├── .gitignore
├── README.md
├── acceptor
    ├── Logs
    │   └── GLOBAL.messages.current.log
    ├── application.py
    ├── model
    │   ├── Field.py
    │   ├── Message.py
    │   ├── __init__.py
    │   └── logger.py
    ├── server.cfg
    ├── server.py
    ├── spec
    │   ├── FIX40.xml
    │   ├── FIX41.xml
    │   ├── FIX42.xml
    │   ├── FIX43.xml
    │   ├── FIX44.xml
    │   ├── FIX50.xml
    │   ├── FIX50SP1.xml
    │   ├── FIX50SP2.xml
    │   └── FIXT11.xml
    └── start.sh
├── docker
    ├── .env
    ├── Dockerfile
    └── docker-compose.yml
├── initiator
    ├── Logs
    │   ├── GLOBAL.event.current.log
    │   └── GLOBAL.messages.current.log
    ├── application.py
    ├── client.cfg
    ├── client.py
    ├── model
    │   ├── Field.py
    │   ├── Message.py
    │   ├── __init__.py
    │   └── logger.py
    ├── spec
    │   ├── FIX40.xml
    │   ├── FIX41.xml
    │   ├── FIX42.xml
    │   ├── FIX43.xml
    │   ├── FIX44.xml
    │   ├── FIX50.xml
    │   ├── FIX50SP1.xml
    │   ├── FIX50SP2.xml
    │   └── FIXT11.xml
    └── start.sh
└── requirements.txt


/.gitignore:
--------------------------------------------------------------------------------
 1 | *.cpython-37.pyc
 2 | *.pyc
 3 | *.log
 4 | .vscode
 5 | __pycache__
 6 | /acceptor/Logs/*
 7 | /acceptor/Sessions/*
 8 | /initiator/Logs/*
 9 | /initiator/Sessions/*
10 | /Pipfile
11 | /Pipfile.lock
12 | 


--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
 1 | # QuickFIX Python Samples #
 2 | * Established connection by [FIX protocol](https://www.fixtrading.org/standards/)  
 3 | * Author: Rin Le <rinle.it [a] gmail.com>.  
 4 | * Details: [Configuration for quickfix](https://www.quickfixj.org/usermanual/2.3.0/usage/configuration.html)  
 5 | 
 6 | ## Requirements
 7 | * Python 3.x
 8 | * [QuickFIX Engine 1.15.1](http://www.quickfixengine.org/)
 9 | 
10 | ## Installing Requirements
11 | ```
12 | pip install -r requirements.txt
13 | ```
14 | 
15 | ## Run Project
16 | ### With Docker
17 | 
18 | Please edit file initiator/client.cfg: Tag SocketConnectHost=acceptor
19 | 
20 | ```sh
21 | cd ./docker
22 | docker-compose up --build
23 | ```
24 | 
25 | ### Without Docker
26 | 
27 | Please edit file initiator/client.cfg: Tag SocketConnectHost=127.0.0.1 <br>
28 | *You must launch the server side first, then launch the client side for the quickfix to establish a standard FIX protocol connection.*
29 | 
30 | #### Run Server
31 | ```sh
32 | cd ./acceptor
33 | python server.py server.cfg
34 | ```
35 | 
36 | #### Run Client
37 | ```sh
38 | cd ./initiator
39 | python client.py client.cfg
40 | ```
41 | 
42 | 
43 | 


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/acceptor/Logs/GLOBAL.messages.current.log:
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https://raw.githubusercontent.com/rinlevan/quickfix-python-samples/a01466247435046ae9f5b561f0bb3f99b9727c4f/acceptor/Logs/GLOBAL.messages.current.log


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/acceptor/application.py:
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  1 | """FIX Application"""
  2 | import quickfix as fix
  3 | import logging
  4 | import time
  5 | from model.logger import setup_logger
  6 | __SOH__ = chr(1)
  7 | 
  8 | setup_logger('logfix', 'Logs/message.log')
  9 | logfix = logging.getLogger('logfix')
 10 | 
 11 | class Application(fix.Application):
 12 |     """FIX Application"""
 13 |     orderID = 0
 14 |     execID = 0
 15 | 
 16 | 
 17 |     def onCreate(self, sessionID):
 18 |         """onCreate"""
 19 |         print("onCreate : Session (%s)" % sessionID.toString())
 20 |         return
 21 | 
 22 |     def onLogon(self, sessionID):
 23 |         """onLogon"""
 24 |         self.sessionID = sessionID
 25 |         print("Successful Logon to session '%s'." % sessionID.toString())
 26 |         return
 27 | 
 28 |     def onLogout(self, sessionID):
 29 |         """onLogout"""
 30 |         print("Session (%s) logout !" % sessionID.toString())
 31 |         return
 32 | 
 33 |     def toAdmin(self, message, sessionID):
 34 |         msg = message.toString().replace(__SOH__, "|")
 35 |         logfix.debug("(Admin) S >> %s" % msg)
 36 |         return
 37 | 
 38 |     def fromAdmin(self, message, sessionID):
 39 |         msg = message.toString().replace(__SOH__, "|")
 40 |         logfix.debug("(Admin) R << %s" % msg)
 41 |         return
 42 | 
 43 |     def toApp(self, message, sessionID):
 44 |         msg = message.toString().replace(__SOH__, "|")
 45 |         logfix.debug("(App) S >> %s" % msg)
 46 |         return
 47 | 
 48 |     def fromApp(self, message, sessionID):
 49 |         msg = message.toString().replace(__SOH__, "|")
 50 |         logfix.debug("(App) R << %s" % msg)
 51 |         self.onMessage(message, sessionID)
 52 |         return
 53 |     
 54 | 
 55 |     def onMessage(self, message, sessionID):
 56 |         """Mockup execution report for newordersingle"""
 57 |         beginString = fix.BeginString()
 58 |         msgType = fix.MsgType()
 59 |         message.getHeader().getField( beginString )
 60 |         message.getHeader().getField( msgType )
 61 | 
 62 |         symbol = fix.Symbol()
 63 |         side = fix.Side()
 64 |         ordType = fix.OrdType()
 65 |         orderQty = fix.OrderQty()
 66 |         price = fix.Price()
 67 |         clOrdID = fix.ClOrdID()
 68 | 
 69 |         message.getField( ordType )
 70 |         if ordType.getValue() != fix.OrdType_LIMIT:
 71 |             raise fix.IncorrectTagValue( ordType.getField() )
 72 | 
 73 |         message.getField( symbol )
 74 |         message.getField( side )
 75 |         message.getField( orderQty )
 76 |         message.getField( price )
 77 |         message.getField( clOrdID )
 78 | 
 79 |         executionReport = fix.Message()
 80 |         executionReport.getHeader().setField( beginString )
 81 |         executionReport.getHeader().setField( fix.MsgType(fix.MsgType_ExecutionReport) )
 82 | 
 83 |         executionReport.setField( fix.OrderID(self.genOrderID()) )
 84 |         executionReport.setField( fix.ExecID(self.genExecID()) )
 85 |         executionReport.setField( fix.OrdStatus(fix.OrdStatus_FILLED) )
 86 |         executionReport.setField( symbol )
 87 |         executionReport.setField( side )
 88 |         executionReport.setField( fix.CumQty(orderQty.getValue()) )
 89 |         executionReport.setField( fix.AvgPx(price.getValue()) )
 90 |         executionReport.setField( fix.LastShares(orderQty.getValue()) )
 91 |         executionReport.setField( fix.LastPx(price.getValue()) )
 92 |         executionReport.setField( clOrdID )
 93 |         executionReport.setField( orderQty )
 94 | 
 95 |         if beginString.getValue() == fix.BeginString_FIX40 or beginString.getValue() == fix.BeginString_FIX41 or beginString.getValue() == fix.BeginString_FIX42:
 96 |             executionReport.setField( fix.ExecTransType(fix.ExecTransType_NEW) )
 97 | 
 98 |         if beginString.getValue() >= fix.BeginString_FIX41:
 99 |             executionReport.setField( fix.ExecType(fix.ExecType_FILL) )
100 |             executionReport.setField( fix.LeavesQty(0) )
101 | 
102 |         try:
103 |             fix.Session.sendToTarget( executionReport, sessionID )
104 |         except fix.SessionNotFound as e:
105 |             return
106 |         
107 |     def genOrderID(self):
108 |         self.orderID += 1
109 |         return str(self.orderID).zfill(5)
110 | 
111 |     def genExecID(self):
112 |         self.execID += 1
113 |         return str(self.execID).zfill(5)
114 | 
115 |     def run(self):
116 |         """Run"""
117 |         while 1:
118 |             time.sleep(2)
119 | 


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/acceptor/model/Field.py:
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 1 | BeginString = 8
 2 | BodyLength = 9
 3 | MsgType = 35
 4 | SenderCompID = 49
 5 | TargetCompID = 56
 6 | TargetSubID = 57
 7 | SenderSubID = 50
 8 | MsgSeqNum = 34
 9 | SendingTime = 52
10 | CheckSum = 10
11 | TestReqID = 112
12 | EncryptMethod = 98
13 | HeartBtInt = 108
14 | ResetSeqNum = 141
15 | Username = 553
16 | Password = 554
17 | Text = 58
18 | BeginSeqNo = 7
19 | EndSeqNo = 16
20 | GapFillFlag = 123
21 | NewSeqNo = 36
22 | MDReqID = 262
23 | SubscriptionRequestType = 263
24 | MarketDepth = 264
25 | MDUpdateType = 265
26 | NoMDEntryTypes = 267
27 | NoMDEntries = 268
28 | MDEntryType = 269
29 | NoRelatedSym = 146
30 | Symbol = 55
31 | MDEntryPx = 270
32 | MDUpdateAction = 279
33 | MDEntryID = 278
34 | MDEntrySize = 271
35 | ClOrdID = 11
36 | Side = 54
37 | TransactTime = 60
38 | OrderQty = 38
39 | OrdType = 40
40 | Price = 44
41 | StopPx = 99
42 | TimeInForce = 59
43 | ExpireTime = 126
44 | PosMaintRptID = 721
45 | OrderID = 37
46 | ExecType = 150
47 | OrdStatus = 39
48 | AvgPx = 6
49 | LeavesQty = 151
50 | CumQty = 14
51 | Currency = 15
52 | ExecID = 17
53 | OnBehalfOfSubID = 116 #note
54 | OnBehalfOfCompID = 115 #note
55 | OrigClOrdID = 41
56 | OrdRejReason = 103
57 | DeliverToCompID = 128
58 | DeliverToSubID = 129
59 | PossDupFlag = 43
60 | PossResend = 97
61 | OrigSendingTime = 122
62 | ClientID = 109
63 | Account = 1
64 | Commission = 12
65 | CommType = 13
66 | SettlmntTyp = 63
67 | FutSettDate = 64
68 | HandlInst = 21
69 | ExecInst = 18
70 | CxlType = 125
71 | ExDestination = 100
72 | IDSource = 22
73 | SecurityType = 167
74 | SecurityID = 48
75 | SettlCurrency = 120
76 | 


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/acceptor/model/Message.py:
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  1 | from model import Field
  2 | 
  3 | class Types(object):
  4 |     Logon = 'A'
  5 |     Heartbeat = '0'
  6 |     TestRequest = '1'
  7 |     Logout = '5'
  8 |     ResendRequest = '2'
  9 |     Reject = '3'
 10 |     SequenceReset = '4'
 11 |     MarketDataRequest = 'V'
 12 |     MarketDataSnapshot = 'W'
 13 |     MarketDataRefresh = 'X'
 14 |     NewOrder = 'D'
 15 |     ListOrder = 'E'
 16 |     OrderCancel = 'F'
 17 |     OrderCancelReplace = 'G'
 18 |     DontKnowTrade = 'Q'
 19 |     OrderStatus = 'H'
 20 |     ExecutionReport = '8'
 21 |     OrderCancelReject = '9'
 22 |     MessageReject = 'j'
 23 |     PositionRequest = 'AN'
 24 |     PositionReport = 'AP'
 25 | 
 26 | __SOH__ = chr(1)
 27 | 
 28 | def build_checksum(message):
 29 |     checksum = sum([ord(i) for i in list(message)]) % 256
 30 |     return make_pair((10, str(checksum).zfill(3)))
 31 | 
 32 | 
 33 | def make_pair(pair):
 34 |     return str(pair[0]) + "=" + str(pair[1]) + __SOH__
 35 | 
 36 | 
 37 | class Base(object):
 38 |     default_session = None
 39 |     current_session = None
 40 |     msg_type = None
 41 |     fields = []
 42 |     length = None
 43 |     string = None
 44 | 
 45 |     def __init__(self, fields=None, session=None):
 46 |         self.msg_type = None
 47 |         self.fields = []
 48 | 
 49 |         if fields is None:
 50 |             fields = []
 51 | 
 52 |         for pair in fields:
 53 |             self.set_field(pair)
 54 | 
 55 |         self.length = None
 56 |         self.string = None
 57 | 
 58 |         if not session and not self.default_session:
 59 |             raise RuntimeError('Session must be provided if default session is not set')
 60 | 
 61 |         if not session:
 62 |             self.current_session = self.default_session
 63 |         else:
 64 |             self.current_session = session
 65 | 
 66 |     def __getitem__(self, item):
 67 |         return self.get_field(item)
 68 | 
 69 |     def __setitem__(self, key, value):
 70 |         return self.set_field((key, value))
 71 | 
 72 |     def get_type(self):
 73 |         return self.msg_type
 74 | 
 75 |     def get_field(self, field_type):
 76 |         for pair in self.fields:
 77 |             if str(pair[0]) == str(field_type):
 78 |                 return pair[1]
 79 |         return b''
 80 | 
 81 |     def set_field(self, pair):
 82 |         if str(pair[0]) == str(Field.MsgType):
 83 |             self.msg_type = pair[1]
 84 | 
 85 |         self.fields.append(pair)
 86 |         self.length = None
 87 |         self.string = None
 88 |         return self
 89 | 
 90 |     def get_all_by(self, field_type):
 91 |         result = []
 92 |         for pair in self.fields:
 93 |             if str(pair[0]) == str(field_type):
 94 |                 result.append(pair[1])
 95 |         return result
 96 | 
 97 |     def get_group(self, group):
 98 |         result = []
 99 |         for field_id in group:
100 |             values = self.get_all_by(field_id)
101 |             for i, value in enumerate(values):
102 |                 if len(result) - 1 < i:
103 |                     result.append({})
104 |                 result[i][field_id] = value
105 |         return result
106 | 


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/acceptor/model/__init__.py:
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https://raw.githubusercontent.com/rinlevan/quickfix-python-samples/a01466247435046ae9f5b561f0bb3f99b9727c4f/acceptor/model/__init__.py


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/acceptor/model/logger.py:
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 1 | import logging
 2 | 
 3 | def setup_logger(logger_name, log_file, level=logging.DEBUG):
 4 |     lz = logging.getLogger(logger_name)
 5 |     formatter = logging.Formatter('%(asctime)s : %(message)s')
 6 |     fileHandler = logging.FileHandler(log_file, mode='w')
 7 |     fileHandler.setFormatter(formatter)
 8 |     streamHandler = logging.StreamHandler()
 9 |     streamHandler.setFormatter(formatter)
10 | 
11 |     lz.setLevel(level)
12 |     lz.addHandler(fileHandler)
13 |     lz.addHandler(streamHandler) 


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/acceptor/server.cfg:
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 1 | 
 2 | [DEFAULT]
 3 |  #settings which apply to all the Sessions.
 4 | ConnectionType=acceptor
 5 |  #This specifies if you are creating an acceptor(Server) or initiator (Client)
 6 | SocketReuseAddress=Y
 7 |  # FIX messages have a sequence ID, which shouldn't be used for uniqueness as specification doesn't guarantee anything about them. If Y is provided every time logon message is sent, server will reset the sequence.
 8 | FileLogPath=./Logs/
 9 |  #Path where logs will be written
10 | StartTime=00:00:00
11 |  # Time when session starts and ends
12 | EndTime=00:00:00
13 | UseDataDictionary=Y
14 | #ReconnectInterval=60
15 | # LogoutTimeout=5
16 | # LogonTimeout=30
17 |  # Time in seconds before reconnecting
18 | ResetOnLogon=Y
19 | ResetOnLogout=Y
20 | ResetOnDisconnect=Y
21 | SendRedundantResendRequests=Y
22 | #RefreshOnLogon=Y
23 | # ValidateLengthAndChecksum=Y
24 | 
25 | # session definition
26 | [SESSION]
27 | BeginString=FIX.4.3
28 | SenderCompID=SERVER
29 | TargetCompID=CLIENT
30 | SocketAcceptPort=3000
31 |  # Specifies if data dictionary will be used
32 | DataDictionary=./spec/FIX43.xml
33 | FileStorePath=./Sessions/
34 | 


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/acceptor/server.py:
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 1 | """Client FIX"""
 2 | import sys
 3 | import argparse
 4 | import quickfix
 5 | from application import Application
 6 | 
 7 | def main(config_file):
 8 |     """Main"""
 9 |     try:
10 |         settings = quickfix.SessionSettings(config_file)
11 |         application = Application()
12 |         storefactory = quickfix.FileStoreFactory(settings)
13 |         logfactory = quickfix.FileLogFactory(settings)
14 |         acceptor = quickfix.SocketAcceptor(application, storefactory, settings, logfactory)
15 | 
16 |         acceptor.start()
17 |         application.run()
18 |         acceptor.stop()
19 |         
20 | 
21 |     except (quickfix.ConfigError, quickfix.RuntimeError) as e:
22 |         print(e)
23 |         acceptor.stop()
24 |         sys.exit()
25 | 
26 | if __name__=='__main__':
27 |     parser = argparse.ArgumentParser(description='FIX Client')
28 |     parser.add_argument('file_name', type=str, help='Name of configuration file')
29 |     args = parser.parse_args()
30 |     main(args.file_name)
31 | 


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/acceptor/spec/FIX40.xml:
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  1 | <fix major='4' type='FIX' servicepack='0' minor='0'>
  2 |  <header>
  3 |   <field name='BeginString' required='Y' />
  4 |   <field name='BodyLength' required='Y' />
  5 |   <field name='MsgType' required='Y' />
  6 |   <field name='SenderCompID' required='Y' />
  7 |   <field name='TargetCompID' required='Y' />
  8 |   <field name='OnBehalfOfCompID' required='N' />
  9 |   <field name='DeliverToCompID' required='N' />
 10 |   <field name='SecureDataLen' required='N' />
 11 |   <field name='SecureData' required='N' />
 12 |   <field name='MsgSeqNum' required='Y' />
 13 |   <field name='SenderSubID' required='N' />
 14 |   <field name='TargetSubID' required='N' />
 15 |   <field name='OnBehalfOfSubID' required='N' />
 16 |   <field name='DeliverToSubID' required='N' />
 17 |   <field name='PossDupFlag' required='N' />
 18 |   <field name='PossResend' required='N' />
 19 |   <field name='SendingTime' required='Y' />
 20 |   <field name='OrigSendingTime' required='N' />
 21 |  </header>
 22 |  <messages>
 23 |   <message name='Heartbeat' msgcat='admin' msgtype='0'>
 24 |    <field name='TestReqID' required='N' />
 25 |   </message>
 26 |   <message name='TestRequest' msgcat='admin' msgtype='1'>
 27 |    <field name='TestReqID' required='Y' />
 28 |   </message>
 29 |   <message name='ResendRequest' msgcat='admin' msgtype='2'>
 30 |    <field name='BeginSeqNo' required='Y' />
 31 |    <field name='EndSeqNo' required='Y' />
 32 |   </message>
 33 |   <message name='Reject' msgcat='admin' msgtype='3'>
 34 |    <field name='RefSeqNum' required='Y' />
 35 |    <field name='Text' required='N' />
 36 |   </message>
 37 |   <message name='SequenceReset' msgcat='admin' msgtype='4'>
 38 |    <field name='GapFillFlag' required='N' />
 39 |    <field name='NewSeqNo' required='Y' />
 40 |   </message>
 41 |   <message name='Logout' msgcat='admin' msgtype='5'>
 42 |    <field name='Text' required='N' />
 43 |   </message>
 44 |   <message name='IOI' msgcat='app' msgtype='6'>
 45 |    <field name='IOIid' required='Y' />
 46 |    <field name='IOITransType' required='Y' />
 47 |    <field name='IOIRefID' required='N' />
 48 |    <field name='Symbol' required='Y' />
 49 |    <field name='SymbolSfx' required='N' />
 50 |    <field name='SecurityID' required='N' />
 51 |    <field name='IDSource' required='N' />
 52 |    <field name='Issuer' required='N' />
 53 |    <field name='SecurityDesc' required='N' />
 54 |    <field name='Side' required='Y' />
 55 |    <field name='IOIShares' required='Y' />
 56 |    <field name='Price' required='N' />
 57 |    <field name='Currency' required='N' />
 58 |    <field name='ValidUntilTime' required='N' />
 59 |    <field name='IOIQltyInd' required='N' />
 60 |    <field name='IOIOthSvc' required='N' />
 61 |    <field name='IOINaturalFlag' required='N' />
 62 |    <field name='IOIQualifier' required='N' />
 63 |    <field name='Text' required='N' />
 64 |   </message>
 65 |   <message name='Advertisement' msgcat='app' msgtype='7'>
 66 |    <field name='AdvId' required='Y' />
 67 |    <field name='AdvTransType' required='Y' />
 68 |    <field name='AdvRefID' required='N' />
 69 |    <field name='Symbol' required='Y' />
 70 |    <field name='SymbolSfx' required='N' />
 71 |    <field name='SecurityID' required='N' />
 72 |    <field name='IDSource' required='N' />
 73 |    <field name='Issuer' required='N' />
 74 |    <field name='SecurityDesc' required='N' />
 75 |    <field name='AdvSide' required='Y' />
 76 |    <field name='Shares' required='Y' />
 77 |    <field name='Price' required='N' />
 78 |    <field name='Currency' required='N' />
 79 |    <field name='TransactTime' required='N' />
 80 |    <field name='Text' required='N' />
 81 |   </message>
 82 |   <message name='ExecutionReport' msgcat='app' msgtype='8'>
 83 |    <field name='OrderID' required='Y' />
 84 |    <field name='ClOrdID' required='N' />
 85 |    <field name='ClientID' required='N' />
 86 |    <field name='ExecBroker' required='N' />
 87 |    <field name='ListID' required='N' />
 88 |    <field name='ExecID' required='Y' />
 89 |    <field name='ExecTransType' required='Y' />
 90 |    <field name='ExecRefID' required='N' />
 91 |    <field name='OrdStatus' required='Y' />
 92 |    <field name='OrdRejReason' required='N' />
 93 |    <field name='Account' required='N' />
 94 |    <field name='SettlmntTyp' required='N' />
 95 |    <field name='FutSettDate' required='N' />
 96 |    <field name='Symbol' required='Y' />
 97 |    <field name='SymbolSfx' required='N' />
 98 |    <field name='SecurityID' required='N' />
 99 |    <field name='IDSource' required='N' />
100 |    <field name='Issuer' required='N' />
101 |    <field name='SecurityDesc' required='N' />
102 |    <field name='Side' required='Y' />
103 |    <field name='OrderQty' required='Y' />
104 |    <field name='OrdType' required='N' />
105 |    <field name='Price' required='N' />
106 |    <field name='StopPx' required='N' />
107 |    <field name='Currency' required='N' />
108 |    <field name='TimeInForce' required='N' />
109 |    <field name='ExpireTime' required='N' />
110 |    <field name='ExecInst' required='N' />
111 |    <field name='Rule80A' required='N' />
112 |    <field name='LastShares' required='Y' />
113 |    <field name='LastPx' required='Y' />
114 |    <field name='LastMkt' required='N' />
115 |    <field name='LastCapacity' required='N' />
116 |    <field name='CumQty' required='Y' />
117 |    <field name='AvgPx' required='Y' />
118 |    <field name='TradeDate' required='N' />
119 |    <field name='TransactTime' required='N' />
120 |    <field name='ReportToExch' required='N' />
121 |    <field name='Commission' required='N' />
122 |    <field name='CommType' required='N' />
123 |    <group name='NoMiscFees' required='N'>
124 |     <field name='MiscFeeAmt' required='N' />
125 |     <field name='MiscFeeCurr' required='N' />
126 |     <field name='MiscFeeType' required='N' />
127 |    </group>
128 |    <field name='NetMoney' required='N' />
129 |    <field name='SettlCurrAmt' required='N' />
130 |    <field name='SettlCurrency' required='N' />
131 |    <field name='Text' required='N' />
132 |   </message>
133 |   <message name='OrderCancelReject' msgcat='app' msgtype='9'>
134 |    <field name='OrderID' required='Y' />
135 |    <field name='ClOrdID' required='Y' />
136 |    <field name='ClientID' required='N' />
137 |    <field name='ExecBroker' required='N' />
138 |    <field name='ListID' required='N' />
139 |    <field name='CxlRejReason' required='N' />
140 |    <field name='Text' required='N' />
141 |   </message>
142 |   <message name='Logon' msgcat='admin' msgtype='A'>
143 |    <field name='EncryptMethod' required='Y' />
144 |    <field name='HeartBtInt' required='Y' />
145 |    <field name='RawDataLength' required='N' />
146 |    <field name='RawData' required='N' />
147 |   </message>
148 |   <message name='News' msgcat='app' msgtype='B'>
149 |    <field name='OrigTime' required='N' />
150 |    <field name='Urgency' required='N' />
151 |    <field name='RelatdSym' required='N' />
152 |    <field name='LinesOfText' required='Y' />
153 |    <field name='Text' required='Y' />
154 |    <field name='RawDataLength' required='N' />
155 |    <field name='RawData' required='N' />
156 |   </message>
157 |   <message name='Email' msgcat='app' msgtype='C'>
158 |    <field name='EmailType' required='Y' />
159 |    <field name='OrigTime' required='N' />
160 |    <field name='RelatdSym' required='N' />
161 |    <field name='OrderID' required='N' />
162 |    <field name='ClOrdID' required='N' />
163 |    <field name='LinesOfText' required='Y' />
164 |    <field name='Text' required='Y' />
165 |    <field name='RawDataLength' required='N' />
166 |    <field name='RawData' required='N' />
167 |   </message>
168 |   <message name='NewOrderSingle' msgcat='app' msgtype='D'>
169 |    <field name='ClOrdID' required='Y' />
170 |    <field name='ClientID' required='N' />
171 |    <field name='ExecBroker' required='N' />
172 |    <field name='Account' required='N' />
173 |    <field name='SettlmntTyp' required='N' />
174 |    <field name='FutSettDate' required='N' />
175 |    <field name='HandlInst' required='Y' />
176 |    <field name='ExecInst' required='N' />
177 |    <field name='MinQty' required='N' />
178 |    <field name='MaxFloor' required='N' />
179 |    <field name='ExDestination' required='N' />
180 |    <field name='ProcessCode' required='N' />
181 |    <field name='Symbol' required='Y' />
182 |    <field name='SymbolSfx' required='N' />
183 |    <field name='SecurityID' required='N' />
184 |    <field name='IDSource' required='N' />
185 |    <field name='Issuer' required='N' />
186 |    <field name='SecurityDesc' required='N' />
187 |    <field name='PrevClosePx' required='N' />
188 |    <field name='Side' required='Y' />
189 |    <field name='LocateReqd' required='N' />
190 |    <field name='OrderQty' required='Y' />
191 |    <field name='OrdType' required='Y' />
192 |    <field name='Price' required='N' />
193 |    <field name='StopPx' required='N' />
194 |    <field name='Currency' required='N' />
195 |    <field name='IOIid' required='N' />
196 |    <field name='QuoteID' required='N' />
197 |    <field name='TimeInForce' required='N' />
198 |    <field name='ExpireTime' required='N' />
199 |    <field name='Commission' required='N' />
200 |    <field name='CommType' required='N' />
201 |    <field name='Rule80A' required='N' />
202 |    <field name='ForexReq' required='N' />
203 |    <field name='SettlCurrency' required='N' />
204 |    <field name='Text' required='N' />
205 |   </message>
206 |   <message name='NewOrderList' msgcat='app' msgtype='E'>
207 |    <field name='ListID' required='Y' />
208 |    <field name='WaveNo' required='N' />
209 |    <field name='ListSeqNo' required='Y' />
210 |    <field name='ListNoOrds' required='Y' />
211 |    <field name='ListExecInst' required='N' />
212 |    <field name='ClOrdID' required='Y' />
213 |    <field name='ClientID' required='N' />
214 |    <field name='ExecBroker' required='N' />
215 |    <field name='Account' required='N' />
216 |    <field name='SettlmntTyp' required='N' />
217 |    <field name='FutSettDate' required='N' />
218 |    <field name='HandlInst' required='Y' />
219 |    <field name='ExecInst' required='N' />
220 |    <field name='MinQty' required='N' />
221 |    <field name='MaxFloor' required='N' />
222 |    <field name='ExDestination' required='N' />
223 |    <field name='ProcessCode' required='N' />
224 |    <field name='Symbol' required='Y' />
225 |    <field name='SymbolSfx' required='N' />
226 |    <field name='SecurityID' required='N' />
227 |    <field name='IDSource' required='N' />
228 |    <field name='Issuer' required='N' />
229 |    <field name='SecurityDesc' required='N' />
230 |    <field name='PrevClosePx' required='N' />
231 |    <field name='Side' required='Y' />
232 |    <field name='LocateReqd' required='N' />
233 |    <field name='OrderQty' required='Y' />
234 |    <field name='OrdType' required='Y' />
235 |    <field name='Price' required='N' />
236 |    <field name='StopPx' required='N' />
237 |    <field name='Currency' required='N' />
238 |    <field name='TimeInForce' required='N' />
239 |    <field name='ExpireTime' required='N' />
240 |    <field name='Commission' required='N' />
241 |    <field name='CommType' required='N' />
242 |    <field name='Rule80A' required='N' />
243 |    <field name='ForexReq' required='N' />
244 |    <field name='SettlCurrency' required='N' />
245 |    <field name='Text' required='N' />
246 |   </message>
247 |   <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
248 |    <field name='OrigClOrdID' required='Y' />
249 |    <field name='OrderID' required='N' />
250 |    <field name='ClOrdID' required='Y' />
251 |    <field name='ListID' required='N' />
252 |    <field name='CxlType' required='Y' />
253 |    <field name='ClientID' required='N' />
254 |    <field name='ExecBroker' required='N' />
255 |    <field name='Symbol' required='Y' />
256 |    <field name='SymbolSfx' required='N' />
257 |    <field name='SecurityID' required='N' />
258 |    <field name='IDSource' required='N' />
259 |    <field name='Issuer' required='N' />
260 |    <field name='SecurityDesc' required='N' />
261 |    <field name='Side' required='Y' />
262 |    <field name='OrderQty' required='Y' />
263 |    <field name='Text' required='N' />
264 |   </message>
265 |   <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
266 |    <field name='OrderID' required='N' />
267 |    <field name='ClientID' required='N' />
268 |    <field name='ExecBroker' required='N' />
269 |    <field name='OrigClOrdID' required='Y' />
270 |    <field name='ClOrdID' required='Y' />
271 |    <field name='ListID' required='N' />
272 |    <field name='Account' required='N' />
273 |    <field name='SettlmntTyp' required='N' />
274 |    <field name='FutSettDate' required='N' />
275 |    <field name='HandlInst' required='Y' />
276 |    <field name='ExecInst' required='N' />
277 |    <field name='MinQty' required='N' />
278 |    <field name='MaxFloor' required='N' />
279 |    <field name='ExDestination' required='N' />
280 |    <field name='Symbol' required='Y' />
281 |    <field name='SymbolSfx' required='N' />
282 |    <field name='SecurityID' required='N' />
283 |    <field name='IDSource' required='N' />
284 |    <field name='Issuer' required='N' />
285 |    <field name='SecurityDesc' required='N' />
286 |    <field name='Side' required='Y' />
287 |    <field name='OrderQty' required='Y' />
288 |    <field name='OrdType' required='Y' />
289 |    <field name='Price' required='N' />
290 |    <field name='StopPx' required='N' />
291 |    <field name='Currency' required='N' />
292 |    <field name='TimeInForce' required='N' />
293 |    <field name='ExpireTime' required='N' />
294 |    <field name='Commission' required='N' />
295 |    <field name='CommType' required='N' />
296 |    <field name='Rule80A' required='N' />
297 |    <field name='ForexReq' required='N' />
298 |    <field name='SettlCurrency' required='N' />
299 |    <field name='Text' required='N' />
300 |   </message>
301 |   <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
302 |    <field name='OrderID' required='N' />
303 |    <field name='ClOrdID' required='Y' />
304 |    <field name='ClientID' required='N' />
305 |    <field name='ExecBroker' required='N' />
306 |    <field name='Symbol' required='Y' />
307 |    <field name='SymbolSfx' required='N' />
308 |    <field name='Issuer' required='N' />
309 |    <field name='SecurityDesc' required='N' />
310 |    <field name='Side' required='Y' />
311 |   </message>
312 |   <message name='Allocation' msgcat='app' msgtype='J'>
313 |    <field name='AllocID' required='Y' />
314 |    <field name='AllocTransType' required='Y' />
315 |    <field name='RefAllocID' required='N' />
316 |    <group name='NoOrders' required='Y'>
317 |     <field name='ClOrdID' required='Y' />
318 |     <field name='OrderID' required='N' />
319 |     <field name='ListID' required='N' />
320 |     <field name='WaveNo' required='N' />
321 |    </group>
322 |    <group name='NoExecs' required='N'>
323 |     <field name='ExecID' required='N' />
324 |     <field name='LastShares' required='N' />
325 |     <field name='LastPx' required='N' />
326 |     <field name='LastMkt' required='N' />
327 |    </group>
328 |    <field name='Side' required='Y' />
329 |    <field name='Symbol' required='Y' />
330 |    <field name='SymbolSfx' required='N' />
331 |    <field name='SecurityID' required='N' />
332 |    <field name='IDSource' required='N' />
333 |    <field name='Issuer' required='N' />
334 |    <field name='SecurityDesc' required='N' />
335 |    <field name='Shares' required='Y' />
336 |    <field name='AvgPx' required='Y' />
337 |    <field name='Currency' required='N' />
338 |    <field name='AvgPrxPrecision' required='N' />
339 |    <field name='TradeDate' required='Y' />
340 |    <field name='TransactTime' required='N' />
341 |    <field name='SettlmntTyp' required='N' />
342 |    <field name='FutSettDate' required='N' />
343 |    <field name='NetMoney' required='N' />
344 |    <group name='NoMiscFees' required='N'>
345 |     <field name='MiscFeeAmt' required='N' />
346 |     <field name='MiscFeeCurr' required='N' />
347 |     <field name='MiscFeeType' required='N' />
348 |    </group>
349 |    <field name='SettlCurrAmt' required='N' />
350 |    <field name='SettlCurrency' required='N' />
351 |    <field name='OpenClose' required='N' />
352 |    <field name='Text' required='N' />
353 |    <group name='NoAllocs' required='Y'>
354 |     <field name='AllocAccount' required='Y' />
355 |     <field name='AllocShares' required='Y' />
356 |     <field name='ProcessCode' required='N' />
357 |     <field name='ExecBroker' required='N' />
358 |     <field name='ClientID' required='N' />
359 |     <field name='Commission' required='N' />
360 |     <field name='CommType' required='N' />
361 |     <field name='NoDlvyInst' required='N' />
362 |     <field name='BrokerOfCredit' required='N' />
363 |     <field name='DlvyInst' required='N' />
364 |    </group>
365 |   </message>
366 |   <message name='ListCancelRequest' msgcat='app' msgtype='K'>
367 |    <field name='ListID' required='Y' />
368 |    <field name='WaveNo' required='N' />
369 |    <field name='Text' required='N' />
370 |   </message>
371 |   <message name='ListExecute' msgcat='app' msgtype='L'>
372 |    <field name='ListID' required='Y' />
373 |    <field name='WaveNo' required='N' />
374 |    <field name='Text' required='N' />
375 |   </message>
376 |   <message name='ListStatusRequest' msgcat='app' msgtype='M'>
377 |    <field name='ListID' required='Y' />
378 |    <field name='WaveNo' required='N' />
379 |    <field name='Text' required='N' />
380 |   </message>
381 |   <message name='ListStatus' msgcat='app' msgtype='N'>
382 |    <field name='ListID' required='Y' />
383 |    <field name='WaveNo' required='N' />
384 |    <field name='NoRpts' required='Y' />
385 |    <field name='RptSeq' required='Y' />
386 |    <group name='NoOrders' required='Y'>
387 |     <field name='ClOrdID' required='Y' />
388 |     <field name='CumQty' required='Y' />
389 |     <field name='CxlQty' required='Y' />
390 |     <field name='AvgPx' required='Y' />
391 |    </group>
392 |   </message>
393 |   <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
394 |    <field name='ClientID' required='N' />
395 |    <field name='ExecBroker' required='N' />
396 |    <field name='AllocID' required='Y' />
397 |    <field name='TradeDate' required='Y' />
398 |    <field name='TransactTime' required='N' />
399 |    <field name='AllocStatus' required='Y' />
400 |    <field name='AllocRejCode' required='N' />
401 |    <field name='Text' required='N' />
402 |   </message>
403 |   <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
404 |    <field name='OrderID' required='N' />
405 |    <field name='ExecID' required='N' />
406 |    <field name='DKReason' required='Y' />
407 |    <field name='Symbol' required='Y' />
408 |    <field name='Side' required='Y' />
409 |    <field name='OrderQty' required='Y' />
410 |    <field name='LastShares' required='Y' />
411 |    <field name='LastPx' required='Y' />
412 |    <field name='Text' required='N' />
413 |   </message>
414 |   <message name='QuoteRequest' msgcat='app' msgtype='R'>
415 |    <field name='QuoteReqID' required='Y' />
416 |    <field name='Symbol' required='Y' />
417 |    <field name='SymbolSfx' required='N' />
418 |    <field name='SecurityID' required='N' />
419 |    <field name='IDSource' required='N' />
420 |    <field name='Issuer' required='N' />
421 |    <field name='SecurityDesc' required='N' />
422 |    <field name='PrevClosePx' required='N' />
423 |    <field name='Side' required='N' />
424 |    <field name='OrderQty' required='N' />
425 |   </message>
426 |   <message name='Quote' msgcat='app' msgtype='S'>
427 |    <field name='QuoteReqID' required='N' />
428 |    <field name='QuoteID' required='Y' />
429 |    <field name='Symbol' required='Y' />
430 |    <field name='SymbolSfx' required='N' />
431 |    <field name='SecurityID' required='N' />
432 |    <field name='IDSource' required='N' />
433 |    <field name='Issuer' required='N' />
434 |    <field name='SecurityDesc' required='N' />
435 |    <field name='BidPx' required='Y' />
436 |    <field name='OfferPx' required='N' />
437 |    <field name='BidSize' required='N' />
438 |    <field name='OfferSize' required='N' />
439 |    <field name='ValidUntilTime' required='N' />
440 |   </message>
441 |  </messages>
442 |  <trailer>
443 |   <field name='SignatureLength' required='N' />
444 |   <field name='Signature' required='N' />
445 |   <field name='CheckSum' required='Y' />
446 |  </trailer>
447 |  <components />
448 |  <fields>
449 |   <field number='1' name='Account' type='CHAR' />
450 |   <field number='2' name='AdvId' type='INT' />
451 |   <field number='3' name='AdvRefID' type='INT' />
452 |   <field number='4' name='AdvSide' type='CHAR'>
453 |    <value enum='B' description='BUY' />
454 |    <value enum='S' description='SELL' />
455 |    <value enum='T' description='TRADE' />
456 |    <value enum='X' description='CROSS' />
457 |   </field>
458 |   <field number='5' name='AdvTransType' type='CHAR'>
459 |    <value enum='C' description='CANCEL' />
460 |    <value enum='N' description='NEW' />
461 |    <value enum='R' description='REPLACE' />
462 |   </field>
463 |   <field number='6' name='AvgPx' type='FLOAT' />
464 |   <field number='7' name='BeginSeqNo' type='INT' />
465 |   <field number='8' name='BeginString' type='CHAR' />
466 |   <field number='9' name='BodyLength' type='INT' />
467 |   <field number='10' name='CheckSum' type='CHAR' />
468 |   <field number='11' name='ClOrdID' type='CHAR' />
469 |   <field number='12' name='Commission' type='FLOAT' />
470 |   <field number='13' name='CommType' type='CHAR'>
471 |    <value enum='1' description='PER_SHARE' />
472 |    <value enum='2' description='PERCENTAGE' />
473 |    <value enum='3' description='ABSOLUTE' />
474 |   </field>
475 |   <field number='14' name='CumQty' type='INT' />
476 |   <field number='15' name='Currency' type='CHAR' />
477 |   <field number='16' name='EndSeqNo' type='INT' />
478 |   <field number='17' name='ExecID' type='INT' />
479 |   <field number='18' name='ExecInst' type='CHAR'>
480 |    <value enum='0' description='STAY_ON_OFFERSIDE' />
481 |    <value enum='1' description='NOT_HELD' />
482 |    <value enum='2' description='WORK' />
483 |    <value enum='3' description='GO_ALONG' />
484 |    <value enum='4' description='OVER_THE_DAY' />
485 |    <value enum='5' description='HELD' />
486 |    <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
487 |    <value enum='7' description='STRICT_SCALE' />
488 |    <value enum='8' description='TRY_TO_SCALE' />
489 |    <value enum='9' description='STAY_ON_BIDSIDE' />
490 |    <value enum='A' description='NO_CROSS' />
491 |    <value enum='B' description='OK_TO_CROSS' />
492 |    <value enum='C' description='CALL_FIRST' />
493 |    <value enum='D' description='PERCENT_OF_VOLUME' />
494 |    <value enum='E' description='DO_NOT_INCREASE' />
495 |    <value enum='F' description='DO_NOT_REDUCE' />
496 |    <value enum='G' description='ALL_OR_NONE' />
497 |    <value enum='I' description='INSTITUTIONS_ONLY' />
498 |    <value enum='L' description='LAST_PEG' />
499 |    <value enum='M' description='MID_PRICE_PEG' />
500 |    <value enum='N' description='NON_NEGOTIABLE' />
501 |    <value enum='O' description='OPENING_PEG' />
502 |    <value enum='P' description='MARKET_PEG' />
503 |    <value enum='R' description='PRIMARY_PEG' />
504 |    <value enum='S' description='SUSPEND' />
505 |   </field>
506 |   <field number='19' name='ExecRefID' type='INT' />
507 |   <field number='20' name='ExecTransType' type='CHAR'>
508 |    <value enum='0' description='NEW' />
509 |    <value enum='1' description='CANCEL' />
510 |    <value enum='2' description='CORRECT' />
511 |    <value enum='3' description='STATUS' />
512 |   </field>
513 |   <field number='21' name='HandlInst' type='CHAR'>
514 |    <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
515 |    <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
516 |    <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
517 |   </field>
518 |   <field number='22' name='IDSource' type='CHAR'>
519 |    <value enum='1' description='CUSIP' />
520 |    <value enum='2' description='SEDOL' />
521 |    <value enum='3' description='QUIK' />
522 |    <value enum='4' description='ISIN_NUMBER' />
523 |    <value enum='5' description='RIC_CODE' />
524 |   </field>
525 |   <field number='23' name='IOIid' type='INT' />
526 |   <field number='24' name='IOIOthSvc' type='CHAR'>
527 |    <value enum='A' description='AUTEX' />
528 |    <value enum='B' description='BRIDGE' />
529 |   </field>
530 |   <field number='25' name='IOIQltyInd' type='CHAR'>
531 |    <value enum='H' description='HIGH' />
532 |    <value enum='L' description='LOW' />
533 |    <value enum='M' description='MEDIUM' />
534 |   </field>
535 |   <field number='26' name='IOIRefID' type='INT' />
536 |   <field number='27' name='IOIShares' type='CHAR'>
537 |    <value enum='L' description='LARGE' />
538 |    <value enum='M' description='MEDIUM' />
539 |    <value enum='S' description='SMALL' />
540 |   </field>
541 |   <field number='28' name='IOITransType' type='CHAR'>
542 |    <value enum='C' description='CANCEL' />
543 |    <value enum='N' description='NEW' />
544 |    <value enum='R' description='REPLACE' />
545 |   </field>
546 |   <field number='29' name='LastCapacity' type='CHAR'>
547 |    <value enum='1' description='AGENT' />
548 |    <value enum='2' description='CROSS_AS_AGENT' />
549 |    <value enum='3' description='CROSS_AS_PRINCIPAL' />
550 |    <value enum='4' description='PRINCIPAL' />
551 |   </field>
552 |   <field number='30' name='LastMkt' type='CHAR' />
553 |   <field number='31' name='LastPx' type='FLOAT' />
554 |   <field number='32' name='LastShares' type='INT' />
555 |   <field number='33' name='LinesOfText' type='INT' />
556 |   <field number='34' name='MsgSeqNum' type='INT' />
557 |   <field number='35' name='MsgType' type='CHAR'>
558 |    <value enum='0' description='HEARTBEAT' />
559 |    <value enum='1' description='TEST_REQUEST' />
560 |    <value enum='2' description='RESEND_REQUEST' />
561 |    <value enum='3' description='REJECT' />
562 |    <value enum='4' description='SEQUENCE_RESET' />
563 |    <value enum='5' description='LOGOUT' />
564 |    <value enum='6' description='INDICATION_OF_INTEREST' />
565 |    <value enum='7' description='ADVERTISEMENT' />
566 |    <value enum='8' description='EXECUTION_REPORT' />
567 |    <value enum='9' description='ORDER_CANCEL_REJECT' />
568 |    <value enum='A' description='LOGON' />
569 |    <value enum='B' description='NEWS' />
570 |    <value enum='C' description='EMAIL' />
571 |    <value enum='D' description='ORDER_D' />
572 |    <value enum='E' description='ORDER_E' />
573 |    <value enum='F' description='ORDER_CANCEL_REQUEST' />
574 |    <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
575 |    <value enum='H' description='ORDER_STATUS_REQUEST' />
576 |    <value enum='J' description='ALLOCATION' />
577 |    <value enum='K' description='LIST_CANCEL_REQUEST' />
578 |    <value enum='L' description='LIST_EXECUTE' />
579 |    <value enum='M' description='LIST_STATUS_REQUEST' />
580 |    <value enum='N' description='LIST_STATUS' />
581 |    <value enum='P' description='ALLOCATION_ACK' />
582 |    <value enum='Q' description='DONT_KNOW_TRADE' />
583 |    <value enum='R' description='QUOTE_REQUEST' />
584 |    <value enum='S' description='QUOTE' />
585 |   </field>
586 |   <field number='36' name='NewSeqNo' type='INT' />
587 |   <field number='37' name='OrderID' type='CHAR' />
588 |   <field number='38' name='OrderQty' type='INT' />
589 |   <field number='39' name='OrdStatus' type='CHAR'>
590 |    <value enum='0' description='NEW' />
591 |    <value enum='1' description='PARTIALLY_FILLED' />
592 |    <value enum='2' description='FILLED' />
593 |    <value enum='3' description='DONE_FOR_DAY' />
594 |    <value enum='4' description='CANCELED' />
595 |    <value enum='5' description='REPLACED' />
596 |    <value enum='6' description='PENDING_CANCEL_REPLACE' />
597 |    <value enum='7' description='STOPPED' />
598 |    <value enum='8' description='REJECTED' />
599 |    <value enum='9' description='SUSPENDED' />
600 |    <value enum='A' description='PENDING_NEW' />
601 |    <value enum='B' description='CALCULATED' />
602 |    <value enum='C' description='EXPIRED' />
603 |   </field>
604 |   <field number='40' name='OrdType' type='CHAR'>
605 |    <value enum='1' description='MARKET' />
606 |    <value enum='2' description='LIMIT' />
607 |    <value enum='3' description='STOP' />
608 |    <value enum='4' description='STOP_LIMIT' />
609 |    <value enum='5' description='MARKET_ON_CLOSE' />
610 |    <value enum='6' description='WITH_OR_WITHOUT' />
611 |    <value enum='7' description='LIMIT_OR_BETTER' />
612 |    <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
613 |    <value enum='9' description='ON_BASIS' />
614 |    <value enum='A' description='ON_CLOSE' />
615 |    <value enum='B' description='LIMIT_ON_CLOSE' />
616 |    <value enum='C' description='FOREX' />
617 |    <value enum='D' description='PREVIOUSLY_QUOTED' />
618 |    <value enum='E' description='PREVIOUSLY_INDICATED' />
619 |    <value enum='P' description='PEGGED' />
620 |   </field>
621 |   <field number='41' name='OrigClOrdID' type='CHAR' />
622 |   <field number='42' name='OrigTime' type='TIME' />
623 |   <field number='43' name='PossDupFlag' type='CHAR'>
624 |    <value enum='N' description='NO' />
625 |    <value enum='Y' description='YES' />
626 |   </field>
627 |   <field number='44' name='Price' type='FLOAT' />
628 |   <field number='45' name='RefSeqNum' type='INT' />
629 |   <field number='46' name='RelatdSym' type='CHAR' />
630 |   <field number='47' name='Rule80A' type='CHAR'>
631 |    <value enum='A' description='AGENCY_SINGLE_ORDER' />
632 |    <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
633 |    <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
634 |    <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
635 |    <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
636 |    <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
637 |    <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
638 |    <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
639 |    <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
640 |    <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
641 |    <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
642 |   </field>
643 |   <field number='48' name='SecurityID' type='CHAR' />
644 |   <field number='49' name='SenderCompID' type='CHAR' />
645 |   <field number='50' name='SenderSubID' type='CHAR' />
646 |   <field number='52' name='SendingTime' type='TIME' />
647 |   <field number='53' name='Shares' type='INT' />
648 |   <field number='54' name='Side' type='CHAR'>
649 |    <value enum='1' description='BUY' />
650 |    <value enum='2' description='SELL' />
651 |    <value enum='3' description='BUY_MINUS' />
652 |    <value enum='4' description='SELL_PLUS' />
653 |    <value enum='5' description='SELL_SHORT' />
654 |    <value enum='6' description='SELL_SHORT_EXEMPT' />
655 |   </field>
656 |   <field number='55' name='Symbol' type='CHAR' />
657 |   <field number='56' name='TargetCompID' type='CHAR' />
658 |   <field number='57' name='TargetSubID' type='CHAR' />
659 |   <field number='58' name='Text' type='CHAR' />
660 |   <field number='59' name='TimeInForce' type='CHAR'>
661 |    <value enum='0' description='DAY' />
662 |    <value enum='1' description='GOOD_TILL_CANCEL' />
663 |    <value enum='2' description='AT_THE_OPENING' />
664 |    <value enum='3' description='IMMEDIATE_OR_CANCEL' />
665 |    <value enum='4' description='FILL_OR_KILL' />
666 |    <value enum='5' description='GOOD_TILL_CROSSING' />
667 |    <value enum='6' description='GOOD_TILL_DATE' />
668 |   </field>
669 |   <field number='60' name='TransactTime' type='TIME' />
670 |   <field number='61' name='Urgency' type='CHAR'>
671 |    <value enum='0' description='NORMAL' />
672 |    <value enum='1' description='FLASH' />
673 |    <value enum='2' description='BACKGROUND' />
674 |   </field>
675 |   <field number='62' name='ValidUntilTime' type='TIME' />
676 |   <field number='63' name='SettlmntTyp' type='CHAR'>
677 |    <value enum='0' description='REGULAR' />
678 |    <value enum='1' description='CASH' />
679 |    <value enum='2' description='NEXT_DAY' />
680 |    <value enum='3' description='T_PLUS_2' />
681 |    <value enum='4' description='T_PLUS_3' />
682 |    <value enum='5' description='T_PLUS_4' />
683 |    <value enum='6' description='FUTURE' />
684 |    <value enum='7' description='WHEN_ISSUED' />
685 |    <value enum='8' description='SELLERS_OPTION' />
686 |    <value enum='9' description='T_PLUS_5' />
687 |   </field>
688 |   <field number='64' name='FutSettDate' type='DATE' />
689 |   <field number='65' name='SymbolSfx' type='CHAR' />
690 |   <field number='66' name='ListID' type='CHAR' />
691 |   <field number='67' name='ListSeqNo' type='INT' />
692 |   <field number='68' name='ListNoOrds' type='INT' />
693 |   <field number='69' name='ListExecInst' type='CHAR' />
694 |   <field number='70' name='AllocID' type='INT' />
695 |   <field number='71' name='AllocTransType' type='CHAR'>
696 |    <value enum='0' description='NEW' />
697 |    <value enum='1' description='REPLACE' />
698 |    <value enum='2' description='CANCEL' />
699 |   </field>
700 |   <field number='72' name='RefAllocID' type='INT' />
701 |   <field number='73' name='NoOrders' type='INT' />
702 |   <field number='74' name='AvgPrxPrecision' type='INT' />
703 |   <field number='75' name='TradeDate' type='DATE' />
704 |   <field number='76' name='ExecBroker' type='CHAR' />
705 |   <field number='77' name='OpenClose' type='CHAR' />
706 |   <field number='78' name='NoAllocs' type='INT' />
707 |   <field number='79' name='AllocAccount' type='CHAR' />
708 |   <field number='80' name='AllocShares' type='INT' />
709 |   <field number='81' name='ProcessCode' type='CHAR'>
710 |    <value enum='0' description='REGULAR' />
711 |    <value enum='1' description='SOFT_DOLLAR' />
712 |    <value enum='2' description='STEP_IN' />
713 |    <value enum='3' description='STEP_OUT' />
714 |    <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
715 |    <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
716 |    <value enum='6' description='PLAN_SPONSOR' />
717 |   </field>
718 |   <field number='82' name='NoRpts' type='INT' />
719 |   <field number='83' name='RptSeq' type='INT' />
720 |   <field number='84' name='CxlQty' type='INT' />
721 |   <field number='85' name='NoDlvyInst' type='INT' />
722 |   <field number='86' name='DlvyInst' type='CHAR' />
723 |   <field number='87' name='AllocStatus' type='INT'>
724 |    <value enum='0' description='ACCEPTED' />
725 |    <value enum='1' description='REJECTED' />
726 |    <value enum='2' description='PARTIAL_ACCEPT' />
727 |    <value enum='3' description='RECEIVED' />
728 |   </field>
729 |   <field number='88' name='AllocRejCode' type='INT'>
730 |    <value enum='0' description='UNKNOWN_ACCOUNT' />
731 |    <value enum='1' description='INCORRECT_QUANTITY' />
732 |    <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
733 |    <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
734 |    <value enum='4' description='COMMISSION_DIFFERENCE' />
735 |    <value enum='5' description='UNKNOWN_ORDERID' />
736 |    <value enum='6' description='UNKNOWN_LISTID' />
737 |    <value enum='7' description='OTHER' />
738 |   </field>
739 |   <field number='89' name='Signature' type='DATA' />
740 |   <field number='90' name='SecureDataLen' type='LENGTH' />
741 |   <field number='91' name='SecureData' type='DATA' />
742 |   <field number='92' name='BrokerOfCredit' type='CHAR' />
743 |   <field number='93' name='SignatureLength' type='LENGTH' />
744 |   <field number='94' name='EmailType' type='CHAR'>
745 |    <value enum='0' description='NEW' />
746 |    <value enum='1' description='REPLY' />
747 |    <value enum='2' description='ADMIN_REPLY' />
748 |   </field>
749 |   <field number='95' name='RawDataLength' type='LENGTH' />
750 |   <field number='96' name='RawData' type='DATA' />
751 |   <field number='97' name='PossResend' type='CHAR' />
752 |   <field number='98' name='EncryptMethod' type='INT'>
753 |    <value enum='0' description='NONE' />
754 |    <value enum='1' description='PKCS' />
755 |    <value enum='2' description='DES' />
756 |    <value enum='3' description='PKCS_DES' />
757 |    <value enum='4' description='PGP_DES' />
758 |    <value enum='5' description='PGP_DES_MD5' />
759 |    <value enum='6' description='PEM_DES_MD5' />
760 |   </field>
761 |   <field number='99' name='StopPx' type='FLOAT' />
762 |   <field number='100' name='ExDestination' type='CHAR'>
763 |    <value enum='0' description='NONE' />
764 |    <value enum='4' description='POSIT' />
765 |   </field>
766 |   <field number='102' name='CxlRejReason' type='INT'>
767 |    <value enum='0' description='TOO_LATE_TO_CANCEL' />
768 |    <value enum='1' description='UNKNOWN_ORDER' />
769 |   </field>
770 |   <field number='103' name='OrdRejReason' type='INT'>
771 |    <value enum='0' description='BROKER_OPTION' />
772 |    <value enum='1' description='UNKNOWN_SYMBOL' />
773 |    <value enum='2' description='EXCHANGE_CLOSED' />
774 |    <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
775 |    <value enum='4' description='TOO_LATE_TO_ENTER' />
776 |   </field>
777 |   <field number='104' name='IOIQualifier' type='CHAR'>
778 |    <value enum='A' description='ALL_OR_NONE' />
779 |    <value enum='C' description='AT_THE_CLOSE' />
780 |    <value enum='I' description='IN_TOUCH_WITH' />
781 |    <value enum='L' description='LIMIT' />
782 |    <value enum='M' description='MORE_BEHIND' />
783 |    <value enum='O' description='AT_THE_OPEN' />
784 |    <value enum='P' description='TAKING_A_POSITION' />
785 |    <value enum='Q' description='CURRENT_QUOTE' />
786 |    <value enum='S' description='PORTFOLIO_SHOW_N' />
787 |    <value enum='T' description='THROUGH_THE_DAY' />
788 |    <value enum='V' description='VERSUS' />
789 |    <value enum='W' description='INDICATION' />
790 |    <value enum='X' description='CROSSING_OPPORTUNITY' />
791 |   </field>
792 |   <field number='105' name='WaveNo' type='CHAR' />
793 |   <field number='106' name='Issuer' type='CHAR' />
794 |   <field number='107' name='SecurityDesc' type='CHAR' />
795 |   <field number='108' name='HeartBtInt' type='INT' />
796 |   <field number='109' name='ClientID' type='CHAR' />
797 |   <field number='110' name='MinQty' type='INT' />
798 |   <field number='111' name='MaxFloor' type='INT' />
799 |   <field number='112' name='TestReqID' type='CHAR' />
800 |   <field number='113' name='ReportToExch' type='CHAR'>
801 |    <value enum='N' description='NO' />
802 |    <value enum='Y' description='YES' />
803 |   </field>
804 |   <field number='114' name='LocateReqd' type='CHAR'>
805 |    <value enum='N' description='NO' />
806 |    <value enum='Y' description='YES' />
807 |   </field>
808 |   <field number='115' name='OnBehalfOfCompID' type='CHAR' />
809 |   <field number='116' name='OnBehalfOfSubID' type='CHAR' />
810 |   <field number='117' name='QuoteID' type='CHAR' />
811 |   <field number='118' name='NetMoney' type='FLOAT' />
812 |   <field number='119' name='SettlCurrAmt' type='FLOAT' />
813 |   <field number='120' name='SettlCurrency' type='CHAR' />
814 |   <field number='121' name='ForexReq' type='CHAR'>
815 |    <value enum='N' description='NO' />
816 |    <value enum='Y' description='YES' />
817 |   </field>
818 |   <field number='122' name='OrigSendingTime' type='TIME' />
819 |   <field number='123' name='GapFillFlag' type='CHAR'>
820 |    <value enum='N' description='NO' />
821 |    <value enum='Y' description='YES' />
822 |   </field>
823 |   <field number='124' name='NoExecs' type='INT' />
824 |   <field number='125' name='CxlType' type='CHAR'>
825 |    <value enum='F' description='FULL_REMAINING_QUANTITY' />
826 |    <value enum='P' description='PARTIAL_CANCEL' />
827 |   </field>
828 |   <field number='126' name='ExpireTime' type='TIME' />
829 |   <field number='127' name='DKReason' type='CHAR'>
830 |    <value enum='A' description='UNKNOWN_SYMBOL' />
831 |    <value enum='B' description='WRONG_SIDE' />
832 |    <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
833 |    <value enum='D' description='NO_MATCHING_ORDER' />
834 |    <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
835 |    <value enum='Z' description='OTHER' />
836 |   </field>
837 |   <field number='128' name='DeliverToCompID' type='CHAR' />
838 |   <field number='129' name='DeliverToSubID' type='CHAR' />
839 |   <field number='130' name='IOINaturalFlag' type='CHAR'>
840 |    <value enum='N' description='NO' />
841 |    <value enum='Y' description='YES' />
842 |   </field>
843 |   <field number='131' name='QuoteReqID' type='CHAR' />
844 |   <field number='132' name='BidPx' type='FLOAT' />
845 |   <field number='133' name='OfferPx' type='FLOAT' />
846 |   <field number='134' name='BidSize' type='INT' />
847 |   <field number='135' name='OfferSize' type='INT' />
848 |   <field number='136' name='NoMiscFees' type='INT' />
849 |   <field number='137' name='MiscFeeAmt' type='FLOAT' />
850 |   <field number='138' name='MiscFeeCurr' type='CHAR' />
851 |   <field number='139' name='MiscFeeType' type='CHAR'>
852 |    <value enum='1' description='REGULATORY' />
853 |    <value enum='2' description='TAX' />
854 |    <value enum='3' description='LOCAL_COMMISSION' />
855 |    <value enum='4' description='EXCHANGE_FEES' />
856 |    <value enum='5' description='STAMP' />
857 |    <value enum='6' description='LEVY' />
858 |    <value enum='7' description='OTHER' />
859 |   </field>
860 |   <field number='140' name='PrevClosePx' type='FLOAT' />
861 |  </fields>
862 | </fix>


--------------------------------------------------------------------------------
/acceptor/spec/FIX41.xml:
--------------------------------------------------------------------------------
   1 | <fix major='4' type='FIX' servicepack='0' minor='1'>
   2 |  <header>
   3 |   <field name='BeginString' required='Y' />
   4 |   <field name='BodyLength' required='Y' />
   5 |   <field name='MsgType' required='Y' />
   6 |   <field name='SenderCompID' required='Y' />
   7 |   <field name='TargetCompID' required='Y' />
   8 |   <field name='OnBehalfOfCompID' required='N' />
   9 |   <field name='DeliverToCompID' required='N' />
  10 |   <field name='SecureDataLen' required='N' />
  11 |   <field name='SecureData' required='N' />
  12 |   <field name='MsgSeqNum' required='Y' />
  13 |   <field name='SenderSubID' required='N' />
  14 |   <field name='SenderLocationID' required='N' />
  15 |   <field name='TargetSubID' required='N' />
  16 |   <field name='TargetLocationID' required='N' />
  17 |   <field name='OnBehalfOfSubID' required='N' />
  18 |   <field name='OnBehalfOfLocationID' required='N' />
  19 |   <field name='DeliverToSubID' required='N' />
  20 |   <field name='DeliverToLocationID' required='N' />
  21 |   <field name='PossDupFlag' required='N' />
  22 |   <field name='PossResend' required='N' />
  23 |   <field name='SendingTime' required='Y' />
  24 |   <field name='OrigSendingTime' required='N' />
  25 |  </header>
  26 |  <messages>
  27 |   <message name='Heartbeat' msgcat='admin' msgtype='0'>
  28 |    <field name='TestReqID' required='N' />
  29 |   </message>
  30 |   <message name='TestRequest' msgcat='admin' msgtype='1'>
  31 |    <field name='TestReqID' required='Y' />
  32 |   </message>
  33 |   <message name='ResendRequest' msgcat='admin' msgtype='2'>
  34 |    <field name='BeginSeqNo' required='Y' />
  35 |    <field name='EndSeqNo' required='Y' />
  36 |   </message>
  37 |   <message name='Reject' msgcat='admin' msgtype='3'>
  38 |    <field name='RefSeqNum' required='Y' />
  39 |    <field name='Text' required='N' />
  40 |   </message>
  41 |   <message name='SequenceReset' msgcat='admin' msgtype='4'>
  42 |    <field name='GapFillFlag' required='N' />
  43 |    <field name='NewSeqNo' required='Y' />
  44 |   </message>
  45 |   <message name='Logout' msgcat='admin' msgtype='5'>
  46 |    <field name='Text' required='N' />
  47 |   </message>
  48 |   <message name='IOI' msgcat='app' msgtype='6'>
  49 |    <field name='IOIid' required='Y' />
  50 |    <field name='IOITransType' required='Y' />
  51 |    <field name='IOIRefID' required='N' />
  52 |    <field name='Symbol' required='Y' />
  53 |    <field name='SymbolSfx' required='N' />
  54 |    <field name='SecurityID' required='N' />
  55 |    <field name='IDSource' required='N' />
  56 |    <field name='SecurityType' required='N' />
  57 |    <field name='MaturityMonthYear' required='N' />
  58 |    <field name='MaturityDay' required='N' />
  59 |    <field name='PutOrCall' required='N' />
  60 |    <field name='StrikePrice' required='N' />
  61 |    <field name='OptAttribute' required='N' />
  62 |    <field name='SecurityExchange' required='N' />
  63 |    <field name='Issuer' required='N' />
  64 |    <field name='SecurityDesc' required='N' />
  65 |    <field name='Side' required='Y' />
  66 |    <field name='IOIShares' required='Y' />
  67 |    <field name='Price' required='N' />
  68 |    <field name='Currency' required='N' />
  69 |    <field name='ValidUntilTime' required='N' />
  70 |    <field name='IOIQltyInd' required='N' />
  71 |    <field name='IOIOthSvc' required='N' />
  72 |    <field name='IOINaturalFlag' required='N' />
  73 |    <group name='NoIOIQualifiers' required='N'>
  74 |     <field name='IOIQualifier' required='N' />
  75 |    </group>
  76 |    <field name='Text' required='N' />
  77 |    <field name='TransactTime' required='N' />
  78 |    <field name='URLLink' required='N' />
  79 |   </message>
  80 |   <message name='Advertisement' msgcat='app' msgtype='7'>
  81 |    <field name='AdvId' required='Y' />
  82 |    <field name='AdvTransType' required='Y' />
  83 |    <field name='AdvRefID' required='N' />
  84 |    <field name='Symbol' required='Y' />
  85 |    <field name='SymbolSfx' required='N' />
  86 |    <field name='SecurityID' required='N' />
  87 |    <field name='IDSource' required='N' />
  88 |    <field name='SecurityType' required='N' />
  89 |    <field name='MaturityMonthYear' required='N' />
  90 |    <field name='MaturityDay' required='N' />
  91 |    <field name='PutOrCall' required='N' />
  92 |    <field name='StrikePrice' required='N' />
  93 |    <field name='OptAttribute' required='N' />
  94 |    <field name='SecurityExchange' required='N' />
  95 |    <field name='Issuer' required='N' />
  96 |    <field name='SecurityDesc' required='N' />
  97 |    <field name='AdvSide' required='Y' />
  98 |    <field name='Shares' required='Y' />
  99 |    <field name='Price' required='N' />
 100 |    <field name='Currency' required='N' />
 101 |    <field name='TradeDate' required='N' />
 102 |    <field name='TransactTime' required='N' />
 103 |    <field name='Text' required='N' />
 104 |    <field name='URLLink' required='N' />
 105 |    <field name='LastMkt' required='N' />
 106 |   </message>
 107 |   <message name='ExecutionReport' msgcat='app' msgtype='8'>
 108 |    <field name='OrderID' required='Y' />
 109 |    <field name='SecondaryOrderID' required='N' />
 110 |    <field name='ClOrdID' required='N' />
 111 |    <field name='OrigClOrdID' required='N' />
 112 |    <field name='ClientID' required='N' />
 113 |    <field name='ExecBroker' required='N' />
 114 |    <field name='ListID' required='N' />
 115 |    <field name='ExecID' required='Y' />
 116 |    <field name='ExecTransType' required='Y' />
 117 |    <field name='ExecRefID' required='N' />
 118 |    <field name='ExecType' required='Y' />
 119 |    <field name='OrdStatus' required='Y' />
 120 |    <field name='OrdRejReason' required='N' />
 121 |    <field name='Account' required='N' />
 122 |    <field name='SettlmntTyp' required='N' />
 123 |    <field name='FutSettDate' required='N' />
 124 |    <field name='Symbol' required='Y' />
 125 |    <field name='SymbolSfx' required='N' />
 126 |    <field name='SecurityID' required='N' />
 127 |    <field name='IDSource' required='N' />
 128 |    <field name='SecurityType' required='N' />
 129 |    <field name='MaturityMonthYear' required='N' />
 130 |    <field name='MaturityDay' required='N' />
 131 |    <field name='PutOrCall' required='N' />
 132 |    <field name='StrikePrice' required='N' />
 133 |    <field name='OptAttribute' required='N' />
 134 |    <field name='SecurityExchange' required='N' />
 135 |    <field name='Issuer' required='N' />
 136 |    <field name='SecurityDesc' required='N' />
 137 |    <field name='Side' required='Y' />
 138 |    <field name='OrderQty' required='Y' />
 139 |    <field name='OrdType' required='N' />
 140 |    <field name='Price' required='N' />
 141 |    <field name='StopPx' required='N' />
 142 |    <field name='PegDifference' required='N' />
 143 |    <field name='Currency' required='N' />
 144 |    <field name='TimeInForce' required='N' />
 145 |    <field name='ExpireTime' required='N' />
 146 |    <field name='ExecInst' required='N' />
 147 |    <field name='Rule80A' required='N' />
 148 |    <field name='LastShares' required='Y' />
 149 |    <field name='LastPx' required='Y' />
 150 |    <field name='LastSpotRate' required='N' />
 151 |    <field name='LastForwardPoints' required='N' />
 152 |    <field name='LastMkt' required='N' />
 153 |    <field name='LastCapacity' required='N' />
 154 |    <field name='LeavesQty' required='Y' />
 155 |    <field name='CumQty' required='Y' />
 156 |    <field name='AvgPx' required='Y' />
 157 |    <field name='TradeDate' required='N' />
 158 |    <field name='TransactTime' required='N' />
 159 |    <field name='ReportToExch' required='N' />
 160 |    <field name='Commission' required='N' />
 161 |    <field name='CommType' required='N' />
 162 |    <field name='SettlCurrAmt' required='N' />
 163 |    <field name='SettlCurrency' required='N' />
 164 |    <field name='SettlCurrFxRate' required='N' />
 165 |    <field name='SettlCurrFxRateCalc' required='N' />
 166 |    <field name='Text' required='N' />
 167 |   </message>
 168 |   <message name='OrderCancelReject' msgcat='app' msgtype='9'>
 169 |    <field name='OrderID' required='Y' />
 170 |    <field name='SecondaryOrderID' required='N' />
 171 |    <field name='ClOrdID' required='Y' />
 172 |    <field name='OrigClOrdID' required='Y' />
 173 |    <field name='OrdStatus' required='Y' />
 174 |    <field name='ClientID' required='N' />
 175 |    <field name='ExecBroker' required='N' />
 176 |    <field name='ListID' required='N' />
 177 |    <field name='CxlRejReason' required='N' />
 178 |    <field name='Text' required='N' />
 179 |   </message>
 180 |   <message name='Logon' msgcat='admin' msgtype='A'>
 181 |    <field name='EncryptMethod' required='Y' />
 182 |    <field name='HeartBtInt' required='Y' />
 183 |    <field name='RawDataLength' required='N' />
 184 |    <field name='RawData' required='N' />
 185 |    <field name='ResetSeqNumFlag' required='N' />
 186 |   </message>
 187 |   <message name='News' msgcat='app' msgtype='B'>
 188 |    <field name='OrigTime' required='N' />
 189 |    <field name='Urgency' required='N' />
 190 |    <field name='Headline' required='Y' />
 191 |    <group name='NoRelatedSym' required='N'>
 192 |     <field name='RelatdSym' required='N' />
 193 |     <field name='SymbolSfx' required='N' />
 194 |     <field name='SecurityID' required='N' />
 195 |     <field name='IDSource' required='N' />
 196 |     <field name='SecurityType' required='N' />
 197 |     <field name='MaturityMonthYear' required='N' />
 198 |     <field name='MaturityDay' required='N' />
 199 |     <field name='PutOrCall' required='N' />
 200 |     <field name='StrikePrice' required='N' />
 201 |     <field name='OptAttribute' required='N' />
 202 |     <field name='SecurityExchange' required='N' />
 203 |     <field name='Issuer' required='N' />
 204 |     <field name='SecurityDesc' required='N' />
 205 |    </group>
 206 |    <group name='LinesOfText' required='Y'>
 207 |     <field name='Text' required='Y' />
 208 |    </group>
 209 |    <field name='URLLink' required='N' />
 210 |    <field name='RawDataLength' required='N' />
 211 |    <field name='RawData' required='N' />
 212 |   </message>
 213 |   <message name='Email' msgcat='app' msgtype='C'>
 214 |    <field name='EmailThreadID' required='Y' />
 215 |    <field name='EmailType' required='Y' />
 216 |    <field name='OrigTime' required='N' />
 217 |    <field name='Subject' required='Y' />
 218 |    <group name='NoRelatedSym' required='N'>
 219 |     <field name='RelatdSym' required='N' />
 220 |     <field name='SymbolSfx' required='N' />
 221 |     <field name='SecurityID' required='N' />
 222 |     <field name='IDSource' required='N' />
 223 |     <field name='SecurityType' required='N' />
 224 |     <field name='MaturityMonthYear' required='N' />
 225 |     <field name='MaturityDay' required='N' />
 226 |     <field name='PutOrCall' required='N' />
 227 |     <field name='StrikePrice' required='N' />
 228 |     <field name='OptAttribute' required='N' />
 229 |     <field name='SecurityExchange' required='N' />
 230 |     <field name='Issuer' required='N' />
 231 |     <field name='SecurityDesc' required='N' />
 232 |    </group>
 233 |    <field name='OrderID' required='N' />
 234 |    <field name='ClOrdID' required='N' />
 235 |    <group name='LinesOfText' required='Y'>
 236 |     <field name='Text' required='Y' />
 237 |    </group>
 238 |    <field name='RawDataLength' required='N' />
 239 |    <field name='RawData' required='N' />
 240 |   </message>
 241 |   <message name='NewOrderSingle' msgcat='app' msgtype='D'>
 242 |    <field name='ClOrdID' required='Y' />
 243 |    <field name='ClientID' required='N' />
 244 |    <field name='ExecBroker' required='N' />
 245 |    <field name='Account' required='N' />
 246 |    <field name='SettlmntTyp' required='N' />
 247 |    <field name='FutSettDate' required='N' />
 248 |    <field name='HandlInst' required='Y' />
 249 |    <field name='ExecInst' required='N' />
 250 |    <field name='MinQty' required='N' />
 251 |    <field name='MaxFloor' required='N' />
 252 |    <field name='ExDestination' required='N' />
 253 |    <field name='ProcessCode' required='N' />
 254 |    <field name='Symbol' required='Y' />
 255 |    <field name='SymbolSfx' required='N' />
 256 |    <field name='SecurityID' required='N' />
 257 |    <field name='IDSource' required='N' />
 258 |    <field name='SecurityType' required='N' />
 259 |    <field name='MaturityMonthYear' required='N' />
 260 |    <field name='MaturityDay' required='N' />
 261 |    <field name='PutOrCall' required='N' />
 262 |    <field name='StrikePrice' required='N' />
 263 |    <field name='OptAttribute' required='N' />
 264 |    <field name='SecurityExchange' required='N' />
 265 |    <field name='Issuer' required='N' />
 266 |    <field name='SecurityDesc' required='N' />
 267 |    <field name='PrevClosePx' required='N' />
 268 |    <field name='Side' required='Y' />
 269 |    <field name='LocateReqd' required='N' />
 270 |    <field name='OrderQty' required='N' />
 271 |    <field name='CashOrderQty' required='N' />
 272 |    <field name='OrdType' required='Y' />
 273 |    <field name='Price' required='N' />
 274 |    <field name='StopPx' required='N' />
 275 |    <field name='Currency' required='N' />
 276 |    <field name='IOIid' required='N' />
 277 |    <field name='QuoteID' required='N' />
 278 |    <field name='TimeInForce' required='N' />
 279 |    <field name='ExpireTime' required='N' />
 280 |    <field name='Commission' required='N' />
 281 |    <field name='CommType' required='N' />
 282 |    <field name='Rule80A' required='N' />
 283 |    <field name='ForexReq' required='N' />
 284 |    <field name='SettlCurrency' required='N' />
 285 |    <field name='Text' required='N' />
 286 |    <field name='FutSettDate2' required='N' />
 287 |    <field name='OrderQty2' required='N' />
 288 |    <field name='OpenClose' required='N' />
 289 |    <field name='CoveredOrUncovered' required='N' />
 290 |    <field name='CustomerOrFirm' required='N' />
 291 |    <field name='MaxShow' required='N' />
 292 |    <field name='PegDifference' required='N' />
 293 |   </message>
 294 |   <message name='NewOrderList' msgcat='app' msgtype='E'>
 295 |    <field name='ListID' required='Y' />
 296 |    <field name='WaveNo' required='N' />
 297 |    <field name='ListSeqNo' required='Y' />
 298 |    <field name='ListNoOrds' required='Y' />
 299 |    <field name='ListExecInst' required='N' />
 300 |    <field name='ClOrdID' required='Y' />
 301 |    <field name='ClientID' required='N' />
 302 |    <field name='ExecBroker' required='N' />
 303 |    <field name='Account' required='N' />
 304 |    <field name='SettlmntTyp' required='N' />
 305 |    <field name='FutSettDate' required='N' />
 306 |    <field name='HandlInst' required='Y' />
 307 |    <field name='ExecInst' required='N' />
 308 |    <field name='MinQty' required='N' />
 309 |    <field name='MaxFloor' required='N' />
 310 |    <field name='ExDestination' required='N' />
 311 |    <field name='ProcessCode' required='N' />
 312 |    <field name='Symbol' required='Y' />
 313 |    <field name='SymbolSfx' required='N' />
 314 |    <field name='SecurityID' required='N' />
 315 |    <field name='IDSource' required='N' />
 316 |    <field name='SecurityType' required='N' />
 317 |    <field name='MaturityMonthYear' required='N' />
 318 |    <field name='MaturityDay' required='N' />
 319 |    <field name='PutOrCall' required='N' />
 320 |    <field name='StrikePrice' required='N' />
 321 |    <field name='OptAttribute' required='N' />
 322 |    <field name='SecurityExchange' required='N' />
 323 |    <field name='Issuer' required='N' />
 324 |    <field name='SecurityDesc' required='N' />
 325 |    <field name='PrevClosePx' required='N' />
 326 |    <field name='Side' required='Y' />
 327 |    <field name='LocateReqd' required='N' />
 328 |    <field name='OrderQty' required='Y' />
 329 |    <field name='OrdType' required='Y' />
 330 |    <field name='Price' required='N' />
 331 |    <field name='StopPx' required='N' />
 332 |    <field name='PegDifference' required='N' />
 333 |    <field name='Currency' required='N' />
 334 |    <field name='TimeInForce' required='N' />
 335 |    <field name='ExpireTime' required='N' />
 336 |    <field name='Commission' required='N' />
 337 |    <field name='CommType' required='N' />
 338 |    <field name='Rule80A' required='N' />
 339 |    <field name='ForexReq' required='N' />
 340 |    <field name='SettlCurrency' required='N' />
 341 |    <field name='Text' required='N' />
 342 |    <field name='FutSettDate2' required='N' />
 343 |    <field name='OrderQty2' required='N' />
 344 |    <field name='OpenClose' required='N' />
 345 |    <field name='CoveredOrUncovered' required='N' />
 346 |    <field name='CustomerOrFirm' required='N' />
 347 |    <field name='MaxShow' required='N' />
 348 |   </message>
 349 |   <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
 350 |    <field name='OrigClOrdID' required='Y' />
 351 |    <field name='OrderID' required='N' />
 352 |    <field name='ClOrdID' required='Y' />
 353 |    <field name='ListID' required='N' />
 354 |    <field name='ClientID' required='N' />
 355 |    <field name='ExecBroker' required='N' />
 356 |    <field name='Symbol' required='Y' />
 357 |    <field name='SymbolSfx' required='N' />
 358 |    <field name='SecurityID' required='N' />
 359 |    <field name='IDSource' required='N' />
 360 |    <field name='SecurityType' required='N' />
 361 |    <field name='MaturityMonthYear' required='N' />
 362 |    <field name='MaturityDay' required='N' />
 363 |    <field name='PutOrCall' required='N' />
 364 |    <field name='StrikePrice' required='N' />
 365 |    <field name='OptAttribute' required='N' />
 366 |    <field name='SecurityExchange' required='N' />
 367 |    <field name='Issuer' required='N' />
 368 |    <field name='SecurityDesc' required='N' />
 369 |    <field name='Side' required='Y' />
 370 |    <field name='OrderQty' required='N' />
 371 |    <field name='CashOrderQty' required='N' />
 372 |    <field name='Text' required='N' />
 373 |   </message>
 374 |   <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
 375 |    <field name='OrderID' required='N' />
 376 |    <field name='ClientID' required='N' />
 377 |    <field name='ExecBroker' required='N' />
 378 |    <field name='OrigClOrdID' required='Y' />
 379 |    <field name='ClOrdID' required='Y' />
 380 |    <field name='ListID' required='N' />
 381 |    <field name='Account' required='N' />
 382 |    <field name='SettlmntTyp' required='N' />
 383 |    <field name='FutSettDate' required='N' />
 384 |    <field name='HandlInst' required='Y' />
 385 |    <field name='ExecInst' required='N' />
 386 |    <field name='MinQty' required='N' />
 387 |    <field name='MaxFloor' required='N' />
 388 |    <field name='ExDestination' required='N' />
 389 |    <field name='Symbol' required='Y' />
 390 |    <field name='SymbolSfx' required='N' />
 391 |    <field name='SecurityID' required='N' />
 392 |    <field name='IDSource' required='N' />
 393 |    <field name='SecurityType' required='N' />
 394 |    <field name='MaturityMonthYear' required='N' />
 395 |    <field name='MaturityDay' required='N' />
 396 |    <field name='PutOrCall' required='N' />
 397 |    <field name='StrikePrice' required='N' />
 398 |    <field name='OptAttribute' required='N' />
 399 |    <field name='SecurityExchange' required='N' />
 400 |    <field name='Issuer' required='N' />
 401 |    <field name='SecurityDesc' required='N' />
 402 |    <field name='Side' required='Y' />
 403 |    <field name='OrderQty' required='N' />
 404 |    <field name='CashOrderQty' required='N' />
 405 |    <field name='OrdType' required='Y' />
 406 |    <field name='Price' required='N' />
 407 |    <field name='StopPx' required='N' />
 408 |    <field name='PegDifference' required='N' />
 409 |    <field name='Currency' required='N' />
 410 |    <field name='TimeInForce' required='N' />
 411 |    <field name='ExpireTime' required='N' />
 412 |    <field name='Commission' required='N' />
 413 |    <field name='CommType' required='N' />
 414 |    <field name='Rule80A' required='N' />
 415 |    <field name='ForexReq' required='N' />
 416 |    <field name='SettlCurrency' required='N' />
 417 |    <field name='Text' required='N' />
 418 |    <field name='FutSettDate2' required='N' />
 419 |    <field name='OrderQty2' required='N' />
 420 |    <field name='OpenClose' required='N' />
 421 |    <field name='CoveredOrUncovered' required='N' />
 422 |    <field name='CustomerOrFirm' required='N' />
 423 |    <field name='MaxShow' required='N' />
 424 |    <field name='LocateReqd' required='N' />
 425 |   </message>
 426 |   <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
 427 |    <field name='OrderID' required='N' />
 428 |    <field name='ClOrdID' required='Y' />
 429 |    <field name='ClientID' required='N' />
 430 |    <field name='ExecBroker' required='N' />
 431 |    <field name='Symbol' required='Y' />
 432 |    <field name='SymbolSfx' required='N' />
 433 |    <field name='SecurityID' required='N' />
 434 |    <field name='IDSource' required='N' />
 435 |    <field name='SecurityType' required='N' />
 436 |    <field name='MaturityMonthYear' required='N' />
 437 |    <field name='MaturityDay' required='N' />
 438 |    <field name='PutOrCall' required='N' />
 439 |    <field name='StrikePrice' required='N' />
 440 |    <field name='OptAttribute' required='N' />
 441 |    <field name='SecurityExchange' required='N' />
 442 |    <field name='Issuer' required='N' />
 443 |    <field name='SecurityDesc' required='N' />
 444 |    <field name='Side' required='Y' />
 445 |   </message>
 446 |   <message name='Allocation' msgcat='app' msgtype='J'>
 447 |    <field name='AllocID' required='Y' />
 448 |    <field name='AllocTransType' required='Y' />
 449 |    <field name='RefAllocID' required='N' />
 450 |    <field name='AllocLinkID' required='N' />
 451 |    <field name='AllocLinkType' required='N' />
 452 |    <group name='NoOrders' required='N'>
 453 |     <field name='ClOrdID' required='N' />
 454 |     <field name='OrderID' required='N' />
 455 |     <field name='SecondaryOrderID' required='N' />
 456 |     <field name='ListID' required='N' />
 457 |     <field name='WaveNo' required='N' />
 458 |    </group>
 459 |    <group name='NoExecs' required='N'>
 460 |     <field name='LastShares' required='N' />
 461 |     <field name='ExecID' required='N' />
 462 |     <field name='LastPx' required='N' />
 463 |     <field name='LastCapacity' required='N' />
 464 |    </group>
 465 |    <field name='Side' required='Y' />
 466 |    <field name='Symbol' required='Y' />
 467 |    <field name='SymbolSfx' required='N' />
 468 |    <field name='SecurityID' required='N' />
 469 |    <field name='IDSource' required='N' />
 470 |    <field name='SecurityType' required='N' />
 471 |    <field name='MaturityMonthYear' required='N' />
 472 |    <field name='MaturityDay' required='N' />
 473 |    <field name='PutOrCall' required='N' />
 474 |    <field name='StrikePrice' required='N' />
 475 |    <field name='OptAttribute' required='N' />
 476 |    <field name='SecurityExchange' required='N' />
 477 |    <field name='Issuer' required='N' />
 478 |    <field name='SecurityDesc' required='N' />
 479 |    <field name='Shares' required='Y' />
 480 |    <field name='LastMkt' required='N' />
 481 |    <field name='AvgPx' required='Y' />
 482 |    <field name='Currency' required='N' />
 483 |    <field name='AvgPrxPrecision' required='N' />
 484 |    <field name='TradeDate' required='Y' />
 485 |    <field name='TransactTime' required='N' />
 486 |    <field name='SettlmntTyp' required='N' />
 487 |    <field name='FutSettDate' required='N' />
 488 |    <field name='NetMoney' required='N' />
 489 |    <field name='OpenClose' required='N' />
 490 |    <field name='Text' required='N' />
 491 |    <field name='NumDaysInterest' required='N' />
 492 |    <field name='AccruedInterestRate' required='N' />
 493 |    <group name='NoAllocs' required='N'>
 494 |     <field name='AllocAccount' required='N' />
 495 |     <field name='AllocShares' required='Y' />
 496 |     <field name='ProcessCode' required='N' />
 497 |     <field name='BrokerOfCredit' required='N' />
 498 |     <field name='NotifyBrokerOfCredit' required='N' />
 499 |     <field name='AllocHandlInst' required='N' />
 500 |     <field name='AllocText' required='N' />
 501 |     <field name='ExecBroker' required='N' />
 502 |     <field name='ClientID' required='N' />
 503 |     <field name='Commission' required='N' />
 504 |     <field name='CommType' required='N' />
 505 |     <field name='AllocAvgPx' required='N' />
 506 |     <field name='AllocNetMoney' required='N' />
 507 |     <field name='SettlCurrAmt' required='N' />
 508 |     <field name='SettlCurrency' required='N' />
 509 |     <field name='SettlCurrFxRate' required='N' />
 510 |     <field name='SettlCurrFxRateCalc' required='N' />
 511 |     <field name='AccruedInterestAmt' required='N' />
 512 |     <field name='SettlInstMode' required='N' />
 513 |     <group name='NoMiscFees' required='N'>
 514 |      <field name='MiscFeeAmt' required='N' />
 515 |      <field name='MiscFeeCurr' required='N' />
 516 |      <field name='MiscFeeType' required='N' />
 517 |     </group>
 518 |    </group>
 519 |   </message>
 520 |   <message name='ListCancelRequest' msgcat='app' msgtype='K'>
 521 |    <field name='ListID' required='Y' />
 522 |    <field name='WaveNo' required='N' />
 523 |    <field name='Text' required='N' />
 524 |   </message>
 525 |   <message name='ListExecute' msgcat='app' msgtype='L'>
 526 |    <field name='ListID' required='Y' />
 527 |    <field name='WaveNo' required='N' />
 528 |    <field name='Text' required='N' />
 529 |   </message>
 530 |   <message name='ListStatusRequest' msgcat='app' msgtype='M'>
 531 |    <field name='ListID' required='Y' />
 532 |    <field name='WaveNo' required='N' />
 533 |    <field name='Text' required='N' />
 534 |   </message>
 535 |   <message name='ListStatus' msgcat='app' msgtype='N'>
 536 |    <field name='ListID' required='Y' />
 537 |    <field name='WaveNo' required='N' />
 538 |    <field name='NoRpts' required='Y' />
 539 |    <field name='RptSeq' required='Y' />
 540 |    <group name='NoOrders' required='Y'>
 541 |     <field name='ClOrdID' required='Y' />
 542 |     <field name='CumQty' required='Y' />
 543 |     <field name='LeavesQty' required='Y' />
 544 |     <field name='CxlQty' required='Y' />
 545 |     <field name='AvgPx' required='Y' />
 546 |    </group>
 547 |   </message>
 548 |   <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
 549 |    <field name='ClientID' required='N' />
 550 |    <field name='ExecBroker' required='N' />
 551 |    <field name='AllocID' required='Y' />
 552 |    <field name='TradeDate' required='Y' />
 553 |    <field name='TransactTime' required='N' />
 554 |    <field name='AllocStatus' required='Y' />
 555 |    <field name='AllocRejCode' required='N' />
 556 |    <field name='Text' required='N' />
 557 |   </message>
 558 |   <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
 559 |    <field name='OrderID' required='N' />
 560 |    <field name='ExecID' required='N' />
 561 |    <field name='DKReason' required='Y' />
 562 |    <field name='Symbol' required='Y' />
 563 |    <field name='SymbolSfx' required='N' />
 564 |    <field name='SecurityID' required='N' />
 565 |    <field name='IDSource' required='N' />
 566 |    <field name='SecurityType' required='N' />
 567 |    <field name='MaturityMonthYear' required='N' />
 568 |    <field name='MaturityDay' required='N' />
 569 |    <field name='PutOrCall' required='N' />
 570 |    <field name='StrikePrice' required='N' />
 571 |    <field name='OptAttribute' required='N' />
 572 |    <field name='SecurityExchange' required='N' />
 573 |    <field name='Issuer' required='N' />
 574 |    <field name='SecurityDesc' required='N' />
 575 |    <field name='Side' required='Y' />
 576 |    <field name='OrderQty' required='N' />
 577 |    <field name='CashOrderQty' required='N' />
 578 |    <field name='LastShares' required='N' />
 579 |    <field name='LastPx' required='N' />
 580 |    <field name='Text' required='N' />
 581 |   </message>
 582 |   <message name='QuoteRequest' msgcat='app' msgtype='R'>
 583 |    <field name='QuoteReqID' required='Y' />
 584 |    <field name='Symbol' required='Y' />
 585 |    <field name='SymbolSfx' required='N' />
 586 |    <field name='SecurityID' required='N' />
 587 |    <field name='IDSource' required='N' />
 588 |    <field name='SecurityType' required='N' />
 589 |    <field name='MaturityMonthYear' required='N' />
 590 |    <field name='MaturityDay' required='N' />
 591 |    <field name='PutOrCall' required='N' />
 592 |    <field name='StrikePrice' required='N' />
 593 |    <field name='OptAttribute' required='N' />
 594 |    <field name='SecurityExchange' required='N' />
 595 |    <field name='Issuer' required='N' />
 596 |    <field name='SecurityDesc' required='N' />
 597 |    <field name='PrevClosePx' required='N' />
 598 |    <field name='Side' required='N' />
 599 |    <field name='OrderQty' required='N' />
 600 |    <field name='FutSettDate' required='N' />
 601 |    <field name='OrdType' required='N' />
 602 |    <field name='FutSettDate2' required='N' />
 603 |    <field name='OrderQty2' required='N' />
 604 |   </message>
 605 |   <message name='Quote' msgcat='app' msgtype='S'>
 606 |    <field name='QuoteReqID' required='N' />
 607 |    <field name='QuoteID' required='Y' />
 608 |    <field name='Symbol' required='Y' />
 609 |    <field name='SymbolSfx' required='N' />
 610 |    <field name='SecurityID' required='N' />
 611 |    <field name='IDSource' required='N' />
 612 |    <field name='SecurityType' required='N' />
 613 |    <field name='MaturityMonthYear' required='N' />
 614 |    <field name='MaturityDay' required='N' />
 615 |    <field name='PutOrCall' required='N' />
 616 |    <field name='StrikePrice' required='N' />
 617 |    <field name='OptAttribute' required='N' />
 618 |    <field name='SecurityExchange' required='N' />
 619 |    <field name='Issuer' required='N' />
 620 |    <field name='SecurityDesc' required='N' />
 621 |    <field name='BidPx' required='N' />
 622 |    <field name='OfferPx' required='N' />
 623 |    <field name='BidSize' required='N' />
 624 |    <field name='OfferSize' required='N' />
 625 |    <field name='ValidUntilTime' required='N' />
 626 |    <field name='BidSpotRate' required='N' />
 627 |    <field name='OfferSpotRate' required='N' />
 628 |    <field name='BidForwardPoints' required='N' />
 629 |    <field name='OfferForwardPoints' required='N' />
 630 |    <field name='TransactTime' required='N' />
 631 |    <field name='FutSettDate' required='N' />
 632 |    <field name='OrdType' required='N' />
 633 |    <field name='FutSettDate2' required='N' />
 634 |    <field name='OrderQty2' required='N' />
 635 |   </message>
 636 |   <message name='SettlementInstructions' msgcat='app' msgtype='T'>
 637 |    <field name='SettlInstID' required='Y' />
 638 |    <field name='SettlInstTransType' required='Y' />
 639 |    <field name='SettlInstMode' required='Y' />
 640 |    <field name='SettlInstSource' required='Y' />
 641 |    <field name='AllocAccount' required='Y' />
 642 |    <field name='SettlLocation' required='N' />
 643 |    <field name='TradeDate' required='N' />
 644 |    <field name='AllocID' required='N' />
 645 |    <field name='LastMkt' required='N' />
 646 |    <field name='Side' required='N' />
 647 |    <field name='SecurityType' required='N' />
 648 |    <field name='EffectiveTime' required='N' />
 649 |    <field name='TransactTime' required='Y' />
 650 |    <field name='ClientID' required='N' />
 651 |    <field name='ExecBroker' required='N' />
 652 |    <field name='StandInstDbType' required='N' />
 653 |    <field name='StandInstDbName' required='N' />
 654 |    <field name='StandInstDbID' required='N' />
 655 |    <field name='SettlDeliveryType' required='N' />
 656 |    <field name='SettlDepositoryCode' required='N' />
 657 |    <field name='SettlBrkrCode' required='N' />
 658 |    <field name='SettlInstCode' required='N' />
 659 |    <field name='SecuritySettlAgentName' required='N' />
 660 |    <field name='SecuritySettlAgentCode' required='N' />
 661 |    <field name='SecuritySettlAgentAcctNum' required='N' />
 662 |    <field name='SecuritySettlAgentAcctName' required='N' />
 663 |    <field name='SecuritySettlAgentContactName' required='N' />
 664 |    <field name='SecuritySettlAgentContactPhone' required='N' />
 665 |    <field name='CashSettlAgentName' required='N' />
 666 |    <field name='CashSettlAgentCode' required='N' />
 667 |    <field name='CashSettlAgentAcctNum' required='N' />
 668 |    <field name='CashSettlAgentAcctName' required='N' />
 669 |    <field name='CashSettlAgentContactName' required='N' />
 670 |    <field name='CashSettlAgentContactPhone' required='N' />
 671 |   </message>
 672 |  </messages>
 673 |  <trailer>
 674 |   <field name='SignatureLength' required='N' />
 675 |   <field name='Signature' required='N' />
 676 |   <field name='CheckSum' required='Y' />
 677 |  </trailer>
 678 |  <components />
 679 |  <fields>
 680 |   <field number='1' name='Account' type='CHAR' />
 681 |   <field number='2' name='AdvId' type='CHAR' />
 682 |   <field number='3' name='AdvRefID' type='CHAR' />
 683 |   <field number='4' name='AdvSide' type='CHAR'>
 684 |    <value enum='B' description='BUY' />
 685 |    <value enum='S' description='SELL' />
 686 |    <value enum='T' description='TRADE' />
 687 |    <value enum='X' description='CROSS' />
 688 |   </field>
 689 |   <field number='5' name='AdvTransType' type='CHAR'>
 690 |    <value enum='C' description='CANCEL' />
 691 |    <value enum='N' description='NEW' />
 692 |    <value enum='R' description='REPLACE' />
 693 |   </field>
 694 |   <field number='6' name='AvgPx' type='FLOAT' />
 695 |   <field number='7' name='BeginSeqNo' type='INT' />
 696 |   <field number='8' name='BeginString' type='CHAR' />
 697 |   <field number='9' name='BodyLength' type='INT' />
 698 |   <field number='10' name='CheckSum' type='CHAR' />
 699 |   <field number='11' name='ClOrdID' type='CHAR' />
 700 |   <field number='12' name='Commission' type='FLOAT' />
 701 |   <field number='13' name='CommType' type='CHAR'>
 702 |    <value enum='1' description='PER_SHARE' />
 703 |    <value enum='2' description='PERCENTAGE' />
 704 |    <value enum='3' description='ABSOLUTE' />
 705 |   </field>
 706 |   <field number='14' name='CumQty' type='INT' />
 707 |   <field number='15' name='Currency' type='CHAR' />
 708 |   <field number='16' name='EndSeqNo' type='INT' />
 709 |   <field number='17' name='ExecID' type='CHAR' />
 710 |   <field number='18' name='ExecInst' type='CHAR'>
 711 |    <value enum='0' description='STAY_ON_OFFERSIDE' />
 712 |    <value enum='1' description='NOT_HELD' />
 713 |    <value enum='2' description='WORK' />
 714 |    <value enum='3' description='GO_ALONG' />
 715 |    <value enum='4' description='OVER_THE_DAY' />
 716 |    <value enum='5' description='HELD' />
 717 |    <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
 718 |    <value enum='7' description='STRICT_SCALE' />
 719 |    <value enum='8' description='TRY_TO_SCALE' />
 720 |    <value enum='9' description='STAY_ON_BIDSIDE' />
 721 |    <value enum='A' description='NO_CROSS' />
 722 |    <value enum='B' description='OK_TO_CROSS' />
 723 |    <value enum='C' description='CALL_FIRST' />
 724 |    <value enum='D' description='PERCENT_OF_VOLUME' />
 725 |    <value enum='E' description='DO_NOT_INCREASE' />
 726 |    <value enum='F' description='DO_NOT_REDUCE' />
 727 |    <value enum='G' description='ALL_OR_NONE' />
 728 |    <value enum='I' description='INSTITUTIONS_ONLY' />
 729 |    <value enum='L' description='LAST_PEG' />
 730 |    <value enum='M' description='MID_PRICE_PEG' />
 731 |    <value enum='N' description='NON_NEGOTIABLE' />
 732 |    <value enum='O' description='OPENING_PEG' />
 733 |    <value enum='P' description='MARKET_PEG' />
 734 |    <value enum='R' description='PRIMARY_PEG' />
 735 |    <value enum='S' description='SUSPEND' />
 736 |    <value enum='U' description='CUSTOMER_DISPLAY_INSTRUCTION' />
 737 |    <value enum='V' description='NETTING' />
 738 |   </field>
 739 |   <field number='19' name='ExecRefID' type='CHAR' />
 740 |   <field number='20' name='ExecTransType' type='CHAR'>
 741 |    <value enum='0' description='NEW' />
 742 |    <value enum='1' description='CANCEL' />
 743 |    <value enum='2' description='CORRECT' />
 744 |    <value enum='3' description='STATUS' />
 745 |   </field>
 746 |   <field number='21' name='HandlInst' type='CHAR'>
 747 |    <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
 748 |    <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
 749 |    <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
 750 |   </field>
 751 |   <field number='22' name='IDSource' type='CHAR'>
 752 |    <value enum='1' description='CUSIP' />
 753 |    <value enum='2' description='SEDOL' />
 754 |    <value enum='3' description='QUIK' />
 755 |    <value enum='4' description='ISIN_NUMBER' />
 756 |    <value enum='5' description='RIC_CODE' />
 757 |    <value enum='6' description='ISO_CURRENCY_CODE' />
 758 |    <value enum='7' description='ISO_COUNTRY_CODE' />
 759 |   </field>
 760 |   <field number='23' name='IOIid' type='CHAR' />
 761 |   <field number='24' name='IOIOthSvc' type='CHAR'>
 762 |    <value enum='A' description='AUTEX' />
 763 |    <value enum='B' description='BRIDGE' />
 764 |   </field>
 765 |   <field number='25' name='IOIQltyInd' type='CHAR'>
 766 |    <value enum='H' description='HIGH' />
 767 |    <value enum='L' description='LOW' />
 768 |    <value enum='M' description='MEDIUM' />
 769 |   </field>
 770 |   <field number='26' name='IOIRefID' type='CHAR' />
 771 |   <field number='27' name='IOIShares' type='CHAR'>
 772 |    <value enum='L' description='LARGE' />
 773 |    <value enum='M' description='MEDIUM' />
 774 |    <value enum='S' description='SMALL' />
 775 |   </field>
 776 |   <field number='28' name='IOITransType' type='CHAR'>
 777 |    <value enum='C' description='CANCEL' />
 778 |    <value enum='N' description='NEW' />
 779 |    <value enum='R' description='REPLACE' />
 780 |   </field>
 781 |   <field number='29' name='LastCapacity' type='CHAR'>
 782 |    <value enum='1' description='AGENT' />
 783 |    <value enum='2' description='CROSS_AS_AGENT' />
 784 |    <value enum='3' description='CROSS_AS_PRINCIPAL' />
 785 |    <value enum='4' description='PRINCIPAL' />
 786 |   </field>
 787 |   <field number='30' name='LastMkt' type='CHAR' />
 788 |   <field number='31' name='LastPx' type='FLOAT' />
 789 |   <field number='32' name='LastShares' type='INT' />
 790 |   <field number='33' name='LinesOfText' type='INT' />
 791 |   <field number='34' name='MsgSeqNum' type='INT' />
 792 |   <field number='35' name='MsgType' type='CHAR'>
 793 |    <value enum='0' description='HEARTBEAT' />
 794 |    <value enum='1' description='TEST_REQUEST' />
 795 |    <value enum='2' description='RESEND_REQUEST' />
 796 |    <value enum='3' description='REJECT' />
 797 |    <value enum='4' description='SEQUENCE_RESET' />
 798 |    <value enum='5' description='LOGOUT' />
 799 |    <value enum='6' description='INDICATION_OF_INTEREST' />
 800 |    <value enum='7' description='ADVERTISEMENT' />
 801 |    <value enum='8' description='EXECUTION_REPORT' />
 802 |    <value enum='9' description='ORDER_CANCEL_REJECT' />
 803 |    <value enum='A' description='LOGON' />
 804 |    <value enum='B' description='NEWS' />
 805 |    <value enum='C' description='EMAIL' />
 806 |    <value enum='D' description='ORDER_D' />
 807 |    <value enum='E' description='ORDER_E' />
 808 |    <value enum='F' description='ORDER_CANCEL_REQUEST' />
 809 |    <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
 810 |    <value enum='H' description='ORDER_STATUS_REQUEST' />
 811 |    <value enum='J' description='ALLOCATION' />
 812 |    <value enum='K' description='LIST_CANCEL_REQUEST' />
 813 |    <value enum='L' description='LIST_EXECUTE' />
 814 |    <value enum='M' description='LIST_STATUS_REQUEST' />
 815 |    <value enum='N' description='LIST_STATUS' />
 816 |    <value enum='P' description='ALLOCATION_ACK' />
 817 |    <value enum='Q' description='DONT_KNOW_TRADE' />
 818 |    <value enum='R' description='QUOTE_REQUEST' />
 819 |    <value enum='S' description='QUOTE' />
 820 |    <value enum='T' description='SETTLEMENT_INSTRUCTIONS' />
 821 |   </field>
 822 |   <field number='36' name='NewSeqNo' type='INT' />
 823 |   <field number='37' name='OrderID' type='CHAR' />
 824 |   <field number='38' name='OrderQty' type='INT' />
 825 |   <field number='39' name='OrdStatus' type='CHAR'>
 826 |    <value enum='0' description='NEW' />
 827 |    <value enum='1' description='PARTIALLY_FILLED' />
 828 |    <value enum='2' description='FILLED' />
 829 |    <value enum='3' description='DONE_FOR_DAY' />
 830 |    <value enum='4' description='CANCELED' />
 831 |    <value enum='5' description='REPLACED' />
 832 |    <value enum='6' description='PENDING_CANCEL_REPLACE' />
 833 |    <value enum='7' description='STOPPED' />
 834 |    <value enum='8' description='REJECTED' />
 835 |    <value enum='9' description='SUSPENDED' />
 836 |    <value enum='A' description='PENDING_NEW' />
 837 |    <value enum='B' description='CALCULATED' />
 838 |    <value enum='C' description='EXPIRED' />
 839 |   </field>
 840 |   <field number='40' name='OrdType' type='CHAR'>
 841 |    <value enum='1' description='MARKET' />
 842 |    <value enum='2' description='LIMIT' />
 843 |    <value enum='3' description='STOP' />
 844 |    <value enum='4' description='STOP_LIMIT' />
 845 |    <value enum='5' description='MARKET_ON_CLOSE' />
 846 |    <value enum='6' description='WITH_OR_WITHOUT' />
 847 |    <value enum='7' description='LIMIT_OR_BETTER' />
 848 |    <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
 849 |    <value enum='9' description='ON_BASIS' />
 850 |    <value enum='A' description='ON_CLOSE' />
 851 |    <value enum='B' description='LIMIT_ON_CLOSE' />
 852 |    <value enum='C' description='FOREX_C' />
 853 |    <value enum='D' description='PREVIOUSLY_QUOTED' />
 854 |    <value enum='E' description='PREVIOUSLY_INDICATED' />
 855 |    <value enum='F' description='FOREX_F' />
 856 |    <value enum='G' description='FOREX_G' />
 857 |    <value enum='H' description='FOREX_H' />
 858 |    <value enum='P' description='PEGGED' />
 859 |   </field>
 860 |   <field number='41' name='OrigClOrdID' type='CHAR' />
 861 |   <field number='42' name='OrigTime' type='TIME' />
 862 |   <field number='43' name='PossDupFlag' type='CHAR'>
 863 |    <value enum='N' description='NO' />
 864 |    <value enum='Y' description='YES' />
 865 |   </field>
 866 |   <field number='44' name='Price' type='FLOAT' />
 867 |   <field number='45' name='RefSeqNum' type='INT' />
 868 |   <field number='46' name='RelatdSym' type='CHAR' />
 869 |   <field number='47' name='Rule80A' type='CHAR'>
 870 |    <value enum='A' description='AGENCY_SINGLE_ORDER' />
 871 |    <value enum='B' description='SHORT_EXEMPT_TRANSACTION_B' />
 872 |    <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
 873 |    <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
 874 |    <value enum='E' description='REGISTERED_EQUITY_MARKET_MAKER_TRADES' />
 875 |    <value enum='F' description='SHORT_EXEMPT_TRANSACTION_F' />
 876 |    <value enum='H' description='SHORT_EXEMPT_TRANSACTION_H' />
 877 |    <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
 878 |    <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
 879 |    <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
 880 |    <value enum='L' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
 881 |    <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
 882 |    <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
 883 |    <value enum='O' description='COMPETING_DEALER_TRADES_O' />
 884 |    <value enum='P' description='PRINCIPAL' />
 885 |    <value enum='R' description='COMPETING_DEALER_TRADES_R' />
 886 |    <value enum='S' description='SPECIALIST_TRADES' />
 887 |    <value enum='T' description='COMPETING_DEALER_TRADES_T' />
 888 |    <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
 889 |    <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
 890 |    <value enum='X' description='SHORT_EXEMPT_TRANSACTION_FOR_MEMBER_COMPETING_MARKET_MAKER_NOT_AFFILIATED_WITH_THE_FIRM_CLEARING_THE_TRADE' />
 891 |    <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
 892 |    <value enum='Z' description='SHORT_EXEMPT_TRANSACTION_FOR_NON_MEMBER_COMPETING_MARKET_MAKER' />
 893 |   </field>
 894 |   <field number='48' name='SecurityID' type='CHAR' />
 895 |   <field number='49' name='SenderCompID' type='CHAR' />
 896 |   <field number='50' name='SenderSubID' type='CHAR' />
 897 |   <field number='52' name='SendingTime' type='TIME' />
 898 |   <field number='53' name='Shares' type='INT' />
 899 |   <field number='54' name='Side' type='CHAR'>
 900 |    <value enum='1' description='BUY' />
 901 |    <value enum='2' description='SELL' />
 902 |    <value enum='3' description='BUY_MINUS' />
 903 |    <value enum='4' description='SELL_PLUS' />
 904 |    <value enum='5' description='SELL_SHORT' />
 905 |    <value enum='6' description='SELL_SHORT_EXEMPT' />
 906 |    <value enum='7' description='UNDISCLOSED' />
 907 |    <value enum='8' description='CROSS' />
 908 |   </field>
 909 |   <field number='55' name='Symbol' type='CHAR' />
 910 |   <field number='56' name='TargetCompID' type='CHAR' />
 911 |   <field number='57' name='TargetSubID' type='CHAR' />
 912 |   <field number='58' name='Text' type='CHAR' />
 913 |   <field number='59' name='TimeInForce' type='CHAR'>
 914 |    <value enum='0' description='DAY' />
 915 |    <value enum='1' description='GOOD_TILL_CANCEL' />
 916 |    <value enum='2' description='AT_THE_OPENING' />
 917 |    <value enum='3' description='IMMEDIATE_OR_CANCEL' />
 918 |    <value enum='4' description='FILL_OR_KILL' />
 919 |    <value enum='5' description='GOOD_TILL_CROSSING' />
 920 |    <value enum='6' description='GOOD_TILL_DATE' />
 921 |   </field>
 922 |   <field number='60' name='TransactTime' type='TIME' />
 923 |   <field number='61' name='Urgency' type='CHAR'>
 924 |    <value enum='0' description='NORMAL' />
 925 |    <value enum='1' description='FLASH' />
 926 |    <value enum='2' description='BACKGROUND' />
 927 |   </field>
 928 |   <field number='62' name='ValidUntilTime' type='TIME' />
 929 |   <field number='63' name='SettlmntTyp' type='CHAR'>
 930 |    <value enum='0' description='REGULAR' />
 931 |    <value enum='1' description='CASH' />
 932 |    <value enum='2' description='NEXT_DAY' />
 933 |    <value enum='3' description='T_PLUS_2' />
 934 |    <value enum='4' description='T_PLUS_3' />
 935 |    <value enum='5' description='T_PLUS_4' />
 936 |    <value enum='6' description='FUTURE' />
 937 |    <value enum='7' description='WHEN_ISSUED' />
 938 |    <value enum='8' description='SELLERS_OPTION' />
 939 |    <value enum='9' description='T_PLUS_5' />
 940 |   </field>
 941 |   <field number='64' name='FutSettDate' type='DATE' />
 942 |   <field number='65' name='SymbolSfx' type='CHAR' />
 943 |   <field number='66' name='ListID' type='CHAR' />
 944 |   <field number='67' name='ListSeqNo' type='INT' />
 945 |   <field number='68' name='ListNoOrds' type='INT' />
 946 |   <field number='69' name='ListExecInst' type='CHAR' />
 947 |   <field number='70' name='AllocID' type='CHAR' />
 948 |   <field number='71' name='AllocTransType' type='CHAR'>
 949 |    <value enum='0' description='NEW' />
 950 |    <value enum='1' description='REPLACE' />
 951 |    <value enum='2' description='CANCEL' />
 952 |    <value enum='3' description='PRELIMINARY' />
 953 |    <value enum='4' description='CALCULATED' />
 954 |   </field>
 955 |   <field number='72' name='RefAllocID' type='CHAR' />
 956 |   <field number='73' name='NoOrders' type='INT' />
 957 |   <field number='74' name='AvgPrxPrecision' type='INT' />
 958 |   <field number='75' name='TradeDate' type='DATE' />
 959 |   <field number='76' name='ExecBroker' type='CHAR' />
 960 |   <field number='77' name='OpenClose' type='CHAR'>
 961 |    <value enum='C' description='CLOSE' />
 962 |    <value enum='O' description='OPEN' />
 963 |   </field>
 964 |   <field number='78' name='NoAllocs' type='INT' />
 965 |   <field number='79' name='AllocAccount' type='CHAR' />
 966 |   <field number='80' name='AllocShares' type='INT' />
 967 |   <field number='81' name='ProcessCode' type='CHAR'>
 968 |    <value enum='0' description='REGULAR' />
 969 |    <value enum='1' description='SOFT_DOLLAR' />
 970 |    <value enum='2' description='STEP_IN' />
 971 |    <value enum='3' description='STEP_OUT' />
 972 |    <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
 973 |    <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
 974 |    <value enum='6' description='PLAN_SPONSOR' />
 975 |   </field>
 976 |   <field number='82' name='NoRpts' type='INT' />
 977 |   <field number='83' name='RptSeq' type='INT' />
 978 |   <field number='84' name='CxlQty' type='INT' />
 979 |   <field number='87' name='AllocStatus' type='INT'>
 980 |    <value enum='0' description='ACCEPTED' />
 981 |    <value enum='1' description='REJECTED' />
 982 |    <value enum='2' description='PARTIAL_ACCEPT' />
 983 |    <value enum='3' description='RECEIVED' />
 984 |   </field>
 985 |   <field number='88' name='AllocRejCode' type='INT'>
 986 |    <value enum='0' description='UNKNOWN_ACCOUNT' />
 987 |    <value enum='1' description='INCORRECT_QUANTITY' />
 988 |    <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
 989 |    <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
 990 |    <value enum='4' description='COMMISSION_DIFFERENCE' />
 991 |    <value enum='5' description='UNKNOWN_ORDERID' />
 992 |    <value enum='6' description='UNKNOWN_LISTID' />
 993 |    <value enum='7' description='OTHER' />
 994 |   </field>
 995 |   <field number='89' name='Signature' type='DATA' />
 996 |   <field number='90' name='SecureDataLen' type='LENGTH' />
 997 |   <field number='91' name='SecureData' type='DATA' />
 998 |   <field number='92' name='BrokerOfCredit' type='CHAR' />
 999 |   <field number='93' name='SignatureLength' type='LENGTH' />
1000 |   <field number='94' name='EmailType' type='CHAR'>
1001 |    <value enum='0' description='NEW' />
1002 |    <value enum='1' description='REPLY' />
1003 |    <value enum='2' description='ADMIN_REPLY' />
1004 |   </field>
1005 |   <field number='95' name='RawDataLength' type='LENGTH' />
1006 |   <field number='96' name='RawData' type='DATA' />
1007 |   <field number='97' name='PossResend' type='CHAR'>
1008 |    <value enum='N' description='NO' />
1009 |    <value enum='Y' description='YES' />
1010 |   </field>
1011 |   <field number='98' name='EncryptMethod' type='INT'>
1012 |    <value enum='0' description='NONE' />
1013 |    <value enum='1' description='PKCS' />
1014 |    <value enum='2' description='DES' />
1015 |    <value enum='3' description='PKCS_DES' />
1016 |    <value enum='4' description='PGP_DES' />
1017 |    <value enum='5' description='PGP_DES_MD5' />
1018 |    <value enum='6' description='PEM_DES_MD5' />
1019 |   </field>
1020 |   <field number='99' name='StopPx' type='FLOAT' />
1021 |   <field number='100' name='ExDestination' type='CHAR' />
1022 |   <field number='102' name='CxlRejReason' type='INT'>
1023 |    <value enum='0' description='TOO_LATE_TO_CANCEL' />
1024 |    <value enum='1' description='UNKNOWN_ORDER' />
1025 |   </field>
1026 |   <field number='103' name='OrdRejReason' type='INT'>
1027 |    <value enum='0' description='BROKER_OPTION' />
1028 |    <value enum='1' description='UNKNOWN_SYMBOL' />
1029 |    <value enum='2' description='EXCHANGE_CLOSED' />
1030 |    <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
1031 |    <value enum='4' description='TOO_LATE_TO_ENTER' />
1032 |    <value enum='5' description='UNKNOWN_ORDER' />
1033 |    <value enum='6' description='DUPLICATE_ORDER' />
1034 |   </field>
1035 |   <field number='104' name='IOIQualifier' type='CHAR'>
1036 |    <value enum='A' description='ALL_OR_NONE' />
1037 |    <value enum='C' description='AT_THE_CLOSE' />
1038 |    <value enum='I' description='IN_TOUCH_WITH' />
1039 |    <value enum='L' description='LIMIT' />
1040 |    <value enum='M' description='MORE_BEHIND' />
1041 |    <value enum='O' description='AT_THE_OPEN' />
1042 |    <value enum='P' description='TAKING_A_POSITION' />
1043 |    <value enum='Q' description='AT_THE_MARKET' />
1044 |    <value enum='S' description='PORTFOLIO_SHOW_N' />
1045 |    <value enum='T' description='THROUGH_THE_DAY' />
1046 |    <value enum='V' description='VERSUS' />
1047 |    <value enum='W' description='INDICATION' />
1048 |    <value enum='X' description='CROSSING_OPPORTUNITY' />
1049 |    <value enum='Y' description='AT_THE_MIDPOINT' />
1050 |    <value enum='Z' description='PRE_OPEN' />
1051 |   </field>
1052 |   <field number='105' name='WaveNo' type='CHAR' />
1053 |   <field number='106' name='Issuer' type='CHAR' />
1054 |   <field number='107' name='SecurityDesc' type='CHAR' />
1055 |   <field number='108' name='HeartBtInt' type='INT' />
1056 |   <field number='109' name='ClientID' type='CHAR' />
1057 |   <field number='110' name='MinQty' type='INT' />
1058 |   <field number='111' name='MaxFloor' type='INT' />
1059 |   <field number='112' name='TestReqID' type='CHAR' />
1060 |   <field number='113' name='ReportToExch' type='CHAR'>
1061 |    <value enum='N' description='NO' />
1062 |    <value enum='Y' description='YES' />
1063 |   </field>
1064 |   <field number='114' name='LocateReqd' type='CHAR'>
1065 |    <value enum='N' description='NO' />
1066 |    <value enum='Y' description='YES' />
1067 |   </field>
1068 |   <field number='115' name='OnBehalfOfCompID' type='CHAR' />
1069 |   <field number='116' name='OnBehalfOfSubID' type='CHAR' />
1070 |   <field number='117' name='QuoteID' type='CHAR' />
1071 |   <field number='118' name='NetMoney' type='FLOAT' />
1072 |   <field number='119' name='SettlCurrAmt' type='FLOAT' />
1073 |   <field number='120' name='SettlCurrency' type='CHAR' />
1074 |   <field number='121' name='ForexReq' type='CHAR'>
1075 |    <value enum='N' description='NO' />
1076 |    <value enum='Y' description='YES' />
1077 |   </field>
1078 |   <field number='122' name='OrigSendingTime' type='TIME' />
1079 |   <field number='123' name='GapFillFlag' type='CHAR'>
1080 |    <value enum='N' description='NO' />
1081 |    <value enum='Y' description='YES' />
1082 |   </field>
1083 |   <field number='124' name='NoExecs' type='INT' />
1084 |   <field number='126' name='ExpireTime' type='TIME' />
1085 |   <field number='127' name='DKReason' type='CHAR'>
1086 |    <value enum='A' description='UNKNOWN_SYMBOL' />
1087 |    <value enum='B' description='WRONG_SIDE' />
1088 |    <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
1089 |    <value enum='D' description='NO_MATCHING_ORDER' />
1090 |    <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
1091 |    <value enum='Z' description='OTHER' />
1092 |   </field>
1093 |   <field number='128' name='DeliverToCompID' type='CHAR' />
1094 |   <field number='129' name='DeliverToSubID' type='CHAR' />
1095 |   <field number='130' name='IOINaturalFlag' type='CHAR'>
1096 |    <value enum='N' description='NO' />
1097 |    <value enum='Y' description='YES' />
1098 |   </field>
1099 |   <field number='131' name='QuoteReqID' type='CHAR' />
1100 |   <field number='132' name='BidPx' type='FLOAT' />
1101 |   <field number='133' name='OfferPx' type='FLOAT' />
1102 |   <field number='134' name='BidSize' type='INT' />
1103 |   <field number='135' name='OfferSize' type='INT' />
1104 |   <field number='136' name='NoMiscFees' type='INT' />
1105 |   <field number='137' name='MiscFeeAmt' type='FLOAT' />
1106 |   <field number='138' name='MiscFeeCurr' type='CHAR' />
1107 |   <field number='139' name='MiscFeeType' type='CHAR'>
1108 |    <value enum='1' description='REGULATORY' />
1109 |    <value enum='2' description='TAX' />
1110 |    <value enum='3' description='LOCAL_COMMISSION' />
1111 |    <value enum='4' description='EXCHANGE_FEES' />
1112 |    <value enum='5' description='STAMP' />
1113 |    <value enum='6' description='LEVY' />
1114 |    <value enum='7' description='OTHER' />
1115 |    <value enum='8' description='MARKUP' />
1116 |   </field>
1117 |   <field number='140' name='PrevClosePx' type='FLOAT' />
1118 |   <field number='141' name='ResetSeqNumFlag' type='CHAR'>
1119 |    <value enum='N' description='NO' />
1120 |    <value enum='Y' description='YES' />
1121 |   </field>
1122 |   <field number='142' name='SenderLocationID' type='CHAR' />
1123 |   <field number='143' name='TargetLocationID' type='CHAR' />
1124 |   <field number='144' name='OnBehalfOfLocationID' type='CHAR' />
1125 |   <field number='145' name='DeliverToLocationID' type='CHAR' />
1126 |   <field number='146' name='NoRelatedSym' type='INT' />
1127 |   <field number='147' name='Subject' type='CHAR' />
1128 |   <field number='148' name='Headline' type='CHAR' />
1129 |   <field number='149' name='URLLink' type='CHAR' />
1130 |   <field number='150' name='ExecType' type='CHAR'>
1131 |    <value enum='0' description='NEW' />
1132 |    <value enum='1' description='PARTIAL_FILL' />
1133 |    <value enum='2' description='FILL' />
1134 |    <value enum='3' description='DONE_FOR_DAY' />
1135 |    <value enum='4' description='CANCELLED' />
1136 |    <value enum='5' description='REPLACE' />
1137 |    <value enum='6' description='PENDING_CANCEL_REPLACE' />
1138 |    <value enum='7' description='STOPPED' />
1139 |    <value enum='8' description='REJECTED' />
1140 |    <value enum='9' description='SUSPENDED' />
1141 |    <value enum='A' description='PENDING_NEW' />
1142 |    <value enum='B' description='CALCULATED' />
1143 |    <value enum='C' description='EXPIRED' />
1144 |   </field>
1145 |   <field number='151' name='LeavesQty' type='INT' />
1146 |   <field number='152' name='CashOrderQty' type='FLOAT' />
1147 |   <field number='153' name='AllocAvgPx' type='FLOAT' />
1148 |   <field number='154' name='AllocNetMoney' type='FLOAT' />
1149 |   <field number='155' name='SettlCurrFxRate' type='FLOAT' />
1150 |   <field number='156' name='SettlCurrFxRateCalc' type='CHAR'>
1151 |    <value enum='M' description='MULTIPLY' />
1152 |    <value enum='D' description='DIVIDE' />
1153 |   </field>
1154 |   <field number='157' name='NumDaysInterest' type='INT' />
1155 |   <field number='158' name='AccruedInterestRate' type='FLOAT' />
1156 |   <field number='159' name='AccruedInterestAmt' type='FLOAT' />
1157 |   <field number='160' name='SettlInstMode' type='CHAR'>
1158 |    <value enum='0' description='DEFAULT' />
1159 |    <value enum='1' description='STANDING_INSTRUCTIONS_PROVIDED' />
1160 |    <value enum='2' description='SPECIFIC_ALLOCATION_ACCOUNT_OVERRIDING' />
1161 |    <value enum='3' description='SPECIFIC_ALLOCATION_ACCOUNT_STANDING' />
1162 |   </field>
1163 |   <field number='161' name='AllocText' type='CHAR' />
1164 |   <field number='162' name='SettlInstID' type='CHAR' />
1165 |   <field number='163' name='SettlInstTransType' type='CHAR'>
1166 |    <value enum='C' description='CANCEL' />
1167 |    <value enum='N' description='NEW' />
1168 |    <value enum='R' description='REPLACE' />
1169 |   </field>
1170 |   <field number='164' name='EmailThreadID' type='CHAR' />
1171 |   <field number='165' name='SettlInstSource' type='CHAR'>
1172 |    <value enum='1' description='BROKERS_INSTRUCTIONS' />
1173 |    <value enum='2' description='INSTITUTIONS_INSTRUCTIONS' />
1174 |   </field>
1175 |   <field number='166' name='SettlLocation' type='CHAR'>
1176 |    <value enum='CED' description='CEDEL' />
1177 |    <value enum='DTC' description='DEPOSITORY_TRUST_COMPANY' />
1178 |    <value enum='EUR' description='EUROCLEAR' />
1179 |    <value enum='FED' description='FEDERAL_BOOK_ENTRY' />
1180 |    <value enum='ISO Country Code' description='LOCAL_MARKET_SETTLE_LOCATION' />
1181 |    <value enum='PNY' description='PHYSICAL' />
1182 |    <value enum='PTC' description='PARTICIPANT_TRUST_COMPANY' />
1183 |   </field>
1184 |   <field number='167' name='SecurityType' type='CHAR'>
1185 |    <value enum='BA' description='BANKERS_ACCEPTANCE' />
1186 |    <value enum='CD' description='CERTIFICATE_OF_DEPOSIT' />
1187 |    <value enum='CMO' description='COLLATERALIZE_MORTGAGE_OBLIGATION' />
1188 |    <value enum='CORP' description='CORPORATE_BOND' />
1189 |    <value enum='CP' description='COMMERCIAL_PAPER' />
1190 |    <value enum='CPP' description='CORPORATE_PRIVATE_PLACEMENT' />
1191 |    <value enum='CS' description='COMMON_STOCK' />
1192 |    <value enum='FHA' description='FEDERAL_HOUSING_AUTHORITY' />
1193 |    <value enum='FHL' description='FEDERAL_HOME_LOAN' />
1194 |    <value enum='FN' description='FEDERAL_NATIONAL_MORTGAGE_ASSOCIATION' />
1195 |    <value enum='FOR' description='FOREIGN_EXCHANGE_CONTRACT' />
1196 |    <value enum='FUT' description='FUTURE' />
1197 |    <value enum='GN' description='GOVERNMENT_NATIONAL_MORTGAGE_ASSOCIATION' />
1198 |    <value enum='GOVT' description='TREASURIES_PLUS_AGENCY_DEBENTURE' />
1199 |    <value enum='MF' description='MUTUAL_FUND' />
1200 |    <value enum='MIO' description='MORTGAGE_INTEREST_ONLY' />
1201 |    <value enum='MPO' description='MORTGAGE_PRINCIPLE_ONLY' />
1202 |    <value enum='MPP' description='MORTGAGE_PRIVATE_PLACEMENT' />
1203 |    <value enum='MPT' description='MISCELLANEOUS_PASS_THRU' />
1204 |    <value enum='MUNI' description='MUNICIPAL_BOND' />
1205 |    <value enum='NONE' description='NO_ISITC_SECURITY_TYPE' />
1206 |    <value enum='OPT' description='OPTION' />
1207 |    <value enum='PS' description='PREFERRED_STOCK' />
1208 |    <value enum='RP' description='REPURCHASE_AGREEMENT' />
1209 |    <value enum='RVRP' description='REVERSE_REPURCHASE_AGREEMENT' />
1210 |    <value enum='SL' description='STUDENT_LOAN_MARKETING_ASSOCIATION' />
1211 |    <value enum='TD' description='TIME_DEPOSIT' />
1212 |    <value enum='USTB' description='US_TREASURY_BILL' />
1213 |    <value enum='WAR' description='WARRANT' />
1214 |    <value enum='ZOO' description='CATS_TIGERS_LIONS' />
1215 |   </field>
1216 |   <field number='168' name='EffectiveTime' type='TIME' />
1217 |   <field number='169' name='StandInstDbType' type='INT'>
1218 |    <value enum='0' description='OTHER' />
1219 |    <value enum='1' description='DTC_SID' />
1220 |    <value enum='2' description='THOMSON_ALERT' />
1221 |    <value enum='3' description='A_GLOBAL_CUSTODIAN' />
1222 |   </field>
1223 |   <field number='170' name='StandInstDbName' type='CHAR' />
1224 |   <field number='171' name='StandInstDbID' type='CHAR' />
1225 |   <field number='172' name='SettlDeliveryType' type='INT' />
1226 |   <field number='173' name='SettlDepositoryCode' type='CHAR' />
1227 |   <field number='174' name='SettlBrkrCode' type='CHAR' />
1228 |   <field number='175' name='SettlInstCode' type='CHAR' />
1229 |   <field number='176' name='SecuritySettlAgentName' type='CHAR' />
1230 |   <field number='177' name='SecuritySettlAgentCode' type='CHAR' />
1231 |   <field number='178' name='SecuritySettlAgentAcctNum' type='CHAR' />
1232 |   <field number='179' name='SecuritySettlAgentAcctName' type='CHAR' />
1233 |   <field number='180' name='SecuritySettlAgentContactName' type='CHAR' />
1234 |   <field number='181' name='SecuritySettlAgentContactPhone' type='CHAR' />
1235 |   <field number='182' name='CashSettlAgentName' type='CHAR' />
1236 |   <field number='183' name='CashSettlAgentCode' type='CHAR' />
1237 |   <field number='184' name='CashSettlAgentAcctNum' type='CHAR' />
1238 |   <field number='185' name='CashSettlAgentAcctName' type='CHAR' />
1239 |   <field number='186' name='CashSettlAgentContactName' type='CHAR' />
1240 |   <field number='187' name='CashSettlAgentContactPhone' type='CHAR' />
1241 |   <field number='188' name='BidSpotRate' type='FLOAT' />
1242 |   <field number='189' name='BidForwardPoints' type='FLOAT' />
1243 |   <field number='190' name='OfferSpotRate' type='FLOAT' />
1244 |   <field number='191' name='OfferForwardPoints' type='FLOAT' />
1245 |   <field number='192' name='OrderQty2' type='FLOAT' />
1246 |   <field number='193' name='FutSettDate2' type='DATE' />
1247 |   <field number='194' name='LastSpotRate' type='FLOAT' />
1248 |   <field number='195' name='LastForwardPoints' type='FLOAT' />
1249 |   <field number='196' name='AllocLinkID' type='CHAR' />
1250 |   <field number='197' name='AllocLinkType' type='INT'>
1251 |    <value enum='0' description='F_X_NETTING' />
1252 |    <value enum='1' description='F_X_SWAP' />
1253 |   </field>
1254 |   <field number='198' name='SecondaryOrderID' type='CHAR' />
1255 |   <field number='199' name='NoIOIQualifiers' type='INT' />
1256 |   <field number='200' name='MaturityMonthYear' type='MONTHYEAR' />
1257 |   <field number='201' name='PutOrCall' type='INT'>
1258 |    <value enum='0' description='PUT' />
1259 |    <value enum='1' description='CALL' />
1260 |   </field>
1261 |   <field number='202' name='StrikePrice' type='FLOAT' />
1262 |   <field number='203' name='CoveredOrUncovered' type='INT'>
1263 |    <value enum='0' description='COVERED' />
1264 |    <value enum='1' description='UNCOVERED' />
1265 |   </field>
1266 |   <field number='204' name='CustomerOrFirm' type='INT'>
1267 |    <value enum='0' description='CUSTOMER' />
1268 |    <value enum='1' description='FIRM' />
1269 |   </field>
1270 |   <field number='205' name='MaturityDay' type='DAYOFMONTH' />
1271 |   <field number='206' name='OptAttribute' type='CHAR' />
1272 |   <field number='207' name='SecurityExchange' type='CHAR' />
1273 |   <field number='208' name='NotifyBrokerOfCredit' type='CHAR'>
1274 |    <value enum='N' description='NO' />
1275 |    <value enum='Y' description='YES' />
1276 |   </field>
1277 |   <field number='209' name='AllocHandlInst' type='INT'>
1278 |    <value enum='1' description='MATCH' />
1279 |    <value enum='2' description='FORWARD' />
1280 |    <value enum='3' description='FORWARD_AND_MATCH' />
1281 |   </field>
1282 |   <field number='210' name='MaxShow' type='INT' />
1283 |   <field number='211' name='PegDifference' type='FLOAT' />
1284 |  </fields>
1285 | </fix>


--------------------------------------------------------------------------------
/acceptor/spec/FIXT11.xml:
--------------------------------------------------------------------------------
  1 | <?xml version='1.0' encoding='UTF-8'?>
  2 | <fix type='FIXT' major='1' minor='1' servicepack='0'>
  3 |   <header>
  4 |     <field name='BeginString' required='Y'/>
  5 |     <field name='BodyLength' required='Y'/>
  6 |     <field name='MsgType' required='Y'/>
  7 |     <field name='SenderCompID' required='Y'/>
  8 |     <field name='TargetCompID' required='Y'/>
  9 |     <field name='OnBehalfOfCompID' required='N'/>
 10 |     <field name='DeliverToCompID' required='N'/>
 11 |     <field name='SecureDataLen' required='N'/>
 12 |     <field name='SecureData' required='N'/>
 13 |     <field name='MsgSeqNum' required='Y'/>
 14 |     <field name='SenderSubID' required='N'/>
 15 |     <field name='SenderLocationID' required='N'/>
 16 |     <field name='TargetSubID' required='N'/>
 17 |     <field name='TargetLocationID' required='N'/>
 18 |     <field name='OnBehalfOfSubID' required='N'/>
 19 |     <field name='OnBehalfOfLocationID' required='N'/>
 20 |     <field name='DeliverToSubID' required='N'/>
 21 |     <field name='DeliverToLocationID' required='N'/>
 22 |     <field name='PossDupFlag' required='N'/>
 23 |     <field name='PossResend' required='N'/>
 24 |     <field name='SendingTime' required='Y'/>
 25 |     <field name='OrigSendingTime' required='N'/>
 26 |     <field name='XmlDataLen' required='N'/>
 27 |     <field name='XmlData' required='N'/>
 28 |     <field name='MessageEncoding' required='N'/>
 29 |     <field name='LastMsgSeqNumProcessed' required='N'/>
 30 |     <component name='HopGrp' required='N'/>
 31 |     <field name='ApplVerID' required='N'/>
 32 |     <field name='CstmApplVerID' required='N'/>
 33 |   </header>
 34 |   <trailer>
 35 |     <field name='SignatureLength' required='N'/>
 36 |     <field name='Signature' required='N'/>
 37 |     <field name='CheckSum' required='Y'/>
 38 |   </trailer>
 39 |   <messages>
 40 |     <message msgcat='admin' msgtype='0' name='Heartbeat'>
 41 |       <field name='TestReqID' required='N'/>
 42 |     </message>
 43 |     <message msgcat='admin' msgtype='1' name='TestRequest'>
 44 |       <field name='TestReqID' required='Y'/>
 45 |     </message>
 46 |     <message msgcat='admin' msgtype='2' name='ResendRequest'>
 47 |       <field name='BeginSeqNo' required='Y'/>
 48 |       <field name='EndSeqNo' required='Y'/>
 49 |     </message>
 50 |     <message msgcat='admin' msgtype='3' name='Reject'>
 51 |       <field name='RefSeqNum' required='Y'/>
 52 |       <field name='RefTagID' required='N'/>
 53 |       <field name='RefMsgType' required='N'/>
 54 |       <field name='SessionRejectReason' required='N'/>
 55 |       <field name='Text' required='N'/>
 56 |       <field name='EncodedTextLen' required='N'/>
 57 |       <field name='EncodedText' required='N'/>
 58 |     </message>
 59 |     <message msgcat='admin' msgtype='4' name='SequenceReset'>
 60 |       <field name='GapFillFlag' required='N'/>
 61 |       <field name='NewSeqNo' required='Y'/>
 62 |     </message>
 63 |     <message msgcat='admin' msgtype='5' name='Logout'>
 64 |       <field name='Text' required='N'/>
 65 |       <field name='EncodedTextLen' required='N'/>
 66 |       <field name='EncodedText' required='N'/>
 67 |     </message>
 68 |     <message msgcat='admin' msgtype='A' name='Logon'>
 69 |       <field name='EncryptMethod' required='Y'/>
 70 |       <field name='HeartBtInt' required='Y'/>
 71 |       <field name='RawDataLength' required='N'/>
 72 |       <field name='RawData' required='N'/>
 73 |       <field name='ResetSeqNumFlag' required='N'/>
 74 |       <field name='NextExpectedMsgSeqNum' required='N'/>
 75 |       <field name='MaxMessageSize' required='N'/>
 76 |       <field name='TestMessageIndicator' required='N'/>
 77 |       <field name='Username' required='N'/>
 78 |       <field name='Password' required='N'/>
 79 |       <field name='DefaultApplVerID' required='Y'/>
 80 |       <component name='MsgTypeGrp' required='N'/>
 81 |     </message>
 82 |   </messages>
 83 |   <components>
 84 |     <component name='HopGrp'>
 85 |       <group name='NoHops' required='N'>
 86 |         <field name='HopCompID' required='N'/>
 87 |         <field name='HopSendingTime' required='N'/>
 88 |         <field name='HopRefID' required='N'/>
 89 |       </group>
 90 |     </component>
 91 |     <component name='MsgTypeGrp'>
 92 |       <group name='NoMsgTypes' required='N'>
 93 |         <field name='RefMsgType' required='N'/>
 94 |         <field name='MsgDirection' required='N'/>
 95 |         <field name='RefApplVerID' required='N'/>
 96 |         <field name='RefCstmApplVerID' required='N'/>
 97 |       </group>
 98 |     </component>
 99 |   </components>
100 |   <fields>
101 |     <field name='BeginSeqNo' number='7' type='SEQNUM'/>
102 |     <field name='BeginString' number='8' type='STRING'/>
103 |     <field name='BodyLength' number='9' type='LENGTH'/>
104 |     <field name='CheckSum' number='10' type='STRING'/>
105 |     <field name='EndSeqNo' number='16' type='SEQNUM'/>
106 |     <field name='MsgSeqNum' number='34' type='SEQNUM'/>
107 |     <field number='35' name='MsgType' type='STRING'>
108 |       <value enum='0' description='HEARTBEAT'/>
109 |       <value enum='1' description='TEST_REQUEST'/>
110 |       <value enum='2' description='RESEND_REQUEST'/>
111 |       <value enum='3' description='REJECT'/>
112 |       <value enum='4' description='SEQUENCE_RESET'/>
113 |       <value enum='5' description='LOGOUT'/>
114 |       <value enum='6' description='INDICATION_OF_INTEREST'/>
115 |       <value enum='7' description='ADVERTISEMENT'/>
116 |       <value enum='8' description='EXECUTION_REPORT'/>
117 |       <value enum='9' description='ORDER_CANCEL_REJECT'/>
118 |       <value enum='A' description='LOGON'/>
119 |       <value enum='B' description='NEWS'/>
120 |       <value enum='C' description='EMAIL'/>
121 |       <value enum='D' description='ORDER_SINGLE'/>
122 |       <value enum='E' description='ORDER_LIST'/>
123 |       <value enum='F' description='ORDER_CANCEL_REQUEST'/>
124 |       <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
125 |       <value enum='H' description='ORDER_STATUS_REQUEST'/>
126 |       <value enum='J' description='ALLOCATION_INSTRUCTION'/>
127 |       <value enum='K' description='LIST_CANCEL_REQUEST'/>
128 |       <value enum='L' description='LIST_EXECUTE'/>
129 |       <value enum='M' description='LIST_STATUS_REQUEST'/>
130 |       <value enum='N' description='LIST_STATUS'/>
131 |       <value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
132 |       <value enum='Q' description='DONT_KNOW_TRADE'/>
133 |       <value enum='R' description='QUOTE_REQUEST'/>
134 |       <value enum='S' description='QUOTE'/>
135 |       <value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
136 |       <value enum='V' description='MARKET_DATA_REQUEST'/>
137 |       <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
138 |       <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
139 |       <value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
140 |       <value enum='Z' description='QUOTE_CANCEL'/>
141 |       <value enum='a' description='QUOTE_STATUS_REQUEST'/>
142 |       <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
143 |       <value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
144 |       <value enum='d' description='SECURITY_DEFINITION'/>
145 |       <value enum='e' description='SECURITY_STATUS_REQUEST'/>
146 |       <value enum='f' description='SECURITY_STATUS'/>
147 |       <value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
148 |       <value enum='h' description='TRADING_SESSION_STATUS'/>
149 |       <value enum='i' description='MASS_QUOTE'/>
150 |       <value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
151 |       <value enum='k' description='BID_REQUEST'/>
152 |       <value enum='l' description='BID_RESPONSE'/>
153 |       <value enum='m' description='LIST_STRIKE_PRICE'/>
154 |       <value enum='n' description='XML_MESSAGE'/>
155 |       <value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
156 |       <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
157 |       <value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
158 |       <value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
159 |       <value enum='s' description='NEW_ORDER_CROSS'/>
160 |       <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
161 |       <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
162 |       <value enum='v' description='SECURITY_TYPE_REQUEST'/>
163 |       <value enum='w' description='SECURITY_TYPES'/>
164 |       <value enum='x' description='SECURITY_LIST_REQUEST'/>
165 |       <value enum='y' description='SECURITY_LIST'/>
166 |       <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
167 |       <value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
168 |       <value enum='AB' description='NEW_ORDER_MULTILEG'/>
169 |       <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
170 |       <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
171 |       <value enum='AE' description='TRADE_CAPTURE_REPORT'/>
172 |       <value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
173 |       <value enum='AG' description='QUOTE_REQUEST_REJECT'/>
174 |       <value enum='AH' description='RFQ_REQUEST'/>
175 |       <value enum='AI' description='QUOTE_STATUS_REPORT'/>
176 |       <value enum='AJ' description='QUOTE_RESPONSE'/>
177 |       <value enum='AK' description='CONFIRMATION'/>
178 |       <value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
179 |       <value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
180 |       <value enum='AN' description='REQUEST_FOR_POSITIONS'/>
181 |       <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
182 |       <value enum='AP' description='POSITION_REPORT'/>
183 |       <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
184 |       <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
185 |       <value enum='AS' description='ALLOCATION_REPORT'/>
186 |       <value enum='AT' description='ALLOCATION_REPORT_ACK'/>
187 |       <value enum='AU' description='CONFIRMATION_ACK'/>
188 |       <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
189 |       <value enum='AW' description='ASSIGNMENT_REPORT'/>
190 |       <value enum='AX' description='COLLATERAL_REQUEST'/>
191 |       <value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
192 |       <value enum='AZ' description='COLLATERAL_RESPONSE'/>
193 |       <value enum='BA' description='COLLATERAL_REPORT'/>
194 |       <value enum='BB' description='COLLATERAL_INQUIRY'/>
195 |       <value enum='BC' description='NETWORK_STATUS_REQUEST'/>
196 |       <value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
197 |       <value enum='BE' description='USER_REQUEST'/>
198 |       <value enum='BF' description='USER_RESPONSE'/>
199 |       <value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
200 |       <value enum='BH' description='CONFIRMATION_REQUEST'/>
201 |       <value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
202 |       <value enum='BJ' description='TRADING_SESSION_LIST'/>
203 |       <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
204 |       <value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
205 |       <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
206 |       <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
207 |       <value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
208 |       <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
209 |     </field>
210 |     <field name='NewSeqNo' number='36' type='SEQNUM'/>
211 |     <field name='PossDupFlag' number='43' type='BOOLEAN'/>
212 |     <field name='RefSeqNum' number='45' type='SEQNUM'/>
213 |     <field name='SenderCompID' number='49' type='STRING'/>
214 |     <field name='SenderSubID' number='50' type='STRING'/>
215 |     <field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
216 |     <field name='TargetCompID' number='56' type='STRING'/>
217 |     <field name='TargetSubID' number='57' type='STRING'/>
218 |     <field name='Text' number='58' type='STRING'/>
219 |     <field name='Signature' number='89' type='DATA'/>
220 |     <field name='SecureDataLen' number='90' type='LENGTH'/>
221 |     <field name='SecureData' number='91' type='DATA'/>
222 |     <field name='SignatureLength' number='93' type='LENGTH'/>
223 |     <field name='RawDataLength' number='95' type='LENGTH'/>
224 |     <field name='RawData' number='96' type='DATA'/>
225 |     <field name='PossResend' number='97' type='BOOLEAN'/>
226 |     <field name='EncryptMethod' number='98' type='INT'>
227 |       <value description='NONE_OTHER' enum='0'/>
228 |       <value description='PKCS' enum='1'/>
229 |       <value description='DES' enum='2'/>
230 |       <value description='PKCS_DES' enum='3'/>
231 |       <value description='PGP_DES' enum='4'/>
232 |       <value description='PGP_DES_MD5' enum='5'/>
233 |       <value description='PEM_DES_MD5' enum='6'/>
234 |     </field>
235 |     <field name='HeartBtInt' number='108' type='INT'/>
236 |     <field name='TestReqID' number='112' type='STRING'/>
237 |     <field name='OnBehalfOfCompID' number='115' type='STRING'/>
238 |     <field name='OnBehalfOfSubID' number='116' type='STRING'/>
239 |     <field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
240 |     <field name='GapFillFlag' number='123' type='BOOLEAN'/>
241 |     <field name='DeliverToCompID' number='128' type='STRING'/>
242 |     <field name='DeliverToSubID' number='129' type='STRING'/>
243 |     <field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
244 |     <field name='SenderLocationID' number='142' type='STRING'/>
245 |     <field name='TargetLocationID' number='143' type='STRING'/>
246 |     <field name='OnBehalfOfLocationID' number='144' type='STRING'/>
247 |     <field name='DeliverToLocationID' number='145' type='STRING'/>
248 |     <field name='XmlDataLen' number='212' type='LENGTH'/>
249 |     <field name='XmlData' number='213' type='DATA'/>
250 |     <field number='347' name='MessageEncoding' type='STRING'>
251 |       <value enum='ISO-2022-JP' description='ISO_2022_JP'/>
252 |       <value enum='EUC-JP' description='EUC_JP'/>
253 |       <value enum='SHIFT_JIS' description='SHIFT_JIS'/>
254 |       <value enum='UTF-8' description='UTF_8'/>
255 |     </field>
256 |     <field name='EncodedTextLen' number='354' type='LENGTH'/>
257 |     <field name='EncodedText' number='355' type='DATA'/>
258 |     <field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
259 |     <field name='RefTagID' number='371' type='INT'/>
260 |     <field name='RefMsgType' number='372' type='STRING'/>
261 |     <field name='SessionRejectReason' number='373' type='INT'>
262 |       <value description='INVALID_TAG_NUMBER' enum='0'/>
263 |       <value description='REQUIRED_TAG_MISSING' enum='1'/>
264 |       <value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
265 |       <value description='INVALID_MSGTYPE' enum='11'/>
266 |       <value description='XML_VALIDATION_ERROR' enum='12'/>
267 |       <value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
268 |       <value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
269 |       <value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
270 |       <value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
271 |       <value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
272 |       <value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
273 |       <value description='UNDEFINED_TAG' enum='3'/>
274 |       <value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
275 |       <value description='VALUE_IS_INCORRECT' enum='5'/>
276 |       <value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
277 |       <value description='DECRYPTION_PROBLEM' enum='7'/>
278 |       <value description='SIGNATURE_PROBLEM' enum='8'/>
279 |       <value description='COMPID_PROBLEM' enum='9'/>
280 |       <value description='OTHER' enum='99'/>
281 |     </field>
282 |     <field name='MaxMessageSize' number='383' type='LENGTH'/>
283 |     <field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
284 |     <field name='MsgDirection' number='385' type='CHAR'>
285 |       <value description='RECEIVE' enum='R'/>
286 |       <value description='SEND' enum='S'/>
287 |     </field>
288 |     <field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
289 |     <field name='Username' number='553' type='STRING'/>
290 |     <field name='Password' number='554' type='STRING'/>
291 |     <field name='NoHops' number='627' type='NUMINGROUP'/>
292 |     <field name='HopCompID' number='628' type='STRING'/>
293 |     <field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
294 |     <field name='HopRefID' number='630' type='SEQNUM'/>
295 |     <field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
296 |     <field name='ApplVerID' number='1128' type='STRING'>
297 |       <value description='FIX27' enum='0'/>
298 |       <value description='FIX30' enum='1'/>
299 |       <value description='FIX40' enum='2'/>
300 |       <value description='FIX41' enum='3'/>
301 |       <value description='FIX42' enum='4'/>
302 |       <value description='FIX43' enum='5'/>
303 |       <value description='FIX44' enum='6'/>
304 |       <value description='FIX50' enum='7'/>
305 |       <value description='FIX50SP1' enum='8'/>
306 |       <value description='FIX50SP2' enum='9'/>
307 |     </field>
308 |     <field name='CstmApplVerID' number='1129' type='STRING'/>
309 |     <field name='RefApplVerID' number='1130' type='STRING'/>
310 |     <field name='RefCstmApplVerID' number='1131' type='STRING'/>
311 |     <field name='DefaultApplVerID' number='1137' type='STRING'/>
312 |   </fields>
313 | </fix>
314 | 


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/acceptor/start.sh:
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1 | #!/bin/sh
2 | cd ./acceptor
3 | python server.py server.cfg
4 | 


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/docker/.env:
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1 | APP_PORT=3000
2 | WORKING_DIR=/app
3 | 


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/docker/Dockerfile:
--------------------------------------------------------------------------------
 1 | FROM python:3.7.3
 2 | ENV WORKING_DIR /app
 3 | WORKDIR ${WORKING_DIR}
 4 | COPY ./requirements.txt ${WORKING_DIR}/requirements.txt
 5 | RUN pip install -U pip && pip install -r ${WORKING_DIR}/requirements.txt
 6 | ADD . ${WORKING_DIR}
 7 | RUN rm -fr ${WORKING_DIR}/initiator/Logs/*
 8 | RUN rm -fr ${WORKING_DIR}/initiator/Sessions/*
 9 | RUN rm -fr ${WORKING_DIR}/acceptor/Logs/*
10 | RUN rm -fr ${WORKING_DIR}/acceptor/Sessions/*
11 | 


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/docker/docker-compose.yml:
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 1 | version: '3'
 2 | 
 3 | services:
 4 |   acceptor:
 5 |     build:
 6 |       context: ../
 7 |       dockerfile: ./docker/Dockerfile
 8 |     restart: always
 9 |     working_dir: ${WORKING_DIR}
10 |     volumes:
11 |       - ../:${WORKING_DIR}
12 |     command:
13 |       - ${WORKING_DIR}/acceptor/start.sh
14 |     stdin_open: true
15 |     tty: true
16 |     env_file:
17 |       - .env
18 |     ports:
19 |       - ${APP_PORT}:${APP_PORT}
20 |     networks:
21 |       - quickfix
22 |   
23 |   initiator:
24 |     build:
25 |       context: ../
26 |       dockerfile: ./docker/Dockerfile
27 |     restart: always
28 |     working_dir: ${WORKING_DIR}
29 |     volumes:
30 |       - ../:${WORKING_DIR}
31 |     command:
32 |       - ${WORKING_DIR}/initiator/start.sh
33 |     stdin_open: true
34 |     tty: true
35 |     env_file:
36 |       - .env
37 |     links:
38 |       - acceptor
39 |     networks:
40 |       - quickfix
41 | 
42 | networks:
43 |   quickfix:
44 | 
45 | 
46 |   
47 | 


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/initiator/Logs/GLOBAL.event.current.log:
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https://raw.githubusercontent.com/rinlevan/quickfix-python-samples/a01466247435046ae9f5b561f0bb3f99b9727c4f/initiator/Logs/GLOBAL.event.current.log


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/initiator/Logs/GLOBAL.messages.current.log:
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https://raw.githubusercontent.com/rinlevan/quickfix-python-samples/a01466247435046ae9f5b561f0bb3f99b9727c4f/initiator/Logs/GLOBAL.messages.current.log


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/initiator/application.py:
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 1 | #!/usr/bin/python
 2 | # -*- coding: utf8 -*-
 3 | """FIX Application"""
 4 | import sys
 5 | import quickfix as fix
 6 | import time
 7 | import logging
 8 | from datetime import datetime
 9 | from model.logger import setup_logger
10 | __SOH__ = chr(1)
11 | 
12 | # Logger
13 | setup_logger('logfix', 'Logs/message.log')
14 | logfix = logging.getLogger('logfix')
15 | 
16 | 
17 | class Application(fix.Application):
18 |     """FIX Application"""
19 |     ClOrdID = 0
20 | 
21 |     def onCreate(self, sessionID):
22 |         print("onCreate : Session (%s)" % sessionID.toString())
23 |         return
24 | 
25 |     def onLogon(self, sessionID):
26 |         self.sessionID = sessionID
27 |         print("Successful Logon to session '%s'." % sessionID.toString())
28 |         return
29 | 
30 |     def onLogout(self, sessionID):
31 |         print("Session (%s) logout !" % sessionID.toString())
32 |         return
33 | 
34 |     def toAdmin(self, message, sessionID):
35 |         msg = message.toString().replace(__SOH__, "|")
36 |         logfix.info("(Admin) S >> %s" % msg)
37 |         return
38 |     def fromAdmin(self, message, sessionID):
39 |         msg = message.toString().replace(__SOH__, "|")
40 |         logfix.info("(Admin) R << %s" % msg)
41 |         return
42 |     def toApp(self, message, sessionID):
43 |         msg = message.toString().replace(__SOH__, "|")
44 |         logfix.info("(App) S >> %s" % msg)
45 |         return
46 |     def fromApp(self, message, sessionID):
47 |         msg = message.toString().replace(__SOH__, "|")
48 |         logfix.info("(App) R << %s" % msg)
49 |         self.onMessage(message, sessionID)
50 |         return
51 | 
52 |     def onMessage(self, message, sessionID):
53 |         """Processing application message here"""
54 |         pass
55 | 
56 |     def genClOrdID(self):
57 |         """Generate ClOrdID"""
58 |         self.ClOrdID += 1
59 |         return str(self.ClOrdID).zfill(5)
60 | 
61 |     def put_new_order(self):
62 |         """Request sample new order single"""
63 |         message = fix.Message()
64 |         header = message.getHeader()
65 | 
66 |         header.setField(fix.MsgType(fix.MsgType_NewOrderSingle)) #39 = D 
67 | 
68 |         message.setField(fix.ClOrdID(self.genClOrdID())) #11 = Unique Sequence Number
69 |         message.setField(fix.Side(fix.Side_BUY)) #43 = 1 BUY 
70 |         message.setField(fix.Symbol("MSFT")) #55 = MSFT
71 |         message.setField(fix.OrderQty(10000)) #38 = 1000
72 |         message.setField(fix.Price(100))
73 |         message.setField(fix.OrdType(fix.OrdType_LIMIT)) #40=2 Limit Order 
74 |         message.setField(fix.HandlInst(fix.HandlInst_MANUAL_ORDER_BEST_EXECUTION)) #21 = 3
75 |         message.setField(fix.TimeInForce('0'))
76 |         message.setField(fix.Text("NewOrderSingle"))
77 |         trstime = fix.TransactTime()
78 |         trstime.setString(datetime.now().strftime("%Y%m%d-%H:%M:%S.%f")[:-3])
79 |         message.setField(trstime)
80 | 
81 |         fix.Session.sendToTarget(message, self.sessionID)
82 | 
83 |     def run(self):
84 |         """Run"""
85 |         while 1:
86 |             options = str(input("Please choose 1 for Put New Order or 2 for Exit!\n"))
87 |             if options == '1':
88 |                 self.put_new_order()
89 |                 print("Done: Put New Order\n")
90 |                 continue
91 |             if  options == '2':
92 |                 sys.exit(0)
93 |             else:
94 |                 print("Valid input is 1 for order, 2 for exit\n")
95 |             time.sleep(2)
96 | 


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/initiator/client.cfg:
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 1 | # This is a client (initiator)
 2 | [DEFAULT]
 3 | DefaultApplVerID=FIX.4.3
 4 |  #settings which apply to all the Sessions.
 5 | ConnectionType=initiator
 6 |  # FIX messages have a sequence ID, which shouldn't be used for uniqueness as specification doesn't guarantee anything about them. If Y is provided every time logon message is sent, server will reset the sequence.
 7 | FileLogPath=./Logs/
 8 |  #Path where logs will be written
 9 | StartTime=00:00:00
10 |  # Time when session starts and ends
11 | EndTime=00:00:00
12 | UseDataDictionary=Y
13 |  #Time in seconds before your session will expire, keep sending heartbeat requests if you don't want it to expire
14 | ReconnectInterval=60
15 | LogoutTimeout=5
16 | LogonTimeout=30
17 |  # Time in seconds before reconnecting
18 | ResetOnLogon=Y
19 | ResetOnLogout=Y
20 | ResetOnDisconnect=Y
21 | SendRedundantResendRequests=Y
22 | # RefreshOnLogon=Y
23 | SocketNodelay=N
24 | # PersistMessages=Y
25 | ValidateUserDefinedFields=N
26 | ValidateFieldsOutOfOrder=N
27 | # CheckLatency=Y
28 | 
29 | 
30 | # session definition
31 | [SESSION]
32 | BeginString=FIX.4.3
33 | SenderCompID=CLIENT
34 | TargetCompID=SERVER
35 | HeartBtInt=30
36 | SocketConnectPort=3000
37 | SocketConnectHost=127.0.0.1
38 | DataDictionary=./spec/FIX43.xml
39 | FileStorePath=./Sessions/
40 | 


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/initiator/client.py:
--------------------------------------------------------------------------------
 1 | """FIX GATEWAY"""
 2 | import sys
 3 | import argparse
 4 | import quickfix
 5 | from application import Application
 6 | 
 7 | def main(config_file):
 8 |     """Main"""
 9 |     try:
10 |         settings = quickfix.SessionSettings(config_file)
11 |         application = Application()
12 |         storefactory = quickfix.FileStoreFactory(settings)
13 |         logfactory = quickfix.FileLogFactory(settings)
14 |         initiator = quickfix.SocketInitiator(application, storefactory, settings, logfactory)
15 | 
16 |         initiator.start()
17 |         application.run()
18 |         initiator.stop()
19 | 
20 |     except (quickfix.ConfigError, quickfix.RuntimeError) as e:
21 |         print(e)
22 |         initiator.stop()
23 |         sys.exit()
24 | 
25 | if __name__=='__main__':
26 |     parser = argparse.ArgumentParser(description='FIX Client')
27 |     parser.add_argument('file_name', type=str, help='Name of configuration file')
28 |     args = parser.parse_args()
29 |     main(args.file_name)
30 | 


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/initiator/model/Field.py:
--------------------------------------------------------------------------------
 1 | BeginString = 8
 2 | BodyLength = 9
 3 | MsgType = 35
 4 | SenderCompID = 49
 5 | TargetCompID = 56
 6 | TargetSubID = 57
 7 | SenderSubID = 50
 8 | MsgSeqNum = 34
 9 | SendingTime = 52
10 | CheckSum = 10
11 | TestReqID = 112
12 | EncryptMethod = 98
13 | HeartBtInt = 108
14 | ResetSeqNum = 141
15 | Username = 553
16 | Password = 554
17 | Text = 58
18 | BeginSeqNo = 7
19 | EndSeqNo = 16
20 | GapFillFlag = 123
21 | NewSeqNo = 36
22 | MDReqID = 262
23 | SubscriptionRequestType = 263
24 | MarketDepth = 264
25 | MDUpdateType = 265
26 | NoMDEntryTypes = 267
27 | NoMDEntries = 268
28 | MDEntryType = 269
29 | NoRelatedSym = 146
30 | Symbol = 55
31 | MDEntryPx = 270
32 | MDUpdateAction = 279
33 | MDEntryID = 278
34 | MDEntrySize = 271
35 | ClOrdID = 11
36 | Side = 54
37 | TransactTime = 60
38 | OrderQty = 38
39 | OrdType = 40
40 | Price = 44
41 | StopPx = 99
42 | TimeInForce = 59
43 | ExpireTime = 126
44 | PosMaintRptID = 721
45 | OrderID = 37
46 | ExecType = 150
47 | OrdStatus = 39
48 | AvgPx = 6
49 | LeavesQty = 151
50 | CumQty = 14
51 | Currency = 15
52 | ExecID = 17
53 | ExecRefID = 19 
54 | ExecTransType=20
55 | OnBehalfOfSubID = 116
56 | OnBehalfOfCompID = 115
57 | OrigClOrdID = 41
58 | OrdRejReason = 103
59 | DeliverToCompID = 128
60 | DeliverToSubID = 129
61 | PossDupFlag = 43
62 | PossResend = 97
63 | OrigSendingTime = 122
64 | ClientID = 109
65 | Account = 1
66 | Commission = 12
67 | CommType = 13
68 | SettlmntTyp = 63
69 | FutSettDate = 64
70 | HandlInst = 21
71 | ExecInst = 18
72 | CxlType = 125
73 | ExDestination = 100
74 | IDSource = 22
75 | SecurityType = 167
76 | SecurityID = 48
77 | SettlCurrency = 120
78 | SecurityExchange = 207
79 | DKReason = 127
80 | RefSeqNum = 45
81 | RefMsgType = 372
82 | BusinessRejectRefID = 379
83 | BusinessRejectReason = 380
84 | 
85 | 


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/initiator/model/Message.py:
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  1 | from model import Field
  2 | 
  3 | class Types(object):
  4 |     Logon = 'A'
  5 |     Heartbeat = '0'
  6 |     TestRequest = '1'
  7 |     Logout = '5'
  8 |     ResendRequest = '2'
  9 |     Reject = '3'
 10 |     SequenceReset = '4'
 11 |     MarketDataRequest = 'V'
 12 |     MarketDataSnapshot = 'W'
 13 |     MarketDataRefresh = 'X'
 14 |     NewOrderSingle = 'D'
 15 |     ListOrder = 'E'
 16 |     OrderCancel = 'F'
 17 |     OrderCancelReplace = 'G'
 18 |     DontKnowTrade = 'Q'
 19 |     OrderStatus = 'H'
 20 |     ExecutionReport = '8'
 21 |     OrderCancelReject = '9'
 22 |     BusinessMessageReject = 'j'
 23 |     PositionRequest = 'AN'
 24 |     PositionReport = 'AP'
 25 | 
 26 | __SOH__ = chr(1)
 27 | 
 28 | def build_checksum(message):
 29 |     checksum = sum([ord(i) for i in list(message)]) % 256
 30 |     return make_pair((10, str(checksum).zfill(3)))
 31 | 
 32 | 
 33 | def make_pair(pair):
 34 |     return str(pair[0]) + "=" + str(pair[1]) + __SOH__
 35 | 
 36 | class Base(object):
 37 |     default_session = None
 38 |     current_session = None
 39 | 
 40 |     def __init__(self, fields=None, session=None):
 41 |         self.msg_type = None
 42 |         self.fields = []
 43 | 
 44 |         if fields is None:
 45 |             fields = []
 46 | 
 47 |         for pair in fields:
 48 |             self.set_field(pair)
 49 | 
 50 |         self.length = None
 51 |         self.string = None
 52 | 
 53 |         if not session and not self.default_session:
 54 |             raise RuntimeError('Session must be provided if default session is not set')
 55 | 
 56 |         if not session:
 57 |             self.current_session = self.default_session
 58 |         else:
 59 |             self.current_session = session
 60 | 
 61 |     def __getitem__(self, item):
 62 |         return self.get_field(item)
 63 | 
 64 |     def __setitem__(self, key, value):
 65 |         return self.set_field((key, value))
 66 | 
 67 |     def toString(self):
 68 |         return self.string.replace(__SOH__, "|")
 69 | 
 70 |     def get_type(self):
 71 |         return self.msg_type
 72 | 
 73 |     def get_field(self, field_type):
 74 |         for pair in self.fields:
 75 |             if str(pair[0]) == str(field_type):
 76 |                 return pair[1]
 77 |         return None
 78 | 
 79 |     def set_field(self, pair):
 80 |         if str(pair[0]) == str(Field.MsgType):
 81 |             self.msg_type = pair[1]
 82 | 
 83 |         self.fields.append(pair)
 84 |         # self.length = None
 85 |         # self.string = None
 86 |         return self
 87 | 
 88 |     def get_all_by(self, field_type):
 89 |         result = []
 90 |         for pair in self.fields:
 91 |             if str(pair[0]) == str(field_type):
 92 |                 result.append(pair[1])
 93 |         return result
 94 | 
 95 |     def get_group(self, group):
 96 |         result = []
 97 |         for field_id in group:
 98 |             values = self.get_all_by(field_id)
 99 |             for i, value in enumerate(values):
100 |                 if len(result) - 1 < i:
101 |                     result.append({})
102 |                 result[i][field_id] = value
103 |         return result
104 |     
105 |     def parse_string(self, string, session):
106 |         result = Base(None, session)
107 |         for pair in string.split(__SOH__):
108 |             if len(pair):
109 |                 values = pair.split('=')
110 |                 if len(values) == 2:
111 |                     result.set_field((values[0], values[1]))
112 |         result.string = string
113 |         return result
114 | 


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/initiator/model/__init__.py:
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https://raw.githubusercontent.com/rinlevan/quickfix-python-samples/a01466247435046ae9f5b561f0bb3f99b9727c4f/initiator/model/__init__.py


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/initiator/model/logger.py:
--------------------------------------------------------------------------------
 1 | #!/usr/bin/python
 2 | # -*- coding: utf8 -*-
 3 | import logging
 4 | def setup_logger(logger_name, log_file, level=logging.INFO):
 5 |     lz = logging.getLogger(logger_name)
 6 |     formatter = logging.Formatter('%(asctime)s : %(message)s')
 7 |     fileHandler = logging.FileHandler(log_file, mode='w')
 8 |     fileHandler.setFormatter(formatter)
 9 |     lz.setLevel(level)
10 |     lz.addHandler(fileHandler)
11 |     streamHandler = logging.StreamHandler()
12 |     streamHandler.setFormatter(formatter)
13 |     lz.addHandler(streamHandler) 


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/initiator/spec/FIX40.xml:
--------------------------------------------------------------------------------
  1 | <fix major='4' type='FIX' servicepack='0' minor='0'>
  2 |  <header>
  3 |   <field name='BeginString' required='Y' />
  4 |   <field name='BodyLength' required='Y' />
  5 |   <field name='MsgType' required='Y' />
  6 |   <field name='SenderCompID' required='Y' />
  7 |   <field name='TargetCompID' required='Y' />
  8 |   <field name='OnBehalfOfCompID' required='N' />
  9 |   <field name='DeliverToCompID' required='N' />
 10 |   <field name='SecureDataLen' required='N' />
 11 |   <field name='SecureData' required='N' />
 12 |   <field name='MsgSeqNum' required='Y' />
 13 |   <field name='SenderSubID' required='N' />
 14 |   <field name='TargetSubID' required='N' />
 15 |   <field name='OnBehalfOfSubID' required='N' />
 16 |   <field name='DeliverToSubID' required='N' />
 17 |   <field name='PossDupFlag' required='N' />
 18 |   <field name='PossResend' required='N' />
 19 |   <field name='SendingTime' required='Y' />
 20 |   <field name='OrigSendingTime' required='N' />
 21 |  </header>
 22 |  <messages>
 23 |   <message name='Heartbeat' msgcat='admin' msgtype='0'>
 24 |    <field name='TestReqID' required='N' />
 25 |   </message>
 26 |   <message name='TestRequest' msgcat='admin' msgtype='1'>
 27 |    <field name='TestReqID' required='Y' />
 28 |   </message>
 29 |   <message name='ResendRequest' msgcat='admin' msgtype='2'>
 30 |    <field name='BeginSeqNo' required='Y' />
 31 |    <field name='EndSeqNo' required='Y' />
 32 |   </message>
 33 |   <message name='Reject' msgcat='admin' msgtype='3'>
 34 |    <field name='RefSeqNum' required='Y' />
 35 |    <field name='Text' required='N' />
 36 |   </message>
 37 |   <message name='SequenceReset' msgcat='admin' msgtype='4'>
 38 |    <field name='GapFillFlag' required='N' />
 39 |    <field name='NewSeqNo' required='Y' />
 40 |   </message>
 41 |   <message name='Logout' msgcat='admin' msgtype='5'>
 42 |    <field name='Text' required='N' />
 43 |   </message>
 44 |   <message name='IOI' msgcat='app' msgtype='6'>
 45 |    <field name='IOIid' required='Y' />
 46 |    <field name='IOITransType' required='Y' />
 47 |    <field name='IOIRefID' required='N' />
 48 |    <field name='Symbol' required='Y' />
 49 |    <field name='SymbolSfx' required='N' />
 50 |    <field name='SecurityID' required='N' />
 51 |    <field name='IDSource' required='N' />
 52 |    <field name='Issuer' required='N' />
 53 |    <field name='SecurityDesc' required='N' />
 54 |    <field name='Side' required='Y' />
 55 |    <field name='IOIShares' required='Y' />
 56 |    <field name='Price' required='N' />
 57 |    <field name='Currency' required='N' />
 58 |    <field name='ValidUntilTime' required='N' />
 59 |    <field name='IOIQltyInd' required='N' />
 60 |    <field name='IOIOthSvc' required='N' />
 61 |    <field name='IOINaturalFlag' required='N' />
 62 |    <field name='IOIQualifier' required='N' />
 63 |    <field name='Text' required='N' />
 64 |   </message>
 65 |   <message name='Advertisement' msgcat='app' msgtype='7'>
 66 |    <field name='AdvId' required='Y' />
 67 |    <field name='AdvTransType' required='Y' />
 68 |    <field name='AdvRefID' required='N' />
 69 |    <field name='Symbol' required='Y' />
 70 |    <field name='SymbolSfx' required='N' />
 71 |    <field name='SecurityID' required='N' />
 72 |    <field name='IDSource' required='N' />
 73 |    <field name='Issuer' required='N' />
 74 |    <field name='SecurityDesc' required='N' />
 75 |    <field name='AdvSide' required='Y' />
 76 |    <field name='Shares' required='Y' />
 77 |    <field name='Price' required='N' />
 78 |    <field name='Currency' required='N' />
 79 |    <field name='TransactTime' required='N' />
 80 |    <field name='Text' required='N' />
 81 |   </message>
 82 |   <message name='ExecutionReport' msgcat='app' msgtype='8'>
 83 |    <field name='OrderID' required='Y' />
 84 |    <field name='ClOrdID' required='N' />
 85 |    <field name='ClientID' required='N' />
 86 |    <field name='ExecBroker' required='N' />
 87 |    <field name='ListID' required='N' />
 88 |    <field name='ExecID' required='Y' />
 89 |    <field name='ExecTransType' required='Y' />
 90 |    <field name='ExecRefID' required='N' />
 91 |    <field name='OrdStatus' required='Y' />
 92 |    <field name='OrdRejReason' required='N' />
 93 |    <field name='Account' required='N' />
 94 |    <field name='SettlmntTyp' required='N' />
 95 |    <field name='FutSettDate' required='N' />
 96 |    <field name='Symbol' required='Y' />
 97 |    <field name='SymbolSfx' required='N' />
 98 |    <field name='SecurityID' required='N' />
 99 |    <field name='IDSource' required='N' />
100 |    <field name='Issuer' required='N' />
101 |    <field name='SecurityDesc' required='N' />
102 |    <field name='Side' required='Y' />
103 |    <field name='OrderQty' required='Y' />
104 |    <field name='OrdType' required='N' />
105 |    <field name='Price' required='N' />
106 |    <field name='StopPx' required='N' />
107 |    <field name='Currency' required='N' />
108 |    <field name='TimeInForce' required='N' />
109 |    <field name='ExpireTime' required='N' />
110 |    <field name='ExecInst' required='N' />
111 |    <field name='Rule80A' required='N' />
112 |    <field name='LastShares' required='Y' />
113 |    <field name='LastPx' required='Y' />
114 |    <field name='LastMkt' required='N' />
115 |    <field name='LastCapacity' required='N' />
116 |    <field name='CumQty' required='Y' />
117 |    <field name='AvgPx' required='Y' />
118 |    <field name='TradeDate' required='N' />
119 |    <field name='TransactTime' required='N' />
120 |    <field name='ReportToExch' required='N' />
121 |    <field name='Commission' required='N' />
122 |    <field name='CommType' required='N' />
123 |    <group name='NoMiscFees' required='N'>
124 |     <field name='MiscFeeAmt' required='N' />
125 |     <field name='MiscFeeCurr' required='N' />
126 |     <field name='MiscFeeType' required='N' />
127 |    </group>
128 |    <field name='NetMoney' required='N' />
129 |    <field name='SettlCurrAmt' required='N' />
130 |    <field name='SettlCurrency' required='N' />
131 |    <field name='Text' required='N' />
132 |   </message>
133 |   <message name='OrderCancelReject' msgcat='app' msgtype='9'>
134 |    <field name='OrderID' required='Y' />
135 |    <field name='ClOrdID' required='Y' />
136 |    <field name='ClientID' required='N' />
137 |    <field name='ExecBroker' required='N' />
138 |    <field name='ListID' required='N' />
139 |    <field name='CxlRejReason' required='N' />
140 |    <field name='Text' required='N' />
141 |   </message>
142 |   <message name='Logon' msgcat='admin' msgtype='A'>
143 |    <field name='EncryptMethod' required='Y' />
144 |    <field name='HeartBtInt' required='Y' />
145 |    <field name='RawDataLength' required='N' />
146 |    <field name='RawData' required='N' />
147 |   </message>
148 |   <message name='News' msgcat='app' msgtype='B'>
149 |    <field name='OrigTime' required='N' />
150 |    <field name='Urgency' required='N' />
151 |    <field name='RelatdSym' required='N' />
152 |    <field name='LinesOfText' required='Y' />
153 |    <field name='Text' required='Y' />
154 |    <field name='RawDataLength' required='N' />
155 |    <field name='RawData' required='N' />
156 |   </message>
157 |   <message name='Email' msgcat='app' msgtype='C'>
158 |    <field name='EmailType' required='Y' />
159 |    <field name='OrigTime' required='N' />
160 |    <field name='RelatdSym' required='N' />
161 |    <field name='OrderID' required='N' />
162 |    <field name='ClOrdID' required='N' />
163 |    <field name='LinesOfText' required='Y' />
164 |    <field name='Text' required='Y' />
165 |    <field name='RawDataLength' required='N' />
166 |    <field name='RawData' required='N' />
167 |   </message>
168 |   <message name='NewOrderSingle' msgcat='app' msgtype='D'>
169 |    <field name='ClOrdID' required='Y' />
170 |    <field name='ClientID' required='N' />
171 |    <field name='ExecBroker' required='N' />
172 |    <field name='Account' required='N' />
173 |    <field name='SettlmntTyp' required='N' />
174 |    <field name='FutSettDate' required='N' />
175 |    <field name='HandlInst' required='Y' />
176 |    <field name='ExecInst' required='N' />
177 |    <field name='MinQty' required='N' />
178 |    <field name='MaxFloor' required='N' />
179 |    <field name='ExDestination' required='N' />
180 |    <field name='ProcessCode' required='N' />
181 |    <field name='Symbol' required='Y' />
182 |    <field name='SymbolSfx' required='N' />
183 |    <field name='SecurityID' required='N' />
184 |    <field name='IDSource' required='N' />
185 |    <field name='Issuer' required='N' />
186 |    <field name='SecurityDesc' required='N' />
187 |    <field name='PrevClosePx' required='N' />
188 |    <field name='Side' required='Y' />
189 |    <field name='LocateReqd' required='N' />
190 |    <field name='OrderQty' required='Y' />
191 |    <field name='OrdType' required='Y' />
192 |    <field name='Price' required='N' />
193 |    <field name='StopPx' required='N' />
194 |    <field name='Currency' required='N' />
195 |    <field name='IOIid' required='N' />
196 |    <field name='QuoteID' required='N' />
197 |    <field name='TimeInForce' required='N' />
198 |    <field name='ExpireTime' required='N' />
199 |    <field name='Commission' required='N' />
200 |    <field name='CommType' required='N' />
201 |    <field name='Rule80A' required='N' />
202 |    <field name='ForexReq' required='N' />
203 |    <field name='SettlCurrency' required='N' />
204 |    <field name='Text' required='N' />
205 |   </message>
206 |   <message name='NewOrderList' msgcat='app' msgtype='E'>
207 |    <field name='ListID' required='Y' />
208 |    <field name='WaveNo' required='N' />
209 |    <field name='ListSeqNo' required='Y' />
210 |    <field name='ListNoOrds' required='Y' />
211 |    <field name='ListExecInst' required='N' />
212 |    <field name='ClOrdID' required='Y' />
213 |    <field name='ClientID' required='N' />
214 |    <field name='ExecBroker' required='N' />
215 |    <field name='Account' required='N' />
216 |    <field name='SettlmntTyp' required='N' />
217 |    <field name='FutSettDate' required='N' />
218 |    <field name='HandlInst' required='Y' />
219 |    <field name='ExecInst' required='N' />
220 |    <field name='MinQty' required='N' />
221 |    <field name='MaxFloor' required='N' />
222 |    <field name='ExDestination' required='N' />
223 |    <field name='ProcessCode' required='N' />
224 |    <field name='Symbol' required='Y' />
225 |    <field name='SymbolSfx' required='N' />
226 |    <field name='SecurityID' required='N' />
227 |    <field name='IDSource' required='N' />
228 |    <field name='Issuer' required='N' />
229 |    <field name='SecurityDesc' required='N' />
230 |    <field name='PrevClosePx' required='N' />
231 |    <field name='Side' required='Y' />
232 |    <field name='LocateReqd' required='N' />
233 |    <field name='OrderQty' required='Y' />
234 |    <field name='OrdType' required='Y' />
235 |    <field name='Price' required='N' />
236 |    <field name='StopPx' required='N' />
237 |    <field name='Currency' required='N' />
238 |    <field name='TimeInForce' required='N' />
239 |    <field name='ExpireTime' required='N' />
240 |    <field name='Commission' required='N' />
241 |    <field name='CommType' required='N' />
242 |    <field name='Rule80A' required='N' />
243 |    <field name='ForexReq' required='N' />
244 |    <field name='SettlCurrency' required='N' />
245 |    <field name='Text' required='N' />
246 |   </message>
247 |   <message name='OrderCancelRequest' msgcat='app' msgtype='F'>
248 |    <field name='OrigClOrdID' required='Y' />
249 |    <field name='OrderID' required='N' />
250 |    <field name='ClOrdID' required='Y' />
251 |    <field name='ListID' required='N' />
252 |    <field name='CxlType' required='Y' />
253 |    <field name='ClientID' required='N' />
254 |    <field name='ExecBroker' required='N' />
255 |    <field name='Symbol' required='Y' />
256 |    <field name='SymbolSfx' required='N' />
257 |    <field name='SecurityID' required='N' />
258 |    <field name='IDSource' required='N' />
259 |    <field name='Issuer' required='N' />
260 |    <field name='SecurityDesc' required='N' />
261 |    <field name='Side' required='Y' />
262 |    <field name='OrderQty' required='Y' />
263 |    <field name='Text' required='N' />
264 |   </message>
265 |   <message name='OrderCancelReplaceRequest' msgcat='app' msgtype='G'>
266 |    <field name='OrderID' required='N' />
267 |    <field name='ClientID' required='N' />
268 |    <field name='ExecBroker' required='N' />
269 |    <field name='OrigClOrdID' required='Y' />
270 |    <field name='ClOrdID' required='Y' />
271 |    <field name='ListID' required='N' />
272 |    <field name='Account' required='N' />
273 |    <field name='SettlmntTyp' required='N' />
274 |    <field name='FutSettDate' required='N' />
275 |    <field name='HandlInst' required='Y' />
276 |    <field name='ExecInst' required='N' />
277 |    <field name='MinQty' required='N' />
278 |    <field name='MaxFloor' required='N' />
279 |    <field name='ExDestination' required='N' />
280 |    <field name='Symbol' required='Y' />
281 |    <field name='SymbolSfx' required='N' />
282 |    <field name='SecurityID' required='N' />
283 |    <field name='IDSource' required='N' />
284 |    <field name='Issuer' required='N' />
285 |    <field name='SecurityDesc' required='N' />
286 |    <field name='Side' required='Y' />
287 |    <field name='OrderQty' required='Y' />
288 |    <field name='OrdType' required='Y' />
289 |    <field name='Price' required='N' />
290 |    <field name='StopPx' required='N' />
291 |    <field name='Currency' required='N' />
292 |    <field name='TimeInForce' required='N' />
293 |    <field name='ExpireTime' required='N' />
294 |    <field name='Commission' required='N' />
295 |    <field name='CommType' required='N' />
296 |    <field name='Rule80A' required='N' />
297 |    <field name='ForexReq' required='N' />
298 |    <field name='SettlCurrency' required='N' />
299 |    <field name='Text' required='N' />
300 |   </message>
301 |   <message name='OrderStatusRequest' msgcat='app' msgtype='H'>
302 |    <field name='OrderID' required='N' />
303 |    <field name='ClOrdID' required='Y' />
304 |    <field name='ClientID' required='N' />
305 |    <field name='ExecBroker' required='N' />
306 |    <field name='Symbol' required='Y' />
307 |    <field name='SymbolSfx' required='N' />
308 |    <field name='Issuer' required='N' />
309 |    <field name='SecurityDesc' required='N' />
310 |    <field name='Side' required='Y' />
311 |   </message>
312 |   <message name='Allocation' msgcat='app' msgtype='J'>
313 |    <field name='AllocID' required='Y' />
314 |    <field name='AllocTransType' required='Y' />
315 |    <field name='RefAllocID' required='N' />
316 |    <group name='NoOrders' required='Y'>
317 |     <field name='ClOrdID' required='Y' />
318 |     <field name='OrderID' required='N' />
319 |     <field name='ListID' required='N' />
320 |     <field name='WaveNo' required='N' />
321 |    </group>
322 |    <group name='NoExecs' required='N'>
323 |     <field name='ExecID' required='N' />
324 |     <field name='LastShares' required='N' />
325 |     <field name='LastPx' required='N' />
326 |     <field name='LastMkt' required='N' />
327 |    </group>
328 |    <field name='Side' required='Y' />
329 |    <field name='Symbol' required='Y' />
330 |    <field name='SymbolSfx' required='N' />
331 |    <field name='SecurityID' required='N' />
332 |    <field name='IDSource' required='N' />
333 |    <field name='Issuer' required='N' />
334 |    <field name='SecurityDesc' required='N' />
335 |    <field name='Shares' required='Y' />
336 |    <field name='AvgPx' required='Y' />
337 |    <field name='Currency' required='N' />
338 |    <field name='AvgPrxPrecision' required='N' />
339 |    <field name='TradeDate' required='Y' />
340 |    <field name='TransactTime' required='N' />
341 |    <field name='SettlmntTyp' required='N' />
342 |    <field name='FutSettDate' required='N' />
343 |    <field name='NetMoney' required='N' />
344 |    <group name='NoMiscFees' required='N'>
345 |     <field name='MiscFeeAmt' required='N' />
346 |     <field name='MiscFeeCurr' required='N' />
347 |     <field name='MiscFeeType' required='N' />
348 |    </group>
349 |    <field name='SettlCurrAmt' required='N' />
350 |    <field name='SettlCurrency' required='N' />
351 |    <field name='OpenClose' required='N' />
352 |    <field name='Text' required='N' />
353 |    <group name='NoAllocs' required='Y'>
354 |     <field name='AllocAccount' required='Y' />
355 |     <field name='AllocShares' required='Y' />
356 |     <field name='ProcessCode' required='N' />
357 |     <field name='ExecBroker' required='N' />
358 |     <field name='ClientID' required='N' />
359 |     <field name='Commission' required='N' />
360 |     <field name='CommType' required='N' />
361 |     <field name='NoDlvyInst' required='N' />
362 |     <field name='BrokerOfCredit' required='N' />
363 |     <field name='DlvyInst' required='N' />
364 |    </group>
365 |   </message>
366 |   <message name='ListCancelRequest' msgcat='app' msgtype='K'>
367 |    <field name='ListID' required='Y' />
368 |    <field name='WaveNo' required='N' />
369 |    <field name='Text' required='N' />
370 |   </message>
371 |   <message name='ListExecute' msgcat='app' msgtype='L'>
372 |    <field name='ListID' required='Y' />
373 |    <field name='WaveNo' required='N' />
374 |    <field name='Text' required='N' />
375 |   </message>
376 |   <message name='ListStatusRequest' msgcat='app' msgtype='M'>
377 |    <field name='ListID' required='Y' />
378 |    <field name='WaveNo' required='N' />
379 |    <field name='Text' required='N' />
380 |   </message>
381 |   <message name='ListStatus' msgcat='app' msgtype='N'>
382 |    <field name='ListID' required='Y' />
383 |    <field name='WaveNo' required='N' />
384 |    <field name='NoRpts' required='Y' />
385 |    <field name='RptSeq' required='Y' />
386 |    <group name='NoOrders' required='Y'>
387 |     <field name='ClOrdID' required='Y' />
388 |     <field name='CumQty' required='Y' />
389 |     <field name='CxlQty' required='Y' />
390 |     <field name='AvgPx' required='Y' />
391 |    </group>
392 |   </message>
393 |   <message name='AllocationInstructionAck' msgcat='app' msgtype='P'>
394 |    <field name='ClientID' required='N' />
395 |    <field name='ExecBroker' required='N' />
396 |    <field name='AllocID' required='Y' />
397 |    <field name='TradeDate' required='Y' />
398 |    <field name='TransactTime' required='N' />
399 |    <field name='AllocStatus' required='Y' />
400 |    <field name='AllocRejCode' required='N' />
401 |    <field name='Text' required='N' />
402 |   </message>
403 |   <message name='DontKnowTrade' msgcat='app' msgtype='Q'>
404 |    <field name='OrderID' required='N' />
405 |    <field name='ExecID' required='N' />
406 |    <field name='DKReason' required='Y' />
407 |    <field name='Symbol' required='Y' />
408 |    <field name='Side' required='Y' />
409 |    <field name='OrderQty' required='Y' />
410 |    <field name='LastShares' required='Y' />
411 |    <field name='LastPx' required='Y' />
412 |    <field name='Text' required='N' />
413 |   </message>
414 |   <message name='QuoteRequest' msgcat='app' msgtype='R'>
415 |    <field name='QuoteReqID' required='Y' />
416 |    <field name='Symbol' required='Y' />
417 |    <field name='SymbolSfx' required='N' />
418 |    <field name='SecurityID' required='N' />
419 |    <field name='IDSource' required='N' />
420 |    <field name='Issuer' required='N' />
421 |    <field name='SecurityDesc' required='N' />
422 |    <field name='PrevClosePx' required='N' />
423 |    <field name='Side' required='N' />
424 |    <field name='OrderQty' required='N' />
425 |   </message>
426 |   <message name='Quote' msgcat='app' msgtype='S'>
427 |    <field name='QuoteReqID' required='N' />
428 |    <field name='QuoteID' required='Y' />
429 |    <field name='Symbol' required='Y' />
430 |    <field name='SymbolSfx' required='N' />
431 |    <field name='SecurityID' required='N' />
432 |    <field name='IDSource' required='N' />
433 |    <field name='Issuer' required='N' />
434 |    <field name='SecurityDesc' required='N' />
435 |    <field name='BidPx' required='Y' />
436 |    <field name='OfferPx' required='N' />
437 |    <field name='BidSize' required='N' />
438 |    <field name='OfferSize' required='N' />
439 |    <field name='ValidUntilTime' required='N' />
440 |   </message>
441 |  </messages>
442 |  <trailer>
443 |   <field name='SignatureLength' required='N' />
444 |   <field name='Signature' required='N' />
445 |   <field name='CheckSum' required='Y' />
446 |  </trailer>
447 |  <components />
448 |  <fields>
449 |   <field number='1' name='Account' type='CHAR' />
450 |   <field number='2' name='AdvId' type='INT' />
451 |   <field number='3' name='AdvRefID' type='INT' />
452 |   <field number='4' name='AdvSide' type='CHAR'>
453 |    <value enum='B' description='BUY' />
454 |    <value enum='S' description='SELL' />
455 |    <value enum='T' description='TRADE' />
456 |    <value enum='X' description='CROSS' />
457 |   </field>
458 |   <field number='5' name='AdvTransType' type='CHAR'>
459 |    <value enum='C' description='CANCEL' />
460 |    <value enum='N' description='NEW' />
461 |    <value enum='R' description='REPLACE' />
462 |   </field>
463 |   <field number='6' name='AvgPx' type='FLOAT' />
464 |   <field number='7' name='BeginSeqNo' type='INT' />
465 |   <field number='8' name='BeginString' type='CHAR' />
466 |   <field number='9' name='BodyLength' type='INT' />
467 |   <field number='10' name='CheckSum' type='CHAR' />
468 |   <field number='11' name='ClOrdID' type='CHAR' />
469 |   <field number='12' name='Commission' type='FLOAT' />
470 |   <field number='13' name='CommType' type='CHAR'>
471 |    <value enum='1' description='PER_SHARE' />
472 |    <value enum='2' description='PERCENTAGE' />
473 |    <value enum='3' description='ABSOLUTE' />
474 |   </field>
475 |   <field number='14' name='CumQty' type='INT' />
476 |   <field number='15' name='Currency' type='CHAR' />
477 |   <field number='16' name='EndSeqNo' type='INT' />
478 |   <field number='17' name='ExecID' type='INT' />
479 |   <field number='18' name='ExecInst' type='CHAR'>
480 |    <value enum='0' description='STAY_ON_OFFERSIDE' />
481 |    <value enum='1' description='NOT_HELD' />
482 |    <value enum='2' description='WORK' />
483 |    <value enum='3' description='GO_ALONG' />
484 |    <value enum='4' description='OVER_THE_DAY' />
485 |    <value enum='5' description='HELD' />
486 |    <value enum='6' description='PARTICIPATE_DONT_INITIATE' />
487 |    <value enum='7' description='STRICT_SCALE' />
488 |    <value enum='8' description='TRY_TO_SCALE' />
489 |    <value enum='9' description='STAY_ON_BIDSIDE' />
490 |    <value enum='A' description='NO_CROSS' />
491 |    <value enum='B' description='OK_TO_CROSS' />
492 |    <value enum='C' description='CALL_FIRST' />
493 |    <value enum='D' description='PERCENT_OF_VOLUME' />
494 |    <value enum='E' description='DO_NOT_INCREASE' />
495 |    <value enum='F' description='DO_NOT_REDUCE' />
496 |    <value enum='G' description='ALL_OR_NONE' />
497 |    <value enum='I' description='INSTITUTIONS_ONLY' />
498 |    <value enum='L' description='LAST_PEG' />
499 |    <value enum='M' description='MID_PRICE_PEG' />
500 |    <value enum='N' description='NON_NEGOTIABLE' />
501 |    <value enum='O' description='OPENING_PEG' />
502 |    <value enum='P' description='MARKET_PEG' />
503 |    <value enum='R' description='PRIMARY_PEG' />
504 |    <value enum='S' description='SUSPEND' />
505 |   </field>
506 |   <field number='19' name='ExecRefID' type='INT' />
507 |   <field number='20' name='ExecTransType' type='CHAR'>
508 |    <value enum='0' description='NEW' />
509 |    <value enum='1' description='CANCEL' />
510 |    <value enum='2' description='CORRECT' />
511 |    <value enum='3' description='STATUS' />
512 |   </field>
513 |   <field number='21' name='HandlInst' type='CHAR'>
514 |    <value enum='1' description='AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION' />
515 |    <value enum='2' description='AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK' />
516 |    <value enum='3' description='MANUAL_ORDER_BEST_EXECUTION' />
517 |   </field>
518 |   <field number='22' name='IDSource' type='CHAR'>
519 |    <value enum='1' description='CUSIP' />
520 |    <value enum='2' description='SEDOL' />
521 |    <value enum='3' description='QUIK' />
522 |    <value enum='4' description='ISIN_NUMBER' />
523 |    <value enum='5' description='RIC_CODE' />
524 |   </field>
525 |   <field number='23' name='IOIid' type='INT' />
526 |   <field number='24' name='IOIOthSvc' type='CHAR'>
527 |    <value enum='A' description='AUTEX' />
528 |    <value enum='B' description='BRIDGE' />
529 |   </field>
530 |   <field number='25' name='IOIQltyInd' type='CHAR'>
531 |    <value enum='H' description='HIGH' />
532 |    <value enum='L' description='LOW' />
533 |    <value enum='M' description='MEDIUM' />
534 |   </field>
535 |   <field number='26' name='IOIRefID' type='INT' />
536 |   <field number='27' name='IOIShares' type='CHAR'>
537 |    <value enum='L' description='LARGE' />
538 |    <value enum='M' description='MEDIUM' />
539 |    <value enum='S' description='SMALL' />
540 |   </field>
541 |   <field number='28' name='IOITransType' type='CHAR'>
542 |    <value enum='C' description='CANCEL' />
543 |    <value enum='N' description='NEW' />
544 |    <value enum='R' description='REPLACE' />
545 |   </field>
546 |   <field number='29' name='LastCapacity' type='CHAR'>
547 |    <value enum='1' description='AGENT' />
548 |    <value enum='2' description='CROSS_AS_AGENT' />
549 |    <value enum='3' description='CROSS_AS_PRINCIPAL' />
550 |    <value enum='4' description='PRINCIPAL' />
551 |   </field>
552 |   <field number='30' name='LastMkt' type='CHAR' />
553 |   <field number='31' name='LastPx' type='FLOAT' />
554 |   <field number='32' name='LastShares' type='INT' />
555 |   <field number='33' name='LinesOfText' type='INT' />
556 |   <field number='34' name='MsgSeqNum' type='INT' />
557 |   <field number='35' name='MsgType' type='CHAR'>
558 |    <value enum='0' description='HEARTBEAT' />
559 |    <value enum='1' description='TEST_REQUEST' />
560 |    <value enum='2' description='RESEND_REQUEST' />
561 |    <value enum='3' description='REJECT' />
562 |    <value enum='4' description='SEQUENCE_RESET' />
563 |    <value enum='5' description='LOGOUT' />
564 |    <value enum='6' description='INDICATION_OF_INTEREST' />
565 |    <value enum='7' description='ADVERTISEMENT' />
566 |    <value enum='8' description='EXECUTION_REPORT' />
567 |    <value enum='9' description='ORDER_CANCEL_REJECT' />
568 |    <value enum='A' description='LOGON' />
569 |    <value enum='B' description='NEWS' />
570 |    <value enum='C' description='EMAIL' />
571 |    <value enum='D' description='ORDER_D' />
572 |    <value enum='E' description='ORDER_E' />
573 |    <value enum='F' description='ORDER_CANCEL_REQUEST' />
574 |    <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST' />
575 |    <value enum='H' description='ORDER_STATUS_REQUEST' />
576 |    <value enum='J' description='ALLOCATION' />
577 |    <value enum='K' description='LIST_CANCEL_REQUEST' />
578 |    <value enum='L' description='LIST_EXECUTE' />
579 |    <value enum='M' description='LIST_STATUS_REQUEST' />
580 |    <value enum='N' description='LIST_STATUS' />
581 |    <value enum='P' description='ALLOCATION_ACK' />
582 |    <value enum='Q' description='DONT_KNOW_TRADE' />
583 |    <value enum='R' description='QUOTE_REQUEST' />
584 |    <value enum='S' description='QUOTE' />
585 |   </field>
586 |   <field number='36' name='NewSeqNo' type='INT' />
587 |   <field number='37' name='OrderID' type='CHAR' />
588 |   <field number='38' name='OrderQty' type='INT' />
589 |   <field number='39' name='OrdStatus' type='CHAR'>
590 |    <value enum='0' description='NEW' />
591 |    <value enum='1' description='PARTIALLY_FILLED' />
592 |    <value enum='2' description='FILLED' />
593 |    <value enum='3' description='DONE_FOR_DAY' />
594 |    <value enum='4' description='CANCELED' />
595 |    <value enum='5' description='REPLACED' />
596 |    <value enum='6' description='PENDING_CANCEL_REPLACE' />
597 |    <value enum='7' description='STOPPED' />
598 |    <value enum='8' description='REJECTED' />
599 |    <value enum='9' description='SUSPENDED' />
600 |    <value enum='A' description='PENDING_NEW' />
601 |    <value enum='B' description='CALCULATED' />
602 |    <value enum='C' description='EXPIRED' />
603 |   </field>
604 |   <field number='40' name='OrdType' type='CHAR'>
605 |    <value enum='1' description='MARKET' />
606 |    <value enum='2' description='LIMIT' />
607 |    <value enum='3' description='STOP' />
608 |    <value enum='4' description='STOP_LIMIT' />
609 |    <value enum='5' description='MARKET_ON_CLOSE' />
610 |    <value enum='6' description='WITH_OR_WITHOUT' />
611 |    <value enum='7' description='LIMIT_OR_BETTER' />
612 |    <value enum='8' description='LIMIT_WITH_OR_WITHOUT' />
613 |    <value enum='9' description='ON_BASIS' />
614 |    <value enum='A' description='ON_CLOSE' />
615 |    <value enum='B' description='LIMIT_ON_CLOSE' />
616 |    <value enum='C' description='FOREX' />
617 |    <value enum='D' description='PREVIOUSLY_QUOTED' />
618 |    <value enum='E' description='PREVIOUSLY_INDICATED' />
619 |    <value enum='P' description='PEGGED' />
620 |   </field>
621 |   <field number='41' name='OrigClOrdID' type='CHAR' />
622 |   <field number='42' name='OrigTime' type='TIME' />
623 |   <field number='43' name='PossDupFlag' type='CHAR'>
624 |    <value enum='N' description='NO' />
625 |    <value enum='Y' description='YES' />
626 |   </field>
627 |   <field number='44' name='Price' type='FLOAT' />
628 |   <field number='45' name='RefSeqNum' type='INT' />
629 |   <field number='46' name='RelatdSym' type='CHAR' />
630 |   <field number='47' name='Rule80A' type='CHAR'>
631 |    <value enum='A' description='AGENCY_SINGLE_ORDER' />
632 |    <value enum='C' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
633 |    <value enum='D' description='PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM_ORG' />
634 |    <value enum='I' description='INDIVIDUAL_INVESTOR_SINGLE_ORDER' />
635 |    <value enum='J' description='PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
636 |    <value enum='K' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER' />
637 |    <value enum='M' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER' />
638 |    <value enum='N' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER' />
639 |    <value enum='U' description='PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY' />
640 |    <value enum='W' description='ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER' />
641 |    <value enum='Y' description='PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY' />
642 |   </field>
643 |   <field number='48' name='SecurityID' type='CHAR' />
644 |   <field number='49' name='SenderCompID' type='CHAR' />
645 |   <field number='50' name='SenderSubID' type='CHAR' />
646 |   <field number='52' name='SendingTime' type='TIME' />
647 |   <field number='53' name='Shares' type='INT' />
648 |   <field number='54' name='Side' type='CHAR'>
649 |    <value enum='1' description='BUY' />
650 |    <value enum='2' description='SELL' />
651 |    <value enum='3' description='BUY_MINUS' />
652 |    <value enum='4' description='SELL_PLUS' />
653 |    <value enum='5' description='SELL_SHORT' />
654 |    <value enum='6' description='SELL_SHORT_EXEMPT' />
655 |   </field>
656 |   <field number='55' name='Symbol' type='CHAR' />
657 |   <field number='56' name='TargetCompID' type='CHAR' />
658 |   <field number='57' name='TargetSubID' type='CHAR' />
659 |   <field number='58' name='Text' type='CHAR' />
660 |   <field number='59' name='TimeInForce' type='CHAR'>
661 |    <value enum='0' description='DAY' />
662 |    <value enum='1' description='GOOD_TILL_CANCEL' />
663 |    <value enum='2' description='AT_THE_OPENING' />
664 |    <value enum='3' description='IMMEDIATE_OR_CANCEL' />
665 |    <value enum='4' description='FILL_OR_KILL' />
666 |    <value enum='5' description='GOOD_TILL_CROSSING' />
667 |    <value enum='6' description='GOOD_TILL_DATE' />
668 |   </field>
669 |   <field number='60' name='TransactTime' type='TIME' />
670 |   <field number='61' name='Urgency' type='CHAR'>
671 |    <value enum='0' description='NORMAL' />
672 |    <value enum='1' description='FLASH' />
673 |    <value enum='2' description='BACKGROUND' />
674 |   </field>
675 |   <field number='62' name='ValidUntilTime' type='TIME' />
676 |   <field number='63' name='SettlmntTyp' type='CHAR'>
677 |    <value enum='0' description='REGULAR' />
678 |    <value enum='1' description='CASH' />
679 |    <value enum='2' description='NEXT_DAY' />
680 |    <value enum='3' description='T_PLUS_2' />
681 |    <value enum='4' description='T_PLUS_3' />
682 |    <value enum='5' description='T_PLUS_4' />
683 |    <value enum='6' description='FUTURE' />
684 |    <value enum='7' description='WHEN_ISSUED' />
685 |    <value enum='8' description='SELLERS_OPTION' />
686 |    <value enum='9' description='T_PLUS_5' />
687 |   </field>
688 |   <field number='64' name='FutSettDate' type='DATE' />
689 |   <field number='65' name='SymbolSfx' type='CHAR' />
690 |   <field number='66' name='ListID' type='CHAR' />
691 |   <field number='67' name='ListSeqNo' type='INT' />
692 |   <field number='68' name='ListNoOrds' type='INT' />
693 |   <field number='69' name='ListExecInst' type='CHAR' />
694 |   <field number='70' name='AllocID' type='INT' />
695 |   <field number='71' name='AllocTransType' type='CHAR'>
696 |    <value enum='0' description='NEW' />
697 |    <value enum='1' description='REPLACE' />
698 |    <value enum='2' description='CANCEL' />
699 |   </field>
700 |   <field number='72' name='RefAllocID' type='INT' />
701 |   <field number='73' name='NoOrders' type='INT' />
702 |   <field number='74' name='AvgPrxPrecision' type='INT' />
703 |   <field number='75' name='TradeDate' type='DATE' />
704 |   <field number='76' name='ExecBroker' type='CHAR' />
705 |   <field number='77' name='OpenClose' type='CHAR' />
706 |   <field number='78' name='NoAllocs' type='INT' />
707 |   <field number='79' name='AllocAccount' type='CHAR' />
708 |   <field number='80' name='AllocShares' type='INT' />
709 |   <field number='81' name='ProcessCode' type='CHAR'>
710 |    <value enum='0' description='REGULAR' />
711 |    <value enum='1' description='SOFT_DOLLAR' />
712 |    <value enum='2' description='STEP_IN' />
713 |    <value enum='3' description='STEP_OUT' />
714 |    <value enum='4' description='SOFT_DOLLAR_STEP_IN' />
715 |    <value enum='5' description='SOFT_DOLLAR_STEP_OUT' />
716 |    <value enum='6' description='PLAN_SPONSOR' />
717 |   </field>
718 |   <field number='82' name='NoRpts' type='INT' />
719 |   <field number='83' name='RptSeq' type='INT' />
720 |   <field number='84' name='CxlQty' type='INT' />
721 |   <field number='85' name='NoDlvyInst' type='INT' />
722 |   <field number='86' name='DlvyInst' type='CHAR' />
723 |   <field number='87' name='AllocStatus' type='INT'>
724 |    <value enum='0' description='ACCEPTED' />
725 |    <value enum='1' description='REJECTED' />
726 |    <value enum='2' description='PARTIAL_ACCEPT' />
727 |    <value enum='3' description='RECEIVED' />
728 |   </field>
729 |   <field number='88' name='AllocRejCode' type='INT'>
730 |    <value enum='0' description='UNKNOWN_ACCOUNT' />
731 |    <value enum='1' description='INCORRECT_QUANTITY' />
732 |    <value enum='2' description='INCORRECT_AVERAGE_PRICE' />
733 |    <value enum='3' description='UNKNOWN_EXECUTING_BROKER_MNEMONIC' />
734 |    <value enum='4' description='COMMISSION_DIFFERENCE' />
735 |    <value enum='5' description='UNKNOWN_ORDERID' />
736 |    <value enum='6' description='UNKNOWN_LISTID' />
737 |    <value enum='7' description='OTHER' />
738 |   </field>
739 |   <field number='89' name='Signature' type='DATA' />
740 |   <field number='90' name='SecureDataLen' type='LENGTH' />
741 |   <field number='91' name='SecureData' type='DATA' />
742 |   <field number='92' name='BrokerOfCredit' type='CHAR' />
743 |   <field number='93' name='SignatureLength' type='LENGTH' />
744 |   <field number='94' name='EmailType' type='CHAR'>
745 |    <value enum='0' description='NEW' />
746 |    <value enum='1' description='REPLY' />
747 |    <value enum='2' description='ADMIN_REPLY' />
748 |   </field>
749 |   <field number='95' name='RawDataLength' type='LENGTH' />
750 |   <field number='96' name='RawData' type='DATA' />
751 |   <field number='97' name='PossResend' type='CHAR' />
752 |   <field number='98' name='EncryptMethod' type='INT'>
753 |    <value enum='0' description='NONE' />
754 |    <value enum='1' description='PKCS' />
755 |    <value enum='2' description='DES' />
756 |    <value enum='3' description='PKCS_DES' />
757 |    <value enum='4' description='PGP_DES' />
758 |    <value enum='5' description='PGP_DES_MD5' />
759 |    <value enum='6' description='PEM_DES_MD5' />
760 |   </field>
761 |   <field number='99' name='StopPx' type='FLOAT' />
762 |   <field number='100' name='ExDestination' type='CHAR'>
763 |    <value enum='0' description='NONE' />
764 |    <value enum='4' description='POSIT' />
765 |   </field>
766 |   <field number='102' name='CxlRejReason' type='INT'>
767 |    <value enum='0' description='TOO_LATE_TO_CANCEL' />
768 |    <value enum='1' description='UNKNOWN_ORDER' />
769 |   </field>
770 |   <field number='103' name='OrdRejReason' type='INT'>
771 |    <value enum='0' description='BROKER_OPTION' />
772 |    <value enum='1' description='UNKNOWN_SYMBOL' />
773 |    <value enum='2' description='EXCHANGE_CLOSED' />
774 |    <value enum='3' description='ORDER_EXCEEDS_LIMIT' />
775 |    <value enum='4' description='TOO_LATE_TO_ENTER' />
776 |   </field>
777 |   <field number='104' name='IOIQualifier' type='CHAR'>
778 |    <value enum='A' description='ALL_OR_NONE' />
779 |    <value enum='C' description='AT_THE_CLOSE' />
780 |    <value enum='I' description='IN_TOUCH_WITH' />
781 |    <value enum='L' description='LIMIT' />
782 |    <value enum='M' description='MORE_BEHIND' />
783 |    <value enum='O' description='AT_THE_OPEN' />
784 |    <value enum='P' description='TAKING_A_POSITION' />
785 |    <value enum='Q' description='CURRENT_QUOTE' />
786 |    <value enum='S' description='PORTFOLIO_SHOW_N' />
787 |    <value enum='T' description='THROUGH_THE_DAY' />
788 |    <value enum='V' description='VERSUS' />
789 |    <value enum='W' description='INDICATION' />
790 |    <value enum='X' description='CROSSING_OPPORTUNITY' />
791 |   </field>
792 |   <field number='105' name='WaveNo' type='CHAR' />
793 |   <field number='106' name='Issuer' type='CHAR' />
794 |   <field number='107' name='SecurityDesc' type='CHAR' />
795 |   <field number='108' name='HeartBtInt' type='INT' />
796 |   <field number='109' name='ClientID' type='CHAR' />
797 |   <field number='110' name='MinQty' type='INT' />
798 |   <field number='111' name='MaxFloor' type='INT' />
799 |   <field number='112' name='TestReqID' type='CHAR' />
800 |   <field number='113' name='ReportToExch' type='CHAR'>
801 |    <value enum='N' description='NO' />
802 |    <value enum='Y' description='YES' />
803 |   </field>
804 |   <field number='114' name='LocateReqd' type='CHAR'>
805 |    <value enum='N' description='NO' />
806 |    <value enum='Y' description='YES' />
807 |   </field>
808 |   <field number='115' name='OnBehalfOfCompID' type='CHAR' />
809 |   <field number='116' name='OnBehalfOfSubID' type='CHAR' />
810 |   <field number='117' name='QuoteID' type='CHAR' />
811 |   <field number='118' name='NetMoney' type='FLOAT' />
812 |   <field number='119' name='SettlCurrAmt' type='FLOAT' />
813 |   <field number='120' name='SettlCurrency' type='CHAR' />
814 |   <field number='121' name='ForexReq' type='CHAR'>
815 |    <value enum='N' description='NO' />
816 |    <value enum='Y' description='YES' />
817 |   </field>
818 |   <field number='122' name='OrigSendingTime' type='TIME' />
819 |   <field number='123' name='GapFillFlag' type='CHAR'>
820 |    <value enum='N' description='NO' />
821 |    <value enum='Y' description='YES' />
822 |   </field>
823 |   <field number='124' name='NoExecs' type='INT' />
824 |   <field number='125' name='CxlType' type='CHAR'>
825 |    <value enum='F' description='FULL_REMAINING_QUANTITY' />
826 |    <value enum='P' description='PARTIAL_CANCEL' />
827 |   </field>
828 |   <field number='126' name='ExpireTime' type='TIME' />
829 |   <field number='127' name='DKReason' type='CHAR'>
830 |    <value enum='A' description='UNKNOWN_SYMBOL' />
831 |    <value enum='B' description='WRONG_SIDE' />
832 |    <value enum='C' description='QUANTITY_EXCEEDS_ORDER' />
833 |    <value enum='D' description='NO_MATCHING_ORDER' />
834 |    <value enum='E' description='PRICE_EXCEEDS_LIMIT' />
835 |    <value enum='Z' description='OTHER' />
836 |   </field>
837 |   <field number='128' name='DeliverToCompID' type='CHAR' />
838 |   <field number='129' name='DeliverToSubID' type='CHAR' />
839 |   <field number='130' name='IOINaturalFlag' type='CHAR'>
840 |    <value enum='N' description='NO' />
841 |    <value enum='Y' description='YES' />
842 |   </field>
843 |   <field number='131' name='QuoteReqID' type='CHAR' />
844 |   <field number='132' name='BidPx' type='FLOAT' />
845 |   <field number='133' name='OfferPx' type='FLOAT' />
846 |   <field number='134' name='BidSize' type='INT' />
847 |   <field number='135' name='OfferSize' type='INT' />
848 |   <field number='136' name='NoMiscFees' type='INT' />
849 |   <field number='137' name='MiscFeeAmt' type='FLOAT' />
850 |   <field number='138' name='MiscFeeCurr' type='CHAR' />
851 |   <field number='139' name='MiscFeeType' type='CHAR'>
852 |    <value enum='1' description='REGULATORY' />
853 |    <value enum='2' description='TAX' />
854 |    <value enum='3' description='LOCAL_COMMISSION' />
855 |    <value enum='4' description='EXCHANGE_FEES' />
856 |    <value enum='5' description='STAMP' />
857 |    <value enum='6' description='LEVY' />
858 |    <value enum='7' description='OTHER' />
859 |   </field>
860 |   <field number='140' name='PrevClosePx' type='FLOAT' />
861 |  </fields>
862 | </fix>


--------------------------------------------------------------------------------
/initiator/spec/FIXT11.xml:
--------------------------------------------------------------------------------
  1 | <?xml version='1.0' encoding='UTF-8'?>
  2 | <fix type='FIXT' major='1' minor='1' servicepack='0'>
  3 |   <header>
  4 |     <field name='BeginString' required='Y'/>
  5 |     <field name='BodyLength' required='Y'/>
  6 |     <field name='MsgType' required='Y'/>
  7 |     <field name='SenderCompID' required='Y'/>
  8 |     <field name='TargetCompID' required='Y'/>
  9 |     <field name='OnBehalfOfCompID' required='N'/>
 10 |     <field name='DeliverToCompID' required='N'/>
 11 |     <field name='SecureDataLen' required='N'/>
 12 |     <field name='SecureData' required='N'/>
 13 |     <field name='MsgSeqNum' required='Y'/>
 14 |     <field name='SenderSubID' required='N'/>
 15 |     <field name='SenderLocationID' required='N'/>
 16 |     <field name='TargetSubID' required='N'/>
 17 |     <field name='TargetLocationID' required='N'/>
 18 |     <field name='OnBehalfOfSubID' required='N'/>
 19 |     <field name='OnBehalfOfLocationID' required='N'/>
 20 |     <field name='DeliverToSubID' required='N'/>
 21 |     <field name='DeliverToLocationID' required='N'/>
 22 |     <field name='PossDupFlag' required='N'/>
 23 |     <field name='PossResend' required='N'/>
 24 |     <field name='SendingTime' required='Y'/>
 25 |     <field name='OrigSendingTime' required='N'/>
 26 |     <field name='XmlDataLen' required='N'/>
 27 |     <field name='XmlData' required='N'/>
 28 |     <field name='MessageEncoding' required='N'/>
 29 |     <field name='LastMsgSeqNumProcessed' required='N'/>
 30 |     <component name='HopGrp' required='N'/>
 31 |     <field name='ApplVerID' required='N'/>
 32 |     <field name='CstmApplVerID' required='N'/>
 33 |   </header>
 34 |   <trailer>
 35 |     <field name='SignatureLength' required='N'/>
 36 |     <field name='Signature' required='N'/>
 37 |     <field name='CheckSum' required='Y'/>
 38 |   </trailer>
 39 |   <messages>
 40 |     <message msgcat='admin' msgtype='0' name='Heartbeat'>
 41 |       <field name='TestReqID' required='N'/>
 42 |     </message>
 43 |     <message msgcat='admin' msgtype='1' name='TestRequest'>
 44 |       <field name='TestReqID' required='Y'/>
 45 |     </message>
 46 |     <message msgcat='admin' msgtype='2' name='ResendRequest'>
 47 |       <field name='BeginSeqNo' required='Y'/>
 48 |       <field name='EndSeqNo' required='Y'/>
 49 |     </message>
 50 |     <message msgcat='admin' msgtype='3' name='Reject'>
 51 |       <field name='RefSeqNum' required='Y'/>
 52 |       <field name='RefTagID' required='N'/>
 53 |       <field name='RefMsgType' required='N'/>
 54 |       <field name='SessionRejectReason' required='N'/>
 55 |       <field name='Text' required='N'/>
 56 |       <field name='EncodedTextLen' required='N'/>
 57 |       <field name='EncodedText' required='N'/>
 58 |     </message>
 59 |     <message msgcat='admin' msgtype='4' name='SequenceReset'>
 60 |       <field name='GapFillFlag' required='N'/>
 61 |       <field name='NewSeqNo' required='Y'/>
 62 |     </message>
 63 |     <message msgcat='admin' msgtype='5' name='Logout'>
 64 |       <field name='Text' required='N'/>
 65 |       <field name='EncodedTextLen' required='N'/>
 66 |       <field name='EncodedText' required='N'/>
 67 |     </message>
 68 |     <message msgcat='admin' msgtype='A' name='Logon'>
 69 |       <field name='EncryptMethod' required='Y'/>
 70 |       <field name='HeartBtInt' required='Y'/>
 71 |       <field name='RawDataLength' required='N'/>
 72 |       <field name='RawData' required='N'/>
 73 |       <field name='ResetSeqNumFlag' required='N'/>
 74 |       <field name='NextExpectedMsgSeqNum' required='N'/>
 75 |       <field name='MaxMessageSize' required='N'/>
 76 |       <field name='TestMessageIndicator' required='N'/>
 77 |       <field name='Username' required='N'/>
 78 |       <field name='Password' required='N'/>
 79 |       <field name='DefaultApplVerID' required='Y'/>
 80 |       <component name='MsgTypeGrp' required='N'/>
 81 |     </message>
 82 |   </messages>
 83 |   <components>
 84 |     <component name='HopGrp'>
 85 |       <group name='NoHops' required='N'>
 86 |         <field name='HopCompID' required='N'/>
 87 |         <field name='HopSendingTime' required='N'/>
 88 |         <field name='HopRefID' required='N'/>
 89 |       </group>
 90 |     </component>
 91 |     <component name='MsgTypeGrp'>
 92 |       <group name='NoMsgTypes' required='N'>
 93 |         <field name='RefMsgType' required='N'/>
 94 |         <field name='MsgDirection' required='N'/>
 95 |         <field name='RefApplVerID' required='N'/>
 96 |         <field name='RefCstmApplVerID' required='N'/>
 97 |       </group>
 98 |     </component>
 99 |   </components>
100 |   <fields>
101 |     <field name='BeginSeqNo' number='7' type='SEQNUM'/>
102 |     <field name='BeginString' number='8' type='STRING'/>
103 |     <field name='BodyLength' number='9' type='LENGTH'/>
104 |     <field name='CheckSum' number='10' type='STRING'/>
105 |     <field name='EndSeqNo' number='16' type='SEQNUM'/>
106 |     <field name='MsgSeqNum' number='34' type='SEQNUM'/>
107 |     <field number='35' name='MsgType' type='STRING'>
108 |       <value enum='0' description='HEARTBEAT'/>
109 |       <value enum='1' description='TEST_REQUEST'/>
110 |       <value enum='2' description='RESEND_REQUEST'/>
111 |       <value enum='3' description='REJECT'/>
112 |       <value enum='4' description='SEQUENCE_RESET'/>
113 |       <value enum='5' description='LOGOUT'/>
114 |       <value enum='6' description='INDICATION_OF_INTEREST'/>
115 |       <value enum='7' description='ADVERTISEMENT'/>
116 |       <value enum='8' description='EXECUTION_REPORT'/>
117 |       <value enum='9' description='ORDER_CANCEL_REJECT'/>
118 |       <value enum='A' description='LOGON'/>
119 |       <value enum='B' description='NEWS'/>
120 |       <value enum='C' description='EMAIL'/>
121 |       <value enum='D' description='ORDER_SINGLE'/>
122 |       <value enum='E' description='ORDER_LIST'/>
123 |       <value enum='F' description='ORDER_CANCEL_REQUEST'/>
124 |       <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
125 |       <value enum='H' description='ORDER_STATUS_REQUEST'/>
126 |       <value enum='J' description='ALLOCATION_INSTRUCTION'/>
127 |       <value enum='K' description='LIST_CANCEL_REQUEST'/>
128 |       <value enum='L' description='LIST_EXECUTE'/>
129 |       <value enum='M' description='LIST_STATUS_REQUEST'/>
130 |       <value enum='N' description='LIST_STATUS'/>
131 |       <value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
132 |       <value enum='Q' description='DONT_KNOW_TRADE'/>
133 |       <value enum='R' description='QUOTE_REQUEST'/>
134 |       <value enum='S' description='QUOTE'/>
135 |       <value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
136 |       <value enum='V' description='MARKET_DATA_REQUEST'/>
137 |       <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
138 |       <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
139 |       <value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
140 |       <value enum='Z' description='QUOTE_CANCEL'/>
141 |       <value enum='a' description='QUOTE_STATUS_REQUEST'/>
142 |       <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
143 |       <value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
144 |       <value enum='d' description='SECURITY_DEFINITION'/>
145 |       <value enum='e' description='SECURITY_STATUS_REQUEST'/>
146 |       <value enum='f' description='SECURITY_STATUS'/>
147 |       <value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
148 |       <value enum='h' description='TRADING_SESSION_STATUS'/>
149 |       <value enum='i' description='MASS_QUOTE'/>
150 |       <value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
151 |       <value enum='k' description='BID_REQUEST'/>
152 |       <value enum='l' description='BID_RESPONSE'/>
153 |       <value enum='m' description='LIST_STRIKE_PRICE'/>
154 |       <value enum='n' description='XML_MESSAGE'/>
155 |       <value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
156 |       <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
157 |       <value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
158 |       <value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
159 |       <value enum='s' description='NEW_ORDER_CROSS'/>
160 |       <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
161 |       <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
162 |       <value enum='v' description='SECURITY_TYPE_REQUEST'/>
163 |       <value enum='w' description='SECURITY_TYPES'/>
164 |       <value enum='x' description='SECURITY_LIST_REQUEST'/>
165 |       <value enum='y' description='SECURITY_LIST'/>
166 |       <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
167 |       <value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
168 |       <value enum='AB' description='NEW_ORDER_MULTILEG'/>
169 |       <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
170 |       <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
171 |       <value enum='AE' description='TRADE_CAPTURE_REPORT'/>
172 |       <value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
173 |       <value enum='AG' description='QUOTE_REQUEST_REJECT'/>
174 |       <value enum='AH' description='RFQ_REQUEST'/>
175 |       <value enum='AI' description='QUOTE_STATUS_REPORT'/>
176 |       <value enum='AJ' description='QUOTE_RESPONSE'/>
177 |       <value enum='AK' description='CONFIRMATION'/>
178 |       <value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
179 |       <value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
180 |       <value enum='AN' description='REQUEST_FOR_POSITIONS'/>
181 |       <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
182 |       <value enum='AP' description='POSITION_REPORT'/>
183 |       <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
184 |       <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
185 |       <value enum='AS' description='ALLOCATION_REPORT'/>
186 |       <value enum='AT' description='ALLOCATION_REPORT_ACK'/>
187 |       <value enum='AU' description='CONFIRMATION_ACK'/>
188 |       <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
189 |       <value enum='AW' description='ASSIGNMENT_REPORT'/>
190 |       <value enum='AX' description='COLLATERAL_REQUEST'/>
191 |       <value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
192 |       <value enum='AZ' description='COLLATERAL_RESPONSE'/>
193 |       <value enum='BA' description='COLLATERAL_REPORT'/>
194 |       <value enum='BB' description='COLLATERAL_INQUIRY'/>
195 |       <value enum='BC' description='NETWORK_STATUS_REQUEST'/>
196 |       <value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
197 |       <value enum='BE' description='USER_REQUEST'/>
198 |       <value enum='BF' description='USER_RESPONSE'/>
199 |       <value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
200 |       <value enum='BH' description='CONFIRMATION_REQUEST'/>
201 |       <value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
202 |       <value enum='BJ' description='TRADING_SESSION_LIST'/>
203 |       <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
204 |       <value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
205 |       <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
206 |       <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
207 |       <value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
208 |       <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
209 |     </field>
210 |     <field name='NewSeqNo' number='36' type='SEQNUM'/>
211 |     <field name='PossDupFlag' number='43' type='BOOLEAN'/>
212 |     <field name='RefSeqNum' number='45' type='SEQNUM'/>
213 |     <field name='SenderCompID' number='49' type='STRING'/>
214 |     <field name='SenderSubID' number='50' type='STRING'/>
215 |     <field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
216 |     <field name='TargetCompID' number='56' type='STRING'/>
217 |     <field name='TargetSubID' number='57' type='STRING'/>
218 |     <field name='Text' number='58' type='STRING'/>
219 |     <field name='Signature' number='89' type='DATA'/>
220 |     <field name='SecureDataLen' number='90' type='LENGTH'/>
221 |     <field name='SecureData' number='91' type='DATA'/>
222 |     <field name='SignatureLength' number='93' type='LENGTH'/>
223 |     <field name='RawDataLength' number='95' type='LENGTH'/>
224 |     <field name='RawData' number='96' type='DATA'/>
225 |     <field name='PossResend' number='97' type='BOOLEAN'/>
226 |     <field name='EncryptMethod' number='98' type='INT'>
227 |       <value description='NONE_OTHER' enum='0'/>
228 |       <value description='PKCS' enum='1'/>
229 |       <value description='DES' enum='2'/>
230 |       <value description='PKCS_DES' enum='3'/>
231 |       <value description='PGP_DES' enum='4'/>
232 |       <value description='PGP_DES_MD5' enum='5'/>
233 |       <value description='PEM_DES_MD5' enum='6'/>
234 |     </field>
235 |     <field name='HeartBtInt' number='108' type='INT'/>
236 |     <field name='TestReqID' number='112' type='STRING'/>
237 |     <field name='OnBehalfOfCompID' number='115' type='STRING'/>
238 |     <field name='OnBehalfOfSubID' number='116' type='STRING'/>
239 |     <field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
240 |     <field name='GapFillFlag' number='123' type='BOOLEAN'/>
241 |     <field name='DeliverToCompID' number='128' type='STRING'/>
242 |     <field name='DeliverToSubID' number='129' type='STRING'/>
243 |     <field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
244 |     <field name='SenderLocationID' number='142' type='STRING'/>
245 |     <field name='TargetLocationID' number='143' type='STRING'/>
246 |     <field name='OnBehalfOfLocationID' number='144' type='STRING'/>
247 |     <field name='DeliverToLocationID' number='145' type='STRING'/>
248 |     <field name='XmlDataLen' number='212' type='LENGTH'/>
249 |     <field name='XmlData' number='213' type='DATA'/>
250 |     <field number='347' name='MessageEncoding' type='STRING'>
251 |       <value enum='ISO-2022-JP' description='ISO_2022_JP'/>
252 |       <value enum='EUC-JP' description='EUC_JP'/>
253 |       <value enum='SHIFT_JIS' description='SHIFT_JIS'/>
254 |       <value enum='UTF-8' description='UTF_8'/>
255 |     </field>
256 |     <field name='EncodedTextLen' number='354' type='LENGTH'/>
257 |     <field name='EncodedText' number='355' type='DATA'/>
258 |     <field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
259 |     <field name='RefTagID' number='371' type='INT'/>
260 |     <field name='RefMsgType' number='372' type='STRING'/>
261 |     <field name='SessionRejectReason' number='373' type='INT'>
262 |       <value description='INVALID_TAG_NUMBER' enum='0'/>
263 |       <value description='REQUIRED_TAG_MISSING' enum='1'/>
264 |       <value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
265 |       <value description='INVALID_MSGTYPE' enum='11'/>
266 |       <value description='XML_VALIDATION_ERROR' enum='12'/>
267 |       <value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
268 |       <value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
269 |       <value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
270 |       <value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
271 |       <value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
272 |       <value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
273 |       <value description='UNDEFINED_TAG' enum='3'/>
274 |       <value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
275 |       <value description='VALUE_IS_INCORRECT' enum='5'/>
276 |       <value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
277 |       <value description='DECRYPTION_PROBLEM' enum='7'/>
278 |       <value description='SIGNATURE_PROBLEM' enum='8'/>
279 |       <value description='COMPID_PROBLEM' enum='9'/>
280 |       <value description='OTHER' enum='99'/>
281 |     </field>
282 |     <field name='MaxMessageSize' number='383' type='LENGTH'/>
283 |     <field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
284 |     <field name='MsgDirection' number='385' type='CHAR'>
285 |       <value description='RECEIVE' enum='R'/>
286 |       <value description='SEND' enum='S'/>
287 |     </field>
288 |     <field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
289 |     <field name='Username' number='553' type='STRING'/>
290 |     <field name='Password' number='554' type='STRING'/>
291 |     <field name='NoHops' number='627' type='NUMINGROUP'/>
292 |     <field name='HopCompID' number='628' type='STRING'/>
293 |     <field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
294 |     <field name='HopRefID' number='630' type='SEQNUM'/>
295 |     <field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
296 |     <field name='ApplVerID' number='1128' type='STRING'>
297 |       <value description='FIX27' enum='0'/>
298 |       <value description='FIX30' enum='1'/>
299 |       <value description='FIX40' enum='2'/>
300 |       <value description='FIX41' enum='3'/>
301 |       <value description='FIX42' enum='4'/>
302 |       <value description='FIX43' enum='5'/>
303 |       <value description='FIX44' enum='6'/>
304 |       <value description='FIX50' enum='7'/>
305 |       <value description='FIX50SP1' enum='8'/>
306 |       <value description='FIX50SP2' enum='9'/>
307 |     </field>
308 |     <field name='CstmApplVerID' number='1129' type='STRING'/>
309 |     <field name='RefApplVerID' number='1130' type='STRING'/>
310 |     <field name='RefCstmApplVerID' number='1131' type='STRING'/>
311 |     <field name='DefaultApplVerID' number='1137' type='STRING'/>
312 |   </fields>
313 | </fix>
314 | 


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/initiator/start.sh:
--------------------------------------------------------------------------------
1 | #!/bin/sh
2 | cd ./initiator
3 | sleep 5
4 | python client.py client.cfg
5 | 


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/requirements.txt:
--------------------------------------------------------------------------------
1 | quickfix==1.15.1
2 | 


--------------------------------------------------------------------------------