<?xml version='1.0' encoding='UTF-8'?>
<fix type="FIX" major="5" minor="0" servicepack="2">
  <header/>
  <trailer/>
  <messages>
    <message name="ExecutionReport" msgtype="8" msgcat="app">
      <field name="OrderID" required="Y"/>
      <field name="MDEntryID" required="N"/>
      <field name="ClOrdID" required="N"/>
      <field name="OrigClOrdID" required="N"/>
      <component name="Parties" required="Y"/>
      <field name="TrdMatchID" required="N"/>
      <field name="ExecID" required="Y"/>
      <field name="ExecRefID" required="N"/>
      <field name="ExecType" required="Y"/>
      <field name="ExecTypeReason" required="N"/>
      <field name="OrdStatus" required="Y"/>
      <field name="OrdRejReason" required="N"/>
      <field name="AlgorithmicTradeIndicator" required="N"/>
      <field name="Account" required="N"/>
      <field name="AccountType" required="N"/>
      <component name="Instrument" required="Y"/>
      <field name="Side" required="Y"/>
      <component name="OrderQtyData" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <component name="TriggeringInstruction" required="N"/>
      <field name="Triggered" required="N"/>
      <field name="Currency" required="Y"/>
      <field name="TimeInForce" required="Y"/>
      <field name="ExpireDate" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="OrderCapacity" required="Y"/>
      <field name="OrderRestrictions" required="N"/>
      <component name="OrderAttributeGrp" required="N"/>
      <field name="LastQty" required="N"/>
      <field name="LastPx" required="N"/>
      <field name="LeavesQty" required="Y"/>
      <field name="CumQty" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="SelfMatchPreventionID" required="N"/>
      <component name="DisplayInstruction" required="N"/>
      <field name="Text" required="N"/>
      <field name="PriorityIndicator" required="N"/>
      <field name="LastLiquidityInd" required="N"/>
      <field name="CopyMsgIndicator" required="N"/>
      <field name="OrderOrigination" required="N"/>
      <field name="ExecInst" required="N"/>
      <field name="FeeStructureID" required="N"/>
    </message>
    <message name="OrderCancelReject" msgtype="9" msgcat="app">
      <field name="OrderID" required="Y"/>
      <field name="ClOrdID" required="Y"/>
      <field name="OrigClOrdID" required="N"/>
      <field name="OrdStatus" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="CxlRejResponseTo" required="Y"/>
      <field name="CxlRejReason" required="N"/>
      <component name="Parties" required="Y"/>
    </message>
    <message name="TradeCaptureReport" msgtype="AE" msgcat="app">
      <field name="TradeReportID" required="Y"/>
      <field name="SecondaryTradeReportID" required="N"/>
      <field name="TradeID" required="N"/>
      <field name="TradeReportTransType" required="Y"/>
      <field name="TrdType" required="Y"/>
      <field name="MarketSegmentID" required="N"/>
      <field name="MarketID" required="N"/>
      <component name="Instrument" required="Y"/>
      <field name="LastQty" required="Y"/>
      <field name="LastPx" required="Y"/>
      <field name="Currency" required="N"/>
      <field name="TradeDate" required="N"/>
      <field name="TransactTime" required="Y"/>
      <field name="SettlDate" required="N"/>
      <field name="TradeHandlingInstr" required="Y"/>
      <field name="AlgorithmicTradeIndicator" required="N"/>
      <component name="TrdCapRptSideGrp" required="Y"/>
      <field name="GrossTradeAmt" required="N"/>
      <field name="ContractValue" required="N"/>
      <field name="TradeReportType" required="N"/>
      <field name="ExecType" required="N"/>
      <field name="TradeReportRefID" required="N"/>
      <field name="CopyMsgIndicator" required="N"/>
    </message>
    <message name="TradeCaptureReportAck" msgtype="AR" msgcat="app">
      <field name="TradeReportID" required="Y"/>
      <field name="SecondaryTradeReportID" required="N"/>
      <field name="TradeID" required="N"/>
      <field name="TradeReportTransType" required="Y"/>
      <field name="TradeReportType" required="N"/>
      <field name="TrdType" required="N"/>
      <field name="TrdRptStatus" required="Y"/>
      <field name="TradeReportRejectReason" required="N"/>
      <field name="LastQty" required="N"/>
      <field name="LastPx" required="N"/>
      <field name="MarketSegmentID" required="N"/>
      <field name="MarketID" required="N"/>
      <component name="Instrument" required="Y"/>
      <field name="Currency" required="N"/>
      <field name="TransactTime" required="Y"/>
      <field name="SettlDate" required="N"/>
      <field name="TradeHandlingInstr" required="N"/>
      <field name="TradeReportRefID" required="N"/>
      <component name="TrdCapRptAckSideGrp" required="N"/>
      <field name="CopyMsgIndicator" required="N"/>
    </message>
    <message name="NewOrderSingle" msgtype="D" msgcat="app">
      <field name="ClOrdID" required="Y"/>
      <component name="Parties" required="Y"/>
      <field name="Account" required="N"/>
      <field name="AccountType" required="N"/>
      <field name="ExecInst" required="N"/>
      <field name="SelfMatchPreventionID" required="N"/>
      <component name="DisplayInstruction" required="N"/>
      <component name="Instrument" required="Y"/>
      <field name="Side" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <component name="OrderQtyData" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <component name="TriggeringInstruction" required="N"/>
      <field name="TimeInForce" required="Y"/>
      <field name="ExpireDate" required="N"/>
      <field name="ExpireTime" required="N"/>
      <field name="OrderCapacity" required="Y"/>
      <field name="OrderRestrictions" required="N"/>
      <component name="OrderAttributeGrp" required="Y"/>
      <field name="Text" required="N"/>
      <field name="OrderOrigination" required="N"/>
      <field name="FeeStructureID" required="N"/>
    </message>
    <message name="OrderCancelRequest" msgtype="F" msgcat="app">
      <field name="OrigClOrdID" required="N"/>
      <field name="OrderID" required="N"/>
      <field name="ClOrdID" required="Y"/>
      <component name="Parties" required="Y"/>
      <component name="Instrument" required="Y"/>
      <field name="Side" required="Y"/>
      <field name="TransactTime" required="Y"/>
    </message>
    <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
      <field name="OrderID" required="N"/>
      <field name="OrigClOrdID" required="N"/>
      <field name="ClOrdID" required="Y"/>
      <component name="Parties" required="Y"/>
      <field name="DisplayQty" required="N"/>
      <component name="Instrument" required="Y"/>
      <field name="Side" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <component name="OrderQtyData" required="Y"/>
      <field name="OrdType" required="Y"/>
      <field name="Price" required="N"/>
      <component name="TriggeringInstruction" required="N"/>
      <field name="ExpireDate" required="N"/>
    </message>
    <message name="MassQuote" msgtype="i" msgcat="app">
      <field name="QuoteID" required="Y"/>
      <component name="Parties" required="Y"/>
      <field name="Account" required="N"/>
      <field name="AccountType" required="N"/>
      <field name="OrderCapacity" required="Y"/>
      <field name="OrderRestrictions" required="N"/>
      <field name="OrderOrigination" required="N"/>
      <field name="TransactTime" required="Y"/>
      <field name="Text" required="N"/>
      <field name="FeeStructureID" required="N"/>
      <component name="QuotSetGrp" required="Y"/>
      <field name="SelfMatchPreventionID" required="N"/>
    </message>
    <message name="MassQuoteAck" msgtype="b" msgcat="app">
      <field name="QuoteID" required="N"/>
      <field name="QuoteStatus" required="Y"/>
      <field name="QuoteRejectReason" required="N"/>
      <component name="Parties" required="Y"/>
      <field name="Account" required="N"/>
      <field name="AccountType" required="N"/>
      <field name="OrderCapacity" required="Y"/>
      <field name="OrderRestrictions" required="N"/>
      <field name="OrderOrigination" required="N"/>
      <field name="TransactTime" required="Y"/>
      <field name="Text" required="N"/>
      <field name="FeeStructureID" required="N"/>
      <component name="QuotSetAckGrp" required="Y"/>
      <field name="SelfMatchPreventionID" required="N"/>
      <field name="CopyMsgIndicator" required="N"/>
    </message>
    <message name="BusinessMessageReject" msgtype="j" msgcat="app">
      <field name="RefSeqNum" required="N"/>
      <field name="RefMsgType" required="Y"/>
      <field name="BusinessRejectRefID" required="N"/>
      <field name="BusinessRejectReason" required="Y"/>
      <field name="Text" required="N"/>
    </message>
    <message name="PartyRiskLimitsDefinitionRequest" msgtype="CS" msgcat="app">
      <field name="RiskLimitRequestID" required="Y"/>
      <component name="RequestingPartyGrp" required="Y"/>
      <component name="PartyRiskLimitsUpdateGrp" required="Y"/>
    </message>
    <message name="PartyRiskLimitsDefinitionRequestAck" msgtype="CT" msgcat="app">
      <field name="RiskLimitRequestID" required="Y"/>
      <field name="RiskLimitRequestResult" required="N"/>
      <field name="RiskLimitRequestStatus" required="Y"/>
      <component name="PartyRiskLimitsAckGrp" required="Y"/>
    </message>
    <message name="PartyRiskLimitsReport" msgtype="CM" msgcat="app">
      <field name="RiskLimitReportID" required="Y"/>
      <field name="RiskLimitRequestID" required="N"/>
      <field name="RiskLimitRequestType" required="N"/>
      <field name="RequestResult" required="N"/>
      <field name="UnsolicitedIndicator" required="Y"/>
      <component name="PartyRiskLimitsGrp" required="Y"/>
    </message>
    <message name="PartyRiskLimitsRequest" msgtype="CL" msgcat="app">
      <field name="RiskLimitRequestID" required="Y"/>
      <field name="RiskLimitRequestType" required="Y"/>
      <component name="RequestingPartyGrp" required="Y"/>
      <component name="Parties" required="Y"/>
      <component name="RequestedRiskLimitTypesGrp" required="N"/>
      <component name="RiskInstrumentScopeGrp" required="N"/>
    </message>
    <message name="BidOfferUpdate" msgtype="UU" msgcat="app">
      <component name="Instrument" required="Y"/>
      <field name="UpdateType" required="Y"/>
      <field name="TotalBidSize" required="Y"/>
      <field name="TotalOfferSize" required="Y"/>
      <field name="BidOrders" required="Y"/>
      <field name="OfferOrders" required="Y"/>
    </message>
    <message name="TradingSessionStatus" msgtype="h" msgcat="app">
      <field name="TradingSessionID" required="Y"/>
      <field name="TradSesStatus" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="TradeDate" required="Y"/>
      <field name="MarketID" required="N"/>
    </message>
    <message name="TestEvent" msgtype="UT" msgcat="app">
      <field name="ScenarioName" required="Y"/>
      <field name="TestEventType" required="Y"/>
    </message>
    <message name="OrderMassCancelRequest" msgtype="q" msgcat="app">
      <field name="ClOrdID" required="Y"/>
      <field name="MassCancelRequestType" required="Y"/>
      <component name="Parties" required="Y"/>
      <component name="TargetParties" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="SecurityIDSource" required="N"/>
      <field name="MarketSegmentID" required="N"/>
      <field name="TransactTime" required="Y"/>
    </message>
    <message name="OrderMassCancelReport" msgtype="r" msgcat="app">
      <field name="ClOrdID" required="N"/>
      <field name="MassActionReportID" required="Y"/>
      <field name="MassCancelRequestType" required="Y"/>
      <field name="MassCancelResponse" required="Y"/>
      <field name="MassCancelRejectReason" required="N"/>
      <field name="TotalAffectedOrders" required="Y"/>
      <component name="Parties" required="Y"/>
      <component name="TargetParties" required="N"/>
      <field name="SecurityID" required="N"/>
      <field name="SecurityIDSource" required="N"/>
      <field name="MarketSegmentID" required="N"/>
      <field name="TransactTime" required="Y"/>
      <field name="CopyMsgIndicator" required="N"/>
    </message>
    <message name="PositionReport" msgtype="AP" msgcat="app" doc="The Position Report message reports open positions.">
      <field name="PosMaintRptID" required="Y"/>
      <component name="Instrument" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <component name="PositionQty" required="Y"/>
      <component name="RelatedTradeGrp" required="N"/>
    </message>
    <message name="RequestForExecution" msgtype="UE" msgcat="app" doc="The information for the MM that one of the quotes has been crossed.">
      <component name="Instrument" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="RequestForExecutionReason" required="Y"/>
    </message>
    <message name="MarketMakerCommand" msgtype="UB" msgcat="app" doc="Market Maker command request.">
      <field name="MarketMakerCommandID" required="Y"/>
      <component name="Instrument" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="MarketMakerCommandAction" required="Y"/>
    </message>
    <message name="MarketMakerCommandAck" msgtype="UC" msgcat="app" doc="The response to the Market Maker command.">
      <field name="MarketMakerCommandID" required="Y"/>
      <component name="Instrument" required="Y"/>
      <field name="TransactTime" required="Y"/>
      <field name="MarketMakerCommandResult" required="Y"/>
      <field name="MarketMakerCommandRejectionCode" required="N"/>
    </message>
  </messages>
  <components>
    <component name="RequestingPartyGrp" doc="This group defines the Clearing member responsible for the risk limits.">
      <group name="NoRequestingPartyIDs" required="Y">
        <field name="RequestingPartyID" required="Y"/>
        <field name="RequestingPartyIDSource" required="Y"/>
        <field name="RequestingPartyRole" required="Y"/>
      </group>
    </component>
    <component name="PartyRiskLimitsUpdateGrp" doc="This group defines the number of limits being defined.">
      <group name="NoPartyRiskLimits" required="Y">
        <field name="ListUpdateAction" required="Y"/>
        <field name="PartyActionType" required="N"/>
        <field name="RiskLimitID" required="Y"/>
        <component name="PartyDetailGrp" required="Y"/>
        <component name="RiskLimitsGrp" required="Y"/>
      </group>
    </component>
    <component name="RiskLimitsGrp">
      <group name="NoRiskLimits" required="Y">
        <field name="OrderCapacity" required="Y"/>
        <component name="OrderAttributeGrp" required="N"/>
        <component name="RiskLimitTypesGrp" required="Y"/>
        <component name="RiskInstrumentScopeGrp" required="Y"/>
      </group>
    </component>
    <component name="RiskLimitTypesGrp" doc="This group specifies the type of limit.">
      <group name="NoRiskLimitTypes" required="N">
        <field name="RiskLimitType" required="Y"/>
        <field name="RiskLimitAmount" required="N"/>
        <field name="RiskLimitAction" required="N"/>
        <field name="RiskLimitUtilizationAmount" required="N"/>
        <field name="RiskLimitUtilizationPercent" required="N"/>
        <component name="RiskWarningLevelGrp" required="N"/>
      </group>
    </component>
    <component name="RiskInstrumentScopeGrp" doc="This group defines the instrument (if any) to which the limit is applied.">
      <group name="NoRiskInstrumentScopes" required="N">
        <component name="InstrumentScope" required="N"/>
      </group>
    </component>
    <component name="InstrumentScope">
      <field name="InstrumentScopeSecurityExchange" required="N"/>
      <field name="InstrumentScopeSecurityID" required="N"/>
      <field name="InstrumentScopeSecurityIDSource" required="N"/>
      <field name="MarketSegmentID" required="N"/>
    </component>
    <component name="PartyRiskLimitsAckGrp">
      <group name="NoPartyRiskLimits" required="Y">
        <field name="ListUpdateAction" required="Y"/>
        <field name="PartyActionType" required="N"/>
        <field name="RiskLimitID" required="N"/>
        <component name="PartyDetailGrp" required="Y"/>
        <component name="RiskLimitsGrp" required="Y"/>
      </group>
    </component>
    <component name="PartyRiskLimitsGrp">
      <group name="NoPartyRiskLimits" required="Y">
        <field name="RiskLimitID" required="N"/>
        <component name="PartyDetailGrp" required="Y"/>
        <component name="RiskLimitsGrp" required="Y"/>
      </group>
    </component>
    <component name="RequestedRiskLimitTypesGrp">
      <group name="NoRequestedRiskLimitType" required="N">
        <field name="OrderCapacity" required="N"/>
        <component name="OrderAttributeGrp" required="N"/>
        <field name="RiskLimitType" required="N"/>
      </group>
    </component>
    <component name="RiskWarningLevelGrp" doc="Not applicable.">
      <group name="NoRiskWarningLevels" required="N">
        <field name="RiskWarningLevelAction" required="N"/>
        <field name="RiskWarningLevelPercent" required="N"/>
        <field name="RiskWarningLevelName" required="N"/>
      </group>
    </component>
    <component name="TargetParties">
      <group name="NoTargetPartyIDs" required="N">
        <field name="TargetPartyID" required="N"/>
        <field name="TargetPartyIDSource" required="N"/>
        <field name="TargetPartyRole" required="N"/>
      </group>
    </component>
    <component name="PositionQty" doc="Position quantity">
      <group name="NoPositions" required="Y">
        <field name="PosType" required="Y"/>
        <field name="OpenInterest" required="Y"/>
      </group>
    </component>
    <component name="TradeReportOrderDetail">
      <field name="OrderID" required="N"/>
      <field name="ClOrdID" required="N"/>
      <field name="OrderCapacity" required="Y"/>
      <field name="OrderRestrictions" required="N"/>
      <field name="OrderOrigination" required="N"/>
    </component>
    <component name="TrdCapRptSideGrp">
      <group name="NoSides" required="Y">
        <field name="Side" required="Y"/>
        <component name="Parties" required="Y"/>
        <field name="Account" required="N"/>
        <field name="AccountType" required="N"/>
        <field name="Text" required="N"/>
        <component name="TradeReportOrderDetail" required="Y"/>
        <component name="OrderAttributeGrp" required="Y"/>
        <field name="FeeStructureID" required="N"/>
        <field name="SideLiquidityInd" required="N"/>
        <component name="TrdRegPublicationGrp" required="N"/>
      </group>
    </component>
    <component name="DisplayInstruction">
      <field name="DisplayQty" required="N"/>
      <field name="InitialDisplayQty" required="N"/>
    </component>
    <component name="QuotEntryAckGrp">
      <group name="NoQuoteEntries" required="N">
        <field name="QuoteEntryID" required="Y"/>
        <field name="BidQuoteID" required="N"/>
        <field name="OfferQuoteID" required="N"/>
        <component name="Instrument" required="N"/>
        <field name="BidPx" required="Y"/>
        <field name="OfferPx" required="Y"/>
        <field name="BidSize" required="Y"/>
        <field name="OfferSize" required="Y"/>
        <field name="QuoteEntryStatus" required="N"/>
        <field name="QuoteEntryRejectReason" required="N"/>
      </group>
    </component>
    <component name="OrderQtyData">
      <field name="OrderQty" required="Y"/>
    </component>
    <component name="QuotSetAckGrp">
      <group name="NoQuoteSets" required="N">
        <field name="QuoteSetID" required="N"/>
        <field name="TotNoQuoteEntries" required="Y"/>
        <component name="QuotEntryAckGrp" required="Y"/>
        <field name="TotNoCxldQuotes" required="Y"/>
        <field name="TotNoAccQuotes" required="Y"/>
        <field name="TotNoRejQuotes" required="Y"/>
      </group>
    </component>
    <component name="TriggeringInstruction">
      <field name="TriggerPrice" required="N"/>
    </component>
    <component name="QuotEntryGrp">
      <group name="NoQuoteEntries" required="Y">
        <field name="QuoteEntryID" required="Y"/>
        <component name="Instrument" required="N"/>
        <field name="BidPx" required="N"/>
        <field name="OfferPx" required="N"/>
        <field name="BidSize" required="N"/>
        <field name="OfferSize" required="N"/>
      </group>
    </component>
    <component name="TrdCapRptAckSideGrp">
      <group name="NoSides" required="Y">
        <field name="Side" required="Y"/>
        <component name="Parties" required="Y"/>
        <field name="Account" required="N"/>
        <field name="AccountType" required="N"/>
        <field name="Text" required="N"/>
        <component name="TradeReportOrderDetail" required="Y"/>
        <component name="OrderAttributeGrp" required="Y"/>
        <field name="FeeStructureID" required="N"/>
      </group>
    </component>
    <component name="QuotSetGrp">
      <group name="NoQuoteSets" required="Y">
        <field name="QuoteSetID" required="Y"/>
        <field name="TotNoQuoteEntries" required="Y"/>
        <component name="QuotEntryGrp" required="Y"/>
      </group>
    </component>
    <component name="Parties">
      <group name="NoPartyIDs" required="Y">
        <field name="PartyID" required="Y"/>
        <field name="PartyIDSource" required="Y"/>
        <field name="PartyRole" required="Y"/>
        <field name="PartyRoleQualifier" required="N"/>
      </group>
    </component>
    <component name="PartyDetailGrp">
      <group name="NoPartyDetails" required="Y">
        <field name="PartyDetailID" required="Y"/>
        <field name="PartyDetailIDSource" required="Y"/>
        <field name="PartyDetailRole" required="Y"/>
        <field name="PartyDetailRoleQualifier" required="N"/>
      </group>
    </component>
    <component name="Instrument" doc="Instrument identification.">
      <field name="SecurityID" required="Y"/>
      <field name="SecurityIDSource" required="Y"/>
    </component>
    <component name="TrdRegPublicationGrp">
      <group name="NoTrdRegPublications" required="Y">
        <field name="TrdRegPublicationType" required="Y"/>
        <field name="TrdRegPublicationReason" required="Y"/>
      </group>
    </component>
    <component name="OrderAttributeGrp">
      <group name="NoOrderAttributes" required="Y">
        <field name="OrderAttributeType" required="Y"/>
        <field name="OrderAttributeValue" required="Y"/>
      </group>
    </component>
    <component name="RelatedTradeGrp" doc="Related trade identification.">
      <group name="NoRelatedTrades" required="Y">
        <field name="RelatedTradeID" required="Y"/>
        <field name="RelatedTradeIDSource" required="Y"/>
      </group>
    </component>
  </components>
  <fields>
    <field number="1" name="Account" type="STRING" doc="Account provided by the Trading Member for clearing purposes."/>
    <field number="11" name="ClOrdID" type="STRING" doc="Unique identifier for an order assigned by the trading member. Trading Members that submit GTD / GTC orders must ensure uniqueness across days, for example by embedding a date within the ClOrdID value."/>
    <field number="14" name="CumQty" type="QTY" doc="Total executed order quantity (expressed in number of Lots)."/>
    <field number="15" name="Currency" type="CURRENCY" doc="Identifies currency used for price (i.e. instrument trading currency)."/>
    <field number="17" name="ExecID" type="STRING" doc="Unique identifier of Execution Report (8) message."/>
    <field number="18" name="ExecInst" type="MULTIPLECHARVALUE" doc="Instructions for order handling on exchange trading floor.">
      <value enum="o" description="CANCEL_ON_CONNECTION_LOSS" doc="Cancel on connection loss"/>
    </field>
    <field number="19" name="ExecRefID" type="STRING" doc="Provided in case of ExecType (150) = H (Trade Cancel). ExecID (17) value of Execution Report (8) messege informing about a trade that is being cancelled."/>
    <field number="22" name="SecurityIDSource" type="STRING" doc="Identifies class or source of the SecurityID (48) value.">
      <value enum="1" description="CUSIP" doc="CUSIP"/>
      <value enum="2" description="SEDOL" doc="SEDOL"/>
      <value enum="4" description="ISIN_NUMBER" doc="ISIN"/>
      <value enum="8" description="EXCHANGE_SYMBOL" doc="Exchange symbol"/>
    </field>
    <field number="31" name="LastPx" type="PRICE" doc="Provided in case of ExecType (150) = F (Trade) or H (Trade Cancel). Price of last execution."/>
    <field number="32" name="LastQty" type="QTY" doc="Provided in case of ExecType (150) = F (Trade) or H (Trade Cancel). Quantity of last execution (expressed in number of Lots)."/>
    <field number="35" name="MsgType" type="STRING" doc="Defines message type. Always third field in message.">
      <value enum="0" description="HEARTBEAT"/>
      <value enum="1" description="TEST_REQUEST"/>
      <value enum="2" description="RESEND_REQUEST"/>
      <value enum="3" description="REJECT"/>
      <value enum="4" description="SEQUENCE_RESET"/>
      <value enum="5" description="LOGOUT"/>
      <value enum="8" description="EXECUTION_REPORT"/>
      <value enum="9" description="ORDER_CANCEL_REJECT"/>
      <value enum="A" description="LOGON"/>
      <value enum="AE" description="TRADE_CAPTURE_REPORT"/>
      <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK"/>
      <value enum="D" description="NEW_ORDER_SINGLE"/>
      <value enum="F" description="ORDER_CANCEL_REQUEST"/>
      <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST"/>
      <value enum="b" description="MASS_QUOTE_ACK"/>
      <value enum="i" description="MASS_QUOTE"/>
      <value enum="j" description="BUSINESS_MESSAGE_REJECT"/>
      <value enum="CL" description="PARTY_RISK_LIMITS_REQUEST"/>
      <value enum="CM" description="PARTY_RISK_LIMITS_REPORT"/>
      <value enum="CS" description="PARTY_RISK_LIMITS_DEFINITION_REQUEST"/>
      <value enum="CT" description="PARTY_RISK_LIMITS_DEFINITION_REQUEST_ACK"/>
      <value enum="UT" description="TEST_EVENT"/>
      <value enum="UU" description="BID_OFFER_UPDATE"/>
      <value enum="q" description="ORDER_MASS_CANCEL_REQUEST"/>
      <value enum="r" description="ORDER_MASS_CANCEL_REPORT"/>
      <value enum="AP" description="POSITION_REPORT"/>
      <value enum="UE" description="REQUEST_FOR_EXECUTION"/>
      <value enum="UB" description="MARKET_MAKER_COMMAND"/>
      <value enum="UC" description="MARKET_MAKER_COMMAND_ACK"/>
      <value enum="h" description="TRADING_SESSION_STATUS"/>
    </field>
    <field number="37" name="OrderID" type="STRING" doc="Unique identifier for an order assigned by the trading system. OrderID is unique across all trading days, all order books, and all trading members, and it is persistent for the entire life of an order (i.e. it does not change after order modification). OrderID is generated for each order as a concatenation of connection ID + sequential number of a trading day (starting from 1) + sequence number of the message."/>
    <field number="38" name="OrderQty" type="QTY" doc="Initial total order quantity (expressed in number of Lots)."/>
    <field number="39" name="OrdStatus" type="CHAR" doc="Provides the current status of an order in the trading system.">
      <value enum="0" description="NEW" doc="New"/>
      <value enum="1" description="PARTIALLY_FILLED" doc="Partially filled"/>
      <value enum="2" description="FILLED" doc="Filled"/>
      <value enum="4" description="CANCELED" doc="Cancelled"/>
      <value enum="8" description="REJECTED" doc="Rejected"/>
      <value enum="C" description="EXPIRED" doc="Expired"/>
    </field>
    <field number="40" name="OrdType" type="CHAR" doc="Type of the order.">
      <value enum="1" description="MARKET" doc="1 = Market"/>
      <value enum="2" description="LIMIT" doc="2 = Limit"/>
      <value enum="3" description="STOP_LOSS" doc="3 = Stop Loss"/>
      <value enum="4" description="STOP_LIMIT" doc="4 = Stop Limit"/>
      <value enum="K" description="MARKET_WITH_LEFT_OVER_AS_LIMIT" doc="K = Market With Left Over as Limit"/>
    </field>
    <field number="41" name="OrigClOrdID" type="STRING" doc="Provided in the response to a Cancel Request or Cancel/Replace Request (ExecType (150) = 4 or 5). OrigClOrdID is the last ClOrdID in the modification chain for an order."/>
    <field number="44" name="Price" type="PRICE" doc="Conditionally required if OrdType = 2 (Limit) or 4 (Stop Limit). Price per unit of quantity (e.g. 1 Lot)."/>
    <field number="45" name="RefSeqNum" type="SEQNUM" doc="Reference message sequence number."/>
    <field number="48" name="SecurityID" type="STRING" doc="Security identifier value of SecurityIDSource (22) type (e.g. ISIN, exchange symbol, etc). Requires SecurityIDSource."/>
    <field number="54" name="Side" type="CHAR" doc="Side of order.">
      <value enum="1" description="BUY" doc="1 = Buy"/>
      <value enum="2" description="SELL" doc="2 = Sell"/>
    </field>
    <field number="58" name="Text" type="STRING" doc="Free format text string for Trading Member use."/>
    <field number="59" name="TimeInForce" type="CHAR" doc="Specifies when the order should get expired (Day, Good Till Time, Good Till Date, Good Till Cancel), when it should be activated (At The Opening, At The Closing), or how it should be executed (Immediate Or Cancel, Fill Or Kill).">
      <value enum="0" description="DAY" doc="0 = Day"/>
      <value enum="1" description="GOOD_TILL_CANCEL" doc="1 = Good Till Cancel (GTC)"/>
      <value enum="2" description="AT_THE_OPENING" doc="2 = At The Opening (VFA)"/>
      <value enum="3" description="IMMEDIATE_OR_CANCEL" doc="3 = Immediate Or Cancel (IOC)"/>
      <value enum="4" description="FILL_OR_KILL" doc="4 = Fill Or Kill (FOK)"/>
      <value enum="6" description="GOOD_TILL_DATE" doc="6 = Good Till Date (GTD)"/>
      <value enum="7" description="AT_THE_CLOSE" doc="7 = At The Closing (VFC)"/>
    </field>
    <field number="60" name="TransactTime" type="UTCTIMESTAMP" doc="Time the order submission process was initiated by the Trading Member. This time should be earlier than message SendingTime (52) provided in the header."/>
    <field number="64" name="SettlDate" type="LOCALMKTDATE"/>
    <field number="75" name="TradeDate" type="LOCALMKTDATE"/>
    <field number="102" name="CxlRejReason" type="INT" doc="Code to identify reason for cancel rejection.">
      <value enum="1" description="UNKNOWN_ORDER" doc="Unknown order"/>
      <value enum="2" description="BROKER_EXCHANGE_OPTION" doc="Broker / Exchange option"/>
      <value enum="6" description="DUPLICATE_CL_ORD_ID_RECEIVED" doc="Duplicate ClOrdID (11) received"/>
      <value enum="18" description="INVALID_PRICE_INCREMENT" doc="Invalid price increment"/>
      <value enum="99" description="OTHER" doc="Other"/>
      <value enum="106" description="INSTRUMENT_PHASE_NO_TRADING"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT"/>
      <value enum="1003" description="DUPLICATED_PARTY_ROLE_VALUE" doc="Duplicated PartyRole (452) value"/>
      <value enum="1005" description="INVALID_EXECUTION_TRADER"/>
      <value enum="1006" description="INVALID_DECISION_MAKER"/>
      <value enum="1007" description="INVALID_CLIENT_ID"/>
      <value enum="1008" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLIENT_ID"/>
      <value enum="1009" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_EXECUTING_TRADER"/>
      <value enum="1010" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1011" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLEARING_FIRM"/>
      <value enum="1013" description="WRONG_DISPLAY_QTY_VALUE"/>
      <value enum="1014" description="INVALID_DISPLAY_QTY"/>
      <value enum="1015" description="ICEBERG_ORDER_VALUE_LESS_THAN_REQUIRED"/>
      <value enum="1018" description="SIDE_DOESNT_MATCH"/>
      <value enum="1020" description="TRANSACTION_TIME_LATER_THAN_CURRENT_TIME"/>
      <value enum="1021" description="TRANSACTION_TIME_LATER_THAN_SENDING_TIME"/>
      <value enum="1025" description="ORDER_QUANTITY_MUST_BE_GREATER_THAN_MINIMUM_QUANTITY"/>
      <value enum="1026" description="ORDER_QUANTITY_MUST_BE_LOWER_THAN_MAXIMUM_QUANTITY"/>
      <value enum="1027" description="ORDER_PRICE_MUST_BE_GREATER_THAN_MINIMUM_PRICE"/>
      <value enum="1028" description="ORDER_PRICE_MUST_BE_LOWER_THAN_MAXIMUM_PRICE"/>
      <value enum="1029" description="ORDER_PRICE_MUST_BE_NONZERO"/>
      <value enum="1030" description="ORDER_VALUE_MUST_BE_GREATER_THAN_MINIMUM_VALUE"/>
      <value enum="1031" description="ORDER_VALUE_MUST_BE_LOWER_THAN_MAXIMUM_VALUE"/>
      <value enum="1033" description="ORDER_TYPE_CAN_NOT_BE_MODIFIED"/>
      <value enum="1034" description="LEAVES_QUANTITY_MUST_BE_GREATER_THAN_ZERO_AFTER_MODIFICATION"/>
      <value enum="1035" description="PRICE_NOT_ALLOWED"/>
      <value enum="1037" description="PRICE_BELOW_LOW_COLLAR"/>
      <value enum="1038" description="PRICE_ABOVE_HIGH_COLLAR"/>
      <value enum="1044" description="OBSOLETE_EXPIRE_DATE"/>
      <value enum="1045" description="EXPIRE_DATE_IN_PAST"/>
      <value enum="1049" description="EXPIRE_DATE_EXCEEDS_LIMIT"/>
      <value enum="1056" description="OPERATION_ON_REDISTRIBUTED_INSTRUMENTS_FORBIDDEN"/>
      <value enum="1057" description="FIRM_NOT_AUTHORIZED_TO_BUY_AND_SELL_THE_INSTRUMENT"/>
      <value enum="1058" description="FIRM_NOT_AUTHORIZED_TO_BUY_THE_INSTRUMENT"/>
      <value enum="1059" description="FIRM_NOT_AUTHORIZED_TO_SELL_THE_INSTRUMENT"/>
      <value enum="1060" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_UNCROSSING"/>
      <value enum="1061" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_INSTRUMENT_SUSPENSION"/>
      <value enum="1062" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DUE_TO_DROP_COPY_DISCONNECTION"/>
      <value enum="1063" description="TRIGGER_PRICE_NOT_ALLOWED"/>
      <value enum="1064" description="TRIGGER_PRICE_NOT_HIGHER_THAN_LTP"/>
      <value enum="1065" description="TRIGGER_PRICE_NOT_LOWER_THAN_LTP"/>
      <value enum="1066" description="TRIGGER_PRICE_LOWER_THAN_PRICE"/>
      <value enum="1067" description="TRIGGER_PRICE_HIGHER_THAN_PRICE"/>
      <value enum="1068" description="TRIGGER_PRICE_MODIFIED_FOR_ACTIVATED_ORDER"/>
      <value enum="1070" description="INVALID_PARTY_ID_FOR_CLIENT_ID"/>
      <value enum="1071" description="INVALID_PARTY_ID_FOR_EXECUTING_TRADER"/>
      <value enum="1072" description="INVALID_PARTY_ID_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1073" description="INVALID_PARTY_ROLE_FOR_CLOB"/>
      <value enum="1074" description="INVALID_PARTY_ROLE_FOR_PARTY_ID_SOURCE"/>
      <value enum="1075" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_PARTY_ID"/>
      <value enum="1078" description="INVALID_CLIENT_ID_FOR_SPONSORED_CONNECTION"/>
      <value enum="1082" description="INTERESTED_PARTY_FORBIDDEN_IN_CANCEL_REPLACE_OPERATIONS"/>
      <value enum="1084" description="OPERATION_FORBIDDEN_DURING_EARLY_LATE_MONITORING" doc="Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases."/>
      <value enum="1308" description="TRIGGER_PRICE_MUST_BE_HIGHER_THAN_LP_SELL_QUOTE" doc="TriggerPrice (1102) must be higher than LP sell quote for buy Stop Order"/>
      <value enum="1309" description="TRIGGER_PRICE_MUST_BE_LOWER_THAN_LP_BUY_QUOTE" doc="TriggerPrice (1102) must be lower than LP buy quote for sell Stop Order"/>
      <value enum="1311" description="SELL_QUOTES_NOT_ALLOWED_DURING_BUY_ONLY_STATE" doc="During BuyOnly state in Hybrid market model sell quotes are not accepted"/>
      <value enum="2026" description="REQUEST_NOT_ALLOWED_FOR_BLOCK_INSTRUMENT"/>
      <value enum="2028" description="REQUEST_NOT_ALLOWED_FOR_CROSS_INSTRUMENT"/>
      <value enum="7000" description="RISK_LIMIT_NOT_DEFINED"/>
      <value enum="7001" description="RISK_MAXIMUM_ORDER_VOLUME_EXCEEDED"/>
      <value enum="7002" description="RISK_MAXIMUM_ORDER_VALUE_EXCEEDED"/>
      <value enum="7003" description="RISK_ORDER_PRICE_COLLAR_EXCEEDED"/>
      <value enum="7004" description="DYNAMIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7005" description="STATIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7011" description="TOTAL_TRADED_VALUE_EXCEEDED"/>
      <value enum="7012" description="TOTAL_TRADED_BUY_VALUE_EXCEEDED"/>
      <value enum="7013" description="TOTAL_TRADED_SELL_VALUE_EXCEEDED"/>
      <value enum="7014" description="TOTAL_OPEN_VALUE_EXCEEDED"/>
      <value enum="7015" description="TOTAL_OPEN_BUY_VALUE_EXCEEDED"/>
      <value enum="7016" description="TOTAL_OPEN_SELL_VALUE_EXCEEDED"/>
      <value enum="7017" description="TOTAL_RISK_VALUE_EXCEEDED"/>
      <value enum="7018" description="TOTAL_BUY_RISK_VALUE_EXCEEDED"/>
      <value enum="7019" description="TOTAL_SELL_RISK_VALUE_EXCEEDED"/>
      <value enum="7020" description="TOTAL_NET_RISK_VALUE_EXCEEDED"/>
      <value enum="7021" description="MAX_ORDER_COUNT_EXCEEDED"/>
      <value enum="7022" description="REJECTED_DUE_TO_KILL_SWITCH_ACTIVATION"/>
    </field>
    <field number="103" name="OrdRejReason" type="INT" doc="Provided in case of ExecType (150) = 8 (Rejected). Code to identify reason for order rejection.">
      <value enum="2" description="EXCHANGE_CLOSED"/>
      <value enum="6" description="DUPLICATE_ORDER"/>
      <value enum="18" description="INVALID_PRICE_INCREMENT"/>
      <value enum="19" description="REFERENCE_PRICE_NOT_AVAILABLE"/>
      <value enum="99" description="OTHER"/>
      <value enum="106" description="INSTRUMENT_PHASE_NO_TRADING"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT"/>
      <value enum="1003" description="DUPLICATED_PARTY_ROLE_VALUE" doc="Duplicated PartyRole (452) value"/>
      <value enum="1004" description="NO_PARTY_IDS_MUST_BE_EQUAL_TO_1" doc="NoPartyIDs (453) must be equal to 1"/>
      <value enum="1005" description="INVALID_EXECUTION_TRADER"/>
      <value enum="1006" description="INVALID_DECISION_MAKER"/>
      <value enum="1007" description="INVALID_CLIENT_ID"/>
      <value enum="1008" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLIENT_ID"/>
      <value enum="1009" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_EXECUTING_TRADER"/>
      <value enum="1010" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1011" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLEARING_FIRM"/>
      <value enum="1013" description="WRONG_DISPLAY_QTY_VALUE"/>
      <value enum="1014" description="INVALID_DISPLAY_QTY"/>
      <value enum="1015" description="ICEBERG_ORDER_VALUE_LESS_THAN_REQUIRED"/>
      <value enum="1019" description="COD_DISABLED_FOR_THE_CONNECTION_ID"/>
      <value enum="1020" description="TRANSACTION_TIME_LATER_THAN_CURRENT_TIME"/>
      <value enum="1021" description="TRANSACTION_TIME_LATER_THAN_SENDING_TIME"/>
      <value enum="1025" description="ORDER_QUANTITY_MUST_BE_GREATER_THAN_MINIMUM_QUANTITY"/>
      <value enum="1026" description="ORDER_QUANTITY_MUST_BE_LOWER_THAN_MAXIMUM_QUANTITY"/>
      <value enum="1027" description="ORDER_PRICE_MUST_BE_GREATER_THAN_MINIMUM_PRICE"/>
      <value enum="1028" description="ORDER_PRICE_MUST_BE_LOWER_THAN_MAXIMUM_PRICE"/>
      <value enum="1029" description="ORDER_PRICE_MUST_BE_NONZERO"/>
      <value enum="1030" description="ORDER_VALUE_MUST_BE_GREATER_THAN_MINIMUM_VALUE"/>
      <value enum="1031" description="ORDER_VALUE_MUST_BE_LOWER_THAN_MAXIMUM_VALUE"/>
      <value enum="1032" description="INVALID_ORD_TYPE_FOR_SELECTED_MARKET_MODEL"/>
      <value enum="1035" description="PRICE_NOT_ALLOWED"/>
      <value enum="1037" description="PRICE_BELOW_LOW_COLLAR"/>
      <value enum="1038" description="PRICE_ABOVE_HIGH_COLLAR"/>
      <value enum="1039" description="INVALID_TIME_IN_FORCE_FOR_ORDER_TYPE"/>
      <value enum="1040" description="INVALID_TIME_IN_FORCE_FOR_CURRENT_MARKET_PHASE"/>
      <value enum="1041" description="INVALID_TIME_IN_FORCE_FOR_SELECTED_MARKET_MODEL"/>
      <value enum="1042" description="FORBIDDEN_ORD_TYPE_AND_TIME_IN_FORCE_COMBINATION_FOR_MARKET_SEGMENT" doc="Time In Force vs. Order Type combination restriction per Market Segment imposed by Market Operator."/>
      <value enum="1044" description="OBSOLETE_EXPIRE_DATE"/>
      <value enum="1045" description="EXPIRE_DATE_IN_PAST"/>
      <value enum="1046" description="OBSOLETE_EXPIRE_TIME"/>
      <value enum="1047" description="EXPIRE_TIME_IN_PAST"/>
      <value enum="1048" description="AMBIGOUS_EXPIRE"/>
      <value enum="1049" description="EXPIRE_DATE_EXCEEDS_LIMIT"/>
      <value enum="1050" description="FIRM_IS_NOT_A_MARKET_MAKER"/>
      <value enum="1052" description="INVALID_NUMBER_OF_ORDER_ATTRIBUTES"/>
      <value enum="1055" description="MISSING_ORDER_ORIGINATION_FOR_SPONSORED_ACCESS_CONNECTION"/>
      <value enum="1056" description="OPERATION_ON_REDISTRIBUTED_INSTRUMENTS_FORBIDDEN"/>
      <value enum="1057" description="FIRM_NOT_AUTHORIZED_TO_BUY_AND_SELL_THE_INSTRUMENT"/>
      <value enum="1058" description="FIRM_NOT_AUTHORIZED_TO_BUY_THE_INSTRUMENT"/>
      <value enum="1059" description="FIRM_NOT_AUTHORIZED_TO_SELL_THE_INSTRUMENT"/>
      <value enum="1060" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_UNCROSSING"/>
      <value enum="1061" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_INSTRUMENT_SUSPENSION"/>
      <value enum="1062" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DUE_TO_DROP_COPY_DISCONNECTION"/>
      <value enum="1063" description="TRIGGER_PRICE_NOT_ALLOWED"/>
      <value enum="1064" description="TRIGGER_PRICE_NOT_HIGHER_THAN_LTP"/>
      <value enum="1065" description="TRIGGER_PRICE_NOT_LOWER_THAN_LTP"/>
      <value enum="1066" description="TRIGGER_PRICE_LOWER_THAN_PRICE"/>
      <value enum="1067" description="TRIGGER_PRICE_HIGHER_THAN_PRICE"/>
      <value enum="1069" description="TRIGGER_PRICE_MUST_BE_GREATER_THAN_ZERO"/>
      <value enum="1070" description="INVALID_PARTY_ID_FOR_CLIENT_ID"/>
      <value enum="1071" description="INVALID_PARTY_ID_FOR_EXECUTING_TRADER"/>
      <value enum="1072" description="INVALID_PARTY_ID_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1073" description="INVALID_PARTY_ROLE_FOR_CLOB"/>
      <value enum="1074" description="INVALID_PARTY_ROLE_FOR_PARTY_ID_SOURCE"/>
      <value enum="1075" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_PARTY_ID"/>
      <value enum="1076" description="MISSING_CLEARING_MEMBER_CODE"/>
      <value enum="1077" description="FORBIDDEN_CLEARING_MEMBER_CODE"/>
      <value enum="1078" description="INVALID_CLIENT_ID_FOR_SPONSORED_CONNECTION"/>
      <value enum="1079" description="INVALID_ORD_TYPE_FOR_SPONSORED_CONNECTION"/>
      <value enum="1080" description="FORBIDDEN_ORDER_CAPACITY_VALUE_FOR_SPONSORED_CONNECTION"/>
      <value enum="1081" description="MARKET_MODEL_NOT_SUPPORTED_ON_SPONSORED_CONNECTION"/>
      <value enum="1083" description="INVALID_TIME_IN_FORCE_FOR_SPONSORED_CONNECTION"/>
      <value enum="1084" description="OPERATION_FORBIDDEN_DURING_EARLY_LATE_MONITORING" doc="Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases."/>
      <value enum="1085" description="INVALID_CLEARING_MEMBER_CODE_LENGTH" doc="Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI."/>
      <value enum="1201" description="MASS_QUOTE_NOT_ALLOWED_FOR_SELECTED_MARKET_MODEL"/>
      <value enum="1208" description="INVALID_BID" doc="Invalid bid/ask spread"/>
      <value enum="1209" description="NOT_AUTHORIZED_TO_QUOTE_INSTRUMENT" doc="Firm is not a Market Maker for this SecurityID(48)"/>
      <value enum="1301" description="BUY_ORDER_NOT_ALLOWED" doc="During BuyOnly state in Hybrid market model, buy orders are not accepted."/>
      <value enum="1307" description="STOP_ORDERS_NOT_ALLOWED" doc="Stop Orders not allowed when no opposite LP quote available"/>
      <value enum="1308" description="TRIGGER_PRICE_MUST_BE_HIGHER_THAN_LP_SELL_QUOTE" doc="TriggerPrice (1102) must be higher than LP sell quote for buy Stop Order"/>
      <value enum="1309" description="TRIGGER_PRICE_MUST_BE_LOWER_THAN_LP_BUY_QUOTE" doc="TriggerPrice (1102) must be lower than LP buy quote for sell Stop Order"/>
      <value enum="1310" description="MARKET_MAKING_VIA_MASS_QUOTE_ONLY_ON_HYBRID_MARKET"/>
      <value enum="1311" description="SELL_QUOTES_NOT_ALLOWED_DURING_BUY_ONLY_STATE" doc="During BuyOnly state in Hybrid market model sell quotes are not accepted"/>
      <value enum="1312" description="INSTRUMENT_KNOCKED_OUT" doc="As soon as the instrument&apos;s knock-out barrier is reached by the underlying, any orders/quotes are no longer accepted into the order book."/>
      <value enum="1401" description="ONLY_ONE_SELL_ORDER_IS_ALLOWED_FOR_IPO" doc="Only one sell order can be present on the sell side at a time in the IPO order book."/>
      <value enum="1402" description="ONLY_ONE_BUY_ORDER_IS_ALLOWED_FOR_TO_INSTRUMENT" doc="Only one buy order can be present on the buy side at a time in the Tender Offer order book."/>
      <value enum="2026" description="REQUEST_NOT_ALLOWED_FOR_BLOCK_INSTRUMENT"/>
      <value enum="2028" description="REQUEST_NOT_ALLOWED_FOR_CROSS_INSTRUMENT"/>
      <value enum="7000" description="RISK_LIMIT_NOT_DEFINED"/>
      <value enum="7001" description="RISK_MAXIMUM_ORDER_VOLUME_EXCEEDED"/>
      <value enum="7002" description="RISK_MAXIMUM_ORDER_VALUE_EXCEEDED"/>
      <value enum="7003" description="RISK_ORDER_PRICE_COLLAR_EXCEEDED"/>
      <value enum="7004" description="DYNAMIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7005" description="STATIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7011" description="TOTAL_TRADED_VALUE_EXCEEDED"/>
      <value enum="7012" description="TOTAL_TRADED_BUY_VALUE_EXCEEDED"/>
      <value enum="7013" description="TOTAL_TRADED_SELL_VALUE_EXCEEDED"/>
      <value enum="7014" description="TOTAL_OPEN_VALUE_EXCEEDED"/>
      <value enum="7015" description="TOTAL_OPEN_BUY_VALUE_EXCEEDED"/>
      <value enum="7016" description="TOTAL_OPEN_SELL_VALUE_EXCEEDED"/>
      <value enum="7017" description="TOTAL_RISK_VALUE_EXCEEDED"/>
      <value enum="7018" description="TOTAL_BUY_RISK_VALUE_EXCEEDED"/>
      <value enum="7019" description="TOTAL_SELL_RISK_VALUE_EXCEEDED"/>
      <value enum="7020" description="TOTAL_NET_RISK_VALUE_EXCEEDED"/>
      <value enum="7021" description="MAX_ORDER_COUNT_EXCEEDED"/>
      <value enum="7022" description="REJECTED_DUE_TO_KILL_SWITCH_ACTIVATION"/>
    </field>
    <field number="751" name="TradeReportRejectReason" type="INT" doc="Reason Trade Capture Request was rejected. 100+ reserved and available for bi-laterally agreed upon user-defined values.">
      <value enum="1" description="INVALID_PARTY_INFORMATION"/>
      <value enum="3" description="UNAUTHORIZED_TO_REPORT_TRADES"/>
      <value enum="4" description="INVALID_TRADE_TYPE"/>
      <value enum="5" description="PRICE_EXCEEDS_CURRENT_PRICE_BAND"/>
      <value enum="6" description="REFERENCE_PRICE_NOT_AVAILABLE"/>
      <value enum="7" description="NOTIONAL_VALUE_EXCEEDS_THRESHOLD"/>
      <value enum="99" description="OTHER"/>
      <value enum="106" description="INSTRUMENT_PHASE_NO_TRADING"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT"/>
      <value enum="1002" description="EXCHANGE_CLOSED"/>
      <value enum="1003" description="DUPLICATED_PARTY_ROLE_VALUE" doc="Duplicated PartyRole (452) value"/>
      <value enum="1005" description="INVALID_EXECUTION_TRADER"/>
      <value enum="1006" description="INVALID_DECISION_MAKER"/>
      <value enum="1007" description="INVALID_CLIENT_ID"/>
      <value enum="1008" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLIENT_ID"/>
      <value enum="1009" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_EXECUTING_TRADER"/>
      <value enum="1010" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1011" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLEARING_FIRM"/>
      <value enum="1018" description="INVALID_PRICE_INCREMENT"/>
      <value enum="1020" description="TRANSACTION_TIME_LATER_THAN_CURRENT_TIME"/>
      <value enum="1021" description="TRANSACTION_TIME_LATER_THAN_SENDING_TIME"/>
      <value enum="1025" description="ORDER_QUANTITY_MUST_BE_GREATER_THAN_MINIMUM_QUANTITY"/>
      <value enum="1026" description="ORDER_QUANTITY_MUST_BE_LOWER_THAN_MAXIMUM_QUANTITY"/>
      <value enum="1027" description="ORDER_PRICE_MUST_BE_GREATER_THAN_MINIMUM_PRICE"/>
      <value enum="1028" description="ORDER_PRICE_MUST_BE_LOWER_THAN_MAXIMUM_PRICE"/>
      <value enum="1029" description="ORDER_PRICE_MUST_BE_NONZERO"/>
      <value enum="1030" description="ORDER_VALUE_MUST_BE_GREATER_THAN_MINIMUM_VALUE"/>
      <value enum="1031" description="ORDER_VALUE_MUST_BE_LOWER_THAN_MAXIMUM_VALUE"/>
      <value enum="1037" description="PRICE_BELOW_LOW_COLLAR"/>
      <value enum="1038" description="PRICE_ABOVE_HIGH_COLLAR"/>
      <value enum="1050" description="FIRM_IS_NOT_A_MARKET_MAKER" doc="Firm is not a Market Maker for this SecurityID (48). Only firms set as a Market Maker for the instrument may submit single orders / block trades / cross trades with OrderAttributeType (2594) = 2 and OrderAttributeValue = Y."/>
      <value enum="1056" description="OPERATION_ON_REDISTRIBUTED_INSTRUMENTS_FORBIDDEN"/>
      <value enum="1057" description="FIRM_NOT_AUTHORIZED_TO_BUY_AND_SELL_THE_INSTRUMENT"/>
      <value enum="1058" description="FIRM_NOT_AUTHORIZED_TO_BUY_THE_INSTRUMENT"/>
      <value enum="1059" description="FIRM_NOT_AUTHORIZED_TO_SELL_THE_INSTRUMENT"/>
      <value enum="1061" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_INSTRUMENT_SUSPENSION"/>
      <value enum="1070" description="INVALID_PARTY_ID_FOR_CLIENT_ID"/>
      <value enum="1071" description="INVALID_PARTY_ID_FOR_EXECUTING_TRADER"/>
      <value enum="1072" description="INVALID_PARTY_ID_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1073" description="INVALID_PARTY_ROLE_FOR_BLOCK"/>
      <value enum="1074" description="INVALID_PARTY_ROLE_FOR_PARTY_ID_SOURCE"/>
      <value enum="1075" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_PARTY_ID"/>
      <value enum="1076" description="MISSING_CLEARING_MEMBER_CODE"/>
      <value enum="1077" description="FORBIDDEN_CLEARING_MEMBER_CODE"/>
      <value enum="1081" description="MARKET_MODEL_NOT_SUPPORTED_ON_SPONSORED_CONNECTION"/>
      <value enum="1084" description="OPERATION_FORBIDDEN_DURING_EARLY_LATE_MONITORING" doc="Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases."/>
      <value enum="1085" description="INVALID_CLEARING_MEMBER_CODE_LENGTH" doc="Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI."/>
      <value enum="1209" description="NOT_AUTHORIZED_TO_QUOTE_INSTRUMENT" doc="Firm is not a Market Maker for this SecurityID(48)"/>
      <value enum="2001" description="UNKNOWN_TRADE_REPORT"/>
      <value enum="2002" description="DUPLICATE_TRADE_REPORT_ID"/>
      <value enum="2005" description="TRADE_REPORT_TYPE_NOT_COMPATIBLE_WITH_TRADE_REPORT_TRANS_TYPE"/>
      <value enum="2008" description="INVALID_EXEC_TYPE"/>
      <value enum="2009" description="TRADE_REPORT_REF_ID_NOT_ALLOWED"/>
      <value enum="2015" description="SETTL_DATE_CANNOT_BE_EARLIER_THAN_MINIMUM_SETTL_DATE"/>
      <value enum="2016" description="SETTL_DATE_CANNOT_BE_LATER_THAN_MAXIMUM_SETTL_DATE"/>
      <value enum="2017" description="SETTL_DATE_MUST_BE_A_SETTLEMENT_DAY"/>
      <value enum="2018" description="PARTY_ROLE_QUALIFIER_FORBIDDEN_FOR_PARTY_ID_SOURCE_PROPRIETARY_CUSTOM_CODE"/>
      <value enum="2021" description="MISSING_CONTRA_FIRM_REPEATING_GROUP"/>
      <value enum="2022" description="UNKNOWN_CONTRA_FIRM"/>
      <value enum="2023" description="FORBIDDEN_CONTRA_FIRM_FOR_DUAL_DECLARATION"/>
      <value enum="2024" description="SENT_ATTRIBUTE_DOES_NOT_MATCH_ORIGINAL_VALUE"/>
      <value enum="2026" description="REQUEST_NOT_ALLOWED_FOR_BLOCK_INSTRUMENT"/>
      <value enum="2027" description="REQUEST_NOT_ALLOWED_FOR_CLOB_INSTRUMENT"/>
      <value enum="2028" description="REQUEST_NOT_ALLOWED_FOR_CROSS_INSTRUMENT"/>
      <value enum="2030" description="CROSS_NOT_ALLOWED_OUTSIDE_OF_CLOB_INSTRUMENT_SPREAD"/>
      <value enum="2031" description="CROSS_PRICE_NOT_EQUAL_TO_THE_REFERENCE_PRICE"/>
      <value enum="2032" description="CROSS_NOT_ALLOWED_DURING_CLOB_INSTRUMENT_AUCTION_OR_SUSPENSION"/>
      <value enum="2033" description="FORBIDDEN_SECONDARY_TRADEREPORT_ID"/>
      <value enum="2034" description="UNKNOWN_SECONDARY_TRADEREPORT_ID"/>
      <value enum="2035" description="NO_TRADE_FOR_CLOB_REFERENCE_INSTRUMENT"/>
    </field>
    <field number="117" name="QuoteID" type="STRING" doc="Unique identifier for quote."/>
    <field number="126" name="ExpireTime" type="UTCTIMESTAMP" doc="Conditionally required if TimeInForce = 6 and ExpireDate (432) is not specified. Time of order expiration (always expressed in UTC (Universal Time Coordinated, also known as GMT). It always refers to the current trading day. ExpireDate and ExpireTime tags are mutually exclusive."/>
    <field number="132" name="BidPx" type="PRICE" doc="Bid price."/>
    <field number="133" name="OfferPx" type="PRICE" doc="Offer price."/>
    <field number="134" name="BidSize" type="QTY" doc="0 for quote cancellation. Bid quantity (expressed in number of Lots)."/>
    <field number="135" name="OfferSize" type="QTY" doc="0 for quote cancellation. Offer quantity (expressed in number of Lots)."/>
    <field number="150" name="ExecType" type="CHAR" doc="Describes the type of Execution Report (8) message, while OrderStatus (39) provides the current status of an order in the trading system.">
      <value enum="0" description="NEW" doc="New"/>
      <value enum="4" description="CANCELED" doc="Canceled"/>
      <value enum="5" description="REPLACED" doc="Replaced"/>
      <value enum="8" description="REJECTED" doc="Rejected"/>
      <value enum="C" description="EXPIRED" doc="Expired"/>
      <value enum="D" description="RESTATED" doc="Restated"/>
      <value enum="F" description="TRADE" doc="Trade"/>
      <value enum="G" description="TRADE_CORRECT"/>
      <value enum="H" description="TRADE_CANCEL" doc="Trade cancel"/>
      <value enum="L" description="TRIGGERED" doc="Triggered"/>
    </field>
    <field number="151" name="LeavesQty" type="QTY" doc="Quantity remaining for further execution (expressed in number of Lots). In case of an order that is no longer active, i.e. OrdStatus (39) is = 4 (Canceled), C (Expired), 8 (Rejected), LeavesQty (151) is set to 0, otherwise LeavesQty (151) = OrderQty (38) - CumQty (14)."/>
    <field number="278" name="MDEntryID" type="STRING" doc="Identifier for an order assigned by the trading system for Market Data purposes. Corresponds to the PublicOrderID field in Market Data messages. MDEntryID is unique across all order books and all trading members, but only within a single trading day. On the next trading day the numbering is reset and starts all over again (i.e. MDEntryID is not persistent for the entire life of an order). Moreover it also changes with each refill of an Iceberg order."/>
    <field number="295" name="NoQuoteEntries" type="NUMINGROUP" doc="The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message."/>
    <field number="296" name="NoQuoteSets" type="NUMINGROUP" doc="The number of sets of quotes in the message."/>
    <field number="297" name="QuoteStatus" type="INT" doc="Status of the mass quote acknowledgement.">
      <value enum="0" description="ACCEPTED" doc="Accepted"/>
      <value enum="5" description="REJECTED" doc="Rejected"/>
      <value enum="6" description="REMOVED_FROM_MARKET" doc="Removed from market"/>
      <value enum="7" description="EXPIRED" doc="Expired"/>
      <value enum="21" description="TRADED" doc="Traded"/>
      <value enum="22" description="TRADED_AND_REMOVED" doc="Traded and removed"/>
    </field>
    <field number="299" name="QuoteEntryID" type="STRING" doc="Required if NoQuoteEntries &gt; 0. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated."/>
    <field number="300" name="QuoteRejectReason" type="INT">
      <value enum="1003" description="DUPLICATED_PARTY_ROLE_VALUE" doc="Duplicated PartyRole (452) value"/>
      <value enum="1005" description="INVALID_EXECUTION_TRADER"/>
      <value enum="1006" description="INVALID_DECISION_MAKER"/>
      <value enum="1007" description="INVALID_CLIENT_ID"/>
      <value enum="1008" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLIENT_ID"/>
      <value enum="1009" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_EXECUTING_TRADER"/>
      <value enum="1010" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1011" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_CLEARING_FIRM"/>
      <value enum="1020" description="TRANSACTION_TIME_LATER_THAN_CURRENT_TIME"/>
      <value enum="1021" description="TRANSACTION_TIME_LATER_THAN_SENDING_TIME"/>
      <value enum="1055" description="MISSING_ORDER_ORIGINATION_FOR_SPONSORED_ACCESS_CONNECTION"/>
      <value enum="1061" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_INSTRUMENT_SUSPENSION"/>
      <value enum="1070" description="INVALID_PARTY_ID_FOR_CLIENT_ID"/>
      <value enum="1071" description="INVALID_PARTY_ID_FOR_EXECUTING_TRADER"/>
      <value enum="1072" description="INVALID_PARTY_ID_FOR_INVESTMENT_DECISION_MAKER"/>
      <value enum="1073" description="INVALID_PARTY_ROLE_FOR_CLOB"/>
      <value enum="1074" description="INVALID_PARTY_ROLE_FOR_PARTY_ID_SOURCE"/>
      <value enum="1075" description="INVALID_PARTY_ROLE_QUALIFIER_FOR_PARTY_ID"/>
      <value enum="1076" description="MISSING_CLEARING_MEMBER_CODE"/>
      <value enum="1077" description="FORBIDDEN_CLEARING_MEMBER_CODE"/>
      <value enum="1078" description="INVALID_CLIENT_ID_FOR_SPONSORED_CONNECTION"/>
      <value enum="1080" description="FORBIDDEN_ORDER_CAPACITY_VALUE_FOR_SPONSORED_CONNECTION"/>
      <value enum="1081" description="MARKET_MODEL_NOT_SUPPORTED_ON_SPONSORED_CONNECTION"/>
      <value enum="1085" description="INVALID_CLEARING_MEMBER_CODE_LENGTH" doc="Clearing Member code must be 4-digit number in case of custom codes and 20-char string in case of LEI."/>
      <value enum="1202" description="DUPLICATE_INSTRUMENT"/>
      <value enum="1204" description="INVALID_NUMBER_OF_QUOTES"/>
      <value enum="1206" description="DUPLICATE_MASS_QUOTE"/>
      <value enum="1207" description="DUPLICATE_QUOTE"/>
      <value enum="1210" description="FORBIDDEN_ORDER_CAPACITY_VALUE"/>
      <value enum="1211" description="TOT_NO_QUOTE_ENTRIES_DIFFERENT_FROM_NO_QUOTE_ENTRIES"/>
      <value enum="1212" description="LIQUIDITY_PROVISION_ACTIVITY_FLAG_NOT_SET_FOR_MASS_QUOTE"/>
      <value enum="99" description="OTHER"/>
    </field>
    <field number="302" name="QuoteSetID" type="STRING" doc="Required if NoQuoteSets &gt; 0. Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group."/>
    <field number="304" name="TotNoQuoteEntries" type="INT" doc="Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set."/>
    <field number="325" name="UnsolicitedIndicator" type="BOOLEAN">
      <value enum="N" description="MESSAGE_IS_BEING_SENT_AS_A_RESULT_OF_A_PRIOR_REQUEST"/>
      <value enum="Y" description="MESSAGE_IS_BEING_SENT_UNSOLICITED"/>
    </field>
    <field number="336" name="TradingSessionID" type="STRING">
      <value enum="1" description="DAY"/>
      <value enum="2" description="HALFDAY"/>
      <value enum="3" description="MORNING"/>
      <value enum="4" description="AFTERNOON"/>
      <value enum="5" description="EVENING"/>
      <value enum="6" description="AFTER_HOURS"/>
    </field>
    <field number="340" name="TradSesStatus" type="INT">
      <value enum="0" description="UNKNOWN"/>
      <value enum="1" description="HALTED"/>
      <value enum="2" description="OPEN"/>
      <value enum="3" description="CLOSED"/>
      <value enum="4" description="PRE_OPEN"/>
      <value enum="5" description="PRE_CLOSE"/>
      <value enum="6" description="REQUEST_REJECTED"/>
      <value enum="100" description="START_OF_TRADING_DAY"/>
      <value enum="101" description="START_OF_ORDER_RESTATEMENT"/>
      <value enum="102" description="END_OF_ORDER_RESTATEMENT"/>
      <value enum="103" description="END_OF_TRADING_DAY"/>
    </field>
    <field number="368" name="QuoteEntryRejectReason" type="INT" doc="Reason quote entry was rejected.">
      <value enum="18" description="INVALID_PRICE_INCREMENT"/>
      <value enum="106" description="INSTRUMENT_PHASE_NO_TRADING"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT" doc="Invalid or unknown instrument"/>
      <value enum="1025" description="ORDER_QUANTITY_MUST_BE_GREATER_THAN_MINIMUM_QUANTITY"/>
      <value enum="1026" description="ORDER_QUANTITY_MUST_BE_LOWER_THAN_MAXIMUM_QUANTITY"/>
      <value enum="1027" description="ORDER_PRICE_MUST_BE_GREATER_THAN_MINIMUM_PRICE"/>
      <value enum="1028" description="ORDER_PRICE_MUST_BE_LOWER_THAN_MAXIMUM_PRICE"/>
      <value enum="1029" description="ORDER_PRICE_MUST_BE_NONZERO"/>
      <value enum="1030" description="ORDER_VALUE_MUST_BE_GREATER_THAN_MINIMUM_VALUE"/>
      <value enum="1031" description="ORDER_VALUE_MUST_BE_LOWER_THAN_MAXIMUM_VALUE"/>
      <value enum="1037" description="PRICE_BELOW_LOW_COLLAR"/>
      <value enum="1038" description="PRICE_ABOVE_HIGH_COLLAR"/>
      <value enum="1050" description="FIRM_IS_NOT_A_MARKET_MAKER"/>
      <value enum="1056" description="OPERATION_ON_REDISTRIBUTED_INSTRUMENTS_FORBIDDEN"/>
      <value enum="1057" description="FIRM_NOT_AUTHORIZED_TO_BUY_AND_SELL_THE_INSTRUMENT"/>
      <value enum="1058" description="FIRM_NOT_AUTHORIZED_TO_BUY_THE_INSTRUMENT"/>
      <value enum="1059" description="FIRM_NOT_AUTHORIZED_TO_SELL_THE_INSTRUMENT"/>
      <value enum="1060" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_UNCROSSING"/>
      <value enum="1061" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DURING_INSTRUMENT_SUSPENSION"/>
      <value enum="1062" description="OPERATIONS_ON_ORDERS_AND_QUOTES_FORBIDDEN_DUE_TO_DROP_COPY_DISCONNECTION"/>
      <value enum="1081" description="MARKET_MODEL_NOT_SUPPORTED_ON_SPONSORED_CONNECTION"/>
      <value enum="1084" description="OPERATION_FORBIDDEN_DURING_EARLY_LATE_MONITORING" doc="Entry/modification/cancellation of orders and quotes by members, as well as block and cross trades submission is not allowed when an instrument remains in Early / Late Monitoring market phases."/>
      <value enum="1201" description="MASS_QUOTE_NOT_ALLOWED_FOR_SELECTED_MARKET_MODEL"/>
      <value enum="1203" description="INSTRUMENT_CLOSED"/>
      <value enum="1208" description="INVALID_BID" doc="Invalid bid/ask spread"/>
      <value enum="1209" description="NOT_AUTHORIZED_TO_QUOTE_SECURITY" doc="Not authorized to quote security"/>
      <value enum="1311" description="SELL_QUOTES_NOT_ALLOWED_DURING_BUY_ONLY_STATE" doc="During BuyOnly state in Hybrid market model sell quotes are not accepted"/>
      <value enum="1312" description="INSTRUMENT_KNOCKED_OUT" doc="As soon as the instrument&apos;s knock-out barrier is reached by the underlying, any orders/quotes are no longer accepted into the order book."/>
      <value enum="1403" description="MARKET_MAKING_IS_NOT_ALLOWED_ON_IPO_OR_TO_INSTRUMENT" doc="Quotes are not accepted on IPO and Tender Offer instruments."/>
      <value enum="2028" description="REQUEST_NOT_ALLOWED_FOR_CROSS_INSTRUMENT"/>
      <value enum="7000" description="RISK_LIMIT_NOT_DEFINED"/>
      <value enum="7001" description="RISK_MAXIMUM_ORDER_VOLUME_EXCEEDED"/>
      <value enum="7002" description="RISK_MAXIMUM_ORDER_VALUE_EXCEEDED"/>
      <value enum="7003" description="RISK_ORDER_PRICE_COLLAR_EXCEEDED"/>
      <value enum="7004" description="DYNAMIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7005" description="STATIC_ORDER_PRICE_COLLAR_NOT_DEFINED"/>
      <value enum="7011" description="TOTAL_TRADED_VALUE_EXCEEDED"/>
      <value enum="7012" description="TOTAL_TRADED_BUY_VALUE_EXCEEDED"/>
      <value enum="7013" description="TOTAL_TRADED_SELL_VALUE_EXCEEDED"/>
      <value enum="7014" description="TOTAL_OPEN_VALUE_EXCEEDED"/>
      <value enum="7015" description="TOTAL_OPEN_BUY_VALUE_EXCEEDED"/>
      <value enum="7016" description="TOTAL_OPEN_SELL_VALUE_EXCEEDED"/>
      <value enum="7017" description="TOTAL_RISK_VALUE_EXCEEDED"/>
      <value enum="7018" description="TOTAL_BUY_RISK_VALUE_EXCEEDED"/>
      <value enum="7019" description="TOTAL_SELL_RISK_VALUE_EXCEEDED"/>
      <value enum="7020" description="TOTAL_NET_RISK_VALUE_EXCEEDED"/>
      <value enum="7021" description="MAX_ORDER_COUNT_EXCEEDED"/>
      <value enum="7022" description="REJECTED_DUE_TO_KILL_SWITCH_ACTIVATION"/>
      <value enum="99" description="OTHER" doc="Other"/>
    </field>
    <field number="372" name="RefMsgType" type="STRING" doc="The MsgType (35) of the FIX message being referenced."/>
    <field number="379" name="BusinessRejectRefID" type="STRING" doc="Required unless the corresponding ID field (see list above) was not specified. The value of the business-level ID field on the message being referenced."/>
    <field number="380" name="BusinessRejectReason" type="INT" doc="Code to identify reason for a Business Message Reject message.">
      <value enum="0" description="OTHER" doc="Other"/>
      <value enum="1" description="UNKNOWN_ID"/>
      <value enum="2" description="UNKNOWN_SECURITY" doc="Unknown security"/>
      <value enum="3" description="UNSUPPORTED_MESSAGE_TYPE" doc="Unsupported message type"/>
      <value enum="4" description="APPLICATION_NOT_AVAILABLE" doc="Application not available"/>
      <value enum="5" description="CONDITIONALLY_REQUIRED_FIELD_MISSING" doc="Conditionally required field missing"/>
      <value enum="6" description="NOT_AUTHORIZED" doc="Not authorized"/>
      <value enum="8" description="THROTTLE_LIMIT_EXCEEDED" doc="Throttle limit exceeded"/>
      <value enum="9" description="THROTTLE_LIMIT_EXCEEDED_SESSION_WILL_BE_DISCONNECTED" doc="Throttle limit exceeded, session will be disconnected"/>
      <value enum="1004" description="VALUE_CONDITIONALLY_INVALID" doc="Value can&apos;t be converted to internal representation"/>
      <value enum="1005" description="FIELD_CONDITIONALLY_UNEXPECTED" doc="Field conditinaly unexpected"/>
    </field>
    <field number="381" name="GrossTradeAmt" type="AMT"/>
    <field number="432" name="ExpireDate" type="LOCALMKTDATE" doc="Conditionally required if TimeInForce = 6 and ExpireTime (126) is not specified. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. ExpireDate and ExpireTime tags are mutually exclusive."/>
    <field number="434" name="CxlRejResponseTo" type="CHAR" doc="Identifies the type of request that a Cancel Reject is in response to.">
      <value enum="1" description="ORDER_CANCEL_REQUEST" doc="Order Cancel Request"/>
      <value enum="2" description="ORDER_CANCEL_REPLACE_REQUEST" doc="Order Cancel / Replace Request"/>
    </field>
    <field number="447" name="PartyIDSource" type="CHAR" doc="Used to identify classification source.">
      <value enum="D" description="PROPRIETARY_CUSTOM_CODE" doc="Proprietary / Custom code"/>
      <value enum="N" description="LEGAL_ENTITY_IDENTIFIER" doc="Legal Entity Identifier (LEI) for exchange member clients."/>
      <value enum="P" description="SHORT_CODE_IDENTIFIER" doc="Short code identifier for non-exchange-member clients."/>
    </field>
    <field number="448" name="PartyID" type="STRING" doc="Identification of the party. The short code representing the client, execution decision maker or investment decision maker represented by this block (depending on the PartyRole value)."/>
    <field number="452" name="PartyRole" type="INT" doc="Identifies the type of PartyID (448). Specifies the role represented by the short code provided in the PartyID tag.">
      <value enum="1" description="EXECUTING_FIRM"/>
      <value enum="3" description="CLIENT_ID" doc="Client ID"/>
      <value enum="4" description="CLEARING_FIRM" doc="Clearing firm"/>
      <value enum="12" description="EXECUTING_TRADER" doc="Executing trader."/>
      <value enum="17" description="CONTRA_FIRM"/>
      <value enum="19" description="SPONSORING_FIRM"/>
      <value enum="33" description="INTERESTED_PARTY"/>
      <value enum="122" description="INVESTMENT_DECISION_MAKER" doc="Investment decision maker."/>
    </field>
    <field number="453" name="NoPartyIDs" type="NUMINGROUP" doc="Number of repetitions of PartyID (448), PartyIDSource (447), PartyRole (452), PartyRoleQualifier (2376) groupings."/>
    <field number="487" name="TradeReportTransType" type="INT" doc="Identifies Trade Report message transaction type.">
      <value enum="0" description="NEW" doc="New"/>
      <value enum="1" description="CANCEL" doc="Cancel"/>
      <value enum="2" description="REPLACE" doc="Replace"/>
    </field>
    <field number="528" name="OrderCapacity" type="CHAR" doc="Designates the capacity of the firm placing the order.">
      <value enum="A" description="AGENCY" doc="Agency (mapped to AOTC)"/>
      <value enum="P" description="PRINCIPAL" doc="Principal (mapped to DEAL)"/>
      <value enum="R" description="RISKLESS_PRINCIPAL" doc="Riskless Principal (mapped to MTCH)"/>
    </field>
    <field number="529" name="OrderRestrictions" type="MULTIPLECHARVALUE" doc="Designation required for regular Liquidity Providers (as opposite to Issuer Liquidity Providers). In case of Issuer Liquidity Provider orders tag will not be provided.">
      <value enum="5" description="ACTING_AS_MARKET_MAKER_OR_SPECIALIST_IN_THE_SECURITY" doc="Acting as Market Maker or Specialist in the security"/>
    </field>
    <field number="530" name="MassCancelRequestType" type="CHAR" doc="Specifies scope of Order Mass Cancel Request.">
      <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" doc="Cancel orders for a security"/>
      <value enum="7" description="CANCEL_ALL_ORDERS" doc="Cancel all orders"/>
      <value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT" doc="Cancel orders for a market segment"/>
    </field>
    <field number="531" name="MassCancelResponse" type="CHAR" doc="Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request.">
      <value enum="0" description="CANCEL_REQUEST_REJECTED_SEE_MASSCANCELREJECTREASON" doc="Cancel request rejected "/>
      <value enum="1" description="CANCEL_ORDERS_FOR_A_SECURITY" doc="Cancel orders for a security"/>
      <value enum="7" description="CANCEL_ALL_ORDERS" doc="Cancel all orders"/>
      <value enum="9" description="CANCEL_ORDERS_FOR_A_MARKET_SEGMENT" doc="Cancel orders for a market segment"/>
    </field>
    <field number="532" name="MassCancelRejectReason" type="INT" doc="Required if MassCancelResponse (531) = 0. Indicates why Order Mass Cancel Request was rejected.">
      <value enum="99" description="OTHER"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT" doc="Invalid or unknown instrument"/>
      <value enum="1004" description="NO_PARTY_IDS_MUST_BE_EQUAL_TO_1" doc="NoPartyIDs (453) must be equal to 1"/>
      <value enum="1005" description="INVALID_EXECUTION_TRADER"/>
      <value enum="1016" description="UNKNOWN_MARKET_SEGMENT_ID" doc="Invalid or unknown market segment id"/>
      <value enum="1017" description="UNKNOWN_CONNECTION_ID" doc="Unknown connection id"/>
      <value enum="1053" description="INSTRUMENT_FORBIDDEN" doc="Instrument forbidden"/>
      <value enum="1054" description="MARKET_SEGMENT_ID_FORBIDDEN" doc="Market segment id forbidden"/>
      <value enum="1056" description="OPERATION_ON_REDISTRIBUTED_INSTRUMENTS_FORBIDDEN"/>
      <value enum="2025" description="REQUEST_NOT_ALLOWED_ON_SPONSORED_CONNECTION"/>
    </field>
    <field number="533" name="TotalAffectedOrders" type="INT" doc="Total number of orders affected by the Order Mass Cancel Request (q)."/>
    <field number="552" name="NoSides" type="NUMINGROUP" doc="Number of Side repeating group instances.">
      <value enum="1" description="ONE_SIDE" doc="One Side"/>
      <value enum="2" description="BOTH_SIDES" doc="Both Sides"/>
    </field>
    <field number="571" name="TradeReportID" type="STRING" doc="Unique identifier of trade capture report."/>
    <field number="572" name="TradeReportRefID" type="STRING" doc="Reference identifier used with Cancel and Replace transaction types. The TradeReportID (571) that is being referenced for trade correction or cancelation."/>
    <field number="581" name="AccountType" type="INT" doc="Type of account associated with the order.">
      <value enum="1" description="ACCOUNT_IS_CARRIED_ON_CUSTOMER_SIDE_OF_THE_BOOKS" doc="Account is carried on customer side of the books"/>
      <value enum="3" description="HOUSE_TRADER" doc="House trader"/>
    </field>
    <field number="638" name="PriorityIndicator" type="INT" doc="Required if Cancel/Replace accepted.">
      <value enum="0" description="PRIORITY_UNCHANGED" doc="Priority unchanged"/>
      <value enum="1" description="LOST_PRIORITY_AS_RESULT_OF_ORDER_CHANGE" doc="Lost priority as a result of order change"/>
    </field>
    <field number="702" name="NoPositions" type="NUMINGROUP" doc="Number of position entries."/>
    <field number="703" name="PosType" type="STRING" doc="Used to identify the type of quantity that is being returned.">
      <value enum="FIN" description="END_OF_DAY_QTY" doc="Position at the end of the day."/>
      <value enum="SOD" description="START_OF_DAY_QTY" doc="Position to start the day."/>
      <value enum="ITD" description="INTRADAY_QTY" doc="Intraday positions."/>
    </field>
    <field number="721" name="PosMaintRptID" type="STRING" doc="Unique identifier for this position report."/>
    <field number="746" name="OpenInterest" type="AMT" doc="Open interest that was eligible for assignment."/>
    <field number="797" name="CopyMsgIndicator" type="BOOLEAN"/>
    <field number="818" name="SecondaryTradeReportID" type="STRING"/>
    <field number="828" name="TrdType" type="INT" doc="Type of trade.">
      <value enum="0" description="REGULAR_TRADE"/>
      <value enum="22" description="PRIVATELY_NEGOTIATED_TRADES" doc="Privately negotiated trade"/>
      <value enum="38" description="BLOCK_TRADE" doc="Block trade (Large In Scale)"/>
    </field>
    <field number="851" name="LastLiquidityInd" type="INT" doc="Provided in case of ExecType (150) = F (Trade). Indicates whether the order added liquidity or removed liquidity from the order book (looking from the perspective of the current execution).">
      <value enum="1" description="ADDED_LIQUIDITY" doc="Added liquidity"/>
      <value enum="2" description="REMOVED_LIQUIDITY" doc="Removed liquidity"/>
      <value enum="4" description="AUCTION" doc="Auction execution"/>
    </field>
    <field number="856" name="TradeReportType" type="INT" doc="Type of Trade Report.">
      <value enum="0" description="SUBMIT" doc="Submit"/>
      <value enum="1" description="ALLEGED" doc="Alleged"/>
      <value enum="2" description="ACCEPT" doc="Accept"/>
      <value enum="3" description="DECLINE" doc="Decline"/>
      <value enum="6" description="TRADE_REPORT_CANCEL" doc="Trade Report Cancel"/>
      <value enum="7" description="TRADE_BREAK"/>
    </field>
    <field number="880" name="TrdMatchID" type="STRING" doc="Provided in case of trades (ExecType (150) = F or H). Identifier assigned to a trade by a matching system."/>
    <field number="939" name="TrdRptStatus" type="INT" doc="Status of trade report. Besides TradeCaptureReportAck (35=AR) used in DropCopy TradeCaptureReport (35=AE) to report mentioned TradeCaptureReportAck status.">
      <value enum="0" description="ACCEPTED" doc="Accepted"/>
      <value enum="1" description="REJECTED" doc="Rejected"/>
      <value enum="2" description="CANCELLED"/>
    </field>
    <field number="1003" name="TradeID" type="STRING" doc="The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty."/>
    <field number="1102" name="TriggerPrice" type="PRICE" doc="Provided in case of OrdType (40) = 3 (Stop Loss) or 4 (Stop Limit). The price at which the order is activated and inserted into the order book."/>
    <field number="1123" name="TradeHandlingInstr" type="CHAR" doc="Specified how the TradeCaptureReport (35=AE) should be handled by the respondent.">
      <value enum="0" description="TRADE_CONFIRMATION" doc="Trade confirmation"/>
      <value enum="1" description="TWO_PARTY_REPORT" doc="Two-party report"/>
      <value enum="3" description="ONE_PARTY_REPORT_FOR_PASS_THROUGH" doc="One-party report for pass-through"/>
    </field>
    <field number="1138" name="DisplayQty" type="QTY" doc="Currently displayed quantity for Iceberg order in Market Data public order order book (as opposed to initially displayed quantity)."/>
    <field number="1167" name="QuoteEntryStatus" type="INT" doc="Identifies the status of an individual quote. See also QuoteStatus (297) which is used for single Quotes.">
      <value enum="0" description="ACCEPTED" doc="Accepted"/>
      <value enum="5" description="REJECTED" doc="Rejected"/>
    </field>
    <field number="1168" name="TotNoCxldQuotes" type="INT" doc="Total number of quotes canceled for the quote set across all messages."/>
    <field number="1169" name="TotNoAccQuotes" type="INT" doc="Total number of quotes accepted for the quote set across all messages."/>
    <field number="1170" name="TotNoRejQuotes" type="INT" doc="Total number of quotes rejected for the quote set across all messages."/>
    <field number="1300" name="MarketSegmentID" type="STRING" doc="Identifies the market segment."/>
    <field number="1301" name="MarketID" type="EXCHANGE" doc="Identifies the market."/>
    <field number="1324" name="ListUpdateAction" type="CHAR">
      <value enum="A" description="ADD"/>
      <value enum="D" description="DELETE"/>
      <value enum="M" description="MODIFY"/>
    </field>
    <field number="1369" name="MassActionReportID" type="STRING" doc="Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request."/>
    <field number="1444" name="SideLiquidityInd" type="INT" doc="Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.">
      <value enum="1" description="ADDED_LIQUIDITY" doc="Added liquidity"/>
      <value enum="2" description="REMOVED_LIQUIDITY" doc="Removed liquidity"/>
      <value enum="4" description="AUCTION" doc="Auction execution"/>
    </field>
    <field number="1461" name="NoTargetPartyIDs" type="NUMINGROUP" doc="Number of TargetPartyID (1462), TargetPartyIDSource (1463), TargetPartyRole (1464) and TargetPartyRoleQualifier (1818) entries."/>
    <field number="1462" name="TargetPartyID" type="STRING" doc="Required if NoTargetPartyIDs (1461) &gt; 0. Used to identify the party targeted for the action specified in the message."/>
    <field number="1463" name="TargetPartyIDSource" type="CHAR" doc="Required if NoTargetPartyIDs (1461) &gt; 0. PartyIDSource value within an target party repeating group.">
      <value enum="D" description="PROPRIETARY_CUSTOM_CODE" doc="Proprietary / Custom code"/>
      <value enum="P" description="SHORT_CODE_IDENTIFIER" doc="Short code identifier for non-exchange-member clients."/>
    </field>
    <field number="1464" name="TargetPartyRole" type="INT" doc="Required if NoTargetPartyIDs (1461) &gt; 0. PartyRole value within an target party repeating group. Same values as PartyRole (452).">
      <value enum="3" description="CLIENT_ID" doc="Client ID"/>
      <value enum="12" description="EXECUTING_TRADER" doc="Executing trader."/>
      <value enum="35" description="LIQUIDITY_PROVIDER"/>
      <value enum="54" description="SENDER_LOCATION"/>
      <value enum="66" description="MARKET_MAKER"/>
      <value enum="122" description="INVESTMENT_DECISION_MAKER" doc="Investment decision maker."/>
    </field>
    <field number="1511" name="RequestResult" type="INT">
      <value enum="0" description="VALID_REQUEST"/>
      <value enum="2" description="NO_DATA_FOUND" doc="No data found that match selection criteria."/>
      <value enum="99" description="OTHER"/>
    </field>
    <field number="1530" name="RiskLimitType" type="INT">
      <value enum="301" description="PER_ORDER_VOLUME_CONTINUOUS"/>
      <value enum="302" description="PER_ORDER_NOTIONAL_VALUE_CONTINUOUS"/>
      <value enum="303" description="PER_PRICE_LIMIT_DYNAMIC_CONTINUOUS"/>
      <value enum="304" description="PER_PRICE_LIMIT_DYNAMIC_AUCTIONS"/>
      <value enum="311" description="PER_ORDER_VOLUME_AUCTIONS"/>
      <value enum="312" description="PER_ORDER_NOTIONAL_VALUE_AUCTIONS"/>
      <value enum="313" description="PER_PRICE_LIMIT_STATIC_CONTINUOUS"/>
      <value enum="314" description="PER_PRICE_LIMIT_STATIC_AUCTIONS"/>
      <value enum="315" description="PER_TOTAL_BUY_TRADED_VALUE"/>
      <value enum="316" description="PER_TOTAL_SELL_TRADED_VALUE"/>
      <value enum="317" description="PER_TOTAL_TRADED_VALUE"/>
      <value enum="318" description="PER_TOTAL_BUY_OPEN_ORDERS_VALUE"/>
      <value enum="319" description="PER_TOTAL_SELL_OPEN_ORDERS_VALUE"/>
      <value enum="320" description="PER_TOTAL_OPEN_ORDERS_VALUE"/>
      <value enum="321" description="PER_TOTAL_BUY_RISK_VALUE"/>
      <value enum="322" description="PER_TOTAL_SELL_RISK_VALUE"/>
      <value enum="323" description="PER_TOTAL_RISK_VALUE"/>
      <value enum="324" description="PER_TOTAL_NET_RISK_VALUE"/>
      <value enum="325" description="PER_TOTAL_DAILY_NUMBER_OF_ORDERS"/>
      <value enum="400" description="KILL_SWITCH"/>
    </field>
    <field number="1531" name="RiskLimitAmount" type="AMT"/>
    <field number="1534" name="NoRiskInstrumentScopes" type="NUMINGROUP"/>
    <field number="1538" name="InstrumentScopeSecurityID" type="STRING"/>
    <field number="1539" name="InstrumentScopeSecurityIDSource" type="STRING">
      <value enum="8" description="EXCHANGE_SYMBOL"/>
    </field>
    <field number="1616" name="InstrumentScopeSecurityExchange" type="EXCHANGE"/>
    <field number="1559" name="NoRiskWarningLevels" type="NUMINGROUP"/>
    <field number="1560" name="RiskWarningLevelPercent" type="PERCENTAGE"/>
    <field number="1561" name="RiskWarningLevelName" type="STRING">
      <value enum="1" description="WARNING_LEVEL_1_BREACH"/>
      <value enum="2" description="WARNING_LEVEL_2_BREACH"/>
    </field>
    <field number="1666" name="RiskLimitRequestID" type="INT"/>
    <field number="1667" name="RiskLimitReportID" type="STRING"/>
    <field number="1529" name="NoRiskLimitTypes" type="NUMINGROUP"/>
    <field number="1657" name="NoRequestingPartyIDs" type="NUMINGROUP"/>
    <field number="1658" name="RequestingPartyID" type="STRING"/>
    <field number="1659" name="RequestingPartyIDSource" type="CHAR">
      <value enum="N" description="LEGAL_ENTITY_IDENTIFIER"/>
    </field>
    <field number="1660" name="RequestingPartyRole" type="INT">
      <value enum="1" description="EXECUTING_FIRM"/>
      <value enum="4" description="CLEARING_FIRM"/>
      <value enum="19" description="SPONSORING_FIRM"/>
    </field>
    <field number="1749" name="TotalBidSize" type="QTY" doc="Specifies the total bid size."/>
    <field number="1750" name="TotalOfferSize" type="QTY" doc="Specifies the total offer size."/>
    <field number="1769" name="RiskWarningLevelAction" type="INT">
      <value enum="4" description="WARNING"/>
    </field>
    <field number="1668" name="NoRequestedRiskLimitType" type="NUMINGROUP"/>
    <field number="1669" name="NoRiskLimits" type="NUMINGROUP"/>
    <field number="1670" name="RiskLimitID" type="INT"/>
    <field number="1691" name="PartyDetailID" type="STRING"/>
    <field number="1692" name="PartyDetailIDSource" type="CHAR">
      <value enum="P" description="SHORT_CODE_IDENTIFIER"/>
      <value enum="N" description="LEGAL_ENTITY_IDENTIFIER"/>
    </field>
    <field number="1693" name="PartyDetailRole" type="INT">
      <value enum="1" description="EXECUTING_FIRM"/>
      <value enum="3" description="CLIENT_ID"/>
      <value enum="19" description="SPONSORING_FIRM"/>
    </field>
    <field number="1671" name="NoPartyDetails" type="NUMINGROUP"/>
    <field number="1674" name="PartyDetailRoleQualifier" type="INT">
      <value enum="23" description="FIRM_OR_LEGAL_ENTITY"/>
    </field>
    <field number="1677" name="NoPartyRiskLimits" type="NUMINGROUP"/>
    <field number="1767" name="RiskLimitAction" type="INT">
      <value enum="2" description="REJECT"/>
      <value enum="4" description="WARNING"/>
      <value enum="9" description="SUSPEND"/>
      <value enum="10" description="HALT_TRADING"/>
    </field>
    <field number="1760" name="RiskLimitRequestType" type="INT">
      <value enum="1" description="DEFINITIONS"/>
      <value enum="3" description="DEFINITIONS_AND_UTILIZATION"/>
    </field>
    <field number="1761" name="RiskLimitRequestResult" type="INT">
      <value enum="1" description="INVALID_PARTY"/>
      <value enum="2" description="INVALID_RISK_LIMIT_TYPE"/>
      <value enum="3" description="INVALID_RISK_LIMIT"/>
      <value enum="4" description="INVALID_RISK_LIMIT_AMOUNT"/>
      <value enum="5" description="INVALID_INSTRUMENT"/>
      <value enum="6" description="INVALID_MARKET_STRUCTURE"/>
      <value enum="7" description="RISK_LIMIT_NOT_APPROVED_FOR_PARTY"/>
      <value enum="8" description="RISK_LIMIT_ALREADY_DEFINED_FOR_PARTY"/>
      <value enum="9" description="MISSING_MIC_CODE"/>
      <value enum="10" description="OPERATION_FORBIDDEN_DURING_NO_TRADING_CLOSED"/>
      <value enum="11" description="DUPLICATE_RISK_LIMIT_ID"/>
    </field>
    <field number="1762" name="RiskLimitRequestStatus" type="INT">
      <value enum="0" description="ACCEPTED"/>
      <value enum="2" description="REJECTED"/>
      <value enum="4" description="RESTATEMENT"/>
    </field>
    <field number="1765" name="RiskLimitUtilizationPercent" type="PERCENTAGE"/>
    <field number="1766" name="RiskLimitUtilizationAmount" type="AMT"/>
    <field number="1724" name="OrderOrigination" type="INT" doc="Designation required for orders submitted via Direct Electronic Access (both DMA or Sponsored Access). In case of regular trading access this tag should be omitted.">
      <value enum="5" description="OrderReceivedFromDirectAccessCustomer" doc="5 = Order received from a direct access or sponsored access customer"/>
    </field>
    <field number="1823" name="Triggered" type="INT" doc="Indicates whether an order has been already triggered or not yet. In case of triggered VFA/VFC orders value 1, and in case of triggered Stop orders value 2.">
      <value enum="0" description="NOT_TRIGGERED" doc="Not triggered (default)"/>
      <value enum="1" description="TRIGGERED" doc="Triggered"/>
      <value enum="2" description="STOP_ORDER_TRIGGERED" doc="Stop order triggered"/>
      <value enum="3" description="OCO_ORDER_TRIGGERED"/>
      <value enum="4" description="OTO_ORDER_TRIGGERED"/>
      <value enum="5" description="OUO_ORDER_TRIGGERED"/>
    </field>
    <field number="2376" name="PartyRoleQualifier" type="INT" doc="Provides further qualification of the PartyRole (452) value.">
      <value enum="22" description="ALGORITHM" doc="Algorithm (applicable to PartyRole values 12 or 122)"/>
      <value enum="23" description="FIRM_OR_LEGAL_ENTITY" doc="Firm or legal entity (LEI) (applicable to PartyRole value 3)"/>
      <value enum="24" description="NATURAL_PERSON" doc="Natural person (applicable to PartyRole values 3, 12, 122)"/>
    </field>
    <field number="2431" name="ExecTypeReason" type="INT" doc="Provided in case of ExecType (150) = 4 (Cancelled) or D (Restated) or F (Trade). Provides detailed information on ExecType (150) in case of order restatement, Iceberg order refill, unsolicited order cancellation, first trade resulting from aggressive order matching.">
      <value enum="100" description="GT_ORDER_RESTATEMENT"/>
      <value enum="101" description="ICEBERG_ORDER_REFILL"/>
      <value enum="102" description="CANCEL_IOC_FOK_ORDER"/>
      <value enum="103" description="CANCEL_BY_STP"/>
      <value enum="104" description="CANCEL_BY_MARKET_OPERATIONS"/>
      <value enum="105" description="CANCEL_ON_TRADING_HALT"/>
      <value enum="106" description="CANCEL_ON_DISCONNECT"/>
      <value enum="107" description="CANCEL_BY_CORPORATE_ACTION"/>
      <value enum="108" description="CANCEL_BY_MASS_CANCEL"/>
      <value enum="109" description="CANCEL_ON_BUY_ONLY"/>
      <value enum="110" description="FIRST_TRADE_ON_AGRESSIVE_ORDER"/>
      <value enum="111" description="CANCEL_ON_KNOCK_OUT"/>
      <value enum="112" description="CANCEL_BY_RISK_MANAGEMENT"/>
      <value enum="113" description="CANCEL_ON_DC_DISCONNECT"/>
      <value enum="114" description="RELEASED_FROM_HYBRID_QUEUE"/>
    </field>
    <field number="2593" name="NoOrderAttributes" type="NUMINGROUP" doc="Number of order attribute entries."/>
    <field number="2594" name="OrderAttributeType" type="INT" doc="The type of order attribute.">
      <value enum="0" description="AGGREGATED_ORDER"/>
      <value enum="1" description="PENDING_ALLOCATION"/>
      <value enum="2" description="LIQUIDITY_PROVISION_ACTIVITY_ORDER" doc="2 = Liquidity provision activity order"/>
      <value enum="3" description="RISK_REDUCTION_ORDER"/>
      <value enum="4" description="ALGORITHMIC_ORDER"/>
      <value enum="5" description="SYSTEMIC_INTERNALISER_ORDER"/>
      <value enum="6" description="ALL_EXECUTIONS_SUBMITTED_TO_APA"/>
      <value enum="7" description="ORDER_EXECUTION_INSTRUCTED_BY_CLIENT"/>
      <value enum="8" description="LARGE_IN_SCALE"/>
      <value enum="9" description="HIDDEN"/>
      <value enum="10" description="SUBJECT_TO_EUSTO"/>
      <value enum="11" description="SUBJECT_TO_UKSTO"/>
      <value enum="12" description="REPRESENTATIVE_ORDER"/>
      <value enum="13" description="LINKAGE_TYPE"/>
      <value enum="14" description="EXEMPT_FROM_STO"/>
    </field>
    <field number="2595" name="OrderAttributeValue" type="STRING" doc="The value associated with the order attribute type specified in OrderAttributeType (2594). As opposite to OrderRestriction tag specifies whether the order poses any type of liquidity provision acticity (either regular or issuer)."/>
    <field number="2667" name="AlgorithmicTradeIndicator" type="INT" doc="Provided in case of ExecType (150) = F (Trade) or H (Trade Cancel). Indicates that the trade originates from a computer program or algorithm requiring little-to-no human intervention. In the context of ESMA MiFID II, a trade has to be flagged as algorithmic if at least one of the matched orders was submitted by a trading algorithm.">
      <value enum="0" description="NON_ALGORITHMIC_TRADE" doc="Non-algorithmic trade"/>
      <value enum="1" description="ALGORITHMIC_TRADE" doc="Algorithmic trade"/>
    </field>
    <field number="2668" name="NoTrdRegPublications" type="NUMINGROUP" doc="Number of regulatory publication rules in repeating group."/>
    <field number="2669" name="TrdRegPublicationType" type="INT" doc="Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason (2670).">
      <value enum="0" description="PRE_TRADE_TRANSPARENCY_WAIVER" doc="Pre-trade transparency waiver"/>
    </field>
    <field number="2670" name="TrdRegPublicationReason" type="INT" doc="Additional reason for trade publication type specified in TrdRegPublicationType (2669). Reasons may be specific to regulatory trade publication rules.">
      <value enum="0" description="NLIQ"/>
      <value enum="1" description="OILQ"/>
      <value enum="4" description="ILQD"/>
      <value enum="9" description="LIS"/>
    </field>
    <field number="1608" name="InitialDisplayQty" type="QTY" doc="Initially display quantity requested for Iceberg order in New Order Single (D) or Order Cancel/Replace Request (G) messages."/>
    <field number="1747" name="BidQuoteID" type="STRING" doc="Note that either BidQuoteID, OfferQuoteID or both must be specified. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority."/>
    <field number="1748" name="OfferQuoteID" type="STRING" doc="Note that either BidQuoteID, OfferQuoteID or both must be specified. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority."/>
    <field number="1855" name="NoRelatedTrades" type="NUMINGROUP" doc="Number of trade entries."/>
    <field number="1856" name="RelatedTradeID" type="STRING" doc="Identifier of a related trade."/>
    <field number="1857" name="RelatedTradeIDSource" type="INT" doc="Describes the source of the identifier that RelatedTradeID (1856) represents.">
      <value enum="1" description="TRADE_ID" doc="Exchage trade ID"/>
    </field>
    <field number="3001" name="TestEventType" type="INT">
      <value enum="1" description="FLUSH"/>
      <value enum="2" description="SCENARIO_START"/>
      <value enum="3" description="SCENARIO_END"/>
    </field>
    <field number="3002" name="ScenarioName" type="STRING"/>
    <field number="3003" name="BidOrders" type="INT" doc="Number of bid orders."/>
    <field number="3004" name="OfferOrders" type="INT" doc="Number of offer orders."/>
    <field number="3005" name="UpdateType" type="INT" doc="Indicates a type of the BidOfferUpdate message.">
      <value enum="1" description="IPO"/>
      <value enum="2" description="TENDER_OFFER"/>
    </field>
    <field number="2362" name="SelfMatchPreventionID" type="STRING"/>
    <field number="20002" name="RequestForExecutionReason" type="INT" doc="Sepcifies whether Request For Execution message was triggered by the incoming client order hitting passive MM quote, or the agressive MM quote hitting a resting client order.">
      <value enum="1" description="PASSIVE_QUOTE"/>
      <value enum="2" description="AGGRESSIVE_QUOTE"/>
    </field>
    <field number="20003" name="MarketMakerCommandID" type="INT" doc="Unique identifier for Market Maker command request."/>
    <field number="20004" name="MarketMakerCommandResult" type="INT" doc="Confirmation of achieving the intended action. If the action (e.g., Buy Only state) has already been achieved before the command, the result will be positive.">
      <value enum="1" description="SUCCESS"/>
      <value enum="2" description="FAILURE"/>
    </field>
    <field number="20005" name="MarketMakerCommandRejectionCode" type="INT" doc="Reason for rejecting the Market Maker command.">
      <value enum="2" description="EXCHANGE_CLOSED"/>
      <value enum="99" description="OTHER"/>
      <value enum="1001" description="UNKNOWN_INSTRUMENT"/>
      <value enum="1050" description="FIRM_IS_NOT_A_MARKET_MAKER"/>
      <value enum="1304" description="FIRM_NOT_AUTHORIZED_FOR_MM_COMMAND" doc="Market Maker Command may be submitted only by firm that is a Market Maker for the instrument."/>
      <value enum="1306" description="BUY_ONLY_STATE_NOT_ALLOWED_DURING_INSTRUMENT_SUSPENSION" doc="Market Maker Command with MMCommandAction (20003) = 1 (Buy Only State) cannot be submitted during instrument suspension."/>
      <value enum="1313" description="INSTRUMENT_ALREADY_KNOCKED_OUT" doc="Attempt to knock-out an instrument that is already in knocked-out state."/>
      <value enum="1314" description="MM_CANNOT_REVOKE_MARKET_OPERATION_KNOCK_OUT" doc="Market Maker&apos;s attempt to revoke Market Operation&apos;s knock-out on an instrument."/>
      <value enum="1315" description="KNOCK_OUT_OR_REVOKE_KNOCK_OUT_OPERATIONS_NOT_ALLOWED_DURING_INSTRUMENT_SUSPENSION" doc="Market Maker Command with MMCommandAction (20003) = 2 (Knock-Out) or 3 (Revoke Knock-Out) cannot be submitted during instrument suspension."/>
      <value enum="3020" description="COMMAND_NOT_ALLOWED_IN_CURRENT_STATE"/>
    </field>
    <field number="20009" name="MarketMakerCommandAction" type="INT" doc="The action for the Market Maker command request.">
      <value enum="1" description="CHANGE_TO_HYBRID_BUY_ONLY"/>
      <value enum="2" description="CHANGE_TO_KNOCK_OUT"/>
      <value enum="3" description="REVOKE_KNOCK_OUT"/>
    </field>
    <field number="20011" name="FeeStructureID" type="STRING" doc="Optional identifier of a fee scheme for billing purposes."/>
    <field number="20012" name="ContractValue" type="AMT" doc="LastPx (31) * Multiplier. Provided only for derivative instruments (both Futures and Options)."/>
    <field number="2329" name="PartyActionType" type="INT" doc="Specifies the type of action to take or was taken for a given party.">
      <value enum="2" description="REINSTATE" doc="Reinstate (re-enable trading)."/>
    </field>
  </fields>
</fix>