :type boolean) (:locate-reqd "114" :type boolean) (:on-behalf-comp-id "115" :type string) (:on-behalf-sub-id "116" :type string) (:quote-id "117" :type string) (:net-money "118" :type cl-fix:amt) (:settl-curr-amt "119" :type cl-fix:amt) (:settl-currency "120" :type cl-fix:currency) (:forex-req "121" :type boolean) (:orig-sending-time "122" :type cl-fix:utctimestamp) (:gap-fill-flag "123" :type boolean) (:no-execs "124" :type cl-fix:numingroup) (:expire-time "126" :type cl-fix:utctimestamp) (:dkreason "127" :type (char-enum :unknown-symbol #\A :wrong-side #\B :quantity-exceeds-order #\C :no-matching-order #\D :price-exceeds-limit #\E :calculation-difference #\F :other #\Z)) (:deliver-comp-id "128" :type string) (:deliver-sub-id "129" :type string) (:ioi-natural-flag "130" :type boolean) (:quote-req-id "131" :type string) (:bid-px "132" :type cl-fix:price) (:offer-px "133" :type cl-fix:price) (:bid-size "134" :type cl-fix:qty) (:offer-size "135" :type cl-fix:qty) (:no-misc-fees "136" :type cl-fix:numingroup) (:misc-fee-amt "137" :type cl-fix:amt) (:misc-fee-curr "138" :type cl-fix:currency) (:misc-fee-type "139" :type (char-enum :regulatory "1" :tax "2" :local-commission "3" :exchange-fees "4" :stamp "5" :levy "6" :other "7" :markup "8" :consumption-tax "9" :per-transaction "10" :conversion "11" :agent "12")) (:prev-close-px "140" :type cl-fix:price) (:reset-seq-num-flag "141" :type boolean) (:sender-location-id "142" :type string) (:target-location-id "143" :type string) (:on-behalf-location-id "144" :type string) (:deliver-location-id "145" :type string) (:no-related-sym "146" :type cl-fix:numingroup) (:subject "147" :type string) (:headline "148" :type string) (:urllink "149" :type string) (:exec-type "150" :type (char-enum :new #\0 :done-for-day #\3 :canceled #\4 :replace #\5 :pending-cancel #\6 :stopped #\7 :rejected #\8 :suspended #\9 :pending-new #\A :calculated #\B :expired #\C :restated #\D :pending-replace #\E :trade #\F :trade-correct #\G :trade-cancel #\H :order-status #\I)) (:leaves-qty "151" :type cl-fix:qty) (:cash-order-qty "152" :type cl-fix:qty) (:alloc-avg-px "153" :type cl-fix:price) (:alloc-net-money "154" :type cl-fix:amt) (:settl-curr-rate "155" :type double-float) (:settl-curr-rate-calc "156" :type (char-enum :multiply #\M :divide #\D)) (:num-days-interest "157" :type cl-fix:int) (:accrued-interest-rate "158" :type cl-fix:percentage) (:accrued-interest-amt "159" :type cl-fix:amt) (:settl-inst-mode "160" :type (char-enum :standing-instructions-provided #\1 :specific-order-for-a-single-account #\4 :request-reject #\5)) (:alloc-text "161" :type string) (:settl-inst-id "162" :type string) (:settl-inst-trans-type "163" :type (char-enum :new #\N :cancel #\C :replace #\R :restate #\T)) (:email-thread-id "164" :type string) (:settl-inst-source "165" :type (char-enum :brokers-instructions #\1 :institutions-instructions #\2 :investor #\3)) (:security-type "167" :type (string-enum :future "FUT" :option "OPT" :euro-supranational-coupons "EUSUPRA" :federal-agency-coupon "FAC" :federal-agency-discount-note "FADN" :private-export-funding "PEF" :usd-supranational-coupons "SUPRA" :corporate-bond "CORP" :corporate-private-placement "CPP" :convertible-bond "CB" :dual-currency "DUAL" :euro-corporate-bond "EUCORP" :indexed-linked "XLINKD" :structured-notes "STRUCT" :yankee-corporate-bond "YANK" :foreign-exchange-contract "FOR" :common-stock "CS" :preferred-stock "PS" :brady-bond "BRADY" :euro-sovereigns "EUSOV" :us-treasury-bond "TBOND" :interest-strip-from-any-bond-or-note "TINT" :treasury-inflation-protected-securities "TIPS" :principal-strip-of-a-callable-bond-or-note "TCAL" :principal-strip-from-a-non-callable-bond-or-note "TPRN" :us-treasury-note-ust "UST" :us-treasury-bill-ustb "USTB" :us-treasury-note-tnote "TNOTE" :us-treasury-bill-tbill "TBILL" :repurchase "REPO" :forward "FORWARD" :buy-sellback "BUYSELL" :securities-loan "SECLOAN" :securities-pledge "SECPLEDGE" :term-loan "TERM" :revolver-loan "RVLV" :revolver-term-loan "RVLVTRM" :bridge-loan "BRIDGE" :letter-of-credit "LOFC" :swing-line-facility "SWING" :debtor-in-possession "DINP" :defaulted "DEFLTED" :withdrawn "WITHDRN" :replaced "REPLACD" :matured "MATURED" :amended-restated "AMENDED" :retired "RETIRED" :bankers-acceptance "BA" :bank-notes "BN" :bill-of-exchanges "BOX" :certificate-of-deposit "CD" :call-loans "CL" :commercial-paper "CP" :deposit-notes "DN" :euro-certificate-of-deposit "EUCD" :euro-commercial-paper "EUCP" :liquidity-note "LQN" :medium-term-notes "MTN" :overnight "ONITE" :promissory-note "PN" :plazos-fijos "PZFJ" :short-term-loan-note "STN" :time-deposit "TD" :extended-comm-note "XCN" :yankee-certificate-of-deposit "YCD" :asset-backed-securities "ABS" :corp-mortgage-backed-securities "CMBS" :collateralized-mortgage-obligation "CMO" :ioette-mortgage "IET" :mortgage-backed-securities "MBS" :mortgage-interest-only "MIO" :mortgage-principal-only "MPO" :mortgage-private-placement "MPP" :miscellaneous-pass-through "MPT" :pfandbriefe "PFAND" :to-be-announced "TBA" :other-anticipation-notes-ban-gan-etc "AN" :certificate-of-obligation "COFO" :certificate-of-participation "COFP" :general-obligation-bonds "GO" :mandatory-tender "MT" :revenue-anticipation-note "RAN" :revenue-bonds "REV" :special-assessment "SPCLA" :special-obligation "SPCLO" :special-tax "SPCLT" :tax-anticipation-note "TAN" :tax-allocation "TAXA" :tax-exempt-commercial-paper "TECP" :tax-revenue-anticipation-note "TRAN" :variable-rate-demand-note "VRDN" :warrant "WAR" :mutual-fund "MF" :multi-leg-instrument "MLEG" :no-security-type "NONE")) (:effective-time "168" :type cl-fix:utctimestamp) (:stand-inst-type "169" :type (int-enum :other 0 :dtc-sid 1 :thomson-alert 2 :a-global-custodian 3 :accountnet 4)) (:stand-inst-name "170" :type string) (:stand-inst-db-id "171" :type string) (:settl-delivery-type "172" :type (int-enum :versus-payment-deliver 0 :free-deliver 1 :tri-party 2 :hold-in-custody 3)) (:bid-spot-rate "188" :type cl-fix:price) (:bid-forward-points "189" :type cl-fix:priceoffset) (:offer-spot-rate "190" :type cl-fix:price) (:offer-forward-points "191" :type cl-fix:priceoffset) (:order-qty2 "192" :type cl-fix:qty) (:settl-date2 "193" :type cl-fix:localmktdate) (:last-spot-rate "194" :type cl-fix:price) (:last-forward-points "195" :type cl-fix:priceoffset) (:alloc-link-id "196" :type string) (:alloc-link-type "197" :type (int-enum :f-x-netting 0 :f-x-swap 1)) (:secondary-order-id "198" :type string) (:no-ioi-qualifiers "199" :type cl-fix:numingroup) (:maturity-month-year "200" :type cl-fix:monthyear) (:put-call "201" :type (int-enum :put 0 :call 1)) (:strike-price "202" :type cl-fix:price) (:covered-uncovered "203" :type (int-enum :covered 0 :uncovered 1)) (:opt-attribute "206" :type character) (:security-exchange "207" :type cl-fix:exchange) (:notify-broker-credit "208" :type boolean) (:alloc-handl-inst "209" :type (int-enum :match 1 :forward 2 :forward-and-match 3)) (:max-show "210" :type cl-fix:qty) (:peg-offset-value "211" :type double-float) (:xml-data-len "212" :type cl-fix:len :data-field :xml-data) (:xml-data "213" :type cl-fix:data) (:settl-inst-ref-id "214" :type string) (:no-routing-ids "215" :type cl-fix:numingroup) (:routing-type "216" :type (int-enum :target-firm 1 :target-list 2 :block-firm 3 :block-list 4)) (:routing-id "217" :type string) (:spread "218" :type cl-fix:priceoffset) (:benchmark-curve-currency "220" :type cl-fix:currency) (:benchmark-curve-name "221" :type string) (:benchmark-curve-point "222" :type string) (:coupon-rate "223" :type cl-fix:percentage) (:coupon-payment-date "224" :type cl-fix:localmktdate) (:issue-date "225" :type cl-fix:localmktdate) (:repurchase-term "226" :type cl-fix:int) (:repurchase-rate "227" :type cl-fix:percentage) (:factor "228" :type double-float) (:trade-origination-date "229" :type cl-fix:localmktdate) (:ex-date "230" :type cl-fix:localmktdate) (:contract-multiplier "231" :type double-float) (:no-stipulations "232" :type cl-fix:numingroup) (:stipulation-type "233" :type (string-enum :amt "AMT" :auto-reinvestment-at-rate-or-better "AUTOREINV" :bank-qualified "BANKQUAL" :bargain-conditions-see "BGNCON" :coupon-range "COUPON" :iso-currency-code "CURRENCY" :custom-start-end-date "CUSTOMDATE" :geographics-and-range "GEOG" :valuation-discount "HAIRCUT" :insured "INSURED" :year-or-year-month-of-issue "ISSUE" :issuers-ticker "ISSUER" :issue-size-range "ISSUESIZE" :lookback-days "LOOKBACK" :explicit-lot-identifier "LOT" :lot-variance "LOTVAR" :maturity-year-and-month "MAT" :maturity-range "MATURITY" :maximum-substitutions "MAXSUBS" :minimum-quantity "MINQTY" :minimum-increment "MININCR" :minimum-denomination "MINDNOM" :payment-frequency-calendar "PAYFREQ" :number-of-pieces "PIECES" :pools-maximum "PMAX" :pools-per-million "PPM" :pools-per-lot "PPL" :pools-per-trade "PPT" :price-range "PRICE" :pricing-frequency "PRICEFREQ" :production-year "PROD" :call-protection "PROTECT" :purpose "PURPOSE" :benchmark-price-source "PXSOURCE" :rating-source-and-range "RATING" :type-of-redemption-values-are-noncallable-callable-prefunded-escrowedtomaturity-putable-convertible "REDEMPTION" :restricted "RESTRICTED" :market-sector "SECTOR" :securitytype-included-or-excluded "SECTYPE" :structure "STRUCT" :substitutions-frequency "SUBSFREQ" :substitutions-left "SUBSLEFT" :freeform-text "TEXT" :trade-variance "TRDVAR" :weighted-average-couponvalue-in-percent "WAC" :weighted-average-life-coupon-value-in-percent "WAL" :weighted-average-loan-age-value-in-months "WALA" :weighted-average-maturity-value-in-months "WAM" :whole-pool "WHOLE" :yield-range "YIELD")) (:stipulation-value "234" :type string) (:yield-type "235" :type (string-enum :after-tax-yield "AFTERTAX" :annual-yield "ANNUAL" :yield-at-issue "ATISSUE" :yield-to-average-maturity "AVGMATURITY" :book-yield "BOOK" :yield-to-next-call "CALL" :yield-change-since-close "CHANGE" :closing-yield "CLOSE" :compound-yield "COMPOUND" :current-yield "CURRENT" :true-gross-yield "GROSS" :government-equivalent-yield "GOVTEQUIV" :yield-with-inflation-assumption "INFLATION" :inverse-floater-bond-yield "INVERSEFLOATER" :most-recent-closing-yield "LASTCLOSE" :closing-yield-most-recent-month "LASTMONTH" :closing-yield-most-recent-quarter "LASTQUARTER" :closing-yield-most-recent-year "LASTYEAR" :yield-to-longest-average-life "LONGAVGLIFE" :mark-to-market-yield "MARK" :yield-to-maturity "MATURITY" :yield-to-next-refund "NEXTREFUND" :open-average-yield "OPENAVG" :yield-to-next-put "PUT" :previous-close-yield "PREVCLOSE" :proceeds-yield "PROCEEDS" :semi-annual-yield "SEMIANNUAL" :yield-to-shortest-average-life "SHORTAVGLIFE" :simple-yield "SIMPLE" :tax-equivalent-yield "TAXEQUIV" :yield-to-tender-date "TENDER" :true-yield "TRUE" :yield-value-of-1-32 "VALUE1/32" :yield-to-worst "WORST")) (:yield "236" :type cl-fix:percentage) (:total-takedown "237" :type cl-fix:amt) (:concession "238" :type cl-fix:amt) (:repo-collateral-security-type "239" :type string) (:redemption-date "240" :type cl-fix:localmktdate) (:underlying-coupon-payment-date "241" :type cl-fix:localmktdate) (:underlying-issue-date "242" :type cl-fix:localmktdate) (:underlying-repo-collateral-security-type "243" :type string) (:underlying-repurchase-term "244" :type cl-fix:int) (:underlying-repurchase-rate "245" :type cl-fix:percentage) (:underlying-factor "246" :type double-float) (:underlying-redemption-date "247" :type cl-fix:localmktdate) (:leg-coupon-payment-date "248" :type cl-fix:localmktdate) (:leg-issue-date "249" :type cl-fix:localmktdate) (:leg-repo-collateral-security-type "250" :type string) (:leg-repurchase-term "251" :type cl-fix:int) (:leg-repurchase-rate "252" :type cl-fix:percentage) (:leg-factor "253" :type double-float) (:leg-redemption-date "254" :type cl-fix:localmktdate) (:credit-rating "255" :type string) (:underlying-credit-rating "256" :type string) (:leg-credit-rating "257" :type string) (:traded-flat-switch "258" :type boolean) (:basis-feature-date "259" :type cl-fix:localmktdate) (:basis-feature-price "260" :type cl-fix:price) (:md-req-id "262" :type string) (:subscription-request-type "263" :type (char-enum :snapshot #\0 :snapshot-plus-updates #\1 :disable-previous-snapshot-plus-update-request #\2)) (:market-depth "264" :type cl-fix:int) (:md-update-type "265" :type (int-enum :full-refresh 0 :incremental-refresh 1)) (:aggregated-book "266" :type boolean) (:no-md-entry-types "267" :type cl-fix:numingroup) (:no-md-entries "268" :type cl-fix:numingroup) (:md-entry-type "269" :type (char-enum :bid #\0 :offer #\1 :trade #\2 :index-value #\3 :opening-price #\4 :closing-price #\5 :settlement-price #\6 :trading-session-high-price #\7 :trading-session-low-price #\8 :trading-session-vwap-price #\9 :imbalance #\A :trade-volume #\B :open-interest #\C)) (:md-entry-px "270" :type cl-fix:price) (:md-entry-size "271" :type cl-fix:qty) (:md-entry-date "272" :type cl-fix:utcdateonly) (:md-entry-time "273" :type cl-fix:utctimeonly) (:tick-direction "274" :type (char-enum :plus-tick #\0 :zero-plus-tick #\1 :minus-tick #\2 :zero-minus-tick #\3)) (:md-mkt "275" :type cl-fix:exchange) (:quote-condition "276" :type (multiple-value-string-enum :open "A" :closed "B" :exchange-best "C" :consolidated-best "D" :locked "E" :crossed "F" :depth "G" :fast-trading "H" :non-firm "I")) (:trade-condition "277" :type (multiple-value-string-enum :cash "A" :average-price-trade "B" :cash-trade "C" :next-day "D" :opening "E" :intraday-trade-detail "F" :rule-127-trade "G" :rule-155-trade "H" :sold-last "I" :next-day-trade "J" :opened "K" :seller "L" :sold "M" :stopped-stock "N" :imbalance-more-buyers "P" :imbalance-more-sellers "Q" :opening-price "R")) (:md-entry-id "278" :type string) (:md-update-action "279" :type (char-enum :new #\0 :change #\1 :delete #\2)) (:md-entry-ref-id "280" :type string) (:md-req-rej-reason "281" :type (char-enum :unknown-symbol #\0 :duplicate-mdreqid #\1 :insufficient-bandwidth #\2 :insufficient-permissions #\3 :unsupported-subscriptionrequesttype #\4 :unsupported-marketdepth #\5 :unsupported-mdupdatetype #\6 :unsupported-aggregatedbook #\7 :unsupported-mdentrytype #\8 :unsupported-tradingsessionid #\9 :unsupported-scope #\A :unsupported-openclosesettleflag #\B :unsupported-mdimplicitdelete #\C)) (:md-entry-originator "282" :type string) (:location-id "283" :type string) (:desk-id "284" :type string) (:delete-reason "285" :type (char-enum :cancelation #\0 :error #\1)) (:open-close-settl-flag "286" :type (multiple-value-string-enum :daily-open "0" :session-open "1" :delivery-settlement-entry "2" :expected-entry "3" :entry-from-previous-business-day "4" :theoretical-price-value "5")) (:seller-days "287" :type cl-fix:int) (:md-entry-buyer "288" :type string) (:md-entry-seller "289" :type string) (:md-entry-position-no "290" :type cl-fix:int) (:financial-status "291" :type (multiple-value-string-enum :bankrupt "1" :pending-delisting "2")) (:corporate-action "292" :type (multiple-value-string-enum :ex-dividend "A" :ex-distribution "B" :ex-rights "C" :new "D" :ex-interest "E")) (:def-bid-size "293" :type cl-fix:qty) (:def-offer-size "294" :type cl-fix:qty) (:no-quote-entries "295" :type cl-fix:numingroup) (:no-quote-sets "296" :type cl-fix:numingroup) (:quote-status "297" :type (int-enum :accepted 0 :canceled-for-symbol 1 :canceled-for-security-type 2 :canceled-for-underlying 3 :canceled-all 4 :rejected 5 :removed-from-market 6 :expired 7 :query 8 :quote-not-found 9 :pending 10 :pass 11 :locked-market-warning 12 :cross-market-warning 13 :canceled-due-to-lock-market 14 :canceled-due-to-cross-market 15)) (:quote-cancel-type "298" :type (int-enum :cancel-for-symbol 1 :cancel-for-security-type 2 :cancel-for-underlying-symbol 3 :cancel-all-quotes 4)) (:quote-entry-id "299" :type string) (:quote-reject-reason "300" :type (int-enum :unknown-symbol 1 :exchange 2 :quote-request-exceeds-limit 3 :too-late-to-enter 4 :unknown-quote 5 :duplicate-quote 6 :invalid-bid-ask-spread 7 :invalid-price 8 :not-authorized-to-quote-security 9 :other 99)) (:quote-response-level "301" :type (int-enum :no-acknowledgement 0 :acknowledge-only-negative-or-erroneous-quotes 1 :acknowledge-each-quote-messages 2)) (:quote-set-id "302" :type string) (:quote-request-type "303" :type (int-enum :manual 1 :automatic 2)) (:tot-quote-entries "304" :type cl-fix:int) (:underlying-security-id-source "305" :type string) (:underlying-issuer "306" :type string) (:underlying-security-desc "307" :type string) (:underlying-security-exchange "308" :type cl-fix:exchange) (:underlying-security-id "309" :type string) (:underlying-security-type "310" :type string) (:underlying-symbol "311" :type string) (:underlying-symbol-sfx "312" :type string) (:underlying-maturity-month-year "313" :type cl-fix:monthyear) (:underlying-put-call "315" :type cl-fix:int) (:underlying-strike-price "316" :type cl-fix:price) (:underlying-opt-attribute "317" :type character) (:underlying-currency "318" :type cl-fix:currency) (:security-req-id "320" :type string) (:security-request-type "321" :type (int-enum :request-security-identity-and-specifications 0 :request-security-identity-for-the-specifications-provided 1 :request-list-security-types 2 :request-list-securities 3)) (:security-response-id "322" :type string) (:security-response-type "323" :type (int-enum :accept-security-proposal-as-is 1 :accept-security-proposal-with-revisions-as-indicated-in-the-message 2 :reject-security-proposal 5 :can-not-match-selection-criteria 6)) (:security-status-req-id "324" :type string) (:unsolicited-indicator "325" :type boolean) (:security-trading-status "326" :type (int-enum :opening-delay 1 :trading-halt 2 :resume 3 :no-open-no-resume 4 :price-indication 5 :trading-range-indication 6 :market-imbalance-buy 7 :market-imbalance-sell 8 :market-on-close-imbalance-buy 9 :market-on-close-imbalance-sell 10 :no-market-imbalance 12 :no-market-on-close-imbalance 13 :its-pre-opening 14 :new-price-indication 15 :trade-dissemination-time 16 :ready-to-trade 17 :not-available-for-trading 18 :not-traded-on-this-market 19 :unknown-or-invalid 20 :pre-open 21 :opening-rotation 22 :fast-market 23)) (:halt-reason-char "327" :type (char-enum :order-imbalance #\I :equipment-changeover #\X :news-pending #\P :news-dissemination #\D :order-influx #\E :additional-information #\M)) (:in-view-common "328" :type boolean) (:due-related "329" :type boolean) (:buy-volume "330" :type cl-fix:qty) (:sell-volume "331" :type cl-fix:qty) (:high-px "332" :type cl-fix:price) (:low-px "333" :type cl-fix:price) (:adjustment "334" :type (int-enum :cancel 1 :error 2 :correction 3)) (:trad-ses-req-id "335" :type string) (:trading-session-id "336" :type string) (:contra-trader "337" :type string) (:trad-ses-method "338" :type (int-enum :electronic 1 :open-outcry 2 :two-party 3)) (:trad-ses-mode "339" :type (int-enum :testing 1 :simulated 2 :production 3)) (:trad-ses-status "340" :type (int-enum :unknown 0 :halted 1 :open 2 :closed 3 :pre-open 4 :pre-close 5 :request-rejected 6)) (:trad-ses-start-time "341" :type cl-fix:utctimestamp) (:trad-ses-open-time "342" :type cl-fix:utctimestamp) (:trad-ses-pre-close-time "343" :type cl-fix:utctimestamp) (:trad-ses-close-time "344" :type cl-fix:utctimestamp) (:trad-ses-end-time "345" :type cl-fix:utctimestamp) (:number-orders "346" :type cl-fix:int) (:message-encoding "347" :type (string-enum :jis "ISO-2022-JP" :euc "EUC-JP" :for-using-sjis "Shift_JIS" :unicode "UTF-8")) (:encoded-issuer-len "348" :type cl-fix:len :data-field :encoded-issuer-len) (:encoded-issuer "349" :type cl-fix:data) (:encoded-security-desc-len "350" :type cl-fix:len :data-field :encoded-security-desc) (:encoded-security-desc "351" :type cl-fix:data) (:encoded-list-exec-inst-len "352" :type cl-fix:len :data-field :encoded-list-exec-inst) (:encoded-list-exec-inst "353" :type cl-fix:data) (:encoded-text-len "354" :type cl-fix:len :data-field :encoded-text) (:encoded-text "355" :type cl-fix:data) (:encoded-subject-len "356" :type cl-fix:len :data-field :encoded-subject) (:encoded-subject "357" :type cl-fix:data) (:encoded-headline-len "358" :type cl-fix:len :data-field :encoded-headline) (:encoded-headline "359" :type cl-fix:data) (:encoded-alloc-text-len "360" :type cl-fix:len :data-field :encoded-alloc-text) (:encoded-alloc-text "361" :type cl-fix:data) (:encoded-underlying-issuer-len "362" :type cl-fix:len :data-field :encoded-underlying-issuer) (:encoded-underlying-issuer "363" :type cl-fix:data) (:encoded-underlying-security-desc-len "364" :type cl-fix:len :data-field :encoded-underlying-security-desc) (:encoded-underlying-security-desc "365" :type cl-fix:data) (:alloc-price "366" :type cl-fix:price) (:quote-set-valid-until-time "367" :type cl-fix:utctimestamp) (:quote-entry-reject-reason "368" :type cl-fix:int) (:last-msg-seq-num-processed "369" :type cl-fix:seqnum) (:ref-tag-id "371" :type cl-fix:int) (:ref-msg-type "372" :type string) (:session-reject-reason "373" :type (int-enum :invalid-tag-number 0 :required-tag-missing 1 :tag-not-defined-for-this-message-type 2 :undefined-tag 3 :tag-specified-without-a-value 4 :value-is-incorrect 5 :incorrect-data-format-for-value 6 :decryption-problem 7 :signature-problem 8 :compid-problem 9 :sendingtime-accuracy-problem 10 :invalid-msgtype 11 :xml-validation-error 12 :tag-appears-more-than-once 13 :tag-specified-out-of-required-order 14 :repeating-group-fields-out-of-order 15 :incorrect-numingroup-count-for-repeating-group 16 :non-data-value-includes-field-delimiter 17 :other 99)) (:bid-request-trans-type "374" :type (char-enum :new #\N :cancel #\C)) (:contra-broker "375" :type string) (:compliance-id "376" :type string) (:solicited-flag "377" :type boolean) (:exec-restatement-reason "378" :type (int-enum :gt-corporate-action 0 :gt-renewal 1 :verbal-change 2 :repricing-of-order 3 :broker-option 4 :partial-decline-of-orderqty 5 :cancel-on-trading-halt 6 :cancel-on-system-failure 7 :market 8 :canceled-not-best 9 :warehouse-recap 10 :other 99)) (:business-reject-ref-id "379" :type string) (:business-reject-reason "380" :type (int-enum :other 0 :unkown-id 1 :unknown-security 2 :unsupported-message-type 3 :application-not-available 4 :conditionally-required-field-missing 5 :not-authorized 6 :deliverto-firm-not-available-at-this-time 7)) (:gross-trade-amt "381" :type cl-fix:amt) (:no-contra-brokers "382" :type cl-fix:numingroup) (:max-message-size "383" :type cl-fix:len) (:no-msg-types "384" :type cl-fix:numingroup) (:msg-direction "385" :type (char-enum :send #\S :receive #\R)) (:no-trading-sessions "386" :type cl-fix:numingroup) (:total-volume-traded "387" :type cl-fix:qty) (:discretion-inst "388" :type (char-enum :related-to-displayed-price #\0 :related-to-market-price #\1 :related-to-primary-price #\2 :related-to-local-primary-price #\3 :related-to-midpoint-price #\4 :related-to-last-trade-price #\5 :related-to-vwap #\6)) (:discretion-offset-value "389" :type double-float) (:bid-id "390" :type string) (:client-bid-id "391" :type string) (:list-name "392" :type string) (:tot-related-sym "393" :type cl-fix:int) (:bid-type "394" :type (int-enum :non-disclosed-style 1 :disclosed-style 2 :no-bidding-process 3)) (:num-tickets "395" :type cl-fix:int) (:side-value1 "396" :type cl-fix:amt) (:side-value2 "397" :type cl-fix:amt) (:no-bid-descriptors "398" :type cl-fix:numingroup) (:bid-descriptor-type "399" :type (int-enum :sector 1 :country 2 :index 3)) (:bid-descriptor "400" :type string) (:side-value-ind "401" :type (int-enum :sidevalue1 1 :sidevalue-2 2)) (:liquidity-pct-low "402" :type cl-fix:percentage) (:liquidity-pct-high "403" :type cl-fix:percentage) (:liquidity-value "404" :type cl-fix:amt) (:efptracking-error "405" :type cl-fix:percentage) (:fair-value "406" :type cl-fix:amt) (:outside-index-pct "407" :type cl-fix:percentage) (:value-futures "408" :type cl-fix:amt) (:liquidity-ind-type "409" :type (int-enum :5day-moving-average 1 :20-day-moving-average 2 :normal-market-size 3 :other 4)) (:wt-average-liquidity "410" :type cl-fix:percentage) (:exchange-for-physical "411" :type boolean) (:out-main-cntryuindex "412" :type cl-fix:amt) (:cross-percent "413" :type cl-fix:percentage) (:prog-rpt-reqs "414" :type (int-enum :buyside-explicitly-requests-status-using-statusrequest 1 :sellside-periodically-sends-status-using-liststatus-period-optionally-specified-in-progressperiod 2 :real-time-execution-reports 3)) (:prog-period-interval "415" :type cl-fix:int) (:inc-tax-ind "416" :type (int-enum :net 1 :gross 2)) (:num-bidders "417" :type cl-fix:int) (:bid-trade-type "418" :type (char-enum :risk-trade #\R :vwap-guarantee #\G :agency #\A :guaranteed-close #\J)) (:basis-type "419" :type (char-enum :closing-price-at-morning-session #\2 :closing-price #\3 :current-price #\4 :sq #\5 :vwap-through-a-day #\6 :vwap-through-a-morning-session #\7 :vwap-through-an-afternoon-session #\8 :vwap-through-a-day-except-yori #\9 :vwap-through-a-morning-session-except-yori #\A :vwap-through-an-afternoon-session-except-yori #\B :strike #\C :open #\D :others #\Z)) (:no-bid-components "420" :type cl-fix:numingroup) (:country "421" :type cl-fix:country) (:tot-strikes "422" :type cl-fix:int) (:price-type "423" :type (int-enum :percentage 1 :per-unit 2 :fixed-amount 3 :discount-percentage-points-below-par 4 :premium-percentage-points-over-par 5 :spread 6 :ted-price 7 :ted-yield 8 :yield 9 :fixed-cabinet-trade-price 10 :variable-cabinet-trade-price 11)) (:day-order-qty "424" :type cl-fix:qty) (:day-cum-qty "425" :type cl-fix:qty) (:day-avg-px "426" :type cl-fix:price) (:gtbooking-inst "427" :type (int-enum :book-out-all-trades-on-day-of-execution 0 :accumulate-executions-until-order-is-filled-or-expires 1 :accumulate-until-verbally-notified-otherwise 2)) (:no-strikes "428" :type cl-fix:numingroup) (:list-status-type "429" :type (int-enum :ack 1 :response 2 :timed 3 :execstarted 4 :alldone 5 :alert 6)) (:net-gross-ind "430" :type (int-enum :net 1 :gross 2)) (:list-order-status "431" :type (int-enum :inbiddingprocess 1 :receivedforexecution 2 :executing 3 :canceling 4 :alert 5 :all-done 6 :reject 7)) (:expire-date "432" :type cl-fix:localmktdate) (:list-exec-inst-type "433" :type (char-enum :immediate #\1 :wait-for-execute-instruction #\2 :exchange-switch-civ-order-sell-driven #\3 :exchange-switch-civ-order-buy-driven-cash-top-up #\4 :exchange-switch-civ-order-buy-driven-cash-withdraw #\5)) (:cxl-rej-response-to "434" :type (char-enum :order-cancel-request #\1 :order-cancel-replace-request #\2)) (:underlying-coupon-rate "435" :type cl-fix:percentage) (:underlying-contract-multiplier "436" :type double-float) (:contra-trade-qty "437" :type cl-fix:qty) (:contra-trade-time "438" :type cl-fix:utctimestamp) (:liquidity-num-securities "441" :type cl-fix:int) (:multi-leg-reporting-type "442" :type (char-enum :single-security #\1 :individual-leg-of-a-multi-leg-security #\2 :multi-leg-security #\3)) (:strike-time "443" :type cl-fix:utctimestamp) (:list-status-text "444" :type string) (:encoded-list-status-text-len "445" :type cl-fix:len :data-field :encoded-list-status-text) (:encoded-list-status-text "446" :type cl-fix:data) (:party-id-source "447" :type (char-enum :bic #\B :generally-accepted-market-participant-identifier #\C :proprietary-custom-code #\D :iso-country-code #\E :settlement-entity-location #\F :mic #\G :csd-participant-member-code #\H :korean-investor-id #\1 :taiwanese-qualified-foreign-investor-id-qfii #\2 :taiwanese-trading-account #\3 :malaysian-central-depository #\4 :chinese-b-share #\5 :uk-national-insurance-or-pension-number #\6 :us-social-security-number #\7 :us-employer-identification-number #\8 :australian-business-number #\9 :australian-tax-file-number #\A :directed-broker-three-character-acronym-as-defined-in-isitc-etc-best-practice-guidelines-document #\I)) (:party-id "448" :type string) (:net-chg-prev-day "451" :type cl-fix:priceoffset) (:party-role "452" :type (int-enum :executing-firm 1 :broker-of-credit 2 :client-id 3 :clearing-firm 4 :investor-id 5 :introducing-firm 6 :entering-firm 7 :locate-lending-firm 8 :fund-manager-client-id 9 :settlement-location 10 :order-origination-trader 11 :executing-trader 12 :order-origination-firm 13 :giveup-clearing-firm 14 :correspondant-clearing-firm 15 :executing-system 16 :contra-firm 17 :contra-clearing-firm 18 :sponsoring-firm 19 :underlying-contra-firm 20 :clearing-organization 21 :exchange 22 :customer-account 24 :correspondent-clearing-organization 25 :correspondent-broker 26 :buyer-seller 27 :custodian 28 :intermediary 29 :agent 30 :sub-custodian 31 :beneficiary 32 :interested-party 33 :regulatory-body 34 :liquidity-provider 35 :entering-trader 36 :contra-trader 37 :position-account 38)) (:no-party-ids "453" :type cl-fix:numingroup) (:no-security-alt-id "454" :type cl-fix:numingroup) (:security-alt-id "455" :type string) (:security-alt-id-source "456" :type string) (:no-underlying-security-alt-id "457" :type cl-fix:numingroup) (:underlying-security-alt-id "458" :type string) (:underlying-security-alt-id-source "459" :type string) (:product "460" :type (int-enum :agency 1 :commodity 2 :corporate 3 :currency 4 :equity 5 :government 6 :index 7 :loan 8 :moneymarket 9 :mortgage 10 :municipal 11 :other 12 :financing 13)) (:cficode "461" :type string) (:underlying-product "462" :type cl-fix:int) (:underlyingcficode "463" :type string) (:test-message-indicator "464" :type boolean) (:booking-ref-id "466" :type string) (:individual-alloc-id "467" :type string) (:rounding-direction "468" :type (char-enum :round-to-nearest #\0 :round-down #\1 :round-up #\2)) (:rounding-modulus "469" :type double-float) (:country-issue "470" :type cl-fix:country) (:state-province-issue "471" :type string) (:locale-issue "472" :type string) (:no-regist-dtls "473" :type cl-fix:numingroup) (:mailing-dtls "474" :type string) (:investor-country-residence "475" :type cl-fix:country) (:payment-ref "476" :type string) (:distrib-payment-method "477" :type (int-enum :crest 1 :nscc 2 :euroclear 3 :clearstream 4 :cheque 5 :telegraphic-transfer 6 :fedwire 7 :direct-credit 8 :ach-credit 9 :bpay 10 :high-value-clearing-system 11 :reinvest-in-fund 12)) (:cash-distrib-curr "478" :type cl-fix:currency) (:comm-currency "479" :type cl-fix:currency) (:cancellation-rights "480" :type (char-enum :yes #\Y :no-execution-only #\N :no-waiver-agreement #\M :no-institutional #\O)) (:money-laundering-status "481" :type (char-enum :passed #\Y :not-checked #\N :exempt-below-the-limit #\1 :exempt-client-money-type-exemption #\2 :exempt-authorised-credit-or-financial-institution #\3)) (:mailing-inst "482" :type string) (:trans-bkd-time "483" :type cl-fix:utctimestamp) (:exec-price-type "484" :type (char-enum :bid-price #\B :creation-price #\C :creation-price-plus-adjustment #\D :creation-price-plus-adjustment-amount #\E :offer-price #\O :offer-price-minus-adjustment #\P :offer-price-minus-adjustment-amount #\Q :single-price #\S)) (:exec-price-adjustment "485" :type double-float) (:date-birth "486" :type cl-fix:localmktdate) (:trade-report-trans-type "487" :type cl-fix:int) (:card-holder-name "488" :type string) (:card-number "489" :type string) (:card-exp-date "490" :type cl-fix:localmktdate) (:card-iss-num "491" :type string) (:payment-method "492" :type (int-enum :crest 1 :nscc 2 :euroclear 3 :clearstream 4 :cheque 5 :telegraphic-transfer 6 :fedwire 7 :debit-card 8 :direct-debit 9 :direct-credit 10 :credit-card 11 :ach-debit 12 :ach-credit 13 :bpay 14 :high-value-clearing-system 15)) (:regist-acct-type "493" :type string) (:designation "494" :type string) (:tax-advantage-type "495" :type (int-enum :none-not-applicable 0 :maxi-isa 1 :tessa 2 :mini-cash-isa 3 :mini-stocks-and-shares-isa 4 :mini-insurance-isa 5 :current-year-payment 6 :prior-year-payment 7 :asset-transfer 8 :employee 9 :employee-current-year 10 :employer 11 :employer-current-year 12 :non-fund-prototype-ira 13 :non-fund-qualified-plan 14 :defined-contribution-plan 15 :individual-retirement-account 16 :individual-retirement-account-rollover 17 :keogh 18 :profit-sharing-plan 19 :401k 20 :self-directed-ira 21 :403 22 :457 23 :roth-ira-24 24 :roth-ira-25 25 :roth-conversion-ira-26 26 :roth-conversion-ira-27 27 :education-ira-28 28 :education-ira-29 29)) (:regist-rej-reason-text "496" :type string) (:fund-renew-waiv "497" :type (char-enum :yes #\Y :no #\N)) (:cash-distrib-agent-name "498" :type string) (:cash-distrib-agent-code "499" :type string) (:cash-distrib-agent-acct-number "500" :type string) (:cash-distrib-pay-ref "501" :type string) (:cash-distrib-agent-acct-name "502" :type string) (:card-start-date "503" :type cl-fix:localmktdate) (:payment-date "504" :type cl-fix:localmktdate) (:payment-remitter-id "505" :type string) (:regist-status "506" :type (char-enum :accepted #\A :rejected #\R :held #\H :reminder-ie-registration-instructions-are-still-outstanding #\N)) (:regist-rej-reason-code "507" :type (int-enum :invalid-unacceptable-account-type 1 :invalid-unacceptable-tax-exempt-type 2 :invalid-unacceptable-ownership-type 3 :invalid-unacceptable-no-reg-detls 4 :invalid-unacceptable-reg-seq-no 5 :invalid-unacceptable-reg-dtls 6 :invalid-unacceptable-mailing-dtls 7 :invalid-unacceptable-mailing-inst 8 :invalid-unacceptable-investor-id 9 :invalid-unacceptable-investor-id-source 10 :invalid-unacceptable-date-of-birth 11 :invalid-unacceptable-investor-country-of-residence 12 :invalid-unacceptable-nodistribinstns 13 :invalid-unacceptable-distrib-percentage 14 :invalid-unacceptable-distrib-payment-method 15 :invalid-unacceptable-cash-distrib-agent-acct-name 16 :invalid-unacceptable-cash-distrib-agent-code 17 :invalid-unacceptable-cash-distrib-agent-acct-num 18 :other 99)) (:regist-ref-id "508" :type string) (:regist-dtls "509" :type string) (:no-distrib-insts "510" :type cl-fix:numingroup) (:regist-email "511" :type string) (:distrib-percentage "512" :type cl-fix:percentage) (:regist-id "513" :type string) (:regist-trans-type "514" :type (char-enum :new #\0 :replace #\1 :cancel #\2)) (:exec-valuation-point "515" :type cl-fix:utctimestamp) (:order-percent "516" :type cl-fix:percentage) (:ownership-type "517" :type (char-enum :joint-investors #\J :tenants-in-common #\T :joint-trustees #\2)) (:no-cont-amts "518" :type cl-fix:numingroup) (:cont-amt-type "519" :type (int-enum :commission-amount 1 :commission 2 :initial-charge-amount 3 :initial-charge 4 :discount-amount 5 :discount 6 :dilution-levy-amount 7 :dilution-levy 8 :exit-charge-amount 9 :exit-charge 10 :fund-based-renewal-commission 11 :projected-fund-value 12 :fund-based-renewal-commission-amount-13 13 :fund-based-renewal-commission-amount-14 14 :net-settlement-amount 15)) (:cont-amt-value "520" :type double-float) (:cont-amt-curr "521" :type cl-fix:currency) (:owner-type "522" :type (int-enum :individual-investor 1 :public-company 2 :private-company 3 :individual-trustee 4 :company-trustee 5 :pension-plan 6 :custodian-under-gifts-to-minors-act 7 :trusts 8 :fiduciaries 9 :networking-sub-account 10 :non-profit-organization 11 :corporate-body 12 :nominee 13)) (:party-sub-id "523" :type string) (:nested-party-id "524" :type string) (:nested-party-id-source "525" :type character) (:secondary-ord-id "526" :type string) (:secondary-exec-id "527" :type string) (:order-capacity "528" :type (char-enum :agency #\A :proprietary #\G :individual #\I :principal #\P :riskless-principal #\R :agent-for-other-member #\W)) (:order-restrictions "529" :type (multiple-value-string-enum :program-trade "1" :index-arbitrage "2" :non-index-arbitrage "3" :competing-market-maker "4" :acting-as-market-maker-or-specialist-in-the-security "5" :acting-as-market-maker-or-specialist-in-the-underlying-security-of-a-derivative-security "6" :foreign-entity "7" :external-market-participant "8" :external-inter-connected-market-linkage "9" :riskless-arbitrage "A")) (:mass-cancel-request-type "530" :type (char-enum :cancel-orders-for-a-security #\1 :cancel-orders-for-an-underlying-security #\2 :cancel-orders-for-a-product #\3 :cancel-orders-for-a-cficode #\4 :cancel-orders-for-a-securitytype #\5 :cancel-orders-for-a-trading-session #\6 :cancel-all-orders #\7)) (:mass-cancel-response "531" :type (char-enum :cancel-request-rejected #\0 :cancel-orders-for-a-security #\1 :cancel-orders-for-an-underlying-security #\2 :cancel-orders-for-a-product #\3 :cancel-orders-for-a-cficode #\4 :cancel-orders-for-a-securitytype #\5 :cancel-orders-for-a-trading-session #\6 :cancel-all-orders #\7)) (:mass-cancel-reject-reason "532" :type (char-enum :mass-cancel-not-supported "0" :invalid-or-unknown-security "1" :invalid-or-unknown-underlying "2" :invalid-or-unknown-product "3" :invalid-or-unknown-cficode "4" :invalid-or-unknown-security-type "5" :invalid-or-unknown-trading-session "6" :other "99")) (:total-affected-orders "533" :type cl-fix:int) (:no-affected-orders "534" :type cl-fix:numingroup) (:affected-order-id "535" :type string) (:affected-secondary-order-id "536" :type string) (:quote-type "537" :type (int-enum :indicative 0 :tradeable 1 :restricted-tradeable 2 :counter 3)) (:nested-party-role "538" :type cl-fix:int) (:no-nested-party-ids "539" :type cl-fix:numingroup) (:total-accrued-interest-amt "540" :type cl-fix:amt) (:maturity-date "541" :type cl-fix:localmktdate) (:underlying-maturity-date "542" :type cl-fix:localmktdate) (:instr-registry "543" :type string) (:cash-margin "544" :type (char-enum :cash #\1 :margin-open #\2 :margin-close #\3)) (:nested-party-sub-id "545" :type string) (:scope "546" :type (multiple-value-string-enum :local "1" :national "2" :global "3")) (:md-implicit-delete "547" :type boolean) (:cross-id "548" :type string) (:cross-type "549" :type (int-enum :cross-trade-which-is-executed-completely-or-not-both-sides-are-treated-in-the-same-manner-this-is-equivalent-to-an-all-or-none 1 :cross-trade-which-is-executed-partially-and-the-rest-is-cancelled-one-side-is-fully-executed-the-other-side-is-partially-executed-with-the-remainder-being-cancelled-this-is-equivalent-to-an-immediate-or-cancel-on-the-other-side-note-the-crossprioritzation 2 :cross-trade-which-is-partially-executed-with-the-unfilled-portions-remaining-active-one-side-of-the-cross-is-fully-executed 3 :cross-trade-is-executed-with-existing-orders-with-the-same-price-in-the-case-other-orders-exist-with-the-same-price-the-quantity-of-the-cross-is-executed-against-the-existing-orders-and-quotes-the-remainder-of-the-cross-is-executed-against-the-other-side-of-the-cross-the-two-sides-potentially-have-different-quantities 4)) (:cross-prioritization "550" :type (int-enum :none 0 :buy-side-is-prioritized 1 :sell-side-is-prioritized 2)) (:orig-cross-id "551" :type string) (:no-sides "552" :type cl-fix:numingroup) (:username "553" :type string) (:password "554" :type string) (:no-legs "555" :type cl-fix:numingroup) (:leg-currency "556" :type cl-fix:currency) (:tot-security-types "557" :type cl-fix:int) (:no-security-types "558" :type cl-fix:numingroup) (:security-list-request-type "559" :type (int-enum :symbol 0 :securitytype-and-or-cficode 1 :product 2 :tradingsessionid 3 :all-securities 4)) (:security-request-result "560" :type (int-enum :valid-request 0 :invalid-or-unsupported-request 1 :no-instruments-found-that-match-selection-criteria 2 :not-authorized-to-retrieve-instrument-data 3 :instrument-data-temporarily-unavailable 4 :request-for-instrument-data-not-supported 5)) (:round-lot "561" :type cl-fix:qty) (:min-trade-vol "562" :type cl-fix:qty) (:multi-leg-rpt-type-req "563" :type (int-enum :report-by-mulitleg-security-only 0 :report-by-multileg-security-and-by-instrument-legs-belonging-to-the-multileg-security 1 :report-by-instrument-legs-belonging-to-the-multileg-security-only 2)) (:leg-position-effect "564" :type character) (:leg-covered-uncovered "565" :type cl-fix:int) (:leg-price "566" :type cl-fix:price) (:trad-ses-status-rej-reason "567" :type (int-enum :unknown-or-invalid-tradingsessionid 1 :other 99)) (:trade-request-id "568" :type string) (:trade-request-type "569" :type (int-enum :all-trades 0 :matched-trades-matching-criteria-provided-on-request 1 :unmatched-trades-that-match-criteria 2 :unreported-trades-that-match-criteria 3 :advisories-that-match-criteria 4)) (:previously-reported "570" :type boolean) (:trade-report-id "571" :type string) (:trade-report-ref-id "572" :type string) (:match-status "573" :type (char-enum :compared-matched-or-affirmed #\0 :uncompared-unmatched-or-unaffirmed #\1 :advisory-or-alert #\2)) (:match-type "574" :type (string-enum :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-plus-four-badges-and-execution-time "A1" :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-plus-four-badges "A2" :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-plus-two-badges-and-execution-time "A3" :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-plus-two-badges "A4" :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-plus-execution-time "A5" :compared-records-resulting-from-stamped-advisories-or-specialist-accepts-pair-offs "AQ" :summarized-match-using-a1-exact-match-criteria-except-quantity-is-summarized "S1" :summarized-match-using-a2-exact-match-criteria-except-quantity-is-summarized "S2" :summarized-match-using-a3-exact-match-criteria-except-quantity-is-summarized "S3" :summarized-match-using-a4-exact-match-criteria-except-quantity-is-summarized "S4" :summarized-match-using-a5-exact-match-criteria-except-quantity-is-summarized "S5" :exact-match-on-trade-date-stock-symbol-quantity-price-trade-type-and-special-trade-indicator-minus-badges-and-times-act-m1-match "M1" :summarized-match-minus-badges-and-times-act-m2-match "M2" :ocs-locked-in-non-act "MT" :act-accepted-trade "M3" :act-default-trade "M4" :act-default-after-m2 "M5" :act-m6-match "M6")) (:odd-lot "575" :type boolean) (:no-clearing-instructions "576" :type cl-fix:numingroup) (:clearing-instruction "577" :type (int-enum :process-normally 0 :exclude-from-all-netting 1 :bilateral-netting-only 2 :ex-clearing 3 :special-trade 4 :multilateral-netting 5 :clear-against-central-counterparty 6 :exclude-from-central-counterparty 7 :manual-mode 8 :automatic-posting-mode 9 :automatic-give-up-mode 10 :qualified-service-representative 11 :customer-trade 12 :self-clearing 13)) (:trade-input-source "578" :type string) (:trade-input-device "579" :type string) (:no-dates "580" :type cl-fix:numingroup) (:account-type "581" :type (int-enum :account-is-carried-on-customer-side-of-books 1 :account-is-carried-on-non-customer-side-of-books 2 :house-trader 3 :floor-trader 4 :account-is-carried-on-non-customer-side-of-books-and-is-cross-margined 6 :account-is-house-trader-and-is-cross-margined 7 :joint-backoffice-account 8)) (:cust-order-capacity "582" :type (int-enum :member-trading-for-their-own-account 1 :clearing-firm-trading-for-its-proprietary-account 2 :member-trading-for-another-member 3 :all-other 4)) (:cl-ord-link-id "583" :type string) (:mass-status-req-id "584" :type string) (:mass-status-req-type "585" :type (int-enum :status-for-orders-for-a-security 1 :status-for-orders-for-an-underlying-security 2 :status-for-orders-for-a-product 3 :status-for-orders-for-a-cficode 4 :status-for-orders-for-a-securitytype 5 :status-for-orders-for-a-trading-session 6 :status-for-all-orders 7 :status-for-orders-for-a-partyid 8)) (:orig-ord-mod-time "586" :type cl-fix:utctimestamp) (:leg-settl-type "587" :type character) (:leg-settl-date "588" :type cl-fix:localmktdate) (:day-booking-inst "589" :type (char-enum :can-trigger-booking-without-reference-to-the-order-initiator #\0 :speak-with-order-initiator-before-booking #\1 :accumulate #\2)) (:booking-unit "590" :type (char-enum :each-partial-execution-is-a-bookable-unit #\0 :aggregate-partial-executions-on-this-order-and-book-one-trade-per-order #\1 :aggregate-executions-for-this-symbol-side-and-settlement-date #\2)) (:prealloc-method "591" :type (char-enum :pro-rata #\0 :do-not-pro-rata-discuss-first #\1)) (:underlying-country-issue "592" :type cl-fix:country) (:underlying-state-province-issue "593" :type string) (:underlying-locale-issue "594" :type string) (:underlying-instr-registry "595" :type string) (:leg-country-issue "596" :type cl-fix:country) (:leg-state-province-issue "597" :type string) (:leg-locale-issue "598" :type string) (:leg-instr-registry "599" :type string) (:leg-symbol "600" :type string) (:leg-symbol-sfx "601" :type string) (:leg-security-id "602" :type string) (:leg-security-id-source "603" :type string) (:no-leg-security-alt-id "604" :type cl-fix:numingroup) (:leg-security-alt-id "605" :type string) (:leg-security-alt-id-source "606" :type string) (:leg-product "607" :type cl-fix:int) (:legcficode "608" :type string) (:leg-security-type "609" :type string) (:leg-maturity-month-year "610" :type cl-fix:monthyear) (:leg-maturity-date "611" :type cl-fix:localmktdate) (:leg-strike-price "612" :type cl-fix:price) (:leg-opt-attribute "613" :type character) (:leg-contract-multiplier "614" :type double-float) (:leg-coupon-rate "615" :type cl-fix:percentage) (:leg-security-exchange "616" :type cl-fix:exchange) (:leg-issuer "617" :type string) (:encoded-leg-issuer-len "618" :type cl-fix:len :data-field :encoded-leg-issuer) (:encoded-leg-issuer "619" :type cl-fix:data) (:leg-security-desc "620" :type string) (:encoded-leg-security-desc-len "621" :type cl-fix:len :data-field :encoded-leg-security-desc) (:encoded-leg-security-desc "622" :type cl-fix:data) (:leg-ratio-qty "623" :type double-float) (:leg-side "624" :type character) (:trading-session-sub-id "625" :type string) (:alloc-type "626" :type (int-enum :calculated 1 :preliminary 2 :ready-to-book 5 :warehouse-instruction 7 :request-to-intermediary 8)) (:no-hops "627" :type cl-fix:numingroup) (:hop-comp-id "628" :type string) (:hop-sending-time "629" :type cl-fix:utctimestamp) (:hop-ref-id "630" :type cl-fix:seqnum) (:mid-px "631" :type cl-fix:price) (:bid-yield "632" :type cl-fix:percentage) (:mid-yield "633" :type cl-fix:percentage) (:offer-yield "634" :type cl-fix:percentage) (:clearing-fee-indicator "635" :type (string-enum :cboe-member "B" :non-member-and-customer "C" :equity-member-and-clearing-member "E" :full-and-associate-member-trading-for-own-account-and-as-floor-brokers "F" :106h-and-106j-firms "H" :gim-idem-and-com-membership-interest-holders "I" :lessee-and-106f-employees "L" :all-other-ownership-types "M" :1st-year-delegate-trading-for-his-own-account "1" :2nd-year-delegate-trading-for-his-own-account "2" :3rd-year-delegate-trading-for-his-own-account "3" :4th-year-delegate-trading-for-his-own-account "4" :5th-year-delegate-trading-for-his-own-account "5" :6th-year-and-beyond-delegate-trading-for-his-own-account "9")) (:working-indicator "636" :type boolean) (:leg-last-px "637" :type cl-fix:price) (:priority-indicator "638" :type (int-enum :priority-unchanged 0 :lost-priority-as-result-of-order-change 1)) (:price-improvement "639" :type cl-fix:priceoffset) (:price2 "640" :type cl-fix:price) (:last-forward-points2 "641" :type cl-fix:priceoffset) (:bid-forward-points2 "642" :type cl-fix:priceoffset) (:offer-forward-points2 "643" :type cl-fix:priceoffset) (:rfqreq-id "644" :type string) (:mkt-bid-px "645" :type cl-fix:price) (:mkt-offer-px "646" :type cl-fix:price) (:min-bid-size "647" :type cl-fix:qty) (:min-offer-size "648" :type cl-fix:qty) (:quote-status-req-id "649" :type string) (:legal-confirm "650" :type boolean) (:underlying-last-px "651" :type cl-fix:price) (:underlying-last-qty "652" :type cl-fix:qty) (:leg-ref-id "654" :type string) (:contra-leg-ref-id "655" :type string) (:settl-curr-bid-rate "656" :type double-float) (:settl-curr-offer-rate "657" :type double-float) (:quote-request-reject-reason "658" :type (int-enum :unknown-symbol 1 :exchange 2 :quote-request-exceeds-limit 3 :too-late-to-enter 4 :invalid-price 5 :not-authorized-to-request-quote 6 :no-match-for-inquiry 7 :no-market-for-instrument 8 :no-inventory 9 :pass 10 :other 99)) (:side-compliance-id "659" :type string) (:acct-id-source "660" :type (int-enum :bic 1 :sid-code 2 :tfm 3 :omgeo 4 :dtcc-code 5 :other 99)) (:alloc-acct-id-source "661" :type cl-fix:int) (:benchmark-price "662" :type cl-fix:price) (:benchmark-price-type "663" :type cl-fix:int) (:confirm-id "664" :type string) (:confirm-status "665" :type (int-enum :received 1 :mismatched-account 2 :missing-settlement-instructions 3 :confirmed 4 :request-rejected 5)) (:confirm-trans-type "666" :type (int-enum :new 0 :replace 1 :cancel 2)) (:contract-settl-month "667" :type cl-fix:monthyear) (:delivery-form "668" :type (int-enum :bookentry 1 :bearer 2)) (:last-par-px "669" :type cl-fix:price) (:no-leg-allocs "670" :type cl-fix:numingroup) (:leg-alloc-account "671" :type string) (:leg-individual-alloc-id "672" :type string) (:leg-alloc-qty "673" :type cl-fix:qty) (:leg-alloc-acct-id-source "674" :type string) (:leg-settl-currency "675" :type cl-fix:currency) (:leg-benchmark-curve-currency "676" :type cl-fix:currency) (:leg-benchmark-curve-name "677" :type string) (:leg-benchmark-curve-point "678" :type string) (:leg-benchmark-price "679" :type cl-fix:price) (:leg-benchmark-price-type "680" :type cl-fix:int) (:leg-bid-px "681" :type cl-fix:price) (:leg-ioi-qty "682" :type string) (:no-leg-stipulations "683" :type cl-fix:numingroup) (:leg-offer-px "684" :type cl-fix:price) (:leg-price-type "686" :type cl-fix:int) (:leg-qty "687" :type cl-fix:qty) (:leg-stipulation-type "688" :type string) (:leg-stipulation-value "689" :type string) (:leg-swap-type "690" :type (int-enum :par-for-par 1 :modified-duration 2 :risk 4 :proceeds 5)) (:pool "691" :type string) (:quote-price-type "692" :type (int-enum :percent 1 :per-share 2 :fixed-amount 3 :discount-percentage-points-below-par 4 :premium-percentage-points-over-par 5 :basis-points-relative-to-benchmark 6 :ted-price 7 :ted-yield 8 :yield-spread 9 :yield 10)) (:quote-resp-id "693" :type string) (:quote-resp-type "694" :type (int-enum :hit-lift 1 :counter 2 :expired 3 :cover 4 :done-away 5 :pass 6)) (:quote-qualifier "695" :type character) (:yield-redemption-date "696" :type cl-fix:localmktdate) (:yield-redemption-price "697" :type cl-fix:price) (:yield-redemption-price-type "698" :type cl-fix:int) (:benchmark-security-id "699" :type string) (:reversal-indicator "700" :type boolean) (:yield-calc-date "701" :type cl-fix:localmktdate) (:no-positions "702" :type cl-fix:numingroup) (:pos-type "703" :type (string-enum :transaction-quantity "TQ" :intra-spread-qty "IAS" :inter-spread-qty "IES" :end-of-day-qty "FIN" :start-of-day-qty "SOD" :option-exercise-qty "EX" :option-assignment "AS" :transaction-from-exercise "TX" :transaction-from-assignment "TA" :pit-trade-qty "PIT" :transfer-trade-qty "TRF" :electronic-trade-qty "ETR" :allocation-trade-qty "ALC" :adjustment-qty "PA" :as-of-trade-qty "ASF" :delivery-qty "DLV" :total-transaction-qty "TOT" :cross-margin-qty "XM" :integral-split "SPL")) (:long-qty "704" :type cl-fix:qty) (:short-qty "705" :type cl-fix:qty) (:pos-qty-status "706" :type (int-enum :submitted 0 :accepted 1 :rejected 2)) (:pos-amt-type "707" :type (string-enum :final-mark-to-market-amount "FMTM" :incremental-mark-to-market-amount "IMTM" :trade-variation-amount "TVAR" :start-of-day-mark-to-market-amount "SMTM" :premium-amount "PREM" :cash-residual-amount "CRES" :cash-amount "CASH" :value-adjusted-amount "VADJ")) (:pos-amt "708" :type cl-fix:amt) (:pos-trans-type "709" :type (int-enum :exercise 1 :do-not-exercise 2 :position-adjustment 3 :position-change-submission-margin-disposition 4 :pledge 5)) (:pos-req-id "710" :type string) (:no-underlyings "711" :type cl-fix:numingroup) (:pos-maint-action "712" :type (int-enum :new-used-to-increment-the-overall-transaction-quantity 1 :replace-used-to-override-the-overall-transaction-quantity-or-specific-add-messages-based-on-the-reference-id 2 :cancel-used-to-remove-the-overall-transaction-or-specific-add-messages-based-on-reference-id 3)) (:orig-pos-req-ref-id "713" :type string) (:pos-maint-rpt-ref-id "714" :type string) (:clearing-business-date "715" :type cl-fix:localmktdate) (:settl-sess-id "716" :type (string-enum :intraday "ITD" :regular-trading-hours "RTH" :electronic-trading-hours "ETH")) (:settl-sess-sub-id "717" :type string) (:adjustment-type "718" :type (int-enum :process-request-as-margin-disposition 0 :delta-plus 1 :delta-minus 2 :final 3)) (:contrary-instruction-indicator "719" :type boolean) (:prior-spread-indicator "720" :type boolean) (:pos-maint-rpt-id "721" :type string) (:pos-maint-status "722" :type (int-enum :accepted 0 :accepted-with-warnings 1 :rejected 2 :completed 3 :completed-with-warnings 4)) (:pos-maint-result "723" :type (int-enum :successful-completion 0 :rejected 1 :other 99)) (:pos-req-type "724" :type (int-enum :positions 0 :trades 1 :exercises 2 :assignments 3)) (:response-transport-type "725" :type (int-enum :inband-transport-the-request-was-sent-over 0 :out-of-band-pre-arranged-out-of-band-delivery-mechanism 1)) (:response-destination "726" :type string) (:total-num-pos-reports "727" :type cl-fix:int) (:pos-req-result "728" :type (int-enum :valid-request 0 :invalid-or-unsupported-request 1 :no-positions-found-that-match-criteria 2 :not-authorized-to-request-positions 3 :request-for-position-not-supported 4 :other 99)) (:pos-req-status "729" :type (int-enum :completed 0 :completed-with-warnings 1 :rejected 2)) (:settl-price "730" :type cl-fix:price) (:settl-price-type "731" :type (int-enum :final 1 :theoretical 2)) (:underlying-settl-price "732" :type cl-fix:price) (:underlying-settl-price-type "733" :type cl-fix:int) (:prior-settl-price "734" :type cl-fix:price) (:no-quote-qualifiers "735" :type cl-fix:numingroup) (:alloc-settl-currency "736" :type cl-fix:currency) (:alloc-settl-curr-amt "737" :type cl-fix:amt) (:interest-maturity "738" :type cl-fix:amt) (:leg-dated-date "739" :type cl-fix:localmktdate) (:leg-pool "740" :type string) (:alloc-interest-maturity "741" :type cl-fix:amt) (:alloc-accrued-interest-amt "742" :type cl-fix:amt) (:delivery-date "743" :type cl-fix:localmktdate) (:assignment-method "744" :type (char-enum :random #\R :prorata #\P)) (:assignment-unit "745" :type cl-fix:qty) (:open-interest "746" :type cl-fix:amt) (:exercise-method "747" :type (char-enum :automatic #\A :manual #\M)) (:tot-num-trade-reports "748" :type cl-fix:int) (:trade-request-result "749" :type (int-enum :successful 0 :invalid-or-unknown-instrument 1 :invalid-type-of-trade-requested 2 :invalid-parties 3 :invalid-transport-type-requested 4 :invalid-destination-requested 5 :traderequesttype-not-supported 8 :unauthorized-for-trade-capture-report-request 9 :other 99)) (:trade-request-status "750" :type (int-enum :accepted 0 :completed 1 :rejected 2)) (:trade-report-reject-reason "751" :type (int-enum :successful 0 :invalid-party-information 1 :unknown-instrument 2 :unauthorized-to-report-trades 3 :invalid-trade-type 4 :other 99)) (:side-multi-leg-reporting-type "752" :type (int-enum :single-security 1 :individual-leg-of-a-multi-leg-security 2 :multi-leg-security 3)) (:no-pos-amt "753" :type cl-fix:numingroup) (:auto-accept-indicator "754" :type boolean) (:alloc-report-id "755" :type string) (:no-nested2party-ids "756" :type cl-fix:numingroup) (:nested2party-id "757" :type string) (:nested2party-id-source "758" :type character) (:nested2party-role "759" :type cl-fix:int) (:nested2party-sub-id "760" :type string) (:benchmark-security-id-source "761" :type string) (:security-sub-type "762" :type string) (:underlying-security-sub-type "763" :type string) (:leg-security-sub-type "764" :type string) (:allowable-one-sidedness-pct "765" :type cl-fix:percentage) (:allowable-one-sidedness-value "766" :type cl-fix:amt) (:allowable-one-sidedness-curr "767" :type cl-fix:currency) (:no-trd-reg-timestamps "768" :type cl-fix:numingroup) (:trd-reg-timestamp "769" :type cl-fix:utctimestamp) (:trd-reg-timestamp-type "770" :type (int-enum :execution-time 1 :time-in 2 :time-out 3 :broker-receipt 4 :broker-execution 5)) (:trd-reg-timestamp-origin "771" :type string) (:confirm-ref-id "772" :type string) (:confirm-type "773" :type (int-enum :status 1 :confirmation 2 :confirmation-request-rejected 3)) (:confirm-rej-reason "774" :type (int-enum :mismatched-account 1 :missing-settlement-instructions 2 :other 99)) (:booking-type "775" :type (int-enum :regular-booking 0 :cfd 1 :total-return-swap 2)) (:individual-alloc-rej-code "776" :type cl-fix:int) (:settl-inst-msg-id "777" :type string) (:no-settl-inst "778" :type cl-fix:numingroup) (:last-update-time "779" :type cl-fix:utctimestamp) (:alloc-settl-inst-type "780" :type (int-enum :use-default-instructions 0 :derive-from-parameters-provided 1 :full-details-provided 2 :ssi-db-ids-provided 3 :phone-for-instructions 4)) (:no-settl-party-ids "781" :type cl-fix:numingroup) (:settl-party-id "782" :type string) (:settl-party-id-source "783" :type character) (:settl-party-role "784" :type cl-fix:int) (:settl-party-sub-id "785" :type string) (:settl-party-sub-id-type "786" :type cl-fix:int) (:dlvy-inst-type "787" :type (char-enum :securities #\S :cash #\C)) (:termination-type "788" :type (int-enum :overnight 1 :term 2 :flexible 3 :open 4)) (:next-expected-msg-seq-num "789" :type cl-fix:seqnum) (:ord-status-req-id "790" :type string) (:settl-inst-req-id "791" :type string) (:settl-inst-req-rej-code "792" :type (int-enum :unable-to-process-request 0 :unknown-account 1 :no-matching-settlement-instructions-found 2 :other 99)) (:secondary-alloc-id "793" :type string) (:alloc-report-type "794" :type (int-enum :sellside-calculated-using-preliminary 3 :sellside-calculated-without-preliminary 4 :warehouse-recap 5 :request-to-intermediary 8)) (:alloc-report-ref-id "795" :type string) (:alloc-canc-replace-reason "796" :type (int-enum :original-details-incomplete-incorrect 1 :change-in-underlying-order-details 2 :other 99)) (:copy-msg-indicator "797" :type boolean) (:alloc-account-type "798" :type (int-enum :account-is-carried-on-customer-side-of-books 1 :account-is-carried-on-non-customer-side-of-books 2 :house-trader 3 :floor-trader 4 :account-is-carried-on-non-customer-side-of-books-and-is-cross-margined 6 :account-is-house-trader-and-is-cross-margined 7 :joint-backoffice-account 8)) (:order-avg-px "799" :type cl-fix:price) (:order-booking-qty "800" :type cl-fix:qty) (:no-settl-party-sub-ids "801" :type cl-fix:numingroup) (:no-party-sub-ids "802" :type cl-fix:numingroup) (:party-sub-id-type "803" :type (int-enum :firm 1 :person 2 :system 3 :application 4 :full-legal-name-of-firm 5 :postal-address 6 :phone-number 7 :email-address 8 :contact-name 9 :securities-account-number 10 :registration-number 11 :registered-address-12 12 :regulatory-status 13 :registration-name 14 :cash-account-number 15 :bic 16 :csd-participant-member-code 17 :registered-address-18 18 :fund-account-name 19 :telex-number 20 :fax-number 21 :securities-account-name 22 :cash-account-name 23 :department 24 :location 25 :position-account-type 26)) (:no-nested-party-sub-ids "804" :type cl-fix:numingroup) (:nested-party-sub-id-type "805" :type cl-fix:int) (:no-nested2party-sub-ids "806" :type cl-fix:numingroup) (:nested2party-sub-id-type "807" :type cl-fix:int) (:alloc-intermed-req-type "808" :type (int-enum :pending-accept 1 :pending-release 2 :pending-reversal 3 :accept 4 :block-level-reject 5 :account-level-reject 6)) (:underlying-px "810" :type cl-fix:price) (:price-delta "811" :type double-float) (:appl-queue-max "812" :type cl-fix:int) (:appl-queue-depth "813" :type cl-fix:int) (:appl-queue-resolution "814" :type (int-enum :no-action-taken 0 :queue-flushed 1 :overlay-last 2 :end-session 3)) (:appl-queue-action "815" :type (int-enum :no-action-taken 0 :queue-flushed 1 :overlay-last 2 :end-session 3)) (:no-altmdsource "816" :type cl-fix:numingroup) (:altmdsource-id "817" :type string) (:secondary-trade-report-id "818" :type string) (:avg-indicator "819" :type (int-enum :no-average-pricing 0 :trade-is-part-of-an-average-price-group-identified-by-the-tradelinkid 1 :last-trade-in-the-average-price-group-identified-by-the-tradelinkid 2)) (:trade-link-id "820" :type string) (:order-input-device "821" :type string) (:underlying-trading-session-id "822" :type string) (:underlying-trading-session-sub-id "823" :type string) (:trade-leg-ref-id "824" :type string) (:exchange-rule "825" :type string) (:trade-alloc-indicator "826" :type (int-enum :allocation-not-required 0 :allocation-required 1 :use-allocation-provided-with-the-trade 2)) (:expiration-cycle "827" :type (int-enum :expire-on-trading-session-close 0 :expire-on-trading-session-open 1)) (:trd-type "828" :type (int-enum :regular-trade 0 :block-trade 1 :efp 2 :transfer 3 :late-trade 4 :t-trade 5 :weighted-average-price-trade 6 :bunched-trade 7 :late-bunched-trade 8 :prior-reference-price-trade 9 :after-hours-trade 10)) (:trd-sub-type "829" :type cl-fix:int) (:transfer-reason "830" :type string) (:tot-num-assignment-reports "832" :type cl-fix:int) (:asgn-rpt-id "833" :type string) (:threshold-amount "834" :type cl-fix:priceoffset) (:peg-move-type "835" :type (int-enum :floating 0 :fixed 1)) (:peg-offset-type "836" :type (int-enum :price 0 :basis-points 1 :ticks 2 :price-tier 3)) (:peg-limit-type "837" :type (int-enum :or-better 0 :strict-limit-is-a-strict-limit 1 :or-worse-for-a-buy-the-peg-limit-is-a-minimum-and-for-a-sell-the-peg-limit-is-a-maximum 2)) (:peg-round-direction "838" :type (int-enum :more-aggressive-on-a-buy-order-round-the-price-up-round-up-to-the-nearest-tick-on-a-sell-round-down-to-the-nearest-tick 1 :more-passive-on-a-buy-order-round-down-to-nearest-tick-on-a-sell-order-round-up-to-nearest-tick 2)) (:pegged-price "839" :type cl-fix:price) (:peg-scope "840" :type (int-enum :local 1 :national 2 :global 3 :national-excluding-local 4)) (:discretion-move-type "841" :type (int-enum :floating 0 :fixed 1)) (:discretion-offset-type "842" :type (int-enum :price 0 :basis-points 1 :ticks 2 :price-tier 3)) (:discretion-limit-type "843" :type (int-enum :or-better 0 :strict-limit-is-a-strict-limit 1 :or-worse-for-a-buy-the-discretion-price-is-a-minimum-and-for-a-sell-the-discretion-price-is-a-maximum 2)) (:discretion-round-direction "844" :type (int-enum :more-aggressive-on-a-buy-order-round-the-price-up-round-up-to-the-nearest-tick-on-a-sell-round-down-to-the-nearest-tick 1 :more-passive-on-a-buy-order-round-down-to-nearest-tick-on-a-sell-order-round-up-to-nearest-tick 2)) (:discretion-price "845" :type cl-fix:price) (:discretion-scope "846" :type (int-enum :local 1 :national 2 :global 3 :national-excluding-local 4)) (:target-strategy "847" :type (int-enum :vwap 1 :participate 2 :mininize-market-impact 3)) (:target-strategy-parameters "848" :type string) (:participation-rate "849" :type cl-fix:percentage) (:target-strategy-performance "850" :type double-float) (:last-liquidity-ind "851" :type (int-enum :added-liquidity 1 :removed-liquidity 2 :liquidity-routed-out 3)) (:publish-trd-indicator "852" :type boolean) (:short-sale-reason "853" :type (int-enum :dealer-sold-short 0 :dealer-sold-short-exempt 1 :selling-customer-sold-short 2 :selling-customer-sold-short-exempt 3 :qualifed-service-representative 4 :qsr-or-agu-contra-side-sold-short-exempt 5)) (:qty-type "854" :type (int-enum :units 0 :contracts 1)) (:secondary-trd-type "855" :type cl-fix:int) (:trade-report-type "856" :type (int-enum :submit 0 :alleged 1 :accept 2 :decline 3 :addendum 4 :no-was 5 :trade-report-cancel 6 :locked-in-trade-break 7)) (:alloc-orders-type "857" :type (int-enum :not-specified 0 :explicit-list-provided 1)) (:shared-commission "858" :type cl-fix:amt) (:confirm-req-id "859" :type string) (:avg-par-px "860" :type cl-fix:price) (:reported-px "861" :type cl-fix:price) (:no-capacities "862" :type cl-fix:numingroup) (:order-capacity-qty "863" :type cl-fix:qty) (:no-events "864" :type cl-fix:numingroup) (:event-type "865" :type (int-enum :put 1 :call 2 :tender 3 :sinking-fund-call 4 :other 99)) (:event-date "866" :type cl-fix:localmktdate) (:event-px "867" :type cl-fix:price) (:event-text "868" :type string) (:pct-risk "869" :type cl-fix:percentage) (:no-instr-attrib "870" :type cl-fix:numingroup) (:instr-attrib-type "871" :type (int-enum :flat 1 :zero-coupon 2 :interest-bearing 3 :no-periodic-payments 4 :variable-rate 5 :less-fee-for-put 6 :stepped-coupon 7 :coupon-period 8 :when-and-if-issued 9 :original-issue-discount 10 :callable-puttable 11 :escrowed-to-maturity 12 :escrowed-to-redemption-date-callable-supply-redemption-date-in-the-instrattribvalue 13 :prerefunded 14 :in-default 15 :unrated 16 :taxable 17 :indexed 18 :subject-to-alternative-minimum-tax 19 :original-issue-discount-price-supply-price-in-the-instrattribvalue 20 :callable-below-maturity-value 21 :callable-without-notice-by-mail-to-holder-unless-registered 22 :text-supply-the-text-of-the-attribute-or-disclaimer-in-the-instrattribvalue 99)) (:instr-attrib-value "872" :type string) (:dated-date "873" :type cl-fix:localmktdate) (:interest-accrual-date "874" :type cl-fix:localmktdate) (:cp-program "875" :type (int-enum :3 1 :4 2 :other 99)) (:cp-reg-type "876" :type string) (:underlying-cp-program "877" :type string) (:underlying-cp-reg-type "878" :type string) (:underlying-qty "879" :type cl-fix:qty) (:trd-match-id "880" :type string) (:secondary-trade-report-ref-id "881" :type string) (:underlying-dirty-price "882" :type cl-fix:price) (:underlying-end-price "883" :type cl-fix:price) (:underlying-start-value "884" :type cl-fix:amt) (:underlying-current-value "885" :type cl-fix:amt) (:underlying-end-value "886" :type cl-fix:amt) (:no-underlying-stips "887" :type cl-fix:numingroup) (:underlying-stip-type "888" :type string) (:underlying-stip-value "889" :type string) (:maturity-net-money "890" :type cl-fix:amt) (:misc-fee-basis "891" :type (int-enum :absolute 0 :per-unit 1 :percentage 2)) (:tot-allocs "892" :type cl-fix:int) (:last-fragment "893" :type boolean) (:coll-req-id "894" :type string) (:coll-asgn-reason "895" :type (int-enum :initial 0 :scheduled 1 :time-warning 2 :margin-deficiency 3 :margin-excess 4 :forward-collateral-demand 5 :event-of-default 6 :adverse-tax-event 7)) (:coll-inquiry-qualifier "896" :type (int-enum :tradedate 0 :gc-instrument 1 :collateralinstrument 2 :substitution-eligible 3 :not-assigned 4 :partially-assigned 5 :fully-assigned 6 :outstanding-trades 7)) (:no-trades "897" :type cl-fix:numingroup) (:margin-ratio "898" :type cl-fix:percentage) (:margin-excess "899" :type cl-fix:amt) (:total-net-value "900" :type cl-fix:amt) (:cash-outstanding "901" :type cl-fix:amt) (:coll-asgn-id "902" :type string) (:coll-asgn-trans-type "903" :type (int-enum :new 0 :replace 1 :cancel 2 :release 3 :reverse 4)) (:coll-resp-id "904" :type string) (:coll-asgn-resp-type "905" :type (int-enum :received 0 :accepted 1 :declined 2 :rejected 3)) (:coll-asgn-reject-reason "906" :type (int-enum :unknown-deal 0 :unknown-or-invalid-instrument 1 :unauthorized-transaction 2 :insufficient-collateral 3 :invalid-type-of-collateral 4 :excessive-substitution 5 :other 99)) (:coll-asgn-ref-id "907" :type string) (:coll-rpt-id "908" :type string) (:coll-inquiry-id "909" :type string) (:coll-status "910" :type (int-enum :unassigned 0 :partially-assigned 1 :assignment-proposed 2 :assigned 3 :challenged 4)) (:tot-num-reports "911" :type cl-fix:int) (:last-rpt-requested "912" :type boolean) (:agreement-desc "913" :type string) (:agreement-id "914" :type string) (:agreement-date "915" :type cl-fix:localmktdate) (:start-date "916" :type cl-fix:localmktdate) (:end-date "917" :type cl-fix:localmktdate) (:agreement-currency "918" :type cl-fix:currency) (:delivery-type "919" :type (int-enum :versus-payment-deliver 0 :free-deliver 1 :tri-party 2 :hold-in-custody 3)) (:end-accrued-interest-amt "920" :type cl-fix:amt) (:start-cash "921" :type cl-fix:amt) (:end-cash "922" :type cl-fix:amt) (:user-request-id "923" :type string) (:user-request-type "924" :type (int-enum :logonuser 1 :logoffuser 2 :changepasswordforuser 3 :request-individual-user-status 4)) (:new-password "925" :type string) (:user-status "926" :type (int-enum :logged-in 1 :not-logged-in 2 :user-not-recognised 3 :password-incorrect 4 :password-changed 5 :other 6)) (:user-status-text "927" :type string) (:status-value "928" :type (int-enum :connected 1 :not-connected-down-expected-up 2 :not-connected-down-expected-down 3 :in-process 4)) (:status-text "929" :type string) (:ref-comp-id "930" :type string) (:ref-sub-id "931" :type string) (:network-response-id "932" :type string) (:network-request-id "933" :type string) (:last-network-response-id "934" :type string) (:network-request-type "935" :type (int-enum :snapshot 1 :subscribe 2 :stop-subscribing 4 :level-of-detail-then-nocompids-becomes-required 8)) (:no-comp-ids "936" :type cl-fix:numingroup) (:network-status-response-type "937" :type (int-enum :full 1 :incremental-update 2)) (:no-coll-inquiry-qualifier "938" :type cl-fix:numingroup) (:trd-rpt-status "939" :type (int-enum :accepted 0 :rejected 1)) (:affirm-status "940" :type (int-enum :received 1 :confirm-rejected-ie-not-affirmed 2 :affirmed 3)) (:underlying-strike-currency "941" :type cl-fix:currency) (:leg-strike-currency "942" :type cl-fix:currency) (:time-bracket "943" :type string) (:coll-action "944" :type (int-enum :retain 0 :add 1 :remove 2)) (:coll-inquiry-status "945" :type (int-enum :accepted 0 :accepted-with-warnings 1 :completed 2 :completed-with-warnings 3 :rejected 4)) (:coll-inquiry-result "946" :type (int-enum :successful 0 :invalid-or-unknown-instrument 1 :invalid-or-unknown-collateral-type 2 :invalid-parties 3 :invalid-transport-type-requested 4 :invalid-destination-requested 5 :no-collateral-found-for-the-trade-specified 6 :no-collateral-found-for-the-order-specified 7 :collateral-inquiry-type-not-supported 8 :unauthorized-for-collateral-inquiry 9 :other 99)) (:strike-currency "947" :type cl-fix:currency) (:no-nested3party-ids "948" :type cl-fix:numingroup) (:nested3party-id "949" :type string) (:nested3party-id-source "950" :type character) (:nested3party-role "951" :type cl-fix:int) (:no-nested3party-sub-ids "952" :type cl-fix:numingroup) (:nested3party-sub-id "953" :type string) (:nested3party-sub-id-type "954" :type cl-fix:int) (:leg-contract-settl-month "955" :type cl-fix:monthyear) (:leg-interest-accrual-date "956" :type cl-fix:localmktdate)) (defcomponent commission-data () :commission :comm-type :comm-currency :fund-renew-waiv) (defcomponent discretion-instructions () :discretion-inst :discretion-offset-value :discretion-move-type :discretion-offset-type :discretion-limit-type :discretion-round-direction :discretion-scope) (defcomponent financing-details () :agreement-desc :agreement-id :agreement-date :agreement-currency :termination-type :start-date :end-date :delivery-type :margin-ratio) (defcomponent instrument () :symbol :symbol-sfx :security-id :security-id-source (component :sec-alt-id-grp) :product :cficode :security-type :security-sub-type :maturity-month-year :maturity-date :put-call :coupon-payment-date :issue-date :repo-collateral-security-type :repurchase-term :repurchase-rate :factor :credit-rating :instr-registry :country-issue :state-province-issue :locale-issue :redemption-date :strike-price :strike-currency :opt-attribute :contract-multiplier :coupon-rate :security-exchange :issuer :encoded-issuer-len :encoded-issuer :security-desc :encoded-security-desc-len :encoded-security-desc :pool :contract-settl-month :cp-program :cp-reg-type (component :evnt-grp) :dated-date :interest-accrual-date) (defcomponent instrument-extension () :delivery-form :pct-risk (component :attrb-grp)) (defcomponent instrument-leg () :leg-symbol :leg-symbol-sfx :leg-security-id :leg-security-id-source (component :leg-sec-alt-id-grp) :leg-product :legcficode :leg-security-type :leg-security-sub-type :leg-maturity-month-year :leg-maturity-date :leg-coupon-payment-date :leg-issue-date :leg-repo-collateral-security-type :leg-repurchase-term :leg-repurchase-rate :leg-factor :leg-credit-rating :leg-instr-registry :leg-country-issue :leg-state-province-issue :leg-locale-issue :leg-redemption-date :leg-strike-price :leg-strike-currency :leg-opt-attribute :leg-contract-multiplier :leg-coupon-rate :leg-security-exchange :leg-issuer :encoded-leg-issuer-len :encoded-leg-issuer :leg-security-desc :encoded-leg-security-desc-len :encoded-leg-security-desc :leg-ratio-qty :leg-side :leg-currency :leg-pool :leg-dated-date :leg-contract-settl-month :leg-interest-accrual-date) (defcomponent leg-benchmark-curve-data () :leg-benchmark-curve-currency :leg-benchmark-curve-name :leg-benchmark-curve-point :leg-benchmark-price :leg-benchmark-price-type) (defcomponent leg-stipulations () (group :no-leg-stipulations :leg-stipulation-type :leg-stipulation-value)) (defcomponent nested-parties () (group :no-nested-party-ids :nested-party-id :nested-party-id-source :nested-party-role (component :nstd-ptys-sub-grp))) (defcomponent order-qty-data () :order-qty :cash-order-qty :order-percent :rounding-direction :rounding-modulus) (defcomponent parties () (group :no-party-ids :party-id :party-id-source :party-role (component :ptys-sub-grp))) (defcomponent peg-instructions () :peg-offset-value :peg-move-type :peg-offset-type :peg-limit-type :peg-round-direction :peg-scope) (defcomponent position-amount-data () (group :no-pos-amt :pos-amt-type :pos-amt)) (defcomponent position-qty () (group :no-positions :pos-type :long-qty :short-qty :pos-qty-status (component :nested-parties))) (defcomponent settl-instructions-data () :settl-delivery-type :stand-inst-type :stand-inst-name :stand-inst-db-id (component :dlvy-inst-grp)) (defcomponent settl-parties () (group :no-settl-party-ids :settl-party-id :settl-party-id-source :settl-party-role (component :settl-ptys-sub-grp))) (defcomponent spread-benchmark-curve-data () :spread :benchmark-curve-currency :benchmark-curve-name :benchmark-curve-point :benchmark-price :benchmark-price-type :benchmark-security-id :benchmark-security-id-source) (defcomponent stipulations () (group :no-stipulations :stipulation-type :stipulation-value)) (defcomponent trd-reg-timestamps () (group :no-trd-reg-timestamps :trd-reg-timestamp :trd-reg-timestamp-type :trd-reg-timestamp-origin)) (defcomponent underlying-instrument () :underlying-symbol :underlying-symbol-sfx :underlying-security-id :underlying-security-id-source (component :und-sec-alt-id-grp) :underlying-product :underlyingcficode :underlying-security-type :underlying-security-sub-type :underlying-maturity-month-year :underlying-maturity-date :underlying-put-call :underlying-coupon-payment-date :underlying-issue-date :underlying-repo-collateral-security-type :underlying-repurchase-term :underlying-repurchase-rate :underlying-factor :underlying-credit-rating :underlying-instr-registry :underlying-country-issue :underlying-state-province-issue :underlying-locale-issue :underlying-redemption-date :underlying-strike-price :underlying-strike-currency :underlying-opt-attribute :underlying-contract-multiplier :underlying-coupon-rate :underlying-security-exchange :underlying-issuer :encoded-underlying-issuer-len :encoded-underlying-issuer :underlying-security-desc :encoded-underlying-security-desc-len :encoded-underlying-security-desc :underlying-cp-program :underlying-cp-reg-type :underlying-currency :underlying-qty :underlying-px :underlying-dirty-price :underlying-end-price :underlying-start-value :underlying-current-value :underlying-end-value (component :underlying-stipulations)) (defcomponent yield-data () :yield-type :yield :yield-calc-date :yield-redemption-date :yield-redemption-price :yield-redemption-price-type) (defcomponent underlying-stipulations () (group :no-underlying-stips :underlying-stip-type :underlying-stip-value)) (defcomponent nested-parties2 () (group :no-nested2party-ids :nested2party-id :nested2party-id-source :nested2party-role (component :nstd-ptys2sub-grp))) (defcomponent nested-parties3 () (group :no-nested3party-ids :nested3party-id :nested3party-id-source :nested3party-role (component :nstd-ptys3sub-grp))) (defcomponent affected-ord-grp () (group :no-affected-orders :orig-ord-id :affected-order-id :affected-secondary-order-id)) (defcomponent alloc-ack-grp () (group :no-allocs :alloc-account :alloc-acct-id-source :alloc-price :individual-alloc-id :individual-alloc-rej-code :alloc-text :encoded-alloc-text-len :encoded-alloc-text)) (defcomponent alloc-grp () (group :no-allocs :alloc-account :alloc-acct-id-source :match-status :alloc-price :alloc-qty :individual-alloc-id :process-code (component :nested-parties) :notify-broker-credit :alloc-handl-inst :alloc-text :encoded-alloc-text-len :encoded-alloc-text (component :commission-data) :alloc-avg-px :alloc-net-money :settl-curr-amt :alloc-settl-curr-amt :settl-currency :alloc-settl-currency :settl-curr-rate :settl-curr-rate-calc :alloc-accrued-interest-amt :alloc-interest-maturity (component :misc-fees-grp) (component :clr-inst-grp) :alloc-settl-inst-type (component :settl-instructions-data))) (defcomponent bid-comp-req-grp () (group :no-bid-components :list-id :side :trading-session-id :trading-session-sub-id :net-gross-ind :settl-type :settl-date :account :acct-id-source)) (defcomponent bid-comp-rsp-grp () (group (:no-bid-components :required t) (component :commission-data :required t) :list-id :country :side :price :price-type :fair-value :net-gross-ind :settl-type :settl-date :trading-session-id :trading-session-sub-id :text :encoded-text-len :encoded-text)) (defcomponent bid-desc-req-grp () (group :no-bid-descriptors :bid-descriptor-type :bid-descriptor :side-value-ind :liquidity-value :liquidity-num-securities :liquidity-pct-low :liquidity-pct-high :efptracking-error :fair-value :outside-index-pct :value-futures)) (defcomponent clr-inst-grp () (group :no-clearing-instructions :clearing-instruction)) (defcomponent coll-inq-qual-grp () (group :no-coll-inquiry-qualifier :coll-inquiry-qualifier)) (defcomponent comp-id-req-grp () (group :no-comp-ids :ref-comp-id :ref-sub-id :location-id :desk-id)) (defcomponent comp-id-stat-grp () (group (:no-comp-ids :required t) :ref-comp-id :ref-sub-id :location-id :desk-id :status-value :status-text)) (defcomponent cont-amt-grp () (group :no-cont-amts :cont-amt-type :cont-amt-value :cont-amt-curr)) (defcomponent contra-grp () (group :no-contra-brokers :contra-broker :contra-trader :contra-trade-qty :contra-trade-time :contra-leg-ref-id)) (defcomponent cpcty-conf-grp () (group (:no-capacities :required t) (:order-capacity :required t) :order-restrictions (:order-capacity-qty :required t))) (defcomponent exec-alloc-grp () (group :no-execs :last-qty :exec-id :secondary-exec-id :last-px :last-par-px :last-capacity)) (defcomponent exec-coll-grp () (group :no-execs :exec-id)) (defcomponent execs-grp () (group :no-execs :exec-id)) (defcomponent instrmt-grp () (group :no-related-sym (component :instrument))) (defcomponent instrmt-leg-exec-grp () (group :no-legs (component :instrument-leg) :leg-qty :leg-swap-type (component :leg-stipulations) :leg-position-effect :leg-covered-uncovered (component :nested-parties) :leg-ref-id :leg-price :leg-settl-type :leg-settl-date :leg-last-px)) (defcomponent instrmt-leg-grp () (group :no-legs (component :instrument-leg))) (defcomponent instrmt-leg-ioi-grp () (group :no-legs (component :instrument-leg) :leg-ioi-qty (component :leg-stipulations))) (defcomponent instrmt-leg-sec-list-grp () (group :no-legs (component :instrument-leg) :leg-swap-type :leg-settl-type (component :leg-stipulations) (component :leg-benchmark-curve-data))) (defcomponent instrmtmdreq-grp () (group (:no-related-sym :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp))) (defcomponent instrmt-strk-grp () (group (:no-strikes :required t) (component :instrument :required t))) (defcomponent ioi-qual-grp () (group :no-ioi-qualifiers :ioi-qualifier)) (defcomponent leg-ord-grp () (group (:no-legs :required t) (component :instrument-leg) :leg-qty :leg-swap-type (component :leg-stipulations) (component :leg-pre-alloc-grp) :leg-position-effect :leg-covered-uncovered (component :nested-parties) :leg-ref-id :leg-price :leg-settl-type :leg-settl-date)) (defcomponent leg-pre-alloc-grp () (group :no-leg-allocs :leg-alloc-account :leg-individual-alloc-id (component :nested-parties2) :leg-alloc-qty :leg-alloc-acct-id-source :leg-settl-currency)) (defcomponent leg-quot-grp () (group :no-legs (component :instrument-leg) :leg-qty :leg-swap-type :leg-settl-type :leg-settl-date (component :leg-stipulations) (component :nested-parties) :leg-price-type :leg-bid-px :leg-offer-px (component :leg-benchmark-curve-data))) (defcomponent leg-quot-stat-grp () (group :no-legs (component :instrument-leg) :leg-qty :leg-swap-type :leg-settl-type :leg-settl-date (component :leg-stipulations) (component :nested-parties))) (defcomponent lines-text-grp () (group (:no-lines-text :required t) (:text :required t) :encoded-text-len :encoded-text)) (defcomponent list-ord-grp () (group (:no-orders :required t) (:cl-ord-id :required t) :secondary-ord-id (:list-seq-no :required t) :cl-ord-link-id :settl-inst-mode (component :parties) :trade-origination-date :trade-date :account :acct-id-source :account-type :day-booking-inst :booking-unit :alloc-id :prealloc-method (component :pre-alloc-grp) :settl-type :settl-date :cash-margin :clearing-fee-indicator :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code (component :instrument :required t) (component :und-instrmt-grp) :prev-close-px (:side :required t) :side-value-ind :locate-reqd :transact-time (component :stipulations) :qty-type (component :order-qty-data :required t) :ord-type :price-type :price :stop-px (component :spread-benchmark-curve-data) (component :yield-data) :currency :compliance-id :solicited-flag :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :settl-date2 :order-qty2 :price2 :position-effect :covered-uncovered :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :designation)) (defcomponent md-full-grp () (group (:no-md-entries :required t) (:md-entry-type :required t) :md-entry-px :currency :md-entry-size :md-entry-date :md-entry-time :tick-direction :md-mkt :trading-session-id :trading-session-sub-id :quote-condition :trade-condition :md-entry-originator :location-id :desk-id :open-close-settl-flag :time-force :expire-date :expire-time :min-qty :exec-inst :seller-days :order-id :quote-entry-id :md-entry-buyer :md-entry-seller :number-orders :md-entry-position-no :scope :price-delta :text :encoded-text-len :encoded-text)) (defcomponent md-inc-grp () (group (:no-md-entries :required t) (:md-update-action :required t) :delete-reason :md-entry-type :md-entry-id :md-entry-ref-id (component :instrument) (component :und-instrmt-grp) (component :instrmt-leg-grp) :financial-status :corporate-action :md-entry-px :currency :md-entry-size :md-entry-date :md-entry-time :tick-direction :md-mkt :trading-session-id :trading-session-sub-id :quote-condition :trade-condition :md-entry-originator :location-id :desk-id :open-close-settl-flag :time-force :expire-date :expire-time :min-qty :exec-inst :seller-days :order-id :quote-entry-id :md-entry-buyer :md-entry-seller :number-orders :md-entry-position-no :scope :price-delta :net-chg-prev-day :text :encoded-text-len :encoded-text)) (defcomponent md-req-grp () (group (:no-md-entry-types :required t) (:md-entry-type :required t))) (defcomponent md-rjct-grp () (group :no-altmdsource :altmdsource-id)) (defcomponent misc-fees-grp () (group :no-misc-fees :misc-fee-amt :misc-fee-curr :misc-fee-type :misc-fee-basis)) (defcomponent ord-alloc-grp () (group :no-orders :cl-ord-id :order-id :secondary-order-id :secondary-ord-id :list-id (component :nested-parties2) :order-qty :order-avg-px :order-booking-qty)) (defcomponent ord-list-stat-grp () (group (:no-orders :required t) (:cl-ord-id :required t) :secondary-ord-id (:cum-qty :required t) (:ord-status :required t) :working-indicator (:leaves-qty :required t) (:cxl-qty :required t) (:avg-px :required t) :ord-rej-reason :text :encoded-text-len :encoded-text)) (defcomponent pos-und-instrmt-grp () (group :no-underlyings (component :underlying-instrument) (:underlying-settl-price :required t) (:underlying-settl-price-type :required t))) (defcomponent pre-alloc-grp () (group :no-allocs :alloc-account :alloc-acct-id-source :alloc-settl-currency :individual-alloc-id (component :nested-parties) :alloc-qty)) (defcomponent pre-alloc-mleg-grp () (group :no-allocs :alloc-account :alloc-acct-id-source :alloc-settl-currency :individual-alloc-id (component :nested-parties3) :alloc-qty)) (defcomponent quot-cxl-entries-grp () (group :no-quote-entries (component :instrument) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp))) (defcomponent quot-entry-ack-grp () (group :no-quote-entries :quote-entry-id (component :instrument) (component :instrmt-leg-grp) :bid-px :offer-px :bid-size :offer-size :valid-until-time :bid-spot-rate :offer-spot-rate :bid-forward-points :offer-forward-points :mid-px :bid-yield :mid-yield :offer-yield :transact-time :trading-session-id :trading-session-sub-id :settl-date :ord-type :settl-date2 :order-qty2 :bid-forward-points2 :offer-forward-points2 :currency :quote-entry-reject-reason)) (defcomponent quot-entry-grp () (group (:no-quote-entries :required t) (:quote-entry-id :required t) (component :instrument) (component :instrmt-leg-grp) :bid-px :offer-px :bid-size :offer-size :valid-until-time :bid-spot-rate :offer-spot-rate :bid-forward-points :offer-forward-points :mid-px :bid-yield :mid-yield :offer-yield :transact-time :trading-session-id :trading-session-sub-id :settl-date :ord-type :settl-date2 :order-qty2 :bid-forward-points2 :offer-forward-points2 :currency)) (defcomponent quot-qual-grp () (group :no-quote-qualifiers :quote-qualifier)) (defcomponent quot-req-grp () (group (:no-related-sym :required t) (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :prev-close-px :quote-request-type :quote-type :trading-session-id :trading-session-sub-id :trade-origination-date :side :qty-type (component :order-qty-data) :settl-type :settl-date :settl-date2 :order-qty2 :currency (component :stipulations) :account :acct-id-source :account-type (component :quot-req-legs-grp) (component :quot-qual-grp) :quote-price-type :ord-type :valid-until-time :expire-time :transact-time (component :spread-benchmark-curve-data) :price-type :price :price2 (component :yield-data) (component :parties))) (defcomponent quot-req-legs-grp () (group :no-legs (component :instrument-leg) :leg-qty :leg-swap-type :leg-settl-type :leg-settl-date (component :leg-stipulations) (component :nested-parties) (component :leg-benchmark-curve-data))) (defcomponent quot-req-rjct-grp () (group (:no-related-sym :required t) (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :prev-close-px :quote-request-type :quote-type :trading-session-id :trading-session-sub-id :trade-origination-date :side :qty-type (component :order-qty-data) :settl-type :settl-date :settl-date2 :order-qty2 :currency (component :stipulations) :account :acct-id-source :account-type (component :quot-req-legs-grp) (component :quot-qual-grp) :quote-price-type :ord-type :expire-time :transact-time (component :spread-benchmark-curve-data) :price-type :price :price2 (component :yield-data) (component :parties))) (defcomponent quot-set-ack-grp () (group :no-quote-sets :quote-set-id (component :underlying-instrument) :tot-quote-entries :last-fragment (component :quot-entry-ack-grp))) (defcomponent quot-set-grp () (group (:no-quote-sets :required t) (:quote-set-id :required t) (component :underlying-instrument) :quote-set-valid-until-time (:tot-quote-entries :required t) :last-fragment (component :quot-entry-grp :required t))) (defcomponent rel-sym-deriv-sec-grp () (group :no-related-sym (component :instrument) :currency :expiration-cycle (component :instrument-extension) (component :instrmt-leg-grp) :trading-session-id :trading-session-sub-id :text :encoded-text-len :encoded-text)) (defcomponent rfqreq-grp () (group (:no-related-sym :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) :prev-close-px :quote-request-type :quote-type :trading-session-id :trading-session-sub-id)) (defcomponent rgst-dist-inst-grp () (group :no-distrib-insts :distrib-payment-method :distrib-percentage :cash-distrib-curr :cash-distrib-agent-name :cash-distrib-agent-code :cash-distrib-agent-acct-number :cash-distrib-pay-ref :cash-distrib-agent-acct-name)) (defcomponent rgst-dtls-grp () (group :no-regist-dtls :regist-dtls :regist-email :mailing-dtls :mailing-inst (component :nested-parties) :owner-type :date-birth :investor-country-residence)) (defcomponent routing-grp () (group :no-routing-ids :routing-type :routing-id)) (defcomponent sec-list-grp () (group :no-related-sym (component :instrument) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp) :currency (component :stipulations) (component :instrmt-leg-sec-list-grp) (component :spread-benchmark-curve-data) (component :yield-data) :round-lot :min-trade-vol :trading-session-id :trading-session-sub-id :expiration-cycle :text :encoded-text-len :encoded-text)) (defcomponent sec-types-grp () (group :no-security-types :security-type :security-sub-type :product :cficode)) (defcomponent settl-inst-grp () (group :no-settl-inst :settl-inst-id :settl-inst-trans-type :settl-inst-ref-id (component :parties) :side :product :security-type :cficode :effective-time :expire-time :last-update-time (component :settl-instructions-data) :payment-method :payment-ref :card-holder-name :card-number :card-start-date :card-exp-date :card-iss-num :payment-date :payment-remitter-id)) (defcomponent side-cross-ord-cxl-grp () (group (:no-sides :required t) (:side :required t) (:orig-ord-id :required t) (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id :orig-ord-mod-time (component :parties) :trade-origination-date :trade-date (component :order-qty-data :required t) :compliance-id :text :encoded-text-len :encoded-text)) (defcomponent side-cross-ord-mod-grp () (group (:no-sides :required t) (:side :required t) (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id (component :parties) :trade-origination-date :trade-date :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :alloc-id (component :pre-alloc-grp) :qty-type (component :order-qty-data :required t) (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :position-effect :covered-uncovered :cash-margin :clearing-fee-indicator :solicited-flag :side-compliance-id)) (defcomponent trd-alloc-grp () (group :no-allocs :alloc-account :alloc-acct-id-source :alloc-settl-currency :individual-alloc-id (component :nested-parties2) :alloc-qty)) (defcomponent trd-cap-rpt-side-grp () (group (:no-sides :required t) (:side :required t) (:order-id :required t) :secondary-order-id :cl-ord-id :secondary-ord-id :list-id (component :parties) :account :acct-id-source :account-type :process-code :odd-lot (component :clr-inst-grp) :trade-input-source :trade-input-device :order-input-device :currency :compliance-id :solicited-flag :order-capacity :order-restrictions :cust-order-capacity :ord-type :exec-inst :trans-bkd-time :trading-session-id :trading-session-sub-id :time-bracket (component :commission-data) :gross-trade-amt :num-days-interest :ex-date :accrued-interest-rate :accrued-interest-amt :interest-maturity :end-accrued-interest-amt :start-cash :end-cash :concession :total-takedown :net-money :settl-curr-amt :settl-currency :settl-curr-rate :settl-curr-rate-calc :position-effect :text :encoded-text-len :encoded-text :side-multi-leg-reporting-type (component :cont-amt-grp) (component :stipulations) (component :misc-fees-grp) :exchange-rule :trade-alloc-indicator :prealloc-method :alloc-id (component :trd-alloc-grp))) (defcomponent trd-coll-grp () (group :no-trades :trade-report-id :secondary-trade-report-id)) (defcomponent trd-instrmt-leg-grp () (group :no-legs (component :instrument-leg) :leg-qty :leg-swap-type (component :leg-stipulations) :leg-position-effect :leg-covered-uncovered (component :nested-parties) :leg-ref-id :leg-price :leg-settl-type :leg-settl-date :leg-last-px)) (defcomponent trdg-ses-grp () (group :no-trading-sessions :trading-session-id :trading-session-sub-id)) (defcomponent und-instrmt-coll-grp () (group :no-underlyings (component :underlying-instrument) :coll-action)) (defcomponent und-instrmt-grp () (group :no-underlyings (component :underlying-instrument))) (defcomponent und-instrmt-strk-grp () (group :no-underlyings (component :underlying-instrument) :prev-close-px :cl-ord-id :secondary-ord-id :side (:price :required t) :currency :text :encoded-text-len :encoded-text)) (defcomponent trd-cap-grp () (group :no-dates :trade-date :transact-time)) (defcomponent evnt-grp () (group :no-events :event-type :event-date :event-px :event-text)) (defcomponent sec-alt-id-grp () (group :no-security-alt-id :security-alt-id :security-alt-id-source)) (defcomponent leg-sec-alt-id-grp () (group :no-leg-security-alt-id :leg-security-alt-id :leg-security-alt-id-source)) (defcomponent und-sec-alt-id-grp () (group :no-underlying-security-alt-id :underlying-security-alt-id :underlying-security-alt-id-source)) (defcomponent attrb-grp () (group :no-instr-attrib :instr-attrib-type :instr-attrib-value)) (defcomponent dlvy-inst-grp () (group :no-dlvy-inst :settl-inst-source :dlvy-inst-type (component :settl-parties))) (defcomponent settl-ptys-sub-grp () (group :no-settl-party-sub-ids :settl-party-sub-id :settl-party-sub-id-type)) (defcomponent ptys-sub-grp () (group :no-party-sub-ids :party-sub-id :party-sub-id-type)) (defcomponent nstd-ptys-sub-grp () (group :no-nested-party-sub-ids :nested-party-sub-id :nested-party-sub-id-type)) (defcomponent hop () (group :no-hops :hop-comp-id :hop-sending-time :hop-ref-id)) (defcomponent nstd-ptys2sub-grp () (group :no-nested2party-sub-ids :nested2party-sub-id :nested2party-sub-id-type)) (defcomponent nstd-ptys3sub-grp () (group :no-nested3party-sub-ids :nested3party-sub-id :nested3party-sub-id-type)) (defheader (:begin-string :required t) (:body-length :required t) (:msg-type :required t) (:sender-comp-id :required t) (:target-comp-id :required t) :on-behalf-comp-id :deliver-comp-id :secure-data-len :secure-data (:msg-seq-num :required t) :sender-sub-id :sender-location-id :target-sub-id :target-location-id :on-behalf-sub-id :on-behalf-location-id :deliver-sub-id :deliver-location-id :poss-dup-flag :poss-resend (:sending-time :required t) :orig-sending-time :xml-data-len :xml-data :message-encoding :last-msg-seq-num-processed (component :hop)) (deftrailer :signature-length :signature (:check-sum :required t)) (defmessage heartbeat "0" () :test-req-id) (defmessage test-request "1" () (:test-req-id :required t)) (defmessage resend-request "2" () (:begin-seq-no :required t) (:end-seq-no :required t)) (defmessage reject "3" () (:ref-seq-num :required t) :ref-tag-id :ref-msg-type :session-reject-reason :text :encoded-text-len :encoded-text) (defmessage sequence-reset "4" () :gap-fill-flag (:new-seq-no :required t)) (defmessage logout "5" () :text :encoded-text-len :encoded-text) (defmessage ioi "6" () (:ioi-id :required t) (:ioi-trans-type :required t) :ioi-ref-id (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (:side :required t) :qty-type (component :order-qty-data) (:ioi-qty :required t) :currency (component :stipulations) (component :instrmt-leg-ioi-grp) :price-type :price :valid-until-time :ioi-qlty-ind :ioi-natural-flag (component :ioi-qual-grp) :text :encoded-text-len :encoded-text :transact-time :urllink (component :routing-grp) (component :spread-benchmark-curve-data) (component :yield-data)) (defmessage advertisement "7" () (:adv-id :required t) (:adv-trans-type :required t) :adv-ref-id (component :instrument :required t) (component :instrmt-leg-grp) (component :und-instrmt-grp) (:adv-side :required t) (:quantity :required t) :qty-type :price :currency :trade-date :transact-time :text :encoded-text-len :encoded-text :urllink :last-mkt :trading-session-id :trading-session-sub-id) (defmessage execution-report "8" () (:order-id :required t) :secondary-order-id :secondary-ord-id :secondary-exec-id :cl-ord-id :orig-ord-id :cl-ord-link-id :quote-resp-id :ord-status-req-id :mass-status-req-id :tot-num-reports :last-rpt-requested (component :parties) :trade-origination-date (component :contra-grp) :list-id :cross-id :orig-cross-id :cross-type (:exec-id :required t) :exec-ref-id (:exec-type :required t) (:ord-status :required t) :working-indicator :ord-rej-reason :exec-restatement-reason :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :settl-type :settl-date :cash-margin :clearing-fee-indicator (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (:side :required t) (component :stipulations) :qty-type (component :order-qty-data) :ord-type :price-type :price :stop-px (component :peg-instructions) (component :discretion-instructions) :pegged-price :discretion-price :target-strategy :target-strategy-parameters :participation-rate :target-strategy-performance :currency :compliance-id :solicited-flag :time-force :effective-time :expire-date :expire-time :exec-inst :order-capacity :order-restrictions :cust-order-capacity :last-qty :underlying-last-qty :last-px :underlying-last-px :last-par-px :last-spot-rate :last-forward-points :last-mkt :trading-session-id :trading-session-sub-id :time-bracket :last-capacity (:leaves-qty :required t) (:cum-qty :required t) (:avg-px :required t) :day-order-qty :day-cum-qty :day-avg-px :gtbooking-inst :trade-date :transact-time :report-exch (component :commission-data) (component :spread-benchmark-curve-data) (component :yield-data) :gross-trade-amt :num-days-interest :ex-date :accrued-interest-rate :accrued-interest-amt :interest-maturity :end-accrued-interest-amt :start-cash :end-cash :traded-flat-switch :basis-feature-date :basis-feature-price :concession :total-takedown :net-money :settl-curr-amt :settl-currency :settl-curr-rate :settl-curr-rate-calc :handl-inst :min-qty :max-floor :position-effect :max-show :booking-type :text :encoded-text-len :encoded-text :settl-date2 :order-qty2 :last-forward-points2 :multi-leg-reporting-type :cancellation-rights :money-laundering-status :regist-id :designation :trans-bkd-time :exec-valuation-point :exec-price-type :exec-price-adjustment :priority-indicator :price-improvement :last-liquidity-ind (component :cont-amt-grp) (component :instrmt-leg-exec-grp) :copy-msg-indicator (component :misc-fees-grp)) (defmessage order-cancel-reject "9" () (:order-id :required t) :secondary-order-id :secondary-ord-id (:cl-ord-id :required t) :cl-ord-link-id (:orig-ord-id :required t) (:ord-status :required t) :working-indicator :orig-ord-mod-time :list-id :account :acct-id-source :account-type :trade-origination-date :trade-date :transact-time (:cxl-rej-response-to :required t) :cxl-rej-reason :text :encoded-text-len :encoded-text) (defmessage logon "A" () (:encrypt-method :required t) (:heart-int :required t) :raw-data-length :raw-data :reset-seq-num-flag :next-expected-msg-seq-num :max-message-size (group :no-msg-types :ref-msg-type :msg-direction) :test-message-indicator :username :password) (defmessage news "B" () :orig-time :urgency (:headline :required t) :encoded-headline-len :encoded-headline (component :routing-grp) (component :instrmt-grp) (component :instrmt-leg-grp) (component :und-instrmt-grp) (component :lines-text-grp :required t) :urllink :raw-data-length :raw-data) (defmessage email "C" () (:email-thread-id :required t) (:email-type :required t) :orig-time (:subject :required t) :encoded-subject-len :encoded-subject (component :routing-grp) (component :instrmt-grp) (component :und-instrmt-grp) (component :instrmt-leg-grp) :order-id :cl-ord-id (component :lines-text-grp :required t) :raw-data-length :raw-data) (defmessage new-order-single "D" () (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id (component :parties) :trade-origination-date :trade-date :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :alloc-id (component :pre-alloc-grp) :settl-type :settl-date :cash-margin :clearing-fee-indicator :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :prev-close-px (:side :required t) :locate-reqd (:transact-time :required t) (component :stipulations) :qty-type (component :order-qty-data :required t) (:ord-type :required t) :price-type :price :stop-px (component :spread-benchmark-curve-data) (component :yield-data) :currency :compliance-id :solicited-flag :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :settl-date2 :order-qty2 :price2 :position-effect :covered-uncovered :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :cancellation-rights :money-laundering-status :regist-id :designation) (defmessage new-order-list "E" () (:list-id :required t) :bid-id :client-bid-id :prog-rpt-reqs (:bid-type :required t) :prog-period-interval :cancellation-rights :money-laundering-status :regist-id :list-exec-inst-type :list-exec-inst :encoded-list-exec-inst-len :encoded-list-exec-inst :allowable-one-sidedness-pct :allowable-one-sidedness-value :allowable-one-sidedness-curr (:tot-orders :required t) :last-fragment (component :list-ord-grp :required t)) (defmessage order-cancel-request "F" () (:orig-ord-id :required t) :order-id (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id :list-id :orig-ord-mod-time :account :acct-id-source :account-type (component :parties) (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (:side :required t) (:transact-time :required t) (component :order-qty-data :required t) :compliance-id :text :encoded-text-len :encoded-text) (defmessage order-cancel-replace-request "G" () :order-id (component :parties) :trade-origination-date :trade-date (:orig-ord-id :required t) (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id :list-id :orig-ord-mod-time :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :alloc-id (component :pre-alloc-grp) :settl-type :settl-date :cash-margin :clearing-fee-indicator :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (:side :required t) (:transact-time :required t) :qty-type (component :order-qty-data :required t) (:ord-type :required t) :price-type :price :stop-px (component :spread-benchmark-curve-data) (component :yield-data) (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :compliance-id :solicited-flag :currency :time-force :effective-time :expire-date :expire-time :gtbooking-inst (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :settl-date2 :order-qty2 :price2 :position-effect :covered-uncovered :max-show :locate-reqd :cancellation-rights :money-laundering-status :regist-id :designation) (defmessage order-status-request "H" () :order-id (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id (component :parties) :ord-status-req-id :account :acct-id-source (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (:side :required t)) (defmessage allocation-instruction "J" () (:alloc-id :required t) (:alloc-trans-type :required t) (:alloc-type :required t) :secondary-alloc-id :ref-alloc-id :alloc-canc-replace-reason :alloc-intermed-req-type :alloc-link-id :alloc-link-type :booking-ref-id (:alloc-orders-type :required t) (component :ord-alloc-grp) (component :exec-alloc-grp) :previously-reported :reversal-indicator :match-type (:side :required t) (component :instrument :required t) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp) (:quantity :required t) :qty-type :last-mkt :trade-origination-date :trading-session-id :trading-session-sub-id :price-type (:avg-px :required t) :avg-par-px (component :spread-benchmark-curve-data) :currency :avg-precision (component :parties) (:trade-date :required t) :transact-time :settl-type :settl-date :booking-type :gross-trade-amt :concession :total-takedown :net-money :position-effect :auto-accept-indicator :text :encoded-text-len :encoded-text :num-days-interest :accrued-interest-rate :accrued-interest-amt :total-accrued-interest-amt :interest-maturity :end-accrued-interest-amt :start-cash :end-cash :legal-confirm (component :stipulations) (component :yield-data) :tot-allocs :last-fragment (component :alloc-grp)) (defmessage list-cancel-request "K" () (:list-id :required t) (:transact-time :required t) :trade-origination-date :trade-date :text :encoded-text-len :encoded-text) (defmessage list-execute "L" () (:list-id :required t) :client-bid-id :bid-id (:transact-time :required t) :text :encoded-text-len :encoded-text) (defmessage list-status-request "M" () (:list-id :required t) :text :encoded-text-len :encoded-text) (defmessage list-status "N" () (:list-id :required t) (:list-status-type :required t) (:no-rpts :required t) (:list-order-status :required t) (:rpt-seq :required t) :list-status-text :encoded-list-status-text-len :encoded-list-status-text :transact-time (:tot-orders :required t) :last-fragment (component :ord-list-stat-grp :required t)) (defmessage allocation-instruction-ack "P" () (:alloc-id :required t) (component :parties) :secondary-alloc-id :trade-date (:transact-time :required t) (:alloc-status :required t) :alloc-rej-code :alloc-type :alloc-intermed-req-type :match-status :product :security-type :text :encoded-text-len :encoded-text (component :alloc-ack-grp)) (defmessage dont-know-trade "Q" () (:order-id :required t) :secondary-order-id (:exec-id :required t) (:dkreason :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) (:side :required t) (component :order-qty-data :required t) :last-qty :last-px :text :encoded-text-len :encoded-text) (defmessage quote-request "R" () (:quote-req-id :required t) :rfqreq-id :cl-ord-id :order-capacity (component :quot-req-grp :required t) :text :encoded-text-len :encoded-text) (defmessage quote "S" () :quote-req-id (:quote-id :required t) :quote-resp-id :quote-type (component :quot-qual-grp) :quote-response-level (component :parties) :trading-session-id :trading-session-sub-id (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :side (component :order-qty-data) :settl-type :settl-date :settl-date2 :order-qty2 :currency (component :stipulations) :account :acct-id-source :account-type (component :leg-quot-grp) :bid-px :offer-px :mkt-bid-px :mkt-offer-px :min-bid-size :bid-size :min-offer-size :offer-size :valid-until-time :bid-spot-rate :offer-spot-rate :bid-forward-points :offer-forward-points :mid-px :bid-yield :mid-yield :offer-yield :transact-time :ord-type :bid-forward-points2 :offer-forward-points2 :settl-curr-bid-rate :settl-curr-offer-rate :settl-curr-rate-calc :comm-type :commission :cust-order-capacity :ex-destination :order-capacity :price-type (component :spread-benchmark-curve-data) (component :yield-data) :text :encoded-text-len :encoded-text) (defmessage settlement-instructions "T" () (:settl-inst-msg-id :required t) :settl-inst-req-id (:settl-inst-mode :required t) :settl-inst-req-rej-code :text :encoded-text-len :encoded-text :cl-ord-id (:transact-time :required t) (component :settl-inst-grp)) (defmessage market-data-request "V" () (:md-req-id :required t) (:subscription-request-type :required t) (:market-depth :required t) :md-update-type :aggregated-book :open-close-settl-flag :scope :md-implicit-delete (component :md-req-grp :required t) (component :instrmtmdreq-grp :required t) (component :trdg-ses-grp) :appl-queue-action :appl-queue-max) (defmessage market-data-snapshot-full-refresh "W" () :md-req-id (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) :financial-status :corporate-action :net-chg-prev-day (component :md-full-grp :required t) :appl-queue-depth :appl-queue-resolution) (defmessage market-data-incremental-refresh "X" () :md-req-id (component :md-inc-grp :required t) :appl-queue-depth :appl-queue-resolution) (defmessage market-data-request-reject "Y" () (:md-req-id :required t) :md-req-rej-reason (component :md-rjct-grp) :text :encoded-text-len :encoded-text) (defmessage quote-cancel "Z" () :quote-req-id (:quote-id :required t) (:quote-cancel-type :required t) :quote-response-level (component :parties) :account :acct-id-source :account-type :trading-session-id :trading-session-sub-id (component :quot-cxl-entries-grp)) (defmessage quote-status-request "a" () :quote-status-req-id :quote-id (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp) (component :parties) :account :acct-id-source :account-type :trading-session-id :trading-session-sub-id :subscription-request-type) (defmessage mass-quote-acknowledgement "b" () :quote-req-id :quote-id (:quote-status :required t) :quote-reject-reason :quote-response-level :quote-type (component :parties) :account :acct-id-source :account-type :text :encoded-text-len :encoded-text (component :quot-set-ack-grp)) (defmessage security-definition-request "c" () (:security-req-id :required t) (:security-request-type :required t) (component :instrument) (component :instrument-extension) (component :und-instrmt-grp) :currency :text :encoded-text-len :encoded-text :trading-session-id :trading-session-sub-id (component :instrmt-leg-grp) :expiration-cycle :subscription-request-type) (defmessage security-definition "d" () (:security-req-id :required t) (:security-response-id :required t) (:security-response-type :required t) (component :instrument) (component :instrument-extension) (component :und-instrmt-grp) :currency :trading-session-id :trading-session-sub-id :text :encoded-text-len :encoded-text (component :instrmt-leg-grp) :expiration-cycle :round-lot :min-trade-vol) (defmessage security-status-request "e" () (:security-status-req-id :required t) (component :instrument :required t) (component :instrument-extension) (component :und-instrmt-grp) (component :instrmt-leg-grp) :currency (:subscription-request-type :required t) :trading-session-id :trading-session-sub-id) (defmessage security-status "f" () :security-status-req-id (component :instrument :required t) (component :instrument-extension) (component :und-instrmt-grp) (component :instrmt-leg-grp) :currency :trading-session-id :trading-session-sub-id :unsolicited-indicator :security-trading-status :financial-status :corporate-action :halt-reason-char :in-view-common :due-related :buy-volume :sell-volume :high-px :low-px :last-px :transact-time :adjustment :text :encoded-text-len :encoded-text) (defmessage trading-session-status-request "g" () (:trad-ses-req-id :required t) :trading-session-id :trading-session-sub-id :trad-ses-method :trad-ses-mode (:subscription-request-type :required t)) (defmessage trading-session-status "h" () :trad-ses-req-id (:trading-session-id :required t) :trading-session-sub-id :trad-ses-method :trad-ses-mode :unsolicited-indicator (:trad-ses-status :required t) :trad-ses-status-rej-reason :trad-ses-start-time :trad-ses-open-time :trad-ses-pre-close-time :trad-ses-close-time :trad-ses-end-time :total-volume-traded :text :encoded-text-len :encoded-text) (defmessage mass-quote "i" () :quote-req-id (:quote-id :required t) :quote-type :quote-response-level (component :parties) :account :acct-id-source :account-type :def-bid-size :def-offer-size (component :quot-set-grp :required t)) (defmessage business-message-reject "j" () :ref-seq-num (:ref-msg-type :required t) :business-reject-ref-id (:business-reject-reason :required t) :text :encoded-text-len :encoded-text) (defmessage bid-request "k" () :bid-id (:client-bid-id :required t) (:bid-request-trans-type :required t) :list-name (:tot-related-sym :required t) (:bid-type :required t) :num-tickets :currency :side-value1 :side-value2 (component :bid-desc-req-grp) (component :bid-comp-req-grp) :liquidity-ind-type :wt-average-liquidity :exchange-for-physical :out-main-cntryuindex :cross-percent :prog-rpt-reqs :prog-period-interval :inc-tax-ind :forex-req :num-bidders :trade-date (:bid-trade-type :required t) (:basis-type :required t) :strike-time :text :encoded-text-len :encoded-text) (defmessage bid-response "l" () :bid-id :client-bid-id (component :bid-comp-rsp-grp :required t)) (defmessage list-strike-price "m" () (:list-id :required t) (:tot-strikes :required t) :last-fragment (component :instrmt-strk-grp :required t) (component :und-instrmt-strk-grp)) (defmessage xmlnonfix "n" () ) (defmessage registration-instructions "o" () (:regist-id :required t) (:regist-trans-type :required t) (:regist-ref-id :required t) :cl-ord-id (component :parties) :account :acct-id-source :regist-acct-type :tax-advantage-type :ownership-type (component :rgst-dtls-grp) (component :rgst-dist-inst-grp)) (defmessage registration-instructions-response "p" () (:regist-id :required t) (:regist-trans-type :required t) (:regist-ref-id :required t) :cl-ord-id (component :parties) :account :acct-id-source (:regist-status :required t) :regist-rej-reason-code :regist-rej-reason-text) (defmessage order-mass-cancel-request "q" () (:cl-ord-id :required t) :secondary-ord-id (:mass-cancel-request-type :required t) :trading-session-id :trading-session-sub-id (component :instrument) (component :underlying-instrument) :side (:transact-time :required t) :text :encoded-text-len :encoded-text) (defmessage order-mass-cancel-report "r" () :cl-ord-id :secondary-ord-id (:order-id :required t) :secondary-order-id (:mass-cancel-request-type :required t) (:mass-cancel-response :required t) :mass-cancel-reject-reason :total-affected-orders (component :affected-ord-grp) :trading-session-id :trading-session-sub-id (component :instrument) (component :underlying-instrument) :side :transact-time :text :encoded-text-len :encoded-text) (defmessage new-order-cross "s" () (:cross-id :required t) (:cross-type :required t) (:cross-prioritization :required t) (component :side-cross-ord-mod-grp :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) :settl-type :settl-date :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code :prev-close-px :locate-reqd (:transact-time :required t) (component :stipulations) (:ord-type :required t) :price-type :price :stop-px (component :spread-benchmark-curve-data) (component :yield-data) :currency :compliance-id :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :cancellation-rights :money-laundering-status :regist-id :designation) (defmessage cross-order-cancel-replace-request "t" () :order-id (:cross-id :required t) (:orig-cross-id :required t) (:cross-type :required t) (:cross-prioritization :required t) (component :side-cross-ord-mod-grp :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) :settl-type :settl-date :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code :prev-close-px :locate-reqd (:transact-time :required t) (component :stipulations) (:ord-type :required t) :price-type :price :stop-px (component :spread-benchmark-curve-data) (component :yield-data) :currency :compliance-id :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :cancellation-rights :money-laundering-status :regist-id :designation) (defmessage cross-order-cancel-request "u" () :order-id (:cross-id :required t) (:orig-cross-id :required t) (:cross-type :required t) (:cross-prioritization :required t) (component :side-cross-ord-cxl-grp :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) (:transact-time :required t)) (defmessage security-type-request "v" () (:security-req-id :required t) :text :encoded-text-len :encoded-text :trading-session-id :trading-session-sub-id :product :security-type :security-sub-type) (defmessage security-types "w" () (:security-req-id :required t) (:security-response-id :required t) (:security-response-type :required t) :tot-security-types :last-fragment (component :sec-types-grp) :text :encoded-text-len :encoded-text :trading-session-id :trading-session-sub-id :subscription-request-type) (defmessage security-list-request "x" () (:security-req-id :required t) (:security-list-request-type :required t) (component :instrument) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp) :currency :text :encoded-text-len :encoded-text :trading-session-id :trading-session-sub-id :subscription-request-type) (defmessage security-list "y" () (:security-req-id :required t) (:security-response-id :required t) (:security-request-result :required t) :tot-related-sym :last-fragment (component :sec-list-grp)) (defmessage derivative-security-list-request "z" () (:security-req-id :required t) (:security-list-request-type :required t) (component :underlying-instrument) :security-sub-type :currency :text :encoded-text-len :encoded-text :trading-session-id :trading-session-sub-id :subscription-request-type) (defmessage derivative-security-list "AA" () (:security-req-id :required t) (:security-response-id :required t) (:security-request-result :required t) (component :underlying-instrument) :tot-related-sym :last-fragment (component :rel-sym-deriv-sec-grp)) (defmessage new-order-multileg "AB" () (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id (component :parties) :trade-origination-date :trade-date :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :alloc-id (component :pre-alloc-mleg-grp) :settl-type :settl-date :cash-margin :clearing-fee-indicator :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code (:side :required t) (component :instrument :required t) (component :und-instrmt-grp) :prev-close-px (component :leg-ord-grp :required t) :locate-reqd (:transact-time :required t) :qty-type (component :order-qty-data :required t) (:ord-type :required t) :price-type :price :stop-px :currency :compliance-id :solicited-flag :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :position-effect :covered-uncovered :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :cancellation-rights :money-laundering-status :regist-id :designation :multi-leg-rpt-type-req) (defmessage multileg-order-cancel-replace "AC" () :order-id (:orig-ord-id :required t) (:cl-ord-id :required t) :secondary-ord-id :cl-ord-link-id :orig-ord-mod-time (component :parties) :trade-origination-date :trade-date :account :acct-id-source :account-type :day-booking-inst :booking-unit :prealloc-method :alloc-id (component :pre-alloc-mleg-grp) :settl-type :settl-date :cash-margin :clearing-fee-indicator :handl-inst :exec-inst :min-qty :max-floor :ex-destination (component :trdg-ses-grp) :process-code (:side :required t) (component :instrument :required t) (component :und-instrmt-grp) :prev-close-px (component :leg-ord-grp :required t) :locate-reqd (:transact-time :required t) :qty-type (component :order-qty-data :required t) (:ord-type :required t) :price-type :price :stop-px :currency :compliance-id :solicited-flag :ioi-id :quote-id :time-force :effective-time :expire-date :expire-time :gtbooking-inst (component :commission-data) :order-capacity :order-restrictions :cust-order-capacity :forex-req :settl-currency :booking-type :text :encoded-text-len :encoded-text :position-effect :covered-uncovered :max-show (component :peg-instructions) (component :discretion-instructions) :target-strategy :target-strategy-parameters :participation-rate :cancellation-rights :money-laundering-status :regist-id :designation :multi-leg-rpt-type-req) (defmessage trade-capture-report-request "AD" () (:trade-request-id :required t) (:trade-request-type :required t) :subscription-request-type :trade-report-id :secondary-trade-report-id :exec-id :exec-type :order-id :cl-ord-id :match-status :trd-type :trd-sub-type :transfer-reason :secondary-trd-type :trade-link-id :trd-match-id (component :parties) (component :instrument) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp) (component :trd-cap-grp) :clearing-business-date :trading-session-id :trading-session-sub-id :time-bracket :side :multi-leg-reporting-type :trade-input-source :trade-input-device :response-transport-type :response-destination :text :encoded-text-len :encoded-text) (defmessage trade-capture-report "AE" () (:trade-report-id :required t) :trade-report-trans-type :trade-report-type :trade-request-id :trd-type :trd-sub-type :secondary-trd-type :transfer-reason :exec-type :tot-num-trade-reports :last-rpt-requested :unsolicited-indicator :subscription-request-type :trade-report-ref-id :secondary-trade-report-ref-id :secondary-trade-report-id :trade-link-id :trd-match-id :exec-id :ord-status :secondary-exec-id :exec-restatement-reason (:previously-reported :required t) :price-type (component :instrument :required t) (component :financing-details) (component :order-qty-data) :qty-type (component :yield-data) (component :und-instrmt-grp) :underlying-trading-session-id :underlying-trading-session-sub-id (:last-qty :required t) (:last-px :required t) :last-par-px :last-spot-rate :last-forward-points :last-mkt (:trade-date :required t) :clearing-business-date :avg-px (component :spread-benchmark-curve-data) :avg-indicator (component :position-amount-data) :multi-leg-reporting-type :trade-leg-ref-id (component :trd-instrmt-leg-grp) (:transact-time :required t) (component :trd-reg-timestamps) :settl-type :settl-date :match-status :match-type (component :trd-cap-rpt-side-grp :required t) :copy-msg-indicator :publish-trd-indicator :short-sale-reason) (defmessage order-mass-status-request "AF" () (:mass-status-req-id :required t) (:mass-status-req-type :required t) (component :parties) :account :acct-id-source :trading-session-id :trading-session-sub-id (component :instrument) (component :underlying-instrument) :side) (defmessage quote-request-reject "AG" () (:quote-req-id :required t) :rfqreq-id (:quote-request-reject-reason :required t) (component :quot-req-rjct-grp :required t) :text :encoded-text-len :encoded-text) (defmessage rfqrequest "AH" () (:rfqreq-id :required t) (component :rfqreq-grp :required t) :subscription-request-type) (defmessage quote-status-report "AI" () :quote-status-req-id :quote-req-id (:quote-id :required t) :quote-resp-id :quote-type (component :parties) :trading-session-id :trading-session-sub-id (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :side (component :order-qty-data) :settl-type :settl-date :settl-date2 :order-qty2 :currency (component :stipulations) :account :acct-id-source :account-type (component :leg-quot-stat-grp) (component :quot-qual-grp) :expire-time :price :price-type (component :spread-benchmark-curve-data) (component :yield-data) :bid-px :offer-px :mkt-bid-px :mkt-offer-px :min-bid-size :bid-size :min-offer-size :offer-size :valid-until-time :bid-spot-rate :offer-spot-rate :bid-forward-points :offer-forward-points :mid-px :bid-yield :mid-yield :offer-yield :transact-time :ord-type :bid-forward-points2 :offer-forward-points2 :settl-curr-bid-rate :settl-curr-offer-rate :settl-curr-rate-calc :comm-type :commission :cust-order-capacity :ex-destination :quote-status :text :encoded-text-len :encoded-text) (defmessage quote-response "AJ" () (:quote-resp-id :required t) :quote-id (:quote-resp-type :required t) :cl-ord-id :order-capacity :ioi-id :quote-type (component :quot-qual-grp) (component :parties) :trading-session-id :trading-session-sub-id (component :instrument :required t) (component :financing-details) (component :und-instrmt-grp) :side (component :order-qty-data) :settl-type :settl-date :settl-date2 :order-qty2 :currency (component :stipulations) :account :acct-id-source :account-type (component :leg-quot-grp) :bid-px :offer-px :mkt-bid-px :mkt-offer-px :min-bid-size :bid-size :min-offer-size :offer-size :valid-until-time :bid-spot-rate :offer-spot-rate :bid-forward-points :offer-forward-points :mid-px :bid-yield :mid-yield :offer-yield :transact-time :ord-type :bid-forward-points2 :offer-forward-points2 :settl-curr-bid-rate :settl-curr-offer-rate :settl-curr-rate-calc :commission :comm-type :cust-order-capacity :ex-destination :text :encoded-text-len :encoded-text :price :price-type (component :spread-benchmark-curve-data) (component :yield-data)) (defmessage confirmation "AK" () (:confirm-id :required t) :confirm-ref-id :confirm-req-id (:confirm-trans-type :required t) (:confirm-type :required t) :copy-msg-indicator :legal-confirm (:confirm-status :required t) (component :parties) (component :ord-alloc-grp) :alloc-id :secondary-alloc-id :individual-alloc-id (:transact-time :required t) (:trade-date :required t) (component :trd-reg-timestamps) (component :instrument :required t) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp :required t) (component :instrmt-leg-grp :required t) (component :yield-data) (:alloc-qty :required t) :qty-type (:side :required t) :currency :last-mkt (component :cpcty-conf-grp :required t) (:alloc-account :required t) :alloc-acct-id-source :alloc-account-type (:avg-px :required t) :avg-precision :price-type :avg-par-px (component :spread-benchmark-curve-data) :reported-px :text :encoded-text-len :encoded-text :process-code (:gross-trade-amt :required t) :num-days-interest :ex-date :accrued-interest-rate :accrued-interest-amt :interest-maturity :end-accrued-interest-amt :start-cash :end-cash :concession :total-takedown (:net-money :required t) :maturity-net-money :settl-curr-amt :settl-currency :settl-curr-rate :settl-curr-rate-calc :settl-type :settl-date (component :settl-instructions-data) (component :commission-data) :shared-commission (component :stipulations) (component :misc-fees-grp)) (defmessage position-maintenance-request "AL" () (:pos-req-id :required t) (:pos-trans-type :required t) (:pos-maint-action :required t) :orig-pos-req-ref-id :pos-maint-rpt-ref-id (:clearing-business-date :required t) :settl-sess-id :settl-sess-sub-id (component :parties :required t) (:account :required t) :acct-id-source (:account-type :required t) (component :instrument :required t) :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) (component :trdg-ses-grp) (:transact-time :required t) (component :position-qty :required t) :adjustment-type :contrary-instruction-indicator :prior-spread-indicator :threshold-amount :text :encoded-text-len :encoded-text) (defmessage position-maintenance-report "AM" () (:pos-maint-rpt-id :required t) (:pos-trans-type :required t) :pos-req-id (:pos-maint-action :required t) (:orig-pos-req-ref-id :required t) (:pos-maint-status :required t) :pos-maint-result (:clearing-business-date :required t) :settl-sess-id :settl-sess-sub-id (component :parties) (:account :required t) :acct-id-source (:account-type :required t) (component :instrument :required t) :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) (component :trdg-ses-grp) (:transact-time :required t) (component :position-qty :required t) (component :position-amount-data :required t) :adjustment-type :threshold-amount :text :encoded-text-len :encoded-text) (defmessage request-for-positions "AN" () (:pos-req-id :required t) (:pos-req-type :required t) :match-status :subscription-request-type (component :parties :required t) (:account :required t) :acct-id-source (:account-type :required t) (component :instrument) :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) (:clearing-business-date :required t) :settl-sess-id :settl-sess-sub-id (component :trdg-ses-grp) (:transact-time :required t) :response-transport-type :response-destination :text :encoded-text-len :encoded-text) (defmessage request-for-positions-ack "AO" () (:pos-maint-rpt-id :required t) :pos-req-id :total-num-pos-reports :unsolicited-indicator (:pos-req-result :required t) (:pos-req-status :required t) (component :parties :required t) (:account :required t) :acct-id-source (:account-type :required t) (component :instrument) :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) :response-transport-type :response-destination :text :encoded-text-len :encoded-text) (defmessage position-report "AP" () (:pos-maint-rpt-id :required t) :pos-req-id :pos-req-type :subscription-request-type :total-num-pos-reports :unsolicited-indicator (:pos-req-result :required t) (:clearing-business-date :required t) :settl-sess-id :settl-sess-sub-id (component :parties :required t) (:account :required t) :acct-id-source (:account-type :required t) (component :instrument) :currency (:settl-price :required t) (:settl-price-type :required t) (:prior-settl-price :required t) (component :instrmt-leg-grp) (component :pos-und-instrmt-grp) (component :position-qty :required t) (component :position-amount-data :required t) :regist-status :delivery-date :text :encoded-text-len :encoded-text) (defmessage trade-capture-report-request-ack "AQ" () (:trade-request-id :required t) (:trade-request-type :required t) :subscription-request-type :tot-num-trade-reports (:trade-request-result :required t) (:trade-request-status :required t) (component :instrument :required t) (component :und-instrmt-grp) (component :instrmt-leg-grp) :multi-leg-reporting-type :response-transport-type :response-destination :text :encoded-text-len :encoded-text) (defmessage trade-capture-report-ack "AR" () (:trade-report-id :required t) :trade-report-trans-type :trade-report-type :trd-type :trd-sub-type :secondary-trd-type :transfer-reason (:exec-type :required t) :trade-report-ref-id :secondary-trade-report-ref-id :trd-rpt-status :trade-report-reject-reason :secondary-trade-report-id :subscription-request-type :trade-link-id :trd-match-id :exec-id :secondary-exec-id (component :instrument :required t) :transact-time (component :trd-reg-timestamps) :response-transport-type :response-destination :text :encoded-text-len :encoded-text (component :trd-instrmt-leg-grp) :clearing-fee-indicator :order-capacity :order-restrictions :cust-order-capacity :account :acct-id-source :account-type :position-effect :prealloc-method (component :trd-alloc-grp)) (defmessage allocation-report "AS" () (:alloc-report-id :required t) :alloc-id (:alloc-trans-type :required t) :alloc-report-ref-id :alloc-canc-replace-reason :secondary-alloc-id (:alloc-report-type :required t) (:alloc-status :required t) :alloc-rej-code :ref-alloc-id :alloc-intermed-req-type :alloc-link-id :alloc-link-type :booking-ref-id (:alloc-orders-type :required t) (component :ord-alloc-grp) (component :exec-alloc-grp) :previously-reported :reversal-indicator :match-type (:side :required t) (component :instrument :required t) (component :instrument-extension) (component :financing-details) (component :und-instrmt-grp) (component :instrmt-leg-grp) (:quantity :required t) :qty-type :last-mkt :trade-origination-date :trading-session-id :trading-session-sub-id :price-type (:avg-px :required t) :avg-par-px (component :spread-benchmark-curve-data) :currency :avg-precision (component :parties) (:trade-date :required t) :transact-time :settl-type :settl-date :booking-type :gross-trade-amt :concession :total-takedown :net-money :position-effect :auto-accept-indicator :text :encoded-text-len :encoded-text :num-days-interest :accrued-interest-rate :accrued-interest-amt :total-accrued-interest-amt :interest-maturity :end-accrued-interest-amt :start-cash :end-cash :legal-confirm (component :stipulations) (component :yield-data) :tot-allocs :last-fragment (component :alloc-grp)) (defmessage allocation-report-ack "AT" () (:alloc-report-id :required t) (:alloc-id :required t) (component :parties) :secondary-alloc-id :trade-date (:transact-time :required t) (:alloc-status :required t) :alloc-rej-code :alloc-report-type :alloc-intermed-req-type :match-status :product :security-type :text :encoded-text-len :encoded-text (component :alloc-ack-grp)) (defmessage confirmation-ack "AU" () (:confirm-id :required t) (:trade-date :required t) (:transact-time :required t) (:affirm-status :required t) :confirm-rej-reason :match-status :text :encoded-text-len :encoded-text) (defmessage settlement-instruction-request "AV" () (:settl-inst-req-id :required t) (:transact-time :required t) (component :parties) :alloc-account :alloc-acct-id-source :side :product :security-type :cficode :effective-time :expire-time :last-update-time :stand-inst-type :stand-inst-name :stand-inst-db-id) (defmessage assignment-report "AW" () (:asgn-rpt-id :required t) :tot-num-assignment-reports :last-rpt-requested (component :parties :required t) :account (:account-type :required t) (component :instrument) :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) (component :position-qty :required t) (component :position-amount-data :required t) :threshold-amount (:settl-price :required t) (:settl-price-type :required t) (:underlying-settl-price :required t) :expire-date (:assignment-method :required t) :assignment-unit (:open-interest :required t) (:exercise-method :required t) (:settl-sess-id :required t) (:settl-sess-sub-id :required t) (:clearing-business-date :required t) :text :encoded-text-len :encoded-text) (defmessage collateral-request "AX" () (:coll-req-id :required t) (:coll-asgn-reason :required t) (:transact-time :required t) :expire-time (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-coll-grp) :margin-excess :total-net-value :cash-outstanding (component :trd-reg-timestamps) :side (component :misc-fees-grp) :price :price-type :accrued-interest-amt :end-accrued-interest-amt :start-cash :end-cash (component :spread-benchmark-curve-data) (component :stipulations) :trading-session-id :trading-session-sub-id :settl-sess-id :settl-sess-sub-id :clearing-business-date :text :encoded-text-len :encoded-text) (defmessage collateral-assignment "AY" () (:coll-asgn-id :required t) :coll-req-id (:coll-asgn-reason :required t) (:coll-asgn-trans-type :required t) :coll-asgn-ref-id (:transact-time :required t) :expire-time (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-coll-grp) :margin-excess :total-net-value :cash-outstanding (component :trd-reg-timestamps) :side (component :misc-fees-grp) :price :price-type :accrued-interest-amt :end-accrued-interest-amt :start-cash :end-cash (component :spread-benchmark-curve-data) (component :stipulations) (component :settl-instructions-data) :trading-session-id :trading-session-sub-id :settl-sess-id :settl-sess-sub-id :clearing-business-date :text :encoded-text-len :encoded-text) (defmessage collateral-response "AZ" () (:coll-resp-id :required t) (:coll-asgn-id :required t) :coll-req-id (:coll-asgn-reason :required t) :coll-asgn-trans-type (:coll-asgn-resp-type :required t) :coll-asgn-reject-reason (:transact-time :required t) (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-coll-grp) :margin-excess :total-net-value :cash-outstanding (component :trd-reg-timestamps) :side (component :misc-fees-grp) :price :price-type :accrued-interest-amt :end-accrued-interest-amt :start-cash :end-cash (component :spread-benchmark-curve-data) (component :stipulations) :text :encoded-text-len :encoded-text) (defmessage collateral-report "BA" () (:coll-rpt-id :required t) :coll-inquiry-id (:coll-status :required t) :tot-num-reports :last-rpt-requested (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) :margin-excess :total-net-value :cash-outstanding (component :trd-reg-timestamps) :side (component :misc-fees-grp) :price :price-type :accrued-interest-amt :end-accrued-interest-amt :start-cash :end-cash (component :spread-benchmark-curve-data) (component :stipulations) (component :settl-instructions-data) :trading-session-id :trading-session-sub-id :settl-sess-id :settl-sess-sub-id :clearing-business-date :text :encoded-text-len :encoded-text) (defmessage collateral-inquiry "BB" () :coll-inquiry-id (component :coll-inq-qual-grp) :subscription-request-type :response-transport-type :response-destination (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) :margin-excess :total-net-value :cash-outstanding (component :trd-reg-timestamps) :side :price :price-type :accrued-interest-amt :end-accrued-interest-amt :start-cash :end-cash (component :spread-benchmark-curve-data) (component :stipulations) (component :settl-instructions-data) :trading-session-id :trading-session-sub-id :settl-sess-id :settl-sess-sub-id :clearing-business-date :text :encoded-text-len :encoded-text) (defmessage network-counterparty-system-status-request "BC" () (:network-request-type :required t) (:network-request-id :required t) (component :comp-id-req-grp)) (defmessage network-counterparty-system-status-response "BD" () (:network-status-response-type :required t) :network-request-id (:network-response-id :required t) :last-network-response-id (component :comp-id-stat-grp :required t)) (defmessage user-request "BE" () (:user-request-id :required t) (:user-request-type :required t) (:username :required t) :password :new-password :raw-data-length :raw-data) (defmessage user-response "BF" () (:user-request-id :required t) (:username :required t) :user-status :user-status-text) (defmessage collateral-inquiry-ack "BG" () (:coll-inquiry-id :required t) (:coll-inquiry-status :required t) :coll-inquiry-result (component :coll-inq-qual-grp) :tot-num-reports (component :parties) :account :account-type :cl-ord-id :order-id :secondary-order-id :secondary-ord-id (component :exec-coll-grp) (component :trd-coll-grp) (component :instrument) (component :financing-details) :settl-date :quantity :qty-type :currency (component :instrmt-leg-grp) (component :und-instrmt-grp) :trading-session-id :trading-session-sub-id :settl-sess-id :settl-sess-sub-id :clearing-business-date :response-transport-type :response-destination :text :encoded-text-len :encoded-text) (defmessage confirmation-request "BH" () (:confirm-req-id :required t) (:confirm-type :required t) (component :ord-alloc-grp) :alloc-id :secondary-alloc-id :individual-alloc-id (:transact-time :required t) :alloc-account :alloc-acct-id-source :alloc-account-type :text :encoded-text-len :encoded-text) ;; Defines the READ-FIX function. Enables you to read a fix message from a stream. The ;; reader is blocking - that is, it uses (read-char) under the hood directly against a ;; stream. Again, you're encouraged to macro-expand to see what it is doing. (defreader) ;; Defines the SERIALIZE-FIX function, which allows you to serialize a MSG into a stream. ;; Also defines a convenience method - STR - which does the above into a string. (defserializer) ;; Defines the VALIDATE function. This performs a basic check on the top level of a message to ;; ensure that: (1) all required fields are present, (2) the values are the correct type, and (3) ;; fields actually belong to this message. (defvalidator)