FixAntenna/NetCore/Dictionaries/fixdic41.xml

<?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="FIX41" fixversion="4.1" title="FIX 4.1 (with errata 19990630)" 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="day-of-month" extends="int">
      <descr>
        <p>Int field representing a particular day of a month. Valid values: 1-31.</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. The number of decimal places used should be a factor of
          business/market needs and mutual agreement between counterparties.
        </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="month-year" extends="char">
      <descr>
        <p>
          Char field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999,
          MM = 01-12.
        </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. The length field should specify the number of bytes of the
          value of the data field (up to but not including the terminating SOH). Caution: the value
          of one of these fields may contain the delimiter (SOH) character. Note that the value
          specified for this field should be followed by the delimiter (SOH) character as all fields
          are terminated with an "SOH".
        </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="TP">Tradepoint 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>
      <item val="0">None</item>
      <item val="1">American Stock Exchange Options</item>
      <item val="2" id="CME">Chicago Mercantile Exchange (CME)</item>
      <item val="3" id="LIFFE">London International Financial Futures Exchange (LIFFE)</item>
      <item val="5">London Traded Options Market</item>
      <item val="4">POSIT</item>
      <item val="6" id="MOE">Montreal Exchange Options (MOE)</item>
      <item val="7" id="NYO">New York Stock Exchange Options (NYO)</item>
      <item val="8" id="PAO">Pacific Stock Exchange Options (PAO)</item>
      <item val="9" id="VAO">Vancouver Options Exchange (VAO)</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="char">
      <descr>
        <p>
          Unique identifier of <msgref msgtype="7">Advertisement</msgref> message
        </p>
        <p>(Prior to FIX 4.1 this field was of type int)</p>
      </descr>
    </fielddef>
    <fielddef tag="3" name="AdvRefID" type="char">
      <descr>
        <p>Reference identifier used with CANCEL and REPLACE transaction types.</p>
        <p>(Prior to FIX 4.1 this field was of type int)</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">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <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.4.1" id="FIX41"/>
      <descr>
        <p>
          Identifies beginning of new message and protocol version. ALWAYS THE 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 href="../appendices/fix_42_appendix_b.html">Appendix B of FIX Specification</a> for description). ALWAYS THE LAST FIELD IN
          RECORD; i.e. serves, with the trailing &lt;SOH&gt;, as the end-of-record delimiter. Always
          defined as three characters. (Always unencrypted)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="11" name="ClOrdID" type="char">
      <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. Note if CommType is percentage, Commission of 5% should be represented as .05.</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 is interpreted as the default
          for the security. It is recommended that systems provide the currency value whenever
          possible.
        </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="char">
      <descr>
        <p>
          Unique identifier of <msgref msgtype="8">Execution Report</msgref> 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 or the life of a multi-day
          order. 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>
        <p>(Prior to FIX 4.1 this field was of type int)</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 (cross is forbidden)</item>
        <item val="B">OK to cross</item>
        <item val="C">Call first</item>
        <item val="D" id="PERCENT_OF_VOLUME">Percent of volume '(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)'</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>
        <item val="U" id="CUSTOMER_DISPLAY_INSTRUCTIONS">Customer Display Instruction (Rule11Ac1-1/4)</item>
        <item val="V" id="FOREX_NETTING">Netting (for Forex)</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="char">
      <descr>
        <p>Reference identifier used with Cancel and Correct transaction types.</p>
        <p>(Prior to FIX 4.1 this field was of type int)</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>
      <item val="6">ISO Currency Code</item>
      <item val="7">ISO Country 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="char">
      <descr>
        <p>
          Unique identifier of<msgref msgtype="6">Indication of Interest</msgref>message.
        </p>
        <p>(Prior to FIX 4.1 this field was of type int)</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="char">
      <descr>
        <p>Reference identifier used with CANCEL and REPLACE, transaction types.</p>
        <p>(Prior to FIX 4.1 this field was of type int)</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">
      <range minval="0" maxval="99999999.9999" type="float">(number of decimal places may vary and not limited to four)</range>
      <descr>
        <p>
          Price of this (last) fill. Field not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="32" name="LastShares" type="int">
      <range minval="0" maxval="1000000000" type="int"/>
      <descr>
        <p>
          Quantity of shares bought/sold on this (last) 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>
      <item val="T" id="SETTLEMENT_INSTRUCTIONS">
        <msgref msgtype="T">Settlement Instructions</msgref>
      </item>
      <descr>
        <p>Defines message type. ALWAYS THE THIRD FIELD IN MESSAGE. (Always unencrypted)</p>
        <p>
          Note: A 'U' as the first character in the<fieldref tag="35">MsgType</fieldref>field (i.e.
          U1, U2, etc) 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 - Market</item>
      <item val="D">Previously quoted</item>
      <item val="E">Previously indicated</item>
      <item val="F" id="FOREX_LIMIT">Forex - Limit</item>
      <item val="G" id="FOREX_SWAP">Forex - Swap</item>
      <item val="H" id="FOREX_PREVIOUSLY_QUOTED">Forex - Previously Quoted</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>
          <fieldref tag="11">ClOrdID</fieldref>of the previous order (NOT the initial order of the
          day) as assigned by the institution, used to identify the previous 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">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <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">
      <alias>OrderCapacity</alias>
      <item val="A" id="AGENCY">Agency single order</item>
      <item val="B" id="SHORT_EXEMPT_TRANSACTION_A_TYPE">Short exempt transaction (refer to A type)</item>
      <item val="C" id="PROPRIETARY_NON_ALGO">Program Order, non-index arb, for Member firm/org</item>
      <item val="D" id="PROGRAM_ORDER_MEMBER">Program Order, index arb, for Member firm/org</item>
      <item val="E" id="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL">Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as "Registered Equity Market Maker trades")</item>
      <item val="F" id="SHORT_EXEMPT_TRANSACTION_W_TYPE">Short exempt transaction (refer to W type)</item>
      <item val="H" id="SHORT_EXEMPT_TRANSACTION_I_TYPE">Short exempt transaction (refer to I type)</item>
      <item val="I" id="INDIVIDUAL_INVESTOR">Individual Investor, single order</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="L" id="SHORT_EXEMPT_TRANSACTION_MEMBER_AFFILIATED">Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)</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="O" id="PROPRIETARY_TRANSACTION_AFFILIATED">Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as "Competing dealer trades")</item>
      <item val="P" id="PRINCIPAL">Principal</item>
      <item val="R" id="TRANSACTION_NON_MEMBER">Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as "Competing dealer trades")</item>
      <item val="S" id="SPECIALIST_TRADES">Specialist trades</item>
      <item val="T" id="TRANSACTION_UNAFFILIATED_MEMBER">Competing dealer trades</item>
      <item val="U" id="AGENCY_INDEX_ARB">Program Order, index arb, for other agency</item>
      <item val="W" id="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBERS">All other orders as agent for other member</item>
      <item val="X" id="SHORT_EXEMPT_TRANSACTION_MEMBER_NOT_AFFILIATED">Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)</item>
      <item val="Y" id="AGENCY_NON_ALGO">Program Order, non-index arb, for other agency</item>
      <item val="Z" id="SHORT_EXEMPT_TRANSACTION_NON_MEMBER">Short exempt transaction for non-member competing market-maker (refer to A and R types)</item>
      <descr>
        <p>
          Note that the name of this field is changing to 'OrderCapacity' as Rule80A is a very US
          market-specific term. Other world markets need to convey similar information, however,
          often a subset of the US values. See the <a href="https://www.fixtrading.org/standards/">
            'Rule80A (aka OrderCapacity) Usage by Market'
            appendix of FIX Specification
          </a> for market-specific usage of this field.
        </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>
      <item val="7" id="UNDISCLOSED">
        Undisclosed (valid for <msgref msgtype="6">Indication of Interest</msgref> and <msgref msgtype="E">List Order</msgref> messages only)
      </item>
      <item val="8" id="CROSS">Cross (orders where counterparty is an exchange, valid for all messages except IOIs)</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 (Note: this field does not have a specified maximum length)</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. 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>
          Unique 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="char">
      <descr>
        <p>Unique identifier for allocation record.</p>
        <p>(Prior to FIX 4.1 this field was of type int)</p>
      </descr>
    </fielddef>
    <fielddef tag="71" name="AllocTransType" type="char">
      <alias>AllocTransTyp</alias>
      <item val="0">New</item>
      <item val="1">Replace</item>
      <item val="2">Cancel</item>
      <item val="3" id="PRELIMINARY">Preliminary (without MiscFees and NetMoney)</item>
      <item val="4" id="CALCULATED">Calculated (includes MiscFees and NetMoney)</item>
      <descr>
        <p>Identifies allocation transaction type</p>
      </descr>
    </fielddef>
    <fielddef tag="72" name="RefAllocID" type="char">
      <descr>
        <p>
          Reference identifier to be used with Replace and Cancel<fieldref tag="71">AllocTransType</fieldref>records.
        </p>
        <p>(Prior to FIX 4.1 this field was of type int)</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">
      <item val="O">Open</item>
      <item val="C">Close</item>
      <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">
      <range minval="0" maxval="1000000000" 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">
      <range minval="0" maxval="1000000000" type="int"/>
      <descr>
        <p>Total number of shares canceled for this order.</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">
      <item val="Y">Possible resend</item>
      <item val="N">Original transmission</item>
      <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">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Price per share</p>
      </descr>
    </fielddef>
    <fielddef tag="100" name="ExDestination" type="char">
      <valblock idref="Exchange"/>
      <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>
      <item val="5">Unknown Order</item>
      <item val="6" id="DUPLICATE_CLORDID">Duplicate Order</item>
      <descr>
        <p>Code to identify reason for order rejection.</p>
      </descr>
    </fielddef>
    <fielddef tag="104" name="IOIQualifier" type="char">
      <item val="A" id="AON">All or none</item>
      <item val="C" id="AT_THE_CLOSE">At the close</item>
      <item val="I">In touch with</item>
      <item val="M">More behind</item>
      <item val="L">Limit</item>
      <item val="O" id="AT_THE_OPEN">At the open</item>
      <item val="P">Taking a position</item>
      <item val="Q" id="AT_THE_MARKET">At the Market (previously called Current Quote)</item>
      <item val="S" id="PORTFOLIO_SHOWN">Portfolio shown</item>
      <item val="T">Through the day</item>
      <item val="V">Versus</item>
      <item val="W" id="INDICATION_WORKING_AWAY">Indication - Working away</item>
      <item val="X">Crossing opportunity</item>
      <item val="Y">At the Midpoint</item>
      <item val="Z" id="PRE_OPEN">Pre-open</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 conjunction 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 (i.e. trader) 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">
      <alias>SettlCurrAmount</alias>
      <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>
      <alias>Gap Fill</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="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 (i.e. trader) 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">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Bid price/rate</p>
      </descr>
    </fielddef>
    <fielddef tag="133" name="OfferPx" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Offer price/rate</p>
      </descr>
    </fielddef>
    <fielddef tag="134" name="BidSize" type="int">
      <range minval="0" maxval="1000000000" type="int"/>
      <descr>
        <p>Quantity of bid</p>
      </descr>
    </fielddef>
    <fielddef tag="135" name="OfferSize" type="int">
      <range minval="0" maxval="1000000000" type="int"/>
      <descr>
        <p>Quantity of offer</p>
      </descr>
    </fielddef>
    <fielddef tag="136" name="NoMiscFees" type="int">
      <alias>MiscFees</alias>
      <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>
      <item val="8">Markup</item>
      <descr>
        <p>Indicates type of miscellaneous fee.</p>
      </descr>
    </fielddef>
    <fielddef tag="140" name="PrevClosePx" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Previous closing price of security.</p>
      </descr>
    </fielddef>
    <fielddef tag="141" name="ResetSeqNumFlag" type="char">
      <item val="Y" id="YES">Yes, reset sequence numbers</item>
      <item val="N">No</item>
      <descr>
        <p>Indicates that the both sides of the FIX session should reset sequence numbers.</p>
      </descr>
    </fielddef>
    <fielddef tag="142" name="SenderLocationID" type="char">
      <descr>
        <p>
          Assigned value used to identify specific message originator's location (i.e. geographic
          location and/or desk, trader)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="143" name="TargetLocationID" type="char">
      <descr>
        <p>
          Assigned value used to identify specific message originator's location (i.e. geographic
          location and/or desk, trader)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="144" name="OnBehalfOfLocationID" type="char">
      <descr>
        <p>
          Assigned value used to identify specific message originator's location (i.e. geographic
          location and/or desk, trader) if the message was delivered by a third party
        </p>
      </descr>
    </fielddef>
    <fielddef tag="145" name="DeliverToLocationID" type="char">
      <descr>
        <p>
          Assigned value used to identify specific message originator's location (i.e. geographic
          location and/or desk, trader) if the message was delivered by a third party
        </p>
      </descr>
    </fielddef>
    <fielddef tag="146" name="NoRelatedSym" type="int">
      <descr>
        <p>Specifies the number of repeating symbols specified.</p>
      </descr>
    </fielddef>
    <fielddef tag="147" name="Subject" type="char">
      <descr>
        <p>
          The subject of an<msgref msgtype="C">Email</msgref>message
        </p>
      </descr>
    </fielddef>
    <fielddef tag="148" name="Headline" type="char">
      <descr>
        <p>
          The headline of a<msgref msgtype="B">News</msgref>message
        </p>
      </descr>
    </fielddef>
    <fielddef tag="149" name="URLLink" type="char">
      <descr>
        <p>A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)</p>
      </descr>
    </fielddef>
    <fielddef tag="150" name="ExecType" type="char">
      <item val="0">New</item>
      <item val="1">Partial fill</item>
      <item val="2">Fill</item>
      <item val="3">Done for day</item>
      <item val="4">Canceled</item>
      <item val="5" id="REPLACED">Replace</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>
          Describes the specific<msgref msgtype="8">Execution Report</msgref>(i.e. Pending Cancel)
          while<fieldref tag="39">OrdStatus</fieldref>will always identify the current order
          status (i.e. Partially Filled)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="151" name="LeavesQty" type="int">
      <range minval="0" maxval="1000000000" type="int"/>
      <descr>
        <p>
          Amount of shares open for further execution. If the<fieldref tag="39">OrdStatus</fieldref>is Canceled, DoneForTheDay, Expired, Calculated, or Rejected
          (in which case the order is no longer active) then<fieldref tag="151">LeavesQty</fieldref>could be 0, otherwise<fieldref tag="151">LeavesQty</fieldref>=<fieldref tag="38">OrderQty</fieldref>-<fieldref tag="14">CumQty</fieldref>.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="152" name="CashOrderQty" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>
          Specifies the approximate order quantity desired in total monetary units vs. as a number
          of shares. The broker would be responsible for converting and calculating a share quantity
          (<fieldref tag="38">OrderQty</fieldref>) based upon this amount to be used for the
          actual order and subsequent messages.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="153" name="AllocAvgPx" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>
          <fieldref tag="6">AvgPx</fieldref>for a specific<fieldref tag="79">AllocAccount</fieldref>
        </p>
      </descr>
    </fielddef>
    <fielddef tag="154" name="AllocNetMoney" type="float">
      <descr>
        <p>
          <fieldref tag="118">NetMoney</fieldref>for a specific<fieldref tag="79">AllocAccount</fieldref>
        </p>
      </descr>
    </fielddef>
    <fielddef tag="155" name="SettlCurrFxRate" type="float">
      <descr>
        <p>
          Foreign exchange rate used to compute<fieldref tag="119">SettlCurrAmount</fieldref>from<fieldref tag="15">Currency</fieldref>to<fieldref tag="120">SettlCurrency</fieldref>
        </p>
      </descr>
    </fielddef>
    <fielddef tag="156" name="SettlCurrFxRateCalc" type="char">
      <item val="M">Multiply</item>
      <item val="D">Divide</item>
      <descr>
        <p>
          Specifies whether or not<fieldref tag="155">SettlCurrFxRate</fieldref>should be
          multiplied or divided.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="157" name="NumDaysInterest" type="int">
      <descr>
        <p>Number of Days of Interest for convertible bonds and fixed income</p>
      </descr>
    </fielddef>
    <fielddef tag="158" name="AccruedInterestRate" type="float">
      <descr>
        <p>Accrued Interest Rate for convertible bonds and fixed income</p>
      </descr>
    </fielddef>
    <fielddef tag="159" name="AccruedInterestAmt" type="float">
      <descr>
        <p>Amount of Accrued Interest for convertible bonds and fixed income</p>
      </descr>
    </fielddef>
    <fielddef tag="160" name="SettlInstMode" type="char">
      <item val="0" id="DEFAULT">Default</item>
      <item val="1" id="STANDING_INSTRUCTIONS_PROVIDED">Standing Instructions Provided</item>
      <item val="2" id="SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING">Specific Allocation Account Overriding</item>
      <item val="3" id="SPECIFIC_ALLOCATION_ACCOUNT_STANDING">Specific Allocation Account Standing</item>
      <descr>
        <p>
          Indicates mode used for<msgref msgtype="T">Settlement Instructions</msgref>
        </p>
      </descr>
    </fielddef>
    <fielddef tag="161" name="AllocText" type="char">
      <descr>
        <p>
          Free format text related to a specific<fieldref tag="79">AllocAccount</fieldref>.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="162" name="SettlInstID" type="char">
      <descr>
        <p>Unique identifier for Settlement Instructions record.</p>
      </descr>
    </fielddef>
    <fielddef tag="163" name="SettlInstTransType" type="char">
      <item val="N">New</item>
      <item val="C">Cancel</item>
      <item val="R">Replace</item>
      <descr>
        <p>
          <msgref msgtype="T">Settlement Instructions</msgref>message transaction type
        </p>
      </descr>
    </fielddef>
    <fielddef tag="164" name="EmailThreadID" type="char">
      <descr>
        <p>Unique identifier for an email thread (new and chain of replies)</p>
      </descr>
    </fielddef>
    <fielddef tag="165" name="SettlInstSource" type="char">
      <item val="1" id="BROCKER">Broker's Instructions</item>
      <item val="2" id="INSTITUTION">Institution's Instructions</item>
      <descr>
        <p>
          Indicates source of<msgref msgtype="T">Settlement Instructions</msgref>
        </p>
      </descr>
    </fielddef>
    <fielddef tag="166" name="SettlLocation" type="char">
      <item val="CED">CEDEL</item>
      <item val="DTC">Depository Trust Company</item>
      <item val="EUR">Euroclear</item>
      <item val="FED">Federal Book Entry</item>
      <item val="PNY">Physical</item>
      <item val="PTC">Participant Trust Company</item>
      <item val="ISO Country Code">Local Market Settle Location</item>
      <descr>
        <p>Identifies Settlement Depository or Country Code (ISITC spec)</p>
      </descr>
    </fielddef>
    <fielddef tag="167" name="SecurityType" type="char">
      <item val="BA">Bankers Acceptance</item>
      <item val="CD">Certificate Of Deposit</item>
      <item val="CMO">Collateralized Mortgage Obligation</item>
      <item val="CORP">Corporate Bond</item>
      <item val="CP">Commercial Paper</item>
      <item val="CPP">Corporate Private Placement</item>
      <item val="CS">Common Stock</item>
      <item val="FHA">Federal Housing Authority</item>
      <item val="FHL">Federal Home Loan</item>
      <item val="FN">Federal National Mortgage Association</item>
      <item val="FOR">Foreign Exchange Contract</item>
      <item val="FUT">Future</item>
      <item val="GN">Government National Mortgage Association</item>
      <item val="GOVT" id="TREASURIES_AGENCY_DEBENTURE">Treasuries + Agency Debenture</item>
      <item val="IET">IOETTE Mortgage</item>
      <item val="MF" id="MUTUAL_FUND">Mutual Fund</item>
      <item val="MIO">Mortgage Interest Only</item>
      <item val="MPO">Mortgage Principal Only</item>
      <item val="MPP">Mortgage Private Placement</item>
      <item val="MPT" id="MISCELLANEOUS_PASS_THRU">Miscellaneous Pass-Thru</item>
      <item val="MUNI">Municipal Bond</item>
      <item val="NONE" id="NO_SECURITY_TYPE">No ISITC Security Type</item>
      <item val="OPT">Option</item>
      <item val="PS">Preferred Stock</item>
      <item val="RP">Repurchase Agreement</item>
      <item val="RVRP">Reverse Repurchase Agreement</item>
      <item val="SL">Student Loan Marketing Association</item>
      <item val="TD">Time Deposit</item>
      <item val="USTB" id="US_TREASURY_BILL">US Treasury Bill</item>
      <item val="WAR">Warrant</item>
      <item val="ZOO" id="US_TREASURY_RECEIPTS">Cats, Tigers &amp; Lions (a real code: US Treasury Receipts)</item>
      <descr>
        <p>Indicates type of security (ISITC spec)</p>
      </descr>
    </fielddef>
    <fielddef tag="168" name="EffectiveTime" type="time">
      <descr>
        <p>Time the details within the message should take effect (always expressed in GMT)</p>
      </descr>
    </fielddef>
    <fielddef tag="169" name="StandInstDbType" type="int">
      <item val="0">Other</item>
      <item val="1">DTC SID</item>
      <item val="2">Thomson ALERT</item>
      <item val="3" id="GLOBAL_CUSTODIAN">A Global Custodian (StandInstDbName must be provided)</item>
      <descr>
        <p>Identifies the Standing Instruction database used</p>
      </descr>
    </fielddef>
    <fielddef tag="170" name="StandInstDbName" type="char">
      <descr>
        <p>
          Name of the Standing Instruction database represented with<fieldref tag="169">StandInstDbType</fieldref>(i.e. the Global Custodian's name).
        </p>
      </descr>
    </fielddef>
    <fielddef tag="171" name="StandInstDbID" type="char">
      <descr>
        <p>
          Unique identifier used on the Standing Instructions database for the Standing
          Instructions to be referenced.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="172" name="SettlDeliveryType" type="int">
      <item val="0" id="VERSUS">'Versus. Payment': Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment</item>
      <item val="1" id="FREE">'Free': Deliver (if Sell) or Receive (if Buy) Free</item>
      <descr>
        <p>Identifies type of settlement</p>
      </descr>
    </fielddef>
    <fielddef tag="173" name="SettlDepositoryCode" type="char">
      <descr>
        <p>
          Broker's account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or
          Euroclear ID for Euroclear) if<fieldref tag="166">SettlLocation</fieldref>is a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="174" name="SettlBrkrCode" type="char">
      <descr>
        <p>
          BIC (Bank Identification Code-Swift managed) code of the broker involved (i.e. for
          multi-company brokerage firms)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="175" name="SettlInstCode" type="char">
      <descr>
        <p>
          BIC (Bank Identification Code-Swift managed) code of the institution involved (i.e. for
          multi-company institution firms)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="176" name="SecuritySettlAgentName" type="char">
      <descr>
        <p>
          Name of SettlInstSource's local agent bank if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="177" name="SecuritySettlAgentCode" type="char">
      <descr>
        <p>
          BIC (Bank Identification Code-Swift managed) code of the SettlInstSource's local agent
          bank if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="178" name="SecuritySettlAgentAcctNum" type="char">
      <descr>
        <p>
          SettlInstSource's account number at local agent bank if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="179" name="SecuritySettlAgentAcctName" type="char">
      <descr>
        <p>
          Name of SettlInstSource's account at local agent bank if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="180" name="SecuritySettlAgentContactName" type="char">
      <descr>
        <p>
          Name of contact at local agent bank for SettlInstSource's account if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="181" name="SecuritySettlAgentContactPhone" type="char">
      <descr>
        <p>
          Phone number for contact at local agent bank if<fieldref tag="166">SettlLocation</fieldref>is not a depository
        </p>
      </descr>
    </fielddef>
    <fielddef tag="182" name="CashSettlAgentName" type="char">
      <descr>
        <p>
          Name of SettlInstSource's local agent bank if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="183" name="CashSettlAgentCode" type="char">
      <descr>
        <p>
          BIC (Bank Identification Code-Swift managed) code of the SettlInstSource's local agent
          bank if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="184" name="CashSettlAgentAcctNum" type="char">
      <descr>
        <p>
          SettlInstSource's account number at local agent bank if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="185" name="CashSettlAgentAcctName" type="char">
      <descr>
        <p>
          Name of SettlInstSource's account at local agent bank if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="186" name="CashSettlAgentContactName" type="char">
      <descr>
        <p>
          Name of contact at local agent bank for SettlInstSource's account if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="187" name="CashSettlAgentContactPhone" type="char">
      <descr>
        <p>
          Phone number for contact at local agent bank for SettlInstSource's account if<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </p>
      </descr>
    </fielddef>
    <fielddef tag="188" name="BidSpotRate" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Bid F/X spot rate.</p>
      </descr>
    </fielddef>
    <fielddef tag="189" name="BidForwardPoints" type="float">
      <descr>
        <p>Bid F/X forward points added to spot rate. May be a negative value.</p>
      </descr>
    </fielddef>
    <fielddef tag="190" name="OfferSpotRate" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Offer F/X spot rate.</p>
      </descr>
    </fielddef>
    <fielddef tag="191" name="OfferForwardPoints" type="float">
      <descr>
        <p>Offer F/X forward points added to spot rate. May be a negative value.</p>
      </descr>
    </fielddef>
    <fielddef tag="192" name="OrderQty2" type="float">
      <range minval="0" maxval="1000000000" type="float"/>
      <descr>
        <p>OrderQty of the future part of a F/X swap order.</p>
      </descr>
    </fielddef>
    <fielddef tag="193" name="FutSettDate2" type="date">
      <descr>
        <p>
          <fieldref tag="64">FutSettDate</fieldref>of the future part of a F/X swap order.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="194" name="LastSpotRate" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>F/X spot rate.</p>
      </descr>
    </fielddef>
    <fielddef tag="195" name="LastForwardPoints" type="float">
      <descr>
        <p>
          F/X forward points added to<fieldref tag="194">LastSpotRate</fieldref>. May be a negative value.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="196" name="AllocLinkID" type="char">
      <descr>
        <p>
          Can be used to link two different<msgref msgtype="J">Allocation</msgref>messages (each
          with unique<fieldref tag="70">AllocID</fieldref>) together, i.e. for F/X 'Netting' or
          'Swaps'. Should be unique.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="197" name="AllocLinkType" type="int">
      <item val="0" id="FX_NETTING">F/X Netting</item>
      <item val="1" id="FX_SWAP">F/X Swap</item>
      <descr>
        <p>
          Identifies the type of<msgref msgtype="J">Allocation</msgref>linkage when<fieldref tag="196">AllocLinkID</fieldref>is used.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="198" name="SecondaryOrderID" type="char">
      <descr>
        <p>
          Assigned by the party which accepts the order. Can be used to provide the<fieldref tag="37">OrderID</fieldref>used by an exchange or executing system.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="199" name="NoIOIQualifiers" type="int">
      <descr>
        <p>Number of repeating groups of IOIQualifiers.</p>
      </descr>
    </fielddef>
    <fielddef tag="200" name="MaturityMonthYear" type="month-year">
      <descr>
        <p>
          Month and Year of the maturity for<fieldref tag="167">SecurityType</fieldref>=FUT
          or<fieldref tag="167">SecurityType</fieldref>=OPT. Format: YYYYMM (i.e. 199903)
        </p>
      </descr>
    </fielddef>
    <fielddef tag="201" name="PutOrCall" type="int">
      <item val="0">Put</item>
      <item val="1">Call</item>
      <descr>
        <p>Indicates whether an Option is for a put or call.</p>
      </descr>
    </fielddef>
    <fielddef tag="202" name="StrikePrice" type="float">
      <range minval="0" maxval="99999999.9999" type="float">
        (number of decimal places may vary and
        not limited to four)
      </range>
      <descr>
        <p>Strike Price for an Option.</p>
      </descr>
    </fielddef>
    <fielddef tag="203" name="CoveredOrUncovered" type="int">
      <item val="0">Covered</item>
      <item val="1">Uncovered</item>
      <descr>
        <p>Used for options</p>
      </descr>
    </fielddef>
    <fielddef tag="204" name="CustomerOrFirm" type="int">
      <item val="0">Customer</item>
      <item val="1">Firm</item>
      <descr>
        <p>
          Used for options when delivering the order to an execution system/exchange to specify if
          the order is for a customer or the firm placing the order itself.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="205" name="MaturityDay" type="day-of-month">
      <descr>
        <p>
          Day of month used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to
          specify the maturity date for<fieldref tag="167">SecurityType</fieldref>=FUT or<fieldref tag="167">SecurityType</fieldref>=OPT.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="206" name="OptAttribute" type="char">
      <item val="L" id="LONG">Long (a.k.a. 'American')</item>
      <item val="S" id="SHORT">Short (a.k.a. 'European')</item>
      <range minval="0" maxval="9" type="char">
        0-9 = single digit 'version' number assigned by
        exchange following capital adjustments (0=current, 1=prior,2=prior to 1, etc).
      </range>
      <descr>
        <p>
          Can be used for<fieldref tag="167">SecurityType</fieldref>=OPT to identify a particular
          security. Valid values vary by SecurityExchange: For Exchange: MONEP (Paris) L = Long
          (a.k.a. 'American') S = Short (a.k.a. 'European') For Exchanges: DTB (Frankfurt), HKSE
          (Hong Kong), and SOFFEX (Zurich) 0-9 = single digit 'version' number assigned by exchange
          following capital adjustments (0=current, 1=prior, 2=prior to 1, etc).
        </p>
      </descr>
    </fielddef>
    <fielddef tag="207" name="SecurityExchange" type="char">
      <valblock idref="Exchange"/>
      <descr>
        <p>Market used to help identify a security.</p>
      </descr>
    </fielddef>
    <fielddef tag="208" name="NotifyBrokerOfCredit" type="char">
      <item val="Y">Details should be communicated</item>
      <item val="N" id="DETAILS_SHOULD_NOT_BE_COMMUNICATED">Details should not be communicated</item>
      <descr>
        <p>
          Indicates whether or not details should be communicated to<fieldref tag="92">BrokerOfCredit</fieldref>(i.e. step-in broker).
        </p>
      </descr>
    </fielddef>
    <fielddef tag="209" name="AllocHandlInst" type="int">
      <item val="1">Match</item>
      <item val="2">Forward</item>
      <item val="3">Forward and Match</item>
      <descr>
        <p>
          Indicates how the receiver (i.e. third party) of<msgref msgtype="J">Allocation</msgref>message should handle/process the account details.
        </p>
      </descr>
    </fielddef>
    <fielddef tag="210" name="MaxShow" type="int">
      <descr>
        <p>
          Maximum number of shares within an order to be shown to other customers (i.e. sent via
          an<msgref msgtype="6">Indication of Interest</msgref>).
        </p>
      </descr>
    </fielddef>
    <fielddef tag="211" name="PegDifference" type="float">
      <descr>
        <p>Price difference for a pegged order.</p>
      </descr>
    </fielddef>
  </fielddic>
  <msgdic>
    <blockdef id="SMH" name="Standard Message Header">
      <field tag="8" name="BeginString" req="Y">
        <comment>FIX.4.1 (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="142" name="SenderLocationID">
        <comment>
          Trading partner LocationID (i.e. geographic location and/or desk) (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="143" name="TargetLocationID">
        <comment>
          Trading partner LocationID (i.e. geographic location and/or desk) (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="144" name="OnBehalfOfLocationID">
        <comment>
          Trading partner LocationID (i.e. geographic location and/or desk) 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="145" name="DeliverToLocationID">
        <comment>
          Trading partner LocationID (i.e. geographic location and/or desk) 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 retransmitted messages, 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 administrative or application message, is preceded by a standard header. The header
          identifies the message type, length, destination, sequence number, origination point and time
        </p>
        <p>
          Two fields helps with resending messages. The<fieldref tag="43">PossDupFlag</fieldref>is
          set to Y 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 to Y 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>
            PossDupFlag - 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>
        <p>
          The following table provides examples regarding the use of<fieldref tag="49">SenderCompID</fieldref>,<fieldref tag="56">TargetCompID</fieldref>,<fieldref tag="128">DeliverToCompID</fieldref>, and<fieldref tag="115">OnBehalfOfCompID</fieldref>when using a single point-to-point FIX session
          between two firms. Assumption (A=sellside, B =buyside):
        </p>
        <table>
          <tr>
            <th/>
            <th>
              <fieldref tag="49">SenderCompID</fieldref>
            </th>
            <th>
              <fieldref tag="115">OnBehalfOfCompID</fieldref>
            </th>
            <th>
              <fieldref tag="56">TargetCompID</fieldref>
            </th>
            <th>
              <fieldref tag="128">DeliverToCompID</fieldref>
            </th>
          </tr>
          <tr>
            <td>A to B directly</td>
            <td>A</td>
            <td/>
            <td>B</td>
            <td/>
          </tr>
          <tr>
            <td>B to A directly</td>
            <td>B</td>
            <td/>
            <td>A</td>
            <td/>
          </tr>
        </table>
        <p>
          The following table provides examples regarding the use of<fieldref tag="49">SenderCompID</fieldref>,<fieldref tag="56">TargetCompID</fieldref>,<fieldref tag="128">DeliverToCompID</fieldref>, and<fieldref tag="115">OnBehalfOfCompID</fieldref>when using a single FIX session to represent multiple
          firms. Assumption (A=sellside, B and C=buyside, Q=third party):
        </p>
        <table>
          <tr>
            <th colspan="2"/>
            <th>
              <fieldref tag="49">SenderCompID</fieldref>
            </th>
            <th>
              <fieldref tag="115">OnBehalfOfCompID</fieldref>
            </th>
            <th>
              <fieldref tag="56">TargetCompID</fieldref>
            </th>
            <th>
              <fieldref tag="128">DeliverToCompID</fieldref>
            </th>
          </tr>
          <tr>
            <td colspan="6">Send from A to B via Q</td>
          </tr>
          <tr>
            <td>1)</td>
            <td>A sends to Q</td>
            <td>A</td>
            <td/>
            <td>Q</td>
            <td>B</td>
          </tr>
          <tr>
            <td>2)</td>
            <td>Q sends to B</td>
            <td>Q</td>
            <td>A</td>
            <td>B</td>
            <td/>
          </tr>
          <tr>
            <td colspan="6">B responds to A via Q</td>
          </tr>
          <tr>
            <td>1)</td>
            <td>B sends to Q</td>
            <td>B</td>
            <td/>
            <td>Q</td>
            <td>A</td>
          </tr>
          <tr>
            <td>2)</td>
            <td>Q sends to A</td>
            <td>Q</td>
            <td>B</td>
            <td>A</td>
            <td/>
          </tr>
          <tr>
            <td colspan="6">Send from A to B *AND* C via Q</td>
          </tr>
          <tr>
            <td>1)</td>
            <td>A sends to Q</td>
            <td>A</td>
            <td/>
            <td>Q</td>
            <td>B</td>
          </tr>
          <tr>
            <td>2)</td>
            <td>Q sends to B</td>
            <td>Q</td>
            <td>A</td>
            <td>B</td>
            <td/>
          </tr>
          <tr>
            <td>3)</td>
            <td>A sends to Q</td>
            <td>A</td>
            <td/>
            <td>Q</td>
            <td>C</td>
          </tr>
          <tr>
            <td>4)</td>
            <td>Q sends to C</td>
            <td>Q</td>
            <td>A</td>
            <td>C</td>
            <td/>
          </tr>
          <tr>
            <td colspan="6">B *AND* C send to A via Q</td>
          </tr>
          <tr>
            <td>1)</td>
            <td>B sends to Q</td>
            <td>B</td>
            <td/>
            <td>Q</td>
            <td>A</td>
          </tr>
          <tr>
            <td>2)</td>
            <td>Q sends to A</td>
            <td>Q</td>
            <td>B</td>
            <td>A</td>
            <td/>
          </tr>
          <tr>
            <td>3)</td>
            <td>C sends to Q</td>
            <td>C</td>
            <td/>
            <td>Q</td>
            <td>A</td>
          </tr>
          <tr>
            <td>4)</td>
            <td>Q sends to A</td>
            <td>Q</td>
            <td>C</td>
            <td>A</td>
            <td/>
          </tr>
        </table>
      </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>monitos the status of the communication link and
          identifies 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 forces a heartbeat from the opposing
          application. The<msgref msgtype="1">Test Request</msgref>message checks sequence numbers
          or verifies communication line status. The opposite application responds 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>verifies 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 includes 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 resend request 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
          but 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=&amp;)
          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: The receiving application should disregbard any message that is garbled, cannot be
          parsed or fails a data integrity check.. 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 indicates a serious
          error that 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 recommended 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">
      <alias>SequenceReset-GapFill</alias>
      <alias>SeqReset-GapFill</alias>
      <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 sequence reset 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<msgref msgtype="4">Sequence Reset</msgref>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 in all situations
          specifies<fieldref tag="36">NewSeqNo</fieldref>to reset as 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<msgref msgtype="4">sequence reset</msgref>message is to
          recover from an out-of-sequence condition. The<fieldref tag="34">MsgSeqNum</fieldref>in
          the header should be ignored (i.e. the receipt of a<msgref msgtype="4">
            sequence
            reset
          </msgref>message with an out of sequence<fieldref tag="34">MsgSeqNum</fieldref>should
          not generate resend requests).
        </p>
        <p>
          If the<fieldref tag="123">Gap Fill</fieldref>field is present (and equal to Y),
          the<fieldref tag="34">MsgSeqNum</fieldref>should conform to standard message sequencing
          rules (i.e. the<fieldref tag="34">MsgSeqNum</fieldref>of the<msgref msgtype="4">SequenceReset-GapFill</msgref>message should represent the beginning<fieldref tag="34">MsgSeqNum</fieldref>in the<fieldref tag="123">GapFill</fieldref>range because the
          remote side is expecting that next message).
        </p>
        <p>
          The<msgref msgtype="4">Sequence Reset</msgref>can only increase the sequence number. If
          a<msgref msgtype="4">Sequence Reset</msgref>is received attempting to decrease the next
          expected sequence number the message should be rejected and treated as a serious error. It
          is possible to have multiple ResendRequests issued in a row (i.e. 5 to 10 followed by 5 to
          11). If sequence number 8, 10, and 11 represent application messages while the 5-7 and 9
          represent administrative messages, the series of messages as result of the<msgref msgtype="2">Resend Request</msgref>may appear as<msgref msgtype="4">SeqReset-GapFill</msgref>with<fieldref tag="36">NewSeqNo</fieldref>of 8,
          message 8,<msgref msgtype="4">SeqReset-GapFill</msgref>with<fieldref tag="36">NewSeqNo</fieldref>of 10, and message 10. This could then followed by<msgref msgtype="4">SeqReset-GapFill</msgref>with<fieldref tag="36">NewSeqNo</fieldref>of 8,
          message 8,<msgref msgtype="4">SeqReset-GapFill</msgref>with<fieldref tag="36">NewSeqNo</fieldref>of 10, message 10, and message 11. One must be careful to
          ignore the duplicate<msgref msgtype="4">SeqReset-GapFill</msgref>which is attempting to
          lower the next expected sequence number. This can be detected by checking to see if
          its<fieldref tag="36">NewSeqNo</fieldref>is less than expected. If so, the<msgref msgtype="4">SeqReset-GapFill</msgref>is a duplicate and should be discarded.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="5" name="Logout" admin="Y">
      <field tag="58" name="Text"/>
      <descr>
        <p>
          The<msgref msgtype="5">Logout</msgref>message initiates or confirms the termination of a
          FIX session. Disconnection without the exchange of<msgref msgtype="5">Logout</msgref>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>Indication</alias>
      <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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='FUT' or T$167='OPT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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, 7 = Undisclosed (for IOIs)</comment>
      </field>
      <field tag="27" name="IOIShares" req="Y"/>
      <field tag="44" name="Price"/>
      <field tag="15" name="Currency"/>
      <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="199" name="NoIOIQualifiers" condreq="existtags(G$199(T$104))">
        <comment>Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers.</comment>
      </field>
      <group nofield="199" startfield="104">
        <field tag="104" name="IOIQualifier" condreq="existtags(T$199)">
          <comment>
            Required if<fieldref tag="199">NoIOIQualifiers</fieldref>&gt; 0
          </comment>
        </field>
      </group>
      <field tag="58" name="Text"/>
      <field tag="60" name="TransactTime"/>
      <field tag="149" name="URLLink">
        <comment>A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)</comment>
      </field>
      <descr>
        <p>
          <msgref msgtype="6">Indication of interest</msgref>messages 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>
          <msgref msgtype="6">Indication</msgref>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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='FUT' or T$167='OPT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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"/>
      <field tag="75" name="TradeDate"/>
      <field tag="60" name="TransactTime"/>
      <field tag="58" name="Text"/>
      <field tag="149" name="URLLink">
        <comment>A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)</comment>
      </field>
      <field tag="30" name="LastMkt"/>
      <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>Execution - New</alias>
      <alias>Execution - Status</alias>
      <alias>ExecutionRpt</alias>
      <alias>Order Acknowledgment</alias>
      <alias>Order Status</alias>
      <field tag="37" name="OrderID" req="Y">
        <comment>
          <fieldref tag="37">OrderID</fieldref>is required to be unique for each chain of orders.
        </comment>
      </field>
      <field tag="198" name="SecondaryOrderID">
        <comment>Can be used to provide order id used by exchange or executing system.</comment>
      </field>
      <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="41" name="OrigClOrdID" condreq="T$150 in ('4','5','6')">
        <comment>
          Conditionally required for PendingCancel, Replaced <fieldref tag="150">ExecType</fieldref> values.<fieldref tag="11">ClOrdID</fieldref>of the previous order (NOT the initial order of the day) when
          canceling or replacing an 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 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="150" name="ExecType" req="Y">
        <comment>
          Describes the type of execution report. Same possible values as<fieldref tag="39">OrdStatus</fieldref>.
        </comment>
      </field>
      <field tag="39" name="OrdStatus" req="Y">
        <comment>
          Describes the current state of a CHAIN of orders, same scope as<fieldref tag="38">OrderQty</fieldref>,<fieldref tag="14">CumQty</fieldref>,<fieldref tag="151">LeavesQty</fieldref>, and<fieldref tag="6">AvgPx</fieldref>
        </comment>
      </field>
      <field tag="103" name="OrdRejReason">
        <comment>
          For optional use with<fieldref tag="150">ExecType</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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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">
        <comment>Required if specified on the order</comment>
      </field>
      <field tag="99" name="StopPx">
        <comment>Required if specified on the order</comment>
      </field>
      <field tag="211" name="PegDifference">
        <comment>Required if specified on the order</comment>
      </field>
      <field tag="15" name="Currency"/>
      <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>
          Quantity of shares bought/sold on this (last) fill. Not required<fieldref tag="20">ExecTransType</fieldref>= 3 (Status)
        </comment>
      </field>
      <field tag="31" name="LastPx" condreq="T$20!='3'">
        <comment>
          Price of this (last) fill. Not required for<fieldref tag="20">ExecTransType</fieldref>= 3 (Status), should represent the "all-in" (<fieldref tag="194">LastSpotRate</fieldref>+<fieldref tag="195">LastForwardPoints</fieldref>) rate
          for F/X orders.
        </comment>
      </field>
      <field tag="194" name="LastSpotRate">
        <comment>Applicable for F/X orders</comment>
      </field>
      <field tag="195" name="LastForwardPoints">
        <comment>Applicable for F/X orders</comment>
      </field>
      <field tag="30" name="LastMkt"/>
      <field tag="29" name="LastCapacity"/>
      <field tag="151" name="LeavesQty" req="Y">
        <comment>
          Amount of shares open for further execution. If the<fieldref tag="39">OrdStatus</fieldref>is Canceled, DoneForTheDay, Expired, Calculated, or Rejected
          (in which case the order is no longer active) then<fieldref tag="151">LeavesQty</fieldref>could be 0, otherwise<fieldref tag="151">LeavesQty</fieldref>=<fieldref tag="38">OrderQty</fieldref>-<fieldref tag="14">CumQty</fieldref>.
        </comment>
      </field>
      <field tag="14" name="CumQty" req="Y">
        <comment>Currently executed shares for chain of orders.</comment>
      </field>
      <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="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="155" name="SettlCurrFxRate">
        <comment>
          Foreign exchange rate used to compute<fieldref tag="119">SettlCurrAmt</fieldref>from<fieldref tag="15">Currency</fieldref>to<fieldref tag="120">SettlCurrency</fieldref>
        </comment>
      </field>
      <field tag="156" name="SettlCurrFxRateCalc">
        <comment>
          Specifies whether the<fieldref tag="155">SettlCurrFxRate</fieldref>should be
          multiplied or divided
        </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 on working orders</li>
          <li>reject orders</li>
          <li>report post-trade 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<msgref msgtype="8">execution</msgref>message will contain information that will
          describe the current state of the order and execution status as understood by the broker.
          State changes should be sent as separate messages and should not be used to also convey
          new partial fill details (i.e. do not report a partial fill or filled in a Done for the
          Day, Reject, etc.)
        </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. If a single execution is corrected more than
            once,<fieldref tag="19">ExecRefID</fieldref>should refer to the<fieldref tag="17">ExecID</fieldref>of the last corrected<msgref msgtype="8">ExecutionRpt</msgref>(same convention as<fieldref tag="11">ClOrdID</fieldref>and<fieldref tag="41">OrigClOrdID</fieldref>). Note: Data
            reported in the<fieldref tag="14">CumQty</fieldref>,<fieldref tag="151">LeavesQty</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>
          Any fills which occur and need to be communicated to the customer while an order is
          "pending" and waiting to achieve a new state (i.e. via a<msgref msgtype="G">
            Order Cancel
            Replace (aka Order Modification) Request
          </msgref>) must contain the "original" (current
          order prior to state change request) order parameters (i.e.<fieldref tag="11">ClOrdID</fieldref>,<fieldref tag="38">OrderQty</fieldref>,<fieldref tag="151">LeavesQty</fieldref>,<fieldref tag="44">Price</fieldref>, etc). An order
          cannot be considered replaced until it has been explicitly accepted and confirmed to have
          reached the replaced status (i.e<fieldref tag="39">OrdStatus</fieldref>= "Replaced")--Care
          should be taken as the replaced order could still have reports coming which will update
          the<fieldref tag="14">CumQty</fieldref>and<fieldref tag="6">AvgPx</fieldref>of both the
          original and replacement, however, the effect on the replacement (<fieldref tag="11">ClOrdID</fieldref>, new quantity or limit price, etc.) will not be seen until a
          report on the replacement has been generated.
        </p>
        <p>
          The<fieldref tag="150">ExecType</fieldref>field describes the specific<msgref msgtype="8">ExecutionRpt</msgref>while<fieldref tag="39">OrdStatus</fieldref>will always
          identify the current order status.
        </p>
        <p>An Order State Change Matrix appears in the appendix.</p>
        <p>
          To transmit a change in<fieldref tag="39">OrdStatus</fieldref>for an order, the
          broker(sell side) should send an<msgref msgtype="8">Execution Report</msgref>with the
          new<fieldref tag="39">OrdStatus</fieldref>value in<fieldref tag="150">ExecType</fieldref>AND<fieldref tag="39">OrdStatus</fieldref>to signify this
          message is changing the state of the order. The only exception to this rule is when
          sending a<msgref msgtype="9">CancelReject</msgref>in response to a<msgref msgtype="F">Cancel</msgref>or<msgref msgtype="G">Replace</msgref>request, the<msgref msgtype="9">CancelReject</msgref>message is used. Furthermore, partial/complete fill
          information should be sent in a separate<msgref msgtype="8">Execution Report</msgref>than
          order accept(New), cancel accept(Canceled), cancel/replace accept(Replaced) or Done For
          Day reports.
        </p>
        <p>
          The<fieldref tag="39">OrdStatus</fieldref>field is used to identify the status of the
          current order. If an order simultaneously exists in more than one order state, the value
          with highest precedence is the value that is reported in the<fieldref tag="39">OrdStatus</fieldref>field. The order statuses are as follows:
        </p>
        <table>
          <tr>
            <th>Precedence</th>
            <th>OrdStatus</th>
            <th>Description</th>
          </tr>
          <tr>
            <td>1</td>
            <td>Pending Cancel/Replace</td>
            <td>
              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.
            </td>
          </tr>
          <tr>
            <td>2</td>
            <td>Done for Day</td>
            <td>Order not, or partially, filled; no further executions forthcoming</td>
          </tr>
          <tr>
            <td>3</td>
            <td>Calculated</td>
            <td>
              Order has been completed for the day (either filled or done for day). Commission or
              currency settlement details have been calculated and reported in this execution message
            </td>
          </tr>
          <tr>
            <td>4</td>
            <td>Filled</td>
            <td>Order completely filled, no remaining quantity</td>
          </tr>
          <tr>
            <td>5</td>
            <td>Stopped</td>
            <td>Order has been stopped at the exchange</td>
          </tr>
          <tr>
            <td>6</td>
            <td>Suspended</td>
            <td>Order has been placed in suspended state at the request of the client.</td>
          </tr>
          <tr>
            <td>7</td>
            <td>Canceled</td>
            <td>Canceled order with or without executions</td>
          </tr>
          <tr>
            <td>7</td>
            <td>Expired</td>
            <td>Order has been canceled in broker's system due to time in force instructions.</td>
          </tr>
          <tr>
            <td>8</td>
            <td>Partially Filled</td>
            <td>Outstanding order with executions and remaining quantity</td>
          </tr>
          <tr>
            <td>9</td>
            <td>Replaced</td>
            <td>Replaced order with or without executions</td>
          </tr>
          <tr>
            <td>10</td>
            <td>New</td>
            <td>Outstanding order with no executions</td>
          </tr>
          <tr>
            <td>10</td>
            <td>Rejected</td>
            <td>
              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.
            </td>
          </tr>
          <tr>
            <td>10</td>
            <td>Pending New</td>
            <td>
              Order has been received by brokers system but not yet accepted for execution. An
              execution message with this status will only be sent in response to a<msgref msgtype="H">Status Request</msgref>message.
            </td>
          </tr>
        </table>
        <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. 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="38">OrderQty</fieldref>,<fieldref tag="14">CumQty</fieldref>,<fieldref tag="151">LeavesQty</fieldref>, and<fieldref tag="6">AvgPx</fieldref>fields should be
          calculated to reflect the cumulative result of all versions of an order. For example, if
          partially filled order A were replaced by order B, the<fieldref tag="38">OrderQty</fieldref>,<fieldref tag="14">CumQty</fieldref>,<fieldref tag="151">LeavesQty</fieldref>, and<fieldref tag="6">AvgPx</fieldref>on order B's fills
          should represent the cumulative result of order A plus those on order B.
        </p>
        <p>
          The general rule is:<fieldref tag="38">OrderQty</fieldref>=<fieldref tag="14">CumQty</fieldref>+<fieldref tag="151">LeavesQty</fieldref>.
        </p>
        <p>
          There can be exceptions to this rule when<fieldref tag="150">ExecType</fieldref>and/or<fieldref tag="39">OrdStatus</fieldref>are Canceled,
          DoneForTheDay, Expired, Calculated, or Rejected in which case the order is no longer
          active and<fieldref tag="151">LeavesQty</fieldref>could be 0.
        </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.
          Unlike<fieldref tag="11">ClOrdID</fieldref>/<fieldref tag="41">OrigClOrdID</fieldref>which requires a chaining through Cancel/Replaces and
          Cancels,<fieldref tag="37">OrderID</fieldref>and<fieldref tag="198">SecondaryOrderID</fieldref>are not required to change through changes to an order.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="9" name="Order Cancel Reject">
      <alias>Cancel Reject</alias>
      <alias>CancelReject</alias>
      <field tag="37" name="OrderID" req="Y"/>
      <field tag="198" name="SecondaryOrderID">
        <comment>Can be used to provide order id used by exchange or executing system.</comment>
      </field>
      <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="41" name="OrigClOrdID" req="Y">
        <comment>
          <fieldref tag="11">ClOrdID</fieldref>which could not be canceled/replaced.<fieldref tag="11">ClOrdID</fieldref>of the previous order (NOT the initial order of the day) when
          canceling or replacing an order.
        </comment>
      </field>
      <field tag="39" name="OrdStatus" req="Y">
        <comment>OrdStatus value after this cancel reject is applied.</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">Cancel/Replace Request</msgref>message which cannot be honored. Requests to
          change price or decrease quantity are executed only when an outstanding quantity exists.
          Filled orders cannot be changed (i.e quantity reduced or price change. However, the
          broker/sellside may support increasing the order quantity on a currently filled order).
        </p>
        <p>
          When rejecting a<msgref msgtype="G">Cancel/Replace Request</msgref>, the<msgref msgtype="9">Cancel Reject</msgref>message should provide the<fieldref tag="11">ClOrdID</fieldref>and<fieldref tag="41">OrigClOrdID</fieldref>values which were
          specified on the<msgref msgtype="G">Cancel/Replace Request</msgref>message for identification.
        </p>
        <p>
          The<msgref msgtype="8">Execution</msgref>message responds to accepted<msgref msgtype="F">Cancel Request</msgref>and<msgref msgtype="G">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>
      <field tag="141" name="ResetSeqNumFlag">
        <comment>Indicates both sides of a FIX session should reset sequence numbers</comment>
      </field>
      <descr>
        <p>
          The<msgref msgtype="A">Logon</msgref>message authenticates a user establishing 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> 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 Web
          Site's 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="148" name="Headline" req="Y">
        <comment>Specifies the headline text</comment>
      </field>
      <field tag="146" name="NoRelatedSym" condreq="existtags(G$146(T$46))">
        <comment>Specifies the number of repeating symbols specified</comment>
      </field>
      <group nofield="146" startfield="46">
        <field tag="46" name="RelatdSym" condreq="existtags(T$146)">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="65" name="SymbolSfx">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="48" name="SecurityID">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="22" name="IDSource">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="167" name="SecurityType">
          <comment>
            Must be specified if a Future or Option. If a Future:<fieldref tag="46">RelatdSym</fieldref>,<fieldref tag="167">SecurityType</fieldref>,
            and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an
            Option:<fieldref tag="46">RelatdSym</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
            and<fieldref tag="202">StrikePrice</fieldref>are required.
          </comment>
        </field>
        <field tag="200" name="MaturityMonthYear" condreq="T$167='FUT' or T$167='OPT' or existtags(T$205)">
          <comment>For Options or Futures to specify the month and year of maturity.</comment>
        </field>
        <field tag="205" name="MaturityDay">
          <comment>
            For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
          </comment>
        </field>
        <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
          <comment>For Options.</comment>
        </field>
        <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
          <comment>For Options.</comment>
        </field>
        <field tag="206" name="OptAttribute">
          <comment>For Options.</comment>
        </field>
        <field tag="207" name="SecurityExchange">
          <comment>Can be used to identify the security.</comment>
        </field>
        <field tag="106" name="Issuer">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="107" name="SecurityDesc">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
      </group>
      <field tag="33" name="LinesOfText" req="Y">
        <comment>Specifies the number of repeating lines of text specified</comment>
      </field>
      <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="149" name="URLLink">
        <comment>A URL (Uniform Resource Locator) link to additional information (i.e. http://en.wikipedia.org/wiki/Uniform_Resource_Locator)</comment>
      </field>
      <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 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="164" name="EmailThreadID" req="Y">
        <comment>
          Unique identifier for the<msgref msgtype="C">email</msgref>message thread
        </comment>
      </field>
      <field tag="94" name="EmailType" req="Y"/>
      <field tag="42" name="OrigTime"/>
      <field tag="147" name="Subject" req="Y">
        <comment>Specifies the Subject text</comment>
      </field>
      <field tag="146" name="NoRelatedSym" condreq="existtags(G$146(T$46))">
        <comment>Specifies the number of repeating symbols specified</comment>
      </field>
      <group nofield="146" startfield="46">
        <field tag="46" name="RelatdSym" condreq="T$146&gt;0 or T$167='FUT' or T$167='OPT'">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="65" name="SymbolSfx">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="48" name="SecurityID">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="22" name="IDSource">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="167" name="SecurityType">
          <comment>
            Must be specified if a Future or Option. If a Future:<fieldref tag="46">RelatdSym</fieldref>,<fieldref tag="167">SecurityType</fieldref>,
            and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an
            Option:<fieldref tag="46">RelatdSym</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
            and<fieldref tag="202">StrikePrice</fieldref>are required.
          </comment>
        </field>
        <field tag="200" name="MaturityMonthYear" condreq="existtags(T$205) or T$167='FUT' or T$167='OPT'">
          <comment>For Options or Futures to specify the month and year of maturity.</comment>
        </field>
        <field tag="205" name="MaturityDay">
          <comment>
            For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
          </comment>
        </field>
        <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
          <comment>For Options.</comment>
        </field>
        <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
          <comment>For Options.</comment>
        </field>
        <field tag="206" name="OptAttribute">
          <comment>For Options.</comment>
        </field>
        <field tag="207" name="SecurityExchange">
          <comment>Can be used to identify the security.</comment>
        </field>
        <field tag="106" name="Issuer">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
        <field tag="107" name="SecurityDesc">
          <comment>Can be repeated multiple times if message is related to multiple symbols.</comment>
        </field>
      </group>
      <field tag="37" name="OrderID"/>
      <field tag="11" name="ClOrdID"/>
      <field tag="33" name="LinesOfText" req="Y">
        <comment>Specifies the number of repeating lines of text specified</comment>
      </field>
      <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="C">email</msgref>message is similar to the format and purpose of to
          the<msgref msgtype="B">News</msgref>message, however, it is intended for private use
          between two parties.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="D" name="New Order - Single">
      <alias>New Order</alias>
      <alias>Order</alias>
      <field tag="11" name="ClOrdID" req="Y">
        <comment>Unique identifier of the order as assigned by institution.</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="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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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" condreq="not existtags(T$152)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required.
        </comment>
      </field>
      <field tag="152" name="CashOrderQty" condreq="not existtags(T$38)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required. Specifies the approximate "dollar quantity" for
          the order. Broker is responsible for converting and calculating<fieldref tag="38">OrderQty</fieldref>in shares for subsequent messages.
        </comment>
      </field>
      <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. For F/X orders, should be the "all-in" rate (spot rate
          adjusted for forward points). Can be used to specify a limit price for a pegged order,
          previously indicated, etc.
        </comment>
      </field>
      <field tag="99" name="StopPx" condreq="T$40='3' or T$40='4'">
        <comment>
          Required for<fieldref tag="40">OrdType</fieldref>= "Stop" or<fieldref tag="40">OrdType</fieldref>= "Stop limit".
        </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"/>
      <field tag="193" name="FutSettDate2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the "value date" for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="192" name="OrderQty2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the order quantity for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="77" name="OpenClose">
        <comment>For options</comment>
      </field>
      <field tag="203" name="CoveredOrUncovered">
        <comment>For options</comment>
      </field>
      <field tag="204" name="CustomerOrFirm">
        <comment>For options when delivering the order to execution system/exchange.</comment>
      </field>
      <field tag="210" name="MaxShow"/>
      <field tag="211" name="PegDifference"/>
      <descr>
        <p>
          The<msgref msgtype="D">new order</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</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<msgref msgtype="8">
            Execution -
            Status
          </msgref>message. PossResends not previously received should be processed as a new
          order and acknowledged via an<msgref msgtype="8">Execution - New</msgref>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<msgref msgtype="8">execution</msgref>message in the<fieldref tag="119">SettlCurrAmt</fieldref>and<fieldref tag="120">SettlCurrency</fieldref>fields.
        </p>
        <p>
          The<msgref msgtype="D">order</msgref>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>
            <fieldref tag="54">Side</fieldref>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). In the case of a Forex - Swap (buying (or
            selling) a currency at one value date and selling (or buying) the same currency at a
            different value date),<fieldref tag="54">Side</fieldref>should represent the side of
            the<fieldref tag="193">FutSettDate2</fieldref>transaction.<fieldref tag="40">OrdType</fieldref>= Forex - Market, Forex - Limit, Forex- Swap, or Forex -
            Previously Quoted
          </li>
          <li>
            Netting can be specified via the<fieldref tag="18">ExecInst</fieldref>field.
          </li>
        </ul>
        <p>
          To "take" an<msgref msgtype="6">Indication of Interest</msgref>(or<msgref msgtype="S">Quote</msgref>) from
          an ECN or exchange and not display the order on the book, the<msgref msgtype="D">
            New
            Order
          </msgref>message should contain the<fieldref tag="59">TimeInForce</fieldref>field
          with ImmediateOrCancel and an<fieldref tag="40">OrdType</fieldref>field with Previously
          Indicated ( or Previously Quoted).
        </p>
      </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">
        <comment>Unique identifier of the order as assigned by institution.</comment>
      </field>
      <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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167 in ('OPT','FUT') or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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. For F/X orders, should be the "all-in" rate (spot rate
          adjusted for forward points). Can be used to specify a limit price for a pegged order,
          previously indicated, etc.
        </comment>
      </field>
      <field tag="99" name="StopPx" condreq="T$40 in ('3','4')">
        <comment>
          Required for<fieldref tag="40">OrdType</fieldref>= "Stop" or<fieldref tag="40">OrdType</fieldref>= "Stop limit".
        </comment>
      </field>
      <field tag="211" name="PegDifference"/>
      <field tag="15" name="Currency"/>
      <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"/>
      <field tag="193" name="FutSettDate2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the "value date" for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="192" name="OrderQty2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the order quantity for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="77" name="OpenClose">
        <comment>For options</comment>
      </field>
      <field tag="203" name="CoveredOrUncovered">
        <comment>For options</comment>
      </field>
      <field tag="204" name="CustomerOrFirm">
        <comment>For options when delivering the order to execution system/exchange.</comment>
      </field>
      <field tag="210" name="MaxShow"/>
      <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>
      <alias>Cancel</alias>
      <field tag="41" name="OrigClOrdID" req="Y">
        <comment>
          <fieldref tag="11">ClOrdID</fieldref>of the previous order (NOT the initial order of the
          day) when canceling or replacing an order.
        </comment>
      </field>
      <field tag="37" name="OrderID">
        <comment>Unique identifier of most recent order as assigned by broker.</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="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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <field tag="106" name="Issuer"/>
      <field tag="107" name="SecurityDesc"/>
      <field tag="54" name="Side" req="Y"/>
      <field tag="38" name="OrderQty" condreq="not existtags(T$152)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required.<fieldref tag="38">OrderQty</fieldref>=<fieldref tag="14">CumQty</fieldref>+<fieldref tag="151">LeavesQty</fieldref>(see exceptions above)
        </comment>
      </field>
      <field tag="152" name="CashOrderQty" condreq="not existtags(T$38)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required. Specifies the approximate "dollar quantity" for
          the order. Broker is responsible for converting and calculating<fieldref tag="38">OrderQty</fieldref>in shares for subsequent messages.
        </comment>
      </field>
      <field tag="58" name="Text"/>
      <descr>
        <p>
          The<msgref msgtype="F">order cancel request</msgref>message requests the cancellation of
          all of the remaining quantity of an existing order. Note that the<msgref msgtype="G">
            Order
            Cancel/Replace Request
          </msgref>should 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.
        </p>
        <p>
          A<msgref msgtype="F">cancel request</msgref>is assigned a<fieldref tag="11">ClOrdID</fieldref>and is treated as a separate entity. If rejected, the<fieldref tag="11">ClOrdID</fieldref>of the cancel request will be sent in the<msgref msgtype="9">Cancel Reject</msgref>message, as well as the<fieldref tag="11">ClOrdID</fieldref>of the actual order in the<fieldref tag="41">OrigClOrdID</fieldref>field. The<fieldref tag="11">ClOrdID</fieldref>assigned to
          the cancel request must be unique amongst the<fieldref tag="11">ClOrdID</fieldref>assigned
          to regular orders and replacement orders.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="G" name="Order Cancel/Replace Request">
      <alias>Order Cancel/Replace Request (a.k.a. Order Modification Request)</alias>
      <alias>Order Cancel Replace (aka Order Modification) Request</alias>
      <alias>Cancel/Replace Request</alias>
      <alias>Order Modification Request</alias>
      <alias>Cancel/Replace</alias>
      <alias>Replace</alias>
      <field tag="37" name="OrderID">
        <comment>Unique identifier of most recent 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>
          <fieldref tag="11">ClOrdID</fieldref>of the previous order (NOT the initial order of the
          day) when canceling or replacing an order.
        </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"/>
      <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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</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" condreq="not existtags(T$152)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required. Should be the "Total Intended Order Quantity"
          (including the amount already executed for this chain of orders)
        </comment>
      </field>
      <field tag="152" name="CashOrderQty" condreq="not existtags(T$38)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required. Specifies the approximate "dollar quantity" for
          the order. Broker is responsible for converting and calculating<fieldref tag="38">OrderQty</fieldref>in shares for subsequent messages.
        </comment>
      </field>
      <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. For F/X orders, should be the "all-in" rate (spot rate
          adjusted for forward points). Can be used to specify a limit price for a pegged order,
          previously indicated, etc.
        </comment>
      </field>
      <field tag="99" name="StopPx" condreq="T$40 in ('3','4')">
        <comment>
          Required for<fieldref tag="40">OrdType</fieldref>= "Stop" or<fieldref tag="40">OrdType</fieldref>= "Stop limit".
        </comment>
      </field>
      <field tag="211" name="PegDifference"/>
      <field tag="15" name="Currency">
        <comment>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"/>
      <field tag="193" name="FutSettDate2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the "value date" for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="192" name="OrderQty2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the order quantity for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="77" name="OpenClose">
        <comment>For options</comment>
      </field>
      <field tag="203" name="CoveredOrUncovered">
        <comment>For options</comment>
      </field>
      <field tag="204" name="CustomerOrFirm">
        <comment>For options when delivering the order to execution system/exchange.</comment>
      </field>
      <field tag="210" name="MaxShow"/>
      <field tag="114" name="LocateReqd" condreq="T$54='5' or T$54='6'">
        <comment>Required for short sell orders</comment>
      </field>
      <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>
          <msgref msgtype="G">Cancel/Replace</msgref>will be used to change any valid attribute of
          an open order (i.e. reduce/increase quantity, change limit price, change instructions,
          etc.) It can be used to re-open a filled order by increasing<fieldref tag="38">OrderQty</fieldref>.
        </p>
        <p>
          The<msgref msgtype="G">Cancel/Replace request</msgref>will only be accepted if the order
          can successfully be pulled back from the exchange floor without executing. Requests which
          cannot be processed will be rejected using the<msgref msgtype="9">
            Cancel
            Reject
          </msgref>message. The<msgref msgtype="9">Cancel Reject</msgref>message should
          provide the<fieldref tag="11">ClOrdID</fieldref>and<fieldref tag="41">OrigClOrdID</fieldref>values which were specified on the<msgref msgtype="G">Cancel/Replace Request</msgref>message for identification.
        </p>
        <p>
          Note that while it is necessary for the<fieldref tag="11">ClOrdID</fieldref>to change and
          be unique, the broker's<fieldref tag="37">OrderID</fieldref>field does not necessarily
          have to change as a result of the<msgref msgtype="G">Cancel/Replace request</msgref>.
        </p>
        <p>
          Only a limited number of fields can be changed via the<msgref msgtype="G">
            cancel/replace
            request
          </msgref>message. All other fields should be retransmitted as sent in the original
          order. The fields which can be changed via this message 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>
          <li>
            <fieldref tag="99">StopPx</fieldref>
          </li>
          <li>
            <fieldref tag="211">PegDifference</fieldref>
          </li>
          <li>
            <fieldref tag="152">CashOrderQty</fieldref>
          </li>
          <li>
            <fieldref tag="192">OrderQty2</fieldref>
          </li>
          <li>
            <fieldref tag="77">OpenClose</fieldref>
          </li>
          <li>
            <fieldref tag="203">CoveredOrUncovered</fieldref>
          </li>
          <li>
            <fieldref tag="54">Side</fieldref>(i.e. sell to sell plus)
          </li>
          <li>
            <fieldref tag="210">MaxShow</fieldref>
          </li>
          <li>
            <fieldref tag="114">LocateReqd</fieldref>
          </li>
        </ul>
        <p>
          When modifying<fieldref tag="18">ExecInst</fieldref>fields in a replacement order, it is
          necessary to re-declare 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 re-declared.
        </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="48" name="SecurityID"/>
      <field tag="22" name="IDSource"/>
      <field tag="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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<msgref msgtype="8">Execution Report</msgref>message back from the broker.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="J" name="Allocation">
      <field tag="70" name="AllocID" req="Y"/>
      <field tag="71" name="AllocTransType" req="Y"/>
      <field tag="72" name="RefAllocID" condreq="T$71 in ('1','2','4')">
        <comment>
          Required for<fieldref tag="71">AllocTransType</fieldref>= Calculated, Replace, or Cancel
        </comment>
      </field>
      <field tag="196" name="AllocLinkID">
        <comment>
          Can be used to link two different<msgref msgtype="J">Allocation</msgref>messages
          (each with unique<fieldref tag="70">AllocID</fieldref>) together, i.e. for F/X "Netting"
          or "Swaps"
        </comment>
      </field>
      <field tag="197" name="AllocLinkType" condreq="existtags(T$196)">
        <comment>
          Can be used to link two different<msgref msgtype="J">Allocation</msgref>messages
          and identifies the type of link. Required if<fieldref tag="196">AllocLinkID</fieldref>is specified.
        </comment>
      </field>
      <field tag="73" name="NoOrders" condreq="T$71!='2'">
        <comment>
          Indicates number of orders to be combined for allocation. If order(s) were manually
          delivered set to 1 (one). Not required for<fieldref tag="71">AllocTransType</fieldref>=Cancel
        </comment>
      </field>
      <group nofield="73" startfield="11">
        <field tag="11" name="ClOrdID" condreq="T$71!='2'">
          <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".
            Not required for<fieldref tag="71">AllocTransType</fieldref>=Cancel
          </comment>
        </field>
        <field tag="37" name="OrderID"/>
        <field tag="198" name="SecondaryOrderID">
          <comment>Can be used to provide order id used by exchange or executing system.</comment>
        </field>
        <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(G$124(T$32))">
        <comment>
          Indicates number of individual execution record groups to follow. Absence of this
          field indicates that no individual execution records are included. Primarily used to
          support step-outs.
        </comment>
      </field>
      <group nofield="124" startfield="32">
        <field tag="32" name="LastShares" condreq="T$124&gt;0">
          <comment>
            Number of shares in individual execution. Required if<fieldref tag="124">NoExecs</fieldref>&gt; 0
          </comment>
        </field>
        <field tag="17" name="ExecID"/>
        <field tag="31" name="LastPx" condreq="T$124&gt;0">
          <comment>
            Price of individual execution. Required if<fieldref tag="124">NoExecs</fieldref>&gt; 0
          </comment>
        </field>
        <field tag="29" name="LastCapacity">
          <comment>
            Can be specified by broker for<fieldref tag="71">AllocTransType</fieldref>=Calculated
          </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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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="30" name="LastMkt">
        <comment>Market of the executions.</comment>
      </field>
      <field tag="6" name="AvgPx" req="Y">
        <comment>For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).</comment>
      </field>
      <field tag="15" name="Currency">
        <comment>
          Currency of<fieldref tag="6">AvgPx</fieldref>. Should be the currency of the local
          market or exchange where the trade was conducted.
        </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 SettlmntTyp other than regular</comment>
      </field>
      <field tag="118" name="NetMoney">
        <comment>
          Expressed in same currency as<fieldref tag="6">AvgPx</fieldref>. Sum of<fieldref tag="154">AllocNetMoney</fieldref>.
        </comment>
      </field>
      <field tag="77" name="OpenClose"/>
      <field tag="58" name="Text"/>
      <field tag="157" name="NumDaysInterest">
        <comment>Applicable for Convertible Bonds and fixed income</comment>
      </field>
      <field tag="158" name="AccruedInterestRate">
        <comment>Applicable for Convertible Bonds and fixed income</comment>
      </field>
      <field tag="78" name="NoAllocs" condreq="T$71!='2'">
        <comment>
          Indicates number of allocation groups to follow. Not required for<fieldref tag="71">AllocTransType</fieldref>=Cancel
        </comment>
      </field>
      <group nofield="78" startfield="79">
        <field tag="79" name="AllocAccount" condreq="T$71!='2'">
          <comment>
            May be the same value as<fieldref tag="92">BrokerOfCredit</fieldref>if<fieldref tag="81">ProcessCode</fieldref>is step-out or soft-dollar step-out and Institution does
            not wish to disclose individual account breakdowns to the<fieldref tag="76">ExecBroker</fieldref>. Not required for<fieldref tag="71">AllocTransType</fieldref>=Cancel
          </comment>
        </field>
        <field tag="80" name="AllocShares" req="Y"/>
        <field tag="81" name="ProcessCode"/>
        <field tag="92" name="BrokerOfCredit" condreq="T$81 in ('3','5')">
          <comment>
            Required if<fieldref tag="81">ProcessCode</fieldref>is step-out or soft-dollar step-out
          </comment>
        </field>
        <field tag="208" name="NotifyBrokerOfCredit"/>
        <field tag="209" name="AllocHandlInst"/>
        <field tag="161" name="AllocText">
          <comment>
            Free format text field related to this<fieldref tag="79">AllocAccount</fieldref>
          </comment>
        </field>
        <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="153" name="AllocAvgPx">
          <comment>
            AvgPx for this<fieldref tag="79">AllocAccount</fieldref>. For F/X orders, should
            be the "all-in" rate (spot rate adjusted for forward points) for this allocation.
          </comment>
        </field>
        <field tag="154" name="AllocNetMoney">
          <comment>
            NetMoney for this<fieldref tag="79">AllocAccount</fieldref>. ((<fieldref tag="80">AllocShares</fieldref>*<fieldref tag="153">AllocAvgPx</fieldref>) -<fieldref tag="12">Commission</fieldref>- sum of<fieldref tag="137">MiscFeeAmt</fieldref>-<fieldref tag="159">AccruedInterestAmt</fieldref>) if
            a Sell. ((<fieldref tag="80">AllocShares</fieldref>*<fieldref tag="153">AllocAvgPx</fieldref>) +<fieldref tag="12">Commission</fieldref>+ sum
            of<fieldref tag="137">MiscFeeAmt</fieldref>+<fieldref tag="159">AccruedInterestAmt</fieldref>) if a Buy.
          </comment>
        </field>
        <field tag="119" name="SettlCurrAmt">
          <comment>
            <fieldref tag="154">AllocNetMoney</fieldref>in<fieldref tag="120">SettlCurrency</fieldref>for this<fieldref tag="79">AllocAccount</fieldref>if<fieldref tag="120">SettlCurrency</fieldref>is
            different from "overall"<fieldref tag="15">Currency</fieldref>
          </comment>
        </field>
        <field tag="120" name="SettlCurrency">
          <comment>
            SettlCurrency for this<fieldref tag="79">AllocAccount</fieldref>if different from
            "overall"<fieldref tag="15">Currency</fieldref>. Required if<fieldref tag="119">SettlCurrAmt</fieldref>is specified.
          </comment>
        </field>
        <field tag="155" name="SettlCurrFxRate">
          <comment>
            Foreign exchange rate used to compute<fieldref tag="119">SettlCurrAmt</fieldref>from<fieldref tag="15">Currency</fieldref>to<fieldref tag="120">SettlCurrency</fieldref>
          </comment>
        </field>
        <field tag="156" name="SettlCurrFxRateCalc">
          <comment>
            Specifies whether the<fieldref tag="155">SettlCurrFxRate</fieldref>should be
            multiplied or divided
          </comment>
        </field>
        <field tag="159" name="AccruedInterestAmt">
          <comment>Applicable for Convertible Bonds and fixed income</comment>
        </field>
        <field tag="160" name="SettlInstMode">
          <comment>
            Type of Settlement Instructions which will be provided via<msgref msgtype="T">Settlement Instructions</msgref>message
          </comment>
        </field>
        <field tag="136" name="NoMiscFees" condreq="existtags(G$136(T$137)) or existtags(G$136(T$138)) or existtags(G$136(T$139))">
          <comment>
            Required if any miscellaneous fees are reported. Indicates number of repeating
            entries. Repeating group within Alloc repeating group.
          </comment>
        </field>
        <group nofield="136" startfield="137">
          <field tag="137" name="MiscFeeAmt" condreq="T$136&gt;0">
            <comment>
              Required if<fieldref tag="136">NoMiscFees</fieldref>&gt; 0
            </comment>
          </field>
          <field tag="138" name="MiscFeeCurr" condreq="T$136&gt;0">
            <comment>
              Required if<fieldref tag="136">NoMiscFees</fieldref>&gt; 0
            </comment>
          </field>
          <field tag="139" name="MiscFeeType" condreq="T$136&gt;0">
            <comment>
              Required if<fieldref tag="136">NoMiscFees</fieldref>&gt; 0. (can only occur
              once within a MiscFee group)
            </comment>
          </field>
        </group>
      </group>
      <descr>
        <p>
          The allocation record instructs 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 details between trading
          partners. In addition, the allocation record can be sent by the broker to communicate fees
          and other details which can only be computed once the sub-account breakdowns are known.
        </p>
        <p>
          An<msgref msgtype="J">allocation</msgref>message can be submitted as preliminary,
          calculated, new, cancel or replace. The<fieldref tag="71">AllocTransType</fieldref>field
          indicates the purpose of the message. When submitting calculated, replace, or
          cancel<msgref msgtype="J">allocation</msgref>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. Calculated allocations should have a unique<fieldref tag="70">AllocID</fieldref>and use<fieldref tag="72">RefAllocID</fieldref>to specify
          the<fieldref tag="70">AllocID</fieldref>from the preliminary.
        </p>
        <p>
          The allocation record contains repeating fields for each order, sub-account and
          individual execution. The field's relative position in the record is important. For
          example, 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>
        <p>
          The typical flow for US domestic trading (without<fieldref tag="136">MiscFees</fieldref>)
          is as follows:
        </p>
        <table>
          <tr>
            <td rowspan="5">Institution</td>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="J">Allocation</msgref>(<fieldref tag="71">AllocTransTyp</fieldref>=New)
            </td>
            <td rowspan="5">Broker</td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="P">AllocationACK</msgref>(<fieldref tag="87">AllocStatus</fieldref>=Received Not Yet Processed)
            </td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="P">AllocationACK</msgref>(<fieldref tag="87">AllocStatus</fieldref>=Accepted or Rejected)
            </td>
          </tr>
          <tr>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="T">Settlement Instructions</msgref>(optional) (<fieldref tag="165">SettlInstSource</fieldref>=Institution's)
            </td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="T">Settlement Instructions</msgref>(optional) (<fieldref tag="165">SettlInstSource</fieldref>=Broker's)
            </td>
          </tr>
        </table>
        <p>
          The typical flow for international trading (with<fieldref tag="136">MiscFees</fieldref>)
          is as follows:
        </p>
        <table>
          <tr>
            <td rowspan="7">Institution</td>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="J">Allocation</msgref>(<fieldref tag="71">AllocTransTyp</fieldref>=Preliminary, AllocAccounts provided without<fieldref tag="136">MiscFees</fieldref>or<fieldref tag="118">NetMoney</fieldref>)
            </td>
            <td rowspan="7">Broker</td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="P">AllocationACK</msgref>(<fieldref tag="87">AllocStatus</fieldref>=Received Not Yet Processed)
            </td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="J">Allocation</msgref>(<fieldref tag="71">AllocTransTyp</fieldref>=Calculated,<fieldref tag="136">MiscFees</fieldref>and<fieldref tag="118">NetMoney</fieldref>provided
              by<fieldref tag="79">AllocAccount</fieldref>)
            </td>
          </tr>
          <tr>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="P">AllocationACK</msgref>(<fieldref tag="87">AllocStatus</fieldref>=Received Not Yet Processed)
            </td>
          </tr>
          <tr>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="P">AllocationACK</msgref>(<fieldref tag="87">AllocStatus</fieldref>=Accepted or Rejected)
            </td>
          </tr>
          <tr>
            <td>---&gt;</td>
            <td>
              <msgref msgtype="T">Settlement Instructions</msgref>(optional*) (<fieldref tag="165">SettlInstSource</fieldref>=Institution's)
            </td>
          </tr>
          <tr>
            <td>&lt;---</td>
            <td>
              <msgref msgtype="T">Settlement Instructions</msgref>(optional*) (<fieldref tag="165">SettlInstSource</fieldref>=Broker's)
            </td>
          </tr>
        </table>
        <p>*Settlement Instructions may occur anywhere in the flow and may represent standing instructions.</p>
      </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="151" name="LeavesQty" req="Y">
          <comment>
            Amount of shares open for further execution.<fieldref tag="151">LeavesQty</fieldref>=<fieldref tag="38">OrderQty</fieldref>-<fieldref tag="14">CumQty</fieldref>.
          </comment>
        </field>
        <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="151">LeavesQty</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">
      <alias>AllocationACK</alias>
      <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<msgref msgtype="P">AllocationACK</msgref>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="65" name="SymbolSfx"/>
      <field tag="48" name="SecurityID"/>
      <field tag="22" name="IDSource"/>
      <field tag="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="201">PutOrCall</fieldref>, and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='OPT' or T$167='FUT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <field tag="106" name="Issuer"/>
      <field tag="107" name="SecurityDesc"/>
      <field tag="54" name="Side" req="Y"/>
      <field tag="38" name="OrderQty" condreq="not existtags(T$152)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required.
        </comment>
      </field>
      <field tag="152" name="CashOrderQty" condreq="not existtags(T$38)">
        <comment>
          Either<fieldref tag="152">CashOrderQty</fieldref>or<fieldref tag="38">OrderQty</fieldref>is required. Specifies the approximate "dollar quantity" for
          the order. Broker is responsible for converting and calculating<fieldref tag="38">OrderQty</fieldref>in shares for subsequent messages.
        </comment>
      </field>
      <field tag="32" name="LastShares">
        <comment>
          Required if specified on the<msgref msgtype="8">ExecutionRpt</msgref>
        </comment>
      </field>
      <field tag="31" name="LastPx">
        <comment>
          Required if specified on the<msgref msgtype="8">ExecutionRpt</msgref>
        </comment>
      </field>
      <field tag="58" name="Text"/>
      <descr>
        <p>
          The<msgref msgtype="Q">Don't Know Trade (DK)</msgref>message notifies a trading partner
          that an electronically received execution has been rejected. This message can be thought
          of as an execution 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 DK 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 DK 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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='FUT' or T$167='OPT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <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">
        <comment>
          If<fieldref tag="40">OrdType</fieldref>= "Forex - Swap", should be the side of the
          future portion of a F/X swap
        </comment>
      </field>
      <field tag="38" name="OrderQty"/>
      <field tag="64" name="FutSettDate">
        <comment>Can be used with forex quotes to specify the desired "value date"</comment>
      </field>
      <field tag="40" name="OrdType">
        <comment>Can be used to specify the type of order the quote request is for</comment>
      </field>
      <field tag="193" name="FutSettDate2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the "value date" for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="192" name="OrderQty2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the order quantity for the future portion of a F/X swap.
        </comment>
      </field>
      <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 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<fieldref tag="55">Symbol</fieldref>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="167" name="SecurityType">
        <comment>
          Must be specified if a Future or Option. If a Future:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>, and<fieldref tag="200">MaturityMonthYear</fieldref>are required. If an Option:<fieldref tag="55">Symbol</fieldref>,<fieldref tag="167">SecurityType</fieldref>,<fieldref tag="200">MaturityMonthYear</fieldref>,<fieldref tag="201">PutOrCall</fieldref>,
          and<fieldref tag="202">StrikePrice</fieldref>are required.
        </comment>
      </field>
      <field tag="200" name="MaturityMonthYear" condreq="T$167='FUT' or T$167='OPT' or existtags(T$205)">
        <comment>For Options or Futures to specify the month and year of maturity.</comment>
      </field>
      <field tag="205" name="MaturityDay">
        <comment>
          For Options or Futures and can be used in conjunction with<fieldref tag="200">MaturityMonthYear</fieldref>to specify a particular maturity date.
        </comment>
      </field>
      <field tag="201" name="PutOrCall" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="202" name="StrikePrice" condreq="T$167='OPT'">
        <comment>For Options.</comment>
      </field>
      <field tag="206" name="OptAttribute">
        <comment>For Options.</comment>
      </field>
      <field tag="207" name="SecurityExchange">
        <comment>Can be used to identify the security.</comment>
      </field>
      <field tag="106" name="Issuer"/>
      <field tag="107" name="SecurityDesc"/>
      <field tag="132" name="BidPx" condreq="not existtags(T$133)">
        <comment>
          If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points).
          Note that either<fieldref tag="132">BidPx</fieldref>,<fieldref tag="133">OfferPx</fieldref>or both must be specified.
        </comment>
      </field>
      <field tag="133" name="OfferPx" condreq="not existtags(T$132)">
        <comment>
          If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points).
          Note that either<fieldref tag="132">BidPx</fieldref>,<fieldref tag="133">OfferPx</fieldref>or both must be specified.
        </comment>
      </field>
      <field tag="134" name="BidSize"/>
      <field tag="135" name="OfferSize"/>
      <field tag="62" name="ValidUntilTime"/>
      <field tag="188" name="BidSpotRate">
        <comment>May be applicable for F/X quotes</comment>
      </field>
      <field tag="190" name="OfferSpotRate">
        <comment>May be applicable for F/X quotes</comment>
      </field>
      <field tag="189" name="BidForwardPoints">
        <comment>May be applicable for F/X quotes</comment>
      </field>
      <field tag="191" name="OfferForwardPoints">
        <comment>May be applicable for F/X quotes</comment>
      </field>
      <field tag="60" name="TransactTime"/>
      <field tag="64" name="FutSettDate">
        <comment>Can be used with forex quotes to specify a specific "value date"</comment>
      </field>
      <field tag="40" name="OrdType">
        <comment>Can be used to specify the type of order the quote is for</comment>
      </field>
      <field tag="193" name="FutSettDate2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the "value date" for the future portion of a F/X swap.
        </comment>
      </field>
      <field tag="192" name="OrderQty2">
        <comment>
          Can be used with<fieldref tag="40">OrdType</fieldref>= "Forex - Swap" to specify
          the order quantity for the future portion of a F/X swap.
        </comment>
      </field>
      <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>=Previously Quoted
          or Forex - Previously Quoted.
        </p>
      </descr>
    </msgdef>
    <msgdef msgtype="T" name="Settlement Instructions">
      <field tag="162" name="SettlInstID" req="Y">
        <comment>
          Unique message ID regardless of<fieldref tag="160">SettlInstMode</fieldref>
        </comment>
      </field>
      <field tag="163" name="SettlInstTransType" req="Y">
        <comment>New, Replace, or Cancel</comment>
      </field>
      <field tag="160" name="SettlInstMode" req="Y"/>
      <field tag="165" name="SettlInstSource" req="Y">
        <comment>1=Broker's Settlement Instructions, 2=Institution's Settlement Instructions</comment>
      </field>
      <field tag="79" name="AllocAccount" req="Y">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=1, 2, or 3
        </comment>
      </field>
      <field tag="166" name="SettlLocation" condreq="T$160='2' or T$160='3'">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=2 or 3, may be required
          for<fieldref tag="160">SettlInstMode</fieldref>=1 (i.e. may not be required if<fieldref tag="169">StandInstDbType</fieldref>and<fieldref tag="171">StandInstDbID</fieldref>are used)
        </comment>
      </field>
      <field tag="75" name="TradeDate" condreq="T$160='2' or T$160='3'">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=2 or 3
        </comment>
      </field>
      <field tag="70" name="AllocID" condreq="T$160='2' or T$160='3'">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=2 or 3
        </comment>
      </field>
      <field tag="30" name="LastMkt" condreq="T$160='2' or T$160='3'">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=2 or 3, May be required
          for<fieldref tag="160">SettlInstMode</fieldref>=1
        </comment>
      </field>
      <field tag="54" name="Side" condreq="T$160='2' or T$160='3'">
        <comment>
          Required for<fieldref tag="160">SettlInstMode</fieldref>=2 or 3, May be required
          for<fieldref tag="160">SettlInstMode</fieldref>=1
        </comment>
      </field>
      <field tag="167" name="SecurityType">
        <comment>
          May be required for<fieldref tag="160">SettlInstMode</fieldref>=1
        </comment>
      </field>
      <field tag="168" name="EffectiveTime">
        <comment>
          May be required for<fieldref tag="160">SettlInstMode</fieldref>=1 (timestamp when
          it goes in to effect)
        </comment>
      </field>
      <field tag="60" name="TransactTime" req="Y">
        <comment>
          Date/Time<msgref msgtype="T">Settlement Instructions</msgref>were generated
        </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="169" name="StandInstDbType">
        <comment>1=DTC SID, 2=Thomson ALERT, 3=Global Custodian's, etc.</comment>
      </field>
      <field tag="170" name="StandInstDbName">
        <comment>
          Name of<fieldref tag="169">StandInstDbType</fieldref>(i.e. DTC, Global Custodian's name)
        </comment>
      </field>
      <field tag="171" name="StandInstDbID">
        <comment>
          Identifier used within the<fieldref tag="169">StandInstDbType</fieldref>
        </comment>
      </field>
      <field tag="172" name="SettlDeliveryType"/>
      <field tag="173" name="SettlDepositoryCode">
        <comment>
          Applicable when<fieldref tag="166">SettlLocation</fieldref>is a depository
        </comment>
      </field>
      <field tag="174" name="SettlBrkrCode"/>
      <field tag="175" name="SettlInstCode"/>
      <field tag="176" name="SecuritySettlAgentName">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="177" name="SecuritySettlAgentCode">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="178" name="SecuritySettlAgentAcctNum">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="179" name="SecuritySettlAgentAcctName">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="180" name="SecuritySettlAgentContactName">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="181" name="SecuritySettlAgentContactPhone">
        <comment>Applicable when settlement is being performed at a country vs. a depository</comment>
      </field>
      <field tag="182" name="CashSettlAgentName">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <field tag="183" name="CashSettlAgentCode">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <field tag="184" name="CashSettlAgentAcctNum">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <field tag="185" name="CashSettlAgentAcctName">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <field tag="186" name="CashSettlAgentContactName">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <field tag="187" name="CashSettlAgentContactPhone">
        <comment>
          Applicable when<fieldref tag="172">SettlDeliveryType</fieldref>=Free
        </comment>
      </field>
      <descr>
        <p>
          The<msgref msgtype="T">Settlement Instructions</msgref>message provides either the
          broker's or the institution's instructions for trade settlement. The<fieldref tag="165">SettlInstSource</fieldref>field indicates if the settlement instructions are the
          broker's or the institution's. This message has been designed so that it can be sent from
          the broker to the institution, from the institution to the broker, or from either to an
          independent "standing instructions" database or matching system.
        </p>
        <p>
          The<msgref msgtype="T">Settlement Instructions</msgref>message can be used in one of two
          modes (<fieldref tag="160">SettlInstMode</fieldref>):
        </p>
        <ol>
          <li>
            To provide "standing instructions" for the settlement of trades occurring in the
            future, messages should include some combination of.<ul>
              <li>
                <fieldref tag="79">AllocAccount</fieldref>
              </li>
              <li>
                <fieldref tag="30">LastMkt</fieldref>
              </li>
              <li>
                <fieldref tag="54">Side</fieldref>
              </li>
              <li>
                <fieldref tag="167">SecurityType</fieldref>
              </li>
              <li>
                <fieldref tag="166">SettlLocation</fieldref>
              </li>
              <li>
                <fieldref tag="172">SettlDeliveryType</fieldref>
              </li>
              <li>
                <fieldref tag="168">EffectiveTime</fieldref>
              </li>
            </ul>
          </li>
          <li>
            To provide settlement instructions for a specific Allocation Account either as
            overriding or standing instructions to support matching. The following key should be
            used to tie the settlement instructions to the corresponding<msgref msgtype="J">Allocation</msgref>message.<p>(TradeDate + AllocID + AllocAccount)</p>
          </li>
        </ol>
      </descr>
    </msgdef>
  </msgdic>
</fixdic>