define( [ ], function() { return { systemFieldIds: [10], fieldById: { "1": { "name": "Account", "type": "STRING" }, "2": { "name": "AdvId", "type": "STRING" }, "3": { "name": "AdvRefID", "type": "STRING" }, "4": { "name": "AdvSide", "type": "CHAR", "values": { "B": "Buy", "S": "Sell", "X": "Cross", "T": "Trade" } }, "5": { "name": "AdvTransType", "type": "STRING", "values": { "N": "New", "C": "Cancel", "R": "Replace" } }, "6": { "name": "AvgPx", "type": "PRICE" }, "7": { "name": "BeginSeqNo", "type": "SEQNUM" }, "8": { "name": "BeginString", "type": "STRING", "isHeaderField": true, "isRequired": true }, "9": { "name": "BodyLength", "type": "LENGTH", "isHeaderField": true, "isRequired": true }, "10": { "name": "CheckSum", "type": "STRING" }, "11": { "name": "ClOrdID", "type": "STRING" }, "12": { "name": "Commission", "type": "AMT" }, "13": { "name": "CommType", "type": "CHAR", "values": { "1": "Per Unit", "2": "Percentage", "3": "Absolute", "4": "Percentage Waived Cash Discount", "5": "Percentage Waived Enhanced Units", "6": "Points Per Bond Or Contract" } }, "14": { "name": "CumQty", "type": "QTY" }, "15": { "name": "Currency", "type": "CURRENCY" }, "16": { "name": "EndSeqNo", "type": "SEQNUM" }, "17": { "name": "ExecID", "type": "STRING" }, "18": { "name": "ExecInst", "type": "MULTIPLEVALUESTRING", "values": { "1": "Not Held", "2": "Work", "3": "Go Along", "4": "Over The Day", "5": "Held", "6": "Participate Don't Initiate", "7": "Strict Scale", "8": "Try To Scale", "9": "Stay On Bidside", "0": "Stay On Offerside", "A": "No Cross", "B": "OK To Cross", "C": "Call First", "D": "Percent Of Volume", "E": "Do Not Increase", "F": "Do Not Reduce", "G": "All Or None", "H": "Reinstate On System Failure", "I": "Institutions Only", "J": "Reinstate On Trading Halt", "K": "Cancel On Trading Halt", "L": "Last Peg", "M": "Mid Prive", "N": "Non Negotiable", "O": "Opening Peg", "P": "Market Peg", "Q": "Cancel On System Failure", "R": "Primary Peg", "S": "Suspend", "T": "Fixed Peg To Local Best Bid Or Offer At Time Of Order", "U": "Customer Display Instruction", "V": "Netting", "W": "Peg to VWAP", "X": "Trade Along", "Y": "Try To Stop", "Z": "Cancel If Not Best", "a": "Trailing Stop Peg", "b": "String Limit", "c": "Ignore Price Validity Checks", "d": "Peg To Limit Price", "e": "Work To Target Strategy" } }, "19": { "name": "ExecRefID", "type": "STRING" }, "20": { "name": "ExecTransType", "type": "CHAR", "values": { "0": "New", "1": "Cancel", "2": "Correct", "3": "Status" } }, "21": { "name": "HandlInst", "type": "CHAR", "values": { "1": "Automated Execution Order Private", "2": "Automated Execution Order Public", "3": "Manual Order" } }, "22": { "name": "SecurityIDSource", "type": "STRING", "values": { "1": "Cusip", "2": "Sedol", "3": "Quik", "4": "ISIN Number", "5": "RIC Code", "6": "ISO Currency Code", "7": "ISO Country Code", "8": "Exchange Symbol", "9": "Consolidated Tape Association", "A": "Bloomberg Symbol", "B": "Wertpapier", "C": "Dutch", "D": "Valoren", "E": "Sicovam", "F": "Belgian", "G": "Common", "H": "Clearing House Clearing Organization", "I": "Isda FPML Product Specification", "J": "Options Price Reporting Authority" } }, "23": { "name": "IOIid", "type": "STRING" }, "25": { "name": "IOIQltyInd", "type": "CHAR", "values": { "L": "Low", "M": "Medium", "H": "High" } }, "26": { "name": "IOIRefID", "type": "STRING" }, "27": { "name": "IOIQty", "type": "STRING" }, "28": { "name": "IOITransType", "type": "CHAR", "values": { "N": "New", "C": "Cancel", "R": "Replace" } }, "29": { "name": "LastCapacity", "type": "CHAR", "values": { "1": "Agent", "2": "Cross As Agent", "3": "Cross As Principal", "4": "Principal" } }, "30": { "name": "LastMkt", "type": "EXCHANGE" }, "31": { "name": "LastPx", "type": "PRICE" }, "32": { "name": "LastQty", "type": "QTY" }, "33": { "name": "LinesOfText", "type": "NUMINGROUP" }, "34": { "name": "MsgSeqNum", "type": "SEQNUM", "isHeaderField": true, "isRequired": true }, "35": { "name": "MsgType", "type": "STRING", "isHeaderField": true, "isRequired": true, "values": { "0": "Heartbeat", "1": "Test Request", "2": "Resend Request", "3": "Reject", "4": "Sequence Reset", "5": "Logout", "6": "Indication Of Interest", "7": "Advertisement", "8": "Execution Report", "9": "Order Cancel Reject", "A": "Logon", "B": "News", "C": "Email", "D": "Order Single", "E": "Order List", "F": "Order Cancel Request", "G": "Order Cancel Replace Request", "H": "Order Status Request", "J": "Allocation Instruction", "K": "List Cancel Request", "L": "List Execute", "M": "List Status Request", "N": "List Status", "P": "Allocation Instruction Ack", "Q": "Dont Know Trade", "R": "Quote Request", "S": "Quote", "T": "Settlement Instructions", "V": "Market Data Request", "W": "Market Data Snapshot Full Refresh", "X": "Market Data Incremental Refresh", "Y": "Market Data Request Reject", "Z": "Quote Cancel", "a": "Quote Status Request", "b": "Mass Quote Acknowledgement", "c": "Security Definition Request", "d": "Security Definition", "e": "Security Status Request", "f": "Security Status", "g": "Trading Session Status Request", "h": "Trading Session Status", "i": "Mass Quote", "j": "Business Message Reject", "k": "Bid Request", "l": "Bid Response", "m": "List Strike Price", "n": "XML Message", "o": "Registration Instructions", "p": "Registration Instructions Response", "q": "Order Mass Cancel Request", "r": "Order Mass Cancel Report", "s": "New Order Cross", "t": "Cross Order Cancel Replace Request", "u": "Cross Order Cancel Request", "v": "Security Type Request", "w": "Security Types", "x": "Security List Request", "y": "Security List", "z": "Derivative Security List Request", "AA": "Derivative Security List", "AB": "New Order Multileg", "AC": "Multileg Order Cancel Replace", "AD": "Trade Capture Report Request", "AE": "Trade Capture Report", "AF": "Order Mass Status Request", "AG": "Quote Request Reject", "AH": "RFQ Request", "AI": "Quote Status Report", "AJ": "Quote Response", "AK": "Confirmation", "AL": "Position Maintenance Request", "AM": "Position Maintenance Report", "AN": "Request For Positions", "AO": "Request For Positions Ack", "AP": "Position Report", "AQ": "Trade Capture Report Request Ack", "AR": "Trade Capture Report Ack", "AS": "Allocation Report", "AT": "Allocation Report Ack", "AU": "Confirmation Ack", "AV": "Settlement Instruction Request", "AW": "Assignment Report", "AX": "Collateral Request", "AY": "Collateral Assignment", "AZ": "Collateral Response", "BA": "Collateral Report", "BB": "Collateral Inquiry", "BC": "Network Status Request", "BD": "Network Status Response", "BE": "User Request", "BF": "User Response", "BG": "Collateral Inquiry Ack", "BH": "Confirmation Request" } }, "36": { "name": "NewSeqNo", "type": "SEQNUM" }, "37": { "name": "OrderID", "type": "STRING" }, "38": { "name": "OrderQty", "type": "QTY" }, "39": { "name": "OrdStatus", "type": "CHAR", "values": { "0": "New", "1": "Partially Filled", "2": "Filled", "3": "Done For Day", "4": "Canceled", "5": "Replaced", "6": "Pending Cancel", "7": "Stopped", "8": "Rejected", "9": "Suspended", "A": "Pending New", "B": "Calculated", "C": "Expired", "D": "Accepted For Bidding", "E": "Pending Replace" } }, "40": { "name": "OrdType", "type": "CHAR", "values": { "1": "Market", "2": "Limit", "3": "Stop", "4": "Stop Limit", "5": "Market On Close", "6": "With Or Without", "7": "Limit Or Better", "8": "Limit With Or Without", "9": "On Basis", "A": "On Close", "B": "Limit On Close", "C": "FOREX Market", "D": "Previously Quoted", "E": "Previously Indicated", "F": "FOREX Limit", "G": "FOREX Swap", "H": "FOREX Previously Quoted", "I": "Funari", "J": "Market If Touchet", "K": "Market With Leftover As Limit", "L": "Previous Fund Valuation Point", "M": "Next Fund Valuation Point", "P": "Pegged" } }, "41": { "name": "OrigClOrdID", "type": "STRING" }, "42": { "name": "OrigTime", "type": "UTCTIMESTAMP" }, "43": { "name": "PossDupFlag", "type": "BOOLEAN", "isHeaderField": true }, "44": { "name": "Price", "type": "PRICE" }, "45": { "name": "RefSeqNum", "type": "SEQNUM" }, "48": { "name": "SecurityID", "type": "STRING" }, "49": { "name": "SenderCompID", "type": "STRING", "isRequired": true, "isHeaderField": true }, "50": { "name": "SenderSubID", "type": "STRING", "isHeaderField": true }, "52": { "name": "SendingTime", "type": "UTCTIMESTAMP", "isHeaderField": true, "isRequired": true }, "53": { "name": "Quantity", "type": "QTY" }, "54": { "name": "Side", "type": "CHAR", "values": { "1": "Buy", "2": "Sell", "3": "Buy Minus", "4": "Sell Plus", "5": "Sell Short", "6": "Sell Short Exempt", "7": "Undisclosed", "8": "Cross", "9": "Cross Short", "A": "Cross Short Exempt", "B": "As Defined", "C": "Opposite", "D": "Subscribe", "E": "Redeem", "F": "Lend", "G": "Borrow" } }, "55": { "name": "Symbol", "type": "STRING" }, "56": { "name": "TargetCompID", "type": "STRING", "isRequired": true, "isHeaderField": true }, "57": { "name": "TargetSubID", "type": "STRING", "isHeaderField": true }, "58": { "name": "Text", "type": "STRING" }, "59": { "name": "TimeInForce", "type": "CHAR", "values": { "0": "Day", "1": "Good Till Cancel", "2": "At The Opening", "3": "Immediate Or Cancel", "4": "Fill Or Kill", "5": "Good Till Crossing", "6": "Good Till Date", "7": "At The Close" } }, "60": { "name": "TransactTime", "type": "UTCTIMESTAMP" }, "61": { "name": "Urgency", "type": "CHAR", "values": { "0": "NORMAL", "1": "FLASH", "2": "BACKGROUND" } }, "62": { "name": "ValidUntilTime", "type": "UTCTIMESTAMP" }, "63": { "name": "SettlType", "type": "CHAR", "values": { "0": "Regular", "1": "Cash", "2": "Next Day", "3": "T Plus 2", "4": "T Plus 3", "5": "T Plus 4", "6": "Future", "7": "When And If Issued", "8": "Seller's Option", "9": "T Plus 5" } }, "64": { "name": "SettlDate", "type": "LOCALMKTDATE" }, "65": { "name": "SymbolSfx", "type": "STRING", "allowOtherValues": "true", "values": { "WI": "When Issued", "CD": "A EUCP With Lump Sum Interest" } }, "66": { "name": "ListID", "type": "STRING" }, "67": { "name": "ListSeqNo", "type": "INT" }, "68": { "name": "TotNoOrders", "type": "INT" }, "69": { "name": "ListExecInst", "type": "STRING" }, "70": { "name": "AllocID", "type": "STRING" }, "71": { "name": "AllocTransType", "type": "CHAR", "values": { "0": "New", "1": "Replace", "2": "Cancel", "3": "Preliminary", "4": "Calculated", "5": "Calculated Without Preliminary" } }, "72": { "name": "RefAllocID", "type": "STRING" }, "73": { "name": "NoOrders", "type": "NUMINGROUP" }, "74": { "name": "AvgPxPrecision", "type": "INT" }, "75": { "name": "TradeDate", "type": "LOCALMKTDATE" }, "77": { "name": "PositionEffect", "type": "CHAR", "values": { "O": "Open", "C": "Close", "R": "Rolled", "F": "FIFO" } }, "78": { "name": "NoAllocs", "type": "NUMINGROUP" }, "79": { "name": "AllocAccount", "type": "STRING" }, "80": { "name": "AllocQty", "type": "QTY" }, "81": { "name": "ProcessCode", "type": "CHAR", "values": { "0": "Regular", "1": "Soft Dollar", "2": "Step In", "3": "Step Out", "4": "Soft Dollar Step In", "5": "Soft Dollar Step Out", "6": "Plan Sponsor" } }, "82": { "name": "NoRpts", "type": "NUMINGROUP" }, "83": { "name": "RptSeq", "type": "INT" }, "84": { "name": "CxlQty", "type": "QTY" }, "85": { "name": "NoDlvyInst", "type": "NUMINGROUP" }, "87": { "name": "AllocStatus", "type": "INT", "values": { "0": "Accepted", "1": "Block Level Reject", "2": "Account Level Reject", "3": "Received", "4": "Incomplete", "5": "Rejected By Intermediary" } }, "88": { "name": "AllocRejCode", "type": "INT", "values": { "0": "UNKNOWN_ACCOUNT", "1": "INCORRECT_QUANTITY", "2": "INCORRECT_AVERAGE_PRICE", "3": "UNKNOWN_EXECUTING_BROKER_MNEMONIC", "4": "COMMISSION_DIFFERENCE", "5": "UNKNOWN_ORDERID", "6": "UNKNOWN_LISTID", "7": "OTHER", "8": "INCORRECT_ALLOCATED_QUANTITY", "9": "CALCULATION_DIFFERENCE", "10": "UNKNOWN_OR_STALE_EXEC_ID", "11": "MISMATCHED_DATA_VALUE", "12": "UNKNOWN_CLORDID", "13": "WAREHOUSE_REQUEST_REJECTED" } }, "89": { "name": "Signature", "type": "DATA" }, "90": { "name": "SecureDataLen", "type": "LENGTH", "isHeaderField": true }, "91": { "name": "SecureData", "type": "DATA", "isHeaderField": true }, "93": { "name": "SignatureLength", "type": "LENGTH" }, "94": { "name": "EmailType", "type": "CHAR", "values": { "0": "NEW", "1": "REPLY", "2": "ADMIN_REPLY" } }, "95": { "name": "RawDataLength", "type": "LENGTH" }, "96": { "name": "RawData", "type": "DATA" }, "97": { "name": "PossResend", "type": "BOOLEAN", "isHeaderField": true }, "98": { "name": "EncryptMethod", "type": "INT", "values": { "0": "NONE_OTHER", "1": "PKCS", "2": "DES", "3": "PKCS_DES", "4": "PGP_DES", "5": "PGP_DES_MD5", "6": "PEM_DES_MD5" } }, "99": { "name": "StopPx", "type": "PRICE" }, "100": { "name": "ExDestination", "type": "EXCHANGE" }, "102": { "name": "CxlRejReason", "type": "INT", "values": { "0": "Too Late To Cancel", "1": "Unknown Order", "2": "Broker Exchange Option", "3": "Order Already In Pending Cancel Or Pending Replace Status", "4": "Unable To Process Order Mass Cancel Request", "5": "OrigOrdModTime Did Not Match Last TransactTime Of Order", "6": "Duplicate ClOrdId Received", "99": "OTHER" } }, "103": { "name": "OrdRejReason", "type": "INT", "values": { "0": "Broker Exchange Option", "1": "Unknown Symbol", "2": "Exchange Closed", "3": "Order Exceeds Limit", "4": "Too Late To Enter", "5": "Unknown Order", "6": "Duplicate Order", "7": "Duplicate Of A Verbally Communicated Order", "8": "Stale Order", "9": "Trade Along Required", "10": "Invalid Investor ID", "11": "Unsupported Order Characteristic", "12": "Surveillence Option", "13": "Incorrect Quantity", "14": "Incorrect Allocated Quantity", "15": "Unknown Account", "99": "Other" } }, "104": { "name": "IOIQualifier", "type": "CHAR", "values": { "A": "ALL_OR_NONE", "B": "MARKET_ON_CLOSE", "C": "AT_THE_CLOSE", "D": "VWAP", "I": "IN_TOUCH_WITH", "L": "LIMIT", "M": "MORE_BEHIND", "O": "AT_THE_OPEN", "P": "TAKING_A_POSITION", "Q": "AT_THE_MARKET", "R": "READY_TO_TRADE", "S": "PORTFOLIO_SHOWN", "T": "THROUGH_THE_DAY", "V": "VERSUS", "W": "INDICATION_WORKING_AWAY", "X": "CROSSING_OPPORTUNITY", "Y": "AT_THE_MIDPOINT", "Z": "PRE_OPEN" } }, "105": { "name": "WaveNo", "type": "STRING" }, "106": { "name": "Issuer", "type": "STRING" }, "107": { "name": "SecurityDesc", "type": "STRING" }, "108": { "name": "HeartBtInt", "type": "INT" }, "110": { "name": "MinQty", "type": "QTY" }, "111": { "name": "MaxFloor", "type": "QTY" }, "112": { "name": "TestReqID", "type": "STRING" }, "113": { "name": "ReportToExch", "type": "BOOLEAN" }, "114": { "name": "LocateReqd", "type": "BOOLEAN" }, "115": { "name": "OnBehalfOfCompID", "type": "STRING", "isHeaderField": true }, "116": { "name": "OnBehalfOfSubID", "type": "STRING", "isHeaderField": true }, "117": { "name": "QuoteID", "type": "STRING" }, "118": { "name": "NetMoney", "type": "AMT" }, "119": { "name": "SettlCurrAmt", "type": "AMT" }, "120": { "name": "SettlCurrency", "type": "CURRENCY" }, "121": { "name": "ForexReq", "type": "BOOLEAN" }, "122": { "name": "OrigSendingTime", "type": "UTCTIMESTAMP", "isHeaderField": true }, "123": { "name": "GapFillFlag", "type": "BOOLEAN" }, "124": { "name": "NoExecs", "type": "NUMINGROUP" }, "126": { "name": "ExpireTime", "type": "UTCTIMESTAMP" }, "127": { "name": "DKReason", "type": "CHAR", "values": { "A": "UNKNOWN_SYMBOL", "B": "WRONG_SIDE", "C": "QUANTITY_EXCEEDS_ORDER", "D": "NO_MATCHING_ORDER", "E": "PRICE_EXCEEDS_LIMIT", "F": "CALCULATION_DIFFERENCE", "Z": "OTHER" } }, "128": { "name": "DeliverToCompID", "type": "STRING", "isHeaderField": true }, "129": { "name": "DeliverToSubID", "type": "STRING", "isHeaderField": true }, "130": { "name": "IOINaturalFlag", "type": "BOOLEAN" }, "131": { "name": "QuoteReqID", "type": "STRING" }, "132": { "name": "BidPx", "type": "PRICE" }, "133": { "name": "OfferPx", "type": "PRICE" }, "134": { "name": "BidSize", "type": "QTY" }, "135": { "name": "OfferSize", "type": "QTY" }, "136": { "name": "NoMiscFees", "type": "NUMINGROUP" }, "137": { "name": "MiscFeeAmt", "type": "AMT" }, "138": { "name": "MiscFeeCurr", "type": "CURRENCY" }, "139": { "name": "MiscFeeType", "type": "CHAR", "values": { "1": "REGULATORY", "2": "TAX", "3": "LOCAL_COMMISSION", "4": "EXCHANGE_FEES", "5": "STAMP", "6": "LEVY", "7": "OTHER", "8": "MARKUP", "9": "CONSUMPTION_TAX" } }, "140": { "name": "PrevClosePx", "type": "PRICE" }, "141": { "name": "ResetSeqNumFlag", "type": "BOOLEAN" }, "142": { "name": "SenderLocationID", "type": "STRING", "isHeaderField": true }, "143": { "name": "TargetLocationID", "type": "STRING", "isHeaderField": true }, "144": { "name": "OnBehalfOfLocationID", "type": "STRING", "isHeaderField": true }, "145": { "name": "DeliverToLocationID", "type": "STRING", "isHeaderField": true }, "146": { "name": "NoRelatedSym", "type": "NUMINGROUP" }, "147": { "name": "Subject", "type": "STRING" }, "148": { "name": "Headline", "type": "STRING" }, "149": { "name": "URLLink", "type": "STRING" }, "150": { "name": "ExecType", "type": "CHAR", "values": { "0": "New", "1": "Partial Fill", "2": "Fill", "3": "Done For Day", "4": "Canceled", "5": "Replace", "6": "Pending Cancel", "7": "Stopped", "8": "Rejected", "9": "Suspended", "A": "Pending New", "B": "Calculated", "C": "Expired", "D": "Restated", "E": "Pending Replace", "F": "Trade", "G": "Trade Correct", "H": "Trade Cancel", "I": "Order Status" } }, "151": { "name": "LeavesQty", "type": "QTY" }, "152": { "name": "CashOrderQty", "type": "QTY" }, "153": { "name": "AllocAvgPx", "type": "PRICE" }, "154": { "name": "AllocNetMoney", "type": "AMT" }, "155": { "name": "SettlCurrFxRate", "type": "FLOAT" }, "156": { "name": "SettlCurrFxRateCalc", "type": "CHAR", "values": { "M": "MULTIPLY", "D": "DIVIDE" } }, "157": { "name": "NumDaysInterest", "type": "INT" }, "158": { "name": "AccruedInterestRate", "type": "PERCENTAGE" }, "159": { "name": "AccruedInterestAmt", "type": "AMT" }, "160": { "name": "SettlInstMode", "type": "CHAR", "values": { "0": "DEFAULT", "1": "STANDING_INSTRUCTIONS_PROVIDED", "4": "SPECIFIC_ORDER_FOR_A_SINGLE_ACCOUNT", "5": "REQUEST_REJECT" } }, "161": { "name": "AllocText", "type": "STRING" }, "162": { "name": "SettlInstID", "type": "STRING" }, "163": { "name": "SettlInstTransType", "type": "CHAR", "values": { "N": "NEW", "C": "CANCEL", "R": "REPLACE", "T": "RESTATE" } }, "164": { "name": "EmailThreadID", "type": "STRING" }, "165": { "name": "SettlInstSource", "type": "CHAR", "values": { "1": "BROKERS_INSTRUCTIONS", "2": "INSTITUTIONS_INSTRUCTIONS", "3": "INVESTOR" } }, "167": { "name": "SecurityType", "type": "STRING", "values": { "?": "Wildcard", "ABS": "Asset Backed Securities", "AMENDED": "Amended And Restated", "AN": "Other Anticipation Notes", "BA": "Banker's Acceptance", "BN": "Bank Notes", "BOX": "Bill Of Exchanges", "BRADY": "Brady Bond", "BRIDGE": "Bridge Loan", "BUYSELL": "Buy Sellback", "CB": "Convertible Bond", "CD": "Certificate Of Deposit", "CL": "Call Loans", "CMBS": "Corp Mortgage Backed Securities", "CMO": "Collateralized Mortgage Obligation", "COFO": "Certificate Of Obligation", "COFP": "Certificate Of Participation", "CORP": "Corporate Bond", "CP": "Commercial Paper", "CPP": "Corporate Private Placement", "CS": "Common Stock", "DEFLTED": "Defaulted", "DINP": "Debtor In Possession", "DN": "Deposit Notes", "DUAL": "Dual Currency", "EUCD": "Euro Certificate Of Deposit", "EUCORP": "Euro Corporate Bond", "EUCP": "Euro Commercial Paper", "EUSOV": "Euro Sovereigns", "EUSUPRA": "Euro Supranational Coupons", "FAC": "Federal Agency Coupon", "FADN": "Federal Agency Discount Note", "FOR": "Foreign Exchange Contract", "FORWARD": "Forward", "FUT": "Future", "GO": "General Obligation Bonds", "IET": "Ioette Mortgage", "LOFC": "Letter Of Credit", "LQN": "Liquidity Note", "MATURED": "Matured", "MBS": "Mortgage Backed Securities", "MF": "Mutual Fund", "MIO": "Mortgage Interest Only", "MLEG": "Multi Leg Instrument", "MPO": "Mortgage Principal Only", "MPP": "Mortgage Private Placement", "MPT": "Miscellaneous Pass Through", "MT": "Mandatory Tender", "MTN": "Medium Term Notes", "NONE": "No Security Type", "ONITE": "Overnight", "OPT": "Option", "PEF": "Private Export Funding", "PFAND": "PfandBriefe", "PN": "Promissory Note", "PS": "Preferred Stock", "PZFJ": "Plazos Fijos", "RAN": "Revenue Anticipation Note", "REPLACD": "Replaced", "REPO": "Repurchase", "RETIRED": "Retired", "REV": "Revenue Bonds", "RVLV": "Revolver Loan", "RVLVTRM": "Revolver Term Loan", "SECLOAN": "Securities Loan", "SECPLEDGE": "Securities Pledge", "SPCLA": "Special Assessment", "SPCLO": "Special Obligation", "SPCLT": "Special Tax", "STN": "Short Term Loan Note", "STRUCT": "Structured Notes", "SUPRA": "USD Supranational Coupons", "SWING": "Swing Line Facility", "TAN": "Tax Anticipation Note", "TAXA": "Tax Allocation", "TBA": "To Be Announced", "TBILL": "US Treasury Bill", "TBOND": "US Treasury Bond", "TCAL": "Principal Strip Of A Callable Bond Or Note", "TD": "Time Deposit", "TECP": "Tax Exempt Commercial Paper", "TERM": "Term Loan", "TINT": "Interest Strip From Any Bond Or Note", "TIPS": "Treasury Inflation Protected Securities", "TNOTE": "US Treasury Note", "TPRN": "Principal Strip From A Non Callable Bond Or Note", "TRAN": "Tax And Revenue Anticipation Note", "VRDN": "Variable Rate Demand Note", "WAR": "Warrant", "WITHDRN": "Withdrawn", "XCN": "Extended Comm Note", "XLINKD": "Indexed Linked", "YANK": "Yankee Corporate Bond", "YCD": "Yankee Certificate Of Deposit" } }, "168": { "name": "EffectiveTime", "type": "UTCTIMESTAMP" }, "169": { "name": "StandInstDbType", "type": "INT", "values": { "0": "OTHER", "1": "DTC_SID", "2": "THOMSON_ALERT", "3": "A_GLOBAL_CUSTODIAN", "4": "ACCOUNTNET" } }, "170": { "name": "StandInstDbName", "type": "STRING" }, "171": { "name": "StandInstDbID", "type": "STRING" }, "172": { "name": "SettlDeliveryType", "type": "INT", "values": { "0": "VERSUS_PAYMENT", "1": "FREE", "2": "TRI_PARTY", "3": "HOLD_IN_CUSTODY" } }, "188": { "name": "BidSpotRate", "type": "PRICE" }, "189": { "name": "BidForwardPoints", "type": "PRICEOFFSET" }, "190": { "name": "OfferSpotRate", "type": "PRICE" }, "191": { "name": "OfferForwardPoints", "type": "PRICEOFFSET" }, "192": { "name": "OrderQty2", "type": "QTY" }, "193": { "name": "SettlDate2", "type": "LOCALMKTDATE" }, "194": { "name": "LastSpotRate", "type": "PRICE" }, "195": { "name": "LastForwardPoints", "type": "PRICEOFFSET" }, "196": { "name": "AllocLinkID", "type": "STRING" }, "197": { "name": "AllocLinkType", "type": "INT", "values": { "0": "F_X_NETTING", "1": "F_X_SWAP" } }, "198": { "name": "SecondaryOrderID", "type": "STRING" }, "199": { "name": "NoIOIQualifiers", "type": "NUMINGROUP" }, "200": { "name": "MaturityMonthYear", "type": "MONTHYEAR" }, "202": { "name": "StrikePrice", "type": "PRICE" }, "203": { "name": "CoveredOrUncovered", "type": "INT", "values": { "0": "COVERED", "1": "UNCOVERED" } }, "206": { "name": "OptAttribute", "type": "CHAR" }, "207": { "name": "SecurityExchange", "type": "EXCHANGE" }, "208": { "name": "NotifyBrokerOfCredit", "type": "BOOLEAN" }, "209": { "name": "AllocHandlInst", "type": "INT", "values": { "1": "MATCH", "2": "FORWARD", "3": "FORWARD_AND_MATCH" } }, "210": { "name": "MaxShow", "type": "QTY" }, "211": { "name": "PegOffsetValue", "type": "FLOAT" }, "212": { "name": "XmlDataLen", "type": "LENGTH", "isHeaderField": true }, "213": { "name": "XmlData", "type": "DATA", "isHeaderField": true }, "214": { "name": "SettlInstRefID", "type": "STRING" }, "215": { "name": "NoRoutingIDs", "type": "NUMINGROUP" }, "216": { "name": "RoutingType", "type": "INT", "values": { "1": "TARGET_FIRM", "2": "TARGET_LIST", "3": "BLOCK_FIRM", "4": "BLOCK_LIST" } }, "217": { "name": "RoutingID", "type": "STRING" }, "218": { "name": "Spread", "type": "PRICEOFFSET" }, "220": { "name": "BenchmarkCurveCurrency", "type": "CURRENCY" }, "221": { "name": "BenchmarkCurveName", "type": "STRING", "values": { "MuniAAA": "MUNIAAA", "FutureSWAP": "FUTURESWAP", "LIBID": "LIBID", "LIBOR": "LIBOR", "OTHER": "OTHER", "SWAP": "SWAP", "Treasury": "TREASURY", "Euribor": "EURIBOR", "Pfandbriefe": "PFANDBRIEFE", "EONIA": "EONIA", "SONIA": "SONIA", "EUREPO": "EUREPO" } }, "222": { "name": "BenchmarkCurvePoint", "type": "STRING" }, "223": { "name": "CouponRate", "type": "PERCENTAGE" }, "224": { "name": "CouponPaymentDate", "type": "LOCALMKTDATE" }, "225": { "name": "IssueDate", "type": "LOCALMKTDATE" }, "226": { "name": "RepurchaseTerm", "type": "INT" }, "227": { "name": "RepurchaseRate", "type": "PERCENTAGE" }, "228": { "name": "Factor", "type": "FLOAT" }, "229": { "name": "TradeOriginationDate", "type": "LOCALMKTDATE" }, "230": { "name": "ExDate", "type": "LOCALMKTDATE" }, "231": { "name": "ContractMultiplier", "type": "FLOAT" }, "232": { "name": "NoStipulations", "type": "NUMINGROUP" }, "233": { "name": "StipulationType", "type": "STRING", "values": { "AMT": "AMT", "AUTOREINV": "AUTO_REINVESTMENT_AT_OR_BETTER", "BANKQUAL": "BANK_QUALIFIED", "BGNCON": "BARGAIN_CONDITIONS", "COUPON": "COUPON_RANGE", "CURRENCY": "ISO_CURRENCY_CODE", "CUSTOMDATE": "CUSTOM_START_END_DATE", "GEOG": "GEOGRAPHICS_AND_PERCENT_RANGE", "HAIRCUT": "VALUATION_DISCOUNT", "INSURED": "INSURED", "ISSUE": "YEAR_OR_YEAR_MONTH_OF_ISSUE", "ISSUER": "ISSUERS_TICKER", "ISSUESIZE": "ISSUE_SIZE_RANGE", "LOOKBACK": "LOOKBACK_DAYS", "LOT": "EXPLICIT_LOT_IDENTIFIER", "LOTVAR": "LOT_VARIANCE", "MAT": "MATURITY_YEAR_AND_MONTH", "MATURITY": "MATURITY_RANGE", "MAXSUBS": "MAXIMUM_SUBSTITUTIONS", "MINQTY": "MINIMUM_QUANTITY", "MININCR": "MINIMUM_INCREMENT", "MINDNOM": "MINIMUM_DENOMINATION", "PAYFREQ": "PAYMENT_FREQUENCY_CALENDAR", "PIECES": "NUMBER_OF_PIECES", "PMAX": "POOLS_MAXIMUM", "PPM": "POOLS_PER_MILLION", "PPL": "POOLS_PER_LOT", "PPT": "POOLS_PER_TRADE", "PRICE": "PRICE_RANGE", "PRICEFREQ": "PRICING_FREQUENCY", "PROD": "PRODUCTION_YEAR", "PROTECT": "CALL_PROTECTION", "PURPOSE": "PURPOSE", "PXSOURCE": "BENCHMARK_PRICE_SOURCE", "RATING": "RATING_SOURCE_AND_RANGE", "RESTRICTED": "RESTRICTED", "SECTOR": "MARKET_SECTOR", "SECTYPE": "SECURITYTYPE_INCLUDED_OR_EXCLUDED", "STRUCT": "STRUCTURE", "SUBSFREQ": "SUBSTITUTIONS_FREQUENCY", "SUBSLEFT": "SUBSTITUTIONS_LEFT", "TEXT": "FREEFORM_TEXT", "TRDVAR": "TRADE_VARIANCE", "WAC": "WEIGHTED_AVERAGE_COUPON", "WAL": "WEIGHTED_AVERAGE_LIFE_COUPON", "WALA": "WEIGHTED_AVERAGE_LOAN_AGE", "WAM": "WEIGHTED_AVERAGE_MATURITY", "WHOLE": "WHOLE_POOL", "YIELD": "YIELD_RANGE", "SMM": "SINGLE_MONTHLY_MORTALITY", "CPR": "CONSTANT_PREPAYMENT_RATE", "CPY": "CONSTANT_PREPAYMENT_YIELD", "CPP": "CONSTANT_PREPAYMENT_PENALTY", "ABS": "ABSOLUTE_PREPAYMENT_SPEED", "MPR": "MONTHLY_PREPAYMENT_RATE", "PSA": "PERCENT_OF_BMA_PREPAYMENT_CURVE", "PPC": "PERCENT_OF_PROSPECTUS_PREPAYMENT_CURVE", "MHP": "PERCENT_OF_MANUFACTURED_HOUSING_PREPAYMENT_CURVE", "HEP": "FINAL_CPR_OF_HOME_EQUITY_PREPAYMENT_CURVE" } }, "234": { "name": "StipulationValue", "type": "STRING", "values": { "CD": "SPECIAL_CUM_DIVIDEND", "XD": "SPECIAL_EX_DIVIDEND", "CC": "SPECIAL_CUM_COUPON", "XC": "SPECIAL_EX_COUPON", "CB": "SPECIAL_CUM_BONUS", "XB": "SPECIAL_EX_BONUS", "CR": "SPECIAL_CUM_RIGHTS", "XR": "SPECIAL_EX_RIGHTS", "CP": "SPECIAL_CUM_CAPITAL_REPAYMENTS", "XP": "SPECIAL_EX_CAPITAL_REPAYMENTS", "CS": "CASH_SETTLEMENT", "SP": "SPECIAL_PRICE", "TR": "REPORT_FOR_EUROPEAN_EQUITY_MARKET_SECURITIES", "GD": "GUARANTEED_DELIVERY" } }, "235": { "name": "YieldType", "type": "STRING", "values": { "AFTERTAX": "AFTER_TAX_YIELD", "ANNUAL": "ANNUAL_YIELD", "ATISSUE": "YIELD_AT_ISSUE", "AVGMATURITY": "YIELD_TO_AVERAGE_MATURITY", "BOOK": "BOOK_YIELD", "CALL": "YIELD_TO_NEXT_CALL", "CHANGE": "YIELD_CHANGE_SINCE_CLOSE", "CLOSE": "CLOSING_YIELD", "COMPOUND": "COMPOUND_YIELD", "CURRENT": "CURRENT_YIELD", "GROSS": "TRUE_GROSS_YIELD", "GOVTEQUIV": "GOVERNMENT_EQUIVALENT_YIELD", "INFLATION": "YIELD_WITH_INFLATION_ASSUMPTION", "INVERSEFLOATER": "INVERSE_FLOATER_BOND_YIELD", "LASTCLOSE": "MOST_RECENT_CLOSING_YIELD", "LASTMONTH": "CLOSING_YIELD_MOST_RECENT_MONTH", "LASTQUARTER": "CLOSING_YIELD_MOST_RECENT_QUARTER", "LASTYEAR": "CLOSING_YIELD_MOST_RECENT_YEAR", "LONGAVGLIFE": "YIELD_TO_LONGEST_AVERAGE_LIFE", "MARK": "MARK_TO_MARKET_YIELD", "MATURITY": "YIELD_TO_MATURITY", "NEXTREFUND": "YIELD_TO_NEXT_REFUND", "OPENAVG": "OPEN_AVERAGE_YIELD", "PUT": "YIELD_TO_NEXT_PUT", "PREVCLOSE": "PREVIOUS_CLOSE_YIELD", "PROCEEDS": "PROCEEDS_YIELD", "SEMIANNUAL": "SEMI_ANNUAL_YIELD", "SHORTAVGLIFE": "YIELD_TO_SHORTEST_AVERAGE_LIFE", "SIMPLE": "SIMPLE_YIELD", "TAXEQUIV": "TAX_EQUIVALENT_YIELD", "TENDER": "YIELD_TO_TENDER_DATE", "TRUE": "TRUE_YIELD", "VALUE1_32": "YIELD_VALUE_OF_1_32", "WORST": "YIELD_TO_WORST" } }, "236": { "name": "Yield", "type": "PERCENTAGE" }, "237": { "name": "TotalTakedown", "type": "AMT" }, "238": { "name": "Concession", "type": "AMT" }, "239": { "name": "RepoCollateralSecurityType", "type": "INT" }, "240": { "name": "RedemptionDate", "type": "LOCALMKTDATE" }, "241": { "name": "UnderlyingCouponPaymentDate", "type": "LOCALMKTDATE" }, "242": { "name": "UnderlyingIssueDate", "type": "LOCALMKTDATE" }, "243": { "name": "UnderlyingRepoCollateralSecurityType", "type": "INT" }, "244": { "name": "UnderlyingRepurchaseTerm", "type": "INT" }, "245": { "name": "UnderlyingRepurchaseRate", "type": "PERCENTAGE" }, "246": { "name": "UnderlyingFactor", "type": "FLOAT" }, "247": { "name": "UnderlyingRedemptionDate", "type": "LOCALMKTDATE" }, "248": { "name": "LegCouponPaymentDate", "type": "LOCALMKTDATE" }, "249": { "name": "LegIssueDate", "type": "LOCALMKTDATE" }, "250": { "name": "LegRepoCollateralSecurityType", "type": "INT" }, "251": { "name": "LegRepurchaseTerm", "type": "INT" }, "252": { "name": "LegRepurchaseRate", "type": "PERCENTAGE" }, "253": { "name": "LegFactor", "type": "FLOAT" }, "254": { "name": "LegRedemptionDate", "type": "LOCALMKTDATE" }, "255": { "name": "CreditRating", "type": "STRING" }, "256": { "name": "UnderlyingCreditRating", "type": "STRING" }, "257": { "name": "LegCreditRating", "type": "STRING" }, "258": { "name": "TradedFlatSwitch", "type": "BOOLEAN" }, "259": { "name": "BasisFeatureDate", "type": "LOCALMKTDATE" }, "260": { "name": "BasisFeaturePrice", "type": "PRICE" }, "262": { "name": "MDReqID", "type": "STRING" }, "263": { "name": "SubscriptionRequestType", "type": "CHAR", "values": { "0": "SNAPSHOT", "1": "SNAPSHOT_PLUS_UPDATES", "2": "DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST" } }, "264": { "name": "MarketDepth", "type": "INT" }, "265": { "name": "MDUpdateType", "type": "INT", "values": { "0": "FULL_REFRESH", "1": "INCREMENTAL_REFRESH" } }, "266": { "name": "AggregatedBook", "type": "BOOLEAN" }, "267": { "name": "NoMDEntryTypes", "type": "NUMINGROUP" }, "268": { "name": "NoMDEntries", "type": "NUMINGROUP" }, "269": { "name": "MDEntryType", "type": "CHAR", "values": { "0": "BID", "1": "OFFER", "2": "TRADE", "3": "INDEX_VALUE", "4": "OPENING_PRICE", "5": "CLOSING_PRICE", "6": "SETTLEMENT_PRICE", "7": "TRADING_SESSION_HIGH_PRICE", "8": "TRADING_SESSION_LOW_PRICE", "9": "TRADING_SESSION_VWAP_PRICE", "A": "IMBALANCE", "B": "TRADE_VOLUME", "C": "OPEN_INTEREST" } }, "270": { "name": "MDEntryPx", "type": "PRICE" }, "271": { "name": "MDEntrySize", "type": "QTY" }, "272": { "name": "MDEntryDate", "type": "UTCDATEONLY" }, "273": { "name": "MDEntryTime", "type": "UTCTIMEONLY" }, "274": { "name": "TickDirection", "type": "CHAR", "values": { "0": "PLUS_TICK", "1": "ZERO_PLUS_TICK", "2": "MINUS_TICK", "3": "ZERO_MINUS_TICK" } }, "275": { "name": "MDMkt", "type": "EXCHANGE" }, "276": { "name": "QuoteCondition", "type": "MULTIPLEVALUESTRING", "values": { "A": "OPEN_ACTIVE", "B": "CLOSED_INACTIVE", "C": "EXCHANGE_BEST", "D": "CONSOLIDATED_BEST", "E": "LOCKED", "F": "CROSSED", "G": "DEPTH", "H": "FAST_TRADING", "I": "NON_FIRM" } }, "277": { "name": "TradeCondition", "type": "MULTIPLEVALUESTRING", "values": { "A": "CASH_MARKET", "B": "AVERAGE_PRICE_TRADE", "C": "CASH_TRADE", "D": "NEXT_DAY_MARKET", "E": "OPENING_REOPENING_TRADE_DETAIL", "F": "INTRADAY_TRADE_DETAIL", "G": "RULE127", "H": "RULE155", "I": "SOLD_LAST", "J": "NEXT_DAY_TRADE", "K": "OPENED", "L": "SELLER", "M": "SOLD", "N": "STOPPED_STOCK", "P": "IMBALANCE_MORE_BUYERS", "Q": "IMBALANCE_MORE_SELLERS", "R": "OPENING_PRICE" } }, "278": { "name": "MDEntryID", "type": "STRING" }, "279": { "name": "MDUpdateAction", "type": "CHAR", "values": { "0": "NEW", "1": "CHANGE", "2": "DELETE" } }, "280": { "name": "MDEntryRefID", "type": "STRING" }, "281": { "name": "MDReqRejReason", "type": "CHAR", "values": { "0": "UNKNOWN_SYMBOL", "1": "DUPLICATE_MDREQID", "2": "INSUFFICIENT_BANDWIDTH", "3": "INSUFFICIENT_PERMISSIONS", "4": "UNSUPPORTED_SUBSCRIPTIONREQUESTTYPE", "5": "UNSUPPORTED_MARKETDEPTH", "6": "UNSUPPORTED_MDUPDATETYPE", "7": "UNSUPPORTED_AGGREGATEDBOOK", "8": "UNSUPPORTED_MDENTRYTYPE", "9": "UNSUPPORTED_TRADINGSESSIONID", "A": "UNSUPPORTED_SCOPE", "B": "UNSUPPORTED_OPENCLOSESETTLEFLAG", "C": "UNSUPPORTED_MDIMPLICITDELETE" } }, "282": { "name": "MDEntryOriginator", "type": "STRING" }, "283": { "name": "LocationID", "type": "STRING" }, "284": { "name": "DeskID", "type": "STRING" }, "285": { "name": "DeleteReason", "type": "CHAR", "values": { "0": "CANCELATION_TRADE_BUST", "1": "ERROR" } }, "286": { "name": "OpenCloseSettlFlag", "type": "MULTIPLEVALUESTRING", "values": { "0": "DAILY_OPEN_CLOSE_SETTLEMENT_ENTRY", "1": "SESSION_OPEN_CLOSE_SETTLEMENT_ENTRY", "2": "DELIVERY_SETTLEMENT_ENTRY", "3": "EXPECTED_ENTRY", "4": "ENTRY_FROM_PREVIOUS_BUSINESS_DAY", "5": "THEORETICAL_PRICE_VALUE" } }, "287": { "name": "SellerDays", "type": "INT" }, "288": { "name": "MDEntryBuyer", "type": "STRING" }, "289": { "name": "MDEntrySeller", "type": "STRING" }, "290": { "name": "MDEntryPositionNo", "type": "INT" }, "291": { "name": "FinancialStatus", "type": "MULTIPLEVALUESTRING", "values": { "1": "BANKRUPT", "2": "PENDING_DELISTING" } }, "292": { "name": "CorporateAction", "type": "MULTIPLEVALUESTRING", "values": { "A": "EX_DIVIDEND", "B": "EX_DISTRIBUTION", "C": "EX_RIGHTS", "D": "NEW", "E": "EX_INTEREST" } }, "293": { "name": "DefBidSize", "type": "QTY" }, "294": { "name": "DefOfferSize", "type": "QTY" }, "295": { "name": "NoQuoteEntries", "type": "NUMINGROUP" }, "296": { "name": "NoQuoteSets", "type": "NUMINGROUP" }, "297": { "name": "QuoteStatus", "type": "INT", "values": { "0": "ACCEPTED", "1": "CANCELED_FOR_SYMBOL", "2": "CANCELED_FOR_SECURITY_TYPE", "3": "CANCELED_FOR_UNDERLYING", "4": "CANCELED_ALL", "5": "REJECTED", "6": "REMOVED_FROM_MARKET", "7": "EXPIRED", "8": "QUERY", "9": "QUOTE_NOT_FOUND", "10": "PENDING", "11": "PASS", "12": "LOCKED_MARKET_WARNING", "13": "CROSS_MARKET_WARNING", "14": "CANCELED_DUE_TO_LOCK_MARKET", "15": "CANCELED_DUE_TO_CROSS_MARKET" } }, "298": { "name": "QuoteCancelType", "type": "INT", "values": { "1": "CANCEL_FOR_SYMBOL", "2": "CANCEL_FOR_SECURITY_TYPE", "3": "CANCEL_FOR_UNDERLYING_SYMBOL", "4": "CANCEL_ALL_QUOTES" } }, "299": { "name": "QuoteEntryID", "type": "STRING" }, "300": { "name": "QuoteRejectReason", "type": "INT", "values": { "1": "UNKNOWN_SYMBOL", "2": "EXCHANGE_CLOSED", "3": "QUOTE_REQUEST_EXCEEDS_LIMIT", "4": "TOO_LATE_TO_ENTER", "5": "UNKNOWN_QUOTE", "6": "DUPLICATE_QUOTE", "7": "INVALID_BID_ASK_SPREAD", "8": "INVALID_PRICE", "9": "NOT_AUTHORIZED_TO_QUOTE_SECURITY" } }, "301": { "name": "QuoteResponseLevel", "type": "INT", "values": { "0": "NO_ACKNOWLEDGEMENT", "1": "ACKNOWLEDGE_ONLY_NEGATIVE_OR_ERRONEOUS_QUOTES", "2": "ACKNOWLEDGE_EACH_QUOTE_MESSAGES" } }, "302": { "name": "QuoteSetID", "type": "STRING" }, "303": { "name": "QuoteRequestType", "type": "INT", "values": { "1": "MANUAL", "2": "AUTOMATIC" } }, "304": { "name": "TotNoQuoteEntries", "type": "INT" }, "305": { "name": "UnderlyingSecurityIDSource", "type": "STRING" }, "306": { "name": "UnderlyingIssuer", "type": "STRING" }, "307": { "name": "UnderlyingSecurityDesc", "type": "STRING" }, "308": { "name": "UnderlyingSecurityExchange", "type": "EXCHANGE" }, "309": { "name": "UnderlyingSecurityID", "type": "STRING" }, "310": { "name": "UnderlyingSecurityType", "type": "STRING" }, "311": { "name": "UnderlyingSymbol", "type": "STRING" }, "312": { "name": "UnderlyingSymbolSfx", "type": "STRING" }, "313": { "name": "UnderlyingMaturityMonthYear", "type": "MONTHYEAR" }, "316": { "name": "UnderlyingStrikePrice", "type": "PRICE" }, "317": { "name": "UnderlyingOptAttribute", "type": "CHAR" }, "318": { "name": "UnderlyingCurrency", "type": "CURRENCY" }, "320": { "name": "SecurityReqID", "type": "STRING" }, "321": { "name": "SecurityRequestType", "type": "INT", "values": { "0": "REQUEST_SECURITY_IDENTITY_AND_SPECIFICATIONS", "1": "REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED", "2": "REQUEST_LIST_SECURITY_TYPES", "3": "REQUEST_LIST_SECURITIES" } }, "322": { "name": "SecurityResponseID", "type": "STRING" }, "323": { "name": "SecurityResponseType", "type": "INT", "values": { "1": "ACCEPT_SECURITY_PROPOSAL_AS_IS", "2": "ACCEPT_SECURITY_PROPOSAL_WITH_REVISIONS_AS_INDICATED_IN_THE_MESSAGE", "3": "LIST_OF_SECURITY_TYPES_RETURNED_PER_REQUEST", "4": "LIST_OF_SECURITIES_RETURNED_PER_REQUEST", "5": "REJECT_SECURITY_PROPOSAL", "6": "CAN_NOT_MATCH_SELECTION_CRITERIA" } }, "324": { "name": "SecurityStatusReqID", "type": "STRING" }, "325": { "name": "UnsolicitedIndicator", "type": "BOOLEAN" }, "326": { "name": "SecurityTradingStatus", "type": "INT", "values": { "1": "OPENING_DELAY", "2": "TRADING_HALT", "3": "RESUME", "4": "NO_OPEN_NO_RESUME", "5": "PRICE_INDICATION", "6": "TRADING_RANGE_INDICATION", "7": "MARKET_IMBALANCE_BUY", "8": "MARKET_IMBALANCE_SELL", "9": "MARKET_ON_CLOSE_IMBALANCE_BUY", "10": "MARKET_ON_CLOSE_IMBALANCE_SELL", "11": "NOT_ASSIGNED", "12": "NO_MARKET_IMBALANCE", "13": "NO_MARKET_ON_CLOSE_IMBALANCE", "14": "ITS_PRE_OPENING", "15": "NEW_PRICE_INDICATION", "16": "TRADE_DISSEMINATION_TIME", "17": "READY_TO_TRADE_START_OF_SESSION", "18": "NOT_AVAILABLE_FOR_TRADING_END_OF_SESSION", "19": "NOT_TRADED_ON_THIS_MARKET", "20": "UNKNOWN_OR_INVALID", "21": "PRE_OPEN", "22": "OPENING_ROTATION", "23": "FAST_MARKET" } }, "327": { "name": "HaltReason", "type": "CHAR", "values": { "I": "ORDER_IMBALANCE", "X": "EQUIPMENT_CHANGEOVER", "P": "NEWS_PENDING", "D": "NEWS_DISSEMINATION", "E": "ORDER_INFLUX", "M": "ADDITIONAL_INFORMATION" } }, "328": { "name": "InViewOfCommon", "type": "BOOLEAN" }, "329": { "name": "DueToRelated", "type": "BOOLEAN" }, "330": { "name": "BuyVolume", "type": "QTY" }, "331": { "name": "SellVolume", "type": "QTY" }, "332": { "name": "HighPx", "type": "PRICE" }, "333": { "name": "LowPx", "type": "PRICE" }, "334": { "name": "Adjustment", "type": "INT", "values": { "1": "CANCEL", "2": "ERROR", "3": "CORRECTION" } }, "335": { "name": "TradSesReqID", "type": "STRING" }, "336": { "name": "TradingSessionID", "type": "STRING" }, "337": { "name": "ContraTrader", "type": "STRING" }, "338": { "name": "TradSesMethod", "type": "INT", "values": { "1": "ELECTRONIC", "2": "OPEN_OUTCRY", "3": "TWO_PARTY" } }, "339": { "name": "TradSesMode", "type": "INT", "values": { "1": "TESTING", "2": "SIMULATED", "3": "PRODUCTION" } }, "340": { "name": "TradSesStatus", "type": "INT", "values": { "0": "UNKNOWN", "1": "HALTED", "2": "OPEN", "3": "CLOSED", "4": "PRE_OPEN", "5": "PRE_CLOSE", "6": "REQUEST_REJECTED" } }, "341": { "name": "TradSesStartTime", "type": "UTCTIMESTAMP" }, "342": { "name": "TradSesOpenTime", "type": "UTCTIMESTAMP" }, "343": { "name": "TradSesPreCloseTime", "type": "UTCTIMESTAMP" }, "344": { "name": "TradSesCloseTime", "type": "UTCTIMESTAMP" }, "345": { "name": "TradSesEndTime", "type": "UTCTIMESTAMP" }, "346": { "name": "NumberOfOrders", "type": "INT" }, "347": { "name": "MessageEncoding", "type": "STRING", "isHeaderField": true, "values": { "ISO-2022-JP": "ISO_2022_JP", "EUC-JP": "EUC_JP", "SHIFT_JIS": "SHIFT_JIS", "UTF-8": "UTF_8" } }, "348": { "name": "EncodedIssuerLen", "type": "LENGTH" }, "349": { "name": "EncodedIssuer", "type": "DATA" }, "350": { "name": "EncodedSecurityDescLen", "type": "LENGTH" }, "351": { "name": "EncodedSecurityDesc", "type": "DATA" }, "352": { "name": "EncodedListExecInstLen", "type": "LENGTH" }, "353": { "name": "EncodedListExecInst", "type": "DATA" }, "354": { "name": "EncodedTextLen", "type": "LENGTH" }, "355": { "name": "EncodedText", "type": "DATA" }, "356": { "name": "EncodedSubjectLen", "type": "LENGTH" }, "357": { "name": "EncodedSubject", "type": "DATA" }, "358": { "name": "EncodedHeadlineLen", "type": "LENGTH" }, "359": { "name": "EncodedHeadline", "type": "DATA" }, "360": { "name": "EncodedAllocTextLen", "type": "LENGTH" }, "361": { "name": "EncodedAllocText", "type": "DATA" }, "362": { "name": "EncodedUnderlyingIssuerLen", "type": "LENGTH" }, "363": { "name": "EncodedUnderlyingIssuer", "type": "DATA" }, "364": { "name": "EncodedUnderlyingSecurityDescLen", "type": "LENGTH" }, "365": { "name": "EncodedUnderlyingSecurityDesc", "type": "DATA" }, "366": { "name": "AllocPrice", "type": "PRICE" }, "367": { "name": "QuoteSetValidUntilTime", "type": "UTCTIMESTAMP" }, "368": { "name": "QuoteEntryRejectReason", "type": "INT", "values": { "1": "UNKNOWN_SYMBOL", "2": "EXCHANGE_CLOSED", "3": "QUOTE_EXCEEDS_LIMIT", "4": "TOO_LATE_TO_ENTER", "5": "UNKNOWN_QUOTE", "6": "DUPLICATE_QUOTE", "7": "INVALID_BID_ASK_SPREAD", "8": "INVALID_PRICE", "9": "NOT_AUTHORIZED_TO_QUOTE_SECURITY" } }, "369": { "name": "LastMsgSeqNumProcessed", "type": "SEQNUM", "isHeaderField": true }, "370": { "name": "OnBehalfOfSendingTime", "type": "SEQNUM", "isHeaderField": true, "deprecatedSince": 4.3 }, "371": { "name": "RefTagID", "type": "INT" }, "372": { "name": "RefMsgType", "type": "STRING" }, "373": { "name": "SessionRejectReason", "type": "INT", "values": { "0": "INVALID_TAG_NUMBER", "1": "REQUIRED_TAG_MISSING", "2": "TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE", "3": "UNDEFINED_TAG", "4": "TAG_SPECIFIED_WITHOUT_A_VALUE", "5": "VALUE_IS_INCORRECT", "6": "INCORRECT_DATA_FORMAT_FOR_VALUE", "7": "DECRYPTION_PROBLEM", "8": "SIGNATURE_PROBLEM", "9": "COMPID_PROBLEM", "10": "SENDINGTIME_ACCURACY_PROBLEM", "11": "INVALID_MSGTYPE", "12": "XML_VALIDATION_ERROR", "13": "TAG_APPEARS_MORE_THAN_ONCE", "14": "TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER", "15": "REPEATING_GROUP_FIELDS_OUT_OF_ORDER", "16": "INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP", "17": "NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER", "99": "OTHER" } }, "374": { "name": "BidRequestTransType", "type": "CHAR", "values": { "N": "NEW", "C": "CANCEL" } }, "375": { "name": "ContraBroker", "type": "STRING" }, "376": { "name": "ComplianceID", "type": "STRING" }, "377": { "name": "SolicitedFlag", "type": "BOOLEAN" }, "378": { "name": "ExecRestatementReason", "type": "INT", "values": { "0": "GT_CORPORATE_ACTION", "1": "GT_RENEWAL_RESTATEMENT", "2": "VERBAL_CHANGE", "3": "REPRICING_OF_ORDER", "4": "BROKER_OPTION", "5": "PARTIAL_DECLINE_OF_ORDERQTY", "6": "CANCEL_ON_TRADING_HALT", "7": "CANCEL_ON_SYSTEM_FAILURE", "8": "MARKET_OPTION", "9": "CANCELED_NOT_BEST" } }, "379": { "name": "BusinessRejectRefID", "type": "STRING" }, "380": { "name": "BusinessRejectReason", "type": "INT", "values": { "0": "OTHER", "1": "UNKOWN_ID", "2": "UNKNOWN_SECURITY", "3": "UNSUPPORTED_MESSAGE_TYPE", "4": "APPLICATION_NOT_AVAILABLE", "5": "CONDITIONALLY_REQUIRED_FIELD_MISSING", "6": "NOT_AUTHORIZED", "7": "DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME" } }, "381": { "name": "GrossTradeAmt", "type": "AMT" }, "382": { "name": "NoContraBrokers", "type": "NUMINGROUP" }, "383": { "name": "MaxMessageSize", "type": "LENGTH" }, "384": { "name": "NoMsgTypes", "type": "NUMINGROUP" }, "385": { "name": "MsgDirection", "type": "CHAR", "values": { "S": "SEND", "R": "RECEIVE" } }, "386": { "name": "NoTradingSessions", "type": "NUMINGROUP" }, "387": { "name": "TotalVolumeTraded", "type": "QTY" }, "388": { "name": "DiscretionInst", "type": "CHAR", "values": { "0": "RELATED_TO_DISPLAYED_PRICE", "1": "RELATED_TO_MARKET_PRICE", "2": "RELATED_TO_PRIMARY_PRICE", "3": "RELATED_TO_LOCAL_PRIMARY_PRICE", "4": "RELATED_TO_MIDPOINT_PRICE", "5": "RELATED_TO_LAST_TRADE_PRICE", "6": "RELATED_TO_VWAP" } }, "389": { "name": "DiscretionOffsetValue", "type": "FLOAT" }, "390": { "name": "BidID", "type": "STRING" }, "391": { "name": "ClientBidID", "type": "STRING" }, "392": { "name": "ListName", "type": "STRING" }, "393": { "name": "TotNoRelatedSym", "type": "INT" }, "394": { "name": "BidType", "type": "INT", "values": { "1": "NON_DISCLOSED", "2": "DISCLOSED_STYLE", "3": "NO_BIDDING_PROCESS" } }, "395": { "name": "NumTickets", "type": "INT" }, "396": { "name": "SideValue1", "type": "AMT" }, "397": { "name": "SideValue2", "type": "AMT" }, "398": { "name": "NoBidDescriptors", "type": "NUMINGROUP" }, "399": { "name": "BidDescriptorType", "type": "INT", "values": { "1": "SECTOR", "2": "COUNTRY", "3": "INDEX" } }, "400": { "name": "BidDescriptor", "type": "STRING" }, "401": { "name": "SideValueInd", "type": "INT", "values": { "1": "SIDEVALUE1", "2": "SIDEVALUE2" } }, "402": { "name": "LiquidityPctLow", "type": "PERCENTAGE" }, "403": { "name": "LiquidityPctHigh", "type": "PERCENTAGE" }, "404": { "name": "LiquidityValue", "type": "AMT" }, "405": { "name": "EFPTrackingError", "type": "PERCENTAGE" }, "406": { "name": "FairValue", "type": "AMT" }, "407": { "name": "OutsideIndexPct", "type": "PERCENTAGE" }, "408": { "name": "ValueOfFutures", "type": "AMT" }, "409": { "name": "LiquidityIndType", "type": "INT", "values": { "1": "FIVEDAY_MOVING_AVERAGE", "2": "TWENTYDAY_MOVING_AVERAGE", "3": "NORMAL_MARKET_SIZE", "4": "OTHER" } }, "410": { "name": "WtAverageLiquidity", "type": "PERCENTAGE" }, "411": { "name": "ExchangeForPhysical", "type": "BOOLEAN" }, "412": { "name": "OutMainCntryUIndex", "type": "AMT" }, "413": { "name": "CrossPercent", "type": "PERCENTAGE" }, "414": { "name": "ProgRptReqs", "type": "INT", "values": { "1": "BUYSIDE_EXPLICITLY_REQUESTS_STATUS_USING_STATUSREQUEST", "2": "SELLSIDE_PERIODICALLY_SENDS_STATUS_USING_LISTSTATUS", "3": "REAL_TIME_EXECUTION_REPORTS" } }, "415": { "name": "ProgPeriodInterval", "type": "INT" }, "416": { "name": "IncTaxInd", "type": "INT", "values": { "1": "NET", "2": "GROSS" } }, "417": { "name": "NumBidders", "type": "INT" }, "418": { "name": "BidTradeType", "type": "CHAR", "values": { "R": "RISK_TRADE", "G": "VWAP_GUARANTEE", "A": "AGENCY", "J": "GUARANTEED_CLOSE" } }, "419": { "name": "BasisPxType", "type": "CHAR", "values": { "2": "CLOSING_PRICE_AT_MORNING_SESSION", "3": "CLOSING_PRICE", "4": "CURRENT_PRICE", "5": "SQ", "6": "VWAP_THROUGH_A_DAY", "7": "VWAP_THROUGH_A_MORNING_SESSION", "8": "VWAP_THROUGH_AN_AFTERNOON_SESSION", "9": "VWAP_THROUGH_A_DAY_EXCEPT_YORI", "A": "VWAP_THROUGH_A_MORNING_SESSION_EXCEPT_YORI", "B": "VWAP_THROUGH_AN_AFTERNOON_SESSION_EXCEPT_YORI", "C": "STRIKE", "D": "OPEN", "Z": "OTHERS" } }, "420": { "name": "NoBidComponents", "type": "NUMINGROUP" }, "421": { "name": "Country", "type": "COUNTRY" }, "422": { "name": "TotNoStrikes", "type": "INT" }, "423": { "name": "PriceType", "type": "INT", "values": { "1": "PERCENTAGE", "2": "PER_UNIT", "3": "FIXED_AMOUNT", "4": "DISCOUNT", "5": "PREMIUM", "6": "SPREAD", "7": "TED_PRICE", "8": "TED_YIELD", "9": "YIELD" } }, "424": { "name": "DayOrderQty", "type": "QTY" }, "425": { "name": "DayCumQty", "type": "QTY" }, "426": { "name": "DayAvgPx", "type": "PRICE" }, "427": { "name": "GTBookingInst", "type": "INT", "values": { "0": "BOOK_OUT_ALL_TRADES_ON_DAY_OF_EXECUTION", "1": "ACCUMULATE_EXECUTIONS_UNTIL_ORDER_IS_FILLED_OR_EXPIRES", "2": "ACCUMULATE_UNTIL_VERBALLY_NOTIFIED_OTHERWISE" } }, "428": { "name": "NoStrikes", "type": "NUMINGROUP" }, "429": { "name": "ListStatusType", "type": "INT", "values": { "1": "ACK", "2": "RESPONSE", "3": "TIMED", "4": "EXECSTARTED", "5": "ALLDONE", "6": "ALERT" } }, "430": { "name": "NetGrossInd", "type": "INT", "values": { "1": "NET", "2": "GROSS" } }, "431": { "name": "ListOrderStatus", "type": "INT", "values": { "1": "INBIDDINGPROCESS", "2": "RECEIVEDFOREXECUTION", "3": "EXECUTING", "4": "CANCELING", "5": "ALERT", "6": "ALL_DONE", "7": "REJECT" } }, "432": { "name": "ExpireDate", "type": "LOCALMKTDATE" }, "433": { "name": "ListExecInstType", "type": "CHAR", "values": { "1": "IMMEDIATE", "2": "WAIT_FOR_EXECUTE_INSTRUCTION", "3": "EXCHANGE_SWITCH_CIV_ORDER_SELL_DRIVEN", "4": "EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_TOP_UP", "5": "EXCHANGE_SWITCH_CIV_ORDER_BUY_DRIVEN_CASH_WITHDRAW" } }, "434": { "name": "CxlRejResponseTo", "type": "CHAR", "values": { "1": "ORDER_CANCEL_REQUEST", "2": "ORDER_CANCEL_REPLACE_REQUEST" } }, "435": { "name": "UnderlyingCouponRate", "type": "PERCENTAGE" }, "436": { "name": "UnderlyingContractMultiplier", "type": "FLOAT" }, "437": { "name": "ContraTradeQty", "type": "QTY" }, "438": { "name": "ContraTradeTime", "type": "UTCTIMESTAMP" }, "441": { "name": "LiquidityNumSecurities", "type": "INT" }, "442": { "name": "MultiLegReportingType", "type": "CHAR", "values": { "1": "SINGLE_SECURITY", "2": "INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY", "3": "MULTI_LEG_SECURITY" } }, "443": { "name": "StrikeTime", "type": "UTCTIMESTAMP" }, "444": { "name": "ListStatusText", "type": "STRING" }, "445": { "name": "EncodedListStatusTextLen", "type": "LENGTH" }, "446": { "name": "EncodedListStatusText", "type": "DATA" }, "447": { "name": "PartyIDSource", "type": "CHAR", "values": { "B": "BIC", "C": "GENERALLY_ACCEPTED_MARKET_PARTICIPANT_IDENTIFIER", "D": "PROPRIETARY_CUSTOM_CODE", "E": "ISO_COUNTRY_CODE", "F": "SETTLEMENT_ENTITY_LOCATION", "G": "MIC", "H": "CSD_PARTICIPANT_MEMBER_CODE", "1": "KOREAN_INVESTOR_ID", "2": "TAIWANESE_QUALIFIED_FOREIGN_INVESTOR_ID_QFII_FID", "3": "TAIWANESE_TRADING_ACCOUNT", "4": "MALAYSIAN_CENTRAL_DEPOSITORY_NUMBER", "5": "CHINESE_B_SHARE", "6": "UK_NATIONAL_INSURANCE_OR_PENSION_NUMBER", "7": "US_SOCIAL_SECURITY_NUMBER", "8": "US_EMPLOYER_IDENTIFICATION_NUMBER", "9": "AUSTRALIAN_BUSINESS_NUMBER", "A": "AUSTRALIAN_TAX_FILE_NUMBER", "I": "DIRECTED_BROKER" } }, "448": { "name": "PartyID", "type": "STRING" }, "451": { "name": "NetChgPrevDay", "type": "PRICEOFFSET" }, "452": { "name": "PartyRole", "type": "INT", "values": { "1": "EXECUTING_FIRM", "2": "BROKER_OF_CREDIT", "3": "CLIENT_ID", "4": "CLEARING_FIRM", "5": "INVESTOR_ID", "6": "INTRODUCING_FIRM", "7": "ENTERING_FIRM", "8": "LOCATE_LENDING_FIRM", "9": "FUND_MANAGER_CLIENT_ID", "10": "SETTLEMENT_LOCATION", "11": "ORDER_ORIGINATION_TRADER", "12": "EXECUTING_TRADER", "13": "ORDER_ORIGINATION_FIRM", "14": "GIVEUP_CLEARING_FIRM", "15": "CORRESPONDANT_CLEARING_FIRM", "16": "EXECUTING_SYSTEM", "17": "CONTRA_FIRM", "18": "CONTRA_CLEARING_FIRM", "19": "SPONSORING_FIRM", "20": "UNDERLYING_CONTRA_FIRM", "21": "CLEARING_ORGANIZATION", "22": "EXCHANGE", "24": "CUSTOMER_ACCOUNT", "25": "CORRESPONDENT_CLEARING_ORGANIZATION", "26": "CORRESPONDENT_BROKER", "27": "BUYER_SELLER", "28": "CUSTODIAN", "29": "INTERMEDIARY", "30": "AGENT", "31": "SUB_CUSTODIAN", "32": "BENEFICIARY", "33": "INTERESTED_PARTY", "34": "REGULATORY_BODY", "35": "LIQUIDITY_PROVIDER", "36": "ENTERING_TRADER", "37": "CONTRA_TRADER", "38": "POSITION_ACCOUNT" } }, "453": { "name": "NoPartyIDs", "type": "NUMINGROUP" }, "454": { "name": "NoSecurityAltID", "type": "NUMINGROUP" }, "455": { "name": "SecurityAltID", "type": "STRING" }, "456": { "name": "SecurityAltIDSource", "type": "STRING" }, "457": { "name": "NoUnderlyingSecurityAltID", "type": "NUMINGROUP" }, "458": { "name": "UnderlyingSecurityAltID", "type": "STRING" }, "459": { "name": "UnderlyingSecurityAltIDSource", "type": "STRING" }, "460": { "name": "Product", "type": "INT", "values": { "1": "AGENCY", "2": "COMMODITY", "3": "CORPORATE", "4": "CURRENCY", "5": "EQUITY", "6": "GOVERNMENT", "7": "INDEX", "8": "LOAN", "9": "MONEYMARKET", "10": "MORTGAGE", "11": "MUNICIPAL", "12": "OTHER", "13": "FINANCING" } }, "461": { "name": "CFICode", "type": "STRING" }, "462": { "name": "UnderlyingProduct", "type": "INT" }, "463": { "name": "UnderlyingCFICode", "type": "STRING" }, "464": { "name": "TestMessageIndicator", "type": "BOOLEAN" }, "465": { "name": "QuantityType", "type": "INT", "values": { "1": "SHARES", "2": "BONDS", "3": "CURRENTFACE", "4": "ORIGINALFACE", "5": "CURRENCY", "6": "CONTRACTS", "7": "OTHER", "8": "PAR" } }, "466": { "name": "BookingRefID", "type": "STRING" }, "467": { "name": "IndividualAllocID", "type": "STRING" }, "468": { "name": "RoundingDirection", "type": "CHAR", "values": { "0": "ROUND_TO_NEAREST", "1": "ROUND_DOWN", "2": "ROUND_UP" } }, "469": { "name": "RoundingModulus", "type": "FLOAT" }, "470": { "name": "CountryOfIssue", "type": "COUNTRY" }, "471": { "name": "StateOrProvinceOfIssue", "type": "STRING" }, "472": { "name": "LocaleOfIssue", "type": "STRING" }, "473": { "name": "NoRegistDtls", "type": "NUMINGROUP" }, "474": { "name": "MailingDtls", "type": "STRING" }, "475": { "name": "InvestorCountryOfResidence", "type": "COUNTRY" }, "476": { "name": "PaymentRef", "type": "STRING" }, "477": { "name": "DistribPaymentMethod", "type": "INT", "values": { "1": "CREST", "2": "NSCC", "3": "EUROCLEAR", "4": "CLEARSTREAM", "5": "CHEQUE", "6": "TELEGRAPHIC_TRANSFER", "7": "FEDWIRE", "8": "DIRECT_CREDIT", "9": "ACH_CREDIT" } }, "478": { "name": "CashDistribCurr", "type": "CURRENCY" }, "479": { "name": "CommCurrency", "type": "CURRENCY" }, "480": { "name": "CancellationRights", "type": "CHAR", "values": { "N": "NO_EXECUTION_ONLY", "M": "NO_WAIVER_AGREEMENT", "O": "NO_INSTITUTIONAL" } }, "481": { "name": "MoneyLaunderingStatus", "type": "CHAR", "values": { "Y": "PASSED", "N": "NOT_CHECKED", "1": "EXEMPT_BELOW_THE_LIMIT", "2": "EXEMPT_CLIENT_MONEY_TYPE_EXEMPTION", "3": "EXEMPT_AUTHORISED_CREDIT_OR_FINANCIAL_INSTITUTION" } }, "482": { "name": "MailingInst", "type": "STRING" }, "483": { "name": "TransBkdTime", "type": "UTCTIMESTAMP" }, "484": { "name": "ExecPriceType", "type": "CHAR", "values": { "B": "BID_PRICE", "C": "CREATION_PRICE", "D": "CREATION_PRICE_PLUS_ADJUSTMENT_PERCENT", "E": "CREATION_PRICE_PLUS_ADJUSTMENT_AMOUNT", "O": "OFFER_PRICE", "P": "OFFER_PRICE_MINUS_ADJUSTMENT_PERCENT", "Q": "OFFER_PRICE_MINUS_ADJUSTMENT_AMOUNT", "S": "SINGLE_PRICE" } }, "485": { "name": "ExecPriceAdjustment", "type": "FLOAT" }, "486": { "name": "DateOfBirth", "type": "LOCALMKTDATE" }, "487": { "name": "TradeReportTransType", "type": "INT", "values": { "0": "NEW", "1": "CANCEL", "2": "REPLACE", "3": "RELEASE", "4": "REVERSE" } }, "488": { "name": "CardHolderName", "type": "STRING" }, "489": { "name": "CardNumber", "type": "STRING" }, "490": { "name": "CardExpDate", "type": "LOCALMKTDATE" }, "491": { "name": "CardIssNum", "type": "STRING" }, "492": { "name": "PaymentMethod", "type": "INT", "values": { "1": "CREST", "2": "NSCC", "3": "EUROCLEAR", "4": "CLEARSTREAM", "5": "CHEQUE", "6": "TELEGRAPHIC_TRANSFER", "7": "FEDWIRE", "8": "DEBIT_CARD", "9": "DIRECT_DEBIT" } }, "493": { "name": "RegistAcctType", "type": "STRING" }, "494": { "name": "Designation", "type": "STRING" }, "495": { "name": "TaxAdvantageType", "type": "INT", "values": { "0": "NONE", "1": "MAXI_ISA", "2": "TESSA", "3": "MINI_CASH_ISA", "4": "MINI_STOCKS_AND_SHARES_ISA", "5": "MINI_INSURANCE_ISA", "6": "CURRENT_YEAR_PAYMENT", "7": "PRIOR_YEAR_PAYMENT", "8": "ASSET_TRANSFER", "9": "EMPLOYEE_PRIOR_YEAR", "999": "OTHER" } }, "496": { "name": "RegistRejReasonText", "type": "STRING" }, "497": { "name": "FundRenewWaiv", "type": "CHAR", "values": { "Y": "YES", "N": "NO" } }, "498": { "name": "CashDistribAgentName", "type": "STRING" }, "499": { "name": "CashDistribAgentCode", "type": "STRING" }, "500": { "name": "CashDistribAgentAcctNumber", "type": "STRING" }, "501": { "name": "CashDistribPayRef", "type": "STRING" }, "502": { "name": "CashDistribAgentAcctName", "type": "STRING" }, "503": { "name": "CardStartDate", "type": "LOCALMKTDATE" }, "504": { "name": "PaymentDate", "type": "LOCALMKTDATE" }, "505": { "name": "PaymentRemitterID", "type": "STRING" }, "506": { "name": "RegistStatus", "type": "CHAR", "values": { "A": "ACCEPTED", "R": "REJECTED", "H": "HELD", "N": "REMINDER" } }, "507": { "name": "RegistRejReasonCode", "type": "INT", "values": { "1": "INVALID_UNACCEPTABLE_ACCOUNT_TYPE", "2": "INVALID_UNACCEPTABLE_TAX_EXEMPT_TYPE", "3": "INVALID_UNACCEPTABLE_OWNERSHIP_TYPE", "4": "INVALID_UNACCEPTABLE_NO_REG_DETLS", "5": "INVALID_UNACCEPTABLE_REG_SEQ_NO", "6": "INVALID_UNACCEPTABLE_REG_DTLS", "7": "INVALID_UNACCEPTABLE_MAILING_DTLS", "8": "INVALID_UNACCEPTABLE_MAILING_INST", "9": "INVALID_UNACCEPTABLE_INVESTOR_ID", "10": "INVALID_UNACCEPTABLE_INVESTOR_ID_SOURCE", "11": "INVALID_UNACCEPTABLE_DATE_OF_BIRTH", "12": "INVALID_UNACCEPTABLE_INVESTOR_COUNTRY_OF_RESIDENCE", "13": "INVALID_UNACCEPTABLE_NODISTRIBINSTNS", "14": "INVALID_UNACCEPTABLE_DISTRIB_PERCENTAGE", "15": "INVALID_UNACCEPTABLE_DISTRIB_PAYMENT_METHOD", "16": "INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NAME", "17": "INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_CODE", "18": "INVALID_UNACCEPTABLE_CASH_DISTRIB_AGENT_ACCT_NUM", "99": "OTHER" } }, "508": { "name": "RegistRefID", "type": "STRING" }, "509": { "name": "RegistDtls", "type": "STRING" }, "510": { "name": "NoDistribInsts", "type": "NUMINGROUP" }, "511": { "name": "RegistEmail", "type": "STRING" }, "512": { "name": "DistribPercentage", "type": "PERCENTAGE" }, "513": { "name": "RegistID", "type": "STRING" }, "514": { "name": "RegistTransType", "type": "CHAR", "values": { "0": "NEW", "1": "REPLACE", "2": "CANCEL" } }, "515": { "name": "ExecValuationPoint", "type": "UTCTIMESTAMP" }, "516": { "name": "OrderPercent", "type": "PERCENTAGE" }, "517": { "name": "OwnershipType", "type": "CHAR", "values": { "J": "JOINT_INVESTORS", "T": "TENANTS_IN_COMMON", "2": "JOINT_TRUSTEES" } }, "518": { "name": "NoContAmts", "type": "NUMINGROUP" }, "519": { "name": "ContAmtType", "type": "INT", "values": { "1": "COMMISSION_AMOUNT", "2": "COMMISSION_PERCENT", "3": "INITIAL_CHARGE_AMOUNT", "4": "INITIAL_CHARGE_PERCENT", "5": "DISCOUNT_AMOUNT", "6": "DISCOUNT_PERCENT", "7": "DILUTION_LEVY_AMOUNT", "8": "DILUTION_LEVY_PERCENT", "9": "EXIT_CHARGE_AMOUNT" } }, "520": { "name": "ContAmtValue", "type": "FLOAT" }, "521": { "name": "ContAmtCurr", "type": "CURRENCY" }, "522": { "name": "OwnerType", "type": "INT", "values": { "1": "INDIVIDUAL_INVESTOR", "2": "PUBLIC_COMPANY", "3": "PRIVATE_COMPANY", "4": "INDIVIDUAL_TRUSTEE", "5": "COMPANY_TRUSTEE", "6": "PENSION_PLAN", "7": "CUSTODIAN_UNDER_GIFTS_TO_MINORS_ACT", "8": "TRUSTS", "9": "FIDUCIARIES" } }, "523": { "name": "PartySubID", "type": "STRING" }, "524": { "name": "NestedPartyID", "type": "STRING" }, "525": { "name": "NestedPartyIDSource", "type": "CHAR" }, "526": { "name": "SecondaryClOrdID", "type": "STRING" }, "527": { "name": "SecondaryExecID", "type": "STRING" }, "528": { "name": "OrderCapacity", "type": "CHAR", "values": { "A": "AGENCY", "G": "PROPRIETARY", "I": "INDIVIDUAL", "P": "PRINCIPAL", "R": "RISKLESS_PRINCIPAL", "W": "AGENT_FOR_OTHER_MEMBER" } }, "529": { "name": "OrderRestrictions", "type": "MULTIPLEVALUESTRING", "values": { "1": "PROGRAM_TRADE", "2": "INDEX_ARBITRAGE", "3": "NON_INDEX_ARBITRAGE", "4": "COMPETING_MARKET_MAKER", "5": "ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY", "6": "ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_UNDERLYING_SECURITY_OF_A_DERIVATIVE_SECURITY", "7": "FOREIGN_ENTITY", "8": "EXTERNAL_MARKET_PARTICIPANT", "9": "EXTERNAL_INTER_CONNECTED_MARKET_LINKAGE", "A": "RISKLESS_ARBITRAGE" } }, "530": { "name": "MassCancelRequestType", "type": "CHAR", "values": { "1": "CANCEL_ORDERS_FOR_A_SECURITY", "2": "CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY", "3": "CANCEL_ORDERS_FOR_A_PRODUCT", "4": "CANCEL_ORDERS_FOR_A_CFICODE", "5": "CANCEL_ORDERS_FOR_A_SECURITYTYPE", "6": "CANCEL_ORDERS_FOR_A_TRADING_SESSION", "7": "CANCEL_ALL_ORDERS" } }, "531": { "name": "MassCancelResponse", "type": "CHAR", "values": { "0": "CANCEL_REQUEST_REJECTED", "1": "CANCEL_ORDERS_FOR_A_SECURITY", "2": "CANCEL_ORDERS_FOR_AN_UNDERLYING_SECURITY", "3": "CANCEL_ORDERS_FOR_A_PRODUCT", "4": "CANCEL_ORDERS_FOR_A_CFICODE", "5": "CANCEL_ORDERS_FOR_A_SECURITYTYPE", "6": "CANCEL_ORDERS_FOR_A_TRADING_SESSION", "7": "CANCEL_ALL_ORDERS" } }, "532": { "name": "MassCancelRejectReason", "type": "CHAR", "values": { "0": "MASS_CANCEL_NOT_SUPPORTED", "1": "INVALID_OR_UNKNOWN_SECURITY", "2": "INVALID_OR_UNKNOWN_UNDERLYING", "3": "INVALID_OR_UNKNOWN_PRODUCT", "4": "INVALID_OR_UNKNOWN_CFICODE", "5": "INVALID_OR_UNKNOWN_SECURITY_TYPE", "6": "INVALID_OR_UNKNOWN_TRADING_SESSION" } }, "533": { "name": "TotalAffectedOrders", "type": "INT" }, "534": { "name": "NoAffectedOrders", "type": "INT" }, "535": { "name": "AffectedOrderID", "type": "STRING" }, "536": { "name": "AffectedSecondaryOrderID", "type": "STRING" }, "537": { "name": "QuoteType", "type": "INT", "values": { "0": "INDICATIVE", "1": "TRADEABLE", "2": "RESTRICTED_TRADEABLE", "3": "COUNTER" } }, "538": { "name": "NestedPartyRole", "type": "INT" }, "539": { "name": "NoNestedPartyIDs", "type": "NUMINGROUP" }, "540": { "name": "TotalAccruedInterestAmt", "type": "AMT" }, "541": { "name": "MaturityDate", "type": "LOCALMKTDATE" }, "542": { "name": "UnderlyingMaturityDate", "type": "LOCALMKTDATE" }, "543": { "name": "InstrRegistry", "type": "STRING" }, "544": { "name": "CashMargin", "type": "CHAR", "values": { "1": "CASH", "2": "MARGIN_OPEN", "3": "MARGIN_CLOSE" } }, "545": { "name": "NestedPartySubID", "type": "STRING" }, "546": { "name": "Scope", "type": "MULTIPLEVALUESTRING", "values": { "1": "LOCAL", "2": "NATIONAL", "3": "GLOBAL" } }, "547": { "name": "MDImplicitDelete", "type": "BOOLEAN" }, "548": { "name": "CrossID", "type": "STRING" }, "549": { "name": "CrossType", "type": "INT", "values": { "1": "CROSS_TRADE_WHICH_IS_EXECUTED_COMPLETELY_OR_NOT", "2": "CROSS_TRADE_WHICH_IS_EXECUTED_PARTIALLY_AND_THE_REST_IS_CANCELLED", "3": "CROSS_TRADE_WHICH_IS_PARTIALLY_EXECUTED_WITH_THE_UNFILLED_PORTIONS_REMAINING_ACTIVE", "4": "CROSS_TRADE_IS_EXECUTED_WITH_EXISTING_ORDERS_WITH_THE_SAME_PRICE" } }, "550": { "name": "CrossPrioritization", "type": "INT", "values": { "0": "NONE", "1": "BUY_SIDE_IS_PRIORITIZED", "2": "SELL_SIDE_IS_PRIORITIZED" } }, "551": { "name": "OrigCrossID", "type": "STRING" }, "552": { "name": "NoSides", "type": "NUMINGROUP", "values": { "1": "ONE_SIDE", "2": "BOTH_SIDES" } }, "553": { "name": "Username", "type": "STRING" }, "554": { "name": "Password", "type": "STRING" }, "555": { "name": "NoLegs", "type": "NUMINGROUP" }, "556": { "name": "LegCurrency", "type": "CURRENCY" }, "557": { "name": "TotNoSecurityTypes", "type": "INT" }, "558": { "name": "NoSecurityTypes", "type": "NUMINGROUP" }, "559": { "name": "SecurityListRequestType", "type": "INT", "values": { "0": "SYMBOL", "1": "SECURITYTYPE_AND_OR_CFICODE", "2": "PRODUCT", "3": "TRADINGSESSIONID", "4": "ALL_SECURITIES" } }, "560": { "name": "SecurityRequestResult", "type": "INT", "values": { "0": "VALID_REQUEST", "1": "INVALID_OR_UNSUPPORTED_REQUEST", "2": "NO_INSTRUMENTS_FOUND_THAT_MATCH_SELECTION_CRITERIA", "3": "NOT_AUTHORIZED_TO_RETRIEVE_INSTRUMENT_DATA", "4": "INSTRUMENT_DATA_TEMPORARILY_UNAVAILABLE", "5": "REQUEST_FOR_INSTRUMENT_DATA_NOT_SUPPORTED" } }, "561": { "name": "RoundLot", "type": "QTY" }, "562": { "name": "MinTradeVol", "type": "QTY" }, "563": { "name": "MultiLegRptTypeReq", "type": "INT", "values": { "0": "REPORT_BY_MULITLEG_SECURITY_ONLY", "1": "REPORT_BY_MULTILEG_SECURITY_AND_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY", "2": "REPORT_BY_INSTRUMENT_LEGS_BELONGING_TO_THE_MULTILEG_SECURITY_ONLY" } }, "564": { "name": "LegPositionEffect", "type": "CHAR" }, "565": { "name": "LegCoveredOrUncovered", "type": "INT" }, "566": { "name": "LegPrice", "type": "PRICE" }, "567": { "name": "TradSesStatusRejReason", "type": "INT", "values": { "1": "UNKNOWN_OR_INVALID_TRADINGSESSIONID" } }, "568": { "name": "TradeRequestID", "type": "STRING" }, "569": { "name": "TradeRequestType", "type": "INT", "values": { "0": "ALL_TRADES", "1": "MATCHED_TRADES_MATCHING_CRITERIA_PROVIDED_ON_REQUEST", "2": "UNMATCHED_TRADES_THAT_MATCH_CRITERIA", "3": "UNREPORTED_TRADES_THAT_MATCH_CRITERIA", "4": "ADVISORIES_THAT_MATCH_CRITERIA" } }, "570": { "name": "PreviouslyReported", "type": "BOOLEAN" }, "571": { "name": "TradeReportID", "type": "STRING" }, "572": { "name": "TradeReportRefID", "type": "STRING" }, "573": { "name": "MatchStatus", "type": "CHAR", "values": { "0": "COMPARED_MATCHED_OR_AFFIRMED", "1": "UNCOMPARED_UNMATCHED_OR_UNAFFIRMED", "2": "ADVISORY_OR_ALERT" } }, "574": { "name": "MatchType", "type": "STRING" }, "575": { "name": "OddLot", "type": "BOOLEAN" }, "576": { "name": "NoClearingInstructions", "type": "INT" }, "577": { "name": "ClearingInstruction", "type": "INT", "values": { "0": "PROCESS_NORMALLY", "1": "EXCLUDE_FROM_ALL_NETTING", "2": "BILATERAL_NETTING_ONLY", "3": "EX_CLEARING", "4": "SPECIAL_TRADE", "5": "MULTILATERAL_NETTING", "6": "CLEAR_AGAINST_CENTRAL_COUNTERPARTY", "7": "EXCLUDE_FROM_CENTRAL_COUNTERPARTY", "8": "MANUAL_MODE", "9": "AUTOMATIC_POSTING_MODE" } }, "578": { "name": "TradeInputSource", "type": "STRING" }, "579": { "name": "TradeInputDevice", "type": "STRING" }, "580": { "name": "NoDates", "type": "INT" }, "581": { "name": "AccountType", "type": "INT", "values": { "1": "ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS", "2": "ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS", "3": "HOUSE_TRADER", "4": "FLOOR_TRADER", "6": "ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED", "7": "ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED", "8": "JOINT_BACKOFFICE_ACCOUNT" } }, "582": { "name": "CustOrderCapacity", "type": "INT", "values": { "1": "MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT", "2": "CLEARING_FIRM_TRADING_FOR_ITS_PROPRIETARY_ACCOUNT", "3": "MEMBER_TRADING_FOR_ANOTHER_MEMBER", "4": "ALL_OTHER" } }, "583": { "name": "ClOrdLinkID", "type": "STRING" }, "584": { "name": "MassStatusReqID", "type": "STRING" }, "585": { "name": "MassStatusReqType", "type": "INT", "values": { "1": "STATUS_FOR_ORDERS_FOR_A_SECURITY", "2": "STATUS_FOR_ORDERS_FOR_AN_UNDERLYING_SECURITY", "3": "STATUS_FOR_ORDERS_FOR_A_PRODUCT", "4": "STATUS_FOR_ORDERS_FOR_A_CFICODE", "5": "STATUS_FOR_ORDERS_FOR_A_SECURITYTYPE", "6": "STATUS_FOR_ORDERS_FOR_A_TRADING_SESSION", "7": "STATUS_FOR_ALL_ORDERS", "8": "STATUS_FOR_ORDERS_FOR_A_PARTYID" } }, "586": { "name": "OrigOrdModTime", "type": "UTCTIMESTAMP" }, "587": { "name": "LegSettlType", "type": "CHAR" }, "588": { "name": "LegSettlDate", "type": "LOCALMKTDATE" }, "589": { "name": "DayBookingInst", "type": "CHAR", "values": { "0": "CAN_TRIGGER_BOOKING_WITHOUT_REFERENCE_TO_THE_ORDER_INITIATOR", "1": "SPEAK_WITH_ORDER_INITIATOR_BEFORE_BOOKING", "2": "ACCUMULATE" } }, "590": { "name": "BookingUnit", "type": "CHAR", "values": { "0": "EACH_PARTIAL_EXECUTION_IS_A_BOOKABLE_UNIT", "1": "AGGREGATE_PARTIAL_EXECUTIONS_ON_THIS_ORDER_AND_BOOK_ONE_TRADE_PER_ORDER", "2": "AGGREGATE_EXECUTIONS_FOR_THIS_SYMBOL_SIDE_AND_SETTLEMENT_DATE" } }, "591": { "name": "PreallocMethod", "type": "CHAR", "values": { "0": "PRO_RATA", "1": "DO_NOT_PRO_RATA" } }, "592": { "name": "UnderlyingCountryOfIssue", "type": "COUNTRY" }, "593": { "name": "UnderlyingStateOrProvinceOfIssue", "type": "STRING" }, "594": { "name": "UnderlyingLocaleOfIssue", "type": "STRING" }, "595": { "name": "UnderlyingInstrRegistry", "type": "STRING" }, "596": { "name": "LegCountryOfIssue", "type": "COUNTRY" }, "597": { "name": "LegStateOrProvinceOfIssue", "type": "STRING" }, "598": { "name": "LegLocaleOfIssue", "type": "STRING" }, "599": { "name": "LegInstrRegistry", "type": "STRING" }, "600": { "name": "LegSymbol", "type": "STRING" }, "601": { "name": "LegSymbolSfx", "type": "STRING" }, "602": { "name": "LegSecurityID", "type": "STRING" }, "603": { "name": "LegSecurityIDSource", "type": "STRING" }, "604": { "name": "NoLegSecurityAltID", "type": "STRING" }, "605": { "name": "LegSecurityAltID", "type": "STRING" }, "606": { "name": "LegSecurityAltIDSource", "type": "STRING" }, "607": { "name": "LegProduct", "type": "INT" }, "608": { "name": "LegCFICode", "type": "STRING" }, "609": { "name": "LegSecurityType", "type": "STRING" }, "610": { "name": "LegMaturityMonthYear", "type": "MONTHYEAR" }, "611": { "name": "LegMaturityDate", "type": "LOCALMKTDATE" }, "612": { "name": "LegStrikePrice", "type": "PRICE" }, "613": { "name": "LegOptAttribute", "type": "CHAR" }, "614": { "name": "LegContractMultiplier", "type": "FLOAT" }, "615": { "name": "LegCouponRate", "type": "PERCENTAGE" }, "616": { "name": "LegSecurityExchange", "type": "EXCHANGE" }, "617": { "name": "LegIssuer", "type": "STRING" }, "618": { "name": "EncodedLegIssuerLen", "type": "LENGTH" }, "619": { "name": "EncodedLegIssuer", "type": "DATA" }, "620": { "name": "LegSecurityDesc", "type": "STRING" }, "621": { "name": "EncodedLegSecurityDescLen", "type": "LENGTH" }, "622": { "name": "EncodedLegSecurityDesc", "type": "DATA" }, "623": { "name": "LegRatioQty", "type": "FLOAT" }, "624": { "name": "LegSide", "type": "CHAR" }, "625": { "name": "TradingSessionSubID", "type": "STRING" }, "626": { "name": "AllocType", "type": "INT", "values": { "1": "CALCULATED", "2": "PRELIMINARY", "5": "READY_TO_BOOK_SINGLE_ORDER", "7": "WAREHOUSE_INSTRUCTION", "8": "REQUEST_TO_INTERMEDIARY" } }, "627": { "name": "NoHops", "type": "NUMINGROUP", "isHeaderField": true }, "628": { "name": "HopCompID", "type": "STRING", "isHeaderField": true }, "629": { "name": "HopSendingTime", "type": "UTCTIMESTAMP", "isHeaderField": true }, "630": { "name": "HopRefID", "type": "SEQNUM", "isHeaderField": true }, "631": { "name": "MidPx", "type": "PRICE" }, "632": { "name": "BidYield", "type": "PERCENTAGE" }, "633": { "name": "MidYield", "type": "PERCENTAGE" }, "634": { "name": "OfferYield", "type": "PERCENTAGE" }, "635": { "name": "ClearingFeeIndicator", "type": "STRING", "values": { "B": "CBOE_MEMBER", "C": "NON_MEMBER_AND_CUSTOMER", "E": "EQUITY_MEMBER_AND_CLEARING_MEMBER", "F": "FULL_AND_ASSOCIATE_MEMBER_TRADING_FOR_OWN_ACCOUNT_AND_AS_FLOOR_BROKERS", "H": "FIRMS_106H_AND_106J", "I": "GIM_IDEM_AND_COM_MEMBERSHIP_INTEREST_HOLDERS", "L": "LESSEE_AND_106F_EMPLOYEES", "M": "ALL_OTHER_OWNERSHIP_TYPES" } }, "636": { "name": "WorkingIndicator", "type": "BOOLEAN" }, "637": { "name": "LegLastPx", "type": "PRICE" }, "638": { "name": "PriorityIndicator", "type": "INT", "values": { "0": "PRIORITY_UNCHANGED", "1": "LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" } }, "639": { "name": "PriceImprovement", "type": "PRICEOFFSET" }, "640": { "name": "Price2", "type": "PRICE" }, "641": { "name": "LastForwardPoints2", "type": "PRICEOFFSET" }, "642": { "name": "BidForwardPoints2", "type": "PRICEOFFSET" }, "643": { "name": "OfferForwardPoints2", "type": "PRICEOFFSET" }, "644": { "name": "RFQReqID", "type": "STRING" }, "645": { "name": "MktBidPx", "type": "PRICE" }, "646": { "name": "MktOfferPx", "type": "PRICE" }, "647": { "name": "MinBidSize", "type": "QTY" }, "648": { "name": "MinOfferSize", "type": "QTY" }, "649": { "name": "QuoteStatusReqID", "type": "STRING" }, "650": { "name": "LegalConfirm", "type": "BOOLEAN" }, "651": { "name": "UnderlyingLastPx", "type": "PRICE" }, "652": { "name": "UnderlyingLastQty", "type": "QTY" }, "654": { "name": "LegRefID", "type": "STRING" }, "655": { "name": "ContraLegRefID", "type": "STRING" }, "656": { "name": "SettlCurrBidFxRate", "type": "FLOAT" }, "657": { "name": "SettlCurrOfferFxRate", "type": "FLOAT" }, "658": { "name": "QuoteRequestRejectReason", "type": "INT", "values": { "1": "UNKNOWN_SYMBOL", "2": "EXCHANGE_CLOSED", "3": "QUOTE_REQUEST_EXCEEDS_LIMIT", "4": "TOO_LATE_TO_ENTER", "5": "INVALID_PRICE", "6": "NOT_AUTHORIZED_TO_REQUEST_QUOTE", "7": "NO_MATCH_FOR_INQUIRY", "8": "NO_MARKET_FOR_INSTRUMENT", "9": "NO_INVENTORY", "10": "PASS", "99": "OTHER" } }, "659": { "name": "SideComplianceID", "type": "STRING" }, "660": { "name": "AcctIDSource", "type": "INT", "values": { "1": "BIC", "2": "SID_CODE", "3": "TFM", "4": "OMGEO", "5": "DTCC_CODE" } }, "661": { "name": "AllocAcctIDSource", "type": "INT" }, "662": { "name": "BenchmarkPrice", "type": "PRICE" }, "663": { "name": "BenchmarkPriceType", "type": "INT" }, "664": { "name": "ConfirmID", "type": "STRING" }, "665": { "name": "ConfirmStatus", "type": "INT", "values": { "1": "RECEIVED", "2": "MISMATCHED_ACCOUNT", "3": "MISSING_SETTLEMENT_INSTRUCTIONS", "4": "CONFIRMED", "5": "REQUEST_REJECTED" } }, "666": { "name": "ConfirmTransType", "type": "INT", "values": { "0": "NEW", "1": "REPLACE", "2": "CANCEL" } }, "667": { "name": "ContractSettlMonth", "type": "MONTHYEAR" }, "668": { "name": "DeliveryForm", "type": "INT", "values": { "1": "BOOKENTRY", "2": "BEARER" } }, "669": { "name": "LastParPx", "type": "PRICE" }, "670": { "name": "NoLegAllocs", "type": "NUMINGROUP" }, "671": { "name": "LegAllocAccount", "type": "STRING" }, "672": { "name": "LegIndividualAllocID", "type": "STRING" }, "673": { "name": "LegAllocQty", "type": "QTY" }, "674": { "name": "LegAllocAcctIDSource", "type": "STRING" }, "675": { "name": "LegSettlCurrency", "type": "CURRENCY" }, "676": { "name": "LegBenchmarkCurveCurrency", "type": "CURRENCY" }, "677": { "name": "LegBenchmarkCurveName", "type": "STRING" }, "678": { "name": "LegBenchmarkCurvePoint", "type": "STRING" }, "679": { "name": "LegBenchmarkPrice", "type": "PRICE" }, "680": { "name": "LegBenchmarkPriceType", "type": "INT" }, "681": { "name": "LegBidPx", "type": "PRICE" }, "682": { "name": "LegIOIQty", "type": "STRING" }, "683": { "name": "NoLegStipulations", "type": "NUMINGROUP" }, "684": { "name": "LegOfferPx", "type": "PRICE" }, "685": { "name": "LegOrderQty", "type": "QTY" }, "686": { "name": "LegPriceType", "type": "INT" }, "687": { "name": "LegQty", "type": "QTY" }, "688": { "name": "LegStipulationType", "type": "STRING" }, "689": { "name": "LegStipulationValue", "type": "STRING" }, "690": { "name": "LegSwapType", "type": "INT", "values": { "1": "PAR_FOR_PAR", "2": "MODIFIED_DURATION", "4": "RISK", "5": "PROCEEDS" } }, "691": { "name": "Pool", "type": "STRING" }, "692": { "name": "QuotePriceType", "type": "INT", "values": { "1": "PERCENT", "2": "PER_SHARE", "3": "FIXED_AMOUNT", "4": "DISCOUNT", "5": "PREMIUM", "6": "BASIS_POINTS_RELATIVE_TO_BENCHMARK", "7": "TED_PRICE", "8": "TED_YIELD", "9": "YIELD_SPREAD" } }, "693": { "name": "QuoteRespID", "type": "STRING" }, "694": { "name": "QuoteRespType", "type": "INT", "values": { "1": "HIT_LIFT", "2": "COUNTER", "3": "EXPIRED", "4": "COVER", "5": "DONE_AWAY", "6": "PASS" } }, "695": { "name": "QuoteQualifier", "type": "CHAR" }, "696": { "name": "YieldRedemptionDate", "type": "LOCALMKTDATE" }, "697": { "name": "YieldRedemptionPrice", "type": "PRICE" }, "698": { "name": "YieldRedemptionPriceType", "type": "INT" }, "699": { "name": "BenchmarkSecurityID", "type": "STRING" }, "700": { "name": "ReversalIndicator", "type": "BOOLEAN" }, "701": { "name": "YieldCalcDate", "type": "LOCALMKTDATE" }, "702": { "name": "NoPositions", "type": "NUMINGROUP" }, "703": { "name": "PosType", "type": "STRING", "values": { "TQ": "TRANSACTION_QUANTITY", "IAS": "INTRA_SPREAD_QTY", "IES": "INTER_SPREAD_QTY", "FIN": "END_OF_DAY_QTY", "SOD": "START_OF_DAY_QTY", "EX": "OPTION_EXERCISE_QTY", "AS": "OPTION_ASSIGNMENT", "TX": "TRANSACTION_FROM_EXERCISE", "TA": "TRANSACTION_FROM_ASSIGNMENT", "PIT": "PIT_TRADE_QTY", "TRF": "TRANSFER_TRADE_QTY", "ETR": "ELECTRONIC_TRADE_QTY", "ALC": "ALLOCATION_TRADE_QTY", "PA": "ADJUSTMENT_QTY", "ASF": "AS_OF_TRADE_QTY", "DLV": "DELIVERY_QTY", "TOT": "TOTAL_TRANSACTION_QTY", "XM": "CROSS_MARGIN_QTY", "SPL": "INTEGRAL_SPLIT" } }, "704": { "name": "LongQty", "type": "QTY" }, "705": { "name": "ShortQty", "type": "QTY" }, "706": { "name": "PosQtyStatus", "type": "INT", "values": { "0": "SUBMITTED", "1": "ACCEPTED", "2": "REJECTED" } }, "707": { "name": "PosAmtType", "type": "STRING", "values": { "FMTM": "FINAL_MARK_TO_MARKET_AMOUNT", "IMTM": "INCREMENTAL_MARK_TO_MARKET_AMOUNT", "TVAR": "TRADE_VARIATION_AMOUNT", "SMTM": "START_OF_DAY_MARK_TO_MARKET_AMOUNT", "PREM": "PREMIUM_AMOUNT", "CRES": "CASH_RESIDUAL_AMOUNT", "CASH": "CASH_AMOUNT", "VADJ": "VALUE_ADJUSTED_AMOUNT" } }, "708": { "name": "PosAmt", "type": "AMT" }, "709": { "name": "PosTransType", "type": "INT", "values": { "1": "EXERCISE", "2": "DO_NOT_EXERCISE", "3": "POSITION_ADJUSTMENT", "4": "POSITION_CHANGE_SUBMISSION_MARGIN_DISPOSITION", "5": "PLEDGE" } }, "710": { "name": "PosReqID", "type": "STRING" }, "711": { "name": "NoUnderlyings", "type": "NUMINGROUP" }, "712": { "name": "PosMaintAction", "type": "INT", "values": { "1": "NEW", "2": "REPLACE", "3": "CANCEL" } }, "713": { "name": "OrigPosReqRefID", "type": "STRING" }, "714": { "name": "PosMaintRptRefID", "type": "STRING" }, "715": { "name": "ClearingBusinessDate", "type": "LOCALMKTDATE" }, "716": { "name": "SettlSessID", "type": "STRING" }, "717": { "name": "SettlSessSubID", "type": "STRING" }, "718": { "name": "AdjustmentType", "type": "INT", "values": { "0": "PROCESS_REQUEST_AS_MARGIN_DISPOSITION", "1": "DELTA_PLUS", "2": "DELTA_MINUS", "3": "FINAL" } }, "719": { "name": "ContraryInstructionIndicator", "type": "BOOLEAN" }, "720": { "name": "PriorSpreadIndicator", "type": "BOOLEAN" }, "721": { "name": "PosMaintRptID", "type": "STRING" }, "722": { "name": "PosMaintStatus", "type": "INT", "values": { "0": "ACCEPTED", "1": "ACCEPTED_WITH_WARNINGS", "2": "REJECTED", "3": "COMPLETED", "4": "COMPLETED_WITH_WARNINGS" } }, "723": { "name": "PosMaintResult", "type": "INT", "values": { "0": "SUCCESSFUL_COMPLETION_NO_WARNINGS_OR_ERRORS", "1": "REJECTED" } }, "724": { "name": "PosReqType", "type": "INT", "values": { "0": "POSITIONS", "1": "TRADES", "2": "EXERCISES", "3": "ASSIGNMENTS" } }, "725": { "name": "ResponseTransportType", "type": "INT", "values": { "0": "INBAND", "1": "OUT_OF_BAND" } }, "726": { "name": "ResponseDestination", "type": "STRING" }, "727": { "name": "TotalNumPosReports", "type": "INT" }, "728": { "name": "PosReqResult", "type": "INT", "values": { "0": "VALID_REQUEST", "1": "INVALID_OR_UNSUPPORTED_REQUEST", "2": "NO_POSITIONS_FOUND_THAT_MATCH_CRITERIA", "3": "NOT_AUTHORIZED_TO_REQUEST_POSITIONS", "4": "REQUEST_FOR_POSITION_NOT_SUPPORTED", "99": "OTHER" } }, "729": { "name": "PosReqStatus", "type": "INT", "values": { "0": "COMPLETED", "1": "COMPLETED_WITH_WARNINGS", "2": "REJECTED" } }, "730": { "name": "SettlPrice", "type": "PRICE" }, "731": { "name": "SettlPriceType", "type": "INT", "values": { "1": "FINAL", "2": "THEORETICAL" } }, "732": { "name": "UnderlyingSettlPrice", "type": "PRICE" }, "733": { "name": "UnderlyingSettlPriceType", "type": "INT" }, "734": { "name": "PriorSettlPrice", "type": "PRICE" }, "735": { "name": "NoQuoteQualifiers", "type": "NUMINGROUP" }, "736": { "name": "AllocSettlCurrency", "type": "CURRENCY" }, "737": { "name": "AllocSettlCurrAmt", "type": "AMT" }, "738": { "name": "InterestAtMaturity", "type": "AMT" }, "739": { "name": "LegDatedDate", "type": "LOCALMKTDATE" }, "740": { "name": "LegPool", "type": "STRING" }, "741": { "name": "AllocInterestAtMaturity", "type": "AMT" }, "742": { "name": "AllocAccruedInterestAmt", "type": "AMT" }, "743": { "name": "DeliveryDate", "type": "LOCALMKTDATE" }, "744": { "name": "AssignmentMethod", "type": "CHAR", "values": { "R": "RANDOM", "P": "PRORATA" } }, "745": { "name": "AssignmentUnit", "type": "QTY" }, "746": { "name": "OpenInterest", "type": "AMT" }, "747": { "name": "ExerciseMethod", "type": "CHAR", "values": { "A": "AUTOMATIC", "M": "MANUAL" } }, "748": { "name": "TotNumTradeReports", "type": "INT" }, "749": { "name": "TradeRequestResult", "type": "INT", "values": { "0": "SUCCESSFUL", "1": "INVALID_OR_UNKNOWN_INSTRUMENT", "2": "INVALID_TYPE_OF_TRADE_REQUESTED", "3": "INVALID_PARTIES", "4": "INVALID_TRANSPORT_TYPE_REQUESTED", "5": "INVALID_DESTINATION_REQUESTED", "8": "TRADEREQUESTTYPE_NOT_SUPPORTED", "9": "UNAUTHORIZED_FOR_TRADE_CAPTURE_REPORT_REQUEST" } }, "750": { "name": "TradeRequestStatus", "type": "INT", "values": { "0": "ACCEPTED", "1": "COMPLETED", "2": "REJECTED" } }, "751": { "name": "TradeReportRejectReason", "type": "INT", "values": { "0": "SUCCESSFUL", "1": "INVALID_PARTY_INFORMATION", "2": "UNKNOWN_INSTRUMENT", "3": "UNAUTHORIZED_TO_REPORT_TRADES", "4": "INVALID_TRADE_TYPE" } }, "752": { "name": "SideMultiLegReportingType", "type": "INT", "values": { "1": "SINGLE_SECURITY", "2": "INDIVIDUAL_LEG_OF_A_MULTI_LEG_SECURITY", "3": "MULTI_LEG_SECURITY" } }, "753": { "name": "NoPosAmt", "type": "NUMINGROUP" }, "754": { "name": "AutoAcceptIndicator", "type": "BOOLEAN" }, "755": { "name": "AllocReportID", "type": "STRING" }, "756": { "name": "NoNested2PartyIDs", "type": "NUMINGROUP" }, "757": { "name": "Nested2PartyID", "type": "STRING" }, "758": { "name": "Nested2PartyIDSource", "type": "CHAR" }, "759": { "name": "Nested2PartyRole", "type": "INT" }, "760": { "name": "Nested2PartySubID", "type": "STRING" }, "761": { "name": "BenchmarkSecurityIDSource", "type": "STRING", "values": { "1": "CUSIP", "2": "SEDOL", "3": "QUIK", "4": "ISIN_NUMBER", "5": "RIC_CODE", "6": "ISO_CURRENCY_CODE", "7": "ISO_COUNTRY_CODE", "8": "EXCHANGE_SYMBOL", "9": "CONSOLIDATED_TAPE_ASSOCIATION", "A": "BLOOMBERG_SYMBOL", "B": "WERTPAPIER", "C": "DUTCH", "D": "VALOREN", "E": "SICOVAM", "F": "BELGIAN", "G": "COMMON", "H": "CLEARING_HOUSE_CLEARING_ORGANIZATION", "I": "ISDA_FPML_PRODUCT_SPECIFICATION", "J": "OPTIONS_PRICE_REPORTING_AUTHORITY" } }, "762": { "name": "SecuritySubType", "type": "STRING" }, "763": { "name": "UnderlyingSecuritySubType", "type": "STRING" }, "764": { "name": "LegSecuritySubType", "type": "STRING" }, "765": { "name": "AllowableOneSidednessPct", "type": "PERCENTAGE" }, "766": { "name": "AllowableOneSidednessValue", "type": "AMT" }, "767": { "name": "AllowableOneSidednessCurr", "type": "CURRENCY" }, "768": { "name": "NoTrdRegTimestamps", "type": "NUMINGROUP" }, "769": { "name": "TrdRegTimestamp", "type": "UTCTIMESTAMP" }, "770": { "name": "TrdRegTimestampType", "type": "INT", "values": { "1": "EXECUTION_TIME", "2": "TIME_IN", "3": "TIME_OUT", "4": "BROKER_RECEIPT", "5": "BROKER_EXECUTION" } }, "771": { "name": "TrdRegTimestampOrigin", "type": "STRING" }, "772": { "name": "ConfirmRefID", "type": "STRING" }, "773": { "name": "ConfirmType", "type": "INT", "values": { "1": "STATUS", "2": "CONFIRMATION", "3": "CONFIRMATION_REQUEST_REJECTED" } }, "774": { "name": "ConfirmRejReason", "type": "INT", "values": { "1": "MISMATCHED_ACCOUNT", "2": "MISSING_SETTLEMENT_INSTRUCTIONS" } }, "775": { "name": "BookingType", "type": "INT", "values": { "0": "REGULAR_BOOKING", "1": "CFD", "2": "TOTAL_RETURN_SWAP" } }, "776": { "name": "IndividualAllocRejCode", "type": "INT" }, "777": { "name": "SettlInstMsgID", "type": "STRING" }, "778": { "name": "NoSettlInst", "type": "NUMINGROUP" }, "779": { "name": "LastUpdateTime", "type": "UTCTIMESTAMP" }, "780": { "name": "AllocSettlInstType", "type": "INT", "values": { "0": "USE_DEFAULT_INSTRUCTIONS", "1": "DERIVE_FROM_PARAMETERS_PROVIDED", "2": "FULL_DETAILS_PROVIDED", "3": "SSI_DB_IDS_PROVIDED", "4": "PHONE_FOR_INSTRUCTIONS" } }, "781": { "name": "NoSettlPartyIDs", "type": "NUMINGROUP" }, "782": { "name": "SettlPartyID", "type": "STRING" }, "783": { "name": "SettlPartyIDSource", "type": "CHAR" }, "784": { "name": "SettlPartyRole", "type": "INT" }, "785": { "name": "SettlPartySubID", "type": "STRING" }, "786": { "name": "SettlPartySubIDType", "type": "INT" }, "787": { "name": "DlvyInstType", "type": "CHAR", "values": { "S": "SECURITIES", "C": "CASH" } }, "788": { "name": "TerminationType", "type": "INT", "values": { "1": "OVERNIGHT", "2": "TERM", "3": "FLEXIBLE", "4": "OPEN" } }, "789": { "name": "NextExpectedMsgSeqNum", "type": "SEQNUM" }, "790": { "name": "OrdStatusReqID", "type": "STRING" }, "791": { "name": "SettlInstReqID", "type": "STRING" }, "792": { "name": "SettlInstReqRejCode", "type": "INT", "values": { "0": "UNABLE_TO_PROCESS_REQUEST", "1": "UNKNOWN_ACCOUNT", "2": "NO_MATCHING_SETTLEMENT_INSTRUCTIONS_FOUND" } }, "793": { "name": "SecondaryAllocID", "type": "STRING" }, "794": { "name": "AllocReportType", "type": "INT", "values": { "3": "SELLSIDE_CALCULATED_USING_PRELIMINARY", "4": "SELLSIDE_CALCULATED_WITHOUT_PRELIMINARY", "5": "WAREHOUSE_RECAP", "8": "REQUEST_TO_INTERMEDIARY" } }, "795": { "name": "AllocReportRefID", "type": "STRING" }, "796": { "name": "AllocCancReplaceReason", "type": "INT", "values": { "1": "ORIGINAL_DETAILS_INCOMPLETE_INCORRECT", "2": "CHANGE_IN_UNDERLYING_ORDER_DETAILS" } }, "797": { "name": "CopyMsgIndicator", "type": "BOOLEAN" }, "798": { "name": "AllocAccountType", "type": "INT", "values": { "1": "ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_BOOKS", "2": "ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS", "3": "HOUSE_TRADER", "4": "FLOOR_TRADER", "6": "ACCOUNT_IS_CARRIED_ON_NON_CUSTOMER_SIDE_OF_BOOKS_AND_IS_CROSS_MARGINED", "7": "ACCOUNT_IS_HOUSE_TRADER_AND_IS_CROSS_MARGINED", "8": "JOINT_BACKOFFICE_ACCOUNT" } }, "799": { "name": "OrderAvgPx", "type": "PRICE" }, "800": { "name": "OrderBookingQty", "type": "QTY" }, "801": { "name": "NoSettlPartySubIDs", "type": "NUMINGROUP" }, "802": { "name": "NoPartySubIDs", "type": "NUMINGROUP" }, "803": { "name": "PartySubIDType", "type": "INT" }, "804": { "name": "NoNestedPartySubIDs", "type": "NUMINGROUP" }, "805": { "name": "NestedPartySubIDType", "type": "INT" }, "806": { "name": "NoNested2PartySubIDs", "type": "NUMINGROUP" }, "807": { "name": "Nested2PartySubIDType", "type": "INT" }, "808": { "name": "AllocIntermedReqType", "type": "INT", "values": { "1": "PENDING_ACCEPT", "2": "PENDING_RELEASE", "3": "PENDING_REVERSAL", "4": "ACCEPT", "5": "BLOCK_LEVEL_REJECT", "6": "ACCOUNT_LEVEL_REJECT" } }, "810": { "name": "UnderlyingPx", "type": "PRICE" }, "811": { "name": "PriceDelta", "type": "FLOAT" }, "812": { "name": "ApplQueueMax", "type": "INT" }, "813": { "name": "ApplQueueDepth", "type": "INT" }, "814": { "name": "ApplQueueResolution", "type": "INT", "values": { "0": "NO_ACTION_TAKEN", "1": "QUEUE_FLUSHED", "2": "OVERLAY_LAST", "3": "END_SESSION" } }, "815": { "name": "ApplQueueAction", "type": "INT", "values": { "0": "NO_ACTION_TAKEN", "1": "QUEUE_FLUSHED", "2": "OVERLAY_LAST", "3": "END_SESSION" } }, "816": { "name": "NoAltMDSource", "type": "NUMINGROUP" }, "817": { "name": "AltMDSourceID", "type": "STRING" }, "818": { "name": "SecondaryTradeReportID", "type": "STRING" }, "819": { "name": "AvgPxIndicator", "type": "INT", "values": { "0": "NO_AVERAGE_PRICING", "1": "TRADE_IS_PART_OF_AN_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID", "2": "LAST_TRADE_IN_THE_AVERAGE_PRICE_GROUP_IDENTIFIED_BY_THE_TRADELINKID" } }, "820": { "name": "TradeLinkID", "type": "STRING" }, "821": { "name": "OrderInputDevice", "type": "STRING" }, "822": { "name": "UnderlyingTradingSessionID", "type": "STRING" }, "823": { "name": "UnderlyingTradingSessionSubID", "type": "STRING" }, "824": { "name": "TradeLegRefID", "type": "STRING" }, "825": { "name": "ExchangeRule", "type": "STRING" }, "826": { "name": "TradeAllocIndicator", "type": "INT", "values": { "0": "ALLOCATION_NOT_REQUIRED", "1": "ALLOCATION_REQUIRED", "2": "USE_ALLOCATION_PROVIDED_WITH_THE_TRADE" } }, "827": { "name": "ExpirationCycle", "type": "INT", "values": { "0": "EXPIRE_ON_TRADING_SESSION_CLOSE", "1": "EXPIRE_ON_TRADING_SESSION_OPEN" } }, "828": { "name": "TrdType", "type": "INT", "values": { "0": "Regular Trade", "1": "Block Trade", "2": "EFP", "3": "Transfer", "4": "Late Trade", "5": "T Trade", "6": "Weighted Average Price Trade", "7": "Bunched Trade", "8": "Late Bunched Trade", "9": "Prior Reference Price Trade" } }, "829": { "name": "TrdSubType", "type": "INT" }, "830": { "name": "TransferReason", "type": "STRING" }, "831": { "name": "AsgnReqID", "type": "STRING" }, "832": { "name": "TotNumAssignmentReports", "type": "INT" }, "833": { "name": "AsgnRptID", "type": "STRING" }, "834": { "name": "ThresholdAmount", "type": "PRICEOFFSET" }, "835": { "name": "PegMoveType", "type": "INT", "values": { "0": "FLOATING", "1": "FIXED" } }, "836": { "name": "PegOffsetType", "type": "INT", "values": { "0": "PRICE", "1": "BASIS_POINTS", "2": "TICKS", "3": "PRICE_TIER_LEVEL" } }, "837": { "name": "PegLimitType", "type": "INT", "values": { "0": "OR_BETTER", "1": "STRICT", "2": "OR_WORSE" } }, "838": { "name": "PegRoundDirection", "type": "INT", "values": { "1": "MORE_AGGRESSIVE", "2": "MORE_PASSIVE" } }, "839": { "name": "PeggedPrice", "type": "PRICE" }, "840": { "name": "PegScope", "type": "INT", "values": { "1": "LOCAL", "2": "NATIONAL", "3": "GLOBAL", "4": "NATIONAL_EXCLUDING_LOCAL" } }, "841": { "name": "DiscretionMoveType", "type": "INT", "values": { "0": "FLOATING", "1": "FIXED" } }, "842": { "name": "DiscretionOffsetType", "type": "INT", "values": { "0": "PRICE", "1": "BASIS_POINTS", "2": "TICKS", "3": "PRICE_TIER_LEVEL" } }, "843": { "name": "DiscretionLimitType", "type": "INT", "values": { "0": "OR_BETTER", "1": "STRICT", "2": "OR_WORSE" } }, "844": { "name": "DiscretionRoundDirection", "type": "INT", "values": { "1": "MORE_AGGRESSIVE", "2": "MORE_PASSIVE" } }, "845": { "name": "DiscretionPrice", "type": "PRICE" }, "846": { "name": "DiscretionScope", "type": "INT", "values": { "1": "LOCAL", "2": "NATIONAL", "3": "GLOBAL", "4": "NATIONAL_EXCLUDING_LOCAL" } }, "847": { "name": "TargetStrategy", "type": "INT" }, "848": { "name": "TargetStrategyParameters", "type": "STRING" }, "849": { "name": "ParticipationRate", "type": "PERCENTAGE" }, "850": { "name": "TargetStrategyPerformance", "type": "FLOAT" }, "851": { "name": "LastLiquidityInd", "type": "INT", "values": { "1": "ADDED_LIQUIDITY", "2": "REMOVED_LIQUIDITY", "3": "LIQUIDITY_ROUTED_OUT" } }, "852": { "name": "PublishTrdIndicator", "type": "BOOLEAN" }, "853": { "name": "ShortSaleReason", "type": "INT", "values": { "0": "DEALER_SOLD_SHORT", "1": "DEALER_SOLD_SHORT_EXEMPT", "2": "SELLING_CUSTOMER_SOLD_SHORT", "3": "SELLING_CUSTOMER_SOLD_SHORT_EXEMPT", "4": "QUALIFED_SERVICE_REPRESENTATIVE_OR_AUTOMATIC_GIVEUP_CONTRA_SIDE_SOLD_SHORT", "5": "QSR_OR_AGU_CONTRA_SIDE_SOLD_SHORT_EXEMPT" } }, "854": { "name": "QtyType", "type": "INT", "values": { "0": "UNITS", "1": "CONTRACTS" } }, "855": { "name": "SecondaryTrdType", "type": "INT" }, "856": { "name": "TradeReportType", "type": "INT", "values": { "0": "SUBMIT", "1": "ALLEGED", "2": "ACCEPT", "3": "DECLINE", "4": "ADDENDUM", "5": "NO_WAS", "6": "TRADE_REPORT_CANCEL", "7": "LOCKED_IN_TRADE_BREAK" } }, "857": { "name": "AllocNoOrdersType", "type": "INT", "values": { "0": "NOT_SPECIFIED", "1": "EXPLICIT_LIST_PROVIDED" } }, "858": { "name": "SharedCommission", "type": "AMT" }, "859": { "name": "ConfirmReqID", "type": "STRING" }, "860": { "name": "AvgParPx", "type": "PRICE" }, "861": { "name": "ReportedPx", "type": "PRICE" }, "862": { "name": "NoCapacities", "type": "NUMINGROUP" }, "863": { "name": "OrderCapacityQty", "type": "QTY" }, "864": { "name": "NoEvents", "type": "NUMINGROUP" }, "865": { "name": "EventType", "type": "INT", "values": { "1": "PUT", "2": "CALL", "3": "TENDER", "4": "SINKING_FUND_CALL" } }, "866": { "name": "EventDate", "type": "LOCALMKTDATE" }, "867": { "name": "EventPx", "type": "PRICE" }, "868": { "name": "EventText", "type": "STRING" }, "869": { "name": "PctAtRisk", "type": "PERCENTAGE" }, "870": { "name": "NoInstrAttrib", "type": "NUMINGROUP" }, "871": { "name": "InstrAttribType", "type": "INT", "values": { "1": "FLAT", "2": "ZERO_COUPON", "3": "INTEREST_BEARING", "4": "NO_PERIODIC_PAYMENTS", "5": "VARIABLE_RATE", "6": "LESS_FEE_FOR_PUT", "7": "STEPPED_COUPON", "8": "COUPON_PERIOD", "9": "WHEN_AND_IF_ISSUED", "10": "ORIGINAL_ISSUE_DISCOUNT", "11": "CALLABLE_PUTTABLE", "12": "ESCROWED_TO_MATURITY", "13": "ESCROWED_TO_REDEMPTION_DATE", "14": "PRE_REFUNDED", "15": "IN_DEFAULT", "16": "UNRATED", "17": "TAXABLE", "18": "INDEXED", "19": "SUBJECT_TO_ALTERNATIVE_MINIMUM_TAX", "20": "ORIGINAL_ISSUE_DISCOUNT_PRICE", "21": "CALLABLE_BELOW_MATURITY_VALUE", "22": "CALLABLE_WITHOUT_NOTICE_BY_MAIL_TO_HOLDER_UNLESS_REGISTERED", "99": "TEXT" } }, "872": { "name": "InstrAttribValue", "type": "STRING" }, "873": { "name": "DatedDate", "type": "LOCALMKTDATE" }, "874": { "name": "InterestAccrualDate", "type": "LOCALMKTDATE" }, "875": { "name": "CPProgram", "type": "INT" }, "876": { "name": "CPRegType", "type": "STRING" }, "877": { "name": "UnderlyingCPProgram", "type": "STRING" }, "878": { "name": "UnderlyingCPRegType", "type": "STRING" }, "879": { "name": "UnderlyingQty", "type": "QTY" }, "880": { "name": "TrdMatchID", "type": "STRING" }, "881": { "name": "SecondaryTradeReportRefID", "type": "STRING" }, "882": { "name": "UnderlyingDirtyPrice", "type": "PRICE" }, "883": { "name": "UnderlyingEndPrice", "type": "PRICE" }, "884": { "name": "UnderlyingStartValue", "type": "AMT" }, "885": { "name": "UnderlyingCurrentValue", "type": "AMT" }, "886": { "name": "UnderlyingEndValue", "type": "AMT" }, "887": { "name": "NoUnderlyingStips", "type": "NUMINGROUP" }, "888": { "name": "UnderlyingStipType", "type": "STRING" }, "889": { "name": "UnderlyingStipValue", "type": "STRING" }, "890": { "name": "MaturityNetMoney", "type": "AMT" }, "891": { "name": "MiscFeeBasis", "type": "INT", "values": { "0": "ABSOLUTE", "1": "PER_UNIT", "2": "PERCENTAGE" } }, "892": { "name": "TotNoAllocs", "type": "INT" }, "893": { "name": "LastFragment", "type": "BOOLEAN" }, "894": { "name": "CollReqID", "type": "STRING" }, "895": { "name": "CollAsgnReason", "type": "INT", "values": { "0": "INITIAL", "1": "SCHEDULED", "2": "TIME_WARNING", "3": "MARGIN_DEFICIENCY", "4": "MARGIN_EXCESS", "5": "FORWARD_COLLATERAL_DEMAND", "6": "EVENT_OF_DEFAULT", "7": "ADVERSE_TAX_EVENT" } }, "896": { "name": "CollInquiryQualifier", "type": "INT", "values": { "0": "TRADEDATE", "1": "GC_INSTRUMENT", "2": "COLLATERALINSTRUMENT", "3": "SUBSTITUTION_ELIGIBLE", "4": "NOT_ASSIGNED", "5": "PARTIALLY_ASSIGNED", "6": "FULLY_ASSIGNED", "7": "OUTSTANDING_TRADES" } }, "897": { "name": "NoTrades", "type": "NUMINGROUP" }, "898": { "name": "MarginRatio", "type": "PERCENTAGE" }, "899": { "name": "MarginExcess", "type": "AMT" }, "900": { "name": "TotalNetValue", "type": "AMT" }, "901": { "name": "CashOutstanding", "type": "AMT" }, "902": { "name": "CollAsgnID", "type": "STRING" }, "903": { "name": "CollAsgnTransType", "type": "INT", "values": { "0": "NEW", "1": "REPLACE", "2": "CANCEL", "3": "RELEASE", "4": "REVERSE" } }, "904": { "name": "CollRespID", "type": "STRING" }, "905": { "name": "CollAsgnRespType", "type": "INT", "values": { "0": "RECEIVED", "1": "ACCEPTED", "2": "DECLINED", "3": "REJECTED" } }, "906": { "name": "CollAsgnRejectReason", "type": "INT", "values": { "0": "UNKNOWN_DEAL", "1": "UNKNOWN_OR_INVALID_INSTRUMENT", "2": "UNAUTHORIZED_TRANSACTION", "3": "INSUFFICIENT_COLLATERAL", "4": "INVALID_TYPE_OF_COLLATERAL", "5": "EXCESSIVE_SUBSTITUTION" } }, "907": { "name": "CollAsgnRefID", "type": "STRING" }, "908": { "name": "CollRptID", "type": "STRING" }, "909": { "name": "CollInquiryID", "type": "STRING" }, "910": { "name": "CollStatus", "type": "INT", "values": { "0": "UNASSIGNED", "1": "PARTIALLY_ASSIGNED", "2": "ASSIGNMENT_PROPOSED", "3": "ASSIGNED", "4": "CHALLENGED" } }, "911": { "name": "TotNumReports", "type": "INT" }, "912": { "name": "LastRptRequested", "type": "BOOLEAN" }, "913": { "name": "AgreementDesc", "type": "STRING" }, "914": { "name": "AgreementID", "type": "STRING" }, "915": { "name": "AgreementDate", "type": "LOCALMKTDATE" }, "916": { "name": "StartDate", "type": "LOCALMKTDATE" }, "917": { "name": "EndDate", "type": "LOCALMKTDATE" }, "918": { "name": "AgreementCurrency", "type": "CURRENCY" }, "919": { "name": "DeliveryType", "type": "INT", "values": { "0": "VERSUS_PAYMENT", "1": "FREE", "2": "TRI_PARTY", "3": "HOLD_IN_CUSTODY" } }, "920": { "name": "EndAccruedInterestAmt", "type": "AMT" }, "921": { "name": "StartCash", "type": "AMT" }, "922": { "name": "EndCash", "type": "AMT" }, "923": { "name": "UserRequestID", "type": "STRING" }, "924": { "name": "UserRequestType", "type": "INT", "values": { "1": "LOGONUSER", "2": "LOGOFFUSER", "3": "CHANGEPASSWORDFORUSER", "4": "REQUEST_INDIVIDUAL_USER_STATUS" } }, "925": { "name": "NewPassword", "type": "STRING" }, "926": { "name": "UserStatus", "type": "INT", "values": { "1": "LOGGED_IN", "2": "NOT_LOGGED_IN", "3": "USER_NOT_RECOGNISED", "4": "PASSWORD_INCORRECT", "5": "PASSWORD_CHANGED", "6": "OTHER" } }, "927": { "name": "UserStatusText", "type": "STRING" }, "928": { "name": "StatusValue", "type": "INT", "values": { "1": "CONNECTED", "2": "NOT_CONNECTED_DOWN_EXPECTED_UP", "3": "NOT_CONNECTED_DOWN_EXPECTED_DOWN", "4": "IN_PROCESS" } }, "929": { "name": "StatusText", "type": "STRING" }, "930": { "name": "RefCompID", "type": "STRING" }, "931": { "name": "RefSubID", "type": "STRING" }, "932": { "name": "NetworkResponseID", "type": "STRING" }, "933": { "name": "NetworkRequestID", "type": "STRING" }, "934": { "name": "LastNetworkResponseID", "type": "STRING" }, "935": { "name": "NetworkRequestType", "type": "INT", "values": { "1": "SNAPSHOT", "2": "SUBSCRIBE", "4": "STOP_SUBSCRIBING", "8": "LEVEL_OF_DETAIL" } }, "936": { "name": "NoCompIDs", "type": "NUMINGROUP" }, "937": { "name": "NetworkStatusResponseType", "type": "INT", "values": { "1": "FULL", "2": "INCREMENTAL_UPDATE" } }, "938": { "name": "NoCollInquiryQualifier", "type": "NUMINGROUP" }, "939": { "name": "TrdRptStatus", "type": "INT", "values": { "0": "Accepted", "1": "Rejected" } }, "940": { "name": "AffirmStatus", "type": "INT", "values": { "1": "RECEIVED", "2": "CONFIRM_REJECTED", "3": "AFFIRMED" } }, "941": { "name": "UnderlyingStrikeCurrency", "type": "CURRENCY" }, "942": { "name": "LegStrikeCurrency", "type": "CURRENCY" }, "943": { "name": "TimeBracket", "type": "STRING" }, "944": { "name": "CollAction", "type": "INT", "values": { "0": "RETAIN", "1": "ADD", "2": "REMOVE" } }, "945": { "name": "CollInquiryStatus", "type": "INT", "values": { "0": "ACCEPTED", "1": "ACCEPTED_WITH_WARNINGS", "2": "COMPLETED", "3": "COMPLETED_WITH_WARNINGS", "4": "REJECTED" } }, "946": { "name": "CollInquiryResult", "type": "INT", "values": { "0": "SUCCESSFUL", "1": "INVALID_OR_UNKNOWN_INSTRUMENT", "2": "INVALID_OR_UNKNOWN_COLLATERAL_TYPE", "3": "INVALID_PARTIES", "4": "INVALID_TRANSPORT_TYPE_REQUESTED", "5": "INVALID_DESTINATION_REQUESTED", "6": "NO_COLLATERAL_FOUND_FOR_THE_TRADE_SPECIFIED", "7": "NO_COLLATERAL_FOUND_FOR_THE_ORDER_SPECIFIED", "8": "COLLATERAL_INQUIRY_TYPE_NOT_SUPPORTED", "9": "UNAUTHORIZED_FOR_COLLATERAL_INQUIRY", "99": "OTHER" } }, "947": { "name": "StrikeCurrency", "type": "CURRENCY" }, "948": { "name": "NoNested3PartyIDs", "type": "NUMINGROUP" }, "949": { "name": "Nested3PartyID", "type": "STRING" }, "950": { "name": "Nested3PartyIDSource", "type": "CHAR" }, "951": { "name": "Nested3PartyRole", "type": "INT" }, "952": { "name": "NoNested3PartySubIDs", "type": "NUMINGROUP" }, "953": { "name": "Nested3PartySubID", "type": "STRING" }, "954": { "name": "Nested3PartySubIDType", "type": "INT" }, "955": { "name": "LegContractSettlMonth", "type": "MONTHYEAR" }, "956": { "name": "LegInterestAccrualDate", "type": "LOCALMKTDATE" } } }; } );