FIX.5.0

ADMINISTRATIVE MESSAGES APPLICATION MESSAGES IOI
Advertisement
ExecutionReport
OrderCancelReject
News
Email
NewOrderSingle
NewOrderList
OrderCancelRequest
OrderCancelReplaceRequest
OrderStatusRequest
AllocationInstruction
ListCancelRequest
ListExecute
ListStatusRequest
ListStatus
AllocationInstructionAck
DontKnowTrade
QuoteRequest
Quote
SettlementInstructions
MarketDataRequest
MarketDataSnapshotFullRefresh
MarketDataIncrementalRefresh
MarketDataRequestReject
QuoteCancel
QuoteStatusRequest
MassQuoteAcknowledgement
SecurityDefinitionRequest
SecurityDefinition
SecurityStatusRequest
SecurityStatus
TradingSessionStatusRequest
TradingSessionStatus
MassQuote
BusinessMessageReject
BidRequest
BidResponse
ListStrikePrice
RegistrationInstructions
RegistrationInstructionsResponse
OrderMassCancelRequest
OrderMassCancelReport
NewOrderCross
CrossOrderCancelReplaceRequest
CrossOrderCancelRequest
SecurityTypeRequest
SecurityTypes
SecurityListRequest
SecurityList
DerivativeSecurityListRequest
DerivativeSecurityList
NewOrderMultileg
MultilegOrderCancelReplace
TradeCaptureReportRequest
TradeCaptureReport
OrderMassStatusRequest
QuoteRequestReject
RFQRequest
QuoteStatusReport
QuoteResponse
Confirmation
PositionMaintenanceRequest
PositionMaintenanceReport
RequestForPositions
RequestForPositionsAck
PositionReport
TradeCaptureReportRequestAck
TradeCaptureReportAck
AllocationReport
AllocationReportAck
ConfirmationAck
SettlementInstructionRequest
AssignmentReport
CollateralRequest
CollateralAssignment
CollateralResponse
CollateralReport
CollateralInquiry
NetworkCounterpartySystemStatusRequest
NetworkCounterpartySystemStatusResponse
UserRequest
UserResponse
CollateralInquiryAck
ConfirmationRequest
ContraryIntentionReport
SecurityDefinitionUpdateReport
SecurityListUpdateReport
AdjustedPositionReport
AllocationInstructionAlert
ExecutionAcknowledgement
TradingSessionList
TradingSessionListRequest
SettlementObligationReport
DerivativeSecurityListUpdateReport
TradingSessionListUpdateReport
MarketDefinitionRequest
MarketDefinition
MarketDefinitionUpdateReport
ApplicationMessageRequest
ApplicationMessageRequestAck
ApplicationMessageReport
OrderMassActionReport
OrderMassActionRequest
UserNotification
StreamAssignmentRequest
StreamAssignmentReport
StreamAssignmentReportACK
PartyDetailsListRequest
PartyDetailsListReport

COMPONENT BLOCKS RelatedAltPtysSubGrp
DerivativeSecurityXML
InstrumentLeg
InstrmtLegExecGrp
TrdCapRptSideGrp
PositionAmountData
ApplicationSequenceControl
Stipulations
MDReqGrp
PartyListResponseTypeGrp
TrdCapRptAckSideGrp
SettlInstGrp
SecLstUpdRelSymGrp
SecAltIDGrp
DiscretionInstructions
RiskLimits
AltPtysSubGrp
PartyDetail
MatchRules
LotTypeRules
BidCompReqGrp
TargetParties
TimeInForceRules
TrdSessLstGrp
YieldData
ApplIDRequestAckGrp
UsernameGrp
FinancingDetails
SettlParties
LegPreAllocGrp
RelatedPartyAltIDs
PreAllocMlegGrp
InstrmtLegIOIGrp
RelationshipRiskWarningLevels
BaseTradingRules
InstrumentExtension
LinesOfTextGrp
BidDescReqGrp
ContextPtysSubGrp
MaturityRules
StrikeRules
QuotQualGrp
PreAllocGrp
MDRjctGrp
Instrument
TradeCapLegUnderlyingsGrp
HopGrp
AllocAckGrp
QuotReqLegsGrp
NestedParties2
InstrmtMDReqGrp
SideCrossOrdModGrp
RootSubParties
TrdCollGrp
NestedParties3
StrategyParametersGrp
RelationshipRiskLimits
PartyRelationships
StrmAsgnRptInstrmtGrp
StrmAsgnReqInstrmtGrp
NestedParties4
TrdRepIndicatorsGrp
RelSymDerivSecUpdGrp
DerivativeInstrumentParties
MarketDataFeedTypes
TickRules
RootParties
UnderlyingInstrument
QuotSetGrp
AllocGrp
SettlPtysSubGrp
InstrumentPtysSubGrp
SecLstUpdRelSymsLegGrp
QuotReqGrp
QuotSetAckGrp
RFQReqGrp
ApplIDReportGrp
CpctyConfGrp
UndInstrmtGrp
Parties
RequestedPartyRoleGrp
TradingSessionRulesGrp
UndlyInstrumentPtysSubGrp
NestedParties
TrdgSesGrp
AffectedOrdGrp
CommissionData
RelationshipRiskSecAltIDGrp
FillsGrp
NotAffectedOrdersGrp
DerivativeInstrument
LegOrdGrp
RelSymDerivSecGrp
DlvyInstGrp
InstrmtStrkPxGrp
ContraGrp
RelatedPartyGrp
DerivativeSecurityDefinition
PriceLimits
InstrmtGrp
SecListGrp
UndInstrmtCollGrp
CollInqQualGrp
RateSource
TradeReportOrderDetail
CompIDStatGrp
LegStipulations
ComplexEventTimes
SpreadOrBenchmarkCurveData
QuotCxlEntriesGrp
ContAmtGrp
MDFullGrp
RiskInstrumentScope
ContextParties
NstdPtys4SubGrp
MDIncGrp
UnderlyingAmount
TrdRegTimestamps
ComplexEvents
DerivativeInstrumentAttribute
MarketSegmentGrp
LegQuotStatGrp
InstrmtLegGrp
QuotReqRjctGrp
PegInstructions
InstrumentParties
RiskSecAltIDGrp
DerivativeSecurityAltIDGrp
SettlObligationInstructions
LegQuotGrp
ExecAllocGrp
TrdCapDtGrp
ExecInstRules
TriggeringInstruction
IOIQualGrp
NstdPtysSubGrp
RelationshipRiskInstrumentScope
PartyAltIDs
PositionQty
NstdPtys2SubGrp
PosUndInstrmtGrp
SettlInstructionsData
SideTrdRegTS
StrmAsgnRptGrp
TradingSessionRules
MsgTypeGrp
UndSecAltIDGrp
ExecCollGrp
RelatedContextPtysSubGrp
UnderlyingLegSecurityAltIDGrp
DisplayInstruction
QuotEntryGrp
RgstDtlsGrp
NstdPtys3SubGrp
RelatedPartyDetail
DerivativeEventsGrp
NestedInstrumentAttribute
SecondaryPriceLimits
SecurityXML
EvntGrp
CompIDReqGrp
UnderlyingLegInstrument
SecSizesGrp
SecTypesGrp
AttrbGrp
UnderlyingStipulations
RelatedPtysSubGrp
ComplexEventDates
MiscFeesGrp
RoutingGrp
PartyListGrp
RgstDistInstGrp
OrderQtyData
ListOrdGrp
PtysSubGrp
TrdInstrmtLegGrp
TrdAllocGrp
StrmAsgnReqGrp
ApplIDRequestGrp
LegBenchmarkCurveData
ClrInstGrp
OrdAllocGrp
RiskWarningLevels
NewsRefGrp
SettlDetails
OrdListStatGrp
BidCompRspGrp
OrdTypeRules
SideCrossOrdCxlGrp
RelatedContextParties
ExpirationQty
QuotEntryAckGrp
DerivativeInstrumentPartySubIDsGrp
SecurityTradingRules
LegSecAltIDGrp
StatsIndGrp
InstrmtLegSecListGrp
UndlyInstrumentParties
FIELDS - BY NUMBER
FIELDS - BY NAME

ADMINISTRATIVE MESSAGES

APPLICATION MESSAGES

IOI

Name Number Required
IOIID 23 Y
IOITransType 28 Y
IOIRefID 26 N
Instrument Y
FinancingDetails N
UndInstrmtGrp N
Side 54 Y
QtyType 854 N
OrderQtyData N
IOIQty 27 Y
Currency 15 N
Stipulations N
InstrmtLegIOIGrp N
PriceType 423 N
Price 44 N
ValidUntilTime 62 N
IOIQltyInd 25 N
IOINaturalFlag 130 N
IOIQualGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TransactTime 60 N
URLLink 149 N
RoutingGrp N
SpreadOrBenchmarkCurveData N
YieldData N
Parties N
ApplicationSequenceControl N

Advertisement

Name Number Required
AdvId 2 Y
AdvTransType 5 Y
AdvRefID 3 N
Instrument Y
InstrmtLegGrp N
UndInstrmtGrp N
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

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
ContraGrp 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
UndInstrmtGrp 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 N
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
ContAmtGrp N
InstrmtLegExecGrp N
CopyMsgIndicator 797 N
MiscFeesGrp N
StrategyParametersGrp N
HostCrossID 961 N
ManualOrderIndicator 1028 N
CustDirectedOrder 1029 N
ReceivedDeptID 1030 N
CustOrderHandlingInst 1031 N
OrderHandlingInstSource 1032 N
TrdRegTimestamps N
AggressorIndicator 1057 N
CalculatedCcyLastQty 1056 N
LastSwapPoints 1071 N
MatchType 574 N
OrderCategory 1115 N
LotType 1093 N
PriceProtectionScope 1092 N
TriggeringInstruction N
PeggedRefPrice 1095 N
PreTradeAnonymity 1091 N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
Volatility 1188 N
TimeToExpiration 1189 N
RiskFreeRate 1190 N
PriceDelta 811 N
TrdMatchID 880 N
AllocID 70 N
PreAllocGrp N
TotNoFills 1361 N
LastFragment 893 N
FillsGrp N
DividendYield 1380 N
ApplicationSequenceControl N
RateSource 1446 N

OrderCancelReject

Name Number Required
OrderID 37 Y
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ClOrdID 11 Y
ClOrdLinkID 583 N
OrigClOrdID 41 N
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

News

Name Number Required
OrigTime 42 N
Urgency 61 N
Headline 148 Y
EncodedHeadlineLen 358 N
EncodedHeadline 359 N
RoutingGrp N
InstrmtGrp N
InstrmtLegGrp N
UndInstrmtGrp N
LinesOfTextGrp Y
URLLink 149 N
RawDataLength 95 N
RawData 96 N
ApplicationSequenceControl N
NewsID 1472 N
NewsRefGrp N
NewsCategory 1473 N
LanguageCode 1474 N
MarketID 1301 N
MarketSegmentID 1300 N

Email

Name Number Required
EmailThreadID 164 Y
EmailType 94 Y
OrigTime 42 N
Subject 147 Y
EncodedSubjectLen 356 N
EncodedSubject 357 N
RoutingGrp N
InstrmtGrp N
UndInstrmtGrp N
InstrmtLegGrp N
OrderID 37 N
ClOrdID 11 N
LinesOfTextGrp Y
RawDataLength 95 N
RawData 96 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
PreAllocGrp 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
TrdgSesGrp N
ProcessCode 81 N
Instrument Y
FinancingDetails N
UndInstrmtGrp 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
StrategyParametersGrp N
ManualOrderIndicator 1028 N
CustDirectedOrder 1029 N
ReceivedDeptID 1030 N
CustOrderHandlingInst 1031 N
OrderHandlingInstSource 1032 N
TrdRegTimestamps N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
PreTradeAnonymity 1091 N
RefOrderID 1080 N
RefOrderIDSource 1081 N
ExDestinationIDSource 1133 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
ListOrdGrp Y
RootParties N
ContingencyType 1385 N

OrderCancelRequest

Name Number Required
OrigClOrdID 41 N
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
UndInstrmtGrp N
Side 54 Y
TransactTime 60 Y
OrderQtyData Y
ComplianceID 376 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 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
DayBookingInst 589 N
BookingUnit 590 N
PreallocMethod 591 N
AllocID 70 N
PreAllocGrp 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
TrdgSesGrp N
Instrument Y
FinancingDetails N
UndInstrmtGrp 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
StrategyParametersGrp N
ManualOrderIndicator 1028 N
CustDirectedOrder 1029 N
ReceivedDeptID 1030 N
CustOrderHandlingInst 1031 N
OrderHandlingInstSource 1032 N
TrdRegTimestamps N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
PreTradeAnonymity 1091 N
ExDestinationIDSource 1133 N

OrderStatusRequest

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

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 N
OrdAllocGrp N
ExecAllocGrp N
PreviouslyReported 570 N
ReversalIndicator 700 N
MatchType 574 N
Side 54 Y
Instrument Y
InstrumentExtension N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp N
Quantity 53 Y
QtyType 854 N
LastMkt 30 N
TradeOriginationDate 229 N
TradingSessionID 336 N
TradingSessionSubID 625 N
PriceType 423 N
AvgPx 6 N
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
AllocGrp N
PositionAmountData N
AvgPxIndicator 819 N
ClearingBusinessDate 715 N
TrdType 828 N
TrdSubType 829 N
CustOrderCapacity 582 N
TradeInputSource 578 N
MultiLegReportingType 442 N
MessageEventSource 1011 N
RndPx 991 N
RateSource 1446 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
Parties 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

ListStatusRequest

Name Number Required
ListID 66 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 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
OrdListStatGrp Y
ContingencyType 1385 N
ListRejectReason 1386 N

AllocationInstructionAck

Name Number Required
AllocID 70 Y
Parties N
SecondaryAllocID 793 N
TradeDate 75 N
TransactTime 60 N
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
AllocAckGrp N

DontKnowTrade

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

QuoteRequest

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
ClOrdID 11 N
OrderCapacity 528 N
QuotReqGrp Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
RootParties N
PrivateQuote 1171 N
RespondentType 1172 N
PreTradeAnonymity 1091 N
BookingType 775 N
OrderRestrictions 529 N

Quote

Name Number Required
QuoteReqID 131 N
QuoteID 117 Y
QuoteRespID 693 N
QuoteType 537 N
QuotQualGrp N
QuoteResponseLevel 301 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
UndInstrmtGrp 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
LegQuotGrp 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
BidSwapPoints 1065 N
OfferSwapPoints 1066 N
ExDestinationIDSource 1133 N
QuoteMsgID 1166 N
PrivateQuote 1171 N
MinQty 110 N
BookingType 775 N
OrderRestrictions 529 N
SettlCurrency 120 N
RateSource 1446 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
ClOrdID 11 N
TransactTime 60 Y
SettlInstGrp 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
MDReqGrp Y
InstrmtMDReqGrp Y
TrdgSesGrp N
ApplQueueAction 815 N
ApplQueueMax 812 N
MDQuoteType 1070 N
Parties N

MarketDataSnapshotFullRefresh

Name Number Required
MDReqID 262 N
Instrument Y
UndInstrmtGrp N
InstrmtLegGrp N
FinancialStatus 291 N
CorporateAction 292 N
NetChgPrevDay 451 N
MDFullGrp Y
ApplQueueDepth 813 N
ApplQueueResolution 814 N
MDReportID 963 N
ClearingBusinessDate 715 N
MDBookType 1021 N
MDFeedType 1022 N
TradeDate 75 N
RoutingGrp N
MDSubBookType 1173 N
MarketDepth 264 N
TotNumReports 911 N
RefreshIndicator 1187 N
ApplicationSequenceControl N
MDStreamID 1500 N

MarketDataIncrementalRefresh

Name Number Required
MDReqID 262 N
MDIncGrp Y
ApplQueueDepth 813 N
ApplQueueResolution 814 N
MDBookType 1021 N
MDFeedType 1022 N
TradeDate 75 N
RoutingGrp N
ApplicationSequenceControl N

MarketDataRequestReject

Name Number Required
MDReqID 262 Y
MDReqRejReason 281 N
MDRjctGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
Parties N

QuoteCancel

Name Number Required
QuoteReqID 131 N
QuoteID 117 N
QuoteCancelType 298 Y
QuoteResponseLevel 301 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
QuotCxlEntriesGrp N
QuoteMsgID 1166 N
QuoteType 537 N
TargetParties N

QuoteStatusRequest

Name Number Required
QuoteStatusReqID 649 N
QuoteID 117 N
Instrument N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N
TargetParties 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
QuotSetAckGrp N
QuoteCancelType 298 N
TargetParties N

SecurityDefinitionRequest

Name Number Required
SecurityReqID 320 Y
SecurityRequestType 321 Y
Instrument N
InstrumentExtension N
UndInstrmtGrp N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
InstrmtLegGrp N
ExpirationCycle 827 N
SubscriptionRequestType 263 N
Stipulations N
SpreadOrBenchmarkCurveData N
YieldData N
MarketID 1301 N
MarketSegmentID 1300 N

SecurityDefinition

Name Number Required
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityResponseType 323 N
Instrument N
InstrumentExtension N
UndInstrmtGrp N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
InstrmtLegGrp N
SecurityReportID 964 N
ClearingBusinessDate 715 N
Stipulations N
SpreadOrBenchmarkCurveData N
YieldData N
CorporateAction 292 N
MarketSegmentGrp N
ApplicationSequenceControl N
TransactTime 60 N

SecurityStatusRequest

Name Number Required
SecurityStatusReqID 324 Y
Instrument Y
InstrumentExtension N
UndInstrmtGrp N
InstrmtLegGrp N
Currency 15 N
SubscriptionRequestType 263 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
MarketID 1301 N
MarketSegmentID 1300 N

SecurityStatus

Name Number Required
SecurityStatusReqID 324 N
Instrument Y
InstrumentExtension N
UndInstrmtGrp N
InstrmtLegGrp N
Currency 15 N
TradingSessionID 336 N
TradingSessionSubID 625 N
UnsolicitedIndicator 325 N
SecurityTradingStatus 326 N
FinancialStatus 291 N
CorporateAction 292 N
HaltReasonInt 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
FirstPx 1025 N
SecurityTradingEvent 1174 N
MDBookType 1021 N
MarketDepth 264 N
MarketID 1301 N
MarketSegmentID 1300 N
ApplicationSequenceControl N

TradingSessionStatusRequest

Name Number Required
TradSesReqID 335 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
TradSesMethod 338 N
TradSesMode 339 N
SubscriptionRequestType 263 Y
SecurityExchange 207 N
MarketID 1301 N
MarketSegmentID 1300 N

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
Instrument N
MarketID 1301 N
MarketSegmentID 1300 N
TradSesEvent 1368 N
ApplicationSequenceControl 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
QuotSetGrp Y

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
RefApplVerID 1130 N
RefApplExtID 1406 N
RefCstmApplVerID 1131 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
BidDescReqGrp N
BidCompReqGrp 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
BidCompRspGrp Y

ListStrikePrice

Name Number Required
ListID 66 Y
TotNoStrikes 422 Y
LastFragment 893 N
InstrmtStrkPxGrp Y

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
RgstDtlsGrp N
RgstDistInstGrp 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

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
Parties N
MarketID 1301 N
MarketSegmentID 1300 N
TargetParties 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
AffectedOrdGrp 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
Parties N
MassActionReportID 1369 Y
NotAffectedOrdersGrp N
MarketID 1301 N
MarketSegmentID 1300 N
TargetParties N

NewOrderCross

Name Number Required
CrossID 548 Y
CrossType 549 Y
CrossPrioritization 550 Y
SideCrossOrdModGrp Y
Instrument Y
UndInstrmtGrp N
InstrmtLegGrp N
SettlType 63 N
SettlDate 64 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
TrdgSesGrp 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
StrategyParametersGrp N
TransBkdTime 483 N
RootParties N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
ExDestinationIDSource 1133 N

CrossOrderCancelReplaceRequest

Name Number Required
OrderID 37 N
CrossID 548 Y
OrigCrossID 551 Y
CrossType 549 Y
CrossPrioritization 550 Y
SideCrossOrdModGrp Y
Instrument Y
UndInstrmtGrp N
InstrmtLegGrp N
SettlType 63 N
SettlDate 64 N
HandlInst 21 N
ExecInst 18 N
MinQty 110 N
MaxFloor 111 N
ExDestination 100 N
TrdgSesGrp 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
StrategyParametersGrp N
HostCrossID 961 N
TransBkdTime 483 N
RootParties N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
ExDestinationIDSource 1133 N

CrossOrderCancelRequest

Name Number Required
OrderID 37 N
CrossID 548 Y
OrigCrossID 551 Y
CrossType 549 Y
CrossPrioritization 550 Y
SideCrossOrdCxlGrp Y
Instrument Y
UndInstrmtGrp N
InstrmtLegGrp N
TransactTime 60 Y
HostCrossID 961 N
RootParties 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
MarketID 1301 N
MarketSegmentID 1300 N

SecurityTypes

Name Number Required
SecurityReqID 320 Y
SecurityResponseID 322 Y
SecurityResponseType 323 Y
TotNoSecurityTypes 557 N
LastFragment 893 N
SecTypesGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N
MarketID 1301 N
MarketSegmentID 1300 N
ApplicationSequenceControl N

SecurityListRequest

Name Number Required
SecurityReqID 320 Y
SecurityListRequestType 559 Y
Instrument N
InstrumentExtension N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TradingSessionID 336 N
TradingSessionSubID 625 N
SubscriptionRequestType 263 N
MarketID 1301 N
MarketSegmentID 1300 N
SecurityListID 1465 N
SecurityListType 1470 N
SecurityListTypeSource 1471 N

SecurityList

Name Number Required
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityRequestResult 560 N
TotNoRelatedSym 393 N
LastFragment 893 N
SecListGrp N
SecurityReportID 964 N
ClearingBusinessDate 715 N
MarketID 1301 N
MarketSegmentID 1300 N
ApplicationSequenceControl N
SecurityListID 1465 N
SecurityListRefID 1466 N
SecurityListDesc 1467 N
EncodedSecurityListDescLen 1468 N
EncodedSecurityListDesc 1469 N
SecurityListType 1470 N
SecurityListTypeSource 1471 N
TransactTime 60 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
MarketID 1301 N
MarketSegmentID 1300 N
DerivativeInstrument N

DerivativeSecurityList

Name Number Required
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityRequestResult 560 N
UnderlyingInstrument N
TotNoRelatedSym 393 N
LastFragment 893 N
RelSymDerivSecGrp N
DerivativeSecurityDefinition N
ApplicationSequenceControl N
SecurityReportID 964 N
ClearingBusinessDate 715 N
TransactTime 60 N

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
PreAllocMlegGrp 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
TrdgSesGrp N
ProcessCode 81 N
Side 54 Y
Instrument N
UndInstrmtGrp N
PrevClosePx 140 N
LegOrdGrp N
LocateReqd 114 N
TransactTime 60 Y
QtyType 854 N
OrderQtyData N
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
StrategyParametersGrp N
SwapPoints 1069 N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
RefOrderID 1080 N
RefOrderIDSource 1081 N
PreTradeAnonymity 1091 N
ExDestinationIDSource 1133 N
MultilegModel 1377 N
MultilegPriceMethod 1378 N
RiskFreeRate 1190 N

MultilegOrderCancelReplace

Name Number Required
OrderID 37 N
OrigClOrdID 41 N
ClOrdID 11 N
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
PreAllocMlegGrp 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
TrdgSesGrp N
ProcessCode 81 N
Side 54 Y
Instrument N
UndInstrmtGrp N
PrevClosePx 140 N
LegOrdGrp 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
StrategyParametersGrp N
MatchIncrement 1089 N
MaxPriceLevels 1090 N
DisplayInstruction N
PriceProtectionScope 1092 N
TriggeringInstruction N
PreTradeAnonymity 1091 N
ExDestinationIDSource 1133 N
SwapPoints 1069 N
MultilegModel 1377 N
MultilegPriceMethod 1378 N
RiskFreeRate 1190 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
UndInstrmtGrp N
InstrmtLegGrp N
TrdCapDtGrp 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
MessageEventSource 1011 N
TradeID 1003 N
SecondaryTradeID 1040 N
FirmTradeID 1041 N
SecondaryFirmTradeID 1042 N
TradeHandlingInstr 1123 N

TradeCaptureReport

Name Number Required
TradeReportID 571 N
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
SecondaryExecID 527 N
ExecRestatementReason 378 N
PreviouslyReported 570 N
PriceType 423 N
Instrument Y
FinancingDetails N
QtyType 854 N
YieldData N
UndInstrmtGrp 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 N
ClearingBusinessDate 715 N
AvgPx 6 N
SpreadOrBenchmarkCurveData N
AvgPxIndicator 819 N
PositionAmountData N
MultiLegReportingType 442 N
TradeLegRefID 824 N
TrdInstrmtLegGrp N
TransactTime 60 N
TrdRegTimestamps N
SettlType 63 N
SettlDate 64 N
MatchStatus 573 N
MatchType 574 N
TrdCapRptSideGrp Y
CopyMsgIndicator 797 N
PublishTrdIndicator 852 N
ShortSaleReason 853 N
TrdRptStatus 939 N
AsOfIndicator 1015 N
SettlSessID 716 N
SettlSessSubID 717 N
TierCode 994 N
MessageEventSource 1011 N
LastUpdateTime 779 N
RndPx 991 N
TradeID 1003 N
SecondaryTradeID 1040 N
FirmTradeID 1041 N
SecondaryFirmTradeID 1042 N
CalculatedCcyLastQty 1056 N
LastSwapPoints 1071 N
UnderlyingSettlementDate 987 N
GrossTradeAmt 381 N
RootParties N
TradeHandlingInstr 1123 N
OrigTradeHandlingInstr 1124 N
OrigTradeDate 1125 N
OrigTradeID 1126 N
OrigSecondaryTradeID 1127 N
TZTransactTime 1132 N
ReportedPxDiff 1134 N
Currency 15 N
SettlCurrency 120 N
RejectText 1328 N
FeeMultiplier 1329 N
Volatility 1188 N
DividendYield 1380 N
RiskFreeRate 1190 N
CurrencyRatio 1382 N
TrdRepIndicatorsGrp N
TradePublishIndicator 1390 N
ApplicationSequenceControl N
VenueType 1430 N
MarketSegmentID 1300 N
MarketID 1301 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
TargetParties N

QuoteRequestReject

Name Number Required
QuoteReqID 131 Y
RFQReqID 644 N
QuoteRequestRejectReason 658 Y
QuotReqRjctGrp Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
RootParties N
PrivateQuote 1171 N
RespondentType 1172 N
PreTradeAnonymity 1091 N

RFQRequest

Name Number Required
RFQReqID 644 Y
RFQReqGrp Y
SubscriptionRequestType 263 N
PrivateQuote 1171 N
Parties N

QuoteStatusReport

Name Number Required
QuoteStatusReqID 649 N
QuoteReqID 131 N
QuoteID 117 N
QuoteRespID 693 N
QuoteType 537 N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument N
FinancingDetails N
UndInstrmtGrp 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
LegQuotStatGrp N
QuotQualGrp 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
ExDestinationIDSource 1133 N
QuoteCancelType 298 N
QuoteMsgID 1166 N
QuoteRejectReason 300 N
MinQty 110 N
BookingType 775 N
OrderCapacity 528 N
OrderRestrictions 529 N
TargetParties 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
QuotQualGrp N
Parties N
TradingSessionID 336 N
TradingSessionSubID 625 N
Instrument Y
FinancingDetails N
UndInstrmtGrp 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
LegQuotGrp 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
ExDestinationIDSource 1133 N
QuoteMsgID 1166 N
PreTradeAnonymity 1091 N
MinQty 110 N
OrderRestrictions 529 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
OrdAllocGrp N
AllocID 70 N
SecondaryAllocID 793 N
IndividualAllocID 467 N
TransactTime 60 Y
TradeDate 75 Y
TrdRegTimestamps N
Instrument Y
InstrumentExtension N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp N
YieldData N
AllocQty 80 Y
QtyType 854 N
Side 54 Y
Currency 15 N
LastMkt 30 N
CpctyConfGrp 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
MiscFeesGrp N

PositionMaintenanceRequest

Name Number Required
PosReqID 710 N
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 N
AcctIDSource 660 N
AccountType 581 N
Instrument Y
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
TrdgSesGrp N
TransactTime 60 N
PositionQty Y
AdjustmentType 718 N
ContraryInstructionIndicator 719 N
PriorSpreadIndicator 720 N
ThresholdAmount 834 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
PositionAmountData N
SettlCurrency 120 N

PositionMaintenanceReport

Name Number Required
PosMaintRptID 721 Y
PosTransType 709 Y
PosReqID 710 N
PosMaintAction 712 Y
OrigPosReqRefID 713 N
PosMaintStatus 722 Y
PosMaintResult 723 N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
Parties N
Account 1 N
AcctIDSource 660 N
AccountType 581 N
Instrument Y
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
TrdgSesGrp N
TransactTime 60 N
PositionQty Y
PositionAmountData N
AdjustmentType 718 N
ThresholdAmount 834 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlCurrency 120 N
ContraryInstructionIndicator 719 N
PriorSpreadIndicator 720 N
PosMaintRptRefID 714 N

RequestForPositions

Name Number Required
PosReqID 710 Y
PosReqType 724 Y
MatchStatus 573 N
SubscriptionRequestType 263 N
Parties Y
Account 1 N
AcctIDSource 660 N
AccountType 581 N
Instrument N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
TrdgSesGrp N
TransactTime 60 Y
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
SettlCurrency 120 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 N
AcctIDSource 660 N
AccountType 581 N
Instrument N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
PosReqType 724 N
MatchStatus 573 N
ClearingBusinessDate 715 N
SubscriptionRequestType 263 N
SettlSessID 716 N
SettlSessSubID 717 N
SettlCurrency 120 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 N
ClearingBusinessDate 715 Y
SettlSessID 716 N
SettlSessSubID 717 N
Parties Y
Account 1 N
AcctIDSource 660 N
AccountType 581 N
Instrument N
Currency 15 N
SettlPrice 730 N
SettlPriceType 731 N
PriorSettlPrice 734 N
InstrmtLegGrp N
PosUndInstrmtGrp N
PositionQty N
PositionAmountData N
RegistStatus 506 N
DeliveryDate 743 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
MatchStatus 573 N
PriceType 423 N
SettlCurrency 120 N
MessageEventSource 1011 N
ApplicationSequenceControl N
ModelType 1434 N
PriceDelta 811 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
UndInstrmtGrp N
InstrmtLegGrp N
MultiLegReportingType 442 N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
MessageEventSource 1011 N
TradeID 1003 N
SecondaryTradeID 1040 N
FirmTradeID 1041 N
SecondaryFirmTradeID 1042 N

TradeCaptureReportAck

Name Number Required
TradeReportID 571 N
TradeReportTransType 487 N
TradeReportType 856 N
TrdType 828 N
TrdSubType 829 N
SecondaryTrdType 855 N
TransferReason 830 N
ExecType 150 N
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
TrdInstrmtLegGrp N
ClearingFeeIndicator 635 N
ExecRestatementReason 378 N
PreviouslyReported 570 N
PriceType 423 N
UnderlyingTradingSessionID 822 N
QtyType 854 N
UnderlyingTradingSessionSubID 823 N
LastQty 32 N
LastPx 31 N
LastParPx 669 N
LastSpotRate 194 N
LastForwardPoints 195 N
LastMkt 30 N
TradeDate 75 N
ClearingBusinessDate 715 N
AvgPx 6 N
AvgPxIndicator 819 N
MultiLegReportingType 442 N
TradeLegRefID 824 N
SettlType 63 N
MatchStatus 573 N
MatchType 574 N
CopyMsgIndicator 797 N
PublishTrdIndicator 852 N
ShortSaleReason 853 N
SettlDate 64 N
SettlSessID 716 N
SettlSessSubID 717 N
PositionAmountData N
TierCode 994 N
MessageEventSource 1011 N
LastUpdateTime 779 N
RndPx 991 N
TrdCapRptAckSideGrp N
AsOfIndicator 1015 N
TradeID 1003 N
SecondaryTradeID 1040 N
FirmTradeID 1041 N
SecondaryFirmTradeID 1042 N
CalculatedCcyLastQty 1056 N
LastSwapPoints 1071 N
GrossTradeAmt 381 N
RootParties N
TradeHandlingInstr 1123 N
OrigTradeHandlingInstr 1124 N
OrigTradeDate 1125 N
OrigTradeID 1126 N
OrigSecondaryTradeID 1127 N
UndInstrmtGrp N
RptSys 1135 N
Currency 15 N
SettlCurrency 120 N
FeeMultiplier 1329 N
TrdRepIndicatorsGrp N
TradePublishIndicator 1390 N
VenueType 1430 N
MarketSegmentID 1300 N
MarketID 1301 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 N
OrdAllocGrp N
ExecAllocGrp N
PreviouslyReported 570 N
ReversalIndicator 700 N
MatchType 574 N
Side 54 Y
Instrument Y
InstrumentExtension N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp 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
AllocGrp N
ClearingBusinessDate 715 N
TrdType 828 N
TrdSubType 829 N
MultiLegReportingType 442 N
CustOrderCapacity 582 N
TradeInputSource 578 N
RndPx 991 N
MessageEventSource 1011 N
TradeInputDevice 579 N
AvgPxIndicator 819 N
PositionAmountData N
RateSource 1446 N

AllocationReportAck

Name Number Required
AllocReportID 755 Y
AllocID 70 N
Parties N
SecondaryAllocID 793 N
TradeDate 75 N
TransactTime 60 N
AllocStatus 87 N
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
AllocAckGrp N
ClearingBusinessDate 715 N
AvgPxIndicator 819 N
Quantity 53 N
AllocTransType 71 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

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
SettlCurrency 120 N

AssignmentReport

Name Number Required
AsgnRptID 833 Y
TotNumAssignmentReports 832 N
LastRptRequested 912 N
Parties Y
Account 1 N
AccountType 581 N
Instrument N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
PositionQty N
PositionAmountData N
ThresholdAmount 834 N
SettlPrice 730 N
SettlPriceType 731 N
UnderlyingSettlPrice 732 N
ExpireDate 432 N
AssignmentMethod 744 N
AssignmentUnit 745 N
OpenInterest 746 N
ExerciseMethod 747 N
SettlSessID 716 N
SettlSessSubID 717 N
ClearingBusinessDate 715 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
PriorSettlPrice 734 N
ApplicationSequenceControl N
PosReqID 710 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
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtCollGrp N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
MiscFeesGrp 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
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtCollGrp N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
MiscFeesGrp 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
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

CollateralResponse

Name Number Required
CollRespID 904 Y
CollAsgnID 902 N
CollReqID 894 N
CollAsgnReason 895 N
CollAsgnTransType 903 N
CollAsgnRespType 905 Y
CollAsgnRejectReason 906 N
TransactTime 60 Y
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtCollGrp N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
MiscFeesGrp N
Price 44 N
PriceType 423 N
AccruedInterestAmt 159 N
EndAccruedInterestAmt 920 N
StartCash 921 N
EndCash 922 N
SpreadOrBenchmarkCurveData N
Stipulations N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
CollApplType 1043 N
FinancialStatus 291 N
ClearingBusinessDate 715 N

CollateralReport

Name Number Required
CollRptID 908 Y
CollInquiryID 909 N
CollStatus 910 Y
TotNumReports 911 N
LastRptRequested 912 N
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 N
MiscFeesGrp 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
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TransactTime 60 N
CollApplType 1043 N
FinancialStatus 291 N

CollateralInquiry

Name Number Required
CollInquiryID 909 Y
CollInqQualGrp N
SubscriptionRequestType 263 N
ResponseTransportType 725 N
ResponseDestination 726 N
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
MarginExcess 899 N
TotalNetValue 900 N
CashOutstanding 901 N
TrdRegTimestamps N
Side 54 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
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

NetworkCounterpartySystemStatusRequest

Name Number Required
NetworkRequestType 935 Y
NetworkRequestID 933 Y
CompIDReqGrp N

NetworkCounterpartySystemStatusResponse

Name Number Required
NetworkStatusResponseType 937 Y
NetworkRequestID 933 N
NetworkResponseID 932 Y
LastNetworkResponseID 934 N
CompIDStatGrp Y

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
EncryptedPasswordMethod 1400 N
EncryptedPasswordLen 1401 N
EncryptedPassword 1402 N
EncryptedNewPasswordLen 1403 N
EncryptedNewPassword 1404 N

UserResponse

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

CollateralInquiryAck

Name Number Required
CollInquiryID 909 Y
CollInquiryStatus 945 Y
CollInquiryResult 946 N
CollInqQualGrp N
TotNumReports 911 N
Parties N
Account 1 N
AccountType 581 N
ClOrdID 11 N
OrderID 37 N
SecondaryOrderID 198 N
SecondaryClOrdID 526 N
ExecCollGrp N
TrdCollGrp N
Instrument N
FinancingDetails N
SettlDate 64 N
Quantity 53 N
QtyType 854 N
Currency 15 N
InstrmtLegGrp N
UndInstrmtGrp N
TradingSessionID 336 N
TradingSessionSubID 625 N
SettlSessID 716 N
SettlSessSubID 717 N
ClearingBusinessDate 715 N
ResponseTransportType 725 N
ResponseDestination 726 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

ConfirmationRequest

Name Number Required
ConfirmReqID 859 Y
ConfirmType 773 Y
OrdAllocGrp 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

ContraryIntentionReport

Name Number Required
ContIntRptID 977 Y
TransactTime 60 N
LateIndicator 978 N
InputSource 979 N
ClearingBusinessDate 715 Y
Parties Y
ExpirationQty Y
Instrument Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
UndInstrmtGrp N
ApplicationSequenceControl N

SecurityDefinitionUpdateReport

Name Number Required
SecurityReportID 964 N
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityResponseType 323 N
ClearingBusinessDate 715 N
SecurityUpdateAction 980 N
CorporateAction 292 N
Instrument N
UndInstrmtGrp N
Currency 15 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
InstrmtLegGrp N
InstrumentExtension N
Stipulations N
SpreadOrBenchmarkCurveData N
YieldData N
MarketSegmentGrp N
ApplicationSequenceControl N
TransactTime 60 N

SecurityListUpdateReport

Name Number Required
SecurityReportID 964 N
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityRequestResult 560 N
TotNoRelatedSym 393 N
ClearingBusinessDate 715 N
SecurityUpdateAction 980 N
CorporateAction 292 N
LastFragment 893 N
SecLstUpdRelSymGrp N
MarketID 1301 N
MarketSegmentID 1300 N
ApplicationSequenceControl N
SecurityListID 1465 N
SecurityListRefID 1466 N
SecurityListDesc 1467 N
EncodedSecurityListDescLen 1468 N
EncodedSecurityListDesc 1469 N
SecurityListType 1470 N
SecurityListTypeSource 1471 N
TransactTime 60 N

AdjustedPositionReport

Name Number Required
PosMaintRptID 721 Y
PosReqType 724 N
ClearingBusinessDate 715 Y
SettlSessID 716 N
Parties Y
PositionQty Y
InstrmtGrp N
SettlPrice 730 N
PriorSettlPrice 734 N
PosMaintRptRefID 714 N

AllocationInstructionAlert

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 N
OrdAllocGrp N
ExecAllocGrp N
PreviouslyReported 570 N
ReversalIndicator 700 N
MatchType 574 N
Side 54 Y
Instrument Y
InstrumentExtension N
FinancingDetails N
UndInstrmtGrp N
InstrmtLegGrp N
Quantity 53 Y
QtyType 854 N
LastMkt 30 N
TradeOriginationDate 229 N
TradingSessionID 336 N
TradingSessionSubID 625 N
PriceType 423 N
AvgPx 6 N
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
PositionAmountData N
TotNoAllocs 892 N
LastFragment 893 N
AllocGrp N
AvgPxIndicator 819 N
ClearingBusinessDate 715 N
TrdType 828 N
TrdSubType 829 N
CustOrderCapacity 582 N
TradeInputSource 578 N
MultiLegReportingType 442 N
MessageEventSource 1011 N
RndPx 991 N

ExecutionAcknowledgement

Name Number Required
OrderID 37 Y
SecondaryOrderID 198 N
ClOrdID 11 N
ExecAckStatus 1036 Y
ExecID 17 Y
DKReason 127 N
Instrument Y
UndInstrmtGrp N
InstrmtLegGrp N
Side 54 Y
OrderQtyData Y
LastQty 32 N
LastPx 31 N
PriceType 423 N
LastParPx 669 N
CumQty 14 N
AvgPx 6 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

TradingSessionList

Name Number Required
TradSesReqID 335 N
TrdSessLstGrp Y
ApplicationSequenceControl N

TradingSessionListRequest

Name Number Required
TradSesReqID 335 Y
TradingSessionID 336 N
TradingSessionSubID 625 N
SecurityExchange 207 N
TradSesMethod 338 N
TradSesMode 339 N
SubscriptionRequestType 263 Y
MarketID 1301 N
MarketSegmentID 1300 N

SettlementObligationReport

Name Number Required
ClearingBusinessDate 715 N
SettlementCycleNo 1153 N
SettlObligMsgID 1160 Y
SettlObligMode 1159 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TransactTime 60 N
SettlObligationInstructions Y
ApplicationSequenceControl N

DerivativeSecurityListUpdateReport

Name Number Required
SecurityReqID 320 N
SecurityResponseID 322 N
SecurityRequestResult 560 N
SecurityUpdateAction 980 N
UnderlyingInstrument N
DerivativeSecurityDefinition N
TotNoRelatedSym 393 N
LastFragment 893 N
RelSymDerivSecUpdGrp N
ApplicationSequenceControl N
TransactTime 60 N

TradingSessionListUpdateReport

Name Number Required
TradSesReqID 335 N
TrdSessLstGrp Y
ApplicationSequenceControl N

MarketDefinitionRequest

Name Number Required
MarketReqID 1393 Y
SubscriptionRequestType 263 Y
MarketID 1301 N
MarketSegmentID 1300 N
ParentMktSegmID 1325 N

MarketDefinition

Name Number Required
MarketReportID 1394 Y
MarketReqID 1393 N
MarketID 1301 Y
MarketSegmentID 1300 N
MarketSegmentDesc 1396 N
EncodedMktSegmDescLen 1397 N
EncodedMktSegmDesc 1398 N
ParentMktSegmID 1325 N
Currency 15 N
BaseTradingRules N
OrdTypeRules N
TimeInForceRules N
ExecInstRules N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
ApplicationSequenceControl N

MarketDefinitionUpdateReport

Name Number Required
MarketReportID 1394 Y
MarketReqID 1393 N
MarketUpdateAction 1395 N
MarketID 1301 Y
MarketSegmentID 1300 N
MarketSegmentDesc 1396 N
EncodedMktSegmDescLen 1397 N
EncodedMktSegmDesc 1398 N
ParentMktSegmID 1325 N
Currency 15 N
BaseTradingRules N
OrdTypeRules N
TimeInForceRules N
ExecInstRules N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
ApplicationSequenceControl N

ApplicationMessageRequest

Name Number Required
ApplReqID 1346 Y
ApplReqType 1347 Y
ApplIDRequestGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
Parties N

ApplicationMessageRequestAck

Name Number Required
ApplResponseID 1353 Y
ApplReqID 1346 N
ApplReqType 1347 N
ApplResponseType 1348 N
ApplTotalMessageCount 1349 N
ApplIDRequestAckGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
Parties N

ApplicationMessageReport

Name Number Required
ApplReportID 1356 Y
ApplReportType 1426 Y
ApplIDReportGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
ApplReqID 1346 N

OrderMassActionReport

Name Number Required
ClOrdID 11 N
SecondaryClOrdID 526 N
MassActionReportID 1369 Y
MassActionType 1373 Y
MassActionScope 1374 Y
MassActionResponse 1375 Y
MassActionRejectReason 1376 N
TotalAffectedOrders 533 N
AffectedOrdGrp N
MarketID 1301 N
MarketSegmentID 1300 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Parties N
Instrument N
UnderlyingInstrument N
Side 54 N
TransactTime 60 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
NotAffectedOrdersGrp N
TargetParties N

OrderMassActionRequest

Name Number Required
ClOrdID 11 Y
SecondaryClOrdID 526 N
MassActionType 1373 Y
MassActionScope 1374 Y
MarketID 1301 N
MarketSegmentID 1300 N
TradingSessionID 336 N
TradingSessionSubID 625 N
Parties N
Instrument N
UnderlyingInstrument N
Side 54 N
TransactTime 60 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N
TargetParties N

UserNotification

Name Number Required
UsernameGrp N
UserStatus 926 Y
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

StreamAssignmentRequest

Name Number Required
StreamAsgnReqID 1497 Y
StreamAsgnReqType 1498 Y
StrmAsgnReqGrp Y

StreamAssignmentReport

Name Number Required
StreamAsgnRptID 1501 Y
StreamAsgnReqType 1498 N
StreamAsgnReqID 1497 N
StrmAsgnRptGrp N

StreamAssignmentReportACK

Name Number Required
StreamAsgnAckType 1503 Y
StreamAsgnRptID 1501 Y
StreamAsgnRejReason 1502 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

PartyDetailsListRequest

Name Number Required
PartyDetailsListRequestID 1505 Y
PartyListResponseTypeGrp Y
Parties N
RequestedPartyRoleGrp N
PartyRelationships N
SubscriptionRequestType 263 N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

PartyDetailsListReport

Name Number Required
ApplicationSequenceControl N
PartyDetailsListReportID 1510 Y
PartyDetailsListRequestID 1505 N
PartyDetailsRequestResult 1511 N
TotNoPartyList 1512 N
LastFragment 893 N
PartyListGrp N
Text 58 N
EncodedTextLen 354 N
EncodedText 355 N

COMPONENT BLOCKS

RelatedAltPtysSubGrp

Name Number Required
àRelatedPartyAltSubID 1573 N
àRelatedPartyAltSubIDType 1574 N

DerivativeSecurityXML

Name Number Required
DerivativeSecurityXMLLen 1282 N
DerivativeSecurityXML 1283 N
DerivativeSecurityXMLSchema 1284 N

InstrumentLeg

Name Number Required
LegSymbol 600 N
LegSymbolSfx 601 N
LegSecurityID 602 N
LegSecurityIDSource 603 N
LegSecAltIDGrp N
LegProduct 607 N
LegCFICode 608 N
LegSecurityType 609 N
LegSecuritySubType 764 N
LegMaturityMonthYear 610 N
LegMaturityDate 611 N
LegCouponPaymentDate 248 N
LegIssueDate 249 N
LegRepoCollateralSecurityType 250 N
LegRepurchaseTerm 251 N
LegRepurchaseRate 252 N
LegFactor 253 N
LegCreditRating 257 N
LegInstrRegistry 599 N
LegCountryOfIssue 596 N
LegStateOrProvinceOfIssue 597 N
LegLocaleOfIssue 598 N
LegRedemptionDate 254 N
LegStrikePrice 612 N
LegStrikeCurrency 942 N
LegOptAttribute 613 N
LegContractMultiplier 614 N
LegCouponRate 615 N
LegSecurityExchange 616 N
LegIssuer 617 N
EncodedLegIssuerLen 618 N
EncodedLegIssuer 619 N
LegSecurityDesc 620 N
EncodedLegSecurityDescLen 621 N
EncodedLegSecurityDesc 622 N
LegRatioQty 623 N
LegSide 624 N
LegCurrency 556 N
LegPool 740 N
LegDatedDate 739 N
LegContractSettlMonth 955 N
LegInterestAccrualDate 956 N
LegUnitOfMeasure 999 N
LegTimeUnit 1001 N
LegOptionRatio 1017 N
LegPrice 566 N
LegMaturityTime 1212 N
LegPutOrCall 1358 N
LegExerciseStyle 1420 N
LegUnitOfMeasureQty 1224 N
LegPriceUnitOfMeasure 1421 N
LegPriceUnitOfMeasureQty 1422 N
LegContractMultiplierUnit 1436 N
LegFlowScheduleType 1440 N

InstrmtLegExecGrp

Name Number Required
àInstrumentLeg N
àLegQty 687 N
àLegSwapType 690 N
àLegStipulations N
àLegPositionEffect 564 N
àLegCoveredOrUncovered 565 N
àLegRefID 654 N
àLegSettlType 587 N
àLegSettlDate 588 N
àLegLastPx 637 N
àLegOrderQty 685 N
àLegSettlCurrency 675 N
àLegLastForwardPoints 1073 N
àLegCalculatedCcyLastQty 1074 N
àLegGrossTradeAmt 1075 N
àNestedParties3 N
àLegAllocID 1366 N
àLegPreAllocGrp N
àLegVolatility 1379 N
àLegDividendYield 1381 N
àLegCurrencyRatio 1383 N
àLegExecInst 1384 N
àLegLastQty 1418 N

TrdCapRptSideGrp

Name Number Required
àSide 54 Y
àParties N
àAccount 1 N
àAcctIDSource 660 N
àAccountType 581 N
àProcessCode 81 N
àOddLot 575 N
àClrInstGrp N
àTradeInputSource 578 N
àTradeInputDevice 579 N
àComplianceID 376 N
àSolicitedFlag 377 N
àCustOrderCapacity 582 N
àTradingSessionID 336 N
àTradingSessionSubID 625 N
àTimeBracket 943 N
àCommissionData 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
àSettlCurrFxRate 155 N
àSettlCurrFxRateCalc 156 N
àPositionEffect 77 N
àText 58 N
àEncodedTextLen 354 N
àEncodedText 355 N
àSideMultiLegReportingType 752 N
àContAmtGrp N
àStipulations N
àMiscFeesGrp N
àExchangeRule 825 N
àTradeAllocIndicator 826 N
àPreallocMethod 591 N
àAllocID 70 N
àTrdAllocGrp N
àSideLastQty 1009 N
àSideTradeReportID 1005 N
àSideFillStationCd 1006 N
àSideReasonCd 1007 N
àRptSeq 83 N
àSideTrdSubTyp 1008 N
àSideTrdRegTS N
àSideGrossTradeAmt 1072 N
àAggressorIndicator 1057 N
àExchangeSpecialInstructions 1139 N
àNetGrossInd 430 N
àSideCurrency 1154 N
àSideSettlCurrency 1155 N
àSettlDetails N
àOrderCategory 1115 N
àTradeReportOrderDetail