<!--
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Generated:2009-04-19T13:43:43.089-05:00
Revision: FIXML Schema Version FIX.5.0SP2
Copyright(c) FIX Protocol Limited. All rights reserved.
Comments and errors should be posted on the FIX protocol web-site
http://www.fixprotocol.org
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--><xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema"
xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2"
xmlns:fm="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.fixprotocol.org/FIXML-5-0-SP2/METADATA fixml-metadata-5-0-SP2.xsd"
targetNamespace="http://www.fixprotocol.org/FIXML-5-0-SP2"
elementFormDefault="qualified"
attributeFormDefault="unqualified">
<xs:include schemaLocation="fixml-components-impl-5-0-SP2.xsd"/>
<xs:group name="NewOrderCrossElements">
<xs:sequence>
<xs:element name="Pty" type="RootParties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="SideCrossMod" type="SideCrossOrdModGrp_Block_t" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t"/>
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Leg" type="InstrmtLegGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="DsplyInstr" type="DisplayInstruction_Block_t" minOccurs="0"/>
<xs:element name="TrdSes" type="TrdgSesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Stip" type="Stipulations_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="TrgrInstr" type="TriggeringInstruction_Block_t" minOccurs="0"/>
<xs:element name="SprdBnchmkCurve" type="SpreadOrBenchmarkCurveData_Block_t" minOccurs="0"/>
<xs:element name="Yield" type="YieldData_Block_t" minOccurs="0"/>
<xs:element name="PegInstr" type="PegInstructions_Block_t" minOccurs="0"/>
<xs:element name="DiscInstr" type="DiscretionInstructions_Block_t" minOccurs="0"/>
<xs:element name="StrtPrmGrp" type="StrategyParametersGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="NewOrderCrossAttributes">
<xs:attribute name="ID" type="CrossID_t" use="required"/>
<xs:attribute name="Typ" type="CrossType_t" use="required"/>
<xs:attribute name="Priorty" type="CrossPrioritization_t" use="required"/>
<xs:attribute name="SettlTyp" type="SettlType_t" use="optional"/>
<xs:attribute name="SettlDt" type="SettlDate_t" use="optional"/>
<xs:attribute name="HandlInst" type="HandlInst_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="MtchInc" type="MatchIncrement_t" use="optional"/>
<xs:attribute name="MxPxLvls" type="MaxPriceLevels_t" use="optional"/>
<xs:attribute name="MaxFloor" type="MaxFloor_t" use="optional"/>
<xs:attribute name="ExDest" type="ExDestination_t" use="optional"/>
<xs:attribute name="ExDestIDSrc" type="ExDestinationIDSource_t" use="optional"/>
<xs:attribute name="ProcCode" type="ProcessCode_t" use="optional"/>
<xs:attribute name="PrevClsPx" type="PrevClosePx_t" use="optional"/>
<xs:attribute name="LocReqd" type="LocateReqd_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<xs:attribute name="TransBkdTm" type="TransBkdTime_t" use="optional"/>
<xs:attribute name="OrdTyp" type="OrdType_t" use="required"/>
<xs:attribute name="PxTyp" type="PriceType_t" use="optional"/>
<xs:attribute name="Px" type="Price_t" use="optional"/>
<xs:attribute name="PxPrtScp" type="PriceProtectionScope_t" use="optional"/>
<xs:attribute name="StopPx" type="StopPx_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="IOIID" type="IOIID_t" use="optional"/>
<xs:attribute name="QID" type="QuoteID_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="EfctvTm" type="EffectiveTime_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="GTBkngInst" type="GTBookingInst_t" use="optional"/>
<xs:attribute name="MaxShow" type="MaxShow_t" use="optional"/>
<xs:attribute name="TgtStrategy" type="TargetStrategy_t" use="optional"/>
<xs:attribute name="TgtStrategyParameters" type="TargetStrategyParameters_t" use="optional"/>
<xs:attribute name="ParticipationRt" type="ParticipationRate_t" use="optional"/>
<xs:attribute name="CxllationRights" type="CancellationRights_t" use="optional"/>
<xs:attribute name="MnyLaunderingStat" type="MoneyLaunderingStatus_t" use="optional"/>
<xs:attribute name="RegistID" type="RegistID_t" use="optional"/>
<xs:attribute name="Designation" type="Designation_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="NewOrderCross_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">NewOrderCross can be found in Volume4 of the specification </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="NewOrderCross" ComponentType="Message" MsgID="52" Section="Trade" Category="CrossOrders"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="NewOrderCrossElements"/>
</xs:sequence>
<xs:attributeGroup ref="NewOrderCrossAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="NewOrdCrss" type="NewOrderCross_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="CrossOrderCancelReplaceRequestElements">
<xs:sequence>
<xs:element name="Pty" type="RootParties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="SideCrossMod" type="SideCrossOrdModGrp_Block_t" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t"/>
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Leg" type="InstrmtLegGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="DsplyInstr" type="DisplayInstruction_Block_t" minOccurs="0"/>
<xs:element name="TrdSes" type="TrdgSesGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Stip" type="Stipulations_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="TrgrInstr" type="TriggeringInstruction_Block_t" minOccurs="0"/>
<xs:element name="SprdBnchmkCurve" type="SpreadOrBenchmarkCurveData_Block_t" minOccurs="0"/>
<xs:element name="Yield" type="YieldData_Block_t" minOccurs="0"/>
<xs:element name="PegInstr" type="PegInstructions_Block_t" minOccurs="0"/>
<xs:element name="DiscInstr" type="DiscretionInstructions_Block_t" minOccurs="0"/>
<xs:element name="StrtPrmGrp" type="StrategyParametersGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="CrossOrderCancelReplaceRequestAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="ID" type="CrossID_t" use="required"/>
<xs:attribute name="OrigID" type="OrigCrossID_t" use="required"/>
<xs:attribute name="HstCxID" type="HostCrossID_t" use="optional"/>
<xs:attribute name="Typ" type="CrossType_t" use="required"/>
<xs:attribute name="Priorty" type="CrossPrioritization_t" use="required"/>
<xs:attribute name="SettlTyp" type="SettlType_t" use="optional"/>
<xs:attribute name="SettlDt" type="SettlDate_t" use="optional"/>
<xs:attribute name="HandlInst" type="HandlInst_t" use="optional"/>
<xs:attribute name="ExecInst" type="ExecInst_t" use="optional"/>
<xs:attribute name="MinQty" type="MinQty_t" use="optional"/>
<xs:attribute name="MtchInc" type="MatchIncrement_t" use="optional"/>
<xs:attribute name="MxPxLvls" type="MaxPriceLevels_t" use="optional"/>
<xs:attribute name="MaxFloor" type="MaxFloor_t" use="optional"/>
<xs:attribute name="ExDest" type="ExDestination_t" use="optional"/>
<xs:attribute name="ExDestIDSrc" type="ExDestinationIDSource_t" use="optional"/>
<xs:attribute name="ProcCode" type="ProcessCode_t" use="optional"/>
<xs:attribute name="PrevClsPx" type="PrevClosePx_t" use="optional"/>
<xs:attribute name="LocReqd" type="LocateReqd_t" use="optional"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
<xs:attribute name="TransBkdTm" type="TransBkdTime_t" use="optional"/>
<xs:attribute name="OrdTyp" type="OrdType_t" use="required"/>
<xs:attribute name="PxTyp" type="PriceType_t" use="optional"/>
<xs:attribute name="Px" type="Price_t" use="optional"/>
<xs:attribute name="PxPrtScp" type="PriceProtectionScope_t" use="optional"/>
<xs:attribute name="StopPx" type="StopPx_t" use="optional"/>
<xs:attribute name="Ccy" type="Currency_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="IOIID" type="IOIID_t" use="optional"/>
<xs:attribute name="QID" type="QuoteID_t" use="optional"/>
<xs:attribute name="TmInForce" type="TimeInForce_t" use="optional"/>
<xs:attribute name="EfctvTm" type="EffectiveTime_t" use="optional"/>
<xs:attribute name="ExpireDt" type="ExpireDate_t" use="optional"/>
<xs:attribute name="ExpireTm" type="ExpireTime_t" use="optional"/>
<xs:attribute name="GTBkngInst" type="GTBookingInst_t" use="optional"/>
<xs:attribute name="MaxShow" type="MaxShow_t" use="optional"/>
<xs:attribute name="TgtStrategy" type="TargetStrategy_t" use="optional"/>
<xs:attribute name="TgtStrategyParameters" type="TargetStrategyParameters_t" use="optional"/>
<xs:attribute name="ParticipationRt" type="ParticipationRate_t" use="optional"/>
<xs:attribute name="CxllationRights" type="CancellationRights_t" use="optional"/>
<xs:attribute name="MnyLaunderingStat" type="MoneyLaunderingStatus_t" use="optional"/>
<xs:attribute name="RegistID" type="RegistID_t" use="optional"/>
<xs:attribute name="Designation" type="Designation_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="CrossOrderCancelReplaceRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">CrossOrderCancelReplaceRequest can be found in Volume4 of the specification </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossOrderCancelReplaceRequest" ComponentType="Message" MsgID="53" Section="Trade" Category="CrossOrders"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="CrossOrderCancelReplaceRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="CrossOrderCancelReplaceRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="CrssOrdCxlRplcReq" type="CrossOrderCancelReplaceRequest_message_t" substitutionGroup="Message" final="#all"/>
<xs:group name="CrossOrderCancelRequestElements">
<xs:sequence>
<xs:element name="Pty" type="RootParties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="SideCrossCxl" type="SideCrossOrdCxlGrp_Block_t" maxOccurs="unbounded"/>
<xs:element name="Instrmt" type="Instrument_Block_t"/>
<xs:element name="Undly" type="UndInstrmtGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="Leg" type="InstrmtLegGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="CrossOrderCancelRequestAttributes">
<xs:attribute name="OrdID" type="OrderID_t" use="optional"/>
<xs:attribute name="ID" type="CrossID_t" use="required"/>
<xs:attribute name="OrigID" type="OrigCrossID_t" use="required"/>
<xs:attribute name="HstCxID" type="HostCrossID_t" use="optional"/>
<xs:attribute name="Typ" type="CrossType_t" use="required"/>
<xs:attribute name="Priorty" type="CrossPrioritization_t" use="required"/>
<xs:attribute name="TxnTm" type="TransactTime_t" use="required"/>
</xs:attributeGroup>
<xs:complexType name="CrossOrderCancelRequest_message_t" final="#all">
<xs:annotation>
<xs:documentation xml:lang="en">CrossOrderCancelRequest can be found in Volume4 of the specification </xs:documentation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="CrossOrderCancelRequest" ComponentType="Message" MsgID="54" Section="Trade" Category="CrossOrders"/>
</xs:appinfo>
</xs:annotation>
<xs:complexContent>
<xs:extension base="Abstract_message_t">
<xs:sequence>
<xs:group ref="CrossOrderCancelRequestElements"/>
</xs:sequence>
<xs:attributeGroup ref="CrossOrderCancelRequestAttributes"/>
</xs:extension>
</xs:complexContent>
</xs:complexType>
<xs:element name="CrssOrdCxlReq" type="CrossOrderCancelRequest_message_t" substitutionGroup="Message" final="#all"/><xs:group name="SideCrossOrdCxlGrpElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" minOccurs="1" maxOccurs="1"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="SideCrossOrdCxlGrpAttributes">
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="OrigClOrdID" type="OrigClOrdID_t" use="optional"/>
<xs:attribute name="ClOrdID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ClOrdID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="ClOrdLinkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="OrigOrdModTm" type="OrigOrdModTime_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="ComplianceID" type="ComplianceID_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="SideCrossOrdCxlGrp_Block_t">
<xs:annotation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideCrossOrdCxlGrp" ComponentType="ImplicitBlockRepeating"
Category="CrossOrders"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="SideCrossOrdCxlGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="SideCrossOrdCxlGrpAttributes"/>
</xs:complexType>
<xs:group name="SideCrossOrdModGrpElements">
<xs:sequence>
<xs:element name="Pty" type="Parties_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="PreAll" type="PreAllocGrp_Block_t" minOccurs="0" maxOccurs="unbounded"/>
<xs:element name="OrdQty" type="OrderQtyData_Block_t" minOccurs="1" maxOccurs="1"/>
<xs:element name="Comm" type="CommissionData_Block_t" minOccurs="0" maxOccurs="1"/>
</xs:sequence>
</xs:group>
<xs:attributeGroup name="SideCrossOrdModGrpAttributes">
<xs:attribute name="Side" type="Side_t" use="required"/>
<xs:attribute name="OrigClOrdID" type="OrigClOrdID_t" use="optional"/>
<xs:attribute name="ClOrdID" type="ClOrdID_t" use="required"/>
<xs:attribute name="ClOrdID2" type="SecondaryClOrdID_t" use="optional"/>
<xs:attribute name="ClOrdLinkID" type="ClOrdLinkID_t" use="optional"/>
<xs:attribute name="OrignDt" type="TradeOriginationDate_t" use="optional"/>
<xs:attribute name="TrdDt" type="TradeDate_t" use="optional"/>
<xs:attribute name="Acct" type="Account_t" use="optional"/>
<xs:attribute name="AcctIDSrc" type="AcctIDSource_t" use="optional"/>
<xs:attribute name="AcctTyp" type="AccountType_t" use="optional"/>
<xs:attribute name="DayBkngInst" type="DayBookingInst_t" use="optional"/>
<xs:attribute name="BkngUnit" type="BookingUnit_t" use="optional"/>
<xs:attribute name="PreallocMeth" type="PreallocMethod_t" use="optional"/>
<xs:attribute name="AllocID" type="AllocID_t" use="optional"/>
<xs:attribute name="QtyTyp" type="QtyType_t" use="optional"/>
<xs:attribute name="Cpcty" type="OrderCapacity_t" use="optional"/>
<xs:attribute name="Rstctions" type="OrderRestrictions_t" use="optional"/>
<xs:attribute name="PrTrdAnon" type="PreTradeAnonymity_t" use="optional"/>
<xs:attribute name="CustCpcty" type="CustOrderCapacity_t" use="optional"/>
<xs:attribute name="ForexReq" type="ForexReq_t" use="optional"/>
<xs:attribute name="SettlCcy" type="SettlCurrency_t" use="optional"/>
<xs:attribute name="BkngTyp" type="BookingType_t" use="optional"/>
<xs:attribute name="Txt" type="Text_t" use="optional"/>
<xs:attribute name="EncTxtLen" type="EncodedTextLen_t" use="optional"/>
<xs:attribute name="EncTxt" type="EncodedText_t" use="optional"/>
<xs:attribute name="PosEfct" type="PositionEffect_t" use="optional"/>
<xs:attribute name="Covered" type="CoveredOrUncovered_t" use="optional"/>
<xs:attribute name="CshMgn" type="CashMargin_t" use="optional"/>
<xs:attribute name="ClrFeeInd" type="ClearingFeeIndicator_t" use="optional"/>
<xs:attribute name="SolFlag" type="SolicitedFlag_t" use="optional"/>
<xs:attribute name="SideComplianceID" type="SideComplianceID_t" use="optional"/>
<xs:attribute name="SideTmFrc" type="SideTimeInForce_t" use="optional"/>
</xs:attributeGroup>
<xs:complexType name="SideCrossOrdModGrp_Block_t">
<xs:annotation>
<xs:appinfo>
<fm:Xref Protocol="FIX" name="SideCrossOrdModGrp" ComponentType="ImplicitBlockRepeating"
Category="CrossOrders"/>
</xs:appinfo>
</xs:annotation>
<xs:sequence>
<xs:group ref="SideCrossOrdModGrpElements"/>
</xs:sequence>
<xs:attributeGroup ref="SideCrossOrdModGrpAttributes"/>
</xs:complexType>
</xs:schema>
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XSD Schema Code: