<fix major="4" minor="3">
  <header>
    <field name="BeginString" required="Y" />
    <field name="BodyLength" required="Y" />
    <field name="MsgType" required="Y" />
    <field name="SenderCompID" required="Y" />
    <field name="TargetCompID" required="Y" />
    <field name="OnBehalfOfCompID" required="N" />
    <field name="DeliverToCompID" required="N" />
    <field name="SecureDataLen" required="N" />
    <field name="SecureData" required="N" />
    <field name="MsgSeqNum" required="Y" />
    <field name="SenderSubID" required="N" />
    <field name="SenderLocationID" required="N" />
    <field name="TargetSubID" required="N" />
    <field name="TargetLocationID" required="N" />
    <field name="OnBehalfOfSubID" required="N" />
    <field name="OnBehalfOfLocationID" required="N" />
    <field name="DeliverToSubID" required="N" />
    <field name="DeliverToLocationID" required="N" />
    <field name="PossDupFlag" required="N" />
    <field name="PossResend" required="N" />
    <field name="SendingTime" required="Y" />
    <field name="OrigSendingTime" required="N" />
    <field name="XmlDataLen" required="N" />
    <field name="XmlData" required="N" />
    <field name="MessageEncoding" required="N" />
    <field name="LastMsgSeqNumProcessed" required="N" />
    <field name="OnBehalfOfSendingTime" required="N" />
    <group name="NoHops" required="N">
      <field name="HopCompID" required="N" />
      <field name="HopSendingTime" required="N" />    
      <field name="HopRefID" required="N" />
    </group>
  </header>
  <trailer>
    <field name="SignatureLength" required="N" />
    <field name="Signature" required="N" />
    <field name="CheckSum" required="Y" />
  </trailer>
  <messages>
    <message name="Heartbeat" msgtype="0" msgcat="admin">
      <field name="TestReqID" required="N" />
    </message>
    <message name="Logon" msgtype="A" msgcat="admin">
      <field name="EncryptMethod" required="Y" />
      <field name="HeartBtInt" required="Y" />
      <field name="RawDataLength" required="N" />
      <field name="RawData" required="N" />
      <field name="ResetSeqNumFlag" required="N" />
      <field name="MaxMessageSize" required="N" />
      <group name="NoMsgTypes" required="N">
        <field name="RefMsgType" required="N" />
        <field name="MsgDirection" required="N" />
      </group>
      <field name="TestMessageIndicator" required="N" />
      <field name="Username" required="N" />
      <field name="Password" required="N" />
    </message>
    <message name="TestRequest" msgtype="1" msgcat="admin">
      <field name="TestReqID" required="Y" />
    </message>
    <message name="ResendRequest" msgtype="2" msgcat="admin">
      <field name="BeginSeqNo" required="Y" />
      <field name="EndSeqNo" required="Y" />
    </message>
    <message name="Reject" msgtype="3" msgcat="admin">
      <field name="RefSeqNum" required="Y" />
      <field name="RefTagID" required="N" />
      <field name="RefMsgType" required="N" />
      <field name="SessionRejectReason" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="SequenceReset" msgtype="4" msgcat="admin">
      <field name="GapFillFlag" required="N" />
      <field name="NewSeqNo" required="Y" />
    </message>
    <message name="Logout" msgtype="5" msgcat="admin">
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="BusinessMessageReject" msgtype="j" msgcat="admin">
      <field name="RefSeqNum" required="N" />
      <field name="RefMsgType" required="Y" />
      <field name="BusinessRejectRefID" required="N" />
      <field name="BusinessRejectReason" required="Y" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="Advertisement" msgtype="7" msgcat="app">
      <field name="AdvId" required="Y" />
      <field name="AdvTransType" required="Y" />
      <field name="AdvRefID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="AdvSide" required="Y" />
      <field name="Quantity" required="Y" />
      <field name="Price" required="N" />
      <field name="Currency" required="N" />
      <field name="TradeDate" required="N" />
      <field name="TransactTime" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="URLLink" required="N" />
      <field name="LastMkt" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
    </message>
    <message name="IndicationOfInterest" msgtype="6" msgcat="app">
      <field name="IOIid" required="Y" />
      <field name="IOITransType" required="Y" />
      <field name="IOIRefID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
      <field name="QuantityType" required="N" />
      <field name="IOIQty" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="Currency" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="IOIQltyInd" required="N" />
      <field name="IOINaturalFlag" required="N" />
      <group name="NoIOIQualifiers" required="N">
        <field name="IOIQualifier" required="N" />
      </group>
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TransactTime" required="N" />
      <field name="URLLink" required="N" />
      <group name="NoRoutingIDs" required="N">
        <field name="RoutingType" required="N" />
        <field name="RoutingID" required="N" />
      </group>
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <field name="Benchmark" required="N" />
    </message>
    <message name="News" msgtype="B" msgcat="app">
      <field name="OrigTime" required="N" />
      <field name="Urgency" required="N" />
      <field name="Headline" required="Y" />
      <field name="EncodedHeadlineLen" required="N" />
      <field name="EncodedHeadline" required="N" />
      <group name="NoRoutingIDs" required="N">
        <field name="RoutingType" required="N" />
        <field name="RoutingID" required="N" />
      </group>
      <group name="NoRelatedSym" required="N">
        <component name="Instrument" required="N" />
      </group>
      <group name="LinesOfText" required="Y">
        <field name="Text" required="Y" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
      <field name="URLLink" required="N" />
      <field name="RawDataLength" required="N" />
      <field name="RawData" required="N" />
    </message>
    <message name="Email" msgtype="C" msgcat="app">
      <field name="EmailThreadID" required="Y" />
      <field name="EmailType" required="Y" />
      <field name="OrigTime" required="N" />
      <field name="Subject" required="Y" />
      <field name="EncodedSubjectLen" required="N" />
      <field name="EncodedSubject" required="N" />
      <group name="NoRoutingIDs" required="N">
        <field name="RoutingType" required="N" />
        <field name="RoutingID" required="N" />
      </group>
      <group name="NoRelatedSym" required="N">
        <component name="Instrument" required="N" />
      </group>
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="N" />
      <group name="LinesOfText" required="Y">
        <field name="Text" required="Y" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
      <field name="RawDataLength" required="N" />
      <field name="RawData" required="N" />
    </message>
    <message name="QuoteRequest" msgtype="R" msgcat="app">
      <field name="QuoteReqID" required="Y" />
      <field name="RFQReqID" required="N" />
      <group name="NoRelatedSym" required="Y">
        <component name="Instrument" required="Y" />
        <field name="PrevClosePx" required="N" />
        <field name="QuoteRequestType" required="N" />
        <field name="QuoteType" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <component name="Stipulations" required="N" />
        <field name="Side" required="N" />
        <field name="QuantityType" required="N" />
        <field name="OrderQty" required="N" />
        <field name="CashOrderQty" required="N" />
        <field name="SettlmntTyp" required="N" />
        <field name="FutSettDate" required="N" />
        <field name="OrdType" required="N" />
        <field name="FutSettDate2" required="N" />
        <field name="OrderQty2" required="N" />
        <field name="ExpireTime" required="N" />
        <field name="TransactTime" required="N" />
        <field name="Currency" required="N" />
        <component name="SpreadOrBenchmarkCurveData" required="N" />
        <field name="PriceType" required="N" />
        <field name="Price" required="N" />
        <field name="Price2" required="N" />
        <component name="YieldData" required="N" />
      </group>
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="QuoteRequestReject" msgtype="AG" msgcat="app">
      <field name="QuoteReqID" required="Y" />
      <field name="RFQReqID" required="N" />
      <field name="QuoteRequestRejectReason" required="Y" />
      <group name="NoRelatedSym" required="Y">
        <component name="Instrument" required="Y" />
        <field name="PrevClosePx" required="N" />
        <field name="QuoteRequestType" required="N" />
        <field name="QuoteType" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <component name="Stipulations" required="N" />
        <field name="Side" required="N" />
        <field name="QuantityType" required="N" />
        <field name="OrderQty" required="N" />
        <field name="CashOrderQty" required="N" />
        <field name="SettlmntTyp" required="N" />
        <field name="FutSettDate" required="N" />
        <field name="OrdType" required="N" />
        <field name="FutSettDate2" required="N" />
        <field name="OrderQty2" required="N" />
        <field name="ExpireTime" required="N" />
        <field name="TransactTime" required="N" />
        <field name="Currency" required="N" />
        <component name="SpreadOrBenchmarkCurveData" required="N" />
        <field name="PriceType" required="N" />
        <field name="Price" required="N" />
        <field name="Price2" required="N" />
        <component name="YieldData" required="N" />
      </group>
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="RFQRequest" msgtype="AH" msgcat="app">
      <field name="RFQReqID" required="Y" />
      <group name="NoRelatedSym" required="Y">
        <component name="Instrument" required="Y" />
        <field name="PrevClosePx" required="N" />
        <field name="QuoteRequestType" required="N" />
        <field name="QuoteType" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="Quote" msgtype="S" msgcat="app">
      <field name="QuoteReqID" required="N" />
      <field name="QuoteID" required="Y" />
      <field name="QuoteType" required="N" />
      <field name="QuoteResponseLevel" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="BidPx" required="N" />
      <field name="OfferPx" required="N" />
      <field name="MktBidPx" required="N" />
      <field name="MktOfferPx" required="N" />
      <field name="MinBidSize" required="N" />
      <field name="BidSize" required="N" />
      <field name="MinOfferSize" required="N" />
      <field name="OfferSize" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="BidSpotRate" required="N" />
      <field name="OfferSpotRate" required="N" />
      <field name="BidForwardPoints" required="N" />
      <field name="OfferForwardPoints" required="N" />
      <field name="MidPx" required="N" />
      <field name="BidYield" required="N" />
      <field name="MidYield" required="N" />
      <field name="OfferYield" required="N" />
      <field name="TransactTime" required="N" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="OrdType" required="N" />
      <field name="FutSettDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="BidForwardPoints2" required="N" />
      <field name="OfferForwardPoints2" required="N" />
      <field name="Currency" required="N" />
      <field name="SettlCurrBidFxRate" required="N" />
      <field name="SettlCurrOfferFxRate" required="N" />
      <field name="SettlCurrFxRateCalc" required="N" />
      <field name="CommType" required="N" />
      <field name="Commission" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="ExDestination" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="QuoteCancel" msgtype="Z" msgcat="app">
      <field name="QuoteReqID" required="N" />
      <field name="QuoteID" required="Y" />
      <field name="QuoteCancelType" required="Y" />
      <field name="QuoteResponseLevel" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <group name="NoQuoteEntries" required="N">
        <component name="Instrument" required="N" />
      </group>
    </message>
    <message name="QuoteStatusRequest" msgtype="a" msgcat="app">
      <field name="QuoteStatusReqID" required="N" />
      <field name="QuoteID" required="N" />
      <component name="Instrument" required="Y" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="QuoteStatusReport" msgtype="AI" msgcat="app">
      <field name="QuoteStatusReqID" required="N" />
      <field name="QuoteReqID" required="N" />
      <field name="QuoteID" required="Y" />
      <field name="QuoteType" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="BidPx" required="N" />
      <field name="OfferPx" required="N" />
      <field name="MktBidPx" required="N" />
      <field name="MktOfferPx" required="N" />
      <field name="MinBidSize" required="N" />
      <field name="BidSize" required="N" />
      <field name="MinOfferSize" required="N" />
      <field name="OfferSize" required="N" />
      <field name="ValidUntilTime" required="N" />
      <field name="BidSpotRate" required="N" />
      <field name="OfferSpotRate" required="N" />
      <field name="BidForwardPoints" required="N" />
      <field name="OfferForwardPoints" required="N" />
      <field name="MidPx" required="N" />
      <field name="BidYield" required="N" />
      <field name="MidYield" required="N" />
      <field name="OfferYield" required="N" />
      <field name="TransactTime" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="OrdType" required="N" />
      <field name="FutSettDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="BidForwardPoints2" required="N" />
      <field name="OfferForwardPoints2" required="N" />
      <field name="Currency" required="N" />
      <field name="SettlCurrBidFxRate" required="N" />
      <field name="SettlCurrOfferFxRate" required="N" />
      <field name="SettlCurrFxRateCalc" required="N" />
      <field name="CommType" required="N" />
      <field name="Commission" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="ExDestination" required="N" />
      <field name="QuoteStatus" required="N" />
    </message>
    <message name="MassQuote" msgtype="i" msgcat="app">
      <field name="QuoteReqID" required="N" />
      <field name="QuoteID" required="Y" />
      <field name="QuoteType" required="N" />
      <field name="QuoteResponseLevel" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DefBidSize" required="N" />
      <field name="DefOfferSize" required="N" />
      <group name="NoQuoteSets" required="Y">
        <field name="QuoteSetID" required="Y" />
        <component name="UnderlyingInstrument" required="N" />
        <field name="QuoteSetValidUntilTime" required="N" />
        <field name="TotQuoteEntries" required="Y" />
        <group name="NoQuoteEntries" required="N">
          <field name="QuoteEntryID" required="Y" />
          <component name="Instrument" required="N" />
          <field name="BidPx" required="N" />
          <field name="OfferPx" required="N" />
          <field name="BidSize" required="N" />
          <field name="OfferSize" required="N" />
          <field name="ValidUntilTime" required="N" />
          <field name="BidSpotRate" required="N" />
          <field name="OfferSpotRate" required="N" />
          <field name="BidForwardPoints" required="N" />
          <field name="OfferForwardPoints" required="N" />
          <field name="MidPx" required="N" />
          <field name="BidYield" required="N" />
          <field name="MidYield" required="N" />
          <field name="OfferYield" required="N" />
          <field name="TransactTime" required="N" />
          <field name="TradingSessionID" required="N" />
          <field name="TradingSessionSubID" required="N" />
          <field name="FutSettDate" required="N" />
          <field name="OrdType" required="N" />
          <field name="FutSettDate2" required="N" />
          <field name="OrderQty2" required="N" />
          <field name="BidForwardPoints2" required="N" />
          <field name="OfferForwardPoints2" required="N" />
          <field name="Currency" required="N" />
        </group>
      </group>
    </message>
    <message name="MassQuoteAcknowledgement" msgtype="b" msgcat="app">
      <field name="QuoteReqID" required="N" />
      <field name="QuoteID" required="N" />
      <field name="QuoteStatus" required="Y" />
      <field name="QuoteRejectReason" required="N" />
      <field name="QuoteResponseLevel" required="N" />
      <field name="QuoteType" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="Text" required="N" />
      <group name="NoQuoteSets" required="N">
        <field name="QuoteSetID" required="N" />
        <component name="UnderlyingInstrument" required="N" />
        <field name="TotQuoteEntries" required="N" />
        <group name="NoQuoteEntries" required="N">
          <field name="QuoteEntryID" required="N" />
          <component name="Instrument" required="N" />
          <field name="BidPx" required="N" />
          <field name="OfferPx" required="N" />
          <field name="BidSize" required="N" />
          <field name="OfferSize" required="N" />
          <field name="ValidUntilTime" required="N" />
          <field name="BidSpotRate" required="N" />
          <field name="OfferSpotRate" required="N" />
          <field name="BidForwardPoints" required="N" />
          <field name="OfferForwardPoints" required="N" />
          <field name="MidPx" required="N" />
          <field name="BidYield" required="N" />
          <field name="MidYield" required="N" />
          <field name="OfferYield" required="N" />
          <field name="TransactTime" required="N" />
          <field name="TradingSessionID" required="N" />
          <field name="TradingSessionSubID" required="N" />
          <field name="FutSettDate" required="N" />
          <field name="OrdType" required="N" />
          <field name="FutSettDate2" required="N" />
          <field name="OrderQty2" required="N" />
          <field name="BidForwardPoints2" required="N" />
          <field name="OfferForwardPoints2" required="N" />
          <field name="Currency" required="N" />
          <field name="QuoteEntryRejectReason" required="N" />
        </group>
      </group>
    </message>
    <message name="MarketDataRequest" msgtype="V" msgcat="app">
      <field name="MDReqID" required="Y" />
      <field name="SubscriptionRequestType" required="Y" />
      <field name="MarketDepth" required="Y" />
      <field name="MDUpdateType" required="N" />
      <field name="AggregatedBook" required="N" />
      <field name="OpenCloseSettleFlag" required="N" />
      <field name="Scope" required="N" />
      <field name="MDImplicitDelete" required="N" />
      <group name="NoMDEntryTypes" required="Y">
        <field name="MDEntryType" required="Y" />
      </group>
      <group name="NoRelatedSym" required="Y">
        <component name="Instrument" required="Y" />
      </group>
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
    </message>
    <message name="MarketDataSnapshotFullRefresh" msgtype="W" msgcat="app">
      <field name="MDReqID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="FinancialStatus" required="N" />
      <field name="CorporateAction" required="N" />
      <field name="TotalVolumeTraded" required="N" />
      <field name="TotalVolumeTradedDate" required="N" />
      <field name="TotalVolumeTradedTime" required="N" />
      <field name="NetChgPrevDay" required="N" />
      <group name="NoMDEntries" required="Y">
        <field name="MDEntryType" required="Y" />
        <field name="MDEntryPx" required="N" />
        <field name="Currency" required="N" />
        <field name="MDEntrySize" required="N" />
        <field name="MDEntryDate" required="N" />
        <field name="MDEntryTime" required="N" />
        <field name="TickDirection" required="N" />
        <field name="MDMkt" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="QuoteCondition" required="N" />
        <field name="TradeCondition" required="N" />
        <field name="MDEntryOriginator" required="N" />
        <field name="LocationID" required="N" />
        <field name="DeskID" required="N" />
        <field name="OpenCloseSettleFlag" required="N" />
        <field name="TimeInForce" required="N" />
        <field name="ExpireDate" required="N" />
        <field name="ExpireTime" required="N" />
        <field name="MinQty" required="N" />
        <field name="ExecInst" required="N" />
        <field name="SellerDays" required="N" />
        <field name="OrderID" required="N" />
        <field name="QuoteEntryID" required="N" />
        <field name="MDEntryBuyer" required="N" />
        <field name="MDEntrySeller" required="N" />
        <field name="NumberOfOrders" required="N" />
        <field name="MDEntryPositionNo" required="N" />
        <field name="Scope" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="MarketDataIncrementalRefresh" msgtype="X" msgcat="app">
      <field name="MDReqID" required="N" />
      <group name="NoMDEntries" required="Y">
        <field name="MDUpdateAction" required="Y" />
        <field name="DeleteReason" required="N" />
        <field name="MDEntryType" required="N" />
        <field name="MDEntryID" required="N" />
        <field name="MDEntryRefID" required="N" />
        <component name="Instrument" required="N" />
        <field name="FinancialStatus" required="N" />
        <field name="CorporateAction" required="N" />
        <field name="MDEntryPx" required="N" />
        <field name="Currency" required="N" />
        <field name="MDEntrySize" required="N" />
        <field name="MDEntryDate" required="N" />
        <field name="MDEntryTime" required="N" />
        <field name="TickDirection" required="N" />
        <field name="MDMkt" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="QuoteCondition" required="N" />
        <field name="TradeCondition" required="N" />
        <field name="MDEntryOriginator" required="N" />
        <field name="LocationID" required="N" />
        <field name="DeskID" required="N" />
        <field name="OpenCloseSettleFlag" required="N" />
        <field name="TimeInForce" required="N" />
        <field name="ExpireDate" required="N" />
        <field name="ExpireTime" required="N" />
        <field name="MinQty" required="N" />
        <field name="ExecInst" required="N" />
        <field name="SellerDays" required="N" />
        <field name="OrderID" required="N" />
        <field name="QuoteEntryID" required="N" />
        <field name="MDEntryBuyer" required="N" />
        <field name="MDEntrySeller" required="N" />
        <field name="NumberOfOrders" required="N" />
        <field name="MDEntryPositionNo" required="N" />
        <field name="Scope" required="N" />
        <field name="TotalVolumeTraded" required="N" />
        <field name="TotalVolumeTradedDate" required="N" />
        <field name="TotalVolumeTradedTime" required="N" />
        <field name="NetChgPrevDay" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="MarketDataRequestReject" msgtype="Y" msgcat="app">
      <field name="MDReqID" required="Y" />
      <field name="MDReqRejReason" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="SecurityDefinitionRequest" msgtype="c" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityRequestType" required="Y" />
      <component name="Instrument" required="N" />
      <field name="Currency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegCurrency" required="N" />
      </group>
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="SecurityDefinition" msgtype="d" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityResponseID" required="Y" />
      <field name="SecurityResponseType" required="Y" />
      <component name="Instrument" required="N" />
      <field name="Currency" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegCurrency" required="N" />
      </group>
      <field name="RoundLot" required="N" />
      <field name="MinTradeVol" required="N" />
    </message>
    <message name="SecurityTypeRequest" msgtype="v" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
    </message>
    <message name="SecurityTypes" msgtype="w" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityResponseID" required="Y" />
      <field name="SecurityResponseType" required="Y" />
      <field name="TotalNumSecurityTypes" required="N" />
      <group name="NoSecurityTypes" required="N">
        <field name="SecurityType" required="N" />
        <field name="Product" required="N" />
        <field name="CFICode" required="N" />
      </group>
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="SecurityListRequest" msgtype="x" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityListRequestType" required="Y" />
      <component name="Instrument" required="N" />
      <field name="Currency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="SecurityList" msgtype="y" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityResponseID" required="Y" />
      <field name="SecurityRequestResult" required="Y" />
      <field name="TotalNumSecurities" required="N" />
      <group name="NoRelatedSym" required="N">
        <component name="Instrument" required="N" />
        <field name="Currency" required="N" />
        <group name="NoLegs" required="N">
          <component name="InstrumentLeg" required="N" />
          <field name="LegCurrency" required="N" />
        </group>
        <field name="RoundLot" required="N" />
        <field name="MinTradeVol" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="DerivativeSecurityListRequest" msgtype="z" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityListRequestType" required="Y" />
      <component name="UnderlyingInstrument" required="N" />
      <field name="Currency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="SubscriptionRequestType" required="N" />
    </message>
    <message name="DerivativeSecurityList" msgtype="AA" msgcat="app">
      <field name="SecurityReqID" required="Y" />
      <field name="SecurityResponseID" required="Y" />
      <field name="SecurityRequestResult" required="Y" />
      <component name="UnderlyingInstrument" required="N" />
      <field name="TotalNumSecurities" required="N" />
      <group name="NoRelatedSym" required="N">
        <component name="Instrument" required="N" />
        <field name="Currency" required="N" />
        <group name="NoLegs" required="N">
          <component name="InstrumentLeg" required="N" />
          <field name="LegCurrency" required="N" />
        </group>
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="SecurityStatusRequest" msgtype="e" msgcat="app">
      <field name="SecurityStatusReqID" required="Y" />
      <component name="Instrument" required="Y" />
      <field name="Currency" required="N" />
      <field name="SubscriptionRequestType" required="Y" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
    </message>
    <message name="SecurityStatus" msgtype="f" msgcat="app">
      <field name="SecurityStatusReqID" required="N" />
      <component name="Instrument" required="Y" />
      <field name="Currency" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="UnsolicitedIndicator" required="N" />
      <field name="SecurityTradingStatus" required="N" />
      <field name="FinancialStatus" required="N" />
      <field name="CorporateAction" required="N" />
      <field name="HaltReason" required="N" />
      <field name="InViewOfCommon" required="N" />
      <field name="DueToRelated" required="N" />
      <field name="BuyVolume" required="N" />
      <field name="SellVolume" required="N" />
      <field name="HighPx" required="N" />
      <field name="LowPx" required="N" />
      <field name="LastPx" required="N" />
      <field name="TransactTime" required="N" />
      <field name="Adjustment" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="TradingSessionStatusRequest" msgtype="g" msgcat="app">
      <field name="TradSesReqID" required="Y" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="TradSesMethod" required="N" />
      <field name="TradSesMode" required="N" />
      <field name="SubscriptionRequestType" required="Y" />
    </message>
    <message name="TradingSessionStatus" msgtype="h" msgcat="app">
      <field name="TradSesReqID" required="N" />
      <field name="TradingSessionID" required="Y" />
      <field name="TradingSessionSubID" required="N" />
      <field name="TradSesMethod" required="N" />
      <field name="TradSesMode" required="N" />
      <field name="UnsolicitedIndicator" required="N" />
      <field name="TradSesStatus" required="Y" />
      <field name="TradSesStatusRejReason" required="N" />
      <field name="TradSesStartTime" required="N" />
      <field name="TradSesOpenTime" required="N" />
      <field name="TradSesPreCloseTime" required="N" />
      <field name="TradSesCloseTime" required="N" />
      <field name="TradSesEndTime" required="N" />
      <field name="TotalVolumeTraded" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="NewOrderSingle" msgtype="D" msgcat="app">
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <component name="Parties" required="N" />
      <field name="TradeOriginationDate" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DayBookingInst" required="N" />
      <field name="BookingUnit" required="N" />
      <field name="PreallocMethod" required="N" />
      <group name="NoAllocs" required="N">
        <field name="AllocAccount" required="N" />
        <field name="IndividualAllocID" required="N" />
        <component name="NestedParties" required="N" />
        <field name="AllocQty" required="N" />
      </group>
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="CashMargin" required="N" />
      <field name="ClearingFeeIndicator" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="ProcessCode" required="N" />
      <component name="Instrument" required="Y" />
      <field name="PrevClosePx" required="N" />
      <field name="Side" required="Y" />
      <field name="LocateReqd" required="N" />
      <field name="TransactTime" required="Y" />
      <component name="Stipulations" required="N" />
      <field name="QuantityType" required="N" />
      <component name="OrderQtyData" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <component name="YieldData" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="SolicitedFlag" required="N" />
      <field name="IOIid" required="N" />
      <field name="QuoteID" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <component name="CommissionData" required="N" />
      <field name="OrderCapacity" required="N" />
      <field name="OrderRestrictions" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="Rule80A" required="N" />
      <field name="ForexReq" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="FutSettDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="Price2" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="CoveredOrUncovered" required="N" />
      <field name="MaxShow" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="AccruedInterestAmt" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="ExecutionReport" msgtype="8" msgcat="app">
      <field name="OrderID" required="Y" />
      <field name="SecondaryOrderID" required="N" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="SecondaryExecID" required="N" />
      <field name="ClOrdID" required="N" />
      <field name="OrigClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <component name="Parties" required="N" />
      <field name="TradeOriginationDate" required="N" />
      <group name="NoContraBrokers" required="N">
        <field name="ContraBroker" required="N" />
        <field name="ContraTrader" required="N" />
        <field name="ContraTradeQty" required="N" />
        <field name="ContraTradeTime" required="N" />
        <field name="ContraLegRefID" required="N" />
      </group>
      <field name="ListID" required="N" />
      <field name="CrossID" required="N" />
      <field name="OrigCrossID" required="N" />
      <field name="CrossType" required="N" />
      <field name="ExecID" required="Y" />
      <field name="ExecRefID" required="N" />
      <field name="ExecType" required="Y" />
      <field name="OrdStatus" required="Y" />
      <field name="WorkingIndicator" required="N" />
      <field name="OrdRejReason" required="N" />
      <field name="ExecRestatementReason" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DayBookingInst" required="N" />
      <field name="BookingUnit" required="N" />
      <field name="PreallocMethod" required="N" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="CashMargin" required="N" />
      <field name="ClearingFeeIndicator" required="N" />
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
      <component name="Stipulations" required="N" />
      <field name="QuantityType" required="N" />
      <component name="OrderQtyData" required="Y" />
      <field name="OrdType" required="N" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="SolicitedFlag" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="ExecInst" required="N" />
      <field name="OrderCapacity" required="N" />
      <field name="OrderRestrictions" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="Rule80A" required="N" />
      <field name="LastQty" required="N" />
      <field name="UnderlyingLastQty" required="N" />
      <field name="LastPx" required="N" />
      <field name="UnderlyingLastPx" required="N" />
      <field name="LastSpotRate" required="N" />
      <field name="LastForwardPoints" required="N" />
      <field name="LastMkt" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="LastCapacity" required="N" />
      <field name="LeavesQty" required="Y" />
      <field name="CumQty" required="Y" />
      <field name="AvgPx" required="Y" />
      <field name="DayOrderQty" required="N" />
      <field name="DayCumQty" required="N" />
      <field name="DayAvgPx" required="N" />
      <field name="GTBookingInst" required="N" />
      <field name="TradeDate" required="N" />
      <field name="TransactTime" required="N" />
      <field name="ReportToExch" required="N" />
      <component name="CommissionData" required="N" />
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <component name="YieldData" required="N" />
      <field name="GrossTradeAmt" required="N" />
      <field name="NumDaysInterest" required="N" />
      <field name="ExDate" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="AccruedInterestAmt" required="N" />
      <field name="TradedFlatSwitch" required="N" />
      <field name="BasisFeatureDate" required="N" />
      <field name="BasisFeaturePrice" required="N" />
      <field name="Concession" required="N" />
      <field name="TotalTakedown" required="N" />
      <field name="NetMoney" required="N" />
      <field name="SettlCurrAmt" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="SettlCurrFxRate" required="N" />
      <field name="SettlCurrFxRateCalc" required="N" />
      <field name="HandlInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="MaxShow" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="FutSettDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="LastForwardPoints2" required="N" />
      <field name="MultiLegReportingType" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="TransBkdTime" required="N" />
      <field name="ExecValuationPoint" required="N" />
      <field name="ExecPriceType" required="N" />
      <field name="ExecPriceAdjustment" required="N" />
      <field name="PriorityIndicator" required="N" />
      <field name="PriceImprovement" required="N" />
      <group name="NoContAmts" required="N">
        <field name="ContAmtType" required="N" />
        <field name="ContAmtValue" required="N" />
        <field name="ContAmtCurr" required="N" />
      </group>
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegPositionEffect" required="N" />
        <field name="LegCoveredOrUncovered" required="N" />
        <component name="NestedParties" required="N" />
        <field name="LegRefID" required="N" />
        <field name="LegPrice" required="N" />
        <field name="LegSettlmntTyp" required="N" />
        <field name="LegFutSettDate" required="N" />
        <field name="LegLastPx" required="N" />
      </group>
    </message>
    <message name="DontKnowTrade" msgtype="Q" msgcat="app">
      <field name="OrderID" required="Y" />
      <field name="ExecID" required="Y" />
      <field name="DKReason" required="Y" />
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
      <component name="OrderQtyData" required="Y" />
      <field name="LastQty" required="N" />
      <field name="LastPx" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
      <field name="OrderID" required="N" />
      <component name="Parties" required="N" />
      <field name="TradeOriginationDate" required="N" />
      <field name="OrigClOrdID" required="Y" />
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <field name="ListID" required="N" />
      <field name="OrigOrdModTime" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DayBookingInst" required="N" />
      <field name="BookingUnit" required="N" />
      <field name="PreallocMethod" required="N" />
      <group name="NoAllocs" required="N">
        <field name="AllocAccount" required="N" />
        <field name="IndividualAllocID" required="N" />
        <component name="NestedParties" required="N" />
        <field name="AllocQty" required="N" />
      </group>
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="CashMargin" required="N" />
      <field name="ClearingFeeIndicator" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="QuantityType" required="N" />
      <component name="OrderQtyData" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <component name="YieldData" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="SolicitedFlag" required="N" />
      <field name="Currency" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <component name="CommissionData" required="N" />
      <field name="OrderCapacity" required="N" />
      <field name="OrderRestrictions" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="Rule80A" required="N" />
      <field name="ForexReq" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="FutSettDate2" required="N" />
      <field name="OrderQty2" required="N" />
      <field name="Price2" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="CoveredOrUncovered" required="N" />
      <field name="MaxShow" required="N" />
      <field name="LocateReqd" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="AccruedInterestAmt" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="OrderCancelRequest" msgtype="F" msgcat="app">
      <field name="OrigClOrdID" required="Y" />
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <field name="ListID" required="N" />
      <field name="OrigOrdModTime" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <component name="Parties" required="N" />
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
      <field name="TransactTime" required="Y" />
      <component name="OrderQtyData" required="Y" />
      <field name="ComplianceID" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="OrderCancelReject" msgtype="9" msgcat="app">
      <field name="OrderID" required="Y" />
      <field name="SecondaryOrderID" required="N" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="ClOrdLinkID" required="N" />
      <field name="OrigClOrdID" required="Y" />
      <field name="OrdStatus" required="Y" />
      <field name="WorkingIndicator" required="N" />
      <field name="OrigOrdModTime" required="N" />
      <field name="ListID" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="TradeOriginationDate" required="N" />
      <field name="TransactTime" required="N" />
      <field name="CxlRejResponseTo" required="Y" />
      <field name="CxlRejReason" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="OrderStatusRequest" msgtype="H" msgcat="app">
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <component name="Instrument" required="Y" />
      <field name="Side" required="Y" />
    </message>
    <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="MassCancelRequestType" required="Y" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <component name="Instrument" required="N" />
      <component name="UnderlyingInstrument" required="N" />
      <field name="Side" required="N" />
      <field name="TransactTime" required="Y" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
      <field name="ClOrdID" required="N" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="OrderID" required="Y" />
      <field name="SecondaryOrderID" required="N" />
      <field name="MassCancelRequestType" required="Y" />
      <field name="MassCancelResponse" required="Y" />
      <field name="MassCancelRejectReason" required="N" />
      <field name="TotalAffectedOrders" required="N" />
      <group name="NoAffectedOrders" required="N">
        <field name="OrigClOrdID" required="N" />
        <field name="AffectedOrderID" required="N" />
        <field name="AffectedSecondaryOrderID" required="N" />
      </group>
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <component name="Instrument" required="N" />
      <component name="UnderlyingInstrument" required="N" />
      <field name="Side" required="N" />
      <field name="TransactTime" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="OrderMassStatusRequest" msgtype="AF" msgcat="app">
      <field name="MassStatusReqID" required="Y" />
      <field name="MassStatusReqType" required="Y" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <component name="Instrument" required="N" />
      <component name="UnderlyingInstrument" required="N" />
      <field name="Side" required="N" />
    </message>
    <message name="NewOrderCross" msgtype="s" msgcat="app">
      <field name="CrossID" required="Y" />
      <field name="CrossType" required="Y" />
      <field name="CrossPrioritization" required="Y" />
      <group name="NoSides" required="Y">
        <field name="Side" required="Y" />
        <field name="ClOrdID" required="Y" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="ClOrdLinkID" required="N" />
        <component name="Parties" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <field name="Account" required="N" />
        <field name="AccountType" required="N" />
        <field name="DayBookingInst" required="N" />
        <field name="BookingUnit" required="N" />
        <field name="PreallocMethod" required="N" />
        <group name="NoAllocs" required="N">
          <field name="AllocAccount" required="N" />
          <field name="IndividualAllocID" required="N" />
          <component name="NestedParties" required="N" />
          <field name="AllocQty" required="N" />
        </group>
        <field name="QuantityType" required="N" />
        <component name="OrderQtyData" required="Y" />
        <component name="CommissionData" required="N" />
        <field name="OrderCapacity" required="N" />
        <field name="OrderRestrictions" required="N" />
        <field name="CustOrderCapacity" required="N" />
        <field name="ForexReq" required="N" />
        <field name="SettlCurrency" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
        <field name="PositionEffect" required="N" />
        <field name="CoveredOrUncovered" required="N" />
        <field name="CashMargin" required="N" />
        <field name="ClearingFeeIndicator" required="N" />
        <field name="SolicitedFlag" required="N" />
        <field name="SideComplianceID" required="N" />
      </group>
      <component name="Instrument" required="Y" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="ProcessCode" required="N" />
      <field name="PrevClosePx" required="N" />
      <field name="LocateReqd" required="N" />
      <field name="TransactTime" required="Y" />
      <component name="Stipulations" required="N" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <component name="YieldData" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="IOIid" required="N" />
      <field name="QuoteID" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <field name="MaxShow" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="AccruedInterestAmt" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="CrossOrderCancelReplaceRequest" msgtype="t" msgcat="app">
      <field name="OrderID" required="N" />
      <field name="CrossID" required="Y" />
      <field name="OrigCrossID" required="Y" />
      <field name="CrossType" required="Y" />
      <field name="CrossPrioritization" required="Y" />
      <group name="NoSides" required="Y">
        <field name="Side" required="Y" />
        <field name="OrigClOrdID" required="N" />
        <field name="ClOrdID" required="Y" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="ClOrdLinkID" required="N" />
        <field name="OrigOrdModTime" required="N" />
        <component name="Parties" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <field name="Account" required="N" />
        <field name="AccountType" required="N" />
        <field name="DayBookingInst" required="N" />
        <field name="BookingUnit" required="N" />
        <field name="PreallocMethod" required="N" />
        <group name="NoAllocs" required="N">
          <field name="AllocAccount" required="N" />
          <field name="IndividualAllocID" required="N" />
          <component name="NestedParties" required="N" />
          <field name="AllocQty" required="N" />
        </group>
        <field name="QuantityType" required="N" />
        <component name="OrderQtyData" required="Y" />
        <component name="CommissionData" required="N" />
        <field name="OrderCapacity" required="N" />
        <field name="OrderRestrictions" required="N" />
        <field name="CustOrderCapacity" required="N" />
        <field name="ForexReq" required="N" />
        <field name="SettlCurrency" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
        <field name="PositionEffect" required="N" />
        <field name="CoveredOrUncovered" required="N" />
        <field name="CashMargin" required="N" />
        <field name="ClearingFeeIndicator" required="N" />
        <field name="SolicitedFlag" required="N" />
        <field name="SideComplianceID" required="N" />
      </group>
      <component name="Instrument" required="Y" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="ProcessCode" required="N" />
      <field name="PrevClosePx" required="N" />
      <field name="LocateReqd" required="N" />
      <field name="TransactTime" required="Y" />
      <component name="Stipulations" required="N" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <component name="SpreadOrBenchmarkCurveData" required="N" />
      <component name="YieldData" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="IOIid" required="N" />
      <field name="QuoteID" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <field name="MaxShow" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="AccruedInterestAmt" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="CrossOrderCancelRequest" msgtype="u" msgcat="app">
      <field name="OrderID" required="N" />
      <field name="CrossID" required="Y" />
      <field name="OrigCrossID" required="Y" />
      <field name="CrossType" required="Y" />
      <field name="CrossPrioritization" required="Y" />
      <group name="NoSides" required="Y">
        <field name="Side" required="Y" />
        <field name="OrigClOrdID" required="N" />
        <field name="ClOrdID" required="Y" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="ClOrdLinkID" required="N" />
        <field name="OrigOrdModTime" required="N" />
        <component name="Parties" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <component name="OrderQtyData" required="Y" />
        <field name="ComplianceID" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
      <component name="Instrument" required="Y" />
      <field name="TransactTime" required="Y" />
    </message>
    <message name="NewOrderMultileg" msgtype="AB" msgcat="app">
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DayBookingInst" required="N" />
      <field name="BookingUnit" required="N" />
      <field name="PreallocMethod" required="N" />
      <group name="NoAllocs" required="N">
        <field name="AllocAccount" required="N" />
        <field name="IndividualAllocID" required="N" />
        <field name="AllocQty" required="N" />
      </group>
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="CashMargin" required="N" />
      <field name="ClearingFeeIndicator" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="ProcessCode" required="N" />
      <field name="Side" required="Y" />
      <component name="Instrument" required="Y" />
      <field name="PrevClosePx" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegPositionEffect" required="N" />
        <field name="LegCoveredOrUncovered" required="N" />
        <component name="NestedParties" required="N" />
        <field name="LegRefID" required="N" />
        <field name="LegPrice" required="N" />
        <field name="LegSettlmntTyp" required="N" />
        <field name="LegFutSettDate" required="N" />
      </group>
      <field name="LocateReqd" required="N" />
      <field name="TransactTime" required="Y" />
      <field name="QuantityType" required="N" />
      <component name="OrderQtyData" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="SolicitedFlag" required="N" />
      <field name="IOIid" required="N" />
      <field name="QuoteID" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <component name="CommissionData" required="N" />
      <field name="OrderCapacity" required="N" />
      <field name="OrderRestrictions" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="ForexReq" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="CoveredOrUncovered" required="N" />
      <field name="MaxShow" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="MultiLegRptTypeReq" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="MultilegOrderCancelReplaceRequest" msgtype="AC" msgcat="app">
      <field name="OrderID" required="N" />
      <field name="OrigClOrdID" required="Y" />
      <field name="ClOrdID" required="Y" />
      <field name="SecondaryClOrdID" required="N" />
      <field name="ClOrdLinkID" required="N" />
      <field name="OrigOrdModTime" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="AccountType" required="N" />
      <field name="DayBookingInst" required="N" />
      <field name="BookingUnit" required="N" />
      <field name="PreallocMethod" required="N" />
      <group name="NoAllocs" required="N">
        <field name="AllocAccount" required="N" />
        <field name="IndividualAllocID" required="N" />
        <field name="AllocQty" required="N" />
      </group>
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="CashMargin" required="N" />
      <field name="ClearingFeeIndicator" required="N" />
      <field name="HandlInst" required="Y" />
      <field name="ExecInst" required="N" />
      <field name="MinQty" required="N" />
      <field name="MaxFloor" required="N" />
      <field name="ExDestination" required="N" />
      <group name="NoTradingSessions" required="N">
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
      </group>
      <field name="ProcessCode" required="N" />
      <field name="Side" required="Y" />
      <component name="Instrument" required="Y" />
      <field name="PrevClosePx" required="N" />
      <group name="NoLegs" required="N">
        <component name="InstrumentLeg" required="N" />
        <field name="LegPositionEffect" required="N" />
        <field name="LegCoveredOrUncovered" required="N" />
        <component name="NestedParties" required="N" />
        <field name="LegRefID" required="N" />
        <field name="LegPrice" required="N" />
        <field name="LegSettlmntTyp" required="N" />
        <field name="LegFutSettDate" required="N" />
      </group>
      <field name="LocateReqd" required="N" />
      <field name="TransactTime" required="Y" />
      <field name="QuantityType" required="N" />
      <component name="OrderQtyData" required="Y" />
      <field name="OrdType" required="Y" />
      <field name="PriceType" required="N" />
      <field name="Price" required="N" />
      <field name="StopPx" required="N" />
      <field name="Currency" required="N" />
      <field name="ComplianceID" required="N" />
      <field name="SolicitedFlag" required="N" />
      <field name="IOIid" required="N" />
      <field name="QuoteID" required="N" />
      <field name="TimeInForce" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="ExpireDate" required="N" />
      <field name="ExpireTime" required="N" />
      <field name="GTBookingInst" required="N" />
      <component name="CommissionData" required="N" />
      <field name="OrderCapacity" required="N" />
      <field name="OrderRestrictions" required="N" />
      <field name="CustOrderCapacity" required="N" />
      <field name="ForexReq" required="N" />
      <field name="SettlCurrency" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="CoveredOrUncovered" required="N" />
      <field name="MaxShow" required="N" />
      <field name="PegDifference" required="N" />
      <field name="DiscretionInst" required="N" />
      <field name="DiscretionOffset" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="Designation" required="N" />
      <field name="MultiLegRptTypeReq" required="N" />
      <field name="NetMoney" required="N" />
    </message>
    <message name="BidRequest" msgtype="k" msgcat="app">
      <field name="BidID" required="N" />
      <field name="ClientBidID" required="Y" />
      <field name="BidRequestTransType" required="Y" />
      <field name="ListName" required="N" />
      <field name="TotalNumSecurities" required="Y" />
      <field name="BidType" required="Y" />
      <field name="NumTickets" required="N" />
      <field name="Currency" required="N" />
      <field name="SideValue1" required="N" />
      <field name="SideValue2" required="N" />
      <group name="NoBidDescriptors" required="N">
        <field name="BidDescriptorType" required="N" />
        <field name="BidDescriptor" required="N" />
        <field name="SideValueInd" required="N" />
        <field name="LiquidityValue" required="N" />
        <field name="LiquidityNumSecurities" required="N" />
        <field name="LiquidityPctLow" required="N" />
        <field name="LiquidityPctHigh" required="N" />
        <field name="EFPTrackingError" required="N" />
        <field name="FairValue" required="N" />
        <field name="OutsideIndexPct" required="N" />
        <field name="ValueOfFutures" required="N" />
      </group>
      <group name="NoBidComponents" required="N">
        <field name="ListID" required="N" />
        <field name="Side" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="NetGrossInd" required="N" />
        <field name="SettlmntTyp" required="N" />
        <field name="FutSettDate" required="N" />
        <field name="Account" required="N" />
      </group>
      <field name="LiquidityIndType" required="N" />
      <field name="WtAverageLiquidity" required="N" />
      <field name="ExchangeForPhysical" required="N" />
      <field name="OutMainCntryUIndex" required="N" />
      <field name="CrossPercent" required="N" />
      <field name="ProgRptReqs" required="N" />
      <field name="ProgPeriodInterval" required="N" />
      <field name="IncTaxInd" required="N" />
      <field name="ForexReq" required="N" />
      <field name="NumBidders" required="N" />
      <field name="TradeDate" required="N" />
      <field name="TradeType" required="Y" />
      <field name="BasisPxType" required="Y" />
      <field name="StrikeTime" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="BidResponse" msgtype="l" msgcat="app">
      <field name="BidID" required="N" />
      <field name="ClientBidID" required="N" />
      <group name="NoBidComponents" required="Y">
        <component name="CommissionData" required="Y" />
        <field name="ListID" required="N" />
        <field name="Country" required="N" />
        <field name="Side" required="N" />
        <field name="Price" required="N" />
        <field name="PriceType" required="N" />
        <field name="FairValue" required="N" />
        <field name="NetGrossInd" required="N" />
        <field name="SettlmntTyp" required="N" />
        <field name="FutSettDate" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="NewOrderList" msgtype="E" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="BidID" required="N" />
      <field name="ClientBidID" required="N" />
      <field name="ProgRptReqs" required="N" />
      <field name="BidType" required="Y" />
      <field name="ProgPeriodInterval" required="N" />
      <field name="CancellationRights" required="N" />
      <field name="MoneyLaunderingStatus" required="N" />
      <field name="RegistID" required="N" />
      <field name="ListExecInstType" required="N" />
      <field name="ListExecInst" required="N" />
      <field name="EncodedListExecInstLen" required="N" />
      <field name="EncodedListExecInst" required="N" />
      <field name="TotNoOrders" required="Y" />
      <group name="NoOrders" required="Y">
        <field name="ClOrdID" required="Y" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="ListSeqNo" required="Y" />
        <field name="ClOrdLinkID" required="N" />
        <field name="SettlInstMode" required="N" />
        <component name="Parties" required="N" />
        <field name="TradeOriginationDate" required="N" />
        <field name="Account" required="N" />
        <field name="AccountType" required="N" />
        <field name="DayBookingInst" required="N" />
        <field name="BookingUnit" required="N" />
        <field name="PreallocMethod" required="N" />
        <group name="NoAllocs" required="N">
          <field name="AllocAccount" required="N" />
          <field name="IndividualAllocID" required="N" />
          <component name="NestedParties" required="N" />
          <field name="AllocQty" required="N" />
        </group>
        <field name="SettlmntTyp" required="N" />
        <field name="FutSettDate" required="N" />
        <field name="CashMargin" required="N" />
        <field name="ClearingFeeIndicator" required="N" />
        <field name="HandlInst" required="N" />
        <field name="ExecInst" required="N" />
        <field name="MinQty" required="N" />
        <field name="MaxFloor" required="N" />
        <field name="ExDestination" required="N" />
        <group name="NoTradingSessions" required="N">
          <field name="TradingSessionID" required="N" />
          <field name="TradingSessionSubID" required="N" />
        </group>
        <field name="ProcessCode" required="N" />
        <component name="Instrument" required="Y" />
        <field name="PrevClosePx" required="N" />
        <field name="Side" required="Y" />
        <field name="SideValueInd" required="N" />
        <field name="LocateReqd" required="N" />
        <field name="TransactTime" required="N" />
        <component name="Stipulations" required="N" />
        <field name="QuantityType" required="N" />
        <component name="OrderQtyData" required="Y" />
        <field name="OrdType" required="N" />
        <field name="PriceType" required="N" />
        <field name="Price" required="N" />
        <field name="StopPx" required="N" />
        <component name="SpreadOrBenchmarkCurveData" required="N" />
        <component name="YieldData" required="N" />
        <field name="Currency" required="N" />
        <field name="ComplianceID" required="N" />
        <field name="SolicitedFlag" required="N" />
        <field name="IOIid" required="N" />
        <field name="QuoteID" required="N" />
        <field name="TimeInForce" required="N" />
        <field name="EffectiveTime" required="N" />
        <field name="ExpireDate" required="N" />
        <field name="ExpireTime" required="N" />
        <field name="GTBookingInst" required="N" />
        <component name="CommissionData" required="N" />
        <field name="OrderCapacity" required="N" />
        <field name="OrderRestrictions" required="N" />
        <field name="CustOrderCapacity" required="N" />
        <field name="Rule80A" required="N" />
        <field name="ForexReq" required="N" />
        <field name="SettlCurrency" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
        <field name="FutSettDate2" required="N" />
        <field name="OrderQty2" required="N" />
        <field name="Price2" required="N" />
        <field name="PositionEffect" required="N" />
        <field name="CoveredOrUncovered" required="N" />
        <field name="MaxShow" required="N" />
        <field name="PegDifference" required="N" />
        <field name="DiscretionInst" required="N" />
        <field name="DiscretionOffset" required="N" />
        <field name="Designation" required="N" />
        <field name="AccruedInterestRate" required="N" />
        <field name="AccruedInterestAmt" required="N" />
        <field name="NetMoney" required="N" />
      </group>
    </message>
    <message name="ListStrikePrice" msgtype="m" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="TotNoStrikes" required="Y" />
      <group name="NoStrikes" required="Y">
        <component name="Instrument" required="Y" />
        <field name="PrevClosePx" required="N" />
        <field name="ClOrdID" required="N" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="Side" required="N" />
        <field name="Price" required="Y" />
        <field name="Currency" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="ListExecute" msgtype="L" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="ClientBidID" required="N" />
      <field name="BidID" required="N" />
      <field name="TransactTime" required="Y" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="ListCancelRequest" msgtype="K" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="TradeOriginationDate" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="ListStatusRequest" msgtype="M" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
    </message>
    <message name="ListStatus" msgtype="N" msgcat="app">
      <field name="ListID" required="Y" />
      <field name="ListStatusType" required="Y" />
      <field name="NoRpts" required="Y" />
      <field name="ListOrderStatus" required="Y" />
      <field name="RptSeq" required="Y" />
      <field name="ListStatusText" required="N" />
      <field name="EncodedListStatusTextLen" required="N" />
      <field name="EncodedListStatusText" required="N" />
      <field name="TransactTime" required="N" />
      <field name="TotNoOrders" required="Y" />
      <group name="NoOrders" required="Y">
        <field name="ClOrdID" required="Y" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="CumQty" required="Y" />
        <field name="OrdStatus" required="Y" />
        <field name="WorkingIndicator" required="N" />
        <field name="LeavesQty" required="Y" />
        <field name="CxlQty" required="Y" />
        <field name="AvgPx" required="Y" />
        <field name="OrdRejReason" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
      </group>
    </message>
    <message name="Allocation" msgtype="J" msgcat="app">
      <field name="AllocID" required="Y" />
      <field name="AllocTransType" required="Y" />
      <field name="AllocType" required="Y" />
      <field name="RefAllocID" required="N" />
      <field name="AllocLinkID" required="N" />
      <field name="AllocLinkType" required="N" />
      <field name="BookingRefID" required="N" />
      <group name="NoOrders" required="Y">
        <field name="ClOrdID" required="Y" />
        <field name="OrderID" required="N" />
        <field name="SecondaryOrderID" required="N" />
        <field name="SecondaryClOrdID" required="N" />
        <field name="ListID" required="N" />
      </group>
      <group name="NoExecs" required="N">
        <field name="LastQty" required="N" />      
        <field name="ExecID" required="N" />
        <field name="SecondaryExecID" required="N" />
        <field name="LastPx" required="N" />
        <field name="LastCapacity" required="N" />
      </group>
      <field name="Side" required="Y" />
      <component name="Instrument" required="Y" />
      <field name="Quantity" required="Y" />
      <field name="LastMkt" required="N" />
      <field name="TradeOriginationDate" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="PriceType" required="N" />
      <field name="AvgPx" required="Y" />
      <field name="Currency" required="N" />
      <field name="AvgPrxPrecision" required="N" />
      <component name="Parties" required="N" />
      <field name="TradeDate" required="Y" />
      <field name="TransactTime" required="N" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="GrossTradeAmt" required="N" />
      <field name="Concession" required="N" />
      <field name="TotalTakedown" required="N" />
      <field name="NetMoney" required="N" />
      <field name="PositionEffect" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="NumDaysInterest" required="N" />
      <field name="AccruedInterestRate" required="N" />
      <field name="TotalAccruedInterestAmt" required="N" />
      <field name="LegalConfirm" required="N" />
      <group name="NoAllocs" required="Y">
        <field name="AllocAccount" required="Y" />
        <field name="AllocPrice" required="N" />
        <field name="AllocQty" required="Y" />
        <field name="IndividualAllocID" required="N" />
        <field name="ProcessCode" required="N" />
        <component name="NestedParties" required="N" />
        <field name="NotifyBrokerOfCredit" required="N" />
        <field name="AllocHandlInst" required="N" />
        <field name="AllocText" required="N" />
        <field name="EncodedAllocTextLen" required="N" />
        <field name="EncodedAllocText" required="N" />
        <component name="CommissionData" required="N" />
        <field name="AllocAvgPx" required="N" />
        <field name="AllocNetMoney" required="N" />
        <field name="SettlCurrAmt" required="N" />
        <field name="SettlCurrency" required="N" />
        <field name="SettlCurrFxRate" required="N" />
        <field name="SettlCurrFxRateCalc" required="N" />
        <field name="AccruedInterestAmt" required="N" />
        <field name="SettlInstMode" required="N" />
        <group name="NoMiscFees" required="N">
          <field name="MiscFeeAmt" required="N" />
          <field name="MiscFeeCurr" required="N" />
          <field name="MiscFeeType" required="N" />
        </group>
      </group>
    </message>
    <message name="AllocationACK" msgtype="P" msgcat="app">
      <component name="Parties" required="N" />
      <field name="AllocID" required="Y" />
      <field name="TradeDate" required="Y" />
      <field name="TransactTime" required="N" />
      <field name="AllocStatus" required="Y" />
      <field name="AllocRejCode" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="LegalConfirm" required="N" />
    </message>
    <message name="SettlementInstructions" msgtype="T" msgcat="app">
      <field name="SettlInstID" required="Y" />
      <field name="SettlInstTransType" required="Y" />
      <field name="SettlInstRefID" required="Y" />
      <field name="SettlInstMode" required="Y" />
      <field name="SettlInstSource" required="Y" />
      <field name="AllocAccount" required="Y" />
      <field name="IndividualAllocID" required="N" />
      <field name="ClOrdID" required="N" />
      <field name="TradeDate" required="N" />
      <field name="AllocID" required="N" />
      <field name="LastMkt" required="N" />
      <field name="TradingSessionID" required="N" />
      <field name="TradingSessionSubID" required="N" />
      <field name="Side" required="N" />
      <field name="SecurityType" required="N" />
      <field name="EffectiveTime" required="N" />
      <field name="TransactTime" required="Y" />
      <component name="Parties" required="N" />
      <field name="StandInstDbType" required="N" />
      <field name="StandInstDbName" required="N" />
      <field name="StandInstDbID" required="N" />
      <field name="SettlDeliveryType" required="N" />
      <field name="SettlDepositoryCode" required="N" />
      <field name="SettlBrkrCode" required="N" />
      <field name="SettlInstCode" required="N" />
      <field name="SecuritySettlAgentName" required="N" />
      <field name="SecuritySettlAgentCode" required="N" />
      <field name="SecuritySettlAgentAcctNum" required="N" />
      <field name="SecuritySettlAgentAcctName" required="N" />
      <field name="SecuritySettlAgentContactName" required="N" />
      <field name="SecuritySettlAgentContactPhone" required="N" />
      <field name="CashSettlAgentName" required="N" />
      <field name="CashSettlAgentCode" required="N" />
      <field name="CashSettlAgentAcctNum" required="N" />
      <field name="CashSettlAgentAcctName" required="N" />
      <field name="CashSettlAgentContactName" required="N" />
      <field name="CashSettlAgentContactPhone" required="N" />
      <field name="PaymentMethod" required="N" />
      <field name="PaymentRef" required="N" />
      <field name="CardHolderName" required="N" />
      <field name="CardNumber" required="N" />
      <field name="CardStartDate" required="N" />
      <field name="CardExpDate" required="N" />
      <field name="CardIssNo" required="N" />
      <field name="PaymentDate" required="N" />
      <field name="PaymentRemitterID" required="N" />
    </message>
    <message name="TradeCaptureReportRequest" msgtype="AD" msgcat="app">
      <field name="TradeRequestID" required="Y" />
      <field name="TradeRequestType" required="Y" />
      <field name="SubscriptionRequestType" required="N" />
      <field name="ExecID" required="N" />
      <field name="OrderID" required="N" />
      <field name="ClOrdID" required="N" />
      <field name="MatchStatus" required="N" />
      <component name="Parties" required="N" />
      <component name="Instrument" required="N" />
      <group name="NoDates" required="N">
        <field name="TradeDate" required="N" />
        <field name="TransactTime" required="N" />
      </group>
      <field name="Side" required="N" />
      <field name="Text" required="N" />
      <field name="EncodedTextLen" required="N" />
      <field name="EncodedText" required="N" />
      <field name="TradeInputSource" required="N" />
      <field name="TradeInputDevice" required="N" />
    </message>
    <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
      <field name="TradeReportID" required="Y" />
      <field name="TradeReportTransType" required="N" />
      <field name="TradeRequestID" required="N" />
      <field name="ExecType" required="Y" />
      <field name="TradeReportRefID" required="N" />
      <field name="ExecID" required="N" />
      <field name="SecondaryExecID" required="N" />
      <field name="ExecRestatementReason" required="N" />
      <field name="PreviouslyReported" required="Y" />
      <component name="Instrument" required="Y" />
      <component name="OrderQtyData" required="N" />
      <field name="LastQty" required="Y" />
      <field name="LastPx" required="Y" />
      <field name="LastSpotRate" required="N" />
      <field name="LastForwardPoints" required="N" />
      <field name="LastMkt" required="N" />
      <field name="TradeDate" required="Y" />
      <field name="TransactTime" required="Y" />
      <field name="SettlmntTyp" required="N" />
      <field name="FutSettDate" required="N" />
      <field name="MatchStatus" required="N" />
      <field name="MatchType" required="N" />
      <group name="NoSides" required="Y">
        <field name="Side" required="Y" />
        <field name="OrderID" required="Y" />
        <field name="SecondaryOrderID" required="N" />
        <field name="ClOrdID" required="N" />
        <component name="Parties" required="N" />
        <field name="Account" required="N" />
        <field name="AccountType" required="N" />
        <field name="ProcessCode" required="N" />
        <field name="OddLot" required="N" />
        <group name="NoClearingInstructions" required="N">
          <field name="ClearingInstruction" required="N" />
        </group>
        <field name="ClearingFeeIndicator" required="N" />
        <field name="TradeInputSource" required="N" />
        <field name="TradeInputDevice" required="N" />
        <field name="Currency" required="N" />
        <field name="ComplianceID" required="N" />
        <field name="SolicitedFlag" required="N" />
        <field name="OrderCapacity" required="N" />
        <field name="OrderRestrictions" required="N" />
        <field name="CustOrderCapacity" required="N" />
        <field name="TransBkdTime" required="N" />
        <field name="TradingSessionID" required="N" />
        <field name="TradingSessionSubID" required="N" />
        <component name="CommissionData" required="N" />
        <field name="GrossTradeAmt" required="N" />
        <field name="NumDaysInterest" required="N" />
        <field name="ExDate" required="N" />
        <field name="AccruedInterestRate" required="N" />
        <field name="AccruedInterestAmt" required="N" />
        <field name="Concession" required="N" />
        <field name="TotalTakedown" required="N" />
        <field name="NetMoney" required="N" />
        <field name="SettlCurrAmt" required="N" />
        <field name="SettlCurrency" required="N" />
        <field name="SettlCurrFxRate" required="N" />
        <field name="SettlCurrFxRateCalc" required="N" />
        <field name="PositionEffect" required="N" />
        <field name="Text" required="N" />
        <field name="EncodedTextLen" required="N" />
        <field name="EncodedText" required="N" />
        <field name="MultiLegReportingType" required="N" />
        <group name="NoContAmts" required="N">
          <field name="ContAmtType" required="N" />
          <field name="ContAmtValue" required="N" />
          <field name="ContAmtCurr" required="N" />        
        </group>
        <group name="NoMiscFees" required="N">
          <field name="MiscFeeAmt" required="N" />
          <field name="MiscFeeCurr" required="N" />
          <field name="MiscFeeType" required="N" />
        </group>
      </group>
    </message>
    <message name="RegistrationInstructions" msgtype="o" msgcat="app">
      <field name="RegistID" required="Y" />
      <field name="RegistTransType" required="Y" />
      <field name="RegistRefID" required="Y" />
      <field name="ClOrdID" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="RegistAcctType" required="N" />
      <field name="TaxAdvantageType" required="N" />
      <field name="OwnershipType" required="N" />
      <group name="NoRegistDtls" required="N">
        <field name="RegistDetls" required="N" />
        <field name="RegistEmail" required="N" />
        <field name="MailingDtls" required="N" />
        <field name="MailingInst" required="N" />
        <component name="NestedParties" required="N" />
        <field name="OwnerType" required="N" />
        <field name="DateOfBirth" required="N" />
        <field name="InvestorCountryOfResidence" required="N" />
      </group>
      <group name="NoDistribInsts" required="N">
        <field name="DistribPaymentMethod" required="N" />
        <field name="DistribPercentage" required="N" />
        <field name="CashDistribCurr" required="N" />
        <field name="CashDistribAgentName" required="N" />
        <field name="CashDistribAgentCode" required="N" />
        <field name="CashDistribAgentAcctNumber" required="N" />
        <field name="CashDistribPayRef" required="N" />
        <field name="CashDistribAgentAcctName" required="N" />
      </group>
    </message>
    <message name="RegistrationInstructionsResponse" msgtype="p" msgcat="app">
      <field name="RegistID" required="Y" />
      <field name="RegistTransType" required="Y" />
      <field name="RegistRefID" required="Y" />
      <field name="ClOrdID" required="N" />
      <component name="Parties" required="N" />
      <field name="Account" required="N" />
      <field name="RegistStatus" required="Y" />
      <field name="RegistRejReasonCode" required="N" />
      <field name="RegistRejReasonText" required="N" />
    </message>
  </messages>
  <components>
    <component name="Instrument">
      <field name="Symbol" required="Y" />
      <field name="SymbolSfx" required="N" />
      <field name="SecurityID" required="N" />
      <field name="SecurityIDSource" required="N" />
      <group name="NoSecurityAltID" required="N">
        <field name="SecurityAltID" required="N" />
        <field name="SecurityAltIDSource" required="N" />
      </group>
      <field name="Product" required="N" />
      <field name="CFICode" required="N" />
      <field name="SecurityType" required="N" />
      <field name="MaturityMonthYear" required="N" />
      <field name="MaturityDate" required="N" />
      <field name="CouponPaymentDate" required="N" />
      <field name="IssueDate" required="N" />
      <field name="RepoCollateralSecurityType" required="N" />
      <field name="RepurchaseTerm" required="N" />
      <field name="RepurchaseRate" required="N" />
      <field name="Factor" required="N" />
      <field name="CreditRating" required="N" />
      <field name="InstrRegistry" required="N" />
      <field name="CountryOfIssue" required="N" />
      <field name="StateOrProvinceOfIssue" required="N" />
      <field name="LocaleOfIssue" required="N" />
      <field name="RedemptionDate" required="N" />
      <field name="StrikePrice" required="N" />
      <field name="OptAttribute" required="N" />
      <field name="ContractMultiplier" required="N" />
      <field name="CouponRate" required="N" />
      <field name="SecurityExchange" required="N" />
      <field name="Issuer" required="N" />
      <field name="EncodedIssuerLen" required="N" />
      <field name="EncodedIssuer" required="N" />
      <field name="SecurityDesc" required="N" />
      <field name="EncodedSecurityDescLen" required="N" />
      <field name="EncodedSecurityDesc" required="N" />
    </component>
    <component name="InstrumentLeg">
      <field name="LegSymbol" required="Y" />
      <field name="LegSymbolSfx" required="N" />
      <field name="LegSecurityID" required="N" />
      <field name="LegSecurityIDSource" required="N" />
      <group name="NoLegSecurityAltID" required="N">
        <field name="LegSecurityAltID" required="N" />
        <field name="LegSecurityAltIDSource" required="N" />
      </group>
      <field name="LegProduct" required="N" />
      <field name="LegCFICode" required="N" />
      <field name="LegSecurityType" required="N" />
      <field name="LegMaturityMonthYear" required="N" />
      <field name="LegMaturityDate" required="N" />
      <field name="LegCouponPaymentDate" required="N" />
      <field name="LegIssueDate" required="N" />
      <field name="LegRepoCollateralSecurityType" required="N" />
      <field name="LegRepurchaseTerm" required="N" />
      <field name="LegRepurchaseRate" required="N" />
      <field name="LegFactor" required="N" />
      <field name="LegCreditRating" required="N" />
      <field name="LegInstrRegistry" required="N" />
      <field name="LegCountryOfIssue" required="N" />
      <field name="LegStateOrProvinceOfIssue" required="N" />
      <field name="LegLocaleOfIssue" required="N" />
      <field name="LegRedemptionDate" required="N" />
      <field name="LegStrikePrice" required="N" />
      <field name="LegOptAttribute" required="N" />
      <field name="LegContractMultiplier" required="N" />
      <field name="LegCouponRate" required="N" />
      <field name="LegSecurityExchange" required="N" />
      <field name="LegIssuer" required="N" />
      <field name="EncodedLegIssuerLen" required="N" />
      <field name="EncodedLegIssuer" required="N" />
      <field name="LegSecurityDesc" required="N" />
      <field name="EncodedLegSecurityDescLen" required="N" />
      <field name="EncodedLegSecurityDesc" required="N" />
      <field name="LegRatioQty" required="N" />
      <field name="LegSide" required="N" />
    </component>
    <component name="OrderQtyData">
      <field name="OrderQty" required="N" />
      <field name="CashOrderQty" required="N" />
      <field name="OrderPercent" required="N" />
      <field name="RoundingDirection" required="N" />
      <field name="RoundingModulus" required="N" />
    </component>
    <component name="CommissionData">
      <field name="Commission" required="N" />
      <field name="CommType" required="N" />
      <field name="CommCurrency" required="N" />
      <field name="FundRenewWaiv" required="N" />
    </component>
    <component name="Parties">
      <group name="NoPartyIDs" required="N">
        <field name="PartyID" required="N" />
        <field name="PartyIDSource" required="N" />
        <field name="PartyRole" required="N" />
        <field name="PartySubID" required="N" />
      </group>
    </component>
    <component name="NestedParties">
      <group name="NoNestedPartyIDs" required="N">
        <field name="NestedPartyID" required="N" />
        <field name="NestedPartyIDSource" required="N" />
        <field name="NestedPartyRole" required="N" />
        <field name="NestedPartySubID" required="N" />
      </group>
    </component>
    <component name="SpreadOrBenchmarkCurveData">
      <field name="Spread" required="N" />
      <field name="BenchmarkCurveCurrency" required="N" />
      <field name="BenchmarkCurveName" required="N" />
      <field name="BenchmarkCurvePoint" required="N" />
    </component>
    <component name="Stipulations">
      <group name="NoStipulations" required="N">
        <field name="StipulationType" required="N" />
        <field name="StipulationValue" required="N" />
      </group>
    </component>
    <component name="YieldData">
      <field name="YieldType" required="N" />
      <field name="Yield" required="N" />
    </component>
    <component name="UnderlyingInstrument">
      <field name="UnderlyingSymbol" required="Y" />
      <field name="UnderlyingSymbolSfx" required="N" />
      <field name="UnderlyingSecurityID" required="N" />
      <field name="UnderlyingSecurityIDSource" required="N" />
      <group name="NoUnderlyingSecurityAltID" required="N">
        <field name="UnderlyingSecurityAltID" required="N" />
        <field name="UnderlyingSecurityAltIDSource" required="N" />
      </group>
      <field name="UnderlyingProduct" required="N" />
      <field name="UnderlyingCFICode" required="N" />
      <field name="UnderlyingSecurityType" required="N" />
      <field name="UnderlyingMaturityMonthYear" required="N" />
      <field name="UnderlyingMaturityDate" required="N" />
      <field name="UnderlyingCouponPaymentDate" required="N" />
      <field name="UnderlyingIssueDate" required="N" />
      <field name="UnderlyingRepoCollateralSecurityType" required="N" />
      <field name="UnderlyingRepurchaseTerm" required="N" />
      <field name="UnderlyingRepurchaseRate" required="N" />
      <field name="UnderlyingFactor" required="N" />
      <field name="UnderlyingCreditRating" required="N" />
      <field name="UnderlyingInstrRegistry" required="N" />
      <field name="UnderlyingCountryOfIssue" required="N" />
      <field name="UnderlyingStateOrProvinceOfIssue" required="N" />
      <field name="UnderlyingLocaleOfIssue" required="N" />
      <field name="UnderlyingRedemptionDate" required="N" />
      <field name="UnderlyingPutOrCall" required="N" />
      <field name="UnderlyingStrikePrice" required="N" />
      <field name="UnderlyingOptAttribute" required="N" />
      <field name="UnderlyingContractMultiplier" required="N" />
      <field name="UnderlyingCouponRate" required="N" />
      <field name="UnderlyingSecurityExchange" required="N" />
      <field name="UnderlyingIssuer" required="N" />
      <field name="EncodedUnderlyingIssuerLen" required="N" />
      <field name="EncodedUnderlyingIssuer" required="N" />
      <field name="UnderlyingSecurityDesc" required="N" />
      <field name="EncodedUnderlyingSecurityDescLen" required="N" />
      <field name="EncodedUnderlyingSecurityDesc" required="N" />
    </component>
  </components>
  <fields>
    <field number="1" name="Account" type="STRING" />
    <field number="2" name="AdvId" type="STRING" />
    <field number="3" name="AdvRefID" type="STRING" />
    <field number="4" name="AdvSide" type="CHAR">
      <value enum="B" description="BUY" />
      <value enum="S" description="SELL" />
      <value enum="X" description="CROSS" />
      <value enum="T" description="TRADE" />
    </field>
    <field number="5" name="AdvTransType" type="STRING">
      <value enum="N" description="NEW" />
      <value enum="C" description="CANCEL" />
      <value enum="R" description="REPLACE" />
    </field>
    <field number="6" name="AvgPx" type="PRICE" />
    <field number="7" name="BeginSeqNo" type="SEQNUM" />
    <field number="8" name="BeginString" type="STRING" />
    <field number="9" name="BodyLength" type="LENGTH" />
    <field number="10" name="CheckSum" type="STRING" />
    <field number="11" name="ClOrdID" type="STRING" />
    <field number="12" name="Commission" type="AMT" />
    <field number="13" name="CommType" type="CHAR">
      <value enum="1" description="PER_SHARE" />
      <value enum="2" description="PERCENTAGE" />
      <value enum="3" description="ABSOLUTE" />
      <value enum="4" description="PERCENTAGE_WAIVED_CASH_DISCOUNT" />
      <value enum="5" description="PERCENTAGE_WAIVED_ENHANCED_UNITS" />
      <value enum="6" description="PER_BOND" />
    </field>
    <field number="14" name="CumQty" type="QTY" />
    <field number="15" name="Currency" type="CURRENCY" />
    <field number="16" name="EndSeqNo" type="SEQNUM" />
    <field number="17" name="ExecID" type="STRING" />
    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
      <value enum="1" description="NOT_HELD" />
      <value enum="2" description="WORK" />
      <value enum="3" description="GO_ALONG" />
      <value enum="4" description="OVER_THE_DAY" />
      <value enum="5" description="HELD" />
      <value enum="6" description="PARTICIPATE_DONT_INITIATE" />
      <value enum="7" description="STRICT_SCALE" />
      <value enum="8" description="TRY_TO_SCALE" />
      <value enum="9" description="STAY_ON_BIDSIDE" />
      <value enum="0" description="STAY_ON_OFFERSIDE" />
      <value enum="A" description="NO_CROSS" />
      <value enum="B" description="OK_TO_CROSS" />
      <value enum="C" description="CALL_FIRST" />
      <value enum="D" description="PERCENT_OF_VOLUME" />
      <value enum="E" description="DO_NOT_INCREASE" />
      <value enum="F" description="DO_NOT_REDUCE" />
      <value enum="G" description="ALL_OR_NONE" />
      <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE" />
      <value enum="I" description="INSTITUTIONS_ONLY" />
      <value enum="J" description="REINSTATE_ON_TRADING_HALT" />
      <value enum="K" description="CANCEL_ON_TRADING_HALT" />
      <value enum="L" description="LAST_PEG" />
      <value enum="M" description="MID_PRICE_PEG" />
      <value enum="N" description="NON_NEGOTIABLE" />
      <value enum="O" description="OPENING_PEG" />
      <value enum="P" description="MARKET_PEG" />
      <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE" />
      <value enum="R" description="PRIMARY_PEG" />
      <value enum="S" description="SUSPEND" />
      <value enum="T" description="FIXED_PEG" />
      <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION" />
      <value enum="V" description="NETTING" />
      <value enum="W" description="PEG_TO_VWAP" />
      <value enum="X" description="TRADE_ALONG" />
      <value enum="Y" description="TRY_TO_STOP" />
    </field>
    <field number="19" name="ExecRefID" type="STRING" />
    <field number="20" name="ExecTransType" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="CANCEL" />
      <value enum="2" description="CORRECT" />
      <value enum="3" description="STATUS" />
    </field>
    <field number="21" name="HandlInst" type="CHAR">
      <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE" />
      <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC" />
      <value enum="3" description="MANUAL_ORDER" />
    </field>
    <field number="22" name="SecurityIDSource" type="STRING">
      <value enum="1" description="CUSIP" />
      <value enum="2" description="SEDOL" />
      <value enum="3" description="QUIK" />
      <value enum="4" description="ISIN_NUMBER" />
      <value enum="5" description="RIC_CODE" />
      <value enum="6" description="ISO_CURRENCY_CODE" />
      <value enum="7" description="ISO_COUNTRY_CODE" />
      <value enum="8" description="EXCHANGE_SYMBOL" />
      <value enum="9" description="CONSOLIDATED_TAPE_ASSOCIATION" />
      <value enum="A" description="BLOOMBERG_SYMBOL" />
      <value enum="B" description="WERTPAPIER" />
      <value enum="C" description="DUTCH" />
      <value enum="D" description="VALOREN" />
      <value enum="E" description="SICOVAM" />
      <value enum="F" description="BELGIAN" />
      <value enum="G" description="COMMON" />
    </field>
    <field number="23" name="IOIid" type="STRING" />
    <field number="25" name="IOIQltyInd" type="CHAR">
      <value enum="L" description="LOW" />
      <value enum="M" description="MEDIUM" />
      <value enum="H" description="HIGH" />
    </field>
    <field number="26" name="IOIRefID" type="STRING" />
    <field number="27" name="IOIQty" type="STRING" />
    <field number="28" name="IOITransType" type="CHAR">
      <value enum="N" description="NEW" />
      <value enum="C" description="CANCEL" />
      <value enum="R" description="REPLACE" />
    </field>
    <field number="29" name="LastCapacity" type="CHAR">
      <value enum="1" description="AGENT" />
      <value enum="2" description="CROSS_AS_AGENT" />
      <value enum="3" description="CROSS_AS_PRINCIPAL" />
      <value enum="4" description="PRINCIPAL" />
    </field>
    <field number="30" name="LastMkt" type="EXCHANGE" />
    <field number="31" name="LastPx" type="PRICE" />
    <field number="32" name="LastQty" type="QTY" />
    <field number="33" name="LinesOfText" type="NUMINGROUP" />
    <field number="34" name="MsgSeqNum" type="SEQNUM" />
    <field number="35" name="MsgType" type="STRING">
      <value enum="0" description="HEARTBEAT" />
      <value enum="1" description="TEST_REQUEST" />
      <value enum="2" description="RESEND_REQUEST" />
      <value enum="3" description="REJECT" />
      <value enum="4" description="SEQUENCE_RESET" />
      <value enum="5" description="LOGOUT" />
      <value enum="6" description="INDICATION_OF_INTEREST" />
      <value enum="7" description="ADVERTISEMENT" />
      <value enum="8" description="EXECUTION_REPORT" />
      <value enum="9" description="ORDER_CANCEL_REJECT" />
      <value enum="A" description="LOGON" />
      <value enum="B" description="NEWS" />
      <value enum="C" description="EMAIL" />
      <value enum="D" description="ORDER_SINGLE" />
      <value enum="E" description="ORDER_LIST" />
      <value enum="F" description="ORDER_CANCEL_REQUEST" />
      <value enum="G" description="ORDER_CANCEL" />
      <value enum="H" description="ORDER_STATUS_REQUEST" />
      <value enum="J" description="ALLOCATION" />
      <value enum="K" description="LIST_CANCEL_REQUEST" />
      <value enum="L" description="LIST_EXECUTE" />
      <value enum="M" description="LIST_STATUS_REQUEST" />
      <value enum="N" description="LIST_STATUS" />
      <value enum="P" description="ALLOCATION_ACK" />
      <value enum="Q" description="DONT_KNOW_TRADE" />
      <value enum="R" description="QUOTE_REQUEST" />
      <value enum="S" description="QUOTE" />
      <value enum="T" description="SETTLEMENT_INSTRUCTIONS" />
      <value enum="V" description="MARKET_DATA_REQUEST" />
      <value enum="W" description="MARKET_DATA_SNAPSHOT" />
      <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH" />
      <value enum="Y" description="MARKET_DATA_REQUEST_REJECT" />
      <value enum="Z" description="QUOTE_CANCEL" />
      <value enum="a" description="QUOTE_STATUS_REQUEST" />
      <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT" />
      <value enum="c" description="SECURITY_DEFINITION_REQUEST" />
      <value enum="d" description="SECURITY_DEFINITION" />
      <value enum="e" description="SECURITY_STATUS_REQUEST" />
      <value enum="f" description="SECURITY_STATUS" />
      <value enum="g" description="TRADING_SESSION_STATUS_REQUEST" />
      <value enum="h" description="TRADING_SESSION_STATUS" />
      <value enum="i" description="MASS_QUOTE" />
      <value enum="j" description="BUSINESS_MESSAGE_REJECT" />
      <value enum="k" description="BID_REQUEST" />
      <value enum="l" description="BID_RESPONSE" />
      <value enum="m" description="LIST_STRIKE_PRICE" />
      <value enum="n" description="XML_MESSAGE" />
      <value enum="o" description="REGISTRATION_INSTRUCTIONS" />
      <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE" />
      <value enum="q" description="ORDER_MASS_CANCEL_REQUEST" />
      <value enum="r" description="ORDER_MASS_CANCEL_REPORT" />
      <value enum="s" description="NEW_ORDER_CROSS" />
      <value enum="t" description="CROSS_ORDER_CANCEL" />
      <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST" />
      <value enum="v" description="SECURITY_TYPE_REQUEST" />
      <value enum="w" description="SECURITY_TYPES" />
      <value enum="x" description="SECURITY_LIST_REQUEST" />
      <value enum="y" description="SECURITY_LIST" />
      <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST" />
      <value enum="AA" description="DERIVATIVE_SECURITY_LIST" />
      <value enum="AB" description="NEW_ORDER_MULTILEG" />
      <value enum="AC" description="MULTILEG_ORDER_CANCEL" />
      <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST" />
      <value enum="AE" description="TRADE_CAPTURE_REPORT" />
      <value enum="AF" description="ORDER_MASS_STATUS_REQUEST" />
      <value enum="AG" description="QUOTE_REQUEST_REJECT" />
      <value enum="AH" description="RFQ_REQUEST" />
      <value enum="AI" description="QUOTE_STATUS_REPORT" />
    </field>
    <field number="36" name="NewSeqNo" type="SEQNUM" />
    <field number="37" name="OrderID" type="STRING" />
    <field number="38" name="OrderQty" type="QTY" />
    <field number="39" name="OrdStatus" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="PARTIALLY_FILLED" />
      <value enum="2" description="FILLED" />
      <value enum="3" description="DONE_FOR_DAY" />
      <value enum="4" description="CANCELED" />
      <value enum="5" description="REPLACED" />
      <value enum="6" description="PENDING_CANCEL" />
      <value enum="7" description="STOPPED" />
      <value enum="8" description="REJECTED" />
      <value enum="9" description="SUSPENDED" />
      <value enum="A" description="PENDING_NEW" />
      <value enum="B" description="CALCULATED" />
      <value enum="C" description="EXPIRED" />
      <value enum="D" description="ACCEPTED_FOR_BIDDING" />
      <value enum="E" description="PENDING_REPLACE" />
    </field>
    <field number="40" name="OrdType" type="CHAR">
      <value enum="1" description="MARKET" />
      <value enum="2" description="LIMIT" />
      <value enum="3" description="STOP" />
      <value enum="4" description="STOP_LIMIT" />
      <value enum="5" description="MARKET_ON_CLOSE" />
      <value enum="6" description="WITH_OR_WITHOUT" />
      <value enum="7" description="LIMIT_OR_BETTER" />
      <value enum="8" description="LIMIT_WITH_OR_WITHOUT" />
      <value enum="9" description="ON_BASIS" />
      <value enum="A" description="ON_CLOSE" />
      <value enum="B" description="LIMIT_ON_CLOSE" />
      <value enum="C" description="FOREX_MARKET" />
      <value enum="D" description="PREVIOUSLY_QUOTED" />
      <value enum="E" description="PREVIOUSLY_INDICATED" />
      <value enum="F" description="FOREX_LIMIT" />
      <value enum="G" description="FOREX_SWAP" />
      <value enum="H" description="FOREX_PREVIOUSLY_QUOTED" />
      <value enum="I" description="FUNARI" />
      <value enum="J" description="MARKET_IF_TOUCHED" />
      <value enum="K" description="MARKET_WITH_LEFTOVER_AS_LIMIT" />
      <value enum="L" description="PREVIOUS_FUND_VALUATION_POINT" />
      <value enum="M" description="NEXT_FUND_VALUATION_POINT" />
      <value enum="P" description="PEGGED" />
    </field>
    <field number="41" name="OrigClOrdID" type="STRING" />
    <field number="42" name="OrigTime" type="UTCTIMESTAMP" />
    <field number="43" name="PossDupFlag" type="BOOLEAN" />
    <field number="44" name="Price" type="PRICE" />
    <field number="45" name="RefSeqNum" type="SEQNUM" />
    <field number="46" name="RelatdSym" type="STRING" />
    <field type="CHAR" name="Rule80A" number="47">
      <value enum="A" description="AGENCY_SINGLE_ORDER" />
      <value enum="B" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_A_TYPE" />
      <value enum="C" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_MEMBER_FIRM" />
      <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRM" />
      <value enum="E" description="SHORT_EXEMPT_TRANSACTION_FOR_PRINCIPAL" />
      <value enum="F" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_W_TYPE" />
      <value enum="H" description="SHORT_EXEMPT_TRANSACTION_REFER_TO_I_TYPE" />
      <value enum="I" description="INDIVIDUAL_INVESTOR" />
      <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
      <value enum="K" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER" />
      <value enum="L" description="SHORT_EXEMPT_AFFILIATED" />
      <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER" />
      <value enum="N" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_MEMBER" />
      <value enum="O" description="PROPRIETARY_AFFILIATED" />
      <value enum="P" description="PRINCIPAL" />
      <value enum="R" description="TRANSACTIONS_NON_MEMBER" />
      <value enum="S" description="SPECIALIST_TRADES" />
      <value enum="T" description="TRANSACTIONS_UNAFFILIATED_MEMBER" />
      <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY" />
      <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER" />
      <value enum="X" description="SHORT_EXEMPT_NOT_AFFILIATED" />
      <value enum="Y" description="PROGRAM_ORDER_NON_INDEX_ARB_FOR_OTHER_AGENCY" />
      <value enum="Z" description="SHORT_EXEMPT_NONMEMBER" />
    </field>
    <field number="48" name="SecurityID" type="STRING" />
    <field number="49" name="SenderCompID" type="STRING" />
    <field number="50" name="SenderSubID" type="STRING" />
    <field number="51" name="SendingDate" type="LOCALMKTDATE" />
    <field number="52" name="SendingTime" type="UTCTIMESTAMP" />
    <field number="53" name="Quantity" type="QTY" />
    <field number="54" name="Side" type="CHAR">
      <value enum="1" description="BUY" />
      <value enum="2" description="SELL" />
      <value enum="3" description="BUY_MINUS" />
      <value enum="4" description="SELL_PLUS" />
      <value enum="5" description="SELL_SHORT" />
      <value enum="6" description="SELL_SHORT_EXEMPT" />
      <value enum="7" description="UNDISCLOSED" />
      <value enum="8" description="CROSS" />
      <value enum="9" description="CROSS_SHORT" />
      <value enum="A" description="CROSS_SHORT_EXEMPT" />
      <value enum="B" description="AS_DEFINED" />
      <value enum="C" description="OPPOSITE" />
    </field>
    <field number="55" name="Symbol" type="STRING" />
    <field number="56" name="TargetCompID" type="STRING" />
    <field number="57" name="TargetSubID" type="STRING" />
    <field number="58" name="Text" type="STRING" />
    <field number="59" name="TimeInForce" type="CHAR">
      <value enum="0" description="DAY" />
      <value enum="1" description="GOOD_TILL_CANCEL" />
      <value enum="2" description="AT_THE_OPENING" />
      <value enum="3" description="IMMEDIATE_OR_CANCEL" />
      <value enum="4" description="FILL_OR_KILL" />
      <value enum="5" description="GOOD_TILL_CROSSING" />
      <value enum="6" description="GOOD_TILL_DATE" />
      <value enum="7" description="AT_THE_CLOSE" />
    </field>
    <field number="60" name="TransactTime" type="UTCTIMESTAMP" />
    <field number="61" name="Urgency" type="CHAR">
      <value enum="0" description="NORMAL" />
      <value enum="1" description="FLASH" />
      <value enum="2" description="BACKGROUND" />
    </field>
    <field number="62" name="ValidUntilTime" type="UTCTIMESTAMP" />
    <field number="63" name="SettlmntTyp" type="CHAR">
      <value enum="0" description="REGULAR" />
      <value enum="1" description="CASH" />
      <value enum="2" description="NEXT_DAY" />
      <value description="T_PLUS_2" enum="3" />
      <value description="T_PLUS_3" enum="4" />
      <value description="T_PLUS_4" enum="5" />
      <value enum="6" description="FUTURE" />
      <value enum="7" description="WHEN_AND_IF_ISSUED" />
      <value enum="8" description="SELLERS_OPTION" />
      <value description="T_PLUS_5" enum="9" />
      <value description="T_PLUS_1" enum="A" />
    </field>
    <field number="64" name="FutSettDate" type="LOCALMKTDATE" />
    <field number="65" name="SymbolSfx" type="STRING" />
    <field number="66" name="ListID" type="STRING" />
    <field number="67" name="ListSeqNo" type="INT" />
    <field number="68" name="TotNoOrders" type="INT" />
    <field number="69" name="ListExecInst" type="STRING" />
    <field number="70" name="AllocID" type="STRING" />
    <field number="71" name="AllocTransType" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="REPLACE" />
      <value enum="2" description="CANCEL" />
      <value enum="3" description="PRELIMINARY" />
      <value enum="4" description="CALCULATED" />
      <value enum="5" description="CALCULATED_WITHOUT_PRELIMINARY" />
    </field>
    <field number="72" name="RefAllocID" type="STRING" />
    <field number="73" name="NoOrders" type="NUMINGROUP" />
    <field number="74" name="AvgPrxPrecision" type="INT" />
    <field number="75" name="TradeDate" type="LOCALMKTDATE" />
    <field number="76" name="ExecBroker" type="STRING" />
    <field number="77" name="PositionEffect" type="CHAR" />
    <field number="78" name="NoAllocs" type="NUMINGROUP" />
    <field number="79" name="AllocAccount" type="STRING" />
    <field number="80" name="AllocQty" type="QTY" />
    <field number="81" name="ProcessCode" type="CHAR">
      <value enum="0" description="REGULAR" />
      <value enum="1" description="SOFT_DOLLAR" />
      <value enum="2" description="STEP_IN" />
      <value enum="3" description="STEP_OUT" />
      <value enum="4" description="SOFT_DOLLAR_STEP_IN" />
      <value enum="5" description="SOFT_DOLLAR_STEP_OUT" />
      <value enum="6" description="PLAN_SPONSOR" />
    </field>
    <field number="82" name="NoRpts" type="NUMINGROUP" />
    <field number="83" name="RptSeq" type="INT" />
    <field number="84" name="CxlQty" type="QTY" />
    <field number="85" name="NoDlvyInst" type="INT" />
    <field number="86" name="DlvyInst" type="STRING" />
    <field number="87" name="AllocStatus" type="INT">
      <value enum="0" description="ACCEPTED" />
      <value enum="1" description="REJECTED" />
      <value enum="2" description="PARTIAL_ACCEPT" />
      <value enum="3" description="RECEIVED" />
    </field>
    <field number="88" name="AllocRejCode" type="INT">
      <value enum="0" description="UNKNOWN_ACCOUNT" />
      <value enum="1" description="INCORRECT_QUANTITY" />
      <value enum="2" description="INCORRECT_AVERAGE_PRICE" />
      <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC" />
      <value enum="4" description="COMMISSION_DIFFERENCE" />
      <value enum="5" description="UNKNOWN_ORDERID" />
      <value enum="6" description="UNKNOWN_LISTID" />
      <value enum="7" description="OTHER" />
    </field>
    <field number="89" name="Signature" type="DATA" />
    <field number="90" name="SecureDataLen" type="LENGTH" />
    <field number="91" name="SecureData" type="DATA" />
    <field number="92" name="BrokerOfCredit" type="STRING" />
    <field number="93" name="SignatureLength" type="LENGTH" />
    <field number="94" name="EmailType" type="CHAR">
      <value enum="0" description="NEW" />
      <value enum="1" description="REPLY" />
      <value enum="2" description="ADMIN_REPLY" />
    </field>
    <field number="95" name="RawDataLength" type="LENGTH" />
    <field number="96" name="RawData" type="DATA" />
    <field number="97" name="PossResend" type="BOOLEAN" />
    <field number="98" name="EncryptMethod" type="INT">
      <value enum="0" description="NONE" />
      <value enum="1" description="PKCS_PROPRIETARY" />
      <value enum="2" description="DES" />
      <value enum="3" description="PKCS_DES" />
      <value enum="4" description="PGP_DES" />
      <value enum="5" description="PGP_DES_MD5" />
      <value enum="6" description="PEM" />
    </field>
    <field number="99" name="StopPx" type="PRICE" />
    <field number="100" name="ExDestination" type="EXCHANGE" />
    <field number="102" name="CxlRejReason" type="INT">
      <value enum="0" description="TOO_LATE_TO_CANCEL" />
      <value enum="1" description="UNKNOWN_ORDER" />
      <value enum="2" description="BROKER" />
      <value enum="3" description="ALREADY_PENDING" />
      <value enum="4" description="UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST" />
      <value enum="5" description="ORIGORDMODTIME_DID_NOT_MATCH_LAST_TRANSACTTIME_OF_ORDER" />
      <value enum="6" description="DUPLICATE_CLORDID_RECEIVED" />
    </field>
    <field number="103" name="OrdRejReason" type="INT">
      <value enum="0" description="BROKER_OPTION" />
      <value enum="1" description="UNKNOWN_SYMBOL" />
      <value enum="2" description="EXCHANGE_CLOSED" />
      <value enum="3" description="ORDER_EXCEEDS_LIMIT" />
      <value enum="4" description="TOO_LATE_TO_ENTER" />
      <value enum="5" description="UNKNOWN_ORDER" />
      <value enum="6" description="DUPLICATE_ORDER" />
      <value enum="7" description="DUPLICATE_VERBAL" />
      <value enum="8" description="STALE_ORDER" />
      <value enum="9" description="TRADE_ALONG_REQUIRED" />
      <value enum="10" description="INVALID_INVESTOR_ID" />
      <value enum="11" description="UNSUPPORTED_ORDER_CHARACTERISTIC" />
      <value enum="12" description="SURVEILLENCE_OPTION" />
    </field>
    <field number="104" name="IOIQualifier" type="CHAR">
      <value enum="A" description="ALL_OR_NONE" />
      <value enum="B" description="MARKET_ON_CLOSE" />
      <value enum="C" description="AT_THE_CLOSE" />
      <value enum="D" description="VWAP" />
      <value enum="I" description="IN_TOUCH_WITH" />
      <value enum="L" description="LIMIT" />
      <value enum="M" description="MORE_BEHIND" />
      <value enum="O" description="AT_THE_OPEN" />
      <value enum="P" description="TAKING_A_POSITION" />
      <value enum="Q" description="AT_THE_MARKET" />
      <value enum="R" description="READY_TO_TRADE" />
      <value enum="S" description="PORTFOLIO_SHOWN" />
      <value enum="T" description="THROUGH_THE_DAY" />
      <value enum="V" description="VERSUS" />
      <value enum="W" description="INDICATION" />
      <value enum="X" description="CROSSING_OPPORTUNITY" />
      <value enum="Y" description="AT_THE_MIDPOINT" />
      <value enum="Z" description="PRE_OPEN" />
    </field>
    <field number="105" name="WaveNo" type="STRING" />
    <field number="106" name="Issuer" type="STRING" />
    <field number="107" na