FIX.4.4

ADMINISTRATIVE MESSAGES Heartbeat
Logon
TestRequest
ResendRequest
Reject
SequenceReset
Logout
APPLICATION MESSAGES BusinessMessageReject
UserRequest
UserResponse
Advertisement
IndicationOfInterest
News
Email
QuoteRequest
QuoteResponse
QuoteRequestReject
RFQRequest
Quote
QuoteCancel
QuoteStatusRequest
QuoteStatusReport
MassQuote
MassQuoteAcknowledgement
MarketDataRequest
MarketDataSnapshotFullRefresh
MarketDataIncrementalRefresh
MarketDataRequestReject
SecurityDefinitionRequest
SecurityDefinition
SecurityTypeRequest
SecurityTypes
SecurityListRequest
SecurityList
DerivativeSecurityListRequest
DerivativeSecurityList
SecurityStatusRequest
SecurityStatus
TradingSessionStatusRequest
TradingSessionStatus
NewOrderSingle
ExecutionReport
DontKnowTrade
OrderCancelReplaceRequest
OrderCancelRequest
OrderCancelReject
OrderStatusRequest
OrderMassCancelRequest
OrderMassCancelReport
OrderMassStatusRequest
NewOrderCross
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
NewOrderMultileg
MultilegOrderCancelReplaceRequest
BidRequest
BidResponse
NewOrderList
ListStrikePrice
ListStatus
ListExecute
ListCancelRequest
ListStatusRequest
AllocationInstruction
AllocationInstructionAck
AllocationReport
AllocationReportAck
Confirmation
ConfirmationAck
ConfirmationRequest
SettlementInstructions
SettlementInstructionRequest
TradeCaptureReportRequest
TradeCaptureReportRequestAck
TradeCaptureReport
TradeCaptureReportAck
RegistrationInstructions
RegistrationInstructionsResponse
PositionMaintenanceRequest
PositionMaintenanceReport
RequestForPositions
RequestForPositionsAck
PositionReport
AssignmentReport
CollateralRequest
CollateralAssignment
CollateralResponse
CollateralReport
CollateralInquiry
NetworkStatusRequest
NetworkStatusRequest
CollateralInquiryAck

COMPONENT BLOCKS Instrument
UnderlyingInstrument
InstrumentLeg
InstrumentExtension
OrderQtyData
CommissionData
Parties
NestedParties
NestedParties2
NestedParties3
SettlParties
SpreadOrBenchmarkCurveData
LegBenchmarkCurveData
Stipulations
UnderlyingStipulations
LegStipulations
YieldData
PositionQty
PositionAmountData
TrdRegTimestamps
SettlInstructionsData
PegInstructions
DiscretionInstructions
FinancingDetails
FIELDS - BY NUMBER
FIELDS - BY NAME

ADMINISTRATIVE MESSAGES

Heartbeat

Name Number Required
TestReqID 112 N

Logon

Name Number Required
EncryptMethod 98 Y
HeartBtInt 108 Y
RawDataLength 95 N
RawData 96 N
ResetSeqNumFlag 141 N
NextExpectedMsgSeqNum 789 N
MaxMessageSize 383 N
àRefMsgType 372 N
àMsgDirection 385 N
TestMessageIndicator 464 N
Username 553 N
Password 554 N

TestRequest

Name Number Required
TestReqID 112 Y

ResendRequest

Name Number Required
BeginSeqNo 7 Y
EndSeqNo 16 Y

Reject

Name Number Required
RefSeqNum 45 Y
RefTagID 371 N
RefMsgType 372 N
SessionRejectReason 373 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

SequenceReset

Name Number Required
GapFillFlag 123 N
NewSeqNo 36 Y

Logout

Name Number Required
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

APPLICATION MESSAGES

BusinessMessageReject

Name Number Required
RefSeqNum 45 N
RefMsgType 372 Y
BusinessRejectRefID 379 N
BusinessRejectReason 380 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

UserRequest

Name Number Required
UserRequestID 923 Y
UserRequestType 924 Y
Username 553 Y
Password 554 N
NewPassword 925 N
RawDataLength 95 N
RawData 96 N

UserResponse

Name Number Required
UserRequestID 923 Y
Username 553 Y
UserStatus 926 N
UserStatusText 927 N

Advertisement

Name Number Required
AdvId 2 Y
AdvTransType 5 Y
AdvRefID 3 N
Instrument Y
àInstrumentLeg N
àUnderlyingInstrument Y
AdvSide 4 Y
Quantity 53 Y
QtyType 854 N
Price 44 N
Currency 15 N
TradeDate 75 N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
URLLink 149 N
LastMkt 30 N
TradingSessionID 336 N
TradingSessionSubID 625 N

IndicationOfInterest

Name Number Required
IOIid 23 Y
IOITransType 28 Y
IOIRefID 26 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y
QtyType 854 N
OrderQtyData N
IOIQty 27 Y
Currency 15 N
Stipulations N
àInstrumentLeg N
àLegIOIQty 682 N
àLegStipulations N
PriceType 423 N
Price 44 N
ValidUntilTime 62 N
IOIQltyInd 25 N
IOINaturalFlag 130 N
àIOIQualifier 104 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TransactTime 60 N
URLLink 149 N
àRoutingType 216 N
àRoutingID 217 N
SpreadOrBenchmarkCurveData N
YieldData N

News

Name Number Required
OrigTime 42 N
Urgency 61 N
Headline 148 Y
EncodedHeadlineLen 358 N
EncodedHeadline 359 N
àRoutingType 216 N
àRoutingID 217 N
àInstrument N
àInstrumentLeg N
àUnderlyingInstrument N
àText 58 Y
àEncodedTextLen 354 N
àEncodedText 355 N
URLLink 149 N
RawDataLength 95 N
RawData 96 N

Email

Name Number Required
EmailThreadID 164 Y
EmailType 94 Y
OrigTime 42 N
Subject 147 Y
EncodedSubjectLen 356 N
EncodedSubject 357 N
àRoutingType 216 N
àRoutingID 217 N
àInstrument N
àUnderlyingInstrument N
àInstrumentLeg N
OrderID 37 N
ClOrdID 11 N
àText 58 Y
àEncodedTextLen 354 N
àEncodedText 355 N
RawDataLength 95 N
RawData 96 N

QuoteRequest

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
ClOrdID 11 N
OrderCapacity 528 N
àInstrument Y
àFinancingDetails N
ààUnderlyingInstrument N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àSide 54 N
àQtyType 854 N
àOrderQtyData N
àSettlType 63 N
àSettlDate 64 N
àSettlDate2 193 N
àOrderQty2 192 N
àCurrency 15 N
àStipulations N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
ààInstrumentLeg N
ààLegQty 687 N
ààLegSwapType 690 N
ààLegSettlType 587 N
ààLegSettlDate 588 N
ààLegStipulations N
ààNestedParties N
ààLegBenchmarkCurveData N
ààQuoteQualifier 695 N
àQuotePriceType 692 N
àOrdType 40 N
àValidUntilTime 62 N
àExpireTime 126 N
àTransactTime 60 N
àSpreadOrBenchmarkCurveData N
àPriceType 423 N
àPrice 44 N
àPrice2 640 N
àYieldData N
àParties N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

QuoteResponse

Name Number Required
QuoteRespID 693 Y
QuoteID 117 N
QuoteRespType 694 Y
ClOrdID 11 N
OrderCapacity 528 N
IOIid 23 N
QuoteType 537 N
àQuoteQualifier 695 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àLegPriceType 686 N
àLegBidPx 681 N
àLegOfferPx 684 N
àLegBenchmarkCurveData N
BidPx 132 N
OfferPx 133 N
MktBidPx 645 N
MktOfferPx 646 N
MinBidSize 647 N
BidSize 134 N
MinOfferSize 648 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
MidPx 631 N
BidYield 632 N
MidYield 633 N
OfferYield 634 N
TransactTime 60 N
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
Commission 12 N
CommType 13 N
CustOrderCapacity 582 N
ExDestination 100 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
Price 44 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData N

QuoteRequestReject

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
QuoteRequestRejectReason 658 Y
àInstrument Y
àFinancingDetails N
ààUnderlyingInstrument N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTradeOriginationDate 229 N
àSide 54 N
àQtyType 854 N
àOrderQtyData N
àSettlType 63 N
àSettlDate 64 N
àSettlDate2 193 N
àOrderQty2 192 N
àCurrency 15 N
àStipulations N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
ààInstrumentLeg N
ààLegQty 687 N
ààLegSwapType 690 N
ààLegSettlType 587 N
ààLegSettlDate 588 N
ààLegStipulations N
ààNestedParties N
ààLegBenchmarkCurveData N
àQuoteQualifier 695 N
QuotePriceType 692 N
OrdType 40 N
ExpireTime 126 N
TransactTime 60 N
SpreadOrBenchmarkCurveData N
PriceType 423 N
Price 44 N
Price2 640 N
YieldData N
Parties N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

RFQRequest

Name Number Required
RFQReqID 644 Y
àInstrument Y
ààUnderlyingInstrument N
ààInstrumentLeg N
àPrevClosePx 140 N
àQuoteRequestType 303 N
àQuoteType 537 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
SubscriptionRequestType 263 N

Quote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteRespID 693 N
QuoteType 537 N
àQuoteQualifier 695 N
QuoteResponseLevel 301 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àLegPriceType 686 N
àLegBidPx 681 N
àLegOfferPx 684 N
àLegBenchmarkCurveData N
BidPx 132 N
OfferPx 133 N
MktBidPx 645 N
MktOfferPx 646 N
MinBidSize 647 N
BidSize 134 N
MinOfferSize 648 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
MidPx 631 N
BidYield 632 N
MidYield 633 N
OfferYield 634 N
TransactTime 60 N
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
CommType 13 N
Commission 12 N
CustOrderCapacity 582 N
ExDestination 100 N
OrderCapacity 528 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

QuoteCancel

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteCancelType 298 Y
QuoteResponseLevel 301 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
àInstrument N
àFinancingDetails N
ààUnderlyingInstrument N
ààInstrumentLeg N

QuoteStatusRequest

Name Number Required
QuoteStatusReqID 649 N
QuoteID 117 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

QuoteStatusReport

Name Number Required
QuoteStatusReqID 649 N
QuoteReqID 131 N
QuoteID 117 Y
QuoteRespID 693 N
QuoteType 537 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 N
OrderQtyData N
SettlType 63 N
SettlDate 64 N
SettlDate2 193 N
OrderQty2 192 N
Currency 15 N
Stipulations N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegStipulations N
àNestedParties N
àQuoteQualifier 695 N
ExpireTime 126 N
Price 44 N
PriceType 423 N
SpreadOrBenchmarkCurveData N
YieldData N
BidPx 132 N
OfferPx 133 N
MktBidPx 645 N
MktOfferPx 646 N
MinBidSize 647 N
BidSize 134 N
MinOfferSize 648 N
OfferSize 135 N
ValidUntilTime 62 N
BidSpotRate 188 N
OfferSpotRate 190 N
BidForwardPoints 189 N
OfferForwardPoints 191 N
MidPx 631 N
BidYield 632 N
MidYield 633 N
OfferYield 634 N
TransactTime 60 N
OrdType 40 N
BidForwardPoints2 642 N
OfferForwardPoints2 643 N
SettlCurrBidFxRate 656 N
SettlCurrOfferFxRate 657 N
SettlCurrFxRateCalc 156 N
CommType 13 N
Commission 12 N
CustOrderCapacity 582 N
ExDestination 100 N
QuoteStatus 297 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

MassQuote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteType 537 N
QuoteResponseLevel 301 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DefBidSize 293 N
DefOfferSize 294 N
àQuoteSetID 302 Y
àUnderlyingInstrument N
àQuoteSetValidUntilTime 367 N
àTotNoQuoteEntries 304 Y
àLastFragment 893 N
ààQuoteEntryID 299 Y
ààInstrument N
àààInstrumentLeg N
ààBidPx 132 N
ààOfferPx 133 N
ààBidSize 134 N
ààOfferSize 135 N
ààValidUntilTime 62 N
ààBidSpotRate 188 N
ààOfferSpotRate 190 N
ààBidForwardPoints 189 N
ààOfferForwardPoints 191 N
ààMidPx 631 N
ààBidYield 632 N
ààMidYield 633 N
ààOfferYield 634 N
ààTransactTime 60 N
ààTradingSessionID 336 N
ààTradingSessionSubID 625 N
ààSettlDate 64 N
ààOrdType 40 N
ààSettlDate2 193 N
ààOrderQty2 192 N
ààBidForwardPoints2 642 N
ààOfferForwardPoints2 643 N
ààCurrency 15 N

MassQuoteAcknowledgement

Name Number Required
QuoteReqID 131 N
QuoteID 117 N
QuoteStatus 297 Y
QuoteRejectReason 300 N
QuoteResponseLevel 301 N
QuoteType 537 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àQuoteSetID 302 N
àUnderlyingInstrument N
àTotNoQuoteEntries 304 N
àLastFragment 893 N
ààQuoteEntryID 299 N
ààInstrument N
àààInstrumentLeg N
ààBidPx 132 N
ààOfferPx 133 N
ààBidSize 134 N
ààOfferSize 135 N
ààValidUntilTime 62 N
ààBidSpotRate 188 N
ààOfferSpotRate 190 N
ààBidForwardPoints 189 N
ààOfferForwardPoints 191 N
ààMidPx 631 N
ààBidYield 632 N
ààMidYield 633 N
ààOfferYield 634 N
ààTransactTime 60 N
ààTradingSessionID 336 N
ààTradingSessionSubID 625 N
ààSettlDate 64 N
ààOrdType 40 N
ààSettlDate2 193 N
ààOrderQty2 192 N
ààBidForwardPoints2 642 N
ààOfferForwardPoints2 643 N
ààCurrency 15 N
ààQuoteEntryRejectReason 368 N

MarketDataRequest

Name Number Required
MDReqID 262 Y
SubscriptionRequestType 263 Y
MarketDepth 264 Y
MDUpdateType 265 N
AggregatedBook 266 N
OpenCloseSettlFlag 286 N
Scope 546 N
MDImplicitDelete 547 N
àMDEntryType 269 Y
àInstrument Y
ààUnderlyingInstrument N
ààInstrumentLeg N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ApplQueueAction 815 N
ApplQueueMax 812 N

MarketDataSnapshotFullRefresh

Name Number Required
MDReqID 262 N
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
FinancialStatus 291 N
CorporateAction 292 N
NetChgPrevDay 451 N
àMDEntryType 269 Y
àMDEntryPx 270 N
àCurrency 15 N
àMDEntrySize 271 N
àMDEntryDate 272 N
àMDEntryTime 273 N
àTickDirection 274 N
àMDMkt 275 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àQuoteCondition 276 N
àTradeCondition 277 N
àMDEntryOriginator 282 N
àLocationID 283 N
àDeskID 284 N
àOpenCloseSettlFlag 286 N
àTimeInForce 59 N
àExpireDate 432 N
àExpireTime 126 N
àMinQty 110 N
àExecInst 18 N
àSellerDays 287 N
àOrderID 37 N
àQuoteEntryID 299 N
àMDEntryBuyer 288 N
àMDEntrySeller 289 N
àNumberOfOrders 346 N
àMDEntryPositionNo 290 N
àScope 546 N
àPriceDelta 811 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
ApplQueueDepth 813 N
ApplQueueResolution 814 N

MarketDataIncrementalRefresh

Name Number Required
MDReqID 262 N
àMDUpdateAction 279 Y
àDeleteReason 285 N
àMDEntryType 269 N
àMDEntryID 278 N
àMDEntryRefID 280 N
àInstrument N
ààUnderlyingInstrument N
ààInstrumentLeg N
àFinancialStatus 291 N
àCorporateAction 292 N
àMDEntryPx 270 N
àCurrency 15 N
àMDEntrySize 271 N
àMDEntryDate 272 N
àMDEntryTime 273 N
àTickDirection 274 N
àMDMkt 275 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àQuoteCondition 276 N
àTradeCondition 277 N
àMDEntryOriginator 282 N
àLocationID 283 N
àDeskID 284 N
àOpenCloseSettlFlag 286 N
àTimeInForce 59 N
àExpireDate 432 N
àExpireTime 126 N
àMinQty 110 N
àExecInst 18 N
àSellerDays 287 N
àOrderID 37 N
àQuoteEntryID 299 N
àMDEntryBuyer 288 N
àMDEntrySeller 289 N
àNumberOfOrders 346 N
àMDEntryPositionNo 290 N
àScope 546 N
àPriceDelta 811 N
àNetChgPrevDay 451 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
ApplQueueDepth 813 N
ApplQueueResolution 814 N

MarketDataRequestReject

Name Number Required
MDReqID 262 Y
MDReqRejReason 281 N
àAltMDSourceID 817 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

SecurityDefinitionRequest

Name Number Required
SecurityReqID 320 Y
SecurityRequestType 321 Y
Instrument N
InstrumentExtension N
àUnderlyingInstrument N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
àInstrumentLeg N
ExpirationCycle 827 N
SubscriptionRequestType 263 N

SecurityDefinition

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 Y
Instrument N
InstrumentExtension N
àUnderlyingInstrument N
Currency 15 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àInstrumentLeg N
ExpirationCycle 827 N
RoundLot 561 N
MinTradeVol 562 N

SecurityTypeRequest

Name Number Required
SecurityReqID 320 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Product 460 N
SecurityType 167 N
SecuritySubType 762 N

SecurityTypes

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 Y
TotNoSecurityTypes 557 N
LastFragment 893 N
àSecurityType 167 N
àSecuritySubType 762 N
àProduct 460 N
àCFICode 461 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

SecurityListRequest

Name Number Required
SecurityReqID 320 Y
SecurityListRequestType 559 Y
Instrument N
InstrumentExtension N
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

SecurityList

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityRequestResult 560 Y
TotNoRelatedSym 393 N
LastFragment 893 N
àInstrument N
àInstrumentExtension N
àFinancingDetails N
ààUnderlyingInstrument N
àCurrency 15 N
àStipulations N
ààInstrumentLeg N
ààLegSwapType 690 N
ààLegSettlType 587 N
ààLegStipulations N
ààLegBenchmarkCurveData N
àSpreadOrBenchmarkCurveData N
àYieldData N
àRoundLot 561 N
àMinTradeVol 562 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àExpirationCycle 827 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

DerivativeSecurityListRequest

Name Number Required
SecurityReqID 320 Y
SecurityListRequestType 559 Y
UnderlyingInstrument N
SecuritySubType 762 N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N

DerivativeSecurityList

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityRequestResult 560 Y
UnderlyingInstrument N
TotNoRelatedSym 393 N
LastFragment 893 N
àInstrument N
àCurrency 15 N
àExpirationCycle 827 N
àInstrumentExtension N
ààInstrumentLeg N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

SecurityStatusRequest

Name Number Required
SecurityStatusReqID 324 Y
Instrument Y
InstrumentExtension N
àUnderlyingInstrument N
àInstrumentLeg N
Currency 15 N
SubscriptionRequestType 263 Y
TradingSessionID 336 N
TradingSessionSubID 625 N

SecurityStatus

Name Number Required
SecurityStatusReqID 324 N
Instrument Y
InstrumentExtension N
àUnderlyingInstrument N
àInstrumentLeg N
Currency 15 N
TradingSessionID 336 N
TradingSessionSubID 625 N
UnsolicitedIndicator 325 N
SecurityTradingStatus 326 N
FinancialStatus 291 N
CorporateAction 292 N
HaltReason 327 N
InViewOfCommon 328 N
DueToRelated 329 N
BuyVolume 330 N
SellVolume 331 N
HighPx 332 N
LowPx 333 N
LastPx 31 N
TransactTime 60 N
Adjustment 334 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

TradingSessionStatusRequest

Name Number Required
TradSesReqID 335 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
TradSesMethod 338 N
TradSesMode 339 N
SubscriptionRequestType 263 Y

TradingSessionStatus

Name Number Required
TradSesReqID 335 N
TradingSessionID 336 Y
TradingSessionSubID 625 N
TradSesMethod 338 N
TradSesMode 339 N
UnsolicitedIndicator 325 N
TradSesStatus 340 Y
TradSesStatusRejReason 567 N
TradSesStartTime 341 N
TradSesOpenTime 342 N
TradSesPreCloseTime 343 N
TradSesCloseTime 344 N
TradSesEndTime 345 N
TotalVolumeTraded 387 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

NewOrderSingle

Name Number Required
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
Parties N
TradeOriginationDate 229 N
TradeDate 75 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
AllocID 70 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocSettlCurrency 736 N
àIndividualAllocID 467 N
àNestedParties N
àAllocQty 80 N
SettlType 63 N
SettlDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
PrevClosePx 140 N
Side 54 Y
LocateReqd 114 N
TransactTime 60 Y
Stipulations N
QtyType 854 N
OrderQtyData Y
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
SpreadOrBenchmarkCurveData N
YieldData N
Currency 15 N
ComplianceID 376 N
SolicitedFlag 377 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
CommissionData N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
ForexReq 121 N
SettlCurrency 120 N
BookingType 775 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlDate2 193 N
OrderQty2 192 N
Price2 640 N
PositionEffect 77 N
CoveredOrUncovered 203 N
MaxShow 210 N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N

ExecutionReport

Name Number Required
OrderID 37 Y
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
SecondaryExecID 527 N
ClOrdID 11 N
OrigClOrdID 41 N
ClOrdLinkID 583 N
QuoteRespID 693 N
OrdStatusReqID 790 N
MassStatusReqID 584 N
TotNumReports 911 N
LastRptRequested 912 N
Parties N
TradeOriginationDate 229 N
àContraBroker 375 N
àContraTrader 337 N
àContraTradeQty 437 N
àContraTradeTime 438 N
àContraLegRefID 655 N
ListID 66 N
CrossID 548 N
OrigCrossID 551 N
CrossType 549 N
ExecID 17 Y
ExecRefID 19 N
ExecType 150 Y
OrdStatus 39 Y
WorkingIndicator 636 N
OrdRejReason 103 N
ExecRestatementReason 378 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
SettlType 63 N
SettlDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y
Stipulations N
QtyType 854 N
OrderQtyData N
OrdType 40 N
PriceType 423 N
Price 44 N
StopPx 99 N
PegInstructions N
DiscretionInstructions N
PeggedPrice 839 N
DiscretionPrice 845 N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
TargetStrategyPerformance 850 N
Currency 15 N
ComplianceID 376 N
SolicitedFlag 377 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
ExecInst 18 N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
LastQty 32 N
UnderlyingLastQty 652 N
LastPx 31 N
UnderlyingLastPx 651 N
LastParPx 669 N
LastSpotRate 194 N
LastForwardPoints 195 N
LastMkt 30 N
TradingSessionID 336 N
TradingSessionSubID 625 N
TimeBracket 943 N
LastCapacity 29 N
LeavesQty 151 Y
CumQty 14 Y
AvgPx 6 Y
DayOrderQty 424 N
DayCumQty 425 N
DayAvgPx 426 N
GTBookingInst 427 N
TradeDate 75 N
TransactTime 60 N
ReportToExch 113 N
CommissionData N
SpreadOrBenchmarkCurveData N
YieldData N
GrossTradeAmt 381 N
NumDaysInterest 157 N
ExDate 230 N
AccruedInterestRate 158 N
AccruedInterestAmt 159 N
InterestAtMaturity 738 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
TradedFlatSwitch 258 N
BasisFeatureDate 259 N
BasisFeaturePrice 260 N
Concession 238 N
TotalTakedown 237 N
NetMoney 118 N
SettlCurrAmt 119 N
SettlCurrency 120 N
SettlCurrFxRate 155 N
SettlCurrFxRateCalc 156 N
HandlInst 21 N
MinQty 110 N
MaxFloor 111 N
PositionEffect 77 N
MaxShow 210 N
BookingType 775 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlDate2 193 N
OrderQty2 192 N
LastForwardPoints2 641 N
MultiLegReportingType 442 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N
TransBkdTime 483 N
ExecValuationPoint 515 N
ExecPriceType 484 N
ExecPriceAdjustment 485 N
PriorityIndicator 638 N
PriceImprovement 639 N
LastLiquidityInd 851 N
àContAmtType 519 N
àContAmtValue 520 N
àContAmtCurr 521 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àNestedParties N
àLegRefID 654 N
àLegPrice 566 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegLastPx 637 N
CopyMsgIndicator 797 N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
àMiscFeeBasis 891 N

DontKnowTrade

Name Number Required
OrderID 37 Y
SecondaryOrderID 198 N
ExecID 17 Y
DKReason 127 Y
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
Side 54 Y
OrderQtyData Y
LastQty 32 N
LastPx 31 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

OrderCancelReplaceRequest

Name Number Required
OrderID 37 N
Parties N
TradeOriginationDate 229 N
TradeDate 75 N
OrigClOrdID 41 Y
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
ListID 66 N
OrigOrdModTime 586 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
AllocID 70 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocSettlCurrency 736 N
àIndividualAllocID 467 N
àNestedParties N
àAllocQty 80 N
SettlType 63 N
SettlDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y
TransactTime 60 Y
QtyType 854 N
OrderQtyData Y
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
SpreadOrBenchmarkCurveData N
YieldData N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
ComplianceID 376 N
SolicitedFlag 377 N
Currency 15 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
CommissionData N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
ForexReq 121 N
SettlCurrency 120 N
BookingType 775 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlDate2 193 N
OrderQty2 192 N
Price2 640 N
PositionEffect 77 N
CoveredOrUncovered 203 N
MaxShow 210 N
LocateReqd 114 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N

OrderCancelRequest

Name Number Required
OrigClOrdID 41 Y
OrderID 37 N
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
ListID 66 N
OrigOrdModTime 586 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
Parties N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y
TransactTime 60 Y
OrderQtyData Y
ComplianceID 376 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

OrderCancelReject

Name Number Required
OrderID 37 Y
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ClOrdID 11 Y
ClOrdLinkID 583 N
OrigClOrdID 41 Y
OrdStatus 39 Y
WorkingIndicator 636 N
OrigOrdModTime 586 N
ListID 66 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
TradeOriginationDate 229 N
TradeDate 75 N
TransactTime 60 N
CxlRejResponseTo 434 Y
CxlRejReason 102 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

OrderStatusRequest

Name Number Required
OrderID 37 N
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
Parties N
OrdStatusReqID 790 N
Account 1 N
AcctIDSource 660 N
Instrument Y
FinancingDetails N
àUnderlyingInstrument N
Side 54 Y

OrderMassCancelRequest

Name Number Required
ClOrdID 11 Y
SecondaryClOrdID 526 N
MassCancelRequestType 530 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument N
UnderlyingInstrument N
Side 54 N
TransactTime 60 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

OrderMassCancelReport

Name Number Required
ClOrdID 11 N
SecondaryClOrdID 526 N
OrderID 37 Y
SecondaryOrderID 198 N
MassCancelRequestType 530 Y
MassCancelResponse 531 Y
MassCancelRejectReason 532 N
TotalAffectedOrders 533 N
àOrigClOrdID 41 N
àAffectedOrderID 535 N
àAffectedSecondaryOrderID 536 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument N
UnderlyingInstrument N
Side 54 N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

OrderMassStatusRequest

Name Number Required
MassStatusReqID 584 Y
MassStatusReqType 585 Y
Parties N
Account 1 N
AcctIDSource 660 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument N
UnderlyingInstrument N
Side 54 N

NewOrderCross

Name Number Required
CrossID 548 Y
CrossType 549 Y
CrossPrioritization 550 Y
àSide 54 Y
àClOrdID 11 Y
àSecondaryClOrdID 526 N
àClOrdLinkID 583 N
àParties N
àTradeOriginationDate 229 N
àTradeDate 75 N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
àDayBookingInst 589 N
àBookingUnit 590 N
àPreallocMethod 591 N
àAllocID 70 N
ààAllocAccount 79 N
ààAllocAcctIDSource 661 N
ààAllocSettlCurrency 736 N
ààIndividualAllocID 467 N
ààNestedParties N
ààAllocQty 80 N
àQtyType 854 N
àOrderQtyData Y
àCommissionData N
àOrderCapacity 528 N
àOrderRestrictions 529 N
àCustOrderCapacity 582 N
àForexReq 121 N
àSettlCurrency 120 N
àBookingType 775 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
àPositionEffect 77 N
àCoveredOrUncovered 203 N
àCashMargin 544 N
àClearingFeeIndicator 635 N
àSolicitedFlag 377 N
àSideComplianceID 659 N
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
SettlType 63 N
SettlDate 64 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
PrevClosePx 140 N
LocateReqd 114 N
TransactTime 60 Y
Stipulations N
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
SpreadOrBenchmarkCurveData N
YieldData N
Currency 15 N
ComplianceID 376 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
MaxShow 210 N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N

CrossOrderCancelReplaceRequest

Name Number Required
OrderID 37 N
CrossID 548 Y
OrigCrossID 551 Y
CrossType 549 Y
CrossPrioritization 550 Y
àSide 54 Y
àOrigClOrdID 41 Y
àClOrdID 11 Y
àSecondaryClOrdID 526 N
àClOrdLinkID 583 N
àOrigOrdModTime 586 N
àParties N
àTradeOriginationDate 229 N
àTradeDate 75 N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
àDayBookingInst 589 N
àBookingUnit 590 N
àPreallocMethod 591 N
àAllocID 70 N
ààAllocAccount 79 N
ààAllocAcctIDSource 661 N
ààAllocSettlCurrency 736 N
ààIndividualAllocID 467 N
ààNestedParties N
ààAllocQty 80 N
àQtyType 854 N
àOrderQtyData Y
àCommissionData N
àOrderCapacity 528 N
àOrderRestrictions 529 N
àCustOrderCapacity 582 N
àForexReq 121 N
àSettlCurrency 120 N
àBookingType 775 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
àPositionEffect 77 N
àCoveredOrUncovered 203 N
àCashMargin 544 N
àClearingFeeIndicator 635 N
àSolicitedFlag 377 N
àSideComplianceID 659 N
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
SettlType 63 N
SettlDate 64 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
PrevClosePx 140 N
LocateReqd 114 N
TransactTime 60 Y
Stipulations N
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
SpreadOrBenchmarkCurveData N
YieldData N
Currency 15 N
ComplianceID 376 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
MaxShow 210 N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N

CrossOrderCancelRequest

Name Number Required
OrderID 37 N
CrossID 548 Y
OrigCrossID 551 Y
CrossType 549 Y
CrossPrioritization 550 Y
àSide 54 Y
àOrigClOrdID 41 Y
àClOrdID 11 Y
àSecondaryClOrdID 526 N
àClOrdLinkID 583 N
àOrigOrdModTime 586 N
àParties N
àTradeOriginationDate 229 N
àTradeDate 75 N
àOrderQtyData Y
àComplianceID 376 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
Instrument Y
àUnderlyingInstrument N
àInstrumentLeg N
TransactTime 60 Y

NewOrderMultileg

Name Number Required
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
Parties N
TradeOriginationDate 229 N
TradeDate 75 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
AllocID 70 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocSettlCurrency 736 N
àIndividualAllocID 467 N
àNestedParties3 N
àAllocQty 80 N
SettlType 63 N
SettlDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
Side 54 Y
Instrument Y
àUnderlyingInstrument N
PrevClosePx 140 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
ààLegAllocAccount 671 N
ààLegIndividualAllocID 672 N
ààNestedParties2 N
ààLegAllocQty 673 N
ààLegAllocAcctIDSource 674 N
ààLegSettlCurrency 675 N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àNestedParties N
àLegRefID 654 N
àLegPrice 566 N
àLegSettlType 587 N
àLegSettlDate 588 N
LocateReqd 114 N
TransactTime 60 Y
QtyType 854 N
OrderQtyData Y
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
Currency 15 N
ComplianceID 376 N
SolicitedFlag 377 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
CommissionData N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
ForexReq 121 N
SettlCurrency 120 N
BookingType 775 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
PositionEffect 77 N
CoveredOrUncovered 203 N
MaxShow 210 N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N
MultiLegRptTypeReq 563 N

MultilegOrderCancelReplaceRequest

Name Number Required
OrderID 37 N
OrigClOrdID 41 Y
ClOrdID 11 Y
SecondaryClOrdID 526 N
ClOrdLinkID 583 N
OrigOrdModTime 586 N
Parties N
TradeOriginationDate 229 N
TradeDate 75 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
AllocID 70 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocSettlCurrency 736 N
àIndividualAllocID 467 N
àNestedParties3 N
àAllocQty 80 N
SettlType 63 N
SettlDate 64 N
CashMargin 544 N
ClearingFeeIndicator 635 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
ProcessCode 81 N
Side 54 Y
Instrument Y
àUnderlyingInstrument N
PrevClosePx 140 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
ààLegAllocAccount 671 N
ààLegIndividualAllocID 672 N
ààNestedParties2 N
ààLegAllocQty 673 N
ààLegAllocAcctIDSource 674 N
ààLegSettlCurrency 675 N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àNestedParties N
àLegRefID 654 N
àLegPrice 566 N
àLegSettlType 587 N
àLegSettlDate 588 N
LocateReqd 114 N
TransactTime 60 Y
QtyType 854 N
OrderQtyData Y
OrdType 40 Y
PriceType 423 N
Price 44 N
StopPx 99 N
Currency 15 N
ComplianceID 376 N
SolicitedFlag 377 N
IOIid 23 N
QuoteID 117 N
TimeInForce 59 N
EffectiveTime 168 N
ExpireDate 432 N
ExpireTime 126 N
GTBookingInst 427 N
CommissionData N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
ForexReq 121 N
SettlCurrency 120 N
BookingType 775 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
PositionEffect 77 N
CoveredOrUncovered 203 N
MaxShow 210 N
PegInstructions N
DiscretionInstructions N
TargetStrategy 847 N
TargetStrategyParameters 848 N
ParticipationRate 849 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
Designation 494 N
MultiLegRptTypeReq 563 N

BidRequest

Name Number Required
BidID 390 N
ClientBidID 391 Y
BidRequestTransType 374 Y
ListName 392 N
TotNoRelatedSym 393 Y
BidType 394 Y
NumTickets 395 N
Currency 15 N
SideValue1 396 N
SideValue2 397 N
àBidDescriptorType 399 N
àBidDescriptor 400 N
àSideValueInd 401 N
àLiquidityValue 404 N
àLiquidityNumSecurities 441 N
àLiquidityPctLow 402 N
àLiquidityPctHigh 403 N
àEFPTrackingError 405 N
àFairValue 406 N
àOutsideIndexPct 407 N
àValueOfFutures 408 N
àListID 66 N
àSide 54 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àNetGrossInd 430 N
àSettlType 63 N
àSettlDate 64 N
àAccount 1 N
àAcctIDSource 660 N
LiquidityIndType 409 N
WtAverageLiquidity 410 N
ExchangeForPhysical 411 N
OutMainCntryUIndex 412 N
CrossPercent 413 N
ProgRptReqs 414 N
ProgPeriodInterval 415 N
IncTaxInd 416 N
ForexReq 121 N
NumBidders 417 N
TradeDate 75 N
BidTradeType 418 Y
BasisPxType 419 Y
StrikeTime 443 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

BidResponse

Name Number Required
BidID 390 N
ClientBidID 391 N
àCommissionData Y
àListID 66 N
àCountry 421 N
àSide 54 N
àPrice 44 N
àPriceType 423 N
àFairValue 406 N
àNetGrossInd 430 N
àSettlType 63 N
àSettlDate 64 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

NewOrderList

Name Number Required
ListID 66 Y
BidID 390 N
ClientBidID 391 N
ProgRptReqs 414 N
BidType 394 Y
ProgPeriodInterval 415 N
CancellationRights 480 N
MoneyLaunderingStatus 481 N
RegistID 513 N
ListExecInstType 433 N
ListExecInst 69 N
EncodedListExecInstLen 352 N
EncodedListExecInst 353 N
AllowableOneSidednessPct 765 N
AllowableOneSidednessValue 766 N
AllowableOneSidednessCurr 767 N
TotNoOrders 68 Y
LastFragment 893 N
àClOrdID 11 Y
àSecondaryClOrdID 526 N
àListSeqNo 67 Y
àClOrdLinkID 583 N
àSettlInstMode 160 N
àParties N
àTradeOriginationDate 229 N
àTradeDate 75 N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
àDayBookingInst 589 N
àBookingUnit 590 N
àAllocID 70 N
àPreallocMethod 591 N
ààAllocAccount 79 N
ààAllocAcctIDSource 661 N
ààAllocSettlCurrency 736 N
ààIndividualAllocID 467 N
ààNestedParties N
ààAllocQty 80 N
àSettlType 63 N
àSettlDate 64 N
àCashMargin 544 N
àClearingFeeIndicator 635 N
àHandlInst 21 N
àExecInst 18 N
àMinQty 110 N
àMaxFloor 111 N
àExDestination 100 N
ààTradingSessionID 336 N
ààTradingSessionSubID 625 N
àProcessCode 81 N
àInstrument Y
ààUnderlyingInstrument N
àPrevClosePx 140 N
àSide 54 Y
àSideValueInd 401 N
àLocateReqd 114 N
àTransactTime 60 N
àStipulations N
àQtyType 854 N
àOrderQtyData Y
àOrdType 40 N
àPriceType 423 N
àPrice 44 N
àStopPx 99 N
àSpreadOrBenchmarkCurveData N
àYieldData N
àCurrency 15 N
àComplianceID 376 N
àSolicitedFlag 377 N
àIOIid 23 N
àQuoteID 117 N
àTimeInForce 59 N
àEffectiveTime 168 N
àExpireDate 432 N
àExpireTime 126 N
àGTBookingInst 427 N
àCommissionData N
àOrderCapacity 528 N
àOrderRestrictions 529 N
àCustOrderCapacity 582 N
àForexReq 121 N
àSettlCurrency 120 N
àBookingType 775 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
àSettlDate2 193 N
àOrderQty2 192 N
àPrice2 640 N
àPositionEffect 77 N
àCoveredOrUncovered 203 N
àMaxShow 210 N
àPegInstructions N
àDiscretionInstructions N
àTargetStrategy 847 N
àTargetStrategyParameters 848 N
àParticipationRate 849 N
àDesignation 494 N

ListStrikePrice

Name Number Required
ListID 66 Y
TotNoStrikes 422 Y
LastFragment 893 N
àInstrument Y
àUnderlyingInstrument N
àPrevClosePx 140 N
àClOrdID 11 N
àSecondaryClOrdID 526 N
àSide 54 N
àPrice 44 Y
àCurrency 15 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

ListStatus

Name Number Required
ListID 66 Y
ListStatusType 429 Y
NoRpts 82 Y
ListOrderStatus 431 Y
RptSeq 83 Y
ListStatusText 444 N
EncodedListStatusTextLen 445 N
EncodedListStatusText 446 N
TransactTime 60 N
TotNoOrders 68 Y
LastFragment 893 N
àClOrdID 11 Y
àSecondaryClOrdID 526 N
àCumQty 14 Y
àOrdStatus 39 Y
àWorkingIndicator 636 N
àLeavesQty 151 Y
àCxlQty 84 Y
àAvgPx 6 Y
àOrdRejReason 103 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N

ListExecute

Name Number Required
ListID 66 Y
ClientBidID 391 N
BidID 390 N
TransactTime 60 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

ListCancelRequest

Name Number Required
ListID 66 Y
TransactTime 60 Y
TradeOriginationDate 229 N
TradeDate 75 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

ListStatusRequest

Name Number Required
ListID 66 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

AllocationInstruction

Name Number Required
AllocID 70 Y
AllocTransType 71 Y
AllocType 626 Y
SecondaryAllocID 793 N
RefAllocID 72 N
AllocCancReplaceReason 796 N
AllocIntermedReqType 808 N
AllocLinkID 196 N
AllocLinkType 197 N
BookingRefID 466 N
AllocNoOrdersType 857 Y
àClOrdID 11 N
àOrderID 37 N
àSecondaryOrderID 198 N
àSecondaryClOrdID 526 N
àListID 66 N
àNestedParties2 N
àOrderQty 38 N
àOrderAvgPx 799 N
àOrderBookingQty 800 N
àLastQty 32 N
àExecID 17 N
àSecondaryExecID 527 N
àLastPx 31 N
àLastParPx 669 N
àLastCapacity 29 N
PreviouslyReported 570 N
ReversalIndicator 700 N
MatchType 574 N
Side 54 Y
Instrument Y
InstrumentExtension N
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
Quantity 53 Y
QtyType 854 N
LastMkt 30 N
TradeOriginationDate 229 N
TradingSessionID 336 N
TradingSessionSubID 625 N
PriceType 423 N
AvgPx 6 Y
AvgParPx 860 N
SpreadOrBenchmarkCurveData N
Currency 15 N
AvgPxPrecision 74 N
Parties N
TradeDate 75 Y
TransactTime 60 N
SettlType 63 N
SettlDate 64 N
BookingType 775 N
GrossTradeAmt 381 N
Concession 238 N
TotalTakedown 237 N
NetMoney 118 N
PositionEffect 77 N
AutoAcceptIndicator 754 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
NumDaysInterest 157 N
AccruedInterestRate 158 N
AccruedInterestAmt 159 N
TotalAccruedInterestAmt 540 N
InterestAtMaturity 738 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
LegalConfirm 650 N
Stipulations N
YieldData N
TotNoAllocs 892 N
LastFragment 893 N
àAllocAccount 79 Y
àAllocAcctIDSource 661 N
àMatchStatus 573 N
àAllocPrice 366 N
àAllocQty 80 Y
àIndividualAllocID 467 N
àProcessCode 81 N
àNestedParties N
àNotifyBrokerOfCredit 208 N
àAllocHandlInst 209 N
àAllocText 161 N
àEncodedAllocTextLen 360 N
àEncodedAllocText 361 N
àCommissionData N
àAllocAvgPx 153 N
àAllocNetMoney 154 N
àSettlCurrAmt 119 N
àAllocSettlCurrAmt 737 N
àSettlCurrency 120 N
àAllocSettlCurrency 736 N
àSettlCurrFxRate 155 N
àSettlCurrFxRateCalc 156 N
àAccruedInterestAmt 159 N
àAllocAccruedInterestAmt 742 N
àAllocInterestAtMaturity 741 N
àSettlInstMode 160 N
ààMiscFeeAmt 137 N
ààMiscFeeCurr 138 N
ààMiscFeeType 139 N
ààMiscFeeBasis 891 N
àNoClearingInstructions 576 N
àClearingInstruction 577 N
àClearingFeeIndicator 635 N
àAllocSettlInstType 780 N
àSettlInstructionsData N

AllocationInstructionAck

Name Number Required
AllocID 70 Y
Parties N
SecondaryAllocID 793 N
TradeDate 75 N
TransactTime 60 Y
AllocStatus 87 Y
AllocRejCode 88 N
AllocType 626 N
AllocIntermedReqType 808 N
MatchStatus 573 N
Product 460 N
SecurityType 167 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocPrice 366 N
àIndividualAllocID 467 N
àIndividualAllocRejCode 776 N
àAllocText 161 N
àEncodedAllocTextLen 360 N
àEncodedAllocText 361 N

AllocationReport

Name Number Required
AllocReportID 755 Y
AllocID 70 N
AllocTransType 71 Y
AllocReportRefID 795 N
AllocCancReplaceReason 796 N
SecondaryAllocID 793 N
AllocReportType 794 Y
AllocStatus 87 Y
AllocRejCode 88 N
RefAllocID 72 N
AllocIntermedReqType 808 N
AllocLinkID 196 N
AllocLinkType 197 N
BookingRefID 466 N
AllocNoOrdersType 857 Y
àClOrdID 11 N
àOrderID 37 N
àSecondaryOrderID 198 N
àSecondaryClOrdID 526 N
àListID 66 N
àNestedParties2 N
àOrderQty 38 N
àOrderAvgPx 799 N
àOrderBookingQty 800 N
àLastQty 32 N
àExecID 17 N
àSecondaryExecID 527 N
àLastPx 31 N
àLastParPx 669 N
àLastCapacity 29 N
PreviouslyReported 570 N
ReversalIndicator 700 N
MatchType 574 N
Side 54 Y
Instrument Y
InstrumentExtension N
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
Quantity 53 Y
QtyType 854 N
LastMkt 30 N
TradeOriginationDate 229 N
TradingSessionID 336 N
TradingSessionSubID 625 N
PriceType 423 N
AvgPx 6 Y
AvgParPx 860 N
SpreadOrBenchmarkCurveData N
Currency 15 N
AvgPxPrecision 74 N
Parties N
TradeDate 75 Y
TransactTime 60 N
SettlType 63 N
SettlDate 64 N
BookingType 775 N
GrossTradeAmt 381 N
Concession 238 N
TotalTakedown 237 N
NetMoney 118 N
PositionEffect 77 N
AutoAcceptIndicator 754 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
NumDaysInterest 157 N
AccruedInterestRate 158 N
AccruedInterestAmt 159 N
TotalAccruedInterestAmt 540 N
InterestAtMaturity 738 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
LegalConfirm 650 N
Stipulations N
YieldData N
TotNoAllocs 892 N
LastFragment 893 N
àAllocAccount 79 Y
àAllocAcctIDSource 661 N
àMatchStatus 573 N
àAllocPrice 366 N
àAllocQty 80 Y
àIndividualAllocID 467 N
àProcessCode 81 N
àNestedParties N
àNotifyBrokerOfCredit 208 N
àAllocHandlInst 209 N
àAllocText 161 N
àEncodedAllocTextLen 360 N
àEncodedAllocText 361 N
àCommissionData N
àAllocAvgPx 153 N
àAllocNetMoney 154 N
àSettlCurrAmt 119 N
àAllocSettlCurrAmt 737 N
àSettlCurrency 120 N
àAllocSettlCurrency 736 N
àSettlCurrFxRate 155 N
àSettlCurrFxRateCalc 156 N
àAllocAccruedInterestAmt 742 N
àAllocInterestAtMaturity 741 N
ààMiscFeeAmt 137 N
ààMiscFeeCurr 138 N
ààMiscFeeType 139 N
ààMiscFeeBasis 891 N
ààClearingInstruction 577 N
àClearingFeeIndicator 635 N
àAllocSettlInstType 780 N
àSettlInstructionsData N

AllocationReportAck

Name Number Required
AllocReportID 755 Y
AllocID 70 Y
Parties N
SecondaryAllocID 793 N
TradeDate 75 N
TransactTime 60 Y
AllocStatus 87 Y
AllocRejCode 88 N
AllocReportType 794 N
AllocIntermedReqType 808 N
MatchStatus 573 N
Product 460 N
SecurityType 167 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocPrice 366 N
àIndividualAllocID 467 N
àIndividualAllocRejCode 776 N
àAllocText 161 N
àEncodedAllocTextLen 360 N
àEncodedAllocText 361 N

Confirmation

Name Number Required
ConfirmID 664 Y
ConfirmRefID 772 N
ConfirmReqID 859 N
ConfirmTransType 666 Y
ConfirmType 773 Y
CopyMsgIndicator 797 N
LegalConfirm 650 N
ConfirmStatus 665 Y
Parties N
àClOrdID 11 N
àOrderID 37 N
àSecondaryOrderID 198 N
àSecondaryClOrdID 526 N
àListID 66 N
àNestedParties2 N
àOrderQty 38 N
àOrderAvgPx 799 N
àOrderBookingQty 800 N
AllocID 70 N
SecondaryAllocID 793 N
IndividualAllocID 467 N
TransactTime 60 Y
TradeDate 75 Y
TrdRegTimestamps N
Instrument Y
InstrumentExtension N
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
YieldData N
AllocQty 80 Y
QtyType 854 N
Side 54 Y
Currency 15 N
LastMkt 30 N
àOrderCapacity 528 Y
àOrderRestrictions 529 N
àOrderCapacityQty 863 Y
AllocAccount 79 Y
AllocAcctIDSource 661 N
AllocAccountType 798 N
AvgPx 6 Y
AvgPxPrecision 74 N
PriceType 423 N
AvgParPx 860 N
SpreadOrBenchmarkCurveData N
ReportedPx 861 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
ProcessCode 81 N
GrossTradeAmt 381 Y
NumDaysInterest 157 N
ExDate 230 N
AccruedInterestRate 158 N
AccruedInterestAmt 159 N
InterestAtMaturity 738 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
Concession 238 N
TotalTakedown 237 N
NetMoney 118 Y
MaturityNetMoney 890 N
SettlCurrAmt 119 N
SettlCurrency 120 N
SettlCurrFxRate 155 N
SettlCurrFxRateCalc 156 N
SettlType 63 N
SettlDate 64 N
SettlInstructionsData N
CommissionData N
SharedCommission 858 N
Stipulations N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
àMiscFeeBasis 891 N

ConfirmationAck

Name Number Required
ConfirmID 664 Y
TradeDate 75 Y
TransactTime 60 Y
AffirmStatus 940 Y
ConfirmRejReason 774 N
MatchStatus 573 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

ConfirmationRequest

Name Number Required
ConfirmReqID 859 Y
ConfirmType 773 Y
àClOrdID 11 N
àOrderID 37 N
àSecondaryOrderID 198 N
àSecondaryClOrdID 526 N
àListID 66 N
àNestedParties2 N
àOrderQty 38 N
àOrderAvgPx 799 N
àOrderBookingQty 800 N
AllocID 70 N
SecondaryAllocID 793 N
IndividualAllocID 467 N
TransactTime 60 Y
AllocAccount 79 N
AllocAcctIDSource 661 N
AllocAccountType 798 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

SettlementInstructions

Name Number Required
SettlInstMsgID 777 Y
SettlInstReqID 791 N
SettlInstMode 160 Y
SettlInstReqRejCode 792 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlInstSource 165 N
ClOrdID 11 N
TransactTime 60 Y
àSettlInstID 162 N
àSettlInstTransType 163 N
àSettlInstRefID 214 N
àParties N
àSide 54 N
àProduct 460 N
àSecurityType 167 N
àCFICode 461 N
àEffectiveTime 168 N
àExpireTime 126 N
àLastUpdateTime 779 N
àSettlInstructionsData N
àPaymentMethod 492 N
àPaymentRef 476 N
àCardHolderName 488 N
àCardNumber 489 N
àCardStartDate 503 N
àCardExpDate 490 N
àCardIssNum 491 N
àPaymentDate 504 N
àPaymentRemitterID 505 N

SettlementInstructionRequest

Name Number Required
SettlInstReqID 791 Y
TransactTime 60 Y
Parties N
AllocAccount 79 N
AllocAcctIDSource 661 N
Side 54 N
Product 460 N
SecurityType 167 N
CFICode 461 N
EffectiveTime 168 N
ExpireTime 126 N
LastUpdateTime 779 N
StandInstDbType 169 N
StandInstDbName 170 N
StandInstDbID 171 N

TradeCaptureReportRequest

Name Number Required
TradeRequestID 568 Y
TradeRequestType 569 Y
SubscriptionRequestType 263 N
TradeReportID 571 N
SecondaryTradeReportID 818 N
ExecID 17 N
ExecType 150 N
OrderID 37 N
ClOrdID 11 N
MatchStatus 573 N
TrdType 828 N
TrdSubType 829 N
TransferReason 830 N
SecondaryTrdType 855 N
TradeLinkID 820 N
TrdMatchID 880 N
Parties N
Instrument N
InstrumentExtension N
FinancingDetails N
àUnderlyingInstrument N
àInstrumentLeg N
àTradeDate 75 N
àTransactTime 60 N
ClearingBusinessDate 715 N
TradingSessionID 336 N
TradingSessionSubID 625 N
TimeBracket 943 N
Side 54 N
MultiLegReportingType 442 N
TradeInputSource 578 N
TradeInputDevice 579 N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

TradeCaptureReportRequestAck

Name Number Required
TradeRequestID 568 Y
TradeRequestType 569 Y
SubscriptionRequestType 263 N
TotNumTradeReports 748 N
TradeRequestResult 749 Y
TradeRequestStatus 750 Y
Instrument N
àUnderlyingInstrument N
àInstrumentLeg N
MultiLegReportingType 442 N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

TradeCaptureReport

Name Number Required
TradeReportID 571 Y
TradeReportTransType 487 N
TradeReportType 856 N
TradeRequestID 568 N
TrdType 828 N
TrdSubType 829 N
SecondaryTrdType 855 N
TransferReason 830 N
ExecType 150 N
TotNumTradeReports 748 N
LastRptRequested 912 N
UnsolicitedIndicator 325 N
SubscriptionRequestType 263 N
TradeReportRefID 572 N
SecondaryTradeReportRefID 881 N
SecondaryTradeReportID 818 N
TradeLinkID 820 N
TrdMatchID 880 N
ExecID 17 N
OrdStatus 39 N
SecondaryExecID 527 N
ExecRestatementReason 378 N
PreviouslyReported 570 Y
PriceType 423 N
Instrument Y
FinancingDetails N
OrderQtyData N
QtyType 854 N
YieldData N
àUnderlyingInstrument N
UnderlyingTradingSessionID 822 N
UnderlyingTradingSessionSubID 823 N
LastQty 32 Y
LastPx 31 Y
LastParPx 669 N
LastSpotRate 194 N
LastForwardPoints 195 N
LastMkt 30 N
TradeDate 75 Y
ClearingBusinessDate 715 N
AvgPx 6 N
SpreadOrBenchmarkCurveData N
AvgPxIndicator 819 N
PositionAmountData N
MultiLegReportingType 442 N
TradeLegRefID 824 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àNestedParties N
àLegRefID 654 N
àLegPrice 566 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegLastPx 637 N
TransactTime 60 Y
TrdRegTimestamps N
SettlType 63 N
SettlDate 64 N
MatchStatus 573 N
MatchType 574 N
àSide 54 Y
àOrderID 37 Y
àSecondaryOrderID 198 N
àClOrdID 11 N
àSecondaryClOrdID 526 N
àListID 66 N
àParties N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
àProcessCode 81 N
àOddLot 575 N
ààClearingInstruction 577 N
àClearingFeeIndicator 635 N
àTradeInputSource 578 N
àTradeInputDevice 579 N
àOrderInputDevice 821 N
àCurrency 15 N
àComplianceID 376 N
àSolicitedFlag 377 N
àOrderCapacity 528 N
àOrderRestrictions 529 N
àCustOrderCapacity 582 N
àOrdType 40 N
àExecInst 18 N
àTransBkdTime 483 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTimeBracket 943 N
àCommissionData N
àGrossTradeAmt 381 N
àNumDaysInterest 157 N
àExDate 230 N
àAccruedInterestRate 158 N
àAccruedInterestAmt 159 N
àInterestAtMaturity 738 N
àEndAccruedInterestAmt 920 N
àStartCash 921 N
àEndCash 922 N
àConcession 238 N
àTotalTakedown 237 N
àNetMoney 118 N
àSettlCurrAmt 119 N
àSettlCurrency 120 N
àSettlCurrFxRate 155 N
àSettlCurrFxRateCalc 156 N
àPositionEffect 77 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
àSideMultiLegReportingType 752 N
ààContAmtType 519 N
ààContAmtValue 520 N
ààContAmtCurr 521 N
àStipulations N
ààMiscFeeAmt 137 N
ààMiscFeeCurr 138 N
ààMiscFeeType 139 N
ààMiscFeeBasis 891 N
àExchangeRule 825 N
àTradeAllocIndicator 826 N
àPreallocMethod 591 N
àAllocID 70 N
ààAllocAccount 79 N
ààAllocAcctIDSource 661 N
ààAllocSettlCurrency 736 N
ààIndividualAllocID 467 N
ààNestedParties2 N
ààAllocQty 80 N
CopyMsgIndicator 797 N
PublishTrdIndicator 852 N
ShortSaleReason 853 N

TradeCaptureReportAck

Name Number Required
TradeReportID 571 Y
TradeReportTransType 487 N
TradeReportType 856 N
TrdType 828 N
TrdSubType 829 N
SecondaryTrdType 855 N
TransferReason 830 N
ExecType 150 Y
TradeReportRefID 572 N
SecondaryTradeReportRefID 881 N
TrdRptStatus 939 N
TradeReportRejectReason 751 N
SecondaryTradeReportID 818 N
SubscriptionRequestType 263 N
TradeLinkID 820 N
TrdMatchID 880 N
ExecID 17 N
SecondaryExecID 527 N
Instrument Y
TransactTime 60 N
TrdRegTimestamps N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àNestedParties N
àLegRefID 654 N
àLegPrice 566 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegLastPx 637 N
ClearingFeeIndicator 635 N
OrderCapacity 528 N
OrderRestrictions 529 N
CustOrderCapacity 582 N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
PositionEffect 77 N
PreallocMethod 591 N
àAllocAccount 79 N
àAllocAcctIDSource 661 N
àAllocSettlCurrency 736 N
àIndividualAllocID 467 N
àNestedParties2 N
àAllocQty 80 N

RegistrationInstructions

Name Number Required
RegistID 513 Y
RegistTransType 514 Y
RegistRefID 508 Y
ClOrdID 11 N
Parties N
Account 1 N
AcctIDSource 660 N
RegistAcctType 493 N
TaxAdvantageType 495 N
OwnershipType 517 N
àRegistDtls 509 N
àRegistEmail 511 N
àMailingDtls 474 N
àMailingInst 482 N
àNestedParties N
àOwnerType 522 N
àDateOfBirth 486 N
àInvestorCountryOfResidence 475 N
àDistribPaymentMethod 477 N
àDistribPercentage 512 N
àCashDistribCurr 478 N
àCashDistribAgentName 498 N
àCashDistribAgentCode 499 N
àCashDistribAgentAcctNumber 500 N
àCashDistribPayRef 501 N
àCashDistribAgentAcctName 502 N

RegistrationInstructionsResponse

Name Number Required
RegistID 513 Y
RegistTransType 514 Y
RegistRefID 508 Y
ClOrdID 11 N
Parties N
Account 1 N
AcctIDSource 660 N
RegistStatus 506 Y
RegistRejReasonCode 507 N
RegistRejReasonText 496 N

PositionMaintenanceRequest

Name Number Required
PosReqID 710 Y
PosTransType 709 Y
PosMaintAction 712 Y
OrigPosReqRefID 713 N
PosMaintRptRefID 714 N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
Parties Y
Account 1 Y
AcctIDSource 660 N
AccountType 581 Y
Instrument Y
Currency 15 N
àInstrumentLeg N
àUnderlyingInstrument N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
TransactTime 60 Y
PositionQty Y
AdjustmentType 718 N
ContraryInstructionIndicator 719 N
PriorSpreadIndicator 720 N
ThresholdAmount 834 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

PositionMaintenanceReport

Name Number Required
PosMaintRptID 721 Y
PosTransType 709 Y
PosReqID 710 N
PosMaintAction 712 Y
OrigPosReqRefID 713 Y
PosMaintStatus 722 Y
PosMaintResult 723 N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
Parties N
Account 1 Y
AcctIDSource 660 N
AccountType 581 Y
Instrument Y
Currency 15 N
àInstrumentLeg N
àUnderlyingInstrument N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
TransactTime 60 Y
PositionQty Y
PositionAmountData Y
AdjustmentType 718 N
ThresholdAmount 834 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

RequestForPositions

Name Number Required
PosReqID 710 Y
PosReqType 724 Y
MatchStatus 573 N
SubscriptionRequestType 263 N
Parties Y
Account 1 Y
AcctIDSource 660 N
AccountType 581 Y
Instrument N
Currency 15 N
àInstrumentLeg N
àUnderlyingInstrument N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
TransactTime 60 Y
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

RequestForPositionsAck

Name Number Required
PosMaintRptID 721 Y
PosReqID 710 N
TotalNumPosReports 727 N
UnsolicitedIndicator 325 N
PosReqResult 728 Y
PosReqStatus 729 Y
Parties Y
Account 1 Y
AcctIDSource 660 N
AccountType 581 Y
Instrument N
Currency 15 N
àInstrumentLeg N
àUnderlyingInstrument N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

PositionReport

Name Number Required
PosMaintRptID 721 Y
PosReqID 710 N
PosReqType 724 N
SubscriptionRequestType 263 N
TotalNumPosReports 727 N
UnsolicitedIndicator 325 N
PosReqResult 728 Y
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
Parties Y
Account 1 Y
AcctIDSource 660 N
AccountType 581 Y
Instrument N
Currency 15 N
SettlPrice 730 Y
SettlPriceType 731 Y
PriorSettlPrice 734 Y
àInstrumentLeg N
àUnderlyingInstrument N
àUnderlyingSettlPrice 732 Y
àUnderlyingSettlPriceType 733 Y
PositionQty Y
PositionAmountData Y
RegistStatus 506 N
DeliveryDate 743 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

AssignmentReport

Name Number Required
AsgnRptID 833 Y
TotNumAssignmentReports 832 N
LastRptRequested 912 N
Parties Y
Account 1 N
AccountType 581 Y
Instrument N
Currency 15 N
NoLegs 555 N
InstrumentLeg N
àUnderlyingInstrument N
PositionQty Y
PositionAmountData Y
ThresholdAmount 834 N
SettlPrice 730 Y
SettlPriceType 731 Y
UnderlyingSettlPrice 732 Y
ExpireDate 432 N
AssignmentMethod 744 Y
AssignmentUnit 745 N
OpenInterest 746 Y
ExerciseMethod 747 Y
SettlSessID 716 Y
SettlSessSubID 717 Y
ClearingBusinessDate 715 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

CollateralRequest

Name Number Required
CollReqID 894 Y
CollAsgnReason 895 Y
TransactTime 60 Y
ExpireTime 126 N
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
àExecID 17 N
àTradeReportID 571 N
àSecondaryTradeReportID 818 N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
NoLegs 555 N
InstrumentLeg N
àUnderlyingInstrument N
àCollAction 944 N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
àMiscFeeBasis 891 N
Price 44 N
PriceType 423 N
AccruedInterestAmt 159 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
SpreadOrBenchmarkCurveData N
Stipulations N
TradingSessionID 336 N
TradingSessionSubID 625 N
SettlSessID 716 N
SettlSessSubID 717 N
ClearingBusinessDate 715 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

CollateralAssignment

<
Name Number Required
CollAsgnID 902 Y
CollReqID 894 N
CollAsgnReason 895 Y
CollAsgnTransType 903 Y
CollAsgnRefID 907 N
TransactTime 60 Y
ExpireTime 126 N
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
àExecID 17 N
àTradeReportID 571 N
àSecondaryTradeReportID 818 N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
NoLegs 555 N
InstrumentLeg N
àUnderlyingInstrument N
àCollAction 944 N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
àMiscFeeAmt 137 N
àMiscFeeCurr 138 N
àMiscFeeType 139 N
àMiscFeeBasis 891 N
Price 44 N
PriceType 423 N
AccruedInterestAmt 159 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
SpreadOrBenchmarkCurveData N
Stipulations N
SettlInstructionsData N
TradingSessionID 336 N
TradingSessionSubID 625 N
SettlSessID 716 N
SettlSessSubID 717 N
ClearingBusinessDate 715 N