FixAntenna/NetCore/Dictionaries/fixdic40.xml (3,412 lines of code) (raw):
<?xml version="1.0" encoding="UTF-8"?>
<fixdic xmlns="http://www.b2bits.com/FIXProtocol" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.b2bits.com/FIXProtocol fixdic.xsd"
id="FIX40" fixversion="4.0" title="FIX 4.0" version="1.5.54" date="2017-11-29">
<typelist>
<typedef type="int">
<descr>
<p>
Sequence of digits without commas or decimals and optional sign character (ASCII
characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is
"99999" while negative int is "-99999"). Examples: 723 in field 21 would be mapped int as
|21=723|, -723 in field 12 would be mapped int as |12=-723|.
</p>
</descr>
</typedef>
<typedef type="float">
<descr>
<p>
Sequence of digits with optional decimal point and sign character (ASCII characters "-",
"0" - "9" and "."); the absence of the decimal point within the string will be interpreted
as the float representation of an integer value. All float fields must accommodate up to
fifteen significant digits.
</p>
</descr>
</typedef>
<typedef type="char">
<descr>
<p>
Alpha-numeric free format strings, can include any character or punctuation except the
delimiter. All char fields are case sensitive (i.e. morstatt != Morstatt).
</p>
</descr>
</typedef>
<typedef type="time" extends="char">
<descr>
<p>
Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required. Valid
values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59.
</p>
</descr>
</typedef>
<typedef type="date" extends="char">
<descr>
<p>Date in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.</p>
</descr>
</typedef>
<typedef type="data">
<descr>
<p>
Raw data with no format or content restrictions. Data fields are always immediately
preceded by a length field. Caution: may contain the delimiter (SOH) character.
</p>
</descr>
</typedef>
</typelist>
<fielddic>
<valblockdef id="Currency" name="Currency">
<item val="AFA" id="AFGHANI_SYMBOL">Afghani</item>
<item val="DZD" id="ALGERIAN_DINAR_SYMBOL">Algerian Dinar</item>
<item val="ADP" id="ANDORRAN_PESETA_SYMBOL">Andorran Peseta</item>
<item val="ARS" id="ARGENTINE_PESO_SYMBOL">Argentine Peso</item>
<item val="AMD" id="ARMENIAN_DRAM_SYMBOL">Armenian Dram</item>
<item val="AWG" id="ARUBAN_GUILDER_SYMBOL">Aruban Guilder</item>
<item val="AUD" id="AUSTRALIAN_DOLLAR_SYMBOL">Australian Dollar</item>
<item val="AZM" id="AZERBAIJANIAN_MANAT_SYMBOL">Azerbaijanian Manat</item>
<item val="BSD" id="BAHAMIAN_DOLLAR_SYMBOL">Bahamian Dollar</item>
<item val="BHD" id="BAHRAINI_DINAR_SYMBOL">Bahraini Dinar</item>
<item val="THB" id="BAHT_SYMBOL">Baht</item>
<item val="PAB" id="BALBOA_SYMBOL">Balboa</item>
<item val="BBD" id="BARBADOS_DOLLAR_SYMBOL">Barbados Dollar</item>
<item val="BYB" id="BELARUSSIAN_RUBLE_SYMBOL">Belarussian Ruble</item>
<item val="BEF" id="BELGIAN_FRANC_SYMBOL">Belgian Franc</item>
<item val="BZD" id="BELIZE_DOLLAR_SYMBOL">Belize Dollar</item>
<item val="BMD" id="BERMUDIAN_DOLLAR_SYMBOL">Bermudian Dollar</item>
<item val="VEB" id="BOLIVAR_SYMBOL">Bolivar</item>
<item val="BOB" id="BOLIVIANO_SYMBOL">Boliviano</item>
<item val="BRL" id="BRAZILIAN_REAL_SYMBOL">Brazilian Real</item>
<item val="BND" id="BRUNEI_DOLLAR_SYMBOL">Brunei Dollar</item>
<item val="BIF" id="BURUNDI_FRANC_SYMBOL">Burundi Franc</item>
<item val="XOF" id="CFA_FRANC_BCEAO_PLUS_SYMBOL">CFA Franc BCEAO+</item>
<item val="XAF" id="CFA_FRANC_BEAC_HASH_SYMBOL">CFA Franc BEAC#</item>
<item val="XPF" id="CFP_FRANC_SYMBOL">CFP Franc</item>
<item val="CAD" id="CANADIAN_DOLLAR_SYMBOL">Canadian Dollar</item>
<item val="CVE" id="CAPE_VERDE_ESCUDO_SYMBOL">Cape Verde Escudo</item>
<item val="KYD" id="CAYMAN_ISLANDS_DOLLAR_SYMBOL">Cayman Islands Dollar</item>
<item val="GHC" id="CEDI_SYMBOL">Cedi</item>
<item val="CLP" id="CHILEAN_PESO_SYMBOL">Chilean Peso</item>
<item val="COP" id="COLOMBIAN_PESO_SYMBOL">Colombian Peso</item>
<item val="KMF" id="COMORO_FRANC_SYMBOL">Comoro Franc</item>
<item val="BAM" id="CONVERTIBLE_MARKS_SYMBOL">Convertible Marks</item>
<item val="NIO" id="CORDOBA_ORO_SYMBOL">Cordoba Oro</item>
<item val="CRC" id="COSTA_RICAN_COLON_SYMBOL">Costa Rican Colon</item>
<item val="CUP" id="CUBAN_PESO_SYMBOL">Cuban Peso</item>
<item val="CYP" id="CYPRUS_POUND_SYMBOL">Cyprus Pound</item>
<item val="CZK" id="CZECH_KORUNA_SYMBOL">Czech Koruna</item>
<item val="GMD" id="DALASI_SYMBOL">Dalasi</item>
<item val="DKK" id="DANISH_KRONE_SYMBOL">Danish Krone</item>
<item val="MKD" id="DENAR_SYMBOL">Denar</item>
<item val="DEM" id="DEUTSCHE_MARK_SYMBOL">Deutsche Mark</item>
<item val="DJF" id="DJIBOUTI_FRANC_SYMBOL">Djibouti Franc</item>
<item val="STD" id="DOBRA_SYMBOL">Dobra</item>
<item val="DOP" id="DOMINICAN_PESO_SYMBOL">Dominican Peso</item>
<item val="VND" id="DONG_SYMBOL">Dong</item>
<item val="GRD" id="DRACHMA_SYMBOL">Drachma</item>
<item val="XCD" id="EAST_CARIBBEAN_DOLLAR_SYMBOL">East Caribbean Dollar</item>
<item val="EGP" id="EGYPTIAN_POUND_SYMBOL">Egyptian Pound</item>
<item val="SVC" id="EL_SALVADOR_COLON_SYMBOL">El Salvador Colon</item>
<item val="ETB" id="ETHIOPIAN_BIRR_SYMBOL">Ethiopian Birr</item>
<item val="EUR" id="EURO_SYMBOL">Euro</item>
<item val="FKP" id="FALKLAND_ISLANDS_POUND_SYMBOL">Falkland Islands Pound</item>
<item val="FJD" id="FIJI_DOLLAR_SYMBOL">Fiji Dollar</item>
<item val="HUF" id="FORINT_SYMBOL">Forint</item>
<item val="CDF" id="FRANC_CONGOLAIS_SYMBOL">Franc Congolais</item>
<item val="FRF" id="FRENCH_FRANC_SYMBOL">French Franc</item>
<item val="GIP" id="GIBRALTAR_POUND_SYMBOL">Gibraltar Pound</item>
<item val="HTG" id="GOURDE_SYMBOL">Gourde</item>
<item val="PYG" id="GUARANI_SYMBOL">Guarani</item>
<item val="GNF" id="GUINEA_FRANC_SYMBOL">Guinea Franc</item>
<item val="GWP" id="GUINEA_BISSAU_PESO_SYMBOL">Guinea-Bissau Peso</item>
<item val="GYD" id="GUYANA_DOLLAR_SYMBOL">Guyana Dollar</item>
<item val="HKD" id="HONG_KONG_DOLLAR_SYMBOL">Hong Kong Dollar</item>
<item val="UAH" id="HRYVNIA_SYMBOL">Hryvnia</item>
<item val="ISK" id="ICELAND_KRONA_SYMBOL">Iceland Krona</item>
<item val="INR" id="INDIAN_RUPEE_SYMBOL">Indian Rupee</item>
<item val="IRR" id="IRANIAN_RIAL_SYMBOL">Iranian Rial</item>
<item val="IQD" id="IRAQI_DINAR_SYMBOL">Iraqi Dinar</item>
<item val="IEP" id="IRISH_POUND_SYMBOL">Irish Pound</item>
<item val="ITL" id="ITALIAN_LIRA_SYMBOL">Italian Lira</item>
<item val="JMD" id="JAMAICAN_DOLLAR_SYMBOL">Jamaican Dollar</item>
<item val="JOD" id="JORDANIAN_DINAR_SYMBOL">Jordanian Dinar</item>
<item val="KES" id="KENYAN_SHILLING_SYMBOL">Kenyan Shilling</item>
<item val="PGK" id="KINA_SYMBOL">Kina</item>
<item val="LAK" id="KIP_SYMBOL">Kip</item>
<item val="EEK" id="KROON_SYMBOL">Kroon</item>
<item val="HRK" id="KUNA_SYMBOL">Kuna</item>
<item val="KWD" id="KUWAITI_DINAR_SYMBOL">Kuwaiti Dinar</item>
<item val="MWK" id="KWACHA_MWK_SYMBOL">Kwacha</item>
<item val="ZMK" id="KWACHA_ZMK_SYMBOL">Kwacha</item>
<item val="AOR" id="KWANZA_REAJUSTADO_SYMBOL">Kwanza Reajustado</item>
<item val="MMK" id="KYAT_SYMBOL">Kyat</item>
<item val="GEL" id="LARI_SYMBOL">Lari</item>
<item val="LVL" id="LATVIAN_LATS_SYMBOL">Latvian Lats</item>
<item val="LBP" id="LEBANESE_POUND_SYMBOL">Lebanese Pound</item>
<item val="ALL" id="LEK_SYMBOL">Lek</item>
<item val="HNL" id="LEMPIRA_SYMBOL">Lempira</item>
<item val="SLL" id="LEONE_SYMBOL">Leone</item>
<item val="ROL" id="LEU_SYMBOL">Leu</item>
<item val="BGL" id="LEV_SYMBOL">Lev</item>
<item val="LRD" id="LIBERIAN_DOLLAR_SYMBOL">Liberian Dollar</item>
<item val="LYD" id="LIBYAN_DINAR_SYMBOL">Libyan Dinar</item>
<item val="SZL" id="LILANGENI_SYMBOL">Lilangeni</item>
<item val="LTL" id="LITHUANIAN_LITAS_SYMBOL">Lithuanian Litas</item>
<item val="LSL" id="LOTI_SYMBOL">Loti</item>
<item val="LUF" id="LUXEMBOURG_FRANC_SYMBOL">Luxembourg Franc</item>
<item val="MGF" id="MALAGASY_FRANC_SYMBOL">Malagasy Franc</item>
<item val="MYR" id="MALAYSIAN_RINGGIT_SYMBOL">Malaysian Ringgit</item>
<item val="MTL" id="MALTESE_LIRA_SYMBOL">Maltese Lira</item>
<item val="TMM" id="MANAT_SYMBOL">Manat</item>
<item val="FIM" id="MARKKA_SYMBOL">Markka</item>
<item val="MUR" id="MAURITIUS_RUPEE_SYMBOL">Mauritius Rupee</item>
<item val="MZM" id="METICAL_SYMBOL">Metical</item>
<item val="MXN" id="MEXICAN_PESO_SYMBOL">Mexican Peso</item>
<item val="MXV" id="MEXICAN_UDI_SYMBOL">Mexican Unidad de Inversion (UDI)</item>
<item val="MDL" id="MOLDOVAN_LEU_SYMBOL">Moldovan Leu</item>
<item val="MAD" id="MOROCCAN_DIRHAM_SYMBOL">Moroccan Dirham</item>
<item val="BOV" id="MVDOL_SYMBOL">Mvdol</item>
<item val="NGN" id="NAIRA_SYMBOL">Naira</item>
<item val="ERN" id="NAKFA_SYMBOL">Nakfa</item>
<item val="NAD" id="NAMIBIA_DOLLAR_SYMBOL">Namibia Dollar</item>
<item val="NPR" id="NEPALESE_RUPEE_SYMBOL">Nepalese Rupee</item>
<item val="ANG" id="NETHERLANDS_ANTILLIAN_GUILDER_SYMBOL">Netherlands Antillian Guilder</item>
<item val="NLG" id="NETHERLANDS_GUILDER_SYMBOL">Netherlands Guilder</item>
<item val="YUM" id="NEW_DINAR_SYMBOL">New Dinar</item>
<item val="ILS" id="NEW_ISRAELI_SHEQEL_SYMBOL">New Israeli Sheqel</item>
<item val="AON" id="NEW_KWANZA_SYMBOL">New Kwanza</item>
<item val="TWD" id="NEW_TAIWAN_DOLLAR_SYMBOL">New Taiwan Dollar</item>
<item val="ZRN" id="NEW_ZAIRE_SYMBOL">New Zaire</item>
<item val="NZD" id="NEW_ZEALAND_DOLLAR_SYMBOL">New Zealand Dollar</item>
<item val="USN" id="NEXT_DAY_SYMBOL">Next day</item>
<item val="BTN" id="NGULTRUM_SYMBOL">Ngultrum</item>
<item val="KPW" id="NORTH_KOREAN_WON_SYMBOL">North Korean Won</item>
<item val="NOK" id="NORWEGIAN_KRONE_SYMBOL">Norwegian Krone</item>
<item val="PEN" id="NUEVO_SOL_SYMBOL">Nuevo Sol</item>
<item val="MRO" id="OUGUIYA_SYMBOL">Ouguiya</item>
<item val="TOP" id="PAANGA_SYMBOL">Pa'anga</item>
<item val="PKR" id="PAKISTAN_RUPEE_SYMBOL">Pakistan Rupee</item>
<item val="MOP" id="PATACA_SYMBOL">Pataca</item>
<item val="UYU" id="PESO_URUGUAYO_SYMBOL">Peso Uruguayo</item>
<item val="PHP" id="PHILIPPINE_PESO_SYMBOL">Philippine Peso</item>
<item val="PTE" id="PORTUGUESE_ESCUDO_SYMBOL">Portuguese Escudo</item>
<item val="GBP" id="POUND_STERLING_SYMBOL">Pound Sterling</item>
<item val="BWP" id="PULA_SYMBOL">Pula</item>
<item val="QAR" id="QATARI_RIAL_SYMBOL">Qatari Rial</item>
<item val="GTQ" id="QUETZAL_SYMBOL">Quetzal</item>
<item val="ZAR" id="RAND_SYMBOL">Rand</item>
<item val="OMR" id="RIAL_OMANI_SYMBOL">Rial Omani</item>
<item val="KHR" id="RIEL_SYMBOL">Riel</item>
<item val="MVR" id="RUFIYAA_SYMBOL">Rufiyaa</item>
<item val="IDR" id="RUPIAH_SYMBOL">Rupiah</item>
<item val="RUB" id="RUB_SYMBOL">Russian Ruble</item>
<item val="RUR" id="RUR_SYMBOL">Russian Ruble</item>
<item val="RWF" id="RWANDA_FRANC_SYMBOL">Rwanda Franc</item>
<item val="XDR" id="SDR_SYMBOL">SDR</item>
<item val="USS" id="SAME_DAY_SYMBOL">Same day</item>
<item val="SAR" id="SAUDI_RIYAL_SYMBOL">Saudi Riyal</item>
<item val="ATS" id="SCHILLING_SYMBOL">Schilling</item>
<item val="SCR" id="SEYCHELLES_RUPEE_SYMBOL">Seychelles Rupee</item>
<item val="SGD" id="SINGAPORE_DOLLAR_SYMBOL">Singapore Dollar</item>
<item val="SKK" id="SLOVAK_KORUNA_SYMBOL">Slovak Koruna</item>
<item val="SBD" id="SOLOMON_ISLANDS_DOLLAR_SYMBOL">Solomon Islands Dollar</item>
<item val="KGS" id="SOM_SYMBOL">Som</item>
<item val="SOS" id="SOMALI_SHILLING_SYMBOL">Somali Shilling</item>
<item val="ESP" id="SPANISH_PESETA_SYMBOL">Spanish Peseta</item>
<item val="LKR" id="SRI_LANKA_RUPEE_SYMBOL">Sri Lanka Rupee</item>
<item val="SHP" id="ST_HELENA_POUND_SYMBOL">St Helena Pound</item>
<item val="ECS" id="SUCRE_SYMBOL">Sucre</item>
<item val="SDD" id="SUDANESE_DINAR_SYMBOL">Sudanese Dinar</item>
<item val="SRG" id="SURINAM_GUILDER_SYMBOL">Surinam Guilder</item>
<item val="SEK" id="SWEDISH_KRONA_SYMBOL">Swedish Krona</item>
<item val="CHF" id="SWISS_FRANC_SYMBOL">Swiss Franc</item>
<item val="SYP" id="SYRIAN_POUND_SYMBOL">Syrian Pound</item>
<item val="TJR" id="TAJIK_RUBLE_SYMBOL">Tajik Ruble</item>
<item val="BDT" id="TAKA_SYMBOL">Taka</item>
<item val="WST" id="TALA_SYMBOL">Tala</item>
<item val="TZS" id="TANZANIAN_SHILLING_SYMBOL">Tanzanian Shilling</item>
<item val="KZT" id="TENGE_SYMBOL">Tenge</item>
<item val="TPE" id="TIMOR_ESCUDO_SYMBOL">Timor Escudo</item>
<item val="SIT" id="TOLAR_SYMBOL">Tolar</item>
<item val="TTD" id="TRINIDAD_AND_TOBAGO_DOLLAR_SYMBOL">Trinidad and Tobago Dollar</item>
<item val="MNT" id="TUGRIK_SYMBOL">Tugrik</item>
<item val="TND" id="TUNISIAN_DINAR_SYMBOL">Tunisian Dinar</item>
<item val="TRL" id="TURKISH_LIRA_SYMBOL">Turkish Lira</item>
<item val="AED" id="UAE_DIRHAM_SYMBOL">UAE Dirham</item>
<item val="USD" id="US_DOLLAR_SYMBOL">US Dollar</item>
<item val="UGX" id="UGANDA_SHILLING_SYMBOL">Uganda Shilling</item>
<item val="ECV" id="UVC_SYMBOL">Unidad de Valor Constante (UVC)</item>
<item val="CLF" id="UNIDADES_DE_FOMENTO_SYMBOL">Unidades de fomento</item>
<item val="UZS" id="UZBEKISTAN_SUM_SYMBOL">Uzbekistan Sum</item>
<item val="VUV" id="VATU_SYMBOL">Vatu</item>
<item val="KRW" id="WON_SYMBOL">Won</item>
<item val="YER" id="YEMENI_RIAL_SYMBOL">Yemeni Rial</item>
<item val="JPY" id="YEN_SYMBOL">Yen</item>
<item val="CNY" id="YUAN_RENMINBI_SYMBOL">Yuan Renminbi</item>
<item val="ZWD" id="ZIMBABWE_DOLLAR_SYMBOL">Zimbabwe Dollar</item>
<item val="PLN" id="ZLOTY_SYMBOL">Zloty</item>
<item val="ZAL" id="FINANCIAL_RAND_SYMBOL">financial Rand</item>
<item val="004" id="AFGHANI_NUMBER">Afghani</item>
<item val="01" id="ALGERIAN_DINAR_NUMBER">Algerian Dinar</item>
<item val="020" id="ANDORRAN_PESETA_NUMBER">Andorran Peseta</item>
<item val="032" id="ARGENTINE_PESO_NUMBER">Argentine Peso</item>
<item val="051" id="ARMENIAN_DRAM_NUMBER">Armenian Dram</item>
<item val="533" id="ARUBAN_GUILDER_NUMBER">Aruban Guilder</item>
<item val="036" id="AUSTRALIAN_DOLLAR_NUMBER">Australian Dollar</item>
<item val="031" id="AZERBAIJANIAN_MANAT_NUMBER">Azerbaijanian Manat</item>
<item val="044" id="BAHAMIAN_DOLLAR_NUMBER">Bahamian Dollar</item>
<item val="048" id="BAHRAINI_DINAR_NUMBER">Bahraini Dinar</item>
<item val="764" id="BAHT_NUMBER">Baht</item>
<item val="590" id="BALBOA_NUMBER">Balboa</item>
<item val="052" id="BARBADOS_DOLLAR_NUMBER">Barbados Dollar</item>
<item val="112" id="BELARUSSIAN_RUBLE_NUMBER">Belarussian Ruble</item>
<item val="056" id="BELGIAN_FRANC_NUMBER">Belgian Franc</item>
<item val="084" id="BELIZE_DOLLAR_NUMBER">Belize Dollar</item>
<item val="060" id="BERMUDIAN_DOLLAR_NUMBER">Bermudian Dollar</item>
<item val="862" id="BOLIVAR_NUMBER">Bolivar</item>
<item val="068" id="BOLIVIANO_NUMBER">Boliviano</item>
<item val="986" id="BRAZILIAN_REAL_NUMBER">Brazilian Real</item>
<item val="096" id="BRUNEI_DOLLAR_NUMBER">Brunei Dollar</item>
<item val="108" id="BURUNDI_FRANC_NUMBER">Burundi Franc</item>
<item val="952" id="CFA_FRANC_BCEAO_PLUS_NUMBER">CFA Franc BCEAO+</item>
<item val="950" id="CFA_FRANC_BEAC_HASH_NUMBER">CFA Franc BEAC#</item>
<item val="953" id="CFP_FRANC_NUMBER">CFP Franc</item>
<item val="124" id="CANADIAN_DOLLAR_NUMBER">Canadian Dollar</item>
<item val="132" id="CAPE_VERDE_ESCUDO_NUMBER">Cape Verde Escudo</item>
<item val="136" id="CAYMAN_ISLANDS_DOLLAR_NUMBER">Cayman Islands Dollar</item>
<item val="288" id="CEDI_NUMBER">Cedi</item>
<item val="152" id="CHILEAN_PESO_NUMBER">Chilean Peso</item>
<item val="170" id="COLOMBIAN_PESO_NUMBER">Colombian Peso</item>
<item val="174" id="COMORO_FRANC_NUMBER">Comoro Franc</item>
<item val="977" id="CONVERTIBLE_MARKS_NUMBER">Convertible Marks</item>
<item val="558" id="CORDOBA_ORO_NUMBER">Cordoba Oro</item>
<item val="188" id="COSTA_RICAN_COLON_NUMBER">Costa Rican Colon</item>
<item val="192" id="CUBAN_PESO_NUMBER">Cuban Peso</item>
<item val="196" id="CYPRUS_POUND_NUMBER">Cyprus Pound</item>
<item val="203" id="CZECH_KORUNA_NUMBER">Czech Koruna</item>
<item val="270" id="DALASI_NUMBER">Dalasi</item>
<item val="208" id="DANISH_KRONE_NUMBER">Danish Krone</item>
<item val="807" id="DENAR_NUMBER">Denar</item>
<item val="280" id="DEUTSCHE_MARK_NUMBER">Deutsche Mark</item>
<item val="262" id="DJIBOUTI_FRANC_NUMBER">Djibouti Franc</item>
<item val="678" id="DOBRA_NUMBER">Dobra</item>
<item val="214" id="DOMINICAN_PESO_NUMBER">Dominican Peso</item>
<item val="704" id="DONG_NUMBER">Dong</item>
<item val="300" id="DRACHMA_NUMBER">Drachma</item>
<item val="951" id="EAST_CARIBBEAN_DOLLAR_NUMBER">East Caribbean Dollar</item>
<item val="818" id="EGYPTIAN_POUND_NUMBER">Egyptian Pound</item>
<item val="222" id="EL_SALVADOR_COLON_NUMBER">El Salvador Colon</item>
<item val="230" id="ETHIOPIAN_BIRR_NUMBER">Ethiopian Birr</item>
<item val="978" id="EURO_NUMBER">Euro</item>
<item val="238" id="FALKLAND_ISLANDS_POUND_NUMBER">Falkland Islands Pound</item>
<item val="242" id="FIJI_DOLLAR_NUMBER">Fiji Dollar</item>
<item val="348" id="FORINT_NUMBER">Forint</item>
<item val="976" id="FRANC_CONGOLAIS_NUMBER">Franc Congolais</item>
<item val="250" id="FRENCH_FRANC_NUMBER">French Franc</item>
<item val="292" id="GIBRALTAR_POUND_NUMBER">Gibraltar Pound</item>
<item val="332" id="GOURDE_NUMBER">Gourde</item>
<item val="600" id="GUARANI_NUMBER">Guarani</item>
<item val="324" id="GUINEA_FRANC_NUMBER">Guinea Franc</item>
<item val="624" id="GUINEA_BISSAU_PESO_NUMBER">Guinea-Bissau Peso</item>
<item val="328" id="GUYANA_DOLLAR_NUMBER">Guyana Dollar</item>
<item val="344" id="HONG_KONG_DOLLAR_NUMBER">Hong Kong Dollar</item>
<item val="980" id="HRYVNIA_NUMBER">Hryvnia</item>
<item val="352" id="ICELAND_KRONA_NUMBER">Iceland Krona</item>
<item val="356" id="INDIAN_RUPEE_NUMBER">Indian Rupee</item>
<item val="364" id="IRANIAN_RIAL_NUMBER">Iranian Rial</item>
<item val="368" id="IRAQI_DINAR_NUMBER">Iraqi Dinar</item>
<item val="372" id="IRISH_POUND_NUMBER">Irish Pound</item>
<item val="380" id="ITALIAN_LIRA_NUMBER">Italian Lira</item>
<item val="388" id="JAMAICAN_DOLLAR_NUMBER">Jamaican Dollar</item>
<item val="400" id="JORDANIAN_DINAR_NUMBER">Jordanian Dinar</item>
<item val="404" id="KENYAN_SHILLING_NUMBER">Kenyan Shilling</item>
<item val="598" id="KINA_NUMBER">Kina</item>
<item val="418" id="KIP_NUMBER">Kip</item>
<item val="233" id="KROON_NUMBER">Kroon</item>
<item val="191" id="KUNA_NUMBER">Kuna</item>
<item val="414" id="KUWAITI_DINAR_NUMBER">Kuwaiti Dinar</item>
<item val="454" id="KWACHA_MWK_NUMBER">Kwacha</item>
<item val="894" id="KWACHA_ZMK_NUMBER">Kwacha</item>
<item val="982" id="KWANZA_REAJUSTADO_NUMBER">Kwanza Reajustado</item>
<item val="104" id="KYAT_NUMBER">Kyat</item>
<item val="981" id="LARI_NUMBER">Lari</item>
<item val="428" id="LATVIAN_LATS_NUMBER">Latvian Lats</item>
<item val="422" id="LEBANESE_POUND_NUMBER">Lebanese Pound</item>
<item val="008" id="LEK_NUMBER">Lek</item>
<item val="340" id="LEMPIRA_NUMBER">Lempira</item>
<item val="694" id="LEONE_NUMBER">Leone</item>
<item val="642" id="LEU_NUMBER">Leu</item>
<item val="100" id="LEV_NUMBER">Lev</item>
<item val="430" id="LIBERIAN_DOLLAR_NUMBER">Liberian Dollar</item>
<item val="434" id="LIBYAN_DINAR_NUMBER">Libyan Dinar</item>
<item val="748" id="LILANGENI_NUMBER">Lilangeni</item>
<item val="440" id="LITHUANIAN_LITAS_NUMBER">Lithuanian Litas</item>
<item val="426" id="LOTI_NUMBER">Loti</item>
<item val="442" id="LUXEMBOURG_FRANC_NUMBER">Luxembourg Franc</item>
<item val="450" id="MALAGASY_FRANC_NUMBER">Malagasy Franc</item>
<item val="458" id="MALAYSIAN_RINGGIT_NUMBER">Malaysian Ringgit</item>
<item val="470" id="MALTESE_LIRA_NUMBER">Maltese Lira</item>
<item val="795" id="MANAT_NUMBER">Manat</item>
<item val="246" id="MARKKA_NUMBER">Markka</item>
<item val="480" id="MAURITIUS_RUPEE_NUMBER">Mauritius Rupee</item>
<item val="508" id="METICAL_NUMBER">Metical</item>
<item val="484" id="MEXICAN_PESO_NUMBER">Mexican Peso</item>
<item val="979" id="MEXICAN_UDI_NUMBER">Mexican Unidad de Inversion (UDI)</item>
<item val="498" id="MOLDOVAN_LEU_NUMBER">Moldovan Leu</item>
<item val="504" id="MOROCCAN_DIRHAM_NUMBER">Moroccan Dirham</item>
<item val="984" id="MVDOL_NUMBER">Mvdol</item>
<item val="566" id="NAIRA_NUMBER">Naira</item>
<item val="232" id="NAKFA_NUMBER">Nakfa</item>
<item val="516" id="NAMIBIA_DOLLAR_NUMBER">Namibia Dollar</item>
<item val="524" id="NEPALESE_RUPEE_NUMBER">Nepalese Rupee</item>
<item val="532" id="NETHERLANDS_ANTILLIAN_GUILDER_NUMBER">Netherlands Antillian Guilder</item>
<item val="528" id="NETHERLANDS_GUILDER_NUMBER">Netherlands Guilder</item>
<item val="891" id="NEW_DINAR_NUMBER">New Dinar</item>
<item val="376" id="NEW_ISRAELI_SHEQEL_NUMBER">New Israeli Sheqel</item>
<item val="02" id="NEW_KWANZA_NUMBER">New Kwanza</item>
<item val="901" id="NEW_TAIWAN_DOLLAR_NUMBER">New Taiwan Dollar</item>
<item val="180" id="NEW_ZAIRE_NUMBER">New Zaire</item>
<item val="554" id="NEW_ZEALAND_DOLLAR_NUMBER">New Zealand Dollar</item>
<item val="997" id="NEXT_DAY_NUMBER">Next day</item>
<item val="064" id="NGULTRUM_NUMBER">Ngultrum</item>
<item val="408" id="NORTH_KOREAN_WON_NUMBER">North Korean Won</item>
<item val="578" id="NORWEGIAN_KRONE_NUMBER">Norwegian Krone</item>
<item val="604" id="NUEVO_SOL_NUMBER">Nuevo Sol</item>
<item val="478" id="OUGUIYA_NUMBER">Ouguiya</item>
<item val="776" id="PAANGA_NUMBER">Pa'anga</item>
<item val="586" id="PAKISTAN_RUPEE_NUMBER">Pakistan Rupee</item>
<item val="446" id="PATACA_NUMBER">Pataca</item>
<item val="858" id="PESO_URUGUAYO_NUMBER">Peso Uruguayo</item>
<item val="608" id="PHILIPPINE_PESO_NUMBER">Philippine Peso</item>
<item val="620" id="PORTUGUESE_ESCUDO_NUMBER">Portuguese Escudo</item>
<item val="826" id="POUND_STERLING_NUMBER">Pound Sterling</item>
<item val="072" id="PULA_NUMBER">Pula</item>
<item val="634" id="QATARI_RIAL_NUMBER">Qatari Rial</item>
<item val="320" id="QUETZAL_NUMBER">Quetzal</item>
<item val="710" id="RAND_NUMBER">Rand</item>
<item val="512" id="RIAL_OMANI_NUMBER">Rial Omani</item>
<item val="116" id="RIEL_NUMBER">Riel</item>
<item val="462" id="RUFIYAA_NUMBER">Rufiyaa</item>
<item val="360" id="RUPIAH_NUMBER">Rupiah</item>
<item val="643" id="RUB_NUMBER">Russian Ruble</item>
<item val="810" id="RUR_NUMBER">Russian Ruble</item>
<item val="646" id="RWANDA_FRANC_NUMBER">Rwanda Franc</item>
<item val="960" id="SDR_NUMBER">SDR</item>
<item val="998" id="SAME_DAY_NUMBER">Same day</item>
<item val="682" id="SAUDI_RIYAL_NUMBER">Saudi Riyal</item>
<item val="040" id="SCHILLING_NUMBER">Schilling</item>
<item val="690" id="SEYCHELLES_RUPEE_NUMBER">Seychelles Rupee</item>
<item val="702" id="SINGAPORE_DOLLAR_NUMBER">Singapore Dollar</item>
<item val="703" id="SLOVAK_KORUNA_NUMBER">Slovak Koruna</item>
<item val="090" id="SOLOMON_ISLANDS_DOLLAR_NUMBER">Solomon Islands Dollar</item>
<item val="417" id="SOM_NUMBER">Som</item>
<item val="706" id="SOMALI_SHILLING_NUMBER">Somali Shilling</item>
<item val="724" id="SPANISH_PESETA_NUMBER">Spanish Peseta</item>
<item val="144" id="SRI_LANKA_RUPEE_NUMBER">Sri Lanka Rupee</item>
<item val="654" id="ST_HELENA_POUND_NUMBER">St Helena Pound</item>
<item val="218" id="SUCRE_NUMBER">Sucre</item>
<item val="736" id="SUDANESE_DINAR_NUMBER">Sudanese Dinar</item>
<item val="740" id="SURINAM_GUILDER_NUMBER">Surinam Guilder</item>
<item val="752" id="SWEDISH_KRONA_NUMBER">Swedish Krona</item>
<item val="756" id="SWISS_FRANC_NUMBER">Swiss Franc</item>
<item val="760" id="SYRIAN_POUND_NUMBER">Syrian Pound</item>
<item val="762" id="TAJIK_RUBLE_NUMBER">Tajik Ruble</item>
<item val="050" id="TAKA_NUMBER">Taka</item>
<item val="882" id="TALA_NUMBER">Tala</item>
<item val="834" id="TANZANIAN_SHILLING_NUMBER">Tanzanian Shilling</item>
<item val="398" id="TENGE_NUMBER">Tenge</item>
<item val="626" id="TIMOR_ESCUDO_NUMBER">Timor Escudo</item>
<item val="705" id="TOLAR_NUMBER">Tolar</item>
<item val="780" id="TRINIDAD_AND_TOBAGO_DOLLAR_NUMBER">Trinidad and Tobago Dollar</item>
<item val="496" id="TUGRIK_NUMBER">Tugrik</item>
<item val="788" id="TUNISIAN_DINAR_NUMBER">Tunisian Dinar</item>
<item val="792" id="TURKISH_LIRA_NUMBER">Turkish Lira</item>
<item val="784" id="UAE_DIRHAM_NUMBER">UAE Dirham</item>
<item val="840" id="US_DOLLAR_NUMBER">US Dollar</item>
<item val="800" id="UGANDA_SHILLING_NUMBER">Uganda Shilling</item>
<item val="983" id="UVC_NUMBER">Unidad de Valor Constante (UVC)</item>
<item val="990" id="UNIDADES_DE_FOMENTO_NUMBER">Unidades de fomento</item>
<item val="860" id="UZBEKISTAN_SUM_NUMBER">Uzbekistan Sum</item>
<item val="548" id="VATU_NUMBER">Vatu</item>
<item val="410" id="WON_NUMBER">Won</item>
<item val="886" id="YEMENI_RIAL_NUMBER">Yemeni Rial</item>
<item val="392" id="YEN_NUMBER">Yen</item>
<item val="156" id="YUAN_RENMINBI_NUMBER">Yuan Renminbi</item>
<item val="716" id="ZIMBABWE_DOLLAR_NUMBER">Zimbabwe Dollar</item>
<item val="985" id="ZLOTY_NUMBER">Zloty</item>
<item val="991" id="FINANCIAL_RAND_NUMBER">financial Rand</item>
<item val="XAU" id="GOLD_SYMBOL">Gold</item>
<item val="XBA" id="EURCO_SYMBOL">European Composite Unit (EURCO)</item>
<item val="XBB" id="EMU_6_SYMBOL">European Monetary Unit (E.M.U.-6)</item>
<item val="XBC" id="EUA_9_SYMBOL">European Unit of Account 9 (E.U.A.- 9)</item>
<item val="XBD" id="EUA_17_SYMBOL">European Unit of Account 17 (E.U.A.- 17)</item>
<item val="XPD" id="PALLADIUM_SYMBOL">Palladium</item>
<item val="XPT" id="PLATINUM_SYMBOL">Platinum</item>
<item val="XAG" id="SILVER_SYMBOL">Silver</item>
<item val="XFU" id="UIC_FRANC">UIC-Franc</item>
<item val="XFO" id="GOLD_FRANC">Gold-Franc</item>
<item val="XTS" id="RESERVED_FOR_TESTING_SYMBOL">Codes specifically reserved for testing purposes</item>
<item val="XXX" id="NO_CURRENCY_SYMBOL">Codes assigned for transactions where no currency is involved</item>
<item val="959" id="GOLD_NUMBER">Gold</item>
<item val="955" id="EURCO_NUMBER">European Composite Unit (EURCO)</item>
<item val="956" id="EMU_6_NUMBER">European Monetary Unit (E.M.U.-6)</item>
<item val="957" id="EUA_9_NUMBER">European Unit of Account 9 (E.U.A.- 9)</item>
<item val="958" id="EUA_17_NUMBER">European Unit of Account 17 (E.U.A.- 17)</item>
<item val="964" id="PALLADIUM_NUMBER">Palladium</item>
<item val="962" id="PLATINUM_NUMBER">Platinum</item>
<item val="961" id="SILVER_NUMBER">Silver</item>
<item val="963" id="RESERVED_FOR_TESTING_NUMBER">Codes specifically reserved for testing purposes</item>
<item val="999" id="NO_CURRENCY_NUMBER">Codes assigned for transactions where no currency is involved</item>
</valblockdef>
<valblockdef id="Exchange" name="Exchange">
<item val="AL">Alberta Stock Exchange</item>
<item val="A">American Stock Exchange</item>
<item val="AM">Amman Stock Exchange</item>
<item val="AS" id="AEX">Amsterdam Stock Exchange</item>
<item val="AX">Australian Stock Exchange</item>
<item val="BH">Bahrain Stock Exchange</item>
<item val="BS">Basle Stock Exchange</item>
<item val="BC" id="BARCELONA_STOCK_EXCHANGE_FLOOR_TRADING">Barcelona Stock Exchange - Floor Trading</item>
<item val="b">Belfox</item>
<item val="BE">Berlin Stock Exchange</item>
<item val="BN">Berne Stock Exchange</item>
<item val="BL">Bologna Stock Exchange</item>
<item val="BO">Bombay Stock Exchange</item>
<item val="BD">Bordeaux Stock Exchange</item>
<item val="B">Boston Stock Exchange</item>
<item val="BM">Bremen Stock Exchange</item>
<item val="BR">Brussels Stock Exchange</item>
<item val="W">Chicago Board Options Exchange</item>
<item val="C">Cincinnati Stock Exchange</item>
<item val="CM">Colombo Stock Exchange</item>
<item val="CO">Copenhagen Stock Exchange</item>
<item val="d" id="DTB">Deutsche Terminboerse (DTB)</item>
<item val="D">Dusseldorf Stock Exchange</item>
<item val="E">European Options Exchange</item>
<item val="FL">Florence Stock Exchange</item>
<item val="F">Frankfurt Stock Exchange</item>
<item val="FU">Fukuoka Stock Exchange</item>
<item val="G">Geneva Stock Exchange</item>
<item val="GE">Genoa Stock Exchange</item>
<item val="H">Hamburg Stock Exchange</item>
<item val="HA">Hanover Stock Exchange</item>
<item val="HE">Helsinki Stock Exchange</item>
<item val="HI">Hiroshima Stock Exchange</item>
<item val="HK">Hong Kong Stock Exchange</item>
<item val="IB" id="IBIS">Integrated Bourse Trading and Information System (IBIS)</item>
<item val="IN" id="INTERBOLSA_PORTUGAL">Interbolsa (Portugal)</item>
<item val="IS">Istanbul Stock Exchange</item>
<item val="JK">Jakarta Stock Exchange</item>
<item val="Q" id="JASDAQ">Japanese Securities Dealers Association</item>
<item val="J">Johannesburg Stock Exchange</item>
<item val="KA">Karachi Stock Exchange</item>
<item val="KS">Korea Stock Exchange</item>
<item val="KL">Kuala Lumpur Stock Exchange</item>
<item val="KY">Kyoto Stock Exchange</item>
<item val="LG">Lagos Stock Exchange</item>
<item val="LA">Lausanne Stock Exchange</item>
<item val="LN">Le Nouveau Marche</item>
<item val="LI">Lille Stock Exchange</item>
<item val="LS" id="LISBON_STOCK_EXCHANGE">Lisbon Stock Exchange (Portugal)</item>
<item val="L">London Stock Exchange</item>
<item val="LU">Luxembourg Stock Exchange</item>
<item val="LY">Lyon Stock Exchange</item>
<item val="MA" id="MADRID_STOCK_EXCHANGE_FLOOR_TRADING">Madrid Stock Exchange - Floor Trading</item>
<item val="MC" id="MADRID_STOCK_EXCHANGE_CATS_FEED">Madrid/Barcelona Stock Exchange - CATS Feed</item>
<item val="MS">Marseille Stock Exchange</item>
<item val="MT">MATIS</item>
<item val="I">MEFF Renta Variable</item>
<item val="MX">Mexican Stock Exchange</item>
<item val="MW">Midwest Stock Exchange</item>
<item val="MI">Milan Stock Exchange</item>
<item val="p">MONEP Paris Stock Options</item>
<item val="M">Montreal Exchange</item>
<item val="MU">Munich Stock Exchange</item>
<item val="OM">Muscat Stock Exchange</item>
<item val="NC">Nancy Stock Exchange</item>
<item val="NG">Nagoya Stock Exchange</item>
<item val="NR">Nairobi Stock Exchange</item>
<item val="NT">Nantes Stock Exchange</item>
<item val="NA">Naples Stock Exchange</item>
<item val="O">NASDAQ</item>
<item val="OI" id="NASDAQ_DEALERS_INTERNATIONAL">NASDAQ Dealers - International</item>
<item val="OB" id="NASDAQ_DEALERS_BULLETIN_BOARD">NASDAQ Dealers - Bulletin Board</item>
<item val="N">New York Stock Exchange</item>
<item val="NZ">New Zealand Stock Exchange</item>
<item val="NI">Niigata Stock Exchange</item>
<item val="OS">Osaka Stock Exchange</item>
<item val="OL">Oslo Stock Exchange</item>
<item val="P">Pacific Stock Exchange</item>
<item val="PL">Palermo Stock Exchange</item>
<item val="PA">Paris Stock Exchange</item>
<item val="PH">Philadelphia Stock Exchange</item>
<item val="X">Philadelphia Stock Exchange Options</item>
<item val="RO">Rome Stock Exchange</item>
<item val="SA">Sao Paulo Stock Exchange</item>
<item val="SP">Sapporo Stock Exchange</item>
<item val="SI">Singapore Stock Exchange</item>
<item val="SS">Shanghai Stock Exchange</item>
<item val="SZ">Shenzhen Stock Exchange</item>
<item val="o">Stockholm Options Market</item>
<item val="ST">Stockholm Stock Exchange</item>
<item val="SG">Stuttgart Stock Exchange</item>
<item val="TW">Taiwan Stock Exchange</item>
<item val="TA">Tel Aviv Stock Exchange</item>
<item val="BK">Thailand Stock Exchange</item>
<item val="TH">Third Market</item>
<item val="T">Tokyo Stock Exchange</item>
<item val="K">Toronto Options Exchange</item>
<item val="TO">Toronto Stock Exchange</item>
<item val="TR">Trieste Stock Exchange</item>
<item val="TN">Tunis Stock Exchange</item>
<item val="TU">Turin Stock Exchange</item>
<item val="V">Vancouver Stock Exchange</item>
<item val="VE">Venice Stock Exchange</item>
<item val="VI">Vienna Stock Exchange</item>
<item val="ZI">Zimbabwe Stock Exchange</item>
<item val="Z" id="SOFFEX">Swiss Options and Financial Futures Exchange (SOFFEX)/Zurich Stock Exchange</item>
</valblockdef>
<fielddef tag="1" name="Account" type="char">
<descr>
<p>Account mnemonic as agreed between broker and institution.</p>
</descr>
</fielddef>
<fielddef tag="2" name="AdvId" type="int">
<descr>
<p>
Unique identifier of <msgref msgtype="7">Advertisement</msgref> message
</p>
</descr>
</fielddef>
<fielddef tag="3" name="AdvRefID" type="int">
<descr>
<p>Reference identifier used with CANCEL and REPLACE transaction types.</p>
</descr>
</fielddef>
<fielddef tag="4" name="AdvSide" type="char">
<item val="B">Buy</item>
<item val="S">Sell</item>
<item val="X">Cross</item>
<item val="T">Trade</item>
<descr>
<p>Broker's side of advertised trade</p>
</descr>
</fielddef>
<fielddef tag="5" name="AdvTransType" type="char">
<item val="N">New</item>
<item val="C">Cancel</item>
<item val="R">Replace</item>
<descr>
<p>
Identifies<msgref msgtype="7">Advertisement</msgref>message transaction type
</p>
</descr>
</fielddef>
<fielddef tag="6" name="AvgPx" type="float">
<descr>
<p>Calculated average price of all fills on this order.</p>
</descr>
</fielddef>
<fielddef tag="7" name="BeginSeqNo" type="int">
<descr>
<p>Message sequence number of first record in range to be resent</p>
</descr>
</fielddef>
<fielddef tag="8" name="BeginString" type="char">
<item val="FIX.4.0" id="FIX40"/>
<descr>
<p>
Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE.
(Always unencrypted)
</p>
</descr>
</fielddef>
<fielddef tag="9" name="BodyLength" type="int">
<range minval="0" maxval="9999" type="int"/>
<descr>
<p>
Message length, in bytes, is verified by counting the number of characters in the message following the <fieldref tag="9">BodyLength</fieldref> field up to, and including, the delimiter immediately preceding the <fieldref tag="10">CheckSum</fieldref> field.
ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)
For example, for message 8=FIX 4.4^9=5^35=0^10=10^, the BodyLength is 5 for 35=0^
</p>
</descr>
</fielddef>
<fielddef tag="10" name="CheckSum" type="char">
<descr>
<p>
Three byte, simple checksum (see <a target="bottom" href="../appendices/fix_42_appendix_b.html">Appendix B of FIX Specification</a> for description). ALWAYS LAST FIELD IN
RECORD; i.e. serves, with the trailing <SOH>, as the end-of-record delimiter. Always
defined as three characters. (Always unencrypted)
</p>
</descr>
</fielddef>
<fielddef tag="11" name="ClOrdID" type="char">
<alias>ClOrdID</alias>
<descr>
<p>
Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed
within a single trading day. Firms which electronically submit multi-day orders should
consider embedding a date within the<fieldref tag="11">ClOrdID</fieldref>field to assure
uniqueness across days.
</p>
</descr>
</fielddef>
<fielddef tag="12" name="Commission" type="float">
<descr>
<p>Commission</p>
</descr>
</fielddef>
<fielddef tag="13" name="CommType" type="char">
<item val="1" id="PER_UNIT">per share</item>
<item val="2" id="PERSENTAGE">percentage</item>
<item val="3" id="ABSOLUTE">absolute</item>
<descr>
<p>Commission type</p>
</descr>
</fielddef>
<fielddef tag="14" name="CumQty" type="int">
<range minval="0" maxval="1000000000" type="int"/>
<descr>
<p>Total number of shares filled.</p>
</descr>
</fielddef>
<fielddef tag="15" name="Currency" type="char">
<valblock idref="Currency"/>
<descr>
<p>
Identifies currency used for price, Absence of this field in a message is interpreted as
US dollars. See <a target="bottom" href="../appendices/fix_42_appendix_a.html">Appendix A of FIX Specification</a> for information on obtaining valid values.
</p>
</descr>
</fielddef>
<fielddef tag="16" name="EndSeqNo" type="int">
<descr>
<p>
Message sequence number of last record in range to be resent. If request is for a single
record<fieldref tag="7">BeginSeqNo</fieldref>=<fieldref tag="16">EndSeqNo</fieldref>. If
request is for all messages subsequent to a particular message,<fieldref tag="16">EndSeqNo</fieldref>= '999999'
</p>
</descr>
</fielddef>
<fielddef tag="17" name="ExecID" type="int">
<descr>
<p>
Unique identifier of execution message as assigned by broker (will be 0 (zero)
for<fieldref tag="20">ExecTransType</fieldref>=3 (Status)).
</p>
<p>
Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day
orders should consider embedding a date within the<fieldref tag="17">ExecID</fieldref>field to assure uniqueness across days.
</p>
</descr>
</fielddef>
<fielddef tag="18" name="ExecInst" type="char">
<multi>
<item val="1">Not held</item>
<item val="2">Work</item>
<item val="3">Go along</item>
<item val="4">Over the day</item>
<item val="5">Held</item>
<item val="6" id="PARTICIPATE_DONT_INITIATE">Participate don't initiate</item>
<item val="7">Strict scale</item>
<item val="8">Try to scale</item>
<item val="9">Stay on bidside</item>
<item val="0">Stay on offerside</item>
<item val="A" id="NO_CROSS">No cross</item>
<item val="B">OK to cross</item>
<item val="C">Call first</item>
<item val="D" id="PERCENT_OF_VOLUME">Percent of volume</item>
<item val="E" id="DNI">Do not increase - DNI</item>
<item val="F" id="DNR">Do not reduce - DNR</item>
<item val="G" id="AON">All or none - AON</item>
<item val="I">Institutions only</item>
<item val="L" id="LAST_PEG">Last peg (last sale)</item>
<item val="M" id="MID_PRICE_PEG">Mid-price peg (midprice of inside quote)</item>
<item val="N" id="NON_NEGOTIABLE">Non-negotiable</item>
<item val="O">Opening peg</item>
<item val="P">Market peg</item>
<item val="R" id="PRIMARY_PEG">Primary peg (primary market - buy at bid/sell at offer)</item>
<item val="S">Suspend</item>
</multi>
<descr>
<p>
Instructions for order handling on exchange trading floor. If more than one instruction
is applicable to an order, this field can contain multiple instructions separated by space.
</p>
</descr>
</fielddef>
<fielddef tag="19" name="ExecRefID" type="int">
<descr>
<p>Reference identifier used with Cancel and Correct transaction types.</p>
</descr>
</fielddef>
<fielddef tag="20" name="ExecTransType" type="char">
<item val="0">New</item>
<item val="1">Cancel</item>
<item val="2">Correct</item>
<item val="3">Status</item>
<descr>
<p>Identifies transaction type</p>
</descr>
</fielddef>
<fielddef tag="21" name="HandlInst" type="char">
<item val="1" id="AUTOMATED_PRIVATE">Automated execution order, private, no Broker intervention</item>
<item val="2" id="AUTOMATED_PUBLIC">Automated execution order, public, Broker intervention OK</item>
<item val="3" id="MANUAL">Manual order, best execution</item>
<descr>
<p>Instructions for order handling on Broker trading floor</p>
</descr>
</fielddef>
<fielddef tag="22" name="IDSource" type="char">
<item val="1">CUSIP</item>
<item val="2">SEDOL</item>
<item val="3">QUIK</item>
<item val="4">ISIN number</item>
<item val="5">RIC code</item>
<range minval="100" maxval="10000000000" type="int"/>
<descr>
<p>
Identifies class of alternative<fieldref tag="48">SecurityID</fieldref>
</p>
</descr>
</fielddef>
<fielddef tag="23" name="IOIid" type="int">
<descr>
<p>
Unique identifier of<msgref msgtype="6">Indication of Interest</msgref>message.
</p>
</descr>
</fielddef>
<fielddef tag="24" name="IOIOthSvc" type="char">
<item val="A">Autex</item>
<item val="B">Bridge</item>
<item val="AB">Autex and Bridge</item>
<item val="BA">Bridge and Autex</item>
<descr>
<p>
Indicates if, and on which other services, the indication has been advertised. Each
character represents an additional service (e.g. if on Bridge and Autex, field = BA, if
only on Autex, field = A)
</p>
</descr>
</fielddef>
<fielddef tag="25" name="IOIQltyInd" type="char">
<item val="L">Low</item>
<item val="M">Medium</item>
<item val="H">High</item>
<descr>
<p>Relative quality of indication</p>
</descr>
</fielddef>
<fielddef tag="26" name="IOIRefID" type="int">
<descr>
<p>Reference identifier used with CANCEL and REPLACE, transaction types.</p>
</descr>
</fielddef>
<fielddef tag="27" name="IOIShares" type="char">
<range minval="0" maxval="1000000000" type="int"/>
<item val="S">Small</item>
<item val="M">Medium</item>
<item val="L">Large</item>
<descr>
<p>Number of shares in numeric or relative size.</p>
</descr>
</fielddef>
<fielddef tag="28" name="IOITransType" type="char">
<item val="N">New</item>
<item val="C">Cancel</item>
<item val="R">Replace</item>
<descr>
<p>
Identifies<msgref msgtype="6">Indication of Interest</msgref>message transaction type
</p>
</descr>
</fielddef>
<fielddef tag="29" name="LastCapacity" type="char">
<item val="1">Agent</item>
<item val="2">Cross as agent</item>
<item val="3">Cross as principal</item>
<item val="4">Principal</item>
<descr>
<p>Broker capacity in order execution</p>
</descr>
</fielddef>
<fielddef tag="30" name="LastMkt" type="char">
<valblock idref="Exchange"/>
<descr>
<p>Market of execution for last fill</p>
</descr>
</fielddef>
<fielddef tag="31" name="LastPx" type="float">
<descr>
<p>
Price of last fill. Field not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
</p>
</descr>
</fielddef>
<fielddef tag="32" name="LastShares" type="int">
<descr>
<p>
Quantity of shares bought/sold on this fill. Field not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
</p>
</descr>
</fielddef>
<fielddef tag="33" name="LinesOfText" type="int">
<descr>
<p>Identifies number of lines of text body</p>
</descr>
</fielddef>
<fielddef tag="34" name="MsgSeqNum" type="int">
<descr>
<p>Integer message sequence number.</p>
</descr>
</fielddef>
<fielddef tag="35" name="MsgType" type="char">
<item val="0" id="HEARTBEAT">
<msgref msgtype="0">Heartbeat</msgref>
</item>
<item val="1" id="TEST_REQUEST">
<msgref msgtype="1">Test Request</msgref>
</item>
<item val="2" id="RESEND_REQUEST">
<msgref msgtype="2">Resend Request</msgref>
</item>
<item val="3" id="REJECT">
<msgref msgtype="3">Reject</msgref>
</item>
<item val="4" id="SEQUENCE_RESET">
<msgref msgtype="4">Sequence Reset</msgref>
</item>
<item val="5" id="LOGOUT">
<msgref msgtype="5">Logout</msgref>
</item>
<item val="6" id="IOI">
<msgref msgtype="6">Indication of Interest</msgref>
</item>
<item val="7" id="ADVERTISEMENT">
<msgref msgtype="7">Advertisement</msgref>
</item>
<item val="8" id="EXECUTION_REPORT">
<msgref msgtype="8">Execution Report</msgref>
</item>
<item val="9" id="ORDER_CANCEL_REJECT">
<msgref msgtype="9">Order Cancel Reject</msgref>
</item>
<item val="A" id="LOGON">
<msgref msgtype="A">Logon</msgref>
</item>
<item val="B" id="NEWS">
<msgref msgtype="B">News</msgref>
</item>
<item val="C" id="EMAIL">
<msgref msgtype="C">Email</msgref>
</item>
<item val="D" id="NEW_ORDER_SINGLE">
<msgref msgtype="D">New Order - Single</msgref>
</item>
<item val="E" id="NEW_ORDER_LIST">
<msgref msgtype="E">New Order - List</msgref>
</item>
<item val="F" id="ORDER_CANCEL_REQUEST">
<msgref msgtype="F">Order Cancel Request</msgref>
</item>
<item val="G" id="ORDER_REPLACE_REQUEST">
<msgref msgtype="G">Order Cancel/Replace Request</msgref>
</item>
<item val="H" id="ORDER_STATUS_REQUEST">
<msgref msgtype="H">Order Status Request</msgref>
</item>
<item val="J" id="ALLOCATION">
<msgref msgtype="J">Allocation</msgref>
</item>
<item val="K" id="LIST_CANCEL_REQUEST">
<msgref msgtype="K">List Cancel Request</msgref>
</item>
<item val="L" id="LIST_EXECUTE">
<msgref msgtype="L">List Execute</msgref>
</item>
<item val="M" id="LIST_STATUS_REQUEST">
<msgref msgtype="M">List Status Request</msgref>
</item>
<item val="N" id="LIST_STATUS">
<msgref msgtype="N">List Status</msgref>
</item>
<item val="P" id="ALLOCATION_ACK">
<msgref msgtype="P">Allocation ACK</msgref>
</item>
<item val="Q" id="DONT_KNOW_TRADE">
<msgref msgtype="Q">Don't Know Trade</msgref>
</item>
<item val="R" id="QUOTE_REQUEST">
<msgref msgtype="R">Quote Request</msgref>
</item>
<item val="S" id="QUOTE">
<msgref msgtype="S">Quote</msgref>
</item>
<descr>
<p>Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)</p>
<p>
Note: A 'U' as the first character in the<fieldref tag="35">MsgType</fieldref>field
indicates that the message format is privately defined between the sender and receiver.
</p>
</descr>
</fielddef>
<fielddef tag="36" name="NewSeqNo" type="int">
<range minval="0" maxval="999999" type="int"/>
<descr>
<p>New sequence number</p>
</descr>
</fielddef>
<fielddef tag="37" name="OrderID" type="char">
<descr>
<p>
Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a
single trading day. Firms which accept multi-day orders should consider embedding a date
within the<fieldref tag="37">OrderID</fieldref>field to assure uniqueness across days.
</p>
</descr>
</fielddef>
<fielddef tag="38" name="OrderQty" type="int">
<range minval="0" maxval="1000000000" type="int"/>
<descr>
<p>Number of shares ordered</p>
</descr>
</fielddef>
<fielddef tag="39" name="OrdStatus" type="char">
<item val="0">New</item>
<item val="1">Partially filled</item>
<item val="2">Filled</item>
<item val="3">Done for day</item>
<item val="4">Canceled</item>
<item val="5" id="REPLACED">Replaced</item>
<item val="6" id="PENDING_CANCEL">Pending Cancel/Replace</item>
<item val="7">Stopped</item>
<item val="8">Rejected</item>
<item val="9">Suspended</item>
<item val="A">Pending New</item>
<item val="B">Calculated</item>
<item val="C">Expired</item>
<descr>
<p>Identifies current status of order.</p>
</descr>
</fielddef>
<fielddef tag="40" name="OrdType" type="char">
<item val="1">Market</item>
<item val="2">Limit</item>
<item val="3" id="STOP">Stop</item>
<item val="4">Stop limit</item>
<item val="5" id="MOC">Market on close</item>
<item val="6">With or without</item>
<item val="7" id="LIMIT_OR_BETTER">Limit or better</item>
<item val="8">Limit with or without</item>
<item val="9">On basis</item>
<item val="A" id="ON_CLOSE">On close</item>
<item val="B" id="LOC">Limit on close</item>
<item val="C" id="FOREX_MARKET">Forex</item>
<item val="D">Previously quoted</item>
<item val="E">Previously indicated</item>
<item val="P" id="PEGGED">
Pegged (requires<fieldref tag="18">ExecInst</fieldref>= L, R, M, P or O)
</item>
<descr>
<p>Order type.</p>
</descr>
</fielddef>
<fielddef tag="41" name="OrigClOrdID" type="char">
<descr>
<p>
Original order id as assigned by the institution, used to identify original order in
cancel and cancel/replace requests.
</p>
</descr>
</fielddef>
<fielddef tag="42" name="OrigTime" type="time">
<descr>
<p>Time of message origination (always expressed in GMT)</p>
</descr>
</fielddef>
<fielddef tag="43" name="PossDupFlag" type="char">
<item val="Y">Possible duplicate</item>
<item val="N">Original transmission</item>
<descr>
<p>Indicates possible retransmission of message with this sequence number</p>
</descr>
</fielddef>
<fielddef tag="44" name="Price" type="float">
<range minval="0" maxval="99999999.9999" type="float"/>
<descr>
<p>Price per share</p>
</descr>
</fielddef>
<fielddef tag="45" name="RefSeqNum" type="int">
<range minval="0" maxval="999999" type="int"/>
<descr>
<p>Reference message sequence number</p>
</descr>
</fielddef>
<fielddef tag="46" name="RelatdSym" type="char">
<descr>
<p>Symbol of issue related to story. Can be repeated within message to identify multiple companies.</p>
</descr>
</fielddef>
<fielddef tag="47" name="Rule80A" type="char">
<item val="A" id="AGENCY">Agency single order</item>
<item val="I" id="INDIVIDUAL_INVESTOR">Individual Investor, single order</item>
<item val="D" id="PROGRAM_ORDER_MEMBER">Program Order, index arb, for Member firm/org</item>
<item val="C" id="PROPRIETARY_NON_ALGO">Program Order, non-index arb, for Member firm/org</item>
<item val="J" id="PROPRIETARY_ALGO">Program Order, index arb, for individual customer</item>
<item val="K" id="AGENCY_ALGO">Program Order, non-index arb, for individual customer</item>
<item val="U" id="AGENCY_INDEX_ARB">Program Order, index arb, for other agency</item>
<item val="Y" id="AGENCY_NON_ALGO">Program Order, non-index arb, for other agency</item>
<item val="M" id="PROGRAM_ORDER_OTHER_MEMBER">Program Order, index arb, for other member</item>
<item val="N" id="AGENT_FOR_OTHER_MEMBER">Program Order, non-index arb, for other member</item>
<item val="W" id="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBERS">All other orders as agent for other member</item>
<descr>
<p>Indicates order type upon which exchange Rule 80A is applied.</p>
</descr>
</fielddef>
<fielddef tag="48" name="SecurityID" type="char">
<descr>
<p>CUSIP or other alternate security identifier</p>
</descr>
</fielddef>
<fielddef tag="49" name="SenderCompID" type="char">
<descr>
<p>Assigned value used to identify firm sending message.</p>
</descr>
</fielddef>
<fielddef tag="50" name="SenderSubID" type="char">
<descr>
<p>Assigned value used to identify specific message originator (desk, trader, etc.)</p>
</descr>
</fielddef>
<fielddef tag="52" name="SendingTime" type="time">
<descr>
<p>Time of message transmission (always expressed in GMT)</p>
</descr>
</fielddef>
<fielddef tag="53" name="Shares" type="int">
<range minval="0" maxval="1000000000" type="int"/>
<descr>
<p>Number of shares</p>
</descr>
</fielddef>
<fielddef tag="54" name="Side" type="char">
<item val="1">Buy</item>
<item val="2">Sell</item>
<item val="3">Buy minus</item>
<item val="4">Sell plus</item>
<item val="5">Sell short</item>
<item val="6">Sell short exempt</item>
<descr>
<p>Side of order</p>
</descr>
</fielddef>
<fielddef tag="55" name="Symbol" type="char">
<descr>
<p>Ticker symbol</p>
</descr>
</fielddef>
<fielddef tag="56" name="TargetCompID" type="char">
<descr>
<p>Assigned value used to identify receiving firm.</p>
</descr>
</fielddef>
<fielddef tag="57" name="TargetSubID" type="char">
<descr>
<p>
Assigned value used to identify specific individual or unit intended to receive message.
'ADMIN' reserved for administrative messages not intended for a specific user.
</p>
</descr>
</fielddef>
<fielddef tag="58" name="Text" type="char">
<descr>
<p>Free format text string</p>
</descr>
</fielddef>
<fielddef tag="59" name="TimeInForce" type="char">
<item val="0" id="DAY">Day</item>
<item val="1" id="GTC">Good Till Cancel (GTC)</item>
<item val="2" id="OPG">At the Opening (OPG)</item>
<item val="3" id="IOC">Immediate or Cancel (OC)</item>
<item val="4" id="FOK">Fill or Kill (FOK)</item>
<item val="5" id="GTX">Good Till Crossing (GTX)</item>
<item val="6" id="GTD">Good Till Date</item>
<descr>
<p>Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.</p>
</descr>
</fielddef>
<fielddef tag="60" name="TransactTime" type="time">
<descr>
<p>Time of execution/order creation (expressed in GMT)</p>
</descr>
</fielddef>
<fielddef tag="61" name="Urgency" type="char">
<item val="0">Normal</item>
<item val="1">Flash</item>
<item val="2">Background</item>
<descr>
<p>Urgency flag</p>
</descr>
</fielddef>
<fielddef tag="62" name="ValidUntilTime" type="time">
<descr>
<p>Indicates expiration time of indication message (always expressed in GMT)</p>
</descr>
</fielddef>
<fielddef tag="63" name="SettlmntTyp" type="char">
<item val="0" id="REGULAR">Regular</item>
<item val="1" id="TOD">Cash</item>
<item val="2" id="TOM">Next Day</item>
<item val="3" id="T_2">T+2</item>
<item val="4" id="T_3">T+3</item>
<item val="5" id="T_4">T+4</item>
<item val="6">Future</item>
<item val="7">When Issued</item>
<item val="8">Sellers Option</item>
<item val="9" id="T_5">T+5</item>
<descr>
<p>
Indicates order settlement period. Absence of this field is interpreted as Regular.
Regular is defined as the default settlement period for the particular security on the
exchange of execution.
</p>
</descr>
</fielddef>
<fielddef tag="64" name="FutSettDate" type="date">
<descr>
<p>
Specific date of trade settlement in YYYYMMDD format. Required when<fieldref tag="63">SettlmntTyp</fieldref>= 6 (Future) or<fieldref tag="63">SettlmntTyp</fieldref>= 8
(Sellers Option). (expressed in local time at place of settlement)
</p>
</descr>
</fielddef>
<fielddef tag="65" name="SymbolSfx" type="char">
<descr>
<p>
Additional information about the security (e.g. preferred, warrants, etc.). Absence of
this field indicates common.
</p>
<p>Valid values:As defined in the NYSE Stock and bond Symbol Directory and in the AMEXFitch Directory</p>
</descr>
</fielddef>
<fielddef tag="66" name="ListID" type="char">
<descr>
<p>
Customer assigned listUnique identifier for list as assigned by institution, used to
associate multiple individual orders. Uniqueness must be guaranteed within a single
trading day. Firms which generate multi-day orders should consider embedding a date within
the<fieldref tag="66">ListID</fieldref>field to assure uniqueness across days.
</p>
</descr>
</fielddef>
<fielddef tag="67" name="ListSeqNo" type="int">
<descr>
<p>
Sequence of individual order within list (i.e.<fieldref tag="67">ListSeqNo</fieldref>of<fieldref tag="68">ListNoOrds</fieldref>, 2 of 25, 3 of
25, . . . )
</p>
</descr>
</fielddef>
<fielddef tag="68" name="ListNoOrds" type="int">
<descr>
<p>
Total number of orders within list (i.e.<fieldref tag="67">ListSeqNo</fieldref>of<fieldref tag="68">TotNoOrders</fieldref>, e.g. 2 of 25, 3
of 25, . . . )
</p>
</descr>
</fielddef>
<fielddef tag="69" name="ListExecInst" type="char">
<descr>
<p>Free format text message containing list handling and execution instructions.</p>
</descr>
</fielddef>
<fielddef tag="70" name="AllocID" type="int">
<descr>
<p>Unique identifier for allocation record.</p>
</descr>
</fielddef>
<fielddef tag="71" name="AllocTransType" type="char">
<item val="0">New</item>
<item val="1">Replace</item>
<item val="2">Cancel</item>
<descr>
<p>Identifies allocation transaction type</p>
</descr>
</fielddef>
<fielddef tag="72" name="RefAllocID" type="int">
<descr>
<p>
Reference identifier to be used with Replace and Cancel<fieldref tag="71">AllocTransType</fieldref>records.
</p>
</descr>
</fielddef>
<fielddef tag="73" name="NoOrders" type="int">
<descr>
<p>Indicates number of orders to be combined for average pricing and allocation.</p>
</descr>
</fielddef>
<fielddef tag="74" name="AvgPrxPrecision" type="int">
<descr>
<p>
Indicates number of decimal places to be used for average pricing. Absence of this field
indicates that default precision arranged by the broker/institution is to be used.
</p>
</descr>
</fielddef>
<fielddef tag="75" name="TradeDate" type="date">
<descr>
<p>
Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this
field indicates current day (expressed in local time at place of trade).
</p>
</descr>
</fielddef>
<fielddef tag="76" name="ExecBroker" type="char">
<descr>
<p>Identifies executing/give-up broker. Standard NASD market-maker mnemonic is preferred.</p>
</descr>
</fielddef>
<fielddef tag="77" name="OpenClose" type="char">
<descr>
<p>For options only.</p>
</descr>
</fielddef>
<fielddef tag="78" name="NoAllocs" type="int">
<descr>
<p>
Number of<fieldref tag="79">AllocAccount</fieldref>/<fieldref tag="80">AllocQty</fieldref>/<fieldref tag="81">ProcessCode</fieldref>instances
included in allocation record.
</p>
</descr>
</fielddef>
<fielddef tag="79" name="AllocAccount" type="char">
<descr>
<p>Sub-account mnemonic</p>
</descr>
</fielddef>
<fielddef tag="80" name="AllocShares" type="int">
<descr>
<p>Number of shares to be allocated to specific sub-account</p>
</descr>
</fielddef>
<fielddef tag="81" name="ProcessCode" type="char">
<item val="0" id="REGULAR">regular</item>
<item val="1" id="SOFT_DOLLAR">soft dollar</item>
<item val="2" id="STEP_IN">step-in</item>
<item val="3" id="STEP_OUT">step-out</item>
<item val="4" id="SOFT_DOLLAR_STEP_IN">soft-dollar step-in</item>
<item val="5" id="SOFT_DOLLAR_STEP_OUT">soft-dollar step-out</item>
<item val="6" id="PLAN_SPONSOR">plan sponsor</item>
<descr>
<p>
Processing code for sub-account. Absence of this field in<fieldref tag="79">AllocAccount</fieldref>/<fieldref tag="80">AllocQty</fieldref>/<fieldref tag="81">ProcessCode</fieldref>instance indicates regular trade.
</p>
</descr>
</fielddef>
<fielddef tag="82" name="NoRpts" type="int">
<descr>
<p>Total number of reports within series.</p>
</descr>
</fielddef>
<fielddef tag="83" name="RptSeq" type="int">
<descr>
<p>Sequence number of message within report series.</p>
</descr>
</fielddef>
<fielddef tag="84" name="CxlQty" type="int">
<descr>
<p>Total number of shares canceled for this order.</p>
</descr>
</fielddef>
<fielddef tag="85" name="NoDlvyInst" type="int">
<descr>
<p>Number of delivery instruction fields to follow</p>
</descr>
</fielddef>
<fielddef tag="86" name="DlvyInst" type="char">
<descr>
<p>Free format text field to indicate delivery instructions</p>
</descr>
</fielddef>
<fielddef tag="87" name="AllocStatus" type="int">
<item val="0" id="ACCEPTED">accepted (successfully processed)</item>
<item val="1" id="REJECTED">rejected</item>
<item val="2" id="PARTIAL_ACCEPT">partial accept</item>
<item val="3" id="RECEIVED">received (received, not yet processed)</item>
<descr>
<p>Identifies status of allocation.</p>
</descr>
</fielddef>
<fielddef tag="88" name="AllocRejCode" type="int">
<item val="0" id="UNKNOWN_ACCOUNT">unknown account(s)</item>
<item val="1" id="INCORRECT_QTY">incorrect quantity</item>
<item val="2" id="INCORRECT_AVGPX">incorrect average price</item>
<item val="3" id="UNKNOWN_EXECBROKER_MNEMONIC">unknown executing broker mnemonic</item>
<item val="4" id="COMMISSION_DIFFERENCE">commission difference</item>
<item val="5" id="UNKNOWN_ORDERID">
unknown<fieldref tag="37">OrderID</fieldref>
</item>
<item val="6" id="UNKNOWN_LISTID">
unknown<fieldref tag="66">ListID</fieldref>
</item>
<item val="7" id="OTHER">other</item>
<descr>
<p>Identifies reason for rejection.</p>
</descr>
</fielddef>
<fielddef tag="89" name="Signature" type="data" lenfield="93">
<descr>
<p>Electronic signature</p>
</descr>
</fielddef>
<fielddef tag="90" name="SecureDataLen" type="int">
<descr>
<p>Length of encrypted message</p>
</descr>
</fielddef>
<fielddef tag="91" name="SecureData" type="data" lenfield="90">
<descr>
<p>Actual encrypted data stream</p>
</descr>
</fielddef>
<fielddef tag="92" name="BrokerOfCredit" type="char">
<descr>
<p>Broker to receive trade credit</p>
</descr>
</fielddef>
<fielddef tag="93" name="SignatureLength" type="int">
<descr>
<p>Number of bytes in signature field.</p>
</descr>
</fielddef>
<fielddef tag="94" name="EmailType" type="char">
<item val="0">New</item>
<item val="1">Reply</item>
<item val="2">Admin Reply</item>
<descr>
<p>Email message type.</p>
</descr>
</fielddef>
<fielddef tag="95" name="RawDataLength" type="int">
<descr>
<p>Number of bytes in raw data field.</p>
</descr>
</fielddef>
<fielddef tag="96" name="RawData" type="data" lenfield="95">
<descr>
<p>Unformatted raw data, can include bitmaps, word processor documents, etc.</p>
</descr>
</fielddef>
<fielddef tag="97" name="PossResend" type="char">
<descr>
<p>Indicates that message may contain information that has been sent under another sequence number.</p>
</descr>
</fielddef>
<fielddef tag="98" name="EncryptMethod" type="int">
<item val="0" id="NONE_OTHER">None / other</item>
<item val="1" id="PKCS">PKCS (proprietary)</item>
<item val="2" id="DES">DES (ECB mode)</item>
<item val="3" id="PKCS_DES">PKCS/DES (proprietary)</item>
<item val="4" id="PGP_DES">PGP/DES (defunct)</item>
<item val="5" id="PGP_DES_MD5">PGP/DES-MD5 (see app note on FIX web site)</item>
<item val="6" id="PEM_DES_MD5">PEM/DES-MD5 (see app note on FIX web site)</item>
<descr>
<p>Method of encryption.</p>
</descr>
</fielddef>
<fielddef tag="99" name="StopPx" type="float">
<range minval="0" maxval="99999999.9999" type="float"/>
<descr>
<p>Price per share</p>
</descr>
</fielddef>
<fielddef tag="100" name="ExDestination" type="char">
<valblock idref="Exchange"/>
<item val="0">None</item>
<item val="4">POSIT</item>
<descr>
<p>Execution destination as defined by institution when order is entered.</p>
</descr>
</fielddef>
<fielddef tag="102" name="CxlRejReason" type="int">
<item val="0" id="TLTC">Too late to cancel</item>
<item val="1">Unknown order</item>
<descr>
<p>Code to identify reason for cancel rejection.</p>
</descr>
</fielddef>
<fielddef tag="103" name="OrdRejReason" type="int">
<item val="0" id="BROKER_CREDIT">Broker option</item>
<item val="1">Unknown symbol</item>
<item val="2">Exchange closed</item>
<item val="3">Order exceeds limit</item>
<item val="4">Too late to enter</item>
<descr>
<p>Code to identify reason for order rejection.</p>
</descr>
</fielddef>
<fielddef tag="104" name="IOIQualifier" type="char">
<item val="X">Crossing opportunity</item>
<item val="O" id="AT_THE_OPEN">At the open</item>
<item val="M">More behind</item>
<item val="P">Taking a position</item>
<item val="V">Versus</item>
<item val="Q" id="AT_THE_MARKET">Current quote</item>
<item val="C" id="AT_THE_CLOSE">At the close</item>
<item val="S" id="PORTFOLIO_SHOWN">Portfolio shown</item>
<item val="I">In touch with</item>
<item val="W" id="INDICATION_WORKING_AWAY">Indication - Working away</item>
<item val="A" id="AON">All or none</item>
<item val="L">Limit</item>
<item val="T">Through the day</item>
<descr>
<p>
Code to qualify<msgref msgtype="6">Indication of Interest</msgref>use.
</p>
</descr>
</fielddef>
<fielddef tag="105" name="WaveNo" type="char">
<descr>
<p>Identifier to aid in the management of multiple lists derived from a single, master list.</p>
</descr>
</fielddef>
<fielddef tag="106" name="Issuer" type="char">
<descr>
<p>Company name of security issuer (e.g. International Business Machines)</p>
</descr>
</fielddef>
<fielddef tag="107" name="SecurityDesc" type="char">
<descr>
<p>Security description.</p>
</descr>
</fielddef>
<fielddef tag="108" name="HeartBtInt" type="int">
<descr>
<p>Heartbeat interval (seconds)</p>
</descr>
</fielddef>
<fielddef tag="109" name="ClientID" type="char">
<descr>
<p>Firm identifier used in third party-transactions.</p>
</descr>
</fielddef>
<fielddef tag="110" name="MinQty" type="int">
<descr>
<p>Minimum quantity of an order to be executed.</p>
</descr>
</fielddef>
<fielddef tag="111" name="MaxFloor" type="int">
<descr>
<p>Maximum number of shares within an order to be shown on the exchange floor at any given time.</p>
</descr>
</fielddef>
<fielddef tag="112" name="TestReqID" type="char">
<descr>
<p>
Identifier included in<msgref msgtype="1">Test Request</msgref>message to be returned in
resulting<msgref msgtype="0">Heartbeat</msgref>
</p>
</descr>
</fielddef>
<fielddef tag="113" name="ReportToExch" type="char">
<item val="Y" id="YES">Indicates that party receiving message must report trade</item>
<item val="N" id="NO">Indicates that party sending message will report trade</item>
<descr>
<p>Identifies party of trade responsible for exchange reporting.</p>
</descr>
</fielddef>
<fielddef tag="114" name="LocateReqd" type="char">
<item val="Y" id="BROKER_RESPONSIBILITY">Indicates the broker is responsible for locating the stock</item>
<item val="N" id="BROKER_NOT_REQUIRED">Indicates the broker is not required to locate</item>
<descr>
<p>Indicates whether the broker is to locate the stock in conjuction with a short sell order.</p>
</descr>
</fielddef>
<fielddef tag="115" name="OnBehalfOfCompID" type="char">
<descr>
<p>
Assigned value used to identify firm originating message if the message was delivered by
a third party i.e. the third party firm identifier would be delivered in the<fieldref tag="49">SenderCompID</fieldref>field and the firm originating the message in this field.
</p>
</descr>
</fielddef>
<fielddef tag="116" name="OnBehalfOfSubID" type="char">
<descr>
<p>
Assigned value used to identify specific message originator (desk, trader, etc.) if the
message was delivered by a third party
</p>
</descr>
</fielddef>
<fielddef tag="117" name="QuoteID" type="char">
<descr>
<p>Unique identifier for quote</p>
</descr>
</fielddef>
<fielddef tag="118" name="NetMoney" type="float">
<descr>
<p>
Total amount due as the result of the transaction (e.g. for Buy order - principal +
commission + fees) reported in currency of execution.
</p>
</descr>
</fielddef>
<fielddef tag="119" name="SettlCurrAmt" type="float">
<descr>
<p>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</p>
</descr>
</fielddef>
<fielddef tag="120" name="SettlCurrency" type="char">
<valblock idref="Currency"/>
<descr>
<p>Currency code of settlement denomination.</p>
</descr>
</fielddef>
<fielddef tag="121" name="ForexReq" type="char">
<item val="Y" id="EXECUTE_AFTER_TRADE">Execute Forex after security trade</item>
<item val="N" id="DONT_EXECUTE_AFTER_TRADE">Do not execute Forex after security trade</item>
<descr>
<p>Indicates request for forex accommodation trade to be executed along with security transaction.</p>
</descr>
</fielddef>
<fielddef tag="122" name="OrigSendingTime" type="time">
<descr>
<p>
Original time of message transmission (always expressed in GMT) when transmitting orders
as the result of a resend request.
</p>
</descr>
</fielddef>
<fielddef tag="123" name="GapFillFlag" type="char">
<alias>GapFill</alias>
<item val="Y" id="GAP_FILL">
Gap Fill message,<fieldref tag="34">MsgSeqNum</fieldref>field valid
</item>
<item val="N" id="SEQUENCE_RESET">
Sequence Reset, ignore<fieldref tag="34">MsgSeqNum</fieldref>
</item>
<descr>
<p>
Indicates that the<msgref msgtype="4">Sequence Reset</msgref>message is replacing
administrative or application messages which will not be resent.
</p>
</descr>
</fielddef>
<fielddef tag="124" name="NoExecs" type="int">
<descr>
<p>No of execution record groups to follow.</p>
</descr>
</fielddef>
<fielddef tag="125" name="CxlType" type="char">
<item val="P" id="PARTIAL_CANCEL">partial cancel (reduce quantity)</item>
<item val="F">full remaining quantity</item>
<descr>
<p>Defines if cancel is for part or all of the remaining quantity of an order.</p>
</descr>
</fielddef>
<fielddef tag="126" name="ExpireTime" type="time">
<descr>
<p>Time/Date of order expiration (always expressed in GMT)</p>
</descr>
</fielddef>
<fielddef tag="127" name="DKReason" type="char">
<item val="A">Unknown symbol</item>
<item val="B">Wrong side</item>
<item val="C">Quantity exceeds order</item>
<item val="D">No matching order</item>
<item val="E">Price exceeds limit</item>
<item val="Z">Other</item>
<descr>
<p>Reason for execution rejection.</p>
</descr>
</fielddef>
<fielddef tag="128" name="DeliverToCompID" type="char">
<descr>
<p>
Assigned value used to identify the firm targeted to receive the message if the message
is delivered by a third party i.e. the third party firm identifier would be delivered in
the<fieldref tag="56">TargetCompID</fieldref>field and the ultimate receiver firm ID in
this field.
</p>
</descr>
</fielddef>
<fielddef tag="129" name="DeliverToSubID" type="char">
<descr>
<p>
Assigned value used to identify specific message recipient (desk, trader, etc.) if the
message is delivered by a third party
</p>
</descr>
</fielddef>
<fielddef tag="130" name="IOINaturalFlag" type="char">
<item val="Y">Natural</item>
<item val="N">Not natural</item>
<descr>
<p>
Indicates that<msgref msgtype="6">Indication of Interest</msgref>is the result of an existing agency order
or a facilitation position resulting from an agency order, not from principal trading or
order solicitation activity.
</p>
</descr>
</fielddef>
<fielddef tag="131" name="QuoteReqID" type="char">
<descr>
<p>
Unique identifier for<msgref msgtype="R">Quote Request</msgref>
</p>
</descr>
</fielddef>
<fielddef tag="132" name="BidPx" type="float">
<descr>
<p>Bid price/rate</p>
</descr>
</fielddef>
<fielddef tag="133" name="OfferPx" type="float">
<descr>
<p>Offer price/rate</p>
</descr>
</fielddef>
<fielddef tag="134" name="BidSize" type="int">
<descr>
<p>Quantity of bid</p>
</descr>
</fielddef>
<fielddef tag="135" name="OfferSize" type="int">
<descr>
<p>Quantity of offer</p>
</descr>
</fielddef>
<fielddef tag="136" name="NoMiscFees" type="int">
<descr>
<p>Number of repeating groups of miscellaneous fees</p>
</descr>
</fielddef>
<fielddef tag="137" name="MiscFeeAmt" type="float">
<descr>
<p>Miscellaneous fee value</p>
</descr>
</fielddef>
<fielddef tag="138" name="MiscFeeCurr" type="char">
<valblock idref="Currency"/>
<descr>
<p>Currency of miscellaneous fee</p>
</descr>
</fielddef>
<fielddef tag="139" name="MiscFeeType" type="char">
<item val="1" id="REGULATORY_SEC">Regulatory (e.g. SEC)</item>
<item val="2">Tax</item>
<item val="3">Local Commission</item>
<item val="4">Exchange Fees</item>
<item val="5">Stamp</item>
<item val="6">Levy</item>
<item val="7">Other</item>
<descr>
<p>Indicates type of miscellaneous fee.</p>
</descr>
</fielddef>
<fielddef tag="140" name="PrevClosePx" type="float">
<descr>
<p>Previous closing price of security.</p>
</descr>
</fielddef>
</fielddic>
<msgdic>
<blockdef id="SMH" name="Standard Message Header">
<field tag="8" name="BeginString" req="Y">
<comment>FIX.4.0 (Always unencrypted, must be first field in message)</comment>
</field>
<field tag="9" name="BodyLength" req="Y">
<comment>(Always unencrypted, must be second field in message)</comment>
</field>
<field tag="35" name="MsgType" req="Y">
<comment>(Always unencrypted, must be third field in message)</comment>
</field>
<field tag="49" name="SenderCompID" req="Y">
<comment>(Always unencrypted)</comment>
</field>
<field tag="56" name="TargetCompID" req="Y">
<comment>(Always unencrypted)</comment>
</field>
<field tag="115" name="OnBehalfOfCompID">
<comment>
Trading partner company ID used when sending messages via a third party (Can be
embedded within encrypted data section.)
</comment>
</field>
<field tag="128" name="DeliverToCompID">
<comment>
Trading partner company ID used when sending messages via a third party (Can be
embedded within encrypted data section.)
</comment>
</field>
<field tag="90" name="SecureDataLen" condreq="existtags(T$91)">
<comment>Required to identify length of encrypted section of message. (Always unencrypted)</comment>
</field>
<field tag="91" name="SecureData" condreq="existtags(T$90)">
<comment>
Required when message body is encrypted. Always immediately follows<fieldref tag="90">SecureDataLen</fieldref>field.
</comment>
</field>
<field tag="34" name="MsgSeqNum" req="Y">
<comment>(Can be embedded within encrypted data section.)</comment>
</field>
<field tag="50" name="SenderSubID">
<comment>(Can be embedded within encrypted data section.)</comment>
</field>
<field tag="57" name="TargetSubID">
<comment>
'ADMIN' reserved for administrative messages not intended for a specific user. (Can
be embedded within encrypted data section.)
</comment>
</field>
<field tag="116" name="OnBehalfOfSubID">
<comment>
Trading partner SubID used when delivering messages via a third party. (Can be
embedded within encrypted data section.)
</comment>
</field>
<field tag="129" name="DeliverToSubID">
<comment>
Trading partner SubID used when delivering messages via a third party. (Can be
embedded within encrypted data section.)
</comment>
</field>
<field tag="43" name="PossDupFlag">
<comment>
Always required for retransmissions, whether prompted by the sending system or as
the result of a resend request. (Can be embedded within encrypted data section.)
</comment>
</field>
<field tag="97" name="PossResend">
<comment>
Required when message may be duplicate of another message sent under a different
sequence number. (Can be embedded within encrypted data section.)
</comment>
</field>
<field tag="52" name="SendingTime" req="Y">
<comment>(Can be embedded within encrypted data section.)</comment>
</field>
<field tag="122" name="OrigSendingTime">
<comment>
Required for message resends. If data is not available set to same value
as<fieldref tag="52">SendingTime</fieldref>(Can be embedded within encrypted data section.)
</comment>
</field>
<descr>
<p>
Each message, administrative or application, is preceded by a<blockref idref="SMH">standard header</blockref>. The header is used to identify the message type,
length, destination, sequence number, origination point and time.
</p>
<p>
Two fields are provided for use when resending messages. The<fieldref tag="43">PossDupFlag</fieldref>is set when resending a message as the result of a session
level event (i.e. the retransmission of a message reusing a sequence number). The<fieldref tag="97">PossResend</fieldref>is set when reissuing a message with a new sequence number
(e.g. resending an order). The receiving application should process these messages as follows:
</p>
<ul>
<li>
PossDup - if a message with this sequence number has been previously received, ignore
message, if not, process normally.
</li>
<li>
PossResend - forward message to application and determine if previously received (i.e.
verify order id and parameters)
</li>
</ul>
</descr>
</blockdef>
<blockdef id="SMT" name="Standard Message Trailer">
<field tag="93" name="SignatureLength" condreq="existtags(T$89)">
<comment>
Required when trailer contains signature. Note: Not to be included within<fieldref tag="91">SecureData</fieldref>field
</comment>
</field>
<field tag="89" name="Signature" condreq="existtags(T$93)">
<comment>
Note: Not to be included within<fieldref tag="91">SecureData</fieldref>field
</comment>
</field>
<field tag="10" name="CheckSum" req="Y">
<comment>(Always unencrypted, always last field in message)</comment>
</field>
<descr>
<p>
Each message, administrative or application, is terminated by a standard trailer. The
trailer is used to segregate messages and contains the three digit character
representation of the<fieldref tag="10">CheckSum</fieldref>value.
</p>
</descr>
</blockdef>
<msgdef msgtype="0" name="Heartbeat" admin="Y">
<field tag="112" name="TestReqID">
<comment>
Required when the heartbeat is the result of a<msgref msgtype="1">Test Request</msgref>message.
</comment>
</field>
<descr>
<p>
The<msgref msgtype="0">Heartbeat</msgref>is useful for monitoring the status of the
communication link and to identify when the last of a string of messages was not received.
</p>
<p>
When either end of a FIX connection has not sent any data for [HeartBtInt] seconds, it
will transmit a<msgref msgtype="0">Heartbeat</msgref>message. When either end of the
connection has not received any data for (<fieldref tag="108">HeartBtInt</fieldref>+ "some
reasonable transmission time") seconds, it will transmit a<msgref msgtype="1">
Test
Request
</msgref>message. If there is still no<msgref msgtype="0">Heartbeat</msgref>message
received after (<fieldref tag="108">HeartBtInt</fieldref>+ "some reasonable transmission
time") seconds then the connection should be considered lost and corrective action be
initiated. If<fieldref tag="108">HeartBtInt</fieldref>is set to zero then no regular
heartbeat messages will be generated. Note that a test request message can still be sent
independent of the value of the<fieldref tag="108">HeartBtInt</fieldref>which will force
a<msgref msgtype="0">Heartbeat</msgref>message.
</p>
<p>
Heartbeats issued as the result of<msgref msgtype="1">Test Request</msgref>must contain
the<fieldref tag="112">TestReqID</fieldref>transmitted in the<msgref msgtype="1">
Test
Request
</msgref>message. This is useful to verify that the<msgref msgtype="0">Heartbeat</msgref>is the result of the<msgref msgtype="1">
Test
Request
</msgref>and not as the result of a regular timeout.
</p>
</descr>
</msgdef>
<msgdef msgtype="1" name="Test Request" admin="Y">
<field tag="112" name="TestReqID" req="Y"/>
<descr>
<p>
The<msgref msgtype="1">Test Request</msgref>message is utilized to force a heartbeat from
the opposing application. The<msgref msgtype="1">Test Request</msgref>message is useful
for checking sequence numbers or verifying communication line status. The opposite
application will respond to the<msgref msgtype="1">Test Request</msgref>with a<msgref msgtype="0">Heartbeat</msgref>containing the<fieldref tag="112">TestReqID</fieldref>.
</p>
<p>
The<fieldref tag="112">TestReqID</fieldref>is used to verify that the opposite
application is generating the heartbeat as the result of<msgref msgtype="1">
Test
Request
</msgref>and not a normal timeout. The opposite application will include
the<fieldref tag="112">TestReqID</fieldref>in the resulting<msgref msgtype="0">Heartbeat</msgref>. Any string can be used as the<fieldref tag="112">TestReqID</fieldref>(one suggestion is to use a timestamp string).
</p>
</descr>
</msgdef>
<msgdef msgtype="2" name="Resend Request" admin="Y">
<field tag="7" name="BeginSeqNo" req="Y"/>
<field tag="16" name="EndSeqNo" req="Y"/>
<descr>
<p>
The<msgref msgtype="2">Resend Request</msgref>is sent by the receiving application to initiate the retransmission of
messages. This function is utilized if a sequence number gap is detected, if the receiving
application lost a message, or as a function of the initialization process.
</p>
<p>
The<msgref msgtype="2">Resend Request</msgref>can be used to request a single message, a range of messages or all
messages subsequent to a particular message.
</p>
<p>
Note: the sending application may wish to consider the message type when resending
messages; e.g. if a new order is in the resend series and a significant time period has
elapsed since its original inception, the sender may not wish to retransmit the order
given the potential for changed market conditions. (The<msgref msgtype="4">
Sequence
Reset
</msgref>-GapFill message is used to skip messages that a sender does not wish to resend.)
</p>
<p>
Note: it is imperative that the receiving application process messages in sequence order,
e.g. if message number 7 is missed and 8-9 received, the application should ignore 8 and 9
and ask for a resend of 7-9.
</p>
<ul>
<li>
To request a single message:<fieldref tag="7">BeginSeqNo</fieldref>=<fieldref tag="16">EndSeqNo</fieldref>
</li>
<li>
To request a range of messages:<fieldref tag="7">BeginSeqNo</fieldref>= first message
of range,<fieldref tag="16">EndSeqNo</fieldref>= last message of range
</li>
<li>
To request all messages subsequent to a particular message:<fieldref tag="7">BeginSeqNo</fieldref>= first message of range,<fieldref tag="16">EndSeqNo</fieldref>= 999999
</li>
</ul>
</descr>
</msgdef>
<msgdef msgtype="3" name="Reject" admin="Y">
<field tag="45" name="RefSeqNum" req="Y">
<comment>
<fieldref tag="34">MsgSeqNum</fieldref>of rejected message
</comment>
</field>
<field tag="58" name="Text">
<comment>Where possible, message to explain reason for rejection</comment>
</field>
<descr>
<p>
The<msgref msgtype="3">Reject</msgref>message should be issued when a message is received
which cannot be passed through to the application level. An example of when a reject may
be appropriate would be the receipt of a message with invalid basic data (e.g.
MsgType=&) which successfully passes de-encryption,<fieldref tag="10">CheckSum</fieldref>and<fieldref tag="9">BodyLength</fieldref>checks. (As a
rule, messages should be forwarded to the trading application for business level
rejections whenever possible.)
</p>
<p>Rejected messages should be logged and the incoming sequence number incremented.</p>
<p>
Note: When a message is received which is garbled, cannot be parsed or fails a data
integrity check, the receiving application should disregard the message. Processing of the
next valid FIX message will cause detection of a sequence gap and a<msgref msgtype="2">Resend Request</msgref>will be generated. Logic should be included in the
FIX engine to recognize the possible infinite resend loop which may be encountered in this situation.
</p>
<p>
Generation and receipt of a<msgref msgtype="3">Reject</msgref>message should be dealt
with as an indication of a serious error by both parties as it may be the result of faulty
logic in either the sending or receiving application.
</p>
<p>
If the sending application chooses to retransmit the rejected message it should be
assigned a new sequence number.
</p>
<p>
Whenever possible, it is strongly recommeded that the cause of the failure be described
in the<fieldref tag="58">Text</fieldref>field (e.g. INVALID DATA - FIELD 35).
</p>
</descr>
</msgdef>
<msgdef msgtype="4" name="Sequence Reset" admin="Y">
<field tag="123" name="GapFillFlag"/>
<field tag="36" name="NewSeqNo" req="Y"/>
<descr>
<p>
The<msgref msgtype="4">Sequence Reset</msgref>message is used by the sending application
to reset the incoming sequence number on the opposing side. The<msgref msgtype="4">Sequence Reset</msgref>message can be used in the following situations
</p>
<ul>
<li>
During normal resend processing, the sending application may choose not to send a
message (e.g. an aged order), the Sequence Reset can be used to mark the place of that message.
</li>
<li>
During normal resend processing a number of administrative messages are not resent,
the<msgref msgtype="4">Sequence Reset</msgref>message is used to fill the sequence gap created.
</li>
<li>
In the event of an application failure it may be necessary to force synchronization of
sequence numbers on the sending and receiving sides
</li>
</ul>
<p>
The sending application will initiate the sequence reset. The message is used to reset
the value of the next sequence number to be transmitted.
</p>
<p>
If the<fieldref tag="123">GapFill</fieldref>field is not present (or set to N), it can be
assumed that the purpose of the sequence reset message is to recover from an
out-of-sequence condition, therefore, the<fieldref tag="34">MsgSeqNum</fieldref>in the
header should be ignored (i.e. the receipt of a sequence reset message with an out of
sequence<fieldref tag="34">MsgSeqNum</fieldref>should not generate resend requests).
</p>
<p>
If the<fieldref tag="123">GapFill</fieldref>field is present (and equal to Y),
the<fieldref tag="34">MsgSeqNum</fieldref>should conform to standard message sequencing rules.
</p>
<p>
The sequence reset can only increase the sequence number; if a sequence reset is received
attempting to decrease the next expected sequence number the message should be rejected
and treated as a serious error.
</p>
</descr>
</msgdef>
<msgdef msgtype="5" name="Logout" admin="Y">
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="5">Logout</msgref>message is to used to initiate or confirm the
termination of a FIX session. Disconnection without the exchange of logout messages should
be interpreted as an abnormal condition.
</p>
<p>
Before actually closing the session, the logout initiator should wait for the opposite
side to respond with a confirming<msgref msgtype="5">Logout</msgref>message. This gives
the remote end a chance to perform any Gap Fill operations that may be necessary. The
session may be terminated if the remote side does not respond in an appropriate timeframe.
</p>
<p>The logout initiator should not send any messages after the logout.</p>
</descr>
</msgdef>
<msgdef msgtype="6" name="Indication of Interest">
<alias>IOI</alias>
<field tag="23" name="IOIid" req="Y"/>
<field tag="28" name="IOITransType" req="Y"/>
<field tag="26" name="IOIRefID" condreq="T$28='C' or T$28='R'">
<comment>
Required for Cancel and Replace<fieldref tag="28">IOITransType</fieldref>messages
</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="54" name="Side" req="Y">
<comment>Side of Indication. Valid values: 1 = Buy, 2 = Sell</comment>
</field>
<field tag="27" name="IOIShares" req="Y"/>
<field tag="44" name="Price"/>
<field tag="15" name="Currency">
<comment>Indication without currency field is interpreted as US dollars.</comment>
</field>
<field tag="62" name="ValidUntilTime"/>
<field tag="25" name="IOIQltyInd"/>
<field tag="24" name="IOIOthSvc">
<comment>Applicable only if advertised on public IOI service.</comment>
</field>
<field tag="130" name="IOINaturalFlag"/>
<field tag="104" name="IOIQualifier"/>
<field tag="58" name="Text"/>
<descr>
<p>
<msgref msgtype="6">Indication of Interest</msgref> messages are used to market merchandise which the broker is buying
or selling in either a proprietary or agency capacity. The indications can be time bound
with a specific expiration value. Indications are distributed with the understanding that
other firms may react to the message first and that the merchandise may no longer be
available due to prior trade.
</p>
<p>
Indication messages can be transmitted in various transaction types; NEW, CANCEL, and
REPLACE. All message types other than NEW modify the state of the message identified
in<fieldref tag="26">IOIRefID</fieldref>.
</p>
</descr>
</msgdef>
<msgdef msgtype="7" name="Advertisement">
<field tag="2" name="AdvId" req="Y"/>
<field tag="5" name="AdvTransType" req="Y"/>
<field tag="3" name="AdvRefID" condreq="T$5='C' or T$5='R'">
<comment>
Required for Cancel and Replace<fieldref tag="5">AdvTransType</fieldref>messages
</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="4" name="AdvSide" req="Y"/>
<field tag="53" name="Shares" req="Y"/>
<field tag="44" name="Price"/>
<field tag="15" name="Currency">
<comment>Indication without currency field is interpreted as US dollars.</comment>
</field>
<field tag="60" name="TransactTime"/>
<field tag="58" name="Text"/>
<descr>
<p>
<msgref msgtype="7">Advertisement</msgref> messages are used to announce completed transactions. The<msgref msgtype="7">Advertisement</msgref>message can be transmitted in various transaction types;
NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously
transmitted advertisement identified in<fieldref tag="3">AdvRefID</fieldref>.
</p>
</descr>
</msgdef>
<msgdef msgtype="8" name="Execution Report">
<alias>Execution</alias>
<alias>Order Acknowledgment</alias>
<field tag="37" name="OrderID" req="Y"/>
<field tag="11" name="ClOrdID">
<comment>
Required for executions against electronically submitted orders which were assigned
an ID by the institution. Not required for orders manually entered by the broker.
</comment>
</field>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="66" name="ListID">
<comment>Required for executions against orders which were submitted as part of a list.</comment>
</field>
<field tag="17" name="ExecID" req="Y"/>
<field tag="20" name="ExecTransType" req="Y"/>
<field tag="19" name="ExecRefID" condreq="T$20 in ('1','2')">
<comment>
Required for Cancel and Correct<fieldref tag="20">ExecTransType</fieldref>messages
</comment>
</field>
<field tag="39" name="OrdStatus" req="Y"/>
<field tag="103" name="OrdRejReason">
<comment>
For optional use with<fieldref tag="39">OrdStatus</fieldref>= 8 (Rejected)
</comment>
</field>
<field tag="1" name="Account">
<comment>
Required for executions against electronically submitted orders which were assigned
an account by the institution
</comment>
</field>
<field tag="63" name="SettlmntTyp">
<comment>Absence of this field is interpreted as Regular.</comment>
</field>
<field tag="64" name="FutSettDate" condreq="T$63 in ('6','8')">
<comment>
Required when<fieldref tag="63">SettlmntTyp</fieldref>= 6 (Future) or<fieldref tag="63">SettlmntTyp</fieldref>= 8 (Sellers Option)
</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="54" name="Side" req="Y"/>
<field tag="38" name="OrderQty" req="Y"/>
<field tag="40" name="OrdType"/>
<field tag="44" name="Price"/>
<field tag="99" name="StopPx" condreq="T$40='4'">
<comment>
Required for<fieldref tag="40">OrdType</fieldref>= 4 (Stop Limit).
</comment>
</field>
<field tag="15" name="Currency">
<comment>Message without currency field is interpreted as US dollars</comment>
</field>
<field tag="59" name="TimeInForce">
<comment>Absence of this field indicates Day order</comment>
</field>
<field tag="126" name="ExpireTime" condreq="T$59='6'">
<comment>
Required if<fieldref tag="59">TimeInForce</fieldref>= GTD
</comment>
</field>
<field tag="18" name="ExecInst">
<comment>Can contain multiple instructions, space delimited.</comment>
</field>
<field tag="47" name="Rule80A"/>
<field tag="32" name="LastShares" condreq="T$20!='3'">
<comment>
Not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
</comment>
</field>
<field tag="31" name="LastPx" condreq="T$20!='3'">
<comment>
Not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
</comment>
</field>
<field tag="30" name="LastMkt"/>
<field tag="29" name="LastCapacity"/>
<field tag="14" name="CumQty" req="Y"/>
<field tag="6" name="AvgPx" req="Y"/>
<field tag="75" name="TradeDate">
<comment>Used when reporting other than current day trades.</comment>
</field>
<field tag="60" name="TransactTime"/>
<field tag="113" name="ReportToExch"/>
<field tag="12" name="Commission"/>
<field tag="13" name="CommType"/>
<field tag="136" name="NoMiscFees">
<comment>Required if any miscellaneous fees are reported. Indicates number of repeating entries.</comment>
</field>
<group nofield="136" startfield="137">
<field tag="137" name="MiscFeeAmt" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
<field tag="138" name="MiscFeeCurr" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
<field tag="139" name="MiscFeeType" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
</group>
<field tag="118" name="NetMoney">
<comment>Required if miscellaneous fees are reported, in currency of execution</comment>
</field>
<field tag="119" name="SettlCurrAmt">
<comment>Used to report results of forex accommodation trade</comment>
</field>
<field tag="120" name="SettlCurrency">
<comment>Used to report results of forex accommodation trade</comment>
</field>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="8">Execution Report</msgref>message is used to:
</p>
<ol>
<li>confirm the receipt of an order</li>
<li>confirm changes to an existing order (i.e. accept cancel and replace requests)</li>
<li>relay order status information</li>
<li>relay fill information as orders are worked</li>
<li>reject orders</li>
<li>report miscellaneous fees calculations associated with a trade</li>
</ol>
<p>
NOTE: Execution reports do not replace the end-of-day confirm. Execution reports are to
be regarded only as replacements for the existing fill messages currently communicated via telephone.
</p>
<p>
Each execution message will contain information that will describe the current state of
the order and execution status as understood by the broker.
</p>
<p>
<msgref msgtype="8">Execution Report</msgref>messages can be transmitted as transaction
types (<fieldref tag="20">ExecTransType</fieldref>) NEW, CANCEL, CORRECT or STATUS.
Transaction types CANCEL and CORRECT modify the state of the message identified in
field<fieldref tag="19">ExecRefID</fieldref>. Transaction type STATUS indicates that the
execution message contains no new information, only summary information regarding order status.
</p>
<ul>
<li>
The NEW transaction type indicates that this message represents a new order, a change
in status of the order, or a new fill against an existing order. The combination of
the<fieldref tag="20">ExecTransType</fieldref>and<fieldref tag="39">OrdStatus</fieldref>fields will indicate how the message is to be applied to an order.
</li>
<li>
The CANCEL transaction type applies at the execution level. The Cancel transaction
will be used to cancel an execution which has been reported in error. The canceled
execution will be identified in the<fieldref tag="19">ExecRefID</fieldref>field.
</li>
<li>
The CORRECT transaction type applies at the execution level and is used to modify an
incorrectly reported fill. The incorrect execution will be identified in the<fieldref tag="19">ExecRefID</fieldref>field. Note: Data reported in the<fieldref tag="14">CumQty</fieldref>and<fieldref tag="6">AvgPx</fieldref>fields represent the
status of the order as of the time of the correction, not as of the time of the
originally reported execution.
</li>
</ul>
<p>
The<fieldref tag="39">OrdStatus</fieldref>field is used to identify the status of the
current order. The order statuses are as follows:
</p>
<dl>
<dt>New</dt>
<dd>Outstanding order with no executions</dd>
<dt>Partially Filled</dt>
<dd>Outstanding order with executions and remaining quantity</dd>
<dt>Filled</dt>
<dd>Order completely filled, no remaining quantity</dd>
<dt>Done for Day</dt>
<dd>Order not, or partially, filled; no further executions forthcoming</dd>
<dt>Canceled</dt>
<dd>Canceled order with or without executions</dd>
<dt>Pending Cancel/Replace</dt>
<dd>
Order with cancel request pending, used to confirm receipt of cancel or replace
request. DOES NOT INDICATE THAT THE ORDER HAS BEEN CANCELED OR REPLACED.
</dd>
<dt>Stopped</dt>
<dd>Order has been stopped at the exchange</dd>
<dt>Rejected</dt>
<dd>
Order has been rejected by broker. NOTE: An order can be rejected subsequent to order
acknowledgment, i.e. an order can pass from New to Rejected status.
</dd>
<dt>Suspended</dt>
<dd>Order has been placed in suspended state at the request of the client.</dd>
<dt>Pending New</dt>
<dd>
Order has been received by brokers system but not yet accepted for execution.
An<msgref msgtype="8">Execution</msgref>message with this status will only be sent in
response to a<msgref msgtype="H">Status Request</msgref>message.
</dd>
<dt>Expired</dt>
<dd>Order has been canceled in broker's system due to time in force instructions.</dd>
<dt>Calculated</dt>
<dd>
Order has been completed for the day (either filled or done for day). Miscellaneous
fees have been calculated and reported in this execution message
</dd>
</dl>
<p>
NOTE: The canceled and replaced order status is set in response to accepted cancel and
replace requests. These requests are only acted upon when there is an outstanding order
quantity. Requests to replace<fieldref tag="38">OrderQty</fieldref>to a level less than
the<fieldref tag="14">CumQty</fieldref>will be rejected (<fieldref tag="38">OrderQty</fieldref>=<fieldref tag="14">CumQty</fieldref>+ LeavesQty). Requests
to change price on a filled order will be rejected (see<msgref msgtype="9">
Order Cancel
Reject
</msgref>message type).
</p>
<p>
The<fieldref tag="14">CumQty</fieldref>and<fieldref tag="6">AvgPx</fieldref>fields should
be calculated to reflect the fills on all versions of an order. For example, if partially
filled order A were replaced by order B, the<fieldref tag="14">CumQty</fieldref>and<fieldref tag="6">AvgPx</fieldref>on order B's fills should
represent the fills on order A plus those on order B.
</p>
<p>
The field<fieldref tag="11">ClOrdID</fieldref>is provided for institutions to affix an
identification number to an order to coincide with internal systems. The<fieldref tag="37">OrderId</fieldref>field is populated with the broker-generated order number.
</p>
<p>
See <a target="bottom" href="../appendices/fix_42_appendix_d.html">Appendix D of FIX Specification</a> for examples of key state changes, processing
of cancel and cancel/replace requests, and for execution cancel/corrects.
</p>
</descr>
</msgdef>
<msgdef msgtype="9" name="Order Cancel Reject">
<alias>Cancel Reject</alias>
<field tag="37" name="OrderID" req="Y"/>
<field tag="11" name="ClOrdID" req="Y">
<comment>Unique order id assigned by institution to the cancel request or to the replacement order.</comment>
</field>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="66" name="ListID">
<comment>Required for rejects against orders which were submitted as part of a list.</comment>
</field>
<field tag="102" name="CxlRejReason"/>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="9">Order Cancel Reject</msgref>message is issued by the broker upon
receipt of a<msgref msgtype="F">Cancel Request</msgref>or<msgref msgtype="G">Order Cancel/Replace Request</msgref>message which cannot be honored. Requests to
change price or decrease quantity are executed only when an outstanding quantity exists;
orders which are filled cannot be changed.
</p>
<p>
When rejecting a<msgref msgtype="G">Cancel/Replace Request</msgref>, the<fieldref tag="11">ClOrdID</fieldref>of the replacement order in the request message is inserted in
the<fieldref tag="11">ClOrdID</fieldref>field of the<msgref msgtype="9">
Cancel
Reject
</msgref>message for identification.
</p>
<p>
The<msgref msgtype="8">Execution</msgref>message will be used to respond to
accepted<msgref msgtype="F">Cancel Request</msgref>and<msgref msgtype="G">Order Cancel/Replace Request</msgref>messages.
</p>
</descr>
</msgdef>
<msgdef msgtype="A" name="Logon" admin="Y">
<field tag="98" name="EncryptMethod" req="Y">
<comment>(Always unencrypted)</comment>
</field>
<field tag="108" name="HeartBtInt" req="Y"/>
<field tag="95" name="RawDataLength" condreq="existtags(T$96)">
<comment>Required for some authentication methods</comment>
</field>
<field tag="96" name="RawData" condreq="existtags(T$95)">
<comment>Required for some authentication methods</comment>
</field>
<descr>
<p>
The<msgref msgtype="A">Logon</msgref>message is utilized to authenticate a user
attempting to establish a connection to a remote system. The<msgref msgtype="A">Logon</msgref>message must be the first message sent by the application
requesting to initiate a FIX session.
</p>
<p>
The<fieldref tag="108">HeartBtInt</fieldref>(108) field is used to declare the timeout
interval for generating heartbeats.
</p>
<p>
Upon receipt of a<msgref msgtype="A">Logon</msgref>message the session acceptor will
authenticate the party requesting connection and issue a<msgref msgtype="A">Logon</msgref>message as acknowledgment that the connection request has been
accepted. The acknowledgment<msgref msgtype="A">Logon</msgref>can also be used by the
initiator to validate that the connection was established with the correct party.
</p>
<p>
The session acceptor must be prepared to immediately begin processing messages after
receipt of the<msgref msgtype="A">Logon</msgref>. The session initiator can choose to
begin transmission of FIX messages before receipt of the confirmation<msgref msgtype="A">Logon</msgref>, however it is recommended that normal message delivery wait
until after the return<msgref msgtype="A">Logon</msgref>is received to accommodate
encryption key negotiation.
</p>
<p>
The confirmation<msgref msgtype="A">Logon</msgref>can be used for encryption key
negotiation. If a session key is deemed to be weak, a stronger session key can be
suggested by returning a<msgref msgtype="A">Logon</msgref>message with a new key. This is
only valid for encryption protocols that allow for key negotiation. (See the FIX Home Page
Application notes for more information on a method for encryption and key passing.)
</p>
</descr>
</msgdef>
<msgdef msgtype="B" name="News">
<field tag="42" name="OrigTime"/>
<field tag="61" name="Urgency"/>
<field tag="46" name="RelatdSym">
<comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
</field>
<field tag="33" name="LinesOfText" req="Y"/>
<group nofield="33" startfield="58">
<field tag="58" name="Text" req="Y">
<comment>
Repeating field, number of instances defined in<fieldref tag="33">LinesOfText</fieldref>
</comment>
</field>
</group>
<field tag="95" name="RawDataLength" condreq="existtags(T$96)"/>
<field tag="96" name="RawData" condreq="existtags(T$95)"/>
<descr>
<p>
The<msgref msgtype="B">News</msgref>message is intended for use as a general free format
message between the broker and institution. The message contains flags to identify the
news item's urgency and to allow sorting by subject company (symbol). The News record can
be originated at either the broker or institution side.
</p>
</descr>
</msgdef>
<msgdef msgtype="C" name="Email">
<field tag="94" name="EmailType" req="Y"/>
<field tag="42" name="OrigTime"/>
<field tag="46" name="RelatdSym">
<comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
</field>
<field tag="37" name="OrderID"/>
<field tag="11" name="ClOrdID"/>
<field tag="33" name="LinesOfText" req="Y"/>
<group nofield="33" startfield="58">
<field tag="58" name="Text" req="Y">
<comment>
Repeating field, number of instances defined in<fieldref tag="33">LinesOfText</fieldref>
</comment>
</field>
</group>
<field tag="95" name="RawDataLength" condreq="existtags(T$96)"/>
<field tag="96" name="RawData" condreq="existtags(T$95)"/>
<descr>
<p>
Format and purpose similar to<msgref msgtype="B">News</msgref>message, however, intended
for private use between two parties.
</p>
</descr>
</msgdef>
<msgdef msgtype="D" name="New Order - Single">
<alias>New Order</alias>
<field tag="11" name="ClOrdID" req="Y"/>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="1" name="Account"/>
<field tag="63" name="SettlmntTyp">
<comment>Absence of this field is interpreted as Regular.</comment>
</field>
<field tag="64" name="FutSettDate" condreq="T$63='6' or T$63='8'">
<comment>
Required when<fieldref tag="63">SettlmntTyp</fieldref>= 6 (Future) or<fieldref tag="63">SettlmntTyp</fieldref>= 8 (Sellers Option)
</comment>
</field>
<field tag="21" name="HandlInst" req="Y"/>
<field tag="18" name="ExecInst">
<comment>Can contain multiple instructions, space delimited.</comment>
</field>
<field tag="110" name="MinQty"/>
<field tag="111" name="MaxFloor"/>
<field tag="100" name="ExDestination"/>
<field tag="81" name="ProcessCode">
<comment>Used to identify soft trades at order entry.</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="140" name="PrevClosePx">
<comment>Useful for verifying security identification</comment>
</field>
<field tag="54" name="Side" req="Y"/>
<field tag="114" name="LocateReqd" condreq="T$54='5' or T$54='6'">
<comment>Required for short sell orders</comment>
</field>
<field tag="38" name="OrderQty" req="Y"/>
<field tag="40" name="OrdType" req="Y"/>
<field tag="44" name="Price" condreq="T$40 in ('2','4','7','8','B','F','I')">
<comment>Required for limit OrdTypes</comment>
</field>
<field tag="99" name="StopPx" condreq="T$40='3' or T$40='4'">
<comment>Required for stop OrdTypes</comment>
</field>
<field tag="15" name="Currency">
<comment>Message without currency field is interpreted as US dollars</comment>
</field>
<field tag="23" name="IOIid" condreq="T$40='E'">
<comment>
Required for Previously Indicated Orders (<fieldref tag="40">OrdType</fieldref>=E)
</comment>
</field>
<field tag="117" name="QuoteID" condreq="T$40='D'">
<comment>
Required for Previously Quoted Orders (<fieldref tag="40">OrdType</fieldref>=D)
</comment>
</field>
<field tag="59" name="TimeInForce">
<comment>Absence of this field indicates Day order</comment>
</field>
<field tag="126" name="ExpireTime" condreq="T$59='6'">
<comment>
Required if<fieldref tag="59">TimeInForce</fieldref>= GTD
</comment>
</field>
<field tag="12" name="Commission"/>
<field tag="13" name="CommType"/>
<field tag="47" name="Rule80A"/>
<field tag="121" name="ForexReq">
<comment>
Indicates that broker is requested to execute a Forex accommodation trade in
conjunction with the security trade.
</comment>
</field>
<field tag="120" name="SettlCurrency" condreq="T$121='Y'">
<comment>
Required if<fieldref tag="121">ForexReq</fieldref>= Y.
</comment>
</field>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="D">New Order - Single</msgref>message type is used by institutions wishing to
electronically submit securities and forex orders to a broker for execution.
</p>
<p>
Orders can be submitted with special handling instructions and execution instructions.
Handling instructions refer to how the broker should handle the order on its trading floor
(see<fieldref tag="21">HandlInst</fieldref>field); execution instructions contain
explicit directions as to how the order should be executed (see<fieldref tag="18">ExecInst</fieldref>field).
</p>
<p>
<msgref msgtype="D">New Order - Single</msgref>messages received with the<fieldref tag="97">PossResend</fieldref>flag set in the header should be validated by<fieldref tag="11">ClOrdID</fieldref>and order parameters (side, symbol, quantity, etc.) to
determine if the order had been previously submitted. PossResends previously received
should be acknowledged back to the client via an Execution - Status message. PossResends
not previously received should be processed as a new order and acknowledged via an
Execution - New message.
</p>
<p>
To support forex accommodation trades, two fields,<fieldref tag="121">ForexReq</fieldref>and<fieldref tag="120">SettlCurrency</fieldref>, are
included in the message. To request a broker to execute a forex trade in conjunction with
the securities trade, the institution would set the<fieldref tag="121">ForexReq</fieldref>= Y and<fieldref tag="120">SettlCurrency</fieldref>=
"intended settlement currency". The broker would then execute a forex trade from the
execution currency to the settlement currency and report the results via the execution
message in the NetMonies and SettlCurr fields.
</p>
<p>
The order message can also be used to request a straight forex trade. Conventions for
identifying a forex transaction are as follows:
</p>
<ul>
<li>
The forex symbol is defined, in ISO codes, as "held-currency.new-currency" (e.g.
"USD.GBP" indicates a desire to convert a held amount of USD to GPB)
</li>
<li>
Side is defined in terms of whether the<fieldref tag="38">OrderQty</fieldref>is
currency required or currency held (e.g. a forex order can be expressed as either "S
3,200,000 USD for GPB" or "B 2,000,000 GBP for USD", at a rate of 1.6 USD/GBP, these
trades are equivalent in that the broker is receiving 3,200,000 USD and delivering
2,000,000 GBP)
</li>
<li>
<fieldref tag="40">OrdType</fieldref>= Forex
</li>
</ul>
</descr>
</msgdef>
<msgdef msgtype="E" name="New Order - List">
<alias>New Order List</alias>
<field tag="66" name="ListID" req="Y">
<comment>Must be unique, by customer, for the day</comment>
</field>
<field tag="105" name="WaveNo"/>
<field tag="67" name="ListSeqNo" req="Y"/>
<field tag="68" name="ListNoOrds" req="Y"/>
<field tag="69" name="ListExecInst">
<comment>
Include only in<fieldref tag="67">ListSeqNo</fieldref>= 1 message
</comment>
</field>
<field tag="11" name="ClOrdID" req="Y"/>
<field tag="109" name="ClientID">
<comment>Used for third-party transactions</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for third-party transactions</comment>
</field>
<field tag="1" name="Account"/>
<field tag="63" name="SettlmntTyp">
<comment>Absence of this field is interpreted as Regular.</comment>
</field>
<field tag="64" name="FutSettDate" condreq="T$63 in ('6','8')">
<comment>
Required when<fieldref tag="63">SettlmntTyp</fieldref>= 6 (Future) or<fieldref tag="63">SettlmntTyp</fieldref>= 8 (Sellers Option)
</comment>
</field>
<field tag="21" name="HandlInst" req="Y"/>
<field tag="18" name="ExecInst">
<comment>Can contain multiple instructions, space delimited.</comment>
</field>
<field tag="110" name="MinQty"/>
<field tag="111" name="MaxFloor"/>
<field tag="100" name="ExDestination"/>
<field tag="81" name="ProcessCode"/>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="140" name="PrevClosePx">
<comment>Useful for verifying security identification</comment>
</field>
<field tag="54" name="Side" req="Y"/>
<field tag="114" name="LocateReqd" condreq="T$54='5' or T$54='6'">
<comment>Required for short sell orders</comment>
</field>
<field tag="38" name="OrderQty" req="Y"/>
<field tag="40" name="OrdType" req="Y"/>
<field tag="44" name="Price" condreq="T$40 in ('2','4','7','8','B','F','I')">
<comment>Required for limit OrdTypes</comment>
</field>
<field tag="99" name="StopPx" condreq="T$40 in ('3','4')">
<comment>Required for stop OrdTypes</comment>
</field>
<field tag="15" name="Currency">
<comment>Message without currency field is interpreted as US dollars</comment>
</field>
<field tag="59" name="TimeInForce">
<comment>Absence of this field indicates Day order</comment>
</field>
<field tag="126" name="ExpireTime" condreq="T$59='6'">
<comment>
Required in<fieldref tag="59">TimeInForce</fieldref>= GTD
</comment>
</field>
<field tag="12" name="Commission"/>
<field tag="13" name="CommType"/>
<field tag="47" name="Rule80A"/>
<field tag="121" name="ForexReq">
<comment>
Indicates that broker is requested to execute a Forex accommodation trade in
conjunction with the security trade.
</comment>
</field>
<field tag="120" name="SettlCurrency" condreq="T$121='Y'">
<comment>
Required if<fieldref tag="121">ForexReq</fieldref>= Y.
</comment>
</field>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="E">New Order - List</msgref>message type is used by institutions
wishing to electronically submit lists of related orders to a broker for execution.
</p>
<p>
The<msgref msgtype="E">New Order List</msgref>is intended for use in staging lists to be
executed by the broker. If the institution wishes to work a list using the broker's
execution services the orders should be submitted as individual<msgref msgtype="D">
New
Order - Single
</msgref>'s.
</p>
<p>After staging, the list can be operated on in the following ways:</p>
<dl>
<dt>Execute</dt>
<dd>
The broker can be instructed to release the list for execution by sending the<msgref msgtype="L">List Execute</msgref>message.
</dd>
<dt>Cancel</dt>
<dd>
After the list has been staged with the broker, it can be canceled via the submission
of the<msgref msgtype="K">List Cancel</msgref>message. If the list has not yet been
submitted for execution, the<msgref msgtype="K">List Cancel</msgref>message will
instruct the broker not to execute it, if the list is being executed, the<msgref msgtype="K">List Cancel</msgref>message should trigger the broker's system to generate
cancel requests for the remaining quantities of each order within the list. Individual
orders within the list can be canceled via the<msgref msgtype="F">Order Cancel Request</msgref>message.
</dd>
<dt>Status</dt>
<dd>
A status of the list can be requested via the submission of the<msgref msgtype="M">List Status Request</msgref>message. The broker will respond with one or
more<msgref msgtype="N">List Status</msgref>messages which will report executed
quantity, canceled quantity and average price for each order in the list.
</dd>
<dt>Replace</dt>
<dd>
Individual orders within the list can be replaced via<msgref msgtype="G">
Order
Cancel/Replace Request
</msgref>messages.
</dd>
</dl>
<p>
Executions against orders within the list will not normally be reported as they occur.
(If this feature is desired the institution and broker should arrange for this reporting
as a custom feature using the<msgref msgtype="8">Execution</msgref>message.) Executions
against the list will be reported within the<msgref msgtype="N">List Status</msgref>message.
</p>
</descr>
</msgdef>
<msgdef msgtype="F" name="Order Cancel Request">
<alias>Cancel Request</alias>
<field tag="41" name="OrigClOrdID" req="Y">
<comment>Unique ID of original order as assigned by institution</comment>
</field>
<field tag="37" name="OrderID">
<comment>Broker ID of original order</comment>
</field>
<field tag="11" name="ClOrdID" req="Y">
<comment>Unique ID of cancel request as assigned by the institution.</comment>
</field>
<field tag="66" name="ListID">
<comment>Required for List Orders</comment>
</field>
<field tag="125" name="CxlType" req="Y"/>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="54" name="Side" req="Y"/>
<field tag="38" name="OrderQty" req="Y">
<comment>
Original OrderQty for<fieldref tag="125">CxlType</fieldref>=F or new OrderQty
for<fieldref tag="125">CxlType</fieldref>=P.
</comment>
</field>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="F">Order Cancel Request</msgref>message is used to request the
cancellation of all or part of the remaining quantity of an existing order. The<fieldref tag="125">CxlType</fieldref>field is used to distinguish if all or part of the outstanding
quantity is to be canceled.
</p>
<p>
Although the<msgref msgtype="F">Order Cancel Request</msgref>message can be used to
partially cancel (reduce) an order it is recommended that the<msgref msgtype="G">Cancel/Replace Request</msgref>message be used for that purpose.
</p>
<p>
The request will only be accepted if the order can successfully be pulled back from the
exchange floor without executing.
</p>
<p>
Note that a<msgref msgtype="F">Cancel Request</msgref>is assigned an order id and is
treated as a separate entity. If rejected, the order id of the<msgref msgtype="F">
Cancel
Request
</msgref>will be sent in the<msgref msgtype="9">Cancel Reject</msgref>message.
The<fieldref tag="37">OrderID</fieldref>assigned to the<msgref msgtype="F">
Cancel
Request
</msgref>must be unique amongst the OrderID's assigned to regular orders and
replacement orders.
</p>
</descr>
</msgdef>
<msgdef msgtype="G" name="Order Cancel/Replace Request">
<alias>Cancel/Replace Request</alias>
<field tag="37" name="OrderID">
<comment>Unique identifier of original order as assigned by broker</comment>
</field>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="41" name="OrigClOrdID" req="Y">
<comment>Unique identifier of original order as assigned by institution.</comment>
</field>
<field tag="11" name="ClOrdID" req="Y">
<comment>
Unique identifier of replacement order as assigned by institution. Note that this
identifier will be used in<fieldref tag="11">ClOrdID</fieldref>field of the<msgref msgtype="9">Cancel Reject</msgref>Message if the replacement request is rejected.
</comment>
</field>
<field tag="66" name="ListID">
<comment>Required for List Orders</comment>
</field>
<field tag="1" name="Account"/>
<field tag="63" name="SettlmntTyp">
<comment>Absence of this field is interpreted as Regular.</comment>
</field>
<field tag="64" name="FutSettDate" condreq="T$63 in ('6','8')">
<comment>
Required when<fieldref tag="63">SettlmntTyp</fieldref>= 6 (Future) or<fieldref tag="63">SettlmntTyp</fieldref>= 8 (Sellers Option)
</comment>
</field>
<field tag="21" name="HandlInst" req="Y">
<comment>Must match original order</comment>
</field>
<field tag="18" name="ExecInst">
<comment>
Can contain multiple instructions, space delimited. Replacement order must be
created with new parameters (i.e. original order values will not be brought forward to
replacement order unless redefined within this message).
</comment>
</field>
<field tag="110" name="MinQty"/>
<field tag="111" name="MaxFloor"/>
<field tag="100" name="ExDestination"/>
<field tag="55" name="Symbol" req="Y">
<comment>Must match original order</comment>
</field>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID">
<comment>Must match original order</comment>
</field>
<field tag="22" name="IDSource">
<comment>Must match original order</comment>
</field>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="54" name="Side" req="Y">
<comment>
Must match original side, however, Buy and Buy Minus can be interchanged as well as
Sell and Sell Plus
</comment>
</field>
<field tag="38" name="OrderQty" req="Y"/>
<field tag="40" name="OrdType" req="Y"/>
<field tag="44" name="Price" condreq="T$40 in ('2','4','7','8','B','F','I')">
<comment>Required for limit OrdTypes</comment>
</field>
<field tag="99" name="StopPx" condreq="T$40='3' or T$40='4'">
<comment>Required for stop OrdTypes</comment>
</field>
<field tag="15" name="Currency">
<comment>Message without currency field is interpreted as US dollars. Must match original order.</comment>
</field>
<field tag="59" name="TimeInForce">
<comment>Absence of this field indicates Day order</comment>
</field>
<field tag="126" name="ExpireTime" condreq="T$59='6'">
<comment>
Required if<fieldref tag="59">TimeInForce</fieldref>= GTD
</comment>
</field>
<field tag="12" name="Commission"/>
<field tag="13" name="CommType"/>
<field tag="47" name="Rule80A">
<comment>Must match original order</comment>
</field>
<field tag="121" name="ForexReq">
<comment>
Indicates that broker is requested to execute a Forex accommodation trade in
conjunction with the security trade.
</comment>
</field>
<field tag="120" name="SettlCurrency" condreq="T$121='Y'">
<comment>
Required if<fieldref tag="121">ForexReq</fieldref>= Y.
</comment>
</field>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="G">Order Cancel/Replace Request</msgref>is used to change the
parameters of an existing order.
</p>
<p>
Do not use this message to cancel the remaining quantity of an outstanding order, use
the<msgref msgtype="F">Cancel Request</msgref>message for this purpose.
</p>
<p>
It is recommended that the<msgref msgtype="G">Cancel/Replace Request</msgref>message be
used to partially cancel (reduce) an order.
</p>
<p>
The request will only be accepted if the order can successfully be pulled back from the
exchange floor without executing. Cancel/Replace requests which cannot be processed will
be rejected using the<msgref msgtype="9">Cancel Reject</msgref>message; the<fieldref tag="11">ClOrdId</fieldref>of the replacement order is inserted in the<fieldref tag="11">ClOrdId</fieldref>field of the<msgref msgtype="9">Cancel Reject</msgref>message
for identification.
</p>
<p>
Only a limited number of fields can be changed via the<msgref msgtype="G">
Order Cancel/Replace
Request
</msgref>message. All other fields should be retransmitted as sent in the original
order. These fields are:
</p>
<ul>
<li>
<fieldref tag="18">ExecInst</fieldref>
</li>
<li>
<fieldref tag="38">OrderQty</fieldref>
</li>
<li>
<fieldref tag="40">OrdType</fieldref>
</li>
<li>
<fieldref tag="44">Price</fieldref>
</li>
<li>
<fieldref tag="21">HandlInst</fieldref>
</li>
<li>
<fieldref tag="59">TimeInForce</fieldref>
</li>
<li>
<fieldref tag="126">ExpireTime</fieldref>
</li>
<li>
<fieldref tag="110">MinQty</fieldref>
</li>
<li>
<fieldref tag="111">MaxFloor</fieldref>
</li>
</ul>
<p>
When modifying<fieldref tag="18">ExecInst</fieldref>fields in a replacement order, it is
necessary to redeclare all<fieldref tag="18">ExecInst</fieldref>in the replacement order.
ExecInst's will not be carried forward from the original order to the replacement unless redeclared.
</p>
</descr>
</msgdef>
<msgdef msgtype="H" name="Order Status Request">
<alias>Status Request</alias>
<field tag="37" name="OrderID"/>
<field tag="11" name="ClOrdID" req="Y"/>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="54" name="Side" req="Y"/>
<descr>
<p>
The<msgref msgtype="H">Order Status Request</msgref>message is used by the institution to
generate an order status message back from the broker.
</p>
</descr>
</msgdef>
<msgdef msgtype="J" name="Allocation">
<alias>Replacement Allocation</alias>
<field tag="70" name="AllocID" req="Y"/>
<field tag="71" name="AllocTransType" req="Y"/>
<field tag="72" name="RefAllocID" condreq="T$71 in ('C','R')">
<comment>
Required for<fieldref tag="71">AllocTransType</fieldref>= R (Replace) or C (Cancel)
</comment>
</field>
<field tag="73" name="NoOrders" req="Y">
<comment>
Indicates number of orders to be combined for allocation. If order(s) were manually
delivered set to 1 (one).
</comment>
</field>
<group nofield="73" startfield="11">
<field tag="11" name="ClOrdID" req="Y">
<comment>
Order ID assigned by client if order(s) were electronically delivered and
executed. If order(s) were manually delivered this field should contain string 'MANUAL'.
</comment>
</field>
<field tag="37" name="OrderID"/>
<field tag="66" name="ListID">
<comment>Required for List Orders.</comment>
</field>
<field tag="105" name="WaveNo"/>
</group>
<field tag="124" name="NoExecs" condreq="existtags(T$124)">
<comment>
Indicates number of individual execution record groups to follow. Absence of this
field indicates that no individual execution records are included.
</comment>
</field>
<group nofield="124" startfield="17">
<field tag="17" name="ExecID" condreq="T$124>0">
<comment>
Required if<fieldref tag="124">NoExecs</fieldref>> 0
</comment>
</field>
<field tag="32" name="LastShares" condreq="T$124>0">
<comment>
Number of shares in individual execution. Required if<fieldref tag="124">NoExecs</fieldref>> 0
</comment>
</field>
<field tag="31" name="LastPx" condreq="T$124>0">
<comment>
Price of individual execution. Required if<fieldref tag="124">NoExecs</fieldref>> 0
</comment>
</field>
<field tag="30" name="LastMkt">
<comment>Market of individual execution.</comment>
</field>
</group>
<field tag="54" name="Side" req="Y"/>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="53" name="Shares" req="Y">
<comment>Total number of shares allocated to all accounts</comment>
</field>
<field tag="6" name="AvgPx" req="Y"/>
<field tag="15" name="Currency">
<comment>
Currency of<fieldref tag="6">AvgPx</fieldref>, absence of this field indicates US dollars
</comment>
</field>
<field tag="74" name="AvgPrxPrecision">
<comment>
Absence of this field indicates that default precision arranged by the
broker/institution is to be used
</comment>
</field>
<field tag="75" name="TradeDate" req="Y"/>
<field tag="60" name="TransactTime">
<comment>Date/time when allocation is generated</comment>
</field>
<field tag="63" name="SettlmntTyp">
<comment>Absence of this field is interpreted as Regular</comment>
</field>
<field tag="64" name="FutSettDate" condreq="existtags(T$63) and T$63!='0'">
<comment>
Required with<fieldref tag="63">SettlmntTyp</fieldref>other than regular
</comment>
</field>
<field tag="118" name="NetMoney">
<comment>
Expressed in same currency as<fieldref tag="6">AvgPx</fieldref>
</comment>
</field>
<field tag="136" name="NoMiscFees">
<comment>Required if any miscellaneous fees are reported. Indicates number of repeating entries</comment>
</field>
<group nofield="136" startfield="137">
<field tag="137" name="MiscFeeAmt" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
<field tag="138" name="MiscFeeCurr" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
<field tag="139" name="MiscFeeType" condreq="T$136>0">
<comment>
Required if<fieldref tag="136">NoMiscFees</fieldref>> 0
</comment>
</field>
</group>
<field tag="119" name="SettlCurrAmt"/>
<field tag="120" name="SettlCurrency"/>
<field tag="77" name="OpenClose"/>
<field tag="58" name="Text"/>
<field tag="78" name="NoAllocs" req="Y">
<comment>Indicates number of allocation groups to follow.</comment>
</field>
<group nofield="78" startfield="79">
<field tag="79" name="AllocAccount" req="Y"/>
<field tag="80" name="AllocShares" req="Y"/>
<field tag="81" name="ProcessCode"/>
<field tag="76" name="ExecBroker" condreq="T$81 in ('2','3', '4', '5')">
<comment>Required for step-in and step-out trades</comment>
</field>
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="12" name="Commission"/>
<field tag="13" name="CommType"/>
<field tag="85" name="NoDlvyInst">
<comment>Repeating group within allocation group</comment>
</field>
<group nofield="85" startfield="92">
<field tag="92" name="BrokerOfCredit" condreq="T$85>0"/>
<field tag="86" name="DlvyInst" condreq="T$85>0">
<comment>
Required if<fieldref tag="85">NoDlvyInst</fieldref>> 0
</comment>
</field>
</group>
</group>
<descr>
<p>
The allocation record is used to instruct a broker on how to allocate executed shares to
sub-accounts. The allocation record can also be used as a confirmation message through
which third parties can communicate execution and settlement instructions between trading partners.
</p>
<p>
An<msgref msgtype="J">Allocation</msgref>message can be submitted as new, cancel or
replace. The<fieldref tag="71">AllocTransType</fieldref>field indicates the purpose of the
message. When submitting replace or cancel<fieldref tag="71">AllocTransType</fieldref>messages the<fieldref tag="72">RefAllocID</fieldref>field is required.
Replacement <msgref msgtype="J">Allocation</msgref>messages must contain all data for the replacement allocation.
</p>
<p>
The allocation record contains repeating fields for each order, sub-account and
individual execution. The relative position of the repeating fields is important in this
record, i.e. each instance of allocation must be in the order shown below.
</p>
<ul>
<li>
The total shares allocated must equal the<fieldref tag="53">Shares</fieldref>value
which must equal the total executed quantity of the original order. If present, the
total shares in the execution section must also be equal to this value.
</li>
<li>
The number of sub-account instances is indicated in<fieldref tag="78">NoAllocs</fieldref>
</li>
<li>
Multiple orders can be combined for allocation by identifying the number of orders in
the<fieldref tag="73">NoOrders</fieldref>field and each individual order in
the<fieldref tag="37">OrderID</fieldref>fields. Combined orders must have the same
ticker, trade date, settlement date and side.
</li>
</ul>
</descr>
</msgdef>
<msgdef msgtype="K" name="List Cancel Request">
<alias>List Cancel</alias>
<field tag="66" name="ListID" req="Y"/>
<field tag="105" name="WaveNo"/>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="K">List Cancel Request</msgref>message type is used by institutions
wishing to cancel previously submitted lists either before or during execution.
</p>
<p>
After the list has been staged with the broker, it can be canceled via the submission of
the<msgref msgtype="K">List Cancel</msgref>message. If the list has not yet been
submitted for execution, the<msgref msgtype="K">List Cancel</msgref>message will instruct
the broker not to execute it, if the list is being executed, the<msgref msgtype="K">
List
Cancel
</msgref>message should trigger the broker's system to generate cancel requests for
the remaining quantities of each order within the list. Individual orders within the list
can be canceled via the<msgref msgtype="F">Order Cancel Request</msgref>message.
</p>
</descr>
</msgdef>
<msgdef msgtype="L" name="List Execute">
<alias>List-Execute</alias>
<field tag="66" name="ListID" req="Y">
<comment>Must be unique, by customer, for the day</comment>
</field>
<field tag="105" name="WaveNo"/>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="L">List Execute</msgref>message type is used by institutions to
instruct the broker to begin execution of a previously submitted list.
</p>
</descr>
</msgdef>
<msgdef msgtype="M" name="List Status Request">
<alias>List-Status Request</alias>
<field tag="66" name="ListID" req="Y"/>
<field tag="105" name="WaveNo"/>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="M">List Status Request</msgref>message type is used by institutions
to instruct the broker to generate status messages for a list.
</p>
</descr>
</msgdef>
<msgdef msgtype="N" name="List Status">
<alias>List-Status</alias>
<field tag="66" name="ListID" req="Y"/>
<field tag="105" name="WaveNo"/>
<field tag="82" name="NoRpts" req="Y">
<comment>Total number of messages required to status complete list.</comment>
</field>
<field tag="83" name="RptSeq" req="Y">
<comment>Sequence number of this report message.</comment>
</field>
<field tag="73" name="NoOrders" req="Y">
<comment>Number of orders statused in this message, i.e. number of repeating groups to follow.</comment>
</field>
<group nofield="73" startfield="11">
<field tag="11" name="ClOrdID" req="Y"/>
<field tag="14" name="CumQty" req="Y"/>
<field tag="84" name="CxlQty" req="Y"/>
<field tag="6" name="AvgPx" req="Y"/>
</group>
<descr>
<p>
The<msgref msgtype="N">List Status</msgref>message is issued as the response to a<msgref msgtype="M">List Status Request</msgref>message and indicates the current state of the
orders within the list as they exists at the broker's site.
</p>
<p>
Orders within the list are statused at the summary level. Individual executions are not
reported, rather, the current state of the order is reported.
</p>
<p>
The message contains repeating fields for each order. The relative position of the
repeating fields is important in this record, i.e. each instance of<fieldref tag="11">ClOrdID</fieldref>,<fieldref tag="14">CumQty</fieldref>,<fieldref tag="84">CxlQty</fieldref>and<fieldref tag="6">AvgPx</fieldref>must be in the order
shown below.
</p>
<p>
Each<msgref msgtype="N">List Status</msgref>message will report on only a maximum of 50
orders; if the list contains more than 50 orders multiple status messages will be required.
</p>
</descr>
</msgdef>
<msgdef msgtype="P" name="Allocation ACK">
<field tag="109" name="ClientID">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="76" name="ExecBroker">
<comment>Used for firm identification in third-party transactions.</comment>
</field>
<field tag="70" name="AllocID" req="Y"/>
<field tag="75" name="TradeDate" req="Y"/>
<field tag="60" name="TransactTime">
<comment>Date/Time allocation Ack generated</comment>
</field>
<field tag="87" name="AllocStatus" req="Y"/>
<field tag="88" name="AllocRejCode" condreq="T$87=1">
<comment>
Required for<fieldref tag="87">AllocStatus</fieldref>= 1 (rejected)
</comment>
</field>
<field tag="58" name="Text">
<comment>
Can include explanation for<fieldref tag="88">AllocRejCode</fieldref>= 7 (other)
</comment>
</field>
<descr>
<p>
The allocation ACK record is used by the broker to acknowledge the receipt and status of
an allocation record received from the institution.
</p>
<p>
It is possible that multiple<msgref msgtype="P">Allocation ACK</msgref>messages can be
generated for a single allocation to detail the receipt and then the acceptance or
rejection of the allocation.
</p>
</descr>
</msgdef>
<msgdef msgtype="Q" name="Don't Know Trade">
<alias>Don't Know Trade (DK)</alias>
<alias>DK</alias>
<field tag="37" name="OrderID">
<comment>Broker Order Id as identified on problem execution</comment>
</field>
<field tag="17" name="ExecID">
<comment>Execution Id of problem execution</comment>
</field>
<field tag="127" name="DKReason" req="Y"/>
<field tag="55" name="Symbol" req="Y"/>
<field tag="54" name="Side" req="Y"/>
<field tag="38" name="OrderQty" req="Y"/>
<field tag="32" name="LastShares" req="Y"/>
<field tag="31" name="LastPx" req="Y"/>
<field tag="58" name="Text"/>
<descr>
<p>
The<msgref msgtype="Q">Don't Know Trade (DK)</msgref>message is used to notify a trading
partner that an electronically received execution has been rejected. This message can be
thought of as an<msgref msgtype="8">Execution</msgref>reject message.
</p>
<p>
This message has special utility when dealing with one-way execution reporting, if the
initial<msgref msgtype="8">Order Acknowledgment</msgref>message (<fieldref tag="32">LastShares</fieldref>=0 and<fieldref tag="39">OrdStatus</fieldref>=New) does not
match an existing order this message can be used to notify the broker of a potential
problem order.
</p>
<p>
Note that the decision to<msgref msgtype="Q">DK</msgref>an execution lies with the
institution; some of the mismatches listed in the<fieldref tag="127">DKReason</fieldref>field may be acceptable and will not require a<msgref msgtype="Q">DK</msgref>messages to be generated.
</p>
</descr>
</msgdef>
<msgdef msgtype="R" name="Quote Request">
<field tag="131" name="QuoteReqID" req="Y"/>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="140" name="PrevClosePx">
<comment>Useful for verifying security identification</comment>
</field>
<field tag="54" name="Side"/>
<field tag="38" name="OrderQty"/>
<descr>
<p>
In some markets it is the practice to request quotes from brokers prior to placement of
an order. The<msgref msgtype="R">Quote Request</msgref>message is used for this purpose.
</p>
<p>Quotes can be requested on specific securities or for forex rates.</p>
<p>
Securities quotes can be requested as either market quotes or for a specific quantity and
side. If<fieldref tag="38">OrderQty</fieldref>and<fieldref tag="54">Side</fieldref>are
absent, a market-style quote (bid x offer, size x size) will be returned.
</p>
<p>
The symbol used for forex quotes is, in ISO codes, "currency1.currency2" (e.g. GBP.USD)
and the quote will be returned as a rate expressed as currency1/currency2.
</p>
<p>
Forex quotes can be requested as indicative or at a specific quantity level. If an
indicative quote is requested (<fieldref tag="38">OrderQty</fieldref>and<fieldref tag="54">Side</fieldref>are absent), the broker has discretion to quote at either a
specific trade level and side or to provide an indicative quote at the mid-point of the
spread. The broker can also choose to respond to an indicative quote by sending
multiple<msgref msgtype="S">Quote</msgref>messages specifying various levels and sides.
</p>
</descr>
</msgdef>
<msgdef msgtype="S" name="Quote">
<field tag="131" name="QuoteReqID">
<comment>
Required when quote is in response to a<msgref msgtype="R">Quote Request</msgref>message
</comment>
</field>
<field tag="117" name="QuoteID" req="Y"/>
<field tag="55" name="Symbol" req="Y"/>
<field tag="65" name="SymbolSfx"/>
<field tag="48" name="SecurityID"/>
<field tag="22" name="IDSource"/>
<field tag="106" name="Issuer"/>
<field tag="107" name="SecurityDesc"/>
<field tag="132" name="BidPx" req="Y"/>
<field tag="133" name="OfferPx"/>
<field tag="134" name="BidSize"/>
<field tag="135" name="OfferSize"/>
<field tag="62" name="ValidUntilTime"/>
<descr>
<p>
The<msgref msgtype="S">Quote</msgref>message is used as the response to a<msgref msgtype="R">Quote Request</msgref>message and can be used to publish unsolicited quotes.
</p>
<p>
Quotes supplied as the result of a<msgref msgtype="R">Quote Request</msgref>message are
tagged with the appropriate<fieldref tag="131">QuoteReqID</fieldref>, unsolicited quotes
can be identified by the absence of a<fieldref tag="131">QuoteReqID</fieldref>.
</p>
<p>
The symbol used for forex quotes is, in ISO codes, "currency1.currency2" (e.g. GBP.USD)
and the quote will be returned as a rate expressed as currency1/currency2.<fieldref tag="132">BidPx</fieldref>indicates the rate at which the broker is willing to buy
currency1 and deliver currency2,<fieldref tag="133">OfferPx</fieldref>indicates the rate
at which the broker is willing to sell currency1 and receive currency2. Indicative rates
are quoted in the<fieldref tag="132">BidPx</fieldref>field and may contain a level in
the<fieldref tag="134">BidSize</fieldref>field.
</p>
<p>
Orders can be generated based on Quotes, quoted orders include the<fieldref tag="117">QuoteID</fieldref>and are<fieldref tag="40">OrdType</fieldref>=Quoted Order.
</p>
</descr>
</msgdef>
</msgdic>
</fixdic>